Activited unit tests.
Stéphane Adjemian
parent
42140ff8fb
commit
099bdc5450
|
|
@ -1,4 +1,4 @@
|
|||
function [nodes, weights] = cubature_with_gaussian_weight(d,n,method)
|
||||
function [nodes, weights] = cubature_with_gaussian_weight(d,n,method) % --*-- Unitary tests --*--
|
||||
|
||||
% Computes nodes and weights for a n-order cubature with gaussian weight.
|
||||
%
|
||||
|
|
@ -108,242 +108,163 @@ m(:,2) = e(n,i)-e(n,j);
|
|||
m(:,3) = -m(:,2);
|
||||
m(:,4) = -m(:,1);
|
||||
|
||||
return
|
||||
|
||||
%@test:1
|
||||
%$ % Set problem
|
||||
%$ d = 4;
|
||||
%$
|
||||
%$ t = zeros(5,1);
|
||||
%$
|
||||
%$ % Call the tested routine
|
||||
%$ try
|
||||
%$ [nodes,weights] = cubature_with_gaussian_weight(d,3);
|
||||
%$ t(1) = 1;
|
||||
%$ catch
|
||||
%$ exception = lasterror;
|
||||
%$ t = t(1);
|
||||
%$ T = all(t);
|
||||
%$ LOG = getReport(exception,'extended');
|
||||
%$ return
|
||||
%$ end
|
||||
%$
|
||||
%$ % Check the results.
|
||||
%$
|
||||
%$ % Compute (approximated) first order moments.
|
||||
%$ m1 = nodes*weights;
|
||||
%$
|
||||
%$ % Compute (approximated) second order moments.
|
||||
%$ m2 = nodes.^2*weights;
|
||||
%$
|
||||
%$ % Compute (approximated) third order moments.
|
||||
%$ m3 = nodes.^3*weights;
|
||||
%$
|
||||
%$ % Compute (approximated) fourth order moments.
|
||||
%$ m4 = nodes.^4*weights;
|
||||
%$
|
||||
%$ t(2) = dassert(m1,zeros(d,1),1e-12);
|
||||
%$ t(3) = dassert(m2,ones(d,1),1e-12);
|
||||
%$ t(4) = dassert(m3,zeros(d,1),1e-12);
|
||||
%$ t(5) = dassert(m4,d*ones(d,1),1e-10);
|
||||
%$ T = all(t);
|
||||
d = 4;
|
||||
t = zeros(5,1);
|
||||
|
||||
try
|
||||
[nodes,weights] = cubature_with_gaussian_weight(d,3);
|
||||
t(1) = 1;
|
||||
catch
|
||||
t = t(1);
|
||||
T = all(t);
|
||||
end
|
||||
|
||||
if t(1)
|
||||
m1 = nodes*weights;
|
||||
m2 = nodes.^2*weights;
|
||||
m3 = nodes.^3*weights;
|
||||
m4 = nodes.^4*weights;
|
||||
t(2) = dassert(m1,zeros(d,1),1e-12);
|
||||
t(3) = dassert(m2,ones(d,1),1e-12);
|
||||
t(4) = dassert(m3,zeros(d,1),1e-12);
|
||||
t(5) = dassert(m4,d*ones(d,1),1e-10);
|
||||
T = all(t);
|
||||
end
|
||||
%@eof:1
|
||||
|
||||
%@test:2
|
||||
%$ % Set problem
|
||||
%$ d = 4;
|
||||
%$ Sigma = diag(1:d);
|
||||
%$ Omega = diag(sqrt(1:d));
|
||||
%$
|
||||
%$ t = zeros(5,1);
|
||||
%$
|
||||
%$ % Call the tested routine
|
||||
%$ try
|
||||
%$ [nodes,weights] = cubature_with_gaussian_weight(d,3);
|
||||
%$ t(1) = 1;
|
||||
%$ catch
|
||||
%$ exception = lasterror;
|
||||
%$ t = t(1);
|
||||
%$ T = all(t);
|
||||
%$ LOG = getReport(exception,'extended');
|
||||
%$ return
|
||||
%$ end
|
||||
%$
|
||||
%$ % Check the results.
|
||||
%$ nodes = Omega*nodes;
|
||||
%$
|
||||
%$ % Compute (approximated) first order moments.
