TestIterTrack.cpp

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/* This file is part of Cloudy and is copyright (C)1978-2017 by Gary J. Ferland and
 * others.  For conditions of distribution and use see copyright notice in license.txt */
#include "cdstd.h"
#include <UnitTest++.h>
#include "cddefines.h"
#include "iter_track.h"

namespace {
        // test a function that would have gone into a limit cycle
        TEST(IterTrackBasicFloat)
        {
                iter_track_basic<sys_float> track;
                sys_float x = 1.f;
                sys_float xnew = 2.f;
                while( abs(x-xnew) > 2.f*FLT_EPSILON*abs(x) )
                {
                        x = xnew;
                        // derivative at root is -1
                        xnew = track.next_val( x, 2.f/x );
                }
                CHECK( fp_equal( xnew, (sys_float)sqrt(2.) ) );
                // now clear the tracker and try again
                track.clear();
                x = 1.f;
                xnew = 2.f;
                while( abs(x-xnew) > 2.f*FLT_EPSILON*abs(x) )
                {
                        x = xnew;
                        // derivative at root is -1
                        xnew = track.next_val( x, 3.f/x );
                }
                CHECK( fp_equal( xnew, (sys_float)sqrt(3.) ) );
        }

        // now test the same for doubles
        TEST(IterTrackBasicDouble)
        {
                iter_track_basic<double> track;
                double x = 1.;
                double xnew = 2.;
                while( abs(x-xnew) > 2.*DBL_EPSILON*abs(x) )
                {
                        x = xnew;
                        // derivative at root is -1
                        xnew = track.next_val( x, 2./x );
                }
                CHECK( fp_equal( xnew, sqrt(2.) ) );
        }

        // test a function that would have diverged
        TEST(IterTrackBasicUnstable)
        {
                iter_track_basic<double> track;
                double x = 1.;
                double xnew = 2.;
                while( abs(x-xnew) > 2.*DBL_EPSILON*abs(x) )
                {
                        x = xnew;
                        // derivative at root is -5
                        xnew = track.next_val( x, 1./x - 2.*x );
                }
                // possible solutions are +/-sqrt(1/3), either one may be found
                CHECK( fp_equal( abs(xnew), 1./sqrt(3.) ) );
        }

        // test a function that would have converged anyway
        TEST(IterTrackBasicStableNeg)
        {
                iter_track_basic<double> track;
                double x = 1.;
                double xnew = 2.;
                // this would have diverged without iter_tracking
                while( abs(x-xnew) > 2.*DBL_EPSILON*abs(x) )
                {
                        x = xnew;
                        // derivative at root is -1/3
                        xnew = track.next_val( x, 1./x + x/3. );
                }
                CHECK( fp_equal( xnew, sqrt(1.5) ) );
        }

        TEST(IterTrackBasicStablePos)
        {
                iter_track_basic<double> track;
                double x = 1.;
                double xnew = 2.;
                // this would have diverged without iter_tracking
                while( abs(x-xnew) > 2.*DBL_EPSILON*abs(x) )
                {
                        x = xnew;
                        // derivative at root is 1/3
                        xnew = track.next_val( x, 1./x + 2.*x/3. );
                }
                CHECK( fp_equal( xnew, sqrt(3.) ) );
        }

