1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
|
package Math::GSL::Multifit::Test;
use base q{Test::Class};
use Test::Most;
use Math::GSL qw/:all/;
use Math::GSL::BLAS qw/:all/;
use Math::GSL::Test qw/:all/;
use Math::GSL::Errno qw/:all/;
use Math::GSL::Matrix qw/:all/;
use Math::GSL::Vector qw/:all/;
use Math::GSL::Machine qw/:all/;
use Data::Dumper;
use strict;
use warnings;
BEGIN { gsl_set_error_handler_off() }
BEGIN {
my $version= gsl_version();
my ($major, $minor) = split /\./, $version;
if ($major >= 2 and $minor >= 1) {
eval "use Math::GSL::Multifit qw/:all/";
die $@ if @$;
} else {
plan skip_all => "Multifit swig bindings don't like GSL < 2.1";
exit(0);
}
}
sub make_fixture : Test(setup) {
}
sub teardown : Test(teardown) {
}
sub GSL_MULTIFIT_LINEAR_ALLOC : Tests {
my $multi = gsl_multifit_linear_alloc(2,2);
isa_ok($multi, 'Math::GSL::Multifit');
}
sub GSL_MULTIFIT_LINEAR_EST : Tests {
my $M = Math::GSL::Matrix->new(5,5);
$M->set_row(0, [4.271520, -0.526675, 0.957930, 0.267750, -0.103610]);
$M->set_row(1, [-0.526675, 5.701680, -0.098080, 0.641845, 0.429780]);
$M->set_row(2, [0.957930, -0.098080, 4.584790, 0.375865, 1.510810]);
$M->set_row(3, [0.267750, 0.641845, 0.375865, 4.422720, 0.392210]);
$M->set_row(4, [-0.103610, 0.429780, 1.510810, 0.392210, 5.782750]);
my $c = Math::GSL::Vector->new([-0.627020, 0.848674, 0.216877, -0.057883, 0.596668]);
my $x = Math::GSL::Vector->new([0.99932, 0.23858, 0.19797, 1.44008, -0.15335]);
my @got = gsl_multifit_linear_est($x->raw, $c->raw, $M->raw);
is($got[0],0);
ok(is_similar_relative($got[1], -5.56037032230000*(10**-1), 256*$GSL_DBL_EPSILON));
ok(is_similar_relative($got[2], 3.91891123349318, 256*$GSL_DBL_EPSILON));
}
sub GSL_MULTIFIT_LINEAR__GSL_MULTIFIT_LINEAR_RESIDUAL : Tests {
my @filip_x = ( -6.860120914, -4.324130045, -4.358625055,
-4.358426747, -6.955852379, -6.661145254, -6.355462942, -6.118102026,
-7.115148017, -6.815308569, -6.519993057, -6.204119983, -5.853871964,
-6.109523091, -5.79832982, -5.482672118, -5.171791386, -4.851705903,
-4.517126416, -4.143573228, -3.709075441, -3.499489089, -6.300769497,
-5.953504836, -5.642065153, -5.031376979, -4.680685696, -4.329846955,
-3.928486195, -8.56735134, -8.363211311, -8.107682739, -7.823908741,
-7.522878745, -7.218819279, -6.920818754, -6.628932138, -6.323946875,
-5.991399828, -8.781464495, -8.663140179, -8.473531488, -8.247337057,
-7.971428747, -7.676129393, -7.352812702, -7.072065318, -6.774174009,
-6.478861916, -6.159517513, -6.835647144, -6.53165267, -6.224098421,
-5.910094889, -5.598599459, -5.290645224, -4.974284616, -4.64454848,
-4.290560426, -3.885055584, -3.408378962, -3.13200249, -8.726767166,
-8.66695597, -8.511026475, -8.165388579, -7.886056648, -7.588043762,
-7.283412422, -6.995678626, -6.691862621, -6.392544977, -6.067374056,
-6.684029655, -6.378719832, -6.065855188, -5.752272167, -5.132414673,
-4.811352704, -4.098269308, -3.66174277, -3.2644011);
my $filip_y = [0.8116, 0.9072, 0.9052, 0.9039, 0.8053, 0.8377,
0.8667, 0.8809, 0.7975, 0.8162, 0.8515, 0.8766, 0.8885, 0.8859,
0.8959, 0.8913, 0.8959, 0.8971, 0.9021, 0.909, 0.9139, 0.9199, 0.8692,
0.8872, 0.89, 0.891, 0.8977, 0.9035, 0.9078, 0.7675, 0.7705, 0.7713,
0.7736, 0.7775, 0.7841, 0.7971, 0.8329, 0.8641, 0.8804, 0.7668,
0.7633, 0.7678, 0.7697, 0.77, 0.7749, 0.7796, 0.7897, 0.8131, 0.8498,
0.8741, 0.8061, 0.846, 0.8751, 0.8856, 0.8919, 0.8934, 0.894, 0.8957,
