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require 'test_helper'
class MinTest < GSL::TestCase
EPSABS = 0.001
EPSREL = 0.001
MAX_ITERATIONS = 100
def _test_f(type, desc, f, x_lower, mid, x_upper, min)
s = GSL::Min::FMinimizer.alloc(type)
s.set(@f[f], mid, x_lower, x_upper)
status = iterations = 0
begin
iterations += 1
status = s.iterate
m = s.x_minimum
a = s.x_lower
b = s.x_upper
refute a > b, 'interval is invalid (%g,%g)' % [a, b]
refute m < a || m > b, 'm lies outside interval %g (%g,%g)' % [m, a, b]
break if status == 1
status = GSL::Min.test_interval(a, b, EPSABS, EPSREL)
end while status == GSL::CONTINUE && iterations < MAX_ITERATIONS
assert status.zero?, '%s, %s (%g obs vs %g expected)' % [s.name, desc, s.x_minimum, min]
assert_tol m, min, 'incorrect precision (%g obs vs %g expected)' % [m, min]
end
def _test_f_e(type, desc, f, x_lower, mid, x_upper, min)
s = GSL::Min::FMinimizer.alloc(type)
assert_raises(GSL::ERROR::EINVAL, '%s, %s' % [s.name, desc]) {
s.set(@f[f], mid, x_lower, x_upper)
}
status = iterations = 0
begin
iterations += 1
s.iterate
_ = s.x_minimum
a = s.x_lower
b = s.x_upper
status = GSL::Min.test_interval(a, b, EPSABS, EPSREL)
rescue
end while status == GSL::CONTINUE && iterations < MAX_ITERATIONS
assert status.zero?, '%s, %s' % [s.name, desc]
end
def setup
@f = [GSL::Function.alloc { |x| Math.cos(x) }]
@f << GSL::Function.alloc { |x| GSL.pow(x, 4.0) - 1 }
@f << GSL::Function.alloc { |x| Math.sqrt(x.abs) }
@f << GSL::Function.alloc { |x| x < 1.0 ? 1 : -Math.exp(-x) }
@f << GSL::Function.alloc { |x| x - 30.0 / (1.0 + 1e5 * GSL.pow(x - 0.8, 2.0)) }
end
%w[goldensection brent quad_golden].each { |type|
{
'cos(x) [0 (3) 6]' => [0, 0.0, 3.0, 6.0, GSL::M_PI],
'x^4 - 1 [-3 (-1) 17]' => [1, -3.0, -1.0, 17.0, 0.0],
'sqrt(|x|) [-2 (-1) 1.5]' => [2, -2.0, -1.0, 1.5, 0.0],
'func3(x) [-2 (3) 4]' => [3, -2.0, 3.0, 4.0, 1.0],
'func4(x) [0 (0.782) 1]' => [4, 0, 0.782, 1.0, 0.8]
}.each_with_index { |(desc, args), i|
define_method("test_f_#{type}_#{i}") { _test_f(type, desc, *args) }
}
{
'invalid range check [4, 0]' => [0, 4.0, 3.0, 0.0, GSL::M_PI],
'invalid range check [1, 1]' => [0, 1.0, 1.0, 1.0, GSL::M_PI],
'invalid range check [-1, 1]' => [0, -1.0, 0.0, 1.0, GSL::M_PI]
}.each_with_index { |(desc, args), i|
define_method("test_f_e_#{type}_#{i}") { _test_f_e(type, desc, *args) }
}
}
end
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