func CompareJac(tst *testing.T, ffcn Cb_f, Jfcn Cb_J, x []float64, tol float64, distr bool) {
n := len(x)
// numerical
fx := make([]float64, n)
w := make([]float64, n) // workspace
ffcn(fx, x)
var Jnum la.Triplet
Jnum.Init(n, n, n*n)
Jacobian(&Jnum, ffcn, x, fx, w, distr)
jn := Jnum.ToMatrix(nil)
// analytical
var Jana la.Triplet
Jana.Init(n, n, n*n)
Jfcn(&Jana, x)
ja := Jana.ToMatrix(nil)
// compare
//la.PrintMat(fmt.Sprintf("Jana(%d)",mpi.Rank()), ja.ToDense(), "%13.6f", false)
//la.PrintMat(fmt.Sprintf("Jnum(%d)",mpi.Rank()), jn.ToDense(), "%13.6f", false)
max_diff := la.MatMaxDiff(jn.ToDense(), ja.ToDense())
if max_diff > tol {
tst.Errorf("[1;31mmax_diff = %g[0m\n", max_diff)
} else {
io.Pf("[1;32mmax_diff = %g[0m\n", max_diff)
}
}
// CompareJacMpi compares Jacobian matrix (e.g. for testing)
func CompareJacMpi(tst *testing.T, ffcn Cb_f, Jfcn Cb_J, x []float64, tol float64, distr bool) {
// numerical
n := len(x)
fx := make([]float64, n)
w := make([]float64, n) // workspace
ffcn(fx, x)
var Jnum la.Triplet
Jnum.Init(n, n, n*n)
JacobianMpi(&Jnum, ffcn, x, fx, w, distr)
jn := Jnum.ToMatrix(nil)
// analytical
var Jana la.Triplet
Jana.Init(n, n, n*n)
Jfcn(&Jana, x)
ja := Jana.ToMatrix(nil)
// compare
max_diff := la.MatMaxDiff(jn.ToDense(), ja.ToDense())
if max_diff > tol {
tst.Errorf("[1;31mmax_diff = %g[0m\n", max_diff)
} else {
io.Pf("[1;32mmax_diff = %g[0m\n", max_diff)
}
}
// CheckJ check Jacobian matrix
// Ouptut: cnd -- condition number (with Frobenius norm)
func (o *NlSolver) CheckJ(x []float64, tol float64, chkJnum, silent bool) (cnd float64, err error) {
// Jacobian matrix
var Jmat [][]float64
if o.useDn {
Jmat = la.MatAlloc(o.neq, o.neq)
err = o.JfcnDn(Jmat, x)
if err != nil {
return 0, chk.Err(_nls_err5, "dense", err.Error())
}
} else {
if o.numJ {
err = Jacobian(&o.Jtri, o.Ffcn, x, o.fx, o.w, false)
if err != nil {
return 0, chk.Err(_nls_err5, "sparse", err.Error())
}
} else {
err = o.JfcnSp(&o.Jtri, x)
if err != nil {
return 0, chk.Err(_nls_err5, "sparse(num)", err.Error())
}
}
Jmat = o.Jtri.ToMatrix(nil).ToDense()
}
//la.PrintMat("J", Jmat, "%23g", false)
// condition number
cnd, err = la.MatCondG(Jmat, "F", 1e-10)
if err != nil {
return cnd, chk.Err(_nls_err6, err.Error())
}
if math.IsInf(cnd, 0) || math.IsNaN(cnd) {
return cnd, chk.Err(_nls_err7, cnd)
}
// numerical Jacobian
if !chkJnum {
return
}
var Jtmp la.Triplet
ws := make([]float64, o.neq)
err = o.Ffcn(o.fx, x)
if err != nil {
return
}
Jtmp.Init(o.neq, o.neq, o.neq*o.neq)
Jacobian(&Jtmp, o.Ffcn, x, o.fx, ws, false)
Jnum := Jtmp.ToMatrix(nil).ToDense()
for i := 0; i < o.neq; i++ {
for j := 0; j < o.neq; j++ {
chk.PrintAnaNum(io.Sf("J[%d][%d]", i, j), tol, Jmat[i][j], Jnum[i][j], !silent)
}
}
maxdiff := la.MatMaxDiff(Jmat, Jnum)
if maxdiff > tol {
err = chk.Err(_nls_err8, maxdiff)
}
return
}