summaryrefslogtreecommitdiffhomepage
path: root/eigen/test/denseLM.cpp
diff options
context:
space:
mode:
Diffstat (limited to 'eigen/test/denseLM.cpp')
-rw-r--r--eigen/test/denseLM.cpp190
1 files changed, 190 insertions, 0 deletions
diff --git a/eigen/test/denseLM.cpp b/eigen/test/denseLM.cpp
new file mode 100644
index 0000000..0aa736e
--- /dev/null
+++ b/eigen/test/denseLM.cpp
@@ -0,0 +1,190 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2012 Desire Nuentsa <desire.nuentsa_wakam@inria.fr>
+// Copyright (C) 2012 Gael Guennebaud <gael.guennebaud@inria.fr>
+//
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
+
+#include <iostream>
+#include <fstream>
+#include <iomanip>
+
+#include "main.h"
+#include <Eigen/LevenbergMarquardt>
+using namespace std;
+using namespace Eigen;
+
+template<typename Scalar>
+struct DenseLM : DenseFunctor<Scalar>
+{
+ typedef DenseFunctor<Scalar> Base;
+ typedef typename Base::JacobianType JacobianType;
+ typedef Matrix<Scalar,Dynamic,1> VectorType;
+
+ DenseLM(int n, int m) : DenseFunctor<Scalar>(n,m)
+ { }
+
+ VectorType model(const VectorType& uv, VectorType& x)
+ {
+ VectorType y; // Should change to use expression template
+ int m = Base::values();
+ int n = Base::inputs();
+ eigen_assert(uv.size()%2 == 0);
+ eigen_assert(uv.size() == n);
+ eigen_assert(x.size() == m);
+ y.setZero(m);
+ int half = n/2;
+ VectorBlock<const VectorType> u(uv, 0, half);
+ VectorBlock<const VectorType> v(uv, half, half);
+ for (int j = 0; j < m; j++)
+ {
+ for (int i = 0; i < half; i++)
+ y(j) += u(i)*std::exp(-(x(j)-i)*(x(j)-i)/(v(i)*v(i)));
+ }
+ return y;
+
+ }
+ void initPoints(VectorType& uv_ref, VectorType& x)
+ {
+ m_x = x;
+ m_y = this->model(uv_ref, x);
+ }
+
+ int operator()(const VectorType& uv, VectorType& fvec)
+ {
+
+ int m = Base::values();
+ int n = Base::inputs();
+ eigen_assert(uv.size()%2 == 0);
+ eigen_assert(uv.size() == n);
+ eigen_assert(fvec.size() == m);
+ int half = n/2;
+ VectorBlock<const VectorType> u(uv, 0, half);
+ VectorBlock<const VectorType> v(uv, half, half);
+ for (int j = 0; j < m; j++)
+ {
+ fvec(j) = m_y(j);
+ for (int i = 0; i < half; i++)
+ {
+ fvec(j) -= u(i) *std::exp(-(m_x(j)-i)*(m_x(j)-i)/(v(i)*v(i)));
+ }
+ }
+
+ return 0;
+ }
+ int df(const VectorType& uv, JacobianType& fjac)
+ {
+ int m = Base::values();
+ int n = Base::inputs();
+ eigen_assert(n == uv.size());
+ eigen_assert(fjac.rows() == m);
+ eigen_assert(fjac.cols() == n);
+ int half = n/2;
+ VectorBlock<const VectorType> u(uv, 0, half);
+ VectorBlock<const VectorType> v(uv, half, half);
+ for (int j = 0; j < m; j++)
+ {
+ for (int i = 0; i < half; i++)
+ {
+ fjac.coeffRef(j,i) = -std::exp(-(m_x(j)-i)*(m_x(j)-i)/(v(i)*v(i)));
+ fjac.coeffRef(j,i+half) = -2.*u(i)*(m_x(j)-i)*(m_x(j)-i)/(std::pow(v(i),3)) * std::exp(-(m_x(j)-i)*(m_x(j)-i)/(v(i)*v(i)));
+ }
+ }
+ return 0;
+ }
+ VectorType m_x, m_y; //Data Points
+};
+
+template<typename FunctorType, typename VectorType>
+int test_minimizeLM(FunctorType& functor, VectorType& uv)
+{
+ LevenbergMarquardt<FunctorType> lm(functor);
+ LevenbergMarquardtSpace::Status info;
+
+ info = lm.minimize(uv);
+
+ VERIFY_IS_EQUAL(info, 1);
+ //FIXME Check other parameters
+ return info;
+}
+
+template<typename FunctorType, typename VectorType>
+int test_lmder(FunctorType& functor, VectorType& uv)
+{
+ typedef typename VectorType::Scalar Scalar;
+ LevenbergMarquardtSpace::Status info;
+ LevenbergMarquardt<FunctorType> lm(functor);
+ info = lm.lmder1(uv);
+
+ VERIFY_IS_EQUAL(info, 1);
+ //FIXME Check other parameters
+ return info;
+}
+
+template<typename FunctorType, typename VectorType>
+int test_minimizeSteps(FunctorType& functor, VectorType& uv)
+{
+ LevenbergMarquardtSpace::Status info;
+ LevenbergMarquardt<FunctorType> lm(functor);
+ info = lm.minimizeInit(uv);
+ if (info==LevenbergMarquardtSpace::ImproperInputParameters)
+ return info;
+ do
+ {
+ info = lm.minimizeOneStep(uv);
+ } while (info==LevenbergMarquardtSpace::Running);
+
+ VERIFY_IS_EQUAL(info, 1);
+ //FIXME Check other parameters
+ return info;
+}
+
+template<typename T>
+void test_denseLM_T()
+{
+ typedef Matrix<T,Dynamic,1> VectorType;
+
+ int inputs = 10;
+ int values = 1000;
+ DenseLM<T> dense_gaussian(inputs, values);
+ VectorType uv(inputs),uv_ref(inputs);
+ VectorType x(values);
+
+ // Generate the reference solution
+ uv_ref << -2, 1, 4 ,8, 6, 1.8, 1.2, 1.1, 1.9 , 3;
+
+ //Generate the reference data points
+ x.setRandom();
+ x = 10*x;
+ x.array() += 10;
+ dense_gaussian.initPoints(uv_ref, x);
+
+ // Generate the initial parameters
+ VectorBlock<VectorType> u(uv, 0, inputs/2);
+ VectorBlock<VectorType> v(uv, inputs/2, inputs/2);
+
+ // Solve the optimization problem
+
+ //Solve in one go
+ u.setOnes(); v.setOnes();
+ test_minimizeLM(dense_gaussian, uv);
+
+ //Solve until the machine precision
+ u.setOnes(); v.setOnes();
+ test_lmder(dense_gaussian, uv);
+
+ // Solve step by step
+ v.setOnes(); u.setOnes();
+ test_minimizeSteps(dense_gaussian, uv);
+
+}
+
+void test_denseLM()
+{
+ CALL_SUBTEST_2(test_denseLM_T<double>());
+
+ // CALL_SUBTEST_2(test_sparseLM_T<std::complex<double>());
+}