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""" Unit tests for nonlinear solvers
Author: Ondrej Certik
May 2007
"""
from numpy.testing import *
from scipy.optimize import nonlin
from numpy import matrix, diag
def F(x):
def p3(y):
return float(y.T*y)*y
try:
x=tuple(x.flat)
except:
pass
x=matrix(x).T
d=matrix(diag([3,2,1.5,1,0.5]))
c=0.01
f=-d*x-c*p3(x)
return tuple(f.flat)
class TestNonlin(TestCase):
""" Test case for a simple constrained entropy maximization problem
(the machine translation example of Berger et al in
Computational Linguistics, vol 22, num 1, pp 39--72, 1996.)
"""
def setUp(self):
self.xin=[1,1,1,1,1]
def test_linearmixing(self):
x = nonlin.linearmixing(F,self.xin,iter=60,alpha=0.5)
assert nonlin.norm(x)<1e-7
assert nonlin.norm(F(x))<1e-7
def test_broyden1(self):
x= nonlin.broyden1(F,self.xin,iter=11,alpha=1)
assert nonlin.norm(x)<1e-9
assert nonlin.norm(F(x))<1e-9
def test_broyden2(self):
x= nonlin.broyden2(F,self.xin,iter=12,alpha=1)
assert nonlin.norm(x)<1e-9
assert nonlin.norm(F(x))<1e-9
def test_broyden3(self):
x= nonlin.broyden3(F,self.xin,iter=12,alpha=1)
assert nonlin.norm(x)<1e-9
assert nonlin.norm(F(x))<1e-9
def test_exciting(self):
x= nonlin.excitingmixing(F,self.xin,iter=20,alpha=0.5)
assert nonlin.norm(x)<1e-5
assert nonlin.norm(F(x))<1e-5
def test_anderson(self):
x= nonlin.anderson(F,self.xin,iter=12,alpha=0.03,M=5)
assert nonlin.norm(x)<0.33
def test_anderson2(self):
x= nonlin.anderson2(F,self.xin,iter=12,alpha=0.6,M=5)
assert nonlin.norm(x)<0.2
def test_broydengeneralized(self):
x= nonlin.broyden_generalized(F,self.xin,iter=60,alpha=0.5,M=0)
assert nonlin.norm(x)<1e-7
assert nonlin.norm(F(x))<1e-7
x= nonlin.broyden_generalized(F,self.xin,iter=61,alpha=0.1,M=1)
assert nonlin.norm(x)<2e-4
assert nonlin.norm(F(x))<2e-4
def xtest_broydenmodified(self):
x= nonlin.broyden_modified(F,self.xin,iter=12,alpha=1)
assert nonlin.norm(x)<1e-9
assert nonlin.norm(F(x))<1e-9
def test_broyden1modified(self):
x= nonlin.broyden1_modified(F,self.xin,iter=35,alpha=1)
assert nonlin.norm(x)<1e-9
assert nonlin.norm(F(x))<1e-9
def test_vackar(self):
x= nonlin.vackar(F,self.xin,iter=11,alpha=1)
assert nonlin.norm(x)<1e-9
assert nonlin.norm(F(x))<1e-9
if __name__ == "__main__":
run_module_suite()
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