|
||||
%$ m1 = nodes*weights;
|
||||
%$
|
||||
%$ % Compute (approximated) second order moments.
|
||||
%$ m2 = nodes.^2*weights;
|
||||
%$
|
||||
%$ % Compute (approximated) third order moments.
|
||||
%$ m3 = nodes.^3*weights;
|
||||
%$
|
||||
%$ % Compute (approximated) fourth order moments.
|
||||
%$ m4 = nodes.^4*weights;
|
||||
%$
|
||||
%$ t(2) = dassert(m1,zeros(d,1),1e-12);
|
||||
%$ t(3) = dassert(m2,transpose(1:d),1e-12);
|
||||
%$ t(4) = dassert(m3,zeros(d,1),1e-12);
|
||||
%$ t(5) = dassert(m4,d*transpose(1:d).^2,1e-10);
|
||||
%$ T = all(t);
|
||||
d = 4;
|
||||
Sigma = diag(1:d);
|
||||
Omega = diag(sqrt(1:d));
|
||||
t = zeros(5,1);
|
||||
|
||||
try
|
||||
[nodes,weights] = cubature_with_gaussian_weight(d,3);
|
||||
t(1) = 1;
|
||||
catch
|
||||
t = t(1);
|
||||
T = all(t);
|
||||
end
|
||||
|
||||
if t(1)
|
||||
nodes = Omega*nodes;
|
||||
m1 = nodes*weights;
|
||||
m2 = nodes.^2*weights;
|
||||
m3 = nodes.^3*weights;
|
||||
m4 = nodes.^4*weights;
|
||||
t(2) = dassert(m1,zeros(d,1),1e-12);
|
||||
t(3) = dassert(m2,transpose(1:d),1e-12);
|
||||
t(4) = dassert(m3,zeros(d,1),1e-12);
|
||||
t(5) = dassert(m4,d*transpose(1:d).^2,1e-10);
|
||||
T = all(t);
|
||||
end
|
||||
%@eof:2
|
||||
|
||||
%@test:3
|
||||
%$ % Set problem
|
||||
%$ d = 4;
|
||||
%$ Sigma = diag(1:d);
|
||||
%$ Omega = diag(sqrt(1:d));
|
||||
%$
|
||||
%$ t = zeros(4,1);
|
||||
%$
|
||||
%$ % Call the tested routine
|
||||
%$ try
|
||||
%$ [nodes,weights] = cubature_with_gaussian_weight(d,3);
|
||||
%$ t(1) = 1;
|
||||
%$ catch
|
||||
%$ exception = lasterror;
|
||||
%$ t = t(1);
|
||||
%$ T = all(t);
|
||||
%$ LOG = getReport(exception,'extended');
|
||||
%$ return
|
||||
%$ end
|
||||
%$
|
||||
%$ % Check the results.
|
||||
%$ nodes = Omega*nodes;
|
||||
%$
|
||||
%$ % Compute (approximated) first order moments.
|
||||
%$ m1 = nodes*weights;
|
||||
%$
|
||||
%$ % Compute (approximated) second order moments.
|
||||
%$ m2 = bsxfun(@times,nodes,transpose(weights))*transpose(nodes);
|
||||
%$
|
||||
%$ t(2) = dassert(m1,zeros(d,1),1e-12);
|
||||
%$ t(3) = dassert(diag(m2),transpose(1:d),1e-12);
|
||||
%$ t(4) = dassert(m2(:),vec(diag(diag(m2))),1e-12);
|
||||
%$ T = all(t);
|
||||
d = 4;
|
||||
Sigma = diag(1:d);
|
||||
Omega = diag(sqrt(1:d));
|
||||
t = zeros(4,1);
|
||||
|
||||
try
|
||||
[nodes,weights] = cubature_with_gaussian_weight(d,3);
|
||||
t(1) = 1;
|
||||
catch
|
||||
t = t(1);
|
||||
T = all(t);
|
||||
end
|
||||
|
||||
if t(1)
|
||||
nodes = Omega*nodes;
|
||||
m1 = nodes*weights;
|
||||
m2 = bsxfun(@times,nodes,transpose(weights))*transpose(nodes);
|
||||
t(2) = dassert(m1,zeros(d,1),1e-12);
|
||||
t(3) = dassert(diag(m2),transpose(1:d),1e-12);
|
||||
t(4) = dassert(m2(:),vec(diag(diag(m2))),1e-12);
|
||||
T = all(t);
|
||||
end
|
||||
%@eof:3
|
||||
|
||||
%@test:4
|
||||
%$ % Set problem
|
||||
%$ d = 10;
|
||||
%$ a = randn(d,2*d);
|
||||
%$ Sigma = a*a';
|
||||
%$ Omega = chol(Sigma,'lower');
|
||||
%$
|
||||
%$ t = zeros(4,1);
|
||||
%$
|
||||
%$ % Call the tested routine
|
||||
%$ try
|
||||
%$ [nodes,weights] = cubature_with_gaussian_weight(d,3);
|
||||
%$ t(1) = 1;
|
||||
%$ catch
|
||||
%$ exception = lasterror;
|
||||
%$ t = t(1);
|
||||
%$ T = all(t);
|
||||
%$ LOG = getReport(exception,'extended');
|
||||
%$ return
|
||||
%$ end
|
||||
%$
|
||||
%$ % Correct nodes for the covariance matrix
|
||||
%$ for i=1:length(weights)
|
||||
%$ nodes(:,i) = Omega*nodes(:,i);
|
||||
%$ end
|
||||
%$
|
||||
%$ % Check the results.
