--- /dev/null
+## Copyright (C) 2002 Etienne Grossmann <etienne@egdn.net>
+##
+## This program is free software; you can redistribute it and/or modify it under
+## the terms of the GNU General Public License as published by the Free Software
+## Foundation; either version 3 of the License, or (at your option) any later
+## version.
+##
+## This program is distributed in the hope that it will be useful, but WITHOUT
+## ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
+## FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more
+## details.
+##
+## You should have received a copy of the GNU General Public License along with
+## this program; if not, see <http://www.gnu.org/licenses/>.
+
+## ok = test_minimize - Test that minimize works
+
+ok = 1; # Remains set if all ok. Set to 0 otherwise
+cnt = 0; # Test counter
+page_screen_output (0);
+page_output_immediately (1);
+
+if ! exist ("verbose"), verbose = 0; end
+
+N = 2;
+
+x0 = randn(N,1) ;
+y0 = randn(N,1) ;
+
+## Return value
+function v = ff(x,y,t)
+ A = [1 -1;1 1]; M = A'*diag([100,1])*A;
+ v = (x(1:2) - y(1:2))'*M*(x(1:2)-y(1:2)) + 1;
+endfunction
+
+## Return differential
+function dv = dff(x,y,t)
+ if nargin < 3, t = 1; end
+ if t == 1, N = length (x); else N = length (y); end
+ A = [1 -1;1 1]; M = A'*diag([100,1])*A;
+ dv = 2*(x(1:2)-y(1:2))'*M;
+ if N>2, dv = [dv, zeros(1,N-2)]; end
+ if t == 2, dv = -dv; end
+endfunction
+
+## Return value, diff and 2nd diff
+function [v,dv,d2v] = d2ff(x,y,t)
+ if nargin < 3, t = 1; end
+ if t == 1, N = length (x); else N = length (y); end
+ A = [1 -1;1 1]; M = A'*diag([100,1])*A;
+ v = (x(1:2) - y(1:2))'*M*(x(1:2)-y(1:2)) + 1;
+ dv = 2*(x(1:2)-y(1:2))'*M;
+ d2v = zeros (N); d2v(1:2,1:2) = 2*M;
+ if N>2, dv = [dv, zeros(1,N-2)]; end
+ if t == 2, dv = -dv; end
+endfunction
+
+## Return value, diff and inv of 2nd diff
+function [v,dv,d2v] = d2iff(x,y,t)
+ if nargin < 3, t = 1; end
+ if t == 1, N = length (x); else N = length (y); end
+ A = [1 -1;1 1]; M = A'*diag([100,1])*A;
+ v = (x(1:2) - y(1:2))'*M*(x(1:2)-y(1:2)) + 1;
+ dv = 2*(x(1:2)-y(1:2))'*M;
+ d2v = zeros (N); d2v(1:2,1:2) = inv (2*M);
+ if N>2, dv = [dv, zeros(1,N-2)]; end
+ if t == 2, dv = -dv; end
+endfunction
+
+## PRint Now
+function prn (varargin), printf (varargin{:}); fflush (stdout); end
+
+
+if verbose
+ prn ("\n Testing that minimize() works as it should\n\n");
+ prn (" Nparams = N = %i\n",N);
+ fflush (stdout);
+end
+
+## Plain run, just to make sure ######################################
+## Minimum wrt 'x' is y0
+[xlev,vlev,nlev] = minimize ("ff",{x0,y0,1});
+
+cnt++;
+if max (abs (xlev-y0)) > 100*sqrt (eps)
+ if verbose
+ prn ("Error is too big : %8.3g\n", max (abs (xlev-y0)));
+ end
+ ok = 0;
+elseif verbose, prn ("ok %i\n",cnt);
+end
+
+## See what 'backend' gives in that last case ########################
+[method,ctl] = minimize ("ff",{x0,y0,1},"order",0,"backend");
+
+cnt++;
+if ! ischar (method) || ! strcmp (method,"nelder_mead_min")
+ if verbose
+ if ischar (method)
+ prn ("Wrong method '%s' != 'nelder_mead_min' was chosen\n", method);
+ else
+ prn ("minimize pretends to use a method that isn't a string\n");
+ end
+ return
+ end
+ ok = 0;
+elseif verbose, prn ("ok %i\n",cnt);
+end
+
+[xle2,vle2,nle2] = feval (method, "ff", {x0,y0,1}, ctl);
+cnt++;
+ # nelder_mead_min is not very repeatable
+ # because of restarts from random positions
+if max (abs (xlev-xle2)) > 100*sqrt (eps)
+ if verbose
+ prn ("Error is too big : %8.3g\n", max (abs (xlev-xle2)));
+ end
+ ok = 0;
