// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2012 Desire Nuentsa <desire.nuentsa_wakam@inria.fr> // Copyright (C) 2012 Gael Guennebaud <gael.guennebaud@inria.fr> // // This Source Code Form is subject to the terms of the Mozilla // Public License v. 2.0. If a copy of the MPL was not distributed // with this file, You can obtain one at http://mozilla.org/MPL/2.0/. #include <iostream> #include <fstream> #include <iomanip> #include "main.h" #include <Eigen/LevenbergMarquardt> using namespace std; using namespace Eigen; template<typename Scalar> struct DenseLM : DenseFunctor<Scalar> { typedef DenseFunctor<Scalar> Base; typedef typename Base::JacobianType JacobianType; typedef Matrix<Scalar,Dynamic,1> VectorType; DenseLM(int n, int m) : DenseFunctor<Scalar>(n,m) { } VectorType model(const VectorType& uv, VectorType& x) { VectorType y; // Should change to use expression template int m = Base::values(); int n = Base::inputs(); eigen_assert(uv.size()%2 == 0); eigen_assert(uv.size() == n); eigen_assert(x.size() == m); y.setZero(m); int half = n/2; VectorBlock<const VectorType> u(uv, 0, half); VectorBlock<const VectorType> v(uv, half, half); for (int j = 0; j < m; j++) { for (int i = 0; i < half; i++) y(j) += u(i)*std::exp(-(x(j)-i)*(x(j)-i)/(v(i)*v(i))); } return y; } void initPoints(VectorType& uv_ref, VectorType& x) { m_x = x; m_y = this->model(uv_ref, x); } int operator()(const VectorType& uv, VectorType& fvec) { int m = Base::values(); int n = Base::inputs(); eigen_assert(uv.size()%2 == 0); eigen_assert(uv.size() == n); eigen_assert(fvec.size() == m); int half = n/2; VectorBlock<const VectorType> u(uv, 0, half); VectorBlock<const VectorType> v(uv, half, half); for (int j = 0; j < m; j++) { fvec(j) = m_y(j); for (int i = 0; i < half; i++) { fvec(j) -= u(i) *std::exp(-(m_x(j)-i)*(m_x(j)-i)/(v(i)*v(i))); } } return 0; } int df(const VectorType& uv, JacobianType& fjac) { int m = Base::values(); int n = Base::inputs(); eigen_assert(n == uv.size()); eigen_assert(fjac.rows() == m); eigen_assert(fjac.cols() == n); int half = n/2; VectorBlock<const VectorType> u(uv, 0, half); VectorBlock<const VectorType> v(uv, half, half); for (int j = 0; j < m; j++) { for (int i = 0; i < half; i++) { fjac.coeffRef(j,i) = -std::exp(-(m_x(j)-i)*(m_x(j)-i)/(v(i)*v(i))); fjac.coeffRef(j,i+half) = -2.*u(i)*(m_x(j)-i)*(m_x(j)-i)/(std::pow(v(i),3)) * std::exp(-(m_x(j)-i)*(m_x(j)-i)/(v(i)*v(i))); } } return 0; } VectorType m_x, m_y; //Data Points }; template<typename FunctorType, typename VectorType> int test_minimizeLM(FunctorType& functor, VectorType& uv) { LevenbergMarquardt<FunctorType> lm(functor); LevenbergMarquardtSpace::Status info; info = lm.minimize(uv); VERIFY_IS_EQUAL(info, 1); //FIXME Check other parameters return info; } template<typename FunctorType, typename VectorType> int test_lmder(FunctorType& functor, VectorType& uv) { typedef typename VectorType::Scalar Scalar; LevenbergMarquardtSpace::Status info; LevenbergMarquardt<FunctorType> lm(functor); info = lm.lmder1(uv); VERIFY_IS_EQUAL(info, 1); //FIXME Check other parameters return info; } template<typename FunctorType, typename VectorType> int test_minimizeSteps(FunctorType& functor, VectorType& uv) { LevenbergMarquardtSpace::Status info; LevenbergMarquardt<FunctorType> lm(functor); info = lm.minimizeInit(uv); if (info==LevenbergMarquardtSpace::ImproperInputParameters) return info; do { info = lm.minimizeOneStep(uv); } while (info==LevenbergMarquardtSpace::Running); VERIFY_IS_EQUAL(info, 1); //FIXME Check other parameters return info; } template<typename T> void test_denseLM_T() { typedef Matrix<T,Dynamic,1> VectorType; int inputs = 10; int values = 1000; DenseLM<T> dense_gaussian(inputs, values); VectorType uv(inputs),uv_ref(inputs); VectorType x(values); // Generate the reference solution uv_ref << -2, 1, 4 ,8, 6, 1.8, 1.2, 1.1, 1.9 , 3; //Generate the reference data points x.setRandom(); x = 10*x; x.array() += 10; dense_gaussian.initPoints(uv_ref, x); // Generate the initial parameters VectorBlock<VectorType> u(uv, 0, inputs/2); VectorBlock<VectorType> v(uv, inputs/2, inputs/2); // Solve the optimization problem //Solve in one go u.setOnes(); v.setOnes(); test_minimizeLM(dense_gaussian, uv); //Solve until the machine precision u.setOnes(); v.setOnes(); test_lmder(dense_gaussian, uv); // Solve step by step v.setOnes(); u.setOnes(); test_minimizeSteps(dense_gaussian, uv); } void test_denseLM() { CALL_SUBTEST_2(test_denseLM_T<double>()); // CALL_SUBTEST_2(test_sparseLM_T<std::complex<double>()); }