fuzz <- 1e-1 #1e-3 # 1e-10 options(digits=12) if(!require("BB"))stop("this test requires package BB.") if(!require("setRNG"))stop("this test requires setRNG.") # Use a preset seed so test values are reproducable. test.rng <- list(kind="Wichmann-Hill", normal.kind="Box-Muller", seed=c(979,1479,1542)) old.seed <- setRNG(test.rng) ########## cat("BB test rosbkext.f ...\n") rosbkext.f <- function(x){ p <- x n <- length(p) sum (100*(p[1:(n-1)]^2 - p[2:n])^2 + (p[1:(n-1)] - 1)^2) } p0 <- rnorm(50,sd=2) system.time(ans.spg <- spg(par=p0, fn=rosbkext.f, control=list(maxit=2500)))[1] z <- sum(ans.spg$par) good <- 49.99437222882855 #on Windows 49.9974818749182 #on Windows 49.9974818749182 on Uwe's win-builder #on Linux64 49.9899945524414 #on Linux32 49.99437222882855 #on Linux32 49.98251214800634 as of Ubuntu 9.10 (Dell laptop) print(z, digits=16) if(any(abs(good - z) > 1e-1)) stop("BB test rosbkext.f FAILED")