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Diffstat (limited to 'gsl-1.9/multimin/test.c')
| -rw-r--r-- | gsl-1.9/multimin/test.c | 196 |
1 files changed, 196 insertions, 0 deletions
diff --git a/gsl-1.9/multimin/test.c b/gsl-1.9/multimin/test.c new file mode 100644 index 0000000..0c5e7f7 --- /dev/null +++ b/gsl-1.9/multimin/test.c @@ -0,0 +1,196 @@ +/* multimin/test.c + * + * Copyright (C) 1996, 1997, 1998, 1999, 2000 Fabrice Rossi + * + * This program is free software; you can redistribute it and/or modify + * it under the terms of the GNU General Public License as published by + * the Free Software Foundation; either version 2 of the License, or (at + * your option) any later version. + * + * This program is distributed in the hope that it will be useful, but + * WITHOUT ANY WARRANTY; without even the implied warranty of + * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU + * General Public License for more details. + * + * You should have received a copy of the GNU General Public License + * along with this program; if not, write to the Free Software + * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA. + */ + +/* Modified by Tuomo Keskitalo to add Nelder Mead Simplex test suite */ + +#include <config.h> +#include <stdlib.h> +#include <gsl/gsl_test.h> +#include <gsl/gsl_blas.h> +#include <gsl/gsl_multimin.h> +#include <gsl/gsl_ieee_utils.h> + +#include "test_funcs.h" + +unsigned int fcount, gcount; + +int +test_fdf(const char * desc, gsl_multimin_function_fdf *f, + initpt_function initpt, const gsl_multimin_fdfminimizer_type *T); + +int +test_f(const char * desc, gsl_multimin_function *f, initpt_function initpt); + +int +main (void) +{ + const gsl_multimin_fdfminimizer_type *fdfminimizers[6]; + const gsl_multimin_fdfminimizer_type ** T; + + gsl_ieee_env_setup (); + + fdfminimizers[0] = gsl_multimin_fdfminimizer_steepest_descent; + fdfminimizers[1] = gsl_multimin_fdfminimizer_conjugate_pr; + fdfminimizers[2] = gsl_multimin_fdfminimizer_conjugate_fr; + fdfminimizers[3] = gsl_multimin_fdfminimizer_vector_bfgs; + fdfminimizers[4] = gsl_multimin_fdfminimizer_vector_bfgs2; + fdfminimizers[5] = 0; + + T = fdfminimizers; + + while (*T != 0) + { + test_fdf("Roth", &roth, roth_initpt,*T); + test_fdf("Wood", &wood, wood_initpt,*T); + test_fdf("Rosenbrock", &rosenbrock, rosenbrock_initpt,*T); + T++; + } + + test_f("Roth", &roth_fmin, roth_initpt); + test_f("Wood", &wood_fmin, wood_initpt); + test_f("Rosenbrock", &rosenbrock_fmin, rosenbrock_initpt); + + T = fdfminimizers; + + while (*T != 0) + { + test_fdf("NRoth", &Nroth, roth_initpt,*T); + test_fdf("NWood", &Nwood, wood_initpt,*T); + test_fdf("NRosenbrock", &Nrosenbrock, rosenbrock_initpt,*T); + T++; + } + + exit (gsl_test_summary()); +} + +int +test_fdf(const char * desc, + gsl_multimin_function_fdf *f, + initpt_function initpt, + const gsl_multimin_fdfminimizer_type *T) +{ + int status; + size_t iter = 0; + double step_size; + + gsl_vector *x = gsl_vector_alloc (f->n); + + gsl_multimin_fdfminimizer *s; + fcount = 0; gcount = 0; + + (*initpt) (x); + + step_size = 0.1 * gsl_blas_dnrm2 (x); + + s = gsl_multimin_fdfminimizer_alloc(T, f->n); + + gsl_multimin_fdfminimizer_set (s, f, x, step_size, 0.1); + +#ifdef DEBUG + printf("x "); gsl_vector_fprintf (stdout, s->x, "%g"); + printf("g "); gsl_vector_fprintf (stdout, s->gradient, "%g"); +#endif + + do + { + iter++; + status = gsl_multimin_fdfminimizer_iterate(s); + +#ifdef DEBUG + printf("%i: \n",iter); + printf("x "); gsl_vector_fprintf (stdout, s->x, "%g"); + printf("g "); gsl_vector_fprintf (stdout, s->gradient, "%g"); + printf("f(x) %g\n",s->f); + printf("dx %g\n",gsl_blas_dnrm2(s->dx)); + printf("\n"); +#endif + + status = gsl_multimin_test_gradient(s->gradient,1e-3); + } + while (iter < 5000 && status == GSL_CONTINUE); + + status |= (fabs(s->f) > 1e-5); + + gsl_test(status, "%s, on %s: %i iters (fn+g=%d+%d), f(x)=%g", + gsl_multimin_fdfminimizer_name(s),desc, iter, fcount, gcount, s->f); + + gsl_multimin_fdfminimizer_free(s); + gsl_vector_free(x); + + return status; +} + +int +test_f(const char * desc, gsl_multimin_function *f, initpt_function initpt) +{ + /* currently this function tests only nmsimplex */ + + int status; + size_t i, iter = 0; + const gsl_multimin_fminimizer_type *T = gsl_multimin_fminimizer_nmsimplex; + + gsl_vector *x = gsl_vector_alloc (f->n); + + gsl_vector *step_size = gsl_vector_alloc (f->n); + + gsl_multimin_fminimizer *s; + + fcount = 0; gcount = 0; + (*initpt) (x); + + for (i = 0; i < f->n; i++) + gsl_vector_set (step_size, i, 1); + + s = gsl_multimin_fminimizer_alloc(T, f->n); + + gsl_multimin_fminimizer_set (s, f, x, step_size); + +#ifdef DEBUG + printf("x "); gsl_vector_fprintf (stdout, s->x, "%g"); +#endif + + do + { + iter++; + status = gsl_multimin_fminimizer_iterate(s); + +#ifdef DEBUG + printf("%i: \n",iter); + printf("x "); gsl_vector_fprintf (stdout, s->x, "%g"); + printf("f(x) %g\n", gsl_multimin_fminimizer_minimum (s)); + printf("size: %g\n", gsl_multimin_fminimizer_size (s)); + printf("\n"); +#endif + + status = gsl_multimin_test_size (gsl_multimin_fminimizer_size (s), + 1e-3); + } + while (iter < 5000 && status == GSL_CONTINUE); + + status |= (fabs(s->fval) > 1e-5); + + gsl_test(status, "%s, on %s: %d iter (fn=%d), f(x)=%g", + gsl_multimin_fminimizer_name(s),desc, iter, fcount, s->fval); + + gsl_multimin_fminimizer_free(s); + gsl_vector_free(x); + gsl_vector_free(step_size); + + return status; +} |