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Diffstat (limited to 'eigen/test/denseLM.cpp')
-rw-r--r-- | eigen/test/denseLM.cpp | 190 |
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>()); +} |