        double testfun(double x)
        {
                return sin(x)-0.5;
        }

        TEST(IterTrack)
        {
                double x1, fx1, x2, fx2, x3, fx3;
                iter_track track;
                x1 = 0.;
                fx1 = testfun(x1);
                x3 = 1.5;
                fx3 = testfun(x3);
                double tol = 1.e-12;
                track.set_tol(tol);
                CHECK_EQUAL( 0, track.init_bracket(x1,fx1,x3,fx3) );
                CHECK( fp_equal( track.bracket_width(), abs(x3-x1) ) );
                CHECK( !track.lgConverged() );
                x2 = 0.5*(x1+x3);
                fx2 = testfun(x2);
                track.add( x2, fx2 );
                double xnew = track.next_val(0.01);
                CHECK( fp_equal_tol( abs(xnew/x2-1.), 0.01, 1.e-12 ) );
                const int navg = 5;
                vector<double> xvals( navg ); // keep track of the last navg x-values
                for( int i=0; i < 100 && !track.lgConverged(); ++i )
                {
                        x2 = track.next_val();
                        fx2 = testfun(x2);
                        track.add( x2, fx2 );
                        // use xvals as circular buffer
                        xvals[i%navg] = x2;
                }
                CHECK( track.lgConverged() );
                double exact_root = asin(0.5);
                CHECK( fp_equal_tol( track.root(), exact_root, tol ) );
                double sigma;
                double val = track.deriv( navg, sigma );
                double delta_lo = *min_element( xvals.begin(), xvals.end() ) - exact_root;
                double delta_hi = *max_element( xvals.begin(), xvals.end() ) - exact_root;
                CHECK( delta_lo < 0. );
                CHECK( delta_hi > 0. );
                // the exact derivative at the root is sqrt(3)/2 = 0.8660254...
                // the exact 2nd derivative at the root is -1/2
                double err_lo = -0.5*delta_lo;
                double err_hi = -0.5*delta_hi;
                CHECK( fp_bound( sqrt(3.)/2.+err_hi, val, sqrt(3.)/2.+err_lo ) );
                // the tangent at the exact root is given by asin(0.5) + sqrt(3)/2*(x-x0)
                // if we subtract that from the Taylor expansion of testfun we get:
                // residual = -1/4*(x-x0)^2 + O((x-x0)^3), hence sigma should be less
                // than the maximum absolute value of -1/4*(x-x0)^2 (the actual fit
                // should run slightly closer to the maximum deviant value than the tangent).
                CHECK( sigma < max( pow2(err_lo), pow2(err_hi) ) );
                // ask for more points than are available to see if that is handled correctly
                val = track.deriv( 200 );
                double val2 = track.deriv();
                CHECK( fp_equal( val, val2 ) );
                val = track.deriv( 200, sigma );
                double sigma2;
                val = track.deriv( sigma2 );
                CHECK( fp_equal( sigma, sigma2 ) );

                // now do the same thing for the zero_fit() methods...
                val = track.zero_fit( navg, sigma );
                // the exact root is asin(0.5) = 0.52359877...
                CHECK( fp_equal_tol( exact_root, val, 2.*sigma ) );
                val = track.zero_fit( 200 );
                val2 = track.zero_fit();
                CHECK( fp_equal( val, val2 ) );
                val = track.zero_fit( 200, sigma );
                val = track.zero_fit( sigma2 );
                CHECK( fp_equal( sigma, sigma2 ) );
        }

        // this is the short version of the above...
        TEST(AmsterdamMethod)
        {
                double x1, fx1, x2, fx2;
                x1 = 0.;
                fx1 = testfun(x1);
                x2 = 1.5;
                fx2 = testfun(x2);
                double tol = 1.e-12;
                int err = -1;
                double x = Amsterdam_Method( testfun, x1, fx1, x2, fx2, tol, 1000, err );
                CHECK_EQUAL( 0, err );
                CHECK( fp_equal_tol( x, asin(0.5), tol ) );
        }

        // now test some unstable functions
        double testfun2(double x)
        {
                return exp(x)-3.;
        }

        // the derivative at the root is 3
        TEST(AmsterdamMethod2)
        {
                double x1, fx1, x2, fx2;
                x1 = 0.;
                fx1 = testfun2(x1);
                x2 = 3.;
                fx2 = testfun2(x2);
                double tol = 1.e-12;
                int err = -1;
                double x = Amsterdam_Method( testfun2, x1, fx1, x2, fx2, tol, 1000, err );
                CHECK_EQUAL( 0, err );
                CHECK( fp_equal_tol( x, log(3.), tol ) );
        }

        double testfun3(double x)
        {
                return 1./x - 2.*x;
        }
        
        // the derivative at the root is -4
        TEST(AmsterdamMethod3)
        {
                double x1, fx1, x2, fx2;
                x1 = 0.1;
                fx1 = testfun3(x1);
                x2 = 3.;
                fx2 = testfun3(x2);
                double tol = 1.e-12;
                int err = -1;
                double x = Amsterdam_Method( testfun3, x1, fx1, x2, fx2, tol, 1000, err );
                CHECK_EQUAL( 0, err );
                CHECK( fp_equal_tol( x, sqrt(0.5), tol ) );
        }
}