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Added Levenberg-Marquardt algorithm and svd Golub-Kahan #513

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margarita0303 merged 35 commits from dev into dev 2023-06-19 16:11:59 +03:00
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kmath-tensors/src/commonTest/kotlin/space/kscience/kmath/tensors/core/TestDoubleTensorAlgebra.kt
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@ -292,5 +292,17 @@ internal class TestDoubleTensorAlgebra {
assertEquals(0.9131368192633, (result.result_chi_sq * 1e13).roundToLong() / 1e13)
assertEquals(3.7790980 * 1e-7, (result.result_lambda * 1e13).roundToLong() / 1e13)
assertEquals(result.typeOfConvergence, LinearOpsTensorAlgebra.TypeOfConvergence.inParameters)
val expectedParameters = BroadcastDoubleTensorAlgebra.fromArray(
ShapeND(intArrayOf(4, 1)), doubleArrayOf(20.527230909086, 9.833627103230, 0.997571256572, 50.174445822506)
).as2D()
result.result_parameters = result.result_parameters.map { x -> (x * 1e12).toLong() / 1e12}.as2D()
val receivedParameters = BroadcastDoubleTensorAlgebra.fromArray(
ShapeND(intArrayOf(4, 1)), doubleArrayOf(result.result_parameters[0, 0], result.result_parameters[1, 0],
result.result_parameters[2, 0], result.result_parameters[3, 0])
).as2D()
assertEquals(expectedParameters[0, 0], receivedParameters[0, 0])
assertEquals(expectedParameters[1, 0], receivedParameters[1, 0])
assertEquals(expectedParameters[2, 0], receivedParameters[2, 0])
assertEquals(expectedParameters[3, 0], receivedParameters[3, 0])
}
}