|
||||
%$
|
||||
%$ % Compute (approximated) first order moments.
|
||||
%$ m1 = nodes*weights;
|
||||
%$
|
||||
%$ % Compute (approximated) second order moments.
|
||||
%$ m2 = bsxfun(@times,nodes,transpose(weights))*transpose(nodes);
|
||||
%$
|
||||
%$ % Compute (approximated) third order moments.
|
||||
%$ m3 = nodes.^3*weights;
|
||||
%$
|
||||
%$ t(2) = dassert(m1,zeros(d,1),1e-12);
|
||||
%$ t(3) = dassert(m2(:),vec(Sigma),1e-12);
|
||||
%$ t(4) = dassert(m3,zeros(d,1),1e-12);
|
||||
%$ T = all(t);
|
||||
d = 10;
|
||||
a = randn(d,2*d);
|
||||
Sigma = a*a';
|
||||
Omega = chol(Sigma,'lower');
|
||||
t = zeros(4,1);
|
||||
|
||||
try
|
||||
[nodes,weights] = cubature_with_gaussian_weight(d,3);
|
||||
t(1) = 1;
|
||||
catch
|
||||
t = t(1);
|
||||
T = all(t);
|
||||
end
|
||||
|
||||
if t(1)
|
||||
for i=1:length(weights)
|
||||
nodes(:,i) = Omega*nodes(:,i);
|
||||
end
|
||||
m1 = nodes*weights;
|
||||
m2 = bsxfun(@times,nodes,transpose(weights))*transpose(nodes);
|
||||
m3 = nodes.^3*weights;
|
||||
t(2) = dassert(m1,zeros(d,1),1e-12);
|
||||
t(3) = dassert(m2(:),vec(Sigma),1e-12);
|
||||
t(4) = dassert(m3,zeros(d,1),1e-12);
|
||||
T = all(t);
|
||||
end
|
||||
%@eof:4
|
||||
|
||||
%@test:5
|
||||
%$ % Set problem
|
||||
%$ d = 5;
|
||||
%$
|
||||
%$ t = zeros(6,1);
|
||||
%$
|
||||
%$ % Call the tested routine
|
||||
%$ try
|
||||
%$ [nodes,weights] = cubature_with_gaussian_weight(d,5);
|
||||
%$ t(1) = 1;
|
||||
%$ catch
|
||||
%$ exception = lasterror;
|
||||
%$ t = t(1);
|
||||
%$ T = all(t);
|
||||
%$ LOG = getReport(exception,'extended');
|
||||
%$ return
|
||||
%$ end
|
||||
%$
|
||||
%$ % Check the results.
|
||||
%$ nodes = nodes;
|
||||
%$
|
||||
%$ % Compute (approximated) first order moments.
|
||||
%$ m1 = nodes*weights;
|
||||
%$
|
||||
%$ % Compute (approximated) second order moments.
|
||||
%$ m2 = nodes.^2*weights;
|
||||
%$
|
||||
%$ % Compute (approximated) third order moments.
|
||||
%$ m3 = nodes.^3*weights;
|
||||
%$
|
||||
%$ % Compute (approximated) fourth order moments.
