| /* min/test.c |
| * |
| * Copyright (C) 1996, 1997, 1998, 1999, 2000 Brian Gough |
| * |
| * 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 2 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, write to the Free Software |
| * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA. |
| */ |
| #include <config.h> |
| #include <stdlib.h> |
| #include <gsl/gsl_math.h> |
| #include <gsl/gsl_min.h> |
| #include <gsl/gsl_errno.h> |
| #include <gsl/gsl_test.h> |
| #include <gsl/gsl_ieee_utils.h> |
| |
| #include "test.h" |
| #include "min.h" |
| |
| /* stopping parameters */ |
| |
| const double EPSABS = 0.001 ; |
| const double EPSREL = 0.001 ; |
| |
| const unsigned int MAX_ITERATIONS = 100; |
| |
| void my_error_handler (const char *reason, const char *file, |
| int line, int err); |
| |
| #define WITHIN_TOL(a, b, epsrel, epsabs) \ |
| (fabs((a) - (b)) < (epsrel) * GSL_MIN(fabs(a), fabs(b)) + (epsabs)) |
| |
| int |
| main (void) |
| { |
| gsl_function F_cos, F_func1, F_func2, F_func3, F_func4; |
| |
| const gsl_min_fminimizer_type * fminimizer[4] ; |
| const gsl_min_fminimizer_type ** T; |
| |
| gsl_ieee_env_setup (); |
| |
| fminimizer[0] = gsl_min_fminimizer_goldensection; |
| fminimizer[1] = gsl_min_fminimizer_brent; |
| fminimizer[2] = 0; |
| |
| F_cos = create_function (f_cos) ; |
| F_func1 = create_function (func1) ; |
| F_func2 = create_function (func2) ; |
| F_func3 = create_function (func3) ; |
| F_func4 = create_function (func4) ; |
| |
| gsl_set_error_handler (&my_error_handler); |
| |
| for (T = fminimizer ; *T != 0 ; T++) |
| { |
| test_f (*T, "cos(x) [0 (3) 6]", &F_cos, 0.0, 3.0, 6.0, M_PI); |
| test_f (*T, "x^4 - 1 [-3 (-1) 17]", &F_func1, -3.0, -1.0, 17.0, 0.0); |
| test_f (*T, "sqrt(|x|) [-2 (-1) 1.5]", &F_func2, -2.0, -1.0, 1.5, 0.0); |
| test_f (*T, "func3(x) [-2 (3) 4]", &F_func3, -2.0, 3.0, 4.0, 1.0); |
| test_f (*T, "func4(x) [0 (0.782) 1]", &F_func4, 0, 0.782, 1.0, 0.8); |
| |
| test_f_e (*T, "invalid range check [4, 0]", &F_cos, 4.0, 3.0, 0.0, M_PI); |
| test_f_e (*T, "invalid range check [1, 1]", &F_cos, 1.0, 1.0, 1.0, M_PI); |
| test_f_e (*T, "invalid range check [-1, 1]", &F_cos, -1.0, 0.0, 1.0, M_PI); |
| } |
| test_bracket("cos(x) [1,2]",&F_cos,1.0,2.0,15); |
| test_bracket("sqrt(|x|) [-1,0]",&F_func2,-1.0,0.0,15); |
| test_bracket("sqrt(|x|) [-1,-0.6]",&F_func2,-1.0,-0.6,15); |
| test_bracket("sqrt(|x|) [-1,1]",&F_func2,-1.0,1.0,15); |
| |
| exit (gsl_test_summary ()); |
| } |
| |
| void |
| test_f (const gsl_min_fminimizer_type * T, |
| const char * description, gsl_function *f, |
| double lower_bound, double middle, double upper_bound, |
| double correct_minimum) |
| { |
| int status; |
| size_t iterations = 0; |
| double m, a, b; |
| double x_lower, x_upper; |
| gsl_min_fminimizer * s; |
| |
| x_lower = lower_bound; |
| x_upper = upper_bound; |
| |
| s = gsl_min_fminimizer_alloc (T) ; |
| gsl_min_fminimizer_set (s, f, middle, x_lower, x_upper) ; |
| |
| do |
| { |
| iterations++ ; |
| |
| status = gsl_min_fminimizer_iterate (s); |
| |