0.9047, 0.9129, 0.9209, 0.9219, 0.7739, 0.7681, 0.7665, 0.7703,
0.7702, 0.7761, 0.7809, 0.7961, 0.8253, 0.8602, 0.8809, 0.8301,
0.8664, 0.8834, 0.8898, 0.8964, 0.8963, 0.9074, 0.9119, 0.9228] ;
my $filip_n = 82;
my $filip_p = 11;
my $work = gsl_multifit_linear_alloc ($filip_n, $filip_p);
my $X = gsl_matrix_alloc ($filip_n, $filip_p);
my $y = Math::GSL::Vector->new($filip_y);
my $c = gsl_vector_alloc ($filip_p);
my $cov = gsl_matrix_alloc ($filip_p, $filip_p);
my $r = gsl_vector_alloc($filip_n);
my @expected_c = ( -1467.48961422980,
-2772.17959193342,
-2316.37108160893,
-1127.97394098372,
-354.478233703349,
-75.1242017393757,
-10.8753180355343,
-1.06221498588947,
-0.670191154593408*(10**-1),
-0.246781078275479*(10**-2),
-0.402962525080404*(10**-4) );
my @expected_sd = ( 298.084530995537,
559.779865474950,
466.477572127796,
227.204274477751,
71.6478660875927,
15.2897178747400,
2.23691159816033,
0.221624321934227,
0.142363763154724*(10**-1),
0.535617408889821*(10**-3),
0.896632837373868*(10**-5) );
my $expected_chisq = 0.795851382172941*(10**-3);
my ($i, $j);
for ($i = 0 ; $i < $filip_n; $i++)
{
for ($j = 0; $j < $filip_p; $j++)
{
gsl_matrix_set($X, $i, $j, ($filip_x[$i])**$j);
}
}
my @got = gsl_multifit_linear($X, $y->raw, $c, $cov, $work);
is ($got[0], 0);
ok(is_similar_relative($got[1], $expected_chisq, 10**-7), "filip gsl_fit_multilinear chisq");
ok(is_similar_relative(gsl_vector_get($c,0), $expected_c[0], 10**-7), "filip gsl_fit_multilinear c0") ;
ok(is_similar_relative(gsl_vector_get($c,1), $expected_c[1], 10**-7), "filip gsl_fit_multilinear c1") ;
ok(is_similar_relative(gsl_vector_get($c,2), $expected_c[2], 10**-7), "filip gsl_fit_multilinear c2") ;
ok(is_similar_relative(gsl_vector_get($c,3), $expected_c[3], 10**-7), "filip gsl_fit_multilinear c3") ;
ok(is_similar_relative(gsl_vector_get($c,4), $expected_c[4], 10**-7), "filip gsl_fit_multilinear c4") ;
ok(is_similar_relative(gsl_vector_get($c,5), $expected_c[5], 10**-7), "filip gsl_fit_multilinear c5") ;
ok(is_similar_relative(gsl_vector_get($c,6), $expected_c[6], 10**-7), "filip gsl_fit_multilinear c6") ;
ok(is_similar_relative(gsl_vector_get($c,7), $expected_c[7], 10**-7), "filip gsl_fit_multilinear c7") ;
ok(is_similar_relative(gsl_vector_get($c,8), $expected_c[8], 10**-7), "filip gsl_fit_multilinear c8") ;
ok(is_similar_relative(gsl_vector_get($c,9), $expected_c[9], 10**-7), "filip gsl_fit_multilinear c9") ;
ok(is_similar_relative(gsl_vector_get($c,10), $expected_c[10], 10**-7), "filip gsl_fit_multilinear c10") ;
my $diag = gsl_matrix_diagonal($cov);
ok(is_similar_relative(gsl_vector_get($diag->{vector},0), $expected_sd[0]**2, 10**-6), "filip gsl_fit_multilinear cov00") ;
ok(is_similar_relative(gsl_vector_get($diag->{vector},1), $expected_sd[1]**2, 10**-6), "filip gsl_fit_multilinear cov11") ;
ok(is_similar_relative(gsl_vector_get($diag->{vector},2), $expected_sd[2]**2, 10**-6), "filip gsl_fit_multilinear cov22") ;
ok(is_similar_relative(gsl_vector_get($diag->{vector},3), $expected_sd[3]**2, 10**-6), "filip gsl_fit_multilinear cov33") ;
ok(is_similar_relative(gsl_vector_get($diag->{vector},4), $expected_sd[4]**2, 10**-6), "filip gsl_fit_multilinear cov44") ;
ok(is_similar_relative(gsl_vector_get($diag->{vector},5), $expected_sd[5]**2, 10**-6), "filip gsl_fit_multilinear cov55") ;
ok(is_similar_relative(gsl_vector_get($diag->{vector},6), $expected_sd[6]**2, 10**-6), "filip gsl_fit_multilinear cov66") ;
