R Under development (unstable) (2024-10-16 r87241 ucrt) -- "Unsuffered Consequences" Copyright (C) 2024 The R Foundation for Statistical Computing Platform: x86_64-w64-mingw32/x64 R is free software and comes with ABSOLUTELY NO WARRANTY. You are welcome to redistribute it under certain conditions. Type 'license()' or 'licence()' for distribution details. R is a collaborative project with many contributors. Type 'contributors()' for more information and 'citation()' on how to cite R or R packages in publications. Type 'demo()' for some demos, 'help()' for on-line help, or 'help.start()' for an HTML browser interface to help. Type 'q()' to quit R. > if(!require("GNE"))stop("this test requires package GNE.") Loading required package: GNE Loading required package: alabama Loading required package: numDeriv Loading required package: nleqslv Loading required package: BB Loading required package: SQUAREM > > > # (1) associated objective functions > # > > dimx <- c(2, 2, 3) > > #Gr_x_j O_i(x) > grfullob <- function(x, i, j) + { + x <- x[1:7] + if(i == 1) + { + grad <- 3*(x - 1:7)^2 + } + if(i == 2) + { + grad <- 1:7*(x - 1:7)^(0:6) + } + if(i == 3) + { + s <- x[5]^2 + x[6]^2 + x[7]^2 - 5 + grad <- c(1, 0, 1, 0, 4*x[5]*s, 4*x[6]*s, 4*x[7]*s) + + } + grad[j] + } > > > #Gr_x_k Gr_x_j O_i(x) > hefullob <- function(x, i, j, k) + { + x <- x[1:7] + if(i == 1) + { + he <- diag( 6*(x - 1:7) ) + } + if(i == 2) + { + he <- diag( c(0, 2, 6, 12, 20, 30, 42)*(x - 1:7)^c(0, 0:5) ) + } + if(i == 3) + { + s <- x[5]^2 + x[6]^2 + x[7]^2 + + he <- rbind(rep(0, 7), rep(0, 7), rep(0, 7), rep(0, 7), + c(0, 0, 0, 0, 4*s+8*x[5]^2, 8*x[5]*x[6], 8*x[5]*x[7]), + c(0, 0, 0, 0, 8*x[5]*x[6], 4*s+8*x[6]^2, 8*x[6]*x[7]), + c(0, 0, 0, 0, 8*x[5]*x[7], 8*x[6]*x[7], 4*s+8*x[7]^2) ) + } + he[j,k] + } > > > > # (2) constraint linked functions > # > > dimlam <- c(1, 2, 2) > > #constraint function g_i(x) > g <- function(x, i) + { + x <- x[1:7] + #cat(x[1:5], "|", i, "\n") + if(i == 1) + res <- sum( x^(1:7) ) -7 + if(i == 2) + res <- c(sum(x) + prod(x) - 14, 20 - sum(x)) + if(i == 3) + res <- c(sum(x^2) + 1, 100 - sum(x)) + #cat("res", res + par$a, "\n") + res + } > > > #Gr_x_j g_i(x) > grfullg <- function(x, i, j) + { + x <- x[1:7] + if(i == 1) + { + grad <- (1:7) * x ^ (0:6) + } + if(i == 2) + { + grad <- 1 + sapply(1:7, function(i) prod(x[-i])) + grad <- cbind(grad, -1) + } + if(i == 3) + { + grad <- cbind(2*x, -1) + } + + + if(i == 1) + res <- grad[j] + if(i != 1) + res <- grad[j,] + as.numeric(res) + } > > > > #Gr_x_k Gr_x_j g_i(x) > hefullg <- function(x, i, j, k) + { + x <- x[1:7] + if(i == 1) + { + he1 <- diag( c(0, 2, 6, 12, 20, 30, 42) * x ^ c(0, 0, 1:5) ) + } + if(i == 2) + { + he1 <- matrix(0, 7, 7) + he1[1, -1] <- sapply(2:7, function(i) prod(x[-c(1, i)])) + he1[2, -2] <- sapply(c(1, 3:7), function(i) prod(x[-c(2, i)])) + he1[3, -3] <- sapply(c(1:2, 4:7), function(i) prod(x[-c(3, i)])) + he1[4, -4] <- sapply(c(1:3, 5:7), function(i) prod(x[-c(4, i)])) + he1[5, -5] <- sapply(c(1:4, 6:7), function(i) prod(x[-c(5, i)])) + he1[6, -6] <- sapply(c(1:5, 