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Diffstat (limited to 'unsupported/test/levenberg_marquardt.cpp')
-rw-r--r--unsupported/test/levenberg_marquardt.cpp93
1 files changed, 61 insertions, 32 deletions
diff --git a/unsupported/test/levenberg_marquardt.cpp b/unsupported/test/levenberg_marquardt.cpp
index 04464727d..64f168c16 100644
--- a/unsupported/test/levenberg_marquardt.cpp
+++ b/unsupported/test/levenberg_marquardt.cpp
@@ -9,6 +9,9 @@
// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
+// FIXME: These tests all check for hard-coded values. Ideally, parameters and start estimates should be randomized.
+
+
#include <stdio.h>
#include "main.h"
@@ -20,6 +23,9 @@
using std::sqrt;
+// tolerance for chekcing number of iterations
+#define LM_EVAL_COUNT_TOL 4/3
+
struct lmder_functor : DenseFunctor<double>
{
lmder_functor(void): DenseFunctor<double>(3,15) {}
@@ -275,7 +281,7 @@ const double chwirut2_functor::m_y[54] = { 92.9000E0 ,57.1000E0 ,31.0500E0 ,11.5
void testNistChwirut2(void)
{
const int n=3;
- int info;
+ LevenbergMarquardtSpace::Status info;
VectorXd x(n);
@@ -610,7 +616,7 @@ const double lanczos1_functor::y[24] = { 2.513400000000E+00 ,2.044333373291E+00
void testNistLanczos1(void)
{
const int n=6;
- int info;
+ LevenbergMarquardtSpace::Status info;
VectorXd x(n);
@@ -624,11 +630,11 @@ void testNistLanczos1(void)
info = lm.minimize(x);
// check return value
- VERIFY_IS_EQUAL(info, 2);
+ VERIFY_IS_EQUAL(info, LevenbergMarquardtSpace::RelativeErrorTooSmall);
VERIFY_IS_EQUAL(lm.nfev(), 79);
VERIFY_IS_EQUAL(lm.njev(), 72);
// check norm^2
-// VERIFY_IS_APPROX(lm.fvec().squaredNorm(), 1.430899764097e-25); // should be 1.4307867721E-25, but nist results are on 128-bit floats
+ VERIFY(lm.fvec().squaredNorm() <= 1.4307867721E-25);
// check x
VERIFY_IS_APPROX(x[0], 9.5100000027E-02);
VERIFY_IS_APPROX(x[1], 1.0000000001E+00);
@@ -645,11 +651,11 @@ void testNistLanczos1(void)
info = lm.minimize(x);
// check return value
- VERIFY_IS_EQUAL(info, 2);
+ VERIFY_IS_EQUAL(info, LevenbergMarquardtSpace::RelativeErrorTooSmall);
VERIFY_IS_EQUAL(lm.nfev(), 9);
VERIFY_IS_EQUAL(lm.njev(), 8);
// check norm^2
-// VERIFY_IS_APPROX(lm.fvec().squaredNorm(), 1.428595533845e-25); // should be 1.4307867721E-25, but nist results are on 128-bit floats
+ VERIFY(lm.fvec().squaredNorm() <= 1.4307867721E-25);
// check x
VERIFY_IS_APPROX(x[0], 9.5100000027E-02);
VERIFY_IS_APPROX(x[1], 1.0000000001E+00);
@@ -696,7 +702,7 @@ const double rat42_functor::y[9] = { 8.930E0 ,10.800E0 ,18.590E0 ,22.330E0 ,39.3
void testNistRat42(void)
{
const int n=3;
- int info;
+ LevenbergMarquardtSpace::Status info;
VectorXd x(n);
@@ -710,7 +716,7 @@ void testNistRat42(void)
info = lm.minimize(x);
// check return value
- VERIFY_IS_EQUAL(info, 1);
+ VERIFY_IS_EQUAL(info, LevenbergMarquardtSpace::RelativeReductionTooSmall);
VERIFY_IS_EQUAL(lm.nfev(), 10);
VERIFY_IS_EQUAL(lm.njev(), 8);
// check norm^2
@@ -728,7 +734,7 @@ void testNistRat42(void)
info = lm.minimize(x);
// check return value
- VERIFY_IS_EQUAL(info, 1);
+ VERIFY_IS_EQUAL(info, LevenbergMarquardtSpace::RelativeReductionTooSmall);
VERIFY_IS_EQUAL(lm.nfev(), 6);
VERIFY_IS_EQUAL(lm.njev(), 5);
// check norm^2
@@ -774,7 +780,7 @@ const double MGH10_functor::y[16] = { 3.478000E+04, 2.861000E+04, 2.365000E+04,
void testNistMGH10(void)
{
const int n=3;
- int info;
+ LevenbergMarquardtSpace::Status info;
VectorXd x(n);
@@ -786,17 +792,26 @@ void testNistMGH10(void)
MGH10_functor functor;
LevenbergMarquardt<MGH10_functor> lm(functor);
info = lm.minimize(x);
+ ++g_test_level;
+ VERIFY_IS_EQUAL(info, LevenbergMarquardtSpace::RelativeReductionTooSmall);
+ --g_test_level;
+ // was: VERIFY_IS_EQUAL(info, 1);
- // check return value