ok(is_similar_relative(gsl_vector_get($diag->{vector},7), $expected_sd[7]**2, 10**-6), "filip gsl_fit_multilinear cov77") ;
ok(is_similar_relative(gsl_vector_get($diag->{vector},8), $expected_sd[8]**2, 10**-6), "filip gsl_fit_multilinear cov88") ;
ok(is_similar_relative(gsl_vector_get($diag->{vector},9), $expected_sd[9]**2, 10**-6), "filip gsl_fit_multilinear cov99") ;
ok(is_similar_relative(gsl_vector_get($diag->{vector},10), $expected_sd[10]**2, 10**-6), "filip gsl_fit_multilinear cov1010") ;
gsl_multifit_linear_residuals($X, $y->raw, $c, $r);
@got = gsl_blas_ddot($r, $r);
ok(is_similar_relative($got[1], $expected_chisq, 10**-7), "filip gsl_fit_multilinear residuals") ;
}
sub GSL_MULTIFIT_WLINEAR : Tests {
local $TODO;
my $version= gsl_version();
my ($major, $minor) = split /\./, $version;
if ($major == 2 && $minor == 0) {
$TODO = "this was broken in 2.0 and fixed in 2.1";
}
my $filip_n = 82;
my $filip_p = 11;
my @filip_x = ( -6.860120914, -4.324130045, -4.358625055,
-4.358426747, -6.955852379, -6.661145254, -6.355462942, -6.118102026,
-7.115148017, -6.815308569, -6.519993057, -6.204119983, -5.853871964,
-6.109523091, -5.79832982, -5.482672118, -5.171791386, -4.851705903,
-4.517126416, -4.143573228, -3.709075441, -3.499489089, -6.300769497,
-5.953504836, -5.642065153, -5.031376979, -4.680685696, -4.329846955,
-3.928486195, -8.56735134, -8.363211311, -8.107682739, -7.823908741,
-7.522878745, -7.218819279, -6.920818754, -6.628932138, -6.323946875,
-5.991399828, -8.781464495, -8.663140179, -8.473531488, -8.247337057,
-7.971428747, -7.676129393, -7.352812702, -7.072065318, -6.774174009,
-6.478861916, -6.159517513, -6.835647144, -6.53165267, -6.224098421,
-5.910094889, -5.598599459, -5.290645224, -4.974284616, -4.64454848,
-4.290560426, -3.885055584, -3.408378962, -3.13200249, -8.726767166,
-8.66695597, -8.511026475, -8.165388579, -7.886056648, -7.588043762,
-7.283412422, -6.995678626, -6.691862621, -6.392544977, -6.067374056,
-6.684029655, -6.378719832, -6.065855188, -5.752272167, -5.132414673,
-4.811352704, -4.098269308, -3.66174277, -3.2644011);
my $filip_y = [0.8116, 0.9072, 0.9052, 0.9039, 0.8053, 0.8377,
0.8667, 0.8809, 0.7975, 0.8162, 0.8515, 0.8766, 0.8885, 0.8859,
0.8959, 0.8913, 0.8959, 0.8971, 0.9021, 0.909, 0.9139, 0.9199, 0.8692,
0.8872, 0.89, 0.891, 0.8977, 0.9035, 0.9078, 0.7675, 0.7705, 0.7713,
0.7736, 0.7775, 0.7841, 0.7971, 0.8329, 0.8641, 0.8804, 0.7668,
0.7633, 0.7678, 0.7697, 0.77, 0.7749, 0.7796, 0.7897, 0.8131, 0.8498,
0.8741, 0.8061, 0.846, 0.8751, 0.8856, 0.8919, 0.8934, 0.894, 0.8957,
0.9047, 0.9129, 0.9209, 0.9219, 0.7739, 0.7681, 0.7665, 0.7703,
0.7702, 0.7761, 0.7809, 0.7961, 0.8253, 0.8602, 0.8809, 0.8301,
0.8664, 0.8834, 0.8898, 0.8964, 0.8963, 0.9074, 0.9119, 0.9228] ;
my $work = gsl_multifit_linear_alloc ($filip_n, $filip_p);
my $X = gsl_matrix_alloc ($filip_n, $filip_p);
my $y = Math::GSL::Vector->new($filip_y);
my $w = gsl_vector_alloc($filip_n);
my $c = gsl_vector_alloc($filip_p);
my $r = gsl_vector_alloc($filip_n);
my $cov = gsl_matrix_alloc($filip_p, $filip_p);
my @expected_c = ( -1467.48961422980,
-2772.17959193342,
-2316.37108160893,
-1127.97394098372,
-354.478233703349,
-75.1242017393757,
-10.8753180355343,
-1.06221498588947,
-0.670191154593408*(10**-1),
-0.246781078275479*(10**-2),
-0.402962525080404*(10**-4) );
