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// This file is part of Eigen, a lightweight C++ template library
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// for linear algebra.
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//
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// Copyright (C) 2012 Desire Nuentsa <desire.nuentsa_wakam@inria.fr>
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// Copyright (C) 2012 Gael Guennebaud <gael.guennebaud@inria.fr>
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//
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// This Source Code Form is subject to the terms of the Mozilla
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// Public License v. 2.0. If a copy of the MPL was not distributed
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// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
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#include <iostream>
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#include <fstream>
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#include <iomanip>
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#include "main.h"
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#include <Eigen/LevenbergMarquardt>
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using namespace std;
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using namespace Eigen;
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template <typename Scalar>
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struct sparseGaussianTest : SparseFunctor<Scalar, int> {
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typedef Matrix<Scalar, Dynamic, 1> VectorType;
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typedef SparseFunctor<Scalar, int> Base;
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typedef typename Base::JacobianType JacobianType;
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sparseGaussianTest(int inputs, int values) : SparseFunctor<Scalar, int>(inputs, values) {}
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VectorType model(const VectorType& uv, VectorType& x) {
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VectorType y; // Change this to use expression template
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int m = Base::values();
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int n = Base::inputs();
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eigen_assert(uv.size() % 2 == 0);
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eigen_assert(uv.size() == n);
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eigen_assert(x.size() == m);
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y.setZero(m);
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int half = n / 2;
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VectorBlock<const VectorType> u(uv, 0, half);
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VectorBlock<const VectorType> v(uv, half, half);
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Scalar coeff;
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for (int j = 0; j < m; j++) {
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for (int i = 0; i < half; i++) {
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coeff = (x(j) - i) / v(i);
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coeff *= coeff;
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if (coeff < 1. && coeff > 0.) y(j) += u(i) * std::pow((1 - coeff), 2);
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}
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}
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return y;
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}
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void initPoints(VectorType& uv_ref, VectorType& x) {
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m_x = x;
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m_y = this->model(uv_ref, x);
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}
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int operator()(const VectorType& uv, VectorType& fvec) {
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int m = Base::values();
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int n = Base::inputs();
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eigen_assert(uv.size() % 2 == 0);
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eigen_assert(uv.size() == n);
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int half = n / 2;
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VectorBlock<const VectorType> u(uv, 0, half);
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VectorBlock<const VectorType> v(uv, half, half);
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fvec = m_y;
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Scalar coeff;
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for (int j = 0; j < m; j++) {
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for (int i = 0; i < half; i++) {
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coeff = (m_x(j) - i) / v(i);
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coeff *= coeff;
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if (coeff < 1. && coeff > 0.) fvec(j) -= u(i) * std::pow((1 - coeff), 2);
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}
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}
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return 0;
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}
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int df(const VectorType& uv, JacobianType& fjac) {
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int m = Base::values();
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int n = Base::inputs();
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eigen_assert(n == uv.size());
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eigen_assert(fjac.rows() == m);
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eigen_assert(fjac.cols() == n);
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int half = n / 2;
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VectorBlock<const VectorType> u(uv, 0, half);
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VectorBlock<const VectorType> v(uv, half, half);
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Scalar coeff;
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// Derivatives with respect to u
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for (int col = 0; col < half; col++) {
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for (int row = 0; row < m; row++) {
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coeff = (m_x(row) - col) / v(col);
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coeff = coeff * coeff;
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if (coeff < 1. && coeff > 0.) {
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fjac.coeffRef(row, col) = -(1 - coeff) * (1 - coeff);
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}
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}
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}
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// Derivatives with respect to v
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for (int col = 0; col < half; col++) {
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for (int row = 0; row < m; row++) {
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coeff = (m_x(row) - col) / v(col);
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coeff = coeff * coeff;
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if (coeff < 1. && coeff > 0.) {
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fjac.coeffRef(row, col + half) = -4 * (u(col) / v(col)) * coeff * (1 - coeff);
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}
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}
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}
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return 0;
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}
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VectorType m_x, m_y; // Data points
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};
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template <typename T>
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void test_sparseLM_T() {
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typedef Matrix<T, Dynamic, 1> VectorType;
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int inputs = 10;
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int values = 2000;
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sparseGaussianTest<T> sparse_gaussian(inputs, values);
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VectorType uv(inputs), uv_ref(inputs);
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VectorType x(values);
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// Generate the reference solution
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uv_ref << -2, 1, 4, 8, 6, 1.8, 1.2, 1.1, 1.9, 3;
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// Generate the reference data points
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x.setRandom();
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x = 10 * x;
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x.array() += 10;
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sparse_gaussian.initPoints(uv_ref, x);
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// Generate the initial parameters
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VectorBlock<VectorType> u(uv, 0, inputs / 2);
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VectorBlock<VectorType> v(uv, inputs / 2, inputs / 2);
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v.setOnes();
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// Generate u or Solve for u from v
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u.setOnes();
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// Solve the optimization problem
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LevenbergMarquardt<sparseGaussianTest<T> > lm(sparse_gaussian);
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int info;
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// info = lm.minimize(uv);
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VERIFY_IS_EQUAL(info, 1);
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// Do a step by step solution and save the residual
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int maxiter = 200;
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int iter = 0;
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MatrixXd Err(values, maxiter);
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MatrixXd Mod(values, maxiter);
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LevenbergMarquardtSpace::Status status;
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status = lm.minimizeInit(uv);
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if (status == LevenbergMarquardtSpace::ImproperInputParameters) return;
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}
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EIGEN_DECLARE_TEST(sparseLM) {
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CALL_SUBTEST_1(test_sparseLM_T<double>());
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// CALL_SUBTEST_2(test_sparseLM_T<std::complex<double>());
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}
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