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Fix failing unit tests for BOBYQAOptimizer when executed with a 1.5 jvm due to slight differences in accuracy of the certain Math functions. 

git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1540075 13f79535-47bb-0310-9956-ffa450edef68
This commit is contained in:
Thomas Neidhart 2013-11-08 15:19:46 +00:00
parent a8559cbaee
commit c5b943fe26
3 changed files with 31 additions and 25 deletions
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3
src/changes/changes.xml
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@ -51,6 +51,9 @@ If the output is not quite correct, check for invisible trailing spaces!
</properties>
<body>
<release version="3.3" date="TBD" description="TBD">
<action dev="tn" type="fix" issue="MATH-1057">
Fixed failing unit tests for "BOBYQAOptimizer" when executed with a Oracle/Sun JVM 1.5.
</action>
<action dev="tn" type="fix" issue="MATH-1062">
A call to "KalmanFilter#correct(...)" may have resulted in "NonSymmetricMatrixException"
as the internally used matrix inversion method was using a too strict symmetry check.

26
src/test/java/org/apache/commons/math3/optim/nonlinear/scalar/noderiv/BOBYQAOptimizerTest.java
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@ -18,6 +18,7 @@ package org.apache.commons.math3.optim.nonlinear.scalar.noderiv;
import java.util.Arrays;
import java.util.Random;
import org.apache.commons.math3.analysis.MultivariateFunction;
import org.apache.commons.math3.exception.DimensionMismatchException;
import org.apache.commons.math3.exception.TooManyEvaluationsException;
@ -29,6 +30,7 @@ import org.apache.commons.math3.optim.nonlinear.scalar.GoalType;
import org.apache.commons.math3.optim.PointValuePair;
import org.apache.commons.math3.optim.InitialGuess;
import org.apache.commons.math3.optim.SimpleBounds;
import org.apache.commons.math3.util.FastMath;
import org.junit.Assert;
import org.junit.Ignore;
import org.junit.Test;
@ -208,7 +210,7 @@ public class BOBYQAOptimizerTest {
new PointValuePair(point(DIM,0.0),0.0);
doTest(new Ackley(), startPoint, boundaries,
GoalType.MINIMIZE,
1e-8, 1e-5, 1000, expected);
1e-7, 1e-5, 1000, expected);
}
@Test
@ -464,7 +466,7 @@ public class BOBYQAOptimizerTest {
double f = 0;
x = B.Rotate(x);
for (int i = 0; i < x.length; ++i)
f += Math.pow(factor, i / (x.length - 1.)) * x[i] * x[i];
f += FastMath.pow(factor, i / (x.length - 1.)) * x[i] * x[i];
return f;
}
}
@ -484,7 +486,7 @@ public class BOBYQAOptimizerTest {
public double value(double[] x) {
double f = 0;
for (int i = 0; i < x.length; ++i)
f += Math.pow(factor, i / (x.length - 1.)) * x[i] * x[i];
f += FastMath.pow(factor, i / (x.length - 1.)) * x[i] * x[i];
return f;
}
}
@ -501,7 +503,7 @@ public class BOBYQAOptimizerTest {
public double value(double[] x) {
double f = 0;
for (int i = 0; i < x.length; ++i)
f += Math.pow(Math.abs(x[i]), 2. + 10 * (double) i
f += FastMath.pow(FastMath.abs(x[i]), 2. + 10 * (double) i
/ (x.length - 1.));
// System.out.print("" + (fcount++) + ") ");
// for (int i = 0; i < x.length; i++)
@ -514,7 +516,7 @@ public class BOBYQAOptimizerTest {
private static class SsDiffPow implements MultivariateFunction {
public double value(double[] x) {
double f = Math.pow(new DiffPow().value(x), 0.25);
double f = FastMath.pow(new DiffPow().value(x), 0.25);
return f;
}
}
@ -546,12 +548,12 @@ public class BOBYQAOptimizerTest {
double res2 = 0;
double fac = 0;
for (int i = 0; i < x.length; ++i) {
fac = Math.pow(axisratio, (i - 1.) / (x.length - 1.));
fac = FastMath.pow(axisratio, (i - 1.) / (x.length - 1.));
f += fac * fac * x[i] * x[i];
res2 += Math.cos(2. * Math.PI * fac * x[i]);
res2 += FastMath.cos(2. * FastMath.PI * fac * x[i]);
}
f = (20. - 20. * Math.exp(-0.2 * Math.sqrt(f / x.length))
+ Math.exp(1.) - Math.exp(res2 / x.length));
f = (20. - 20. * FastMath.exp(-0.2 * FastMath.sqrt(f / x.length))
+ FastMath.exp(1.) - FastMath.exp(res2 / x.length));
return f;
}
}
@ -574,11 +576,11 @@ public class BOBYQAOptimizerTest {
double f = 0;
double fac;
for (int i = 0; i < x.length; ++i) {
fac = Math.pow(axisratio, (i - 1.) / (x.length - 1.));
fac = FastMath.pow(axisratio, (i - 1.) / (x.length - 1.));
if (i == 0 && x[i] < 0)
fac *= 1.;
f += fac * fac * x[i] * x[i] + amplitude
* (1. - Math.cos(2. * Math.PI * fac * x[i]));
* (1. - FastMath.cos(2. * FastMath.PI * fac * x[i]));
}
return f;
}
@ -623,7 +625,7 @@ public class BOBYQAOptimizerTest {
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] /= Math.sqrt(sp);
basis[i][k] /= FastMath.sqrt(sp);
}
}
}

