// Copyright (C) 2015 - IIT Bombay - FOSSEE // // Author: Harpreet Singh // Organization: FOSSEE, IIT Bombay // Email: harpreet.mertia@gmail.com // // This file must be used under the terms of the CeCILL. // This source file is licensed as described in the file COPYING, which // you should have received as part of this distribution. The terms // are also available at // http://www.cecill.info/licences/Licence_CeCILL_V2-en.txt // <-- JVM NOT MANDATORY --> // <-- ENGLISH IMPOSED --> // // assert_close -- // Returns 1 if the two real matrices computed and expected are close, // i.e. if the relative distance between computed and expected is lesser than epsilon. // Arguments // computed, expected : the two matrices to compare // epsilon : a small number // function flag = assert_close ( computed, expected, epsilon ) if expected==0.0 then shift = norm(computed-expected); else shift = norm(computed-expected)/norm(expected); end // if shift < epsilon then // flag = 1; // else // flag = 0; // end // if flag <> 1 then pause,end flag = assert_checktrue ( shift < epsilon ); endfunction // // assert_equal -- // Returns 1 if the two real matrices computed and expected are equal. // Arguments // computed, expected : the two matrices to compare // epsilon : a small number // //function flag = assert_equal ( computed , expected ) // if computed==expected then // flag = 1; // else // flag = 0; // end // if flag <> 1 then pause,end //endfunction //A simple non-linear least square example taken from leastsq default present in scilab function y=yth(t, x) y = x(1)*exp(-x(2)*t) endfunction // we have the m measures (ti, yi): m = 10; tm = [0.25, 0.5, 0.75, 1.0, 1.25, 1.5, 1.75, 2.0, 2.25, 2.5]'; ym = [0.79, 0.59, 0.47, 0.36, 0.29, 0.23, 0.17, 0.15, 0.12, 0.08]'; // measure weights (here all equal to 1...) wm = ones(m,1); // and we want to find the parameters x such that the model fits the given // data in the least square sense: // // minimize f(x) = sum_i wm(i)^2 ( yth(tm(i),x) - ym(i) )^2 // initial parameters guess x0 = [1.5 ; 0.8]; // in the first examples, we define the function fun and dfun // in scilab language function y=myfun(x, tm, ym, wm) y = wm.*( yth(tm, x) - ym ) endfunction // the simplest call [xopt,resnorm,residual,exitflag,output,lambda,gradient] = lsqnonlin(myfun,x0) assert_close ( xopt , [ 0.9940629 0.9904811 ]' , 0.0005 ); assert_close ( residual , [-0.0139785 0.0158061 0.0029263 0.0091929 -0.0017872 -0.0050049 0.0056439 -0.0128825 -0.0129584 0.0035627]' , 0.0005 ); assert_close ( resnorm , [ 0.0009450] , 0.0005 ); assert_checkequal( exitflag , int32(0) ); printf("Test Successful");