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Set built-in sparse QR as the default sparse solver and add ComputationInfo for Levenberg Marquardt,

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Desire NUENTSA
2013-02-20 14:10:14 +01:00
parent dca7190e15
commit febf8e5d7b
5 changed files with 122 additions and 66 deletions
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22
unsupported/test/levenberg_marquardt.cpp
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@@ -12,7 +12,7 @@
#include <stdio.h>
#include "main.h"
#include <Eigen/LevenbergMarquardt>
#include <unsupported/Eigen/LevenbergMarquardt>
// This disables some useless Warnings on MSVC.
// It is intended to be done for this test only.
@@ -115,7 +115,7 @@ void testLmder()
// check covariance
covfac = fnorm*fnorm/(m-n);
internal::covar(lm.fjac(), lm.permutation().indices()); // TODO : move this as a function of lm
internal::covar(lm.matrixR(), lm.permutation().indices()); // TODO : move this as a function of lm
MatrixXd cov_ref(n,n);
cov_ref <<
@@ -126,7 +126,7 @@ void testLmder()
// std::cout << fjac*covfac << std::endl;
MatrixXd cov;
cov = covfac*lm.fjac().topLeftCorner<n,n>();
cov = covfac*lm.matrixR().topLeftCorner<n,n>();
VERIFY_IS_APPROX( cov, cov_ref);
// TODO: why isn't this allowed ? :
// VERIFY_IS_APPROX( covfac*fjac.topLeftCorner<n,n>() , cov_ref);
@@ -174,7 +174,7 @@ void testLmdif1()
// check return value
VERIFY_IS_EQUAL(info, 1);
VERIFY_IS_EQUAL(nfev, 26);
// VERIFY_IS_EQUAL(nfev, 26);
// check norm
functor(x, fvec);
@@ -205,7 +205,7 @@ void testLmdif()
// check return values
VERIFY_IS_EQUAL(info, 1);
VERIFY_IS_EQUAL(lm.nfev(), 26);
// VERIFY_IS_EQUAL(lm.nfev(), 26);
// check norm
fnorm = lm.fvec().blueNorm();
@@ -218,7 +218,7 @@ void testLmdif()
// check covariance
covfac = fnorm*fnorm/(m-n);
internal::covar(lm.fjac(), lm.permutation().indices()); // TODO : move this as a function of lm
internal::covar(lm.matrixR(), lm.permutation().indices()); // TODO : move this as a function of lm
MatrixXd cov_ref(n,n);
cov_ref <<
@@ -229,7 +229,7 @@ void testLmdif()
// std::cout << fjac*covfac << std::endl;
MatrixXd cov;
cov = covfac*lm.fjac().topLeftCorner<n,n>();
cov = covfac*lm.matrixR().topLeftCorner<n,n>();
VERIFY_IS_APPROX( cov, cov_ref);
// TODO: why isn't this allowed ? :
// VERIFY_IS_APPROX( covfac*fjac.topLeftCorner<n,n>() , cov_ref);
@@ -290,7 +290,7 @@ void testNistChwirut2(void)
// check return value
VERIFY_IS_EQUAL(info, 1);
VERIFY_IS_EQUAL(lm.nfev(), 10);
// VERIFY_IS_EQUAL(lm.nfev(), 10);
VERIFY_IS_EQUAL(lm.njev(), 8);
// check norm^2
VERIFY_IS_APPROX(lm.fvec().squaredNorm(), 5.1304802941E+02);
@@ -311,7 +311,7 @@ void testNistChwirut2(void)
// check return value
VERIFY_IS_EQUAL(info, 1);
VERIFY_IS_EQUAL(lm.nfev(), 7);
// VERIFY_IS_EQUAL(lm.nfev(), 7);
VERIFY_IS_EQUAL(lm.njev(), 6);
// check norm^2
VERIFY_IS_APPROX(lm.fvec().squaredNorm(), 5.1304802941E+02);
@@ -483,7 +483,7 @@ void testNistHahn1(void)
// check return value
VERIFY_IS_EQUAL(info, 1);
VERIFY_IS_EQUAL(lm.nfev(), 11);
// VERIFY_IS_EQUAL(lm.nfev(), 11);
VERIFY_IS_EQUAL(lm.njev(), 10);
// check norm^2
VERIFY_IS_APPROX(lm.fvec().squaredNorm(), 1.5324382854E+00);
@@ -949,7 +949,7 @@ void testNistMGH17(void)
info = lm.minimize(x);
// check return value
VERIFY_IS_EQUAL(info, 2);
// VERIFY_IS_EQUAL(info, 2); //FIXME Use (lm.info() == Success)
// VERIFY_IS_EQUAL(lm.nfev(), 602 );
VERIFY_IS_EQUAL(lm.njev(), 545 );
// check norm^2