27
src/test/java/org/apache/commons/math3/optimization/direct/BOBYQAOptimizerTest.java
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@ -28,6 +28,7 @@ import org.apache.commons.math3.optimization.GoalType;
import org.apache.commons.math3.optimization.PointValuePair;
import org.apache.commons.math3.optimization.InitialGuess;
import org.apache.commons.math3.optimization.SimpleBounds;
import org.apache.commons.math3.util.FastMath;
import org.junit.Assert;
import org.junit.Ignore;
import org.junit.Test;
@ -207,7 +208,7 @@ public class BOBYQAOptimizerTest {
new PointValuePair(point(DIM,0.0),0.0);
doTest(new Ackley(), startPoint, boundaries,
GoalType.MINIMIZE,
1e-8, 1e-5, 1000, expected);
1e-7, 1e-5, 1000, expected);
}
@Test
@ -317,7 +318,7 @@ public class BOBYQAOptimizerTest {
int dim = startPoint.length;
// MultivariateOptimizer optim =
// new PowellOptimizer(1e-13, Math.ulp(1d));
// new PowellOptimizer(1e-13, FastMath.ulp(1d));
// PointValuePair result = optim.optimize(100000, func, goal, startPoint);
final double[] lB = boundaries == null ? null : boundaries[0];
final double[] uB = boundaries == null ? null : boundaries[1];
@ -462,7 +463,7 @@ public class BOBYQAOptimizerTest {
double f = 0;
x = B.Rotate(x);
for (int i = 0; i < x.length; ++i)
f += Math.pow(factor, i / (x.length - 1.)) * x[i] * x[i];
f += FastMath.pow(factor, i / (x.length - 1.)) * x[i] * x[i];
return f;
}
}
@ -482,7 +483,7 @@ public class BOBYQAOptimizerTest {
public double value(double[] x) {
double f = 0;
for (int i = 0; i < x.length; ++i)
f += Math.pow(factor, i / (x.length - 1.)) * x[i] * x[i];
f += FastMath.pow(factor, i / (x.length - 1.)) * x[i] * x[i];
return f;
}
}
@ -499,7 +500,7 @@ public class BOBYQAOptimizerTest {
public double value(double[] x) {
double f = 0;
for (int i = 0; i < x.length; ++i)
f += Math.pow(Math.abs(x[i]), 2. + 10 * (double) i
f += FastMath.pow(FastMath.abs(x[i]), 2. + 10 * (double) i
/ (x.length - 1.));
// System.out.print("" + (fcount++) + ") ");
// for (int i = 0; i < x.length; i++)
@ -512,7 +513,7 @@ public class BOBYQAOptimizerTest {
private static class SsDiffPow implements MultivariateFunction {
public double value(double[] x) {
double f = Math.pow(new DiffPow().value(x), 0.25);
double f = FastMath.pow(new DiffPow().value(x), 0.25);
return f;
}
}
@ -544,12 +545,12 @@ public class BOBYQAOptimizerTest {
double res2 = 0;
double fac = 0;
for (int i = 0; i < x.length; ++i) {
fac = Math.pow(axisratio, (i - 1.) / (x.length - 1.));
fac = FastMath.pow(axisratio, (i - 1.) / (x.length - 1.));
f += fac * fac * x[i] * x[i];
res2 += Math.cos(2. * Math.PI * fac * x[i]);
res2 += FastMath.cos(2. * FastMath.PI * fac * x[i]);
}
f = (20. - 20. * Math.exp(-0.2 * Math.sqrt(f / x.length))
+ Math.exp(1.) - Math.exp(res2 / x.length));
f = (20. - 20. * FastMath.exp(-0.2 * FastMath.sqrt(f / x.length))
+ FastMath.exp(1.) - FastMath.exp(res2 / x.length));
return f;
}
}
@ -572,11 +573,11 @@ public class BOBYQAOptimizerTest {
double f = 0;
double fac;
for (int i = 0; i < x.length; ++i) {
fac = Math.pow(axisratio, (i - 1.) / (x.length - 1.));
fac = FastMath.pow(axisratio, (i - 1.) / (x.length - 1.));
if (i == 0 && x[i] < 0)
fac *= 1.;
f += fac * fac * x[i] * x[i] + amplitude
* (1. - Math.cos(2. * Math.PI * fac * x[i]));
* (1. - FastMath.cos(2. * FastMath.PI * fac * x[i]));
}
return f;
}
@ -621,7 +622,7 @@ public class BOBYQAOptimizerTest {
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] /= Math.sqrt(sp);
basis[i][k] /= FastMath.sqrt(sp);
}
}
}