Example #1
0
 public polynomialfitreport(lsfit.polynomialfitreport obj)
 {
     _innerobj = obj;
 }
        /*************************************************************************
        Unit test
        *************************************************************************/
        private static void testpolynomialfitting(ref bool fiterrors)
        {
            double threshold = 0;
            double[] x = new double[0];
            double[] y = new double[0];
            double[] w = new double[0];
            double[] x2 = new double[0];
            double[] y2 = new double[0];
            double[] w2 = new double[0];
            double[] xfull = new double[0];
            double[] yfull = new double[0];
            double t = 0;
            int i = 0;
            int k = 0;
            double[] xc = new double[0];
            double[] yc = new double[0];
            int[] dc = new int[0];
            int info = 0;
            int info2 = 0;
            double v = 0;
            double v0 = 0;
            double v1 = 0;
            double v2 = 0;
            double s = 0;
            double xmin = 0;
            double xmax = 0;
            double refrms = 0;
            double refavg = 0;
            double refavgrel = 0;
            double refmax = 0;
            ratint.barycentricinterpolant p = new ratint.barycentricinterpolant();
            ratint.barycentricinterpolant p1 = new ratint.barycentricinterpolant();
            ratint.barycentricinterpolant p2 = new ratint.barycentricinterpolant();
            lsfit.polynomialfitreport rep = new lsfit.polynomialfitreport();
            lsfit.polynomialfitreport rep2 = new lsfit.polynomialfitreport();
            int n = 0;
            int m = 0;
            int maxn = 0;
            int pass = 0;
            int passcount = 0;

            fiterrors = false;
            maxn = 5;
            passcount = 20;
            threshold = 1.0E8*math.machineepsilon;
            
            //
            // Test polunomial fitting
            //
            for(pass=1; pass<=passcount; pass++)
            {
                for(n=1; n<=maxn; n++)
                {
                    
                    //
                    // N=M+K fitting (i.e. interpolation)
                    //
                    for(k=0; k<=n-1; k++)
                    {
                        apserv.taskgenint1d(-1, 1, n, ref xfull, ref yfull);
                        x = new double[n-k];
                        y = new double[n-k];
                        w = new double[n-k];
                        if( k>0 )
                        {
                            xc = new double[k];
                            yc = new double[k];
                            dc = new int[k];
                        }
                        for(i=0; i<=n-k-1; i++)
                        {
                            x[i] = xfull[i];
                            y[i] = yfull[i];
                            w[i] = 1+math.randomreal();
                        }
                        for(i=0; i<=k-1; i++)
                        {
                            xc[i] = xfull[n-k+i];
                            yc[i] = yfull[n-k+i];
                            dc[i] = 0;
                        }
                        lsfit.polynomialfitwc(x, y, w, n-k, xc, yc, dc, k, n, ref info, p1, rep);
                        if( info<=0 )
                        {
                            fiterrors = true;
                        }
                        else
                        {
                            for(i=0; i<=n-k-1; i++)
                            {
                                fiterrors = fiterrors | (double)(Math.Abs(ratint.barycentriccalc(p1, x[i])-y[i]))>(double)(threshold);
                            }
                            for(i=0; i<=k-1; i++)
                            {
                                fiterrors = fiterrors | (double)(Math.Abs(ratint.barycentriccalc(p1, xc[i])-yc[i]))>(double)(threshold);
                            }
                        }
                    }
                    
                    //
                    // Testing constraints on derivatives.
                    // Special tasks which will always have solution:
                    // 1. P(0)=YC[0]
                    // 2. P(0)=YC[0], P'(0)=YC[1]
                    //
                    if( n>1 )
                    {
                        for(m=3; m<=5; m++)
                        {
                            for(k=1; k<=2; k++)
                            {
                                apserv.taskgenint1d(-1, 1, n, ref x, ref y);
                                w = new double[n];
                                xc = new double[2];
                                yc = new double[2];
                                dc = new int[2];
                                for(i=0; i<=n-1; i++)
                                {
                                    w[i] = 1+math.randomreal();
                                }
                                xc[0] = 0;
                                yc[0] = 2*math.randomreal()-1;
                                dc[0] = 0;
                                xc[1] = 0;
                                yc[1] = 2*math.randomreal()-1;
                                dc[1] = 1;
                                lsfit.polynomialfitwc(x, y, w, n, xc, yc, dc, k, m, ref info, p1, rep);
                                if( info<=0 )
                                {
                                    fiterrors = true;
                                }
                                else
                                {
                                    ratint.barycentricdiff1(p1, 0.0, ref v0, ref v1);
                                    fiterrors = fiterrors | (double)(Math.Abs(v0-yc[0]))>(double)(threshold);
                                    if( k==2 )
                                    {
                                        fiterrors = fiterrors | (double)(Math.Abs(v1-yc[1]))>(double)(threshold);
                                    }
                                }
                            }
                        }
                    }
                }
            }
            for(m=2; m<=8; m++)
            {
                for(pass=1; pass<=passcount; pass++)
                {
                    
                    //
                    // General fitting
                    //
                    // interpolating function through M nodes should have
                    // greater RMS error than fitting it through the same M nodes
                    //
                    n = 100;
                    x2 = new double[n];
                    y2 = new double[n];
                    w2 = new double[n];
                    xmin = 0;
                    xmax = 2*Math.PI;
                    for(i=0; i<=n-1; i++)
                    {
                        x2[i] = 2*Math.PI*math.randomreal();
                        y2[i] = Math.Sin(x2[i]);
                        w2[i] = 1;
                    }
                    x = new double[m];
                    y = new double[m];
                    for(i=0; i<=m-1; i++)
                    {
                        x[i] = xmin+(xmax-xmin)*i/(m-1);
                        y[i] = Math.Sin(x[i]);
                    }
                    polint.polynomialbuild(x, y, m, p1);
                    lsfit.polynomialfitwc(x2, y2, w2, n, xc, yc, dc, 0, m, ref info, p2, rep);
                    if( info<=0 )
                    {
                        fiterrors = true;
                    }
                    else
                    {
                        
