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Fix switched iterations and evaluations 

In LevenbergMarquardtOptimizer the number of iterations and evaluations
was switched in two of the return statements.

Patch provided by Evan Ward.

JIRA: MATH-1106

git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1573308 13f79535-47bb-0310-9956-ffa450edef68
This commit is contained in:
Luc Maisonobe 2014-03-02 14:02:50 +00:00
parent a6f9630666
commit e2dc384d7b
2 changed files with 27 additions and 2 deletions
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4
src/main/java/org/apache/commons/math3/fitting/leastsquares/LevenbergMarquardtOptimizer.java
View File

@ -506,7 +506,7 @@ public class LevenbergMarquardtOptimizer implements LeastSquaresOptimizer {
// tests for convergence.
if (checker != null && checker.converged(iterationCounter.getCount(), previous, current)) {
return new OptimumImpl(current, iterationCounter.getCount(), evaluationCounter.getCount());
return new OptimumImpl(current, evaluationCounter.getCount(), iterationCounter.getCount());
}
} else {
// failed iteration, reset the previous values
@ -527,7 +527,7 @@ public class LevenbergMarquardtOptimizer implements LeastSquaresOptimizer {
preRed <= costRelativeTolerance &&
ratio <= 2.0) ||
delta <= parRelativeTolerance * xNorm) {
return new OptimumImpl(current, iterationCounter.getCount(), evaluationCounter.getCount());
return new OptimumImpl(current, evaluationCounter.getCount(), iterationCounter.getCount());
}
// tests for termination and stringent tolerances

25
src/test/java/org/apache/commons/math3/fitting/leastsquares/LevenbergMarquardtOptimizerTest.java
View File

@ -22,11 +22,13 @@ import org.apache.commons.math3.analysis.MultivariateVectorFunction;
import org.apache.commons.math3.exception.DimensionMismatchException;
import org.apache.commons.math3.exception.TooManyEvaluationsException;
import org.apache.commons.math3.fitting.leastsquares.LeastSquaresOptimizer.Optimum;
import org.apache.commons.math3.fitting.leastsquares.LeastSquaresProblem.Evaluation;
import org.apache.commons.math3.geometry.euclidean.twod.Vector2D;
import org.apache.commons.math3.linear.DiagonalMatrix;
import org.apache.commons.math3.linear.RealMatrix;
import org.apache.commons.math3.linear.RealVector;
import org.apache.commons.math3.linear.SingularMatrixException;
import org.apache.commons.math3.optim.ConvergenceChecker;
import org.apache.commons.math3.util.FastMath;
import org.apache.commons.math3.util.Precision;
import org.junit.Assert;
@ -35,6 +37,8 @@ import org.junit.Test;
import java.util.ArrayList;
import java.util.List;
import static org.hamcrest.CoreMatchers.is;
/**
* <p>Some of the unit tests are re-implementations of the MINPACK <a
* href="http://www.netlib.org/minpack/ex/file17">file17</a> and <a
@ -264,6 +268,27 @@ public class LevenbergMarquardtOptimizerTest
Assert.assertEquals(radius, paramFound[2], asymptoticStandardErrorFound[2]);
}
@Test
public void testEvaluationCount() {
//setup
LeastSquaresProblem lsp = new LinearProblem(new double[][] {{1}}, new double[] {1})
.getBuilder()
.checker(new ConvergenceChecker<Evaluation>() {
public boolean converged(int iteration, Evaluation previous, Evaluation current) {
return true;
}
})
.build();
//action
Optimum optimum = optimizer.optimize(lsp);
//verify
//check iterations and evaluations are not switched.
Assert.assertThat(optimum.getIterations(), is(1));
Assert.assertThat(optimum.getEvaluations(), is(2));
}
//TODO delete or use
private static class QuadraticProblem {
private List<Double> x;