| /* |
| * Licensed to the Apache Software Foundation (ASF) under one or more |
| * contributor license agreements. See the NOTICE file distributed with |
| * this work for additional information regarding copyright ownership. |
| * The ASF licenses this file to You under the Apache License, Version 2.0 |
| * (the "License"); you may not use this file except in compliance with |
| * the License. You may obtain a copy of the License at |
| * |
| * http://www.apache.org/licenses/LICENSE-2.0 |
| * |
| * Unless required by applicable law or agreed to in writing, software |
| * distributed under the License is distributed on an "AS IS" BASIS, |
| * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. |
| * See the License for the specific language governing permissions and |
| * limitations under the License. |
| */ |
| package org.apache.commons.math4.legacy.optim.nonlinear.scalar.noderiv; |
| |
| import java.util.Arrays; |
| import org.apache.commons.rng.UniformRandomProvider; |
| import org.apache.commons.rng.simple.RandomSource; |
| import org.apache.commons.rng.simple.ThreadLocalRandomSource; |
| import org.apache.commons.rng.sampling.distribution.MarsagliaNormalizedGaussianSampler; |
| import org.apache.commons.rng.sampling.distribution.ContinuousUniformSampler; |
| import org.apache.commons.math4.legacy.analysis.MultivariateFunction; |
| import org.apache.commons.math4.legacy.core.jdkmath.AccurateMath; |
| |
| /** |
| * Utilities for testing the optimizers. |
| */ |
| final class OptimTestUtils { |
| |
| /** No instances. */ |
| private OptimTestUtils() {} |
| |
| |
| static class ElliRotated implements MultivariateFunction { |
| private Basis B = new Basis(); |
| private double factor; |
| |
| ElliRotated() { |
| this(1e3); |
| } |
| |
| ElliRotated(double axisratio) { |
| factor = axisratio * axisratio; |
| } |
| |
| @Override |
| public double value(double[] x) { |
| double f = 0; |
| x = B.Rotate(x); |
| for (int i = 0; i < x.length; ++i) { |
| f += AccurateMath.pow(factor, i / (x.length - 1.)) * x[i] * x[i]; |
| } |
| return f; |
| } |
| } |
| |
| static class FourExtrema implements MultivariateFunction { |
| // The following function has 4 local extrema. |
| static final double xM = -3.841947088256863675365; |
| static final double yM = -1.391745200270734924416; |
| static final double xP = 0.2286682237349059125691; |
| static final double yP = -yM; |
| static final double valueXmYm = 0.2373295333134216789769; // Local maximum. |
| static final double valueXmYp = -valueXmYm; // Local minimum. |
| static final double valueXpYm = -0.7290400707055187115322; // Global minimum. |
| static final double valueXpYp = -valueXpYm; // Global maximum. |
| |
| @Override |
| public double value(double[] variables) { |
| final double x = variables[0]; |
| final double y = variables[1]; |
| return (x == 0 || y == 0) ? 0 : |
| AccurateMath.atan(x) * AccurateMath.atan(x + 2) * AccurateMath.atan(y) * AccurateMath.atan(y) / (x * y); |
| } |
| } |
| |
| static double[] point(int n, double value) { |
| final double[] ds = new double[n]; |
| Arrays.fill(ds, value); |
| return ds; |
| } |
| |
| /** |
| * @param n Dimension. |
| * @param value Value. |
| * @param jitter Random noise to add to {@code value}. |
| */ |
| static double[] point(int n, |
| double value, |
| double jitter) { |
| final double[] ds = new double[n]; |
| Arrays.fill(ds, value); |
| return point(ds, jitter); |
| } |
| |
| /** |
| * @param point Point. |
| * @param jitter Random noise to add to each {@code value} element. |
| */ |
| static double[] point(double[] value, |
| double jitter) { |
| final ContinuousUniformSampler s = new ContinuousUniformSampler(rng(), |
| -jitter, |
| jitter); |
| final double[] ds = new double[value.length]; |
| for (int i = 0; i < value.length; i++) { |
| ds[i] = value[i] + s.sample(); |
| } |
| return ds; |
| } |
| |
| /** Creates a RNG instance. */ |
| static UniformRandomProvider rng() { |
| return ThreadLocalRandomSource.current(RandomSource.MWC_256); |
| } |
| |
| private static class Basis { |
| private double[][] basis; |
| private final MarsagliaNormalizedGaussianSampler rand = MarsagliaNormalizedGaussianSampler.of(rng()); // use not always the same basis |
| |
| double[] Rotate(double[] x) { |
| GenBasis(x.length); |
| double[] y = new double[x.length]; |
| for (int i = 0; i < x.length; ++i) { |
| y[i] = 0; |
| for (int j = 0; j < x.length; ++j) { |
| y[i] += basis[i][j] * x[j]; |
| } |
| } |
| return y; |
| } |
| |
| void GenBasis(int dim) { |
| if (basis != null ? basis.length == dim : false) { |
| return; |
| } |
| |
| double sp; |
| int i; |
| int j; |
| int k; |
| |
| /* generate orthogonal basis */ |
| basis = new double[dim][dim]; |
| for (i = 0; i < dim; ++i) { |
| /* sample components gaussian */ |
| for (j = 0; j < dim; ++j) { |
| basis[i][j] = rand.sample(); |
| } |
| /* substract projection of previous vectors */ |
| for (j = i - 1; j >= 0; --j) { |
| for (sp = 0., k = 0; k < dim; ++k) { |
| sp += basis[i][k] * basis[j][k]; /* scalar product */ |
| } |
| for (k = 0; k < dim; ++k) { |
| basis[i][k] -= sp * basis[j][k]; /* substract */ |
| } |
| } |
| /* normalize */ |
| for (sp = 0., k = 0; k < dim; ++k) { |
| sp += basis[i][k] * basis[i][k]; /* squared norm */ |
| } |
| for (k = 0; k < dim; ++k) { |
| basis[i][k] /= AccurateMath.sqrt(sp); |
| } |
| } |
| } |
| } |
| } |