                        //
                        // calculate P1 (interpolant) RMS error, compare with P2 error
                        //
                        v1 = 0;
                        v2 = 0;
                        for(i=0; i<=n-1; i++)
                        {
                            v1 = v1+math.sqr(ratint.barycentriccalc(p1, x2[i])-y2[i]);
                            v2 = v2+math.sqr(ratint.barycentriccalc(p2, x2[i])-y2[i]);
                        }
                        v1 = Math.Sqrt(v1/n);
                        v2 = Math.Sqrt(v2/n);
                        fiterrors = fiterrors | (double)(v2)>(double)(v1);
                        fiterrors = fiterrors | (double)(Math.Abs(v2-rep.rmserror))>(double)(threshold);
                    }
                    
                    //
                    // compare weighted and non-weighted
                    //
                    n = 20;
                    x = new double[n];
                    y = new double[n];
                    w = new double[n];
                    for(i=0; i<=n-1; i++)
                    {
                        x[i] = 2*math.randomreal()-1;
                        y[i] = 2*math.randomreal()-1;
                        w[i] = 1;
                    }
                    lsfit.polynomialfitwc(x, y, w, n, xc, yc, dc, 0, m, ref info, p1, rep);
                    lsfit.polynomialfit(x, y, n, m, ref info2, p2, rep2);
                    if( info<=0 | info2<=0 )
                    {
                        fiterrors = true;
                    }
                    else
                    {
                        
                        //
                        // calculate P1 (interpolant), compare with P2 error
                        // compare RMS errors
                        //
                        t = 2*math.randomreal()-1;
                        v1 = ratint.barycentriccalc(p1, t);
                        v2 = ratint.barycentriccalc(p2, t);
                        fiterrors = fiterrors | (double)(v2)!=(double)(v1);
                        fiterrors = fiterrors | (double)(rep.rmserror)!=(double)(rep2.rmserror);
                        fiterrors = fiterrors | (double)(rep.avgerror)!=(double)(rep2.avgerror);
                        fiterrors = fiterrors | (double)(rep.avgrelerror)!=(double)(rep2.avgrelerror);
                        fiterrors = fiterrors | (double)(rep.maxerror)!=(double)(rep2.maxerror);
                    }
                }
            }
            for(m=1; m<=maxn; m++)
            {
                for(pass=1; pass<=passcount; pass++)
                {
                    ap.assert(passcount>=2, "PassCount should be 2 or greater!");
                    
                    //
                    // solve simple task (all X[] are the same, Y[] are specially
                    // calculated to ensure simple form of all types of errors)
                    // and check correctness of the errors calculated by subroutines
                    //
                    // First pass is done with zero Y[], other passes - with random Y[].
                    // It should test both ability to correctly calculate errors and
                    // ability to not fail while working with zeros :)
                    //
                    n = 4*maxn;
                    if( pass==1 )
                    {
                        v1 = 0;
                        v2 = 0;
                        v = 0;
                    }
                    else
                    {
                        v1 = math.randomreal();
                        v2 = math.randomreal();
                        v = 1+math.randomreal();
                    }
                    x = new double[n];
                    y = new double[n];
                    w = new double[n];
                    for(i=0; i<=maxn-1; i++)
                    {
                        x[4*i+0] = i;
                        y[4*i+0] = v-v2;
                        w[4*i+0] = 1;
                        x[4*i+1] = i;
                        y[4*i+1] = v-v1;
                        w[4*i+1] = 1;
                        x[4*i+2] = i;
                        y[4*i+2] = v+v1;
                        w[4*i+2] = 1;
                        x[4*i+3] = i;
                        y[4*i+3] = v+v2;
                        w[4*i+3] = 1;
                    }
                    refrms = Math.Sqrt((math.sqr(v1)+math.sqr(v2))/2);
                    refavg = (Math.Abs(v1)+Math.Abs(v2))/2;
                    if( pass==1 )
                    {
                        refavgrel = 0;
                    }
                    else
                    {
                        refavgrel = 0.25*(Math.Abs(v2)/Math.Abs(v-v2)+Math.Abs(v1)/Math.Abs(v-v1)+Math.Abs(v1)/Math.Abs(v+v1)+Math.Abs(v2)/Math.Abs(v+v2));
                    }
                    refmax = Math.Max(v1, v2);
                    
                    //
                    // Test errors correctness
                    //
                    lsfit.polynomialfit(x, y, n, m, ref info, p, rep);
                    if( info<=0 )
                    {
                        fiterrors = true;
                    }
                    else
                    {
                        s = ratint.barycentriccalc(p, 0);
                        fiterrors = fiterrors | (double)(Math.Abs(s-v))>(double)(threshold);
                        fiterrors = fiterrors | (double)(Math.Abs(rep.rmserror-refrms))>(double)(threshold);
                        fiterrors = fiterrors | (double)(Math.Abs(rep.avgerror-refavg))>(double)(threshold);
                        fiterrors = fiterrors | (double)(Math.Abs(rep.avgrelerror-refavgrel))>(double)(threshold);
                        fiterrors = fiterrors | (double)(Math.Abs(rep.maxerror-refmax))>(double)(threshold);
                    }
                }
            }
        }
Example #3
0
 public polynomialfitreport()
 {
     _innerobj = new lsfit.polynomialfitreport();
 }