1 files changed, 130 insertions, 0 deletions

diff --git a/packages/tests/src/Numeric/GSL/Tests.hs b/packages/tests/src/Numeric/GSL/Tests.hs
new file mode 100644
index 0000000..2eacd30
--- /dev/null
+++ b/packages/tests/src/Numeric/GSL/Tests.hs
@@ -0,0 +1,130 @@
+{- |
+Module      :  Numeric.GLS.Tests
+Copyright   :  (c) Alberto Ruiz 2014
+License     :  BSD3
+Maintainer  :  Alberto Ruiz
+Stability   :  provisional
+
+Tests for GSL bindings.
+
+-}
+
+module Numeric.GSL.Tests(
+    runTests
+) where
+
+import Control.Monad(when)
+import System.Exit (exitFailure)
+
+import Test.HUnit (runTestTT, failures, Test(..), errors)
+
+import Numeric.LinearAlgebra
+import Numeric.GSL
+import Numeric.LinearAlgebra.Tests (qCheck, utest)
+import Numeric.LinearAlgebra.Tests.Properties ((|~|), (~~))
+
+---------------------------------------------------------------------
+
+fittingTest = utest "levmar" (ok1 && ok2)
+    where
+    xs = map return [0 .. 39]
+    sigma = 0.1
+    ys = map return $ toList $ fromList (map (head . expModel [5,0.1,1]) xs)
+                    + scalar sigma * (randomVector 0 Gaussian 40)
+    dats = zip xs (zip ys (repeat sigma))
+    dat = zip xs ys
+
+    expModel [a,lambda,b] [t] = [a * exp (-lambda * t) + b]
+    expModelDer [a,lambda,_b] [t] = [[exp (-lambda * t), -t * a * exp(-lambda*t) , 1]]
+
+    sols = fst $ fitModelScaled 1E-4 1E-4 20 (expModel, expModelDer) dats [1,0,0]
+    sol = fst $ fitModel 1E-4 1E-4 20 (expModel, expModelDer) dat [1,0,0]
+
+    ok1 = and (zipWith f sols [5,0.1,1]) where f (x,d) r = abs (x-r)<2*d
+    ok2 = norm2 (fromList (map fst sols) - fromList sol) < 1E-5
+
+---------------------------------------------------------------------
+
+odeTest = utest "ode" (last (toLists sol) ~~ newsol)
+  where
+    sol = odeSolveV RK8pd 1E-6 1E-6 0 (l2v $ vanderpol 10) (fromList [1,0]) ts
+    ts = linspace 101 (0,100)
+    l2v f = \t -> fromList  . f t . toList
+    vanderpol mu _t [x,y] = [y, -x + mu * y * (1-x^2) ]
+    newsol = [-1.758888036617841,  8.364349410519058e-2]
+    -- oldsol = [-1.7588880332411019, 8.364348908711941e-2]
+
+---------------------------------------------------------------------
+
+rootFindingTest = TestList [ utest "root Hybrids" (fst sol1 ~~ [1,1])
+                           , utest "root Newton"  (rows (snd sol2) == 2)
+                           ]
+    where sol1 = root Hybrids 1E-7 30 (rosenbrock 1 10) [-10,-5]
+          sol2 = rootJ Newton 1E-7 30 (rosenbrock 1 10) (jacobian 1 10) [-10,-5]
+          rosenbrock a b [x,y] = [ a*(1-x), b*(y-x^2) ]
+          jacobian a b [x,_y] = [ [-a    , 0]
+                                , [-2*b*x, b] ]
+
+---------------------------------------------------------------------
+
+minimizationTest = TestList
+    [ utest "minimization conjugatefr" (minim1 f df [5,7] ~~ [1,2])
+    , utest "minimization nmsimplex2"  (minim2 f [5,7] `elem` [24,25])
+    ]
+    where f [x,y] = 10*(x-1)^2 + 20*(y-2)^2 + 30
+          df [x,y] = [20*(x-1), 40*(y-2)]
+          minim1 g dg ini = fst $ minimizeD ConjugateFR 1E-3 30 1E-2 1E-4 g dg ini
+          minim2 g ini = rows $ snd $ minimize NMSimplex2 1E-2 30 [1,1] g ini
+
+---------------------------------------------------------------------
+
+derivTest = abs (d (\x-> x * d (\y-> x+y) 1) 1 - 1) < 1E-10
+    where d f x = fst $ derivCentral 0.01 f x
+
+---------------------------------------------------------------------
+
+quad f a b = fst $ integrateQAGS 1E-9 100 f a b
+
+-- A multiple integral can be easily defined using partial application
+quad2 f a b g1 g2 = quad h a b
+    where h x = quad (f x) (g1 x) (g2 x)
+
+volSphere r = 8 * quad2 (\x y -> sqrt (r*r-x*x-y*y)) 
+                        0 r (const 0) (\x->sqrt (r*r-x*x))
+
+---------------------------------------------------------------------
+
+-- besselTest = utest "bessel_J0_e" ( abs (r-expected) < e )
+--     where (r,e) = bessel_J0_e 5.0
+--           expected = -0.17759677131433830434739701
+
+-- exponentialTest = utest "exp_e10_e" ( abs (v*10^e - expected) < 4E-2 )
+--     where (v,e,_err) = exp_e10_e 30.0
+--           expected = exp 30.0
+
+--------------------------------------------------------------------
+
+polyEval cs x = foldr (\c ac->ac*x+c) 0 cs
+
+polySolveProp p = length p <2 || last p == 0|| 1E-8 > maximum (map magnitude $ map (polyEval (map (:+0) p)) (polySolve p))
+
+
+-- | All tests must pass with a maximum dimension of about 20
+--  (some tests may fail with bigger sizes due to precision loss).
+runTests :: Int  -- ^ maximum dimension
+         -> IO ()
+runTests n = do
+    let test p = qCheck n p
+    putStrLn "------ fft"
+    test (\v -> ifft (fft v) |~| v)
+    c <- runTestTT $ TestList
+        [ fittingTest
+        , odeTest
+        , rootFindingTest
+        , minimizationTest
+        , utest "deriv" derivTest
+        , utest "integrate" (abs (volSphere 2.5 - 4/3*pi*2.5^3) < 1E-8)
+        , utest "polySolve" (polySolveProp [1,2,3,4])
+        ]
+    when (errors c + failures c > 0) exitFailure
+    return ()