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Added a basic unit test to help with debugging the Conjugate Gradient
optimizer.
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| // __BEGIN_LICENSE__ | ||
| // | ||
| // Copyright (C) 2006 United States Government as represented by the | ||
| // Administrator of the National Aeronautics and Space Administration | ||
| // (NASA). All Rights Reserved. | ||
| // | ||
| // Copyright 2006 Carnegie Mellon University. All rights reserved. | ||
| // | ||
| // This software is distributed under the NASA Open Source Agreement | ||
| // (NOSA), version 1.3. The NOSA has been approved by the Open Source | ||
| // Initiative. See the file COPYING at the top of the distribution | ||
| // directory tree for the complete NOSA document. | ||
| // | ||
| // THE SUBJECT SOFTWARE IS PROVIDED "AS IS" WITHOUT ANY WARRANTY OF ANY | ||
| // KIND, EITHER EXPRESSED, IMPLIED, OR STATUTORY, INCLUDING, BUT NOT | ||
| // LIMITED TO, ANY WARRANTY THAT THE SUBJECT SOFTWARE WILL CONFORM TO | ||
| // SPECIFICATIONS, ANY IMPLIED WARRANTIES OF MERCHANTABILITY, FITNESS FOR | ||
| // A PARTICULAR PURPOSE, OR FREEDOM FROM INFRINGEMENT, ANY WARRANTY THAT | ||
| // THE SUBJECT SOFTWARE WILL BE ERROR FREE, OR ANY WARRANTY THAT | ||
| // DOCUMENTATION, IF PROVIDED, WILL CONFORM TO THE SUBJECT SOFTWARE. | ||
| // | ||
| // __END_LICENSE__ | ||
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| // TestConjugateGradient.h | ||
| #include <cxxtest/TestSuite.h> | ||
| #include <vw/Math/Vector.h> | ||
| #include <vw/Math/ConjugateGradient.h> | ||
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| using namespace vw; | ||
| using namespace vw::math; | ||
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| // This quadratic function has a single minimum at [0.1962, 0.4846]. | ||
| struct QuadraticFunction { | ||
| typedef double result_type; | ||
| typedef Vector2 domain_type; | ||
| typedef Vector2 gradient_type; | ||
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| result_type operator()( domain_type const& x ) const { | ||
| return 1.2 * pow(x[0] - 0.6, 2) + 1.7 * pow(x[1] - 0.6, 2) + 2 * x[0] * x[1]; | ||
| } | ||
| gradient_type gradient( domain_type const& x ) const { | ||
| return Vector2( 2.4*x[0]-1.44+2*x[1], | ||
| 3.4*x[1]-2.04+2*x[0]); | ||
| } | ||
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| unsigned dimension() const { return 2; } | ||
| }; | ||
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| class TestConjugateGradient : public CxxTest::TestSuite | ||
| { | ||
| public: | ||
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| void test_steepest_descent() | ||
| { | ||
| // set_debug_level(VerboseDebugMessage); | ||
| Vector2 initial_guess(2,2); | ||
| int numiters = 100; | ||
| int max_stepsize = 1; | ||
| QuadraticFunction cost_functor; | ||
| QuadraticFunction::domain_type result = steepest_descent( cost_functor, initial_guess, ArmijoStepSize(max_stepsize), numiters); | ||
| // std::cout << "\n\n" << result << "\n"; | ||
| // std::cout << cost_functor(result) << "\n"; | ||
| // std::cout << cost_functor.gradient(result) << "\n"; | ||
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| TS_ASSERT_DELTA(result[0], 0.1962, 0.001); | ||
| TS_ASSERT_DELTA(result[1], 0.4846, 0.001); | ||
| } | ||
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| void test_conjugate_gradient() | ||
| { | ||
| // set_debug_level(VerboseDebugMessage); | ||
| Vector2 initial_guess(2,2); | ||
| int numiters = 100; | ||
| int max_stepsize = 1; | ||
| QuadraticFunction cost_functor; | ||
| QuadraticFunction::domain_type result = conjugate_gradient( cost_functor, initial_guess, ArmijoStepSize(max_stepsize), numiters); | ||
| // std::cout << "\n\n" << result << "\n"; | ||
| // std::cout << cost_functor(result) << "\n"; | ||
| // std::cout << cost_functor.gradient(result) << "\n"; | ||
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| TS_ASSERT_DELTA(result[0], 0.1962, 0.001); | ||
| TS_ASSERT_DELTA(result[1], 0.4846, 0.001); | ||
| } | ||
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| }; // class TestVector |