# computed using GNU Calc
my @expected_cov =( [ 7.9269341767252183262588583867942e9, 1.4880416622254098343441063389706e10, 1.2385811858111487905481427591107e10, 6.0210784406215266653697715794241e9, 1.8936652526181982747116667336389e9, 4.0274900618493109653998118587093e8, 5.8685468011819735806180092394606e7, 5.7873451475721689084330083708901e6, 3.6982719848703747920663262917032e5, 1.3834818802741350637527054170891e4, 2.301758578713219280719633494302e2 ],
[ 1.4880416622254098334697515488559e10, 2.7955091668548290835529555438088e10, 2.3286604504243362691678565997033e10, 1.132895006796272983689297219686e10, 3.5657281653312473123348357644683e9, 7.5893300392314445528176646366087e8, 1.1066654886143524811964131660002e8, 1.0921285448484575110763947787775e7, 6.9838139975394769253353547606971e5, 2.6143091775349597218939272614126e4, 4.3523386330348588614289505633539e2 ],
[ 1.2385811858111487890788272968677e10, 2.3286604504243362677757802422747e10, 1.9412787917766676553608636489674e10, 9.4516246492862131849077729250098e9, 2.9771226694709917550143152097252e9, 6.3413035086730038062129508949859e8, 9.2536164488309401636559552742339e7, 9.1386304643423333815338760248027e6, 5.8479478338916429826337004060941e5, 2.1905933113294737443808429764554e4, 3.6493161325305557266196635180155e2 ],
[ 6.0210784406215266545770691532365e9, 1.1328950067962729823273441573365e10, 9.4516246492862131792040001429636e9, 4.6053152992000107509329772255094e9, 1.4517147860312147098138030287038e9, 3.0944988323328589376402579060072e8, 4.5190223822292688669369522708712e7, 4.4660958693678497534529855690752e6, 2.8599340736122198213681258676423e5, 1.0720394998549386596165641244705e4, 1.7870937745661967319298031044424e2 ],
[ 1.8936652526181982701620450132636e9, 3.5657281653312473058825073094524e9, 2.9771226694709917514149924058297e9, 1.451714786031214708936087401632e9, 4.5796563896564815123074920050827e8, 9.7693972414561515534525103622773e7, 1.427717861635658545863942948444e7, 1.4120161287735817621354292900338e6, 9.0484361228623960006818614875557e4, 3.394106783764852373199087455398e3, 5.6617406468519495376287407526295e1 ],
[ 4.0274900618493109532650887473599e8, 7.589330039231444534478894935778e8, 6.3413035086730037947153564986653e8, 3.09449883233285893390542947998e8, 9.7693972414561515475770399055121e7, 2.0855726248311948992114244257719e7, 3.0501263034740400533872858749566e6, 3.0187475839310308153394428784224e5, 1.9358204633534233524477930175632e4, 7.2662989867560017077361942813911e2, 1.2129002231061036467607394277965e1 ],
[ 5.868546801181973559370854830868e7, 1.1066654886143524778548044386795e8, 9.2536164488309401413296494869777e7, 4.5190223822292688587853853162072e7, 1.4277178616356585441556046753562e7, 3.050126303474040051574715592746e6, 4.4639982579046340884744460329946e5, 4.4212093985989836047285007760238e4, 2.8371395028774486687625333589972e3, 1.0656694507620102300567296504381e2, 1.7799982046359973175080475654123e0 ],
[ 5.7873451475721688839974153925406e6, 1.0921285448484575071271480643397e7, 9.1386304643423333540728480344578e6, 4.4660958693678497427674903565664e6, 1.4120161287735817596182229182587e6, 3.0187475839310308117812257613082e5, 4.4212093985989836021482392757677e4, 4.3818874017028389517560906916315e3, 2.813828775753142855163154605027e2, 1.0576188138416671883232607188969e1, 1.7676976288918295012452853715408e-1 ],