+elseif verbose, prn ("ok %i\n",cnt);
+end
+
+
+## Run, w/ differential, just to make sure ###########################
+## Minimum wrt 'x' is y0
+
+# [xlev,vlev,nlev] = minimize ("ff",{x0,y0,1},"df","dff");
+
+# cnt++;
+# if max (abs (xlev-y0)) > 100*sqrt (eps)
+# if verbose
+# prn ("Error is too big : %8.3g\n", max (abs (xlev-y0)));
+# end
+# ok = 0;
+# elseif verbose, prn ("ok %i\n",cnt);
+# en
+
+## Run, w/ differential returned by function ('jac' option) ##########
+## Minimum wrt 'x' is y0
+# [xlev,vlev,nlev] = minimize ("d2ff",{x0,y0,1},"jac");
+
+# cnt++;
+# if max (abs (xlev-y0)) > 100*sqrt (eps)
+# if verbose
+# prn ("Error is too big : %8.3g\n", max (abs (xlev-y0)));
+# end
+# ok = 0;
+# elseif verbose, prn ("ok %i\n",cnt);
+# end
+
+## Run, w/ 2nd differential, just to make sure #######################
+## Minimum wrt 'x' is y0
+[xlev,vlev,nlev] = minimize ("ff",{x0,y0,1},"d2f","d2ff");
+
+cnt++;
+if max (abs (xlev-y0)) > 100*sqrt (eps)
+ if verbose
+ prn ("Error is too big : %8.3g\n", max (abs (xlev-y0)));
+ end
+ ok = 0;
+elseif verbose, prn ("ok %i\n",cnt);
+end
+
+## Use the 'hess' option, when f can return 2nd differential #########
+## Minimum wrt 'x' is y0
+[xlev,vlev,nlev] = minimize ("d2ff", {x0,y0,1},"hess");
+
+cnt++;
+if max (abs (xlev-y0)) > 100*sqrt (eps)
+ if verbose
+ prn ("Error is too big : %8.3g\n", max (abs (xlev-y0)));
+ end
+ ok = 0;
+elseif verbose, prn ("ok %i\n",cnt);
+end
+
+## Run, w/ inverse of 2nd differential, just to make sure ############
+## Minimum wrt 'x' is y0
+[xlev,vlev,nlev] = minimize ("ff", {x0,y0,1},"d2i","d2iff");
+
+cnt++;
+if max (abs (xlev-y0)) > 100*sqrt (eps)
+ if verbose
+ prn ("Error is too big : %8.3g\n", max (abs (xlev-y0)));
+ end
+ ok = 0;
+elseif verbose, prn ("ok %i\n",cnt);
+end
+
+## Use the 'ihess' option, when f can return pinv of 2nd differential
+## Minimum wrt 'x' is y0
+[xlev,vlev,nlev] = minimize ("d2iff", {x0,y0,1},"ihess");
+
+cnt++;
+if max (abs (xlev-y0)) > 100*sqrt (eps)
+ if verbose
+ prn ("Error is too big : %8.3g\n", max (abs (xlev-y0)));
+ end
+ ok = 0;
+elseif verbose, prn ("ok %i\n",cnt);
+end
+
+## Run, w/ numerical differential ####################################
+## Minimum wrt 'x' is y0
+[xlev,vlev,nlev] = minimize ("ff",{x0,y0,1},"ndiff");
+
+cnt++;
+if max (abs (xlev-y0)) > 100*sqrt (eps)
+ if verbose
+ prn ("Error is too big : %8.3g\n", max (abs (xlev-y0)));
+ end
+ ok = 0;
+elseif verbose, prn ("ok %i\n",cnt);
+end
+
+## Run, w/ numerical differential, specified by "order" ##############
+## Minimum wrt 'x' is y0
+[xlev,vlev,nlev] = minimize ("ff",{x0,y0,1},"order",1);
+
+cnt++;
+if max (abs (xlev-y0)) > 100*sqrt (eps)
+ if verbose
+ prn ("Error is too big : %8.3g\n", max (abs (xlev-y0)));
+ end
+ ok = 0;
+elseif verbose, prn ("ok %i\n",cnt);
+end
+
+# ## See what 'backend' gives in that last case ########################
+# [method,ctl] = minimize ("ff",{x0,y0,1},"order",1,"backend");
+
+# cnt++;
+# if ! strcmp (method,"bfgsmin")
+# if verbose
+# prn ("Wrong method '%s' != 'bfgsmin' was chosen\n", method);
+# end
+# ok = 0;
+# elseif verbose, prn ("ok %i\n",cnt);
+# end
+
+## [xle2,vle2,nle2] = feval (method, "ff",{x0,y0,1}, ctl);
+[xle2,vle2,nle2] = minimize ("ff",{x0,y0,1},"order",1);
+cnt++;
+if max (abs (xlev-xle2)) > 100*eps
+ if verbose
+ prn ("Error is too big : %8.3g\n", max (abs (xlev-y0)));
+ end
+ ok = 0;
+elseif verbose, prn ("ok %i\n",cnt);
+end
+
+
+if verbose && ok
+ prn ( "All tests ok\n");
+end
+
git://git.creatis.insa-lyon.fr / CreaPhase.git / blobdiff