| m = gsl_min_fminimizer_x_minimum(s); |
| a = gsl_min_fminimizer_x_lower(s); |
| b = gsl_min_fminimizer_x_upper(s); |
| |
| #ifdef DEBUG |
| printf("%.12f %.18f %.12f %.18f %.12f %.18f\n", |
| a, GSL_FN_EVAL(f, a), m, GSL_FN_EVAL(f, m), b, GSL_FN_EVAL(f, b)); |
| #endif |
| |
| if (a > b) |
| gsl_test (GSL_FAILURE, "interval is invalid (%g,%g)", a, b); |
| |
| if (m < a || m > b) |
| gsl_test (GSL_FAILURE, "m lies outside interval %g (%g,%g)", m, a, b); |
| |
| if (status) break ; |
| |
| status = gsl_min_test_interval (a, b, EPSABS, EPSREL); |
| } |
| while (status == GSL_CONTINUE && iterations < MAX_ITERATIONS); |
| |
| gsl_test (status, "%s, %s (%g obs vs %g expected) ", |
| gsl_min_fminimizer_name(s), description, |
| gsl_min_fminimizer_x_minimum(s), correct_minimum); |
| |
| /* check the validity of the returned result */ |
| |
| if (!WITHIN_TOL (m, correct_minimum, EPSREL, EPSABS)) |
| { |
| gsl_test (GSL_FAILURE, "incorrect precision (%g obs vs %g expected)", |
| m, correct_minimum); |
| } |
| |
| gsl_min_fminimizer_free (s); |
| |
| } |
| |
| void |
| test_f_e (const gsl_min_fminimizer_type * T, |
| const char * description, gsl_function *f, |
| double lower_bound, double middle, double upper_bound, |
| double correct_minimum) |
| { |
| int status; |
| size_t iterations = 0; |
| double x_lower, x_upper; |
| double a, b; |
| gsl_min_fminimizer * s; |
| |
| x_lower = lower_bound; |
| x_upper = upper_bound; |
| |
| s = gsl_min_fminimizer_alloc (T) ; |
| status = gsl_min_fminimizer_set (s, f, middle, x_lower, x_upper) ; |
| |
| if (status != GSL_SUCCESS) |
| { |
| gsl_min_fminimizer_free (s) ; |
| gsl_test (status == GSL_SUCCESS, "%s, %s", T->name, description); |
| return ; |
| } |
| |
| do |
| { |
| iterations++ ; |
| gsl_min_fminimizer_iterate (s); |
| a = gsl_min_fminimizer_x_lower(s); |
| b = gsl_min_fminimizer_x_upper(s); |
| |
| status = gsl_min_test_interval (a, b, EPSABS, EPSREL); |
| } |
| while (status == GSL_CONTINUE && iterations < MAX_ITERATIONS); |
| |
| gsl_test (!status, "%s, %s", gsl_min_fminimizer_name(s), description, |
| gsl_min_fminimizer_x_minimum(s) - correct_minimum); |
| |
| gsl_min_fminimizer_free (s); |
| } |
| |
| void |
| my_error_handler (const char *reason, const char *file, int line, int err) |
| { |
| if (0) |
| printf ("(caught [%s:%d: %s (%d)])\n", file, line, reason, err); |
| } |
| |
| int |
| test_bracket (const char * description,gsl_function *f,double lower_bound, |
| double upper_bound, unsigned int max) |
| { |
| int status; |
| double x_lower, x_upper; |
| double f_upper,f_lower,f_minimum; |
| double x_minimum; |
| |
| x_lower=lower_bound; |
| x_upper=upper_bound; |
| SAFE_FUNC_CALL (f,x_lower,&f_lower); |
| SAFE_FUNC_CALL (f,x_upper,&f_upper); |
| status=gsl_min_find_bracket(f,&x_minimum,&f_minimum,&x_lower,&f_lower,&x_upper,&f_upper,max); |
| gsl_test (status,"%s, interval: [%g,%g], values: (%g,%g), minimum at: %g, value: %g", |
| description,x_lower,x_upper,f_lower,f_upper,x_minimum,f_minimum); |
| return status; |
| } |
| |
| |
| |