7:7), function(i) prod(x[-c(6, i)])) + he1[7, -7] <- sapply(1:6, function(i) prod(x[-c(7, i)])) + + + he2 <- matrix(0, 7, 7) + + } + if(i == 3) + { + he1 <- diag(rep(2, 7)) + he2 <- matrix(0, 7, 7) + } + if(i != 1) + return( c(he1[j, k], he2[j, k]) ) + else + return( he1[j, k] ) + } > > > > > # (3) compute Phi > # > > z <- rexp(sum(dimx) + sum(dimlam)) > > n <- sum(dimx) > m <- sum(dimlam) > x <- z[1:n] > lam <- z[(n+1):(n+m)] > > resphi <- funSSR(z, dimx, dimlam, grobj=grfullob, constr=g, grconstr=grfullg, compl=phiFB) > > check <- GNE:::funSSRcheck(z, dimx, dimlam, grobj=grfullob, constr=g, grconstr=grfullg, compl=phiFB) > > > > #check > cat("\n\n________________________________________\n\n") ________________________________________ > > #part A > print(cbind(check, res=as.numeric(resphi))[1:length(x), ]) check res [1,] 2.8236576 2.8236576 [2,] 21.9682338 21.9682338 [3,] 18.4771135 18.4771135 [4,] -160.1246926 -160.1246926 [5,] 33.9521118 33.9521118 [6,] 0.8373655 0.8373655 [7,] 59.7973131 59.7973131 > #part B > print(cbind(check, res=as.numeric(resphi))[(length(x)+1):length(z), ]) check res [1,] 2535.79349412 2535.79349412 [2,] -0.06912025 -0.06912025 [3,] 18.98782707 18.98782707 [4,] 57.27612633 57.27612633 [5,] 180.00484052 180.00484052 > > > if(sum(abs(check - resphi)) > .Machine$double.eps^(2/3)) + stop("wrong result") > > > # (4) compute Jac Phi > # > > resjacphi <- jacSSR(z, dimx, dimlam, heobj=hefullob, constr=g, grconstr=grfullg, + heconstr=hefullg, gcompla=GrAphiFB, gcomplb=GrBphiFB) > > > checkjac <- GNE:::jacSSRcheck(z, dimx, dimlam, heobj=hefullob, constr=g, grconstr=grfullg, + heconstr=hefullg, gcompla=GrAphiFB, gcomplb=GrBphiFB) > > > #check > cat("\n\n________________________________________\n\n") ________________________________________ > cat("\n\npart A\n\n") part A > > print(resjacphi[1:n, 1:n] - checkjac[1:n, 1:n]) [,1] [,2] [,3] [,4] [,5] [,6] [,7] [1,] 0 0 0 0 0 0 0 [2,] 0 0 0 0 0 0 0 [3,] 0 0 0 0 0 0 0 [4,] 0 0 0 0 0 0 0 [5,] 0 0 0 0 0 0 0 [6,] 0 0 0 0 0 0 0 [7,] 0 0 0 0 0 0 0 > > > cat("\n\n________________________________________\n\n") ________________________________________ > cat("\n\npart B\n\n") part B > > print(resjacphi[1:n, (n+1):(n+m)] - checkjac[1:n, (n+1):(n+m)]) [,1] [,2] [,3] [,4] [,5] [1,] 0 0 0 0 0 [2,] 0 0 0 0 0 [3,] 0 0 0 0 0 [4,] 0 0 0 0 0 [5,] 0 0 0 0 0 [6,] 0 0 0 0 0 [7,] 0 0 0 0 0 > > > cat("\n\n________________________________________\n\n") ________________________________________ > cat("\n\npart C\n\n") part C > > > print(resjacphi[(n+1):(n+m), 1:n] - checkjac[(n+1):(n+m), 1:n]) [,1] [,2] [,3] [,4] [,5] [,6] [,7] [1,] 0 0 0 0 0 0 0 [2,] 0 0 0 0 0 0 0 [3,] 0 0 0 0 0 0 0 [4,] 0 0 0 0 0 0 0 [5,] 0 0 0 0 0 0 0 > > > cat("\n\n________________________________________\n\n") ________________________________________ > > cat("\n\npart D\n\n") part D > > > print(resjacphi[(n+1):(n+m), (n+1):(n+m)] - checkjac[(n+1):(n+m), (n+1):(n+m)]) [,1] [,2] [,3] [,4] [,5] [1,] 0 0 0 0 0 [2,] 0 0 0 0 0 [3,] 0 0 0 0 0 [4,] 0 0 0 0 0 [5,] 0 0 0 0 0 > > > if(sum(abs(checkjac - resjacphi)) > .Machine$double.eps^(2/3)) + stop("wrong result") > > proc.time() user system elapsed 0.51 0.09 0.64