|
||||
%$ m4 = nodes.^4*weights;
|
||||
%$
|
||||
%$ % Compute (approximated) fifth order moments.
|
||||
%$ m5 = nodes.^5*weights;
|
||||
%$
|
||||
%$ t(2) = dassert(m1,zeros(d,1),1e-12);
|
||||
%$ t(3) = dassert(m2,ones(d,1),1e-12);
|
||||
%$ t(4) = dassert(m3,zeros(d,1),1e-12);
|
||||
%$ t(5) = dassert(m4,3*ones(d,1),1e-12);
|
||||
%$ t(6) = dassert(m5,zeros(d,1),1e-12);
|
||||
%$ T = all(t);
|
||||
d = 5;
|
||||
t = zeros(6,1);
|
||||
|
||||
try
|
||||
[nodes,weights] = cubature_with_gaussian_weight(d,5);
|
||||
t(1) = 1;
|
||||
catch
|
||||
t = t(1);
|
||||
T = all(t);
|
||||
end
|
||||
|
||||
if t(1)
|
||||
nodes = nodes;
|
||||
m1 = nodes*weights;
|
||||
m2 = nodes.^2*weights;
|
||||
m3 = nodes.^3*weights;
|
||||
m4 = nodes.^4*weights;
|
||||
m5 = nodes.^5*weights;
|
||||
t(2) = dassert(m1,zeros(d,1),1e-12);
|
||||
t(3) = dassert(m2,ones(d,1),1e-12);
|
||||
t(4) = dassert(m3,zeros(d,1),1e-12);
|
||||
t(5) = dassert(m4,3*ones(d,1),1e-12);
|
||||
t(6) = dassert(m5,zeros(d,1),1e-12);
|
||||
T = all(t);
|
||||
end
|
||||
%@eof:5
|
||||
|
||||
%@test:6
|
||||
%$ % Set problem
|
||||
%$ d = 3;
|
||||
%$
|
||||
%$ t = zeros(4,1);
|
||||
%$
|
||||
%$ % Call the tested routine
|
||||
%$ try
|
||||
%$ [nodes,weights] = cubature_with_gaussian_weight(d,3,'ScaledUnscentedTransform');
|
||||
%$ nodes
|
||||
%$ weights
|
||||
%$ t(1) = 1;
|
||||
%$ catch
|
||||
%$ exception = lasterror;
|
||||
%$ t = t(1);
|
||||
%$ T = all(t);
|
||||
%$ LOG = getReport(exception,'extended');
|
||||
%$ return
|
||||
%$ end
|
||||
%$
|
||||
%$ % Check the results.
|
||||
%$
|
||||
%$ % Compute (approximated) first order moments.
|
||||
%$ m1 = nodes*weights;
|
||||
%$
|
||||
%$ % Compute (approximated) second order moments.
|
||||
%$ m2 = nodes.^2*weights;
|
||||
%$
|
||||
%$ % Compute (approximated) third order moments.
|
||||
%$ m3 = nodes.^3*weights;
|
||||
%$
|
||||
%$ t(2) = dassert(m1,zeros(d,1),1e-12);
|
||||
%$ t(3) = dassert(m2,ones(d,1),1e-12);
|
||||
%$ t(4) = dassert(m3,zeros(d,1),1e-12);
|
||||
%$ T = all(t);
|
||||
%@eof:6
|
||||
d = 3;
|
||||
t = zeros(4,1);
|
||||
|
||||
% Call the tested routine
|
||||
try
|
||||
[nodes,weights] = cubature_with_gaussian_weight(d,3,'ScaledUnscentedTransform');
|
||||
t(1) = 1;
|
||||
catch
|
||||
t = t(1);
|
||||
T = all(t);
|
||||
end
|
||||
|
||||
if t(1)
|
||||
m1 = nodes*weights;
|
||||
m2 = nodes.^2*weights;
|
||||
m3 = nodes.^3*weights;
|
||||
t(2) = dassert(m1,zeros(d,1),1e-12);
|
||||
t(3) = dassert(m2,ones(d,1),1e-12);
|
||||
t(4) = dassert(m3,zeros(d,1),1e-12);
|
||||
T = all(t);
|
||||
end
|
||||
%@eof:6
|
||||
Loading…
Reference in New Issue