public virtual void linearTest()
{
bool print = false;
if (print)
{
Console.WriteLine("NonLinearLeastSquareWithPenaltyTest.linearTest");
}
int nWeights = 20;
int diffOrder = 2;
double lambda = 100.0;
DoubleMatrix penalty = (DoubleMatrix)MA.scale(getPenaltyMatrix(nWeights, diffOrder), lambda);
int[] onIndex = new int[] { 1, 4, 11, 12, 15, 17 };
double[] obs = new double[] { 0, 1.0, 1.0, 1.0, 0.0, 0.0 };
int n = onIndex.Length;
System.Func <DoubleArray, DoubleArray> func = (DoubleArray x) =>
{
return(DoubleArray.of(n, i => x.get(onIndex[i])));
};
System.Func <DoubleArray, DoubleMatrix> jac = (DoubleArray x) =>
{
return(DoubleMatrix.of(n, nWeights, (i, j) => j == onIndex[i] ? 1d : 0d));
};
Well44497b random = new Well44497b(0L);
DoubleArray start = DoubleArray.of(nWeights, i => random.NextDouble());
LeastSquareWithPenaltyResults lsRes = NLLSWP.solve(DoubleArray.copyOf(obs), DoubleArray.filled(n, 0.01), func, jac, start, penalty);
if (print)
{
Console.WriteLine("chi2: " + lsRes.ChiSq);
Console.WriteLine(lsRes.FitParameters);
}
for (int i = 0; i < n; i++)
{
assertEquals(obs[i], lsRes.FitParameters.get(onIndex[i]), 0.01);
}
double expPen = 20.87912357454752;
assertEquals(expPen, lsRes.Penalty, 1e-9);
}
