/* * Licensed to the Apache Software Foundation (ASF) under one or more * contributor license agreements. See the NOTICE file distributed with * this work for additional information regarding copyright ownership. * The ASF licenses this file to You under the Apache License, Version 2.0 * (the "License"); you may not use this file except in compliance with * the License. You may obtain a copy of the License at * * http://www.apache.org/licenses/LICENSE-2.0 * * Unless required by applicable law or agreed to in writing, software * distributed under the License is distributed on an "AS IS" BASIS, * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. * See the License for the specific language governing permissions and * limitations under the License. */ package org.apache.commons.math4.fitting.leastsquares; import org.apache.commons.math4.exception.ConvergenceException; import org.apache.commons.math4.exception.TooManyEvaluationsException; import org.apache.commons.math4.fitting.leastsquares.GaussNewtonOptimizer; import org.apache.commons.math4.fitting.leastsquares.LeastSquaresOptimizer; import org.apache.commons.math4.fitting.leastsquares.LeastSquaresProblem; import org.apache.commons.math4.fitting.leastsquares.GaussNewtonOptimizer.Decomposition; import org.apache.commons.math4.fitting.leastsquares.LeastSquaresOptimizer.Optimum; import org.apache.commons.math4.geometry.euclidean.threed.Plane; import org.apache.commons.math4.geometry.euclidean.threed.Cartesian3D; import org.apache.commons.math4.optim.SimpleVectorValueChecker; import org.apache.commons.math4.util.FastMath; import org.junit.Assert; import org.junit.Test; import java.io.IOException; /** * <p>Some of the unit tests are re-implementations of the MINPACK <a * href="http://www.netlib.org/minpack/ex/file17">file17</a> and <a * href="http://www.netlib.org/minpack/ex/file22">file22</a> test files. * The redistribution policy for MINPACK is available <a * href="http://www.netlib.org/minpack/disclaimer">here</a>/ * */ public class GaussNewtonOptimizerWithSVDTest extends AbstractLeastSquaresOptimizerAbstractTest { @Override public int getMaxIterations() { return 1000; } @Override public LeastSquaresOptimizer getOptimizer() { return new GaussNewtonOptimizer(Decomposition.SVD); } @Test public void testMaxEvaluations() throws Exception { try{ CircleVectorial circle = new CircleVectorial(); circle.addPoint( 30.0, 68.0); circle.addPoint( 50.0, -6.0); circle.addPoint(110.0, -20.0); circle.addPoint( 35.0, 15.0); circle.addPoint( 45.0, 97.0); LeastSquaresProblem lsp = builder(circle) .checkerPair(new SimpleVectorValueChecker(1e-30, 1e-30)) .maxIterations(Integer.MAX_VALUE) .start(new double[]{98.680, 47.345}) .build(); optimizer.optimize(lsp); fail(optimizer); }catch (TooManyEvaluationsException e){ //expected } } @Override @Test public void testCircleFittingBadInit() { /* * This test converged to the wrong solution with this optimizer. * It seems that the state becomes so large that the convergence * checker's relative tolerance test passes. */ try { super.testCircleFittingBadInit(); fail(optimizer); } catch (AssertionError e) { //expected } } @Override @Test public void testHahn1() throws IOException { /* * TODO This test leads to a singular problem with the Gauss-Newton * optimizer. This should be inquired. */ try{ super.testHahn1(); fail(optimizer); } catch (ConvergenceException e){ //expected for LU } catch (TooManyEvaluationsException e){ //expected for QR } } @Test @Override public void testGetIterations() { /* this diverges with SVD */ try { super.testGetIterations(); fail(optimizer); } catch (TooManyEvaluationsException e) { //expected } } @Test @Override public void testNonInvertible() throws Exception { /* SVD can compute a solution to singular problems. * In this case the target vector, b, is not in the * span of the jacobian matrix, A. The closes point * to b on the plane spanned by A is computed. */ LinearProblem problem = new LinearProblem(new double[][]{ {1, 2, -3}, {2, 1, 3}, {-3, 0, -9} }, new double[]{1, 1, 1}); Optimum optimum = optimizer.optimize(problem.getBuilder().build()); Plane span = new Plane(Cartesian3D.ZERO, new Cartesian3D(1, 2, -3), new Cartesian3D(2, 1, 0), TOl); double expected = FastMath.abs(span.getOffset(new Cartesian3D(1, 1, 1))); double actual = optimum.getResiduals().getNorm(); //verify Assert.assertEquals(expected, actual, TOl); } }