- VERIFY_IS_EQUAL(info, 1);
- VERIFY_IS_EQUAL(lm.nfev(), 284 );
- VERIFY_IS_EQUAL(lm.njev(), 249 );
// check norm^2
VERIFY_IS_APPROX(lm.fvec().squaredNorm(), 8.7945855171E+01);
// check x
VERIFY_IS_APPROX(x[0], 5.6096364710E-03);
VERIFY_IS_APPROX(x[1], 6.1813463463E+03);
VERIFY_IS_APPROX(x[2], 3.4522363462E+02);
+
+ // check return value
+
+ ++g_test_level;
+ VERIFY_IS_EQUAL(lm.nfev(), 284 );
+ VERIFY_IS_EQUAL(lm.njev(), 249 );
+ --g_test_level;
+ VERIFY(lm.nfev() < 284 * LM_EVAL_COUNT_TOL);
+ VERIFY(lm.njev() < 249 * LM_EVAL_COUNT_TOL);
/*
* Second try
@@ -804,17 +819,25 @@ void testNistMGH10(void)
x<< 0.02, 4000., 250.;
// do the computation
info = lm.minimize(x);
+ ++g_test_level;
+ VERIFY_IS_EQUAL(info, LevenbergMarquardtSpace::RelativeReductionTooSmall);
+ // was: VERIFY_IS_EQUAL(info, 1);
+ --g_test_level;
- // check return value
- VERIFY_IS_EQUAL(info, 1);
- VERIFY_IS_EQUAL(lm.nfev(), 126);
- VERIFY_IS_EQUAL(lm.njev(), 116);
// check norm^2
VERIFY_IS_APPROX(lm.fvec().squaredNorm(), 8.7945855171E+01);
// check x
VERIFY_IS_APPROX(x[0], 5.6096364710E-03);
VERIFY_IS_APPROX(x[1], 6.1813463463E+03);
VERIFY_IS_APPROX(x[2], 3.4522363462E+02);
+
+ // check return value
+ ++g_test_level;
+ VERIFY_IS_EQUAL(lm.nfev(), 126);
+ VERIFY_IS_EQUAL(lm.njev(), 116);
+ --g_test_level;
+ VERIFY(lm.nfev() < 126 * LM_EVAL_COUNT_TOL);
+ VERIFY(lm.njev() < 116 * LM_EVAL_COUNT_TOL);
}
@@ -866,15 +889,16 @@ void testNistBoxBOD(void)
lm.setFactor(10);
info = lm.minimize(x);
- // check return value
- VERIFY_IS_EQUAL(info, 1);
- VERIFY_IS_EQUAL(lm.nfev(), 31);
- VERIFY_IS_EQUAL(lm.njev(), 25);
// check norm^2
VERIFY_IS_APPROX(lm.fvec().squaredNorm(), 1.1680088766E+03);
// check x
VERIFY_IS_APPROX(x[0], 2.1380940889E+02);
VERIFY_IS_APPROX(x[1], 5.4723748542E-01);
+
+ // check return value
+ VERIFY_IS_EQUAL(info, 1);
+ VERIFY(lm.nfev() < 31); // 31
+ VERIFY(lm.njev() < 25); // 25
/*
* Second try
@@ -888,8 +912,12 @@ void testNistBoxBOD(void)
// check return value
VERIFY_IS_EQUAL(info, 1);
- VERIFY_IS_EQUAL(lm.nfev(), 15 );
- VERIFY_IS_EQUAL(lm.njev(), 14 );
+ ++g_test_level;
+ VERIFY_IS_EQUAL(lm.nfev(), 16 );
+ VERIFY_IS_EQUAL(lm.njev(), 15 );
+ --g_test_level;
+ VERIFY(lm.nfev() < 16 * LM_EVAL_COUNT_TOL);
+ VERIFY(lm.njev() < 15 * LM_EVAL_COUNT_TOL);
// check norm^2
VERIFY_IS_APPROX(lm.fvec().squaredNorm(), 1.1680088766E+03);
// check x
@@ -948,10 +976,6 @@ void testNistMGH17(void)
lm.setMaxfev(1000);
info = lm.minimize(x);
- // check return value
-// 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
VERIFY_IS_APPROX(lm.fvec().squaredNorm(), 5.4648946975E-05);
// check x
@@ -960,6 +984,11 @@ void testNistMGH17(void)
VERIFY_IS_APPROX(x[2], -1.4646871366E+00);
VERIFY_IS_APPROX(x[3], 1.2867534640E-02);
VERIFY_IS_APPROX(x[4], 2.2122699662E-02);
+
+ // check return value
+// VERIFY_IS_EQUAL(info, 2); //FIXME Use (lm.info() == Success)
+ VERIFY(lm.nfev() < 700 ); // 602
+ VERIFY(lm.njev() < 600 ); // 545
/*
* Second try
@@ -1035,10 +1064,6 @@ void testNistMGH09(void)
lm.setMaxfev(1000);
info = lm.minimize(x);
- // check return value
- VERIFY_IS_EQUAL(info, 1);
- VERIFY_IS_EQUAL(lm.nfev(), 490 );
- VERIFY_IS_EQUAL(lm.njev(), 376 );
// check norm^2
VERIFY_IS_APPROX(lm.fvec().squaredNorm(), 3.0750560385E-04);
// check x
@@ -1046,6 +1071,10 @@ void testNistMGH09(void)
VERIFY_IS_APPROX(x[1], 0.19126423573); // should be 1.9128232873E-01
VERIFY_IS_APPROX(x[2], 0.12305309914); // should be 1.2305650693E-01
VERIFY_IS_APPROX(x[3], 0.13605395375); // should be 1.3606233068E-01
+ // check return value
+ VERIFY_IS_EQUAL(info, 1);
+ VERIFY(lm.nfev() < 510 ); // 490
+ VERIFY(lm.njev() < 400 ); // 376
/*
* Second try
generated by cgit v1.2.3 (git 2.25.1) at 2024-06-12 22:50:59 +0000