[ 3.6982719848703747742568351456818e5, 6.9838139975394768959780068745979e5, 5.8479478338916429616547638954781e5, 2.8599340736122198128717796825489e5, 9.0484361228623959793493985226792e4, 1.9358204633534233490579641064343e4, 2.8371395028774486654873647731797e3, 2.8138287757531428535592907878017e2, 1.8081118503579798222896804627964e1, 6.8005074291434681866415478598732e-1, 1.1373581557749643543869665860719e-2 ],
[ 1.3834818802741350562839757244708e4, 2.614309177534959709397445440919e4, 2.1905933113294737352721470167247e4, 1.0720394998549386558251721913182e4, 3.3941067837648523632905604575131e3, 7.2662989867560016909534954790835e2, 1.0656694507620102282337905013451e2, 1.0576188138416671871337685672492e1, 6.8005074291434681828743281967838e-1, 2.5593857187900736057022477529078e-2, 4.2831487599116264442963102045936e-4 ],
[ 2.3017585787132192669801658674163e2, 4.3523386330348588381716460685124e2, 3.6493161325305557094116270974735e2, 1.7870937745661967246233792737255e2, 5.6617406468519495180024059284629e1, 1.2129002231061036433003571679329e1, 1.7799982046359973135014027410646e0, 1.7676976288918294983059118597214e-1, 1.137358155774964353146460100337e-2, 4.283148759911626442000316269063e-4, 7.172253875245080423800933453952e-6 ] );
my $expected_chisq = 0.795851382172941*(10**-3);
my ($i, $j);
for ($i = 0 ; $i < $filip_n; $i++)
{
for ($j = 0; $j < $filip_p; $j++)
{
gsl_matrix_set($X, $i, $j, $filip_x[$i]**$j);
}
}
gsl_vector_set_all($w, 1.0);
my @got = gsl_multifit_wlinear($X, $w, $y->raw, $c, $cov, $work);
ok(is_similar_relative(gsl_vector_get($c,0), $expected_c[0], 10**-7), "filip gsl_fit_multilinear c0");
ok(is_similar_relative(gsl_vector_get($c,1), $expected_c[1], 10**-7), "filip gsl_fit_multilinear c1") ;
ok(is_similar_relative(gsl_vector_get($c,2), $expected_c[2], 10**-7), "filip gsl_fit_multilinear c2") ;
ok(is_similar_relative(gsl_vector_get($c,3), $expected_c[3], 10**-7), "filip gsl_fit_multilinear c3") ;
ok(is_similar_relative(gsl_vector_get($c,4), $expected_c[4], 10**-7), "filip gsl_fit_multilinear c4") ;
ok(is_similar_relative(gsl_vector_get($c,5), $expected_c[5], 10**-7), "filip gsl_fit_multilinear c5") ;
ok(is_similar_relative(gsl_vector_get($c,6), $expected_c[6], 10**-7), "filip gsl_fit_multilinear c6") ;
ok(is_similar_relative(gsl_vector_get($c,7), $expected_c[7], 10**-7), "filip gsl_fit_multilinear c7") ;
ok(is_similar_relative(gsl_vector_get($c,8), $expected_c[8], 10**-7), "filip gsl_fit_multilinear c8") ;
ok(is_similar_relative(gsl_vector_get($c,9), $expected_c[9], 10**-7), "filip gsl_fit_multilinear c9") ;
ok(is_similar_relative(gsl_vector_get($c,10), $expected_c[10], 10**-7), "filip gsl_fit_multilinear c10") ;
for ($i = 0; $i < $filip_p; $i++)
{
for ($j = 0; $j < $filip_p; $j++)
{
ok(is_similar_relative(gsl_matrix_get($cov,$i,$j), $expected_cov[$i][$j], 10**-6),"filip gsl_fit_wmultilinear cov($i,$j)");
}
}
ok(is_similar_relative($got[1], $expected_chisq, 10**-7), "filip gsl_fit_wmultilinear chisq") ;
gsl_multifit_linear_residuals($X, $y->raw, $c, $r);
@got = gsl_blas_ddot($r, $r);
ok(is_similar_relative($got[1], $expected_chisq, 10**-7), "filip gsl_fit_wmultilinear residuals") ;
}
sub GSL_MULTIFIT_FSOLVER_ALLOC : Tests {
local $TODO = "the only gsl_multifit_fsolver_type is commented out in gsl_multifit_nlin.h";
ok(0);
#my $fsolver = gsl_multifit_fsolver_alloc($gsl_multifit_fsolver_gradient, 100, 3);
#isa_ok($fsolver, 'Math::GSL::Multifit');
}
Test::Class->runtests;
|
