/* multimin/test.c *  * Copyright (C) 1996, 1997, 1998, 1999, 2000 Fabrice Rossi *  * 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., 675 Mass Ave, Cambridge, MA 02139, USA. *//* Modified by Tuomo Keskitalo to add Nelder Mead Simplex test suite */#include <config.h>#include <stdlib.h>#include <gsl/gsl_test.h>#include <gsl/gsl_blas.h>#include <gsl/gsl_multimin.h>#include <gsl/gsl_ieee_utils.h>#include "test_funcs.h"inttest_fdf(const char * desc, gsl_multimin_function_fdf *f,          initpt_function initpt, const gsl_multimin_fdfminimizer_type *T);inttest_f(const char * desc, gsl_multimin_function *f, initpt_function initpt);intmain (void){  const gsl_multimin_fdfminimizer_type *fdfminimizers[5];  const gsl_multimin_fdfminimizer_type ** T;  gsl_ieee_env_setup ();  fdfminimizers[0] = gsl_multimin_fdfminimizer_steepest_descent;  fdfminimizers[1] = gsl_multimin_fdfminimizer_conjugate_pr;  fdfminimizers[2] = gsl_multimin_fdfminimizer_conjugate_fr;  fdfminimizers[3] = gsl_multimin_fdfminimizer_vector_bfgs;  fdfminimizers[4] = 0;  T = fdfminimizers;  while (*T != 0)     {      test_fdf("Roth", &roth, roth_initpt,*T);      test_fdf("Wood", &wood, wood_initpt,*T);      test_fdf("Rosenbrock", &rosenbrock, rosenbrock_initpt,*T);      T++;    }  test_f("Roth", &roth_fmin, roth_initpt);  test_f("Wood", &wood_fmin, wood_initpt);  test_f("Rosenbrock", &rosenbrock_fmin, rosenbrock_initpt);  T = fdfminimizers;  while (*T != 0)     {      test_fdf("NRoth", &Nroth, roth_initpt,*T);      test_fdf("NWood", &Nwood, wood_initpt,*T);      test_fdf("NRosenbrock", &Nrosenbrock, rosenbrock_initpt,*T);      T++;    }  exit (gsl_test_summary());}inttest_fdf(const char * desc,          gsl_multimin_function_fdf *f,         initpt_function initpt,         const gsl_multimin_fdfminimizer_type *T){  int status;  size_t iter = 0;  double step_size;    gsl_vector *x = gsl_vector_alloc (f->n);  gsl_multimin_fdfminimizer *s;  (*initpt) (x);  step_size = 0.1 * gsl_blas_dnrm2 (x);  s = gsl_multimin_fdfminimizer_alloc(T, f->n);  gsl_multimin_fdfminimizer_set (s, f, x, step_size, 0.1);#ifdef DEBUG  printf("x "); gsl_vector_fprintf (stdout, s->x, "%g");   printf("g "); gsl_vector_fprintf (stdout, s->gradient, "%g"); #endif  do     {      iter++;      status = gsl_multimin_fdfminimizer_iterate(s);#ifdef DEBUG      printf("%i: \n",iter);      printf("x "); gsl_vector_fprintf (stdout, s->x, "%g");       printf("g "); gsl_vector_fprintf (stdout, s->gradient, "%g");       printf("f(x) %g\n",s->f);      printf("dx %g\n",gsl_blas_dnrm2(s->dx));      printf("\n");#endif      status = gsl_multimin_test_gradient(s->gradient,1e-3);    }  while (iter < 5000 && status == GSL_CONTINUE);  status |= (fabs(s->f) > 1e-5);  gsl_test(status, "%s, on %s: %i iterations, f(x)=%g",           gsl_multimin_fdfminimizer_name(s),desc, iter, s->f);  gsl_multimin_fdfminimizer_free(s);  gsl_vector_free(x);  return status;}inttest_f(const char * desc, gsl_multimin_function *f, initpt_function initpt){  /* currently this function tests only nmsimplex */  int status;  size_t i, iter = 0;  const gsl_multimin_fminimizer_type *T = gsl_multimin_fminimizer_nmsimplex;  gsl_vector *x = gsl_vector_alloc (f->n);  gsl_vector *step_size = gsl_vector_alloc (f->n);  gsl_multimin_fminimizer *s;  (*initpt) (x);  for (i = 0; i < f->n; i++)     gsl_vector_set (step_size, i, 1);  s = gsl_multimin_fminimizer_alloc(T, f->n);  gsl_multimin_fminimizer_set (s, f, x, step_size);#ifdef DEBUG  printf("x "); gsl_vector_fprintf (stdout, s->x, "%g"); #endif  do     {      iter++;      status = gsl_multimin_fminimizer_iterate(s);#ifdef DEBUG      printf("%i: \n",iter);      printf("x "); gsl_vector_fprintf (stdout, s->x, "%g");       printf("f(x) %g\n", gsl_multimin_fminimizer_minimum (s));      printf("size: %g\n", gsl_multimin_fminimizer_size (s));      printf("\n");#endif      status = gsl_multimin_test_size (gsl_multimin_fminimizer_size (s),                                       1e-3);    }  while (iter < 5000 && status == GSL_CONTINUE);  status |= (fabs(s->fval) > 1e-5);  gsl_test(status, "%s, on %s: %i iterations, f(x)=%g",           gsl_multimin_fminimizer_name(s),desc, iter, s->fval);  gsl_multimin_fminimizer_free(s);  gsl_vector_free(x);  gsl_vector_free(step_size);  return status;}