125 lines
4.0 KiB
Matlab
125 lines
4.0 KiB
Matlab
source_dir = getenv('source_root');
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addpath([source_dir filesep 'matlab']);
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dynare_config;
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cd solver-test-functions
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testFailed = 0;
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skipline()
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disp('*** TESTING: nonlinearsolvers.m ***');
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tolf = 1e-6;
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tolx = 1e-6;
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maxit = 50;
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factor = 10;
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% List of function handles
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objfun = { @rosenbrock,
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@powell1,
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@powell2,
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@wood,
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@helicalvalley,
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@watson,
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@chebyquad,
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@brown,
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@discreteboundaryvalue,
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@discreteintegralequation,
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@trigonometric,
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@variablydimensioned,
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@broydentridiagonal,
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@broydenbanded };
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% FIXME block_trust_region (mex) or trust_region (matlab) do not work for all n (not sure we can fix that).
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%
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% Test mex routine
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%
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t0 = clock;
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for i=1:length(objfun)
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switch func2str(objfun{i})
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case 'helicalvalley'
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% FIXME block_trust_region is diverging if x(1)<0.
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x = helicalvalley();
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x(1) = 5;
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case 'chebyquad'
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% Fails with a system of 10 equations.
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x = objfun{i}(nan(9,1));
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case {'watson', 'brown', 'discreteintegralequation', 'discreteboundaryvalue', 'chebyquad', 'trigonometric', 'variablydimensioned', 'broydenbanded', 'broydentridiagonal'}
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x = objfun{i}(nan(4,1));
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otherwise
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x = objfun{i}();
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end
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try
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[x, errorflag, exitflag] = block_trust_region(objfun{i}, x, tolf, tolx, maxit, factor, true, false);
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if isequal(func2str(objfun{i}), 'powell2')
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if ~errorflag
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testFailed = testFailed+1;
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dprintf('Nonlinear solver is expected to fail on %s function but did not return an error.', func2str(objfun{i}))
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end
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elseif isequal(func2str(objfun{i}), 'trigonometric')
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% FIXME block_trust_region (mex) fails, with exit code equal to 4, but not trust_region (matlab). Would be nice to undertsand the difference.
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if ~errorflag
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testFailed = testFailed+1;
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dprintf('Nonlinear solver is expected to fail on %s function but did not return an error.', func2str(objfun{i}))
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end
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else
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if errorflag || norm(objfun{i}(x))>tolf
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testFailed = testFailed+1;
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dprintf('Nonlinear solver (mex) failed on %s function (norm(f(x))=%s).', func2str(objfun{i}), num2str(norm(objfun{i}(x))))
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end
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end
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catch
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testFailed = testFailed+1;
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dprintf('Nonlinear solver (mex) failed on %s function.', func2str(objfun{i}))
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end
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end
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t1 = clock; etime(t1, t0)
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%
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% Test matlab routine
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%
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for i=1:length(objfun)
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switch func2str(objfun{i})
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case 'chebyquad'
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% Fails with a system of 10 equations.
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x = objfun{i}(nan(9,1));
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case {'watson', 'brown', 'discreteintegralequation', 'discreteboundaryvalue', 'trigonometric', 'variablydimensioned', 'broydenbanded', 'broydentridiagonal'}
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x = objfun{i}(nan(10,1));
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otherwise
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x = objfun{i}();
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end
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try
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[x, errorflag, info] = trust_region(objfun{i}, x, 1:length(x), 1:length(x), true, [], tolf, tolx, maxit, factor);
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if isequal(func2str(objfun{i}), 'powell2')
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if ~errorflag
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testFailed = testFailed+1;
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dprintf('Nonlinear solver is expected to fail on %s function but did not return an error.', func2str(objfun{i}))
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end
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if info~=3
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testFailed = testFailed+1;
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dprintf('Nonlinear solver is expected to fail on %s function with info==3 but did not the correct value of info.', func2str(objfun{i}))
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end
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else
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if errorflag
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testFailed = testFailed+1;
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dprintf('Nonlinear solver failed on %s function (info=%s).', func2str(objfun{i}), int2str(info))
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end
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end
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catch
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testFailed = testFailed+1;
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dprintf('Nonlinear solver failed on %s function.', func2str(objfun{i}))
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end
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end
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t2 = clock;
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fprintf('\n*** Elapsed time (in seconds): %.1f\n\n', etime(t2, t0));
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quit(testFailed > 0)
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