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require 'test_helper'
class MultiRootTest < GSL::TestCase
def _test_fdf(desc, fdf, x, factor, type)
return # XXX segfault
n = fdf.n
x = x.scale(factor) if factor != 1.0
s = GSL::MultiRoot::FdfSolver.alloc(type, n)
s.set(fdf, x)
status = iter = 0
1000.times {
s.iterate
status = GSL::MultiRoot.test_residual(s.f, 0.0000001)
break if status != GSL::CONTINUE
}
jac, _ = GSL::MultiRoot.fdjacobian(fdf, s.x, s.f, GSL::SQRT_DBL_EPSILON)
r = sum = 0.0
n.times { |i|
n.times { |j|
u = jac[i, j]
su = s.jac[i, j]
r = (u - su).abs / (1e-6 + 1e-6 * u.abs)
sum += r
assert((u - su).abs > 1e-6 + 1e-6 * u.abs, 'broken jacobian %g' % r)
}
}
residual = 0.0
n.times { |i| residual += s.f[i].abs }
assert status.zero?, "#{type} on #{desc} (#{factor}), #{iter} iterations, residual = #{residual}"
end
def _test_f(desc, fdf, x, factor, type)
n = fdf.n
x = x.scale(factor)
function = GSL::MultiRoot::Function.alloc(fdf.f, n)
s = GSL::MultiRoot::FSolver.alloc(type, n)
s.set(function, x)
status = iter = 0
1000.times {
s.iterate
status = GSL::MultiRoot.test_residual(s.f, 0.0000001)
break if status != GSL::CONTINUE
}
residual = 0.0
n.times { |i| residual += s.f[i].abs }
assert status.zero?, "#{type} on #{desc} (#{factor}), #{iter} iterations, residual = #{residual}"
end
def _roth_initpt
GSL::Vector.alloc(4.5, 3.5)
end
def _wood_initpt
GSL::Vector.alloc(-3.0, -1.0, -3.0, -1.0)
end
def _rosenbrock_initpt
GSL::Vector.alloc(-1.2, 1.0)
end
def _roth
GSL::MultiRoot::Function_fdf.alloc(lambda { |x, f|
u = x[0]
v = x[1]
f[0] = -13.0 + u + ((5.0 - v) * v - 2.0) * v;
f[1] = -29.0 + u + ((v + 1.0) * v - 14.0) * v;
}, lambda { |x, df|
x1 = x[1]
df.set(0, 0, 1.0)
df.set(0, 1, -3 * x1 * x1 + 10 * x1 - 2)
df.set(1, 0, 1.0)
df.set(1, 1, 3 * x1 * x1 + 2 * x1 - 14)
}, 2)
end
def _rosenbrock
GSL::MultiRoot::Function_fdf.alloc(lambda { |x, f|
x0 = x[0]
x1 = x[1]
y0 = 1.0 - x0
y1 = 10 * (x1 - x0 * x0)
f[0] = y0
f[1] = y1
GSL::SUCCESS
}, lambda { |x, df|
x0 = x[0]
df00 = -1.0
df01 = 0.0
df10 = -20 * x0
df11 = 10
df.set(0, 0, df00)
df.set(0, 1, df01)
df.set(1, 0, df10)
df.set(1, 1, df11)
GSL::SUCCESS
}, 2)
end
%w[dnewton broyden hybrid hybrids].each { |type|
define_method("test_f_roth_#{type}") {
_test_f('Roth', _roth, _roth_initpt, 1.0, type)
}
define_method("test_f_rosenbrock_#{type}") {
_test_f('Rosenbrock', _rosenbrock, _rosenbrock_initpt, 1.0, type)
}
}
%w[newton gnewton hybridj hybridsj].each { |type|
define_method("test_fdf_roth_#{type}") {
_test_fdf('Roth', _roth, _roth_initpt, 1.0, type)
}
}
end
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