public void ScalarFunctonDerivativeTest()
{
Func<double, double> f = x => 1 / x;
var J = new NumericalJacobian();
var jeval = J.Evaluate(f, 2);
Assert.AreEqual((double)-1 / 4, jeval[0], 1e-7);
}
public void OneEquationVectorFunctionTest()
{
Func<double[], double> f = x => Math.Sin(x[0] * x[1]) * Math.Exp(-x[0] / 2) + x[1] / x[0];
var J = new NumericalJacobian();
var jeval = J.Evaluate(f, new double[] { 1, 1 });
Assert.AreEqual(-0.92747906175, jeval[0], 1e-9);
Assert.AreEqual(1.32770991402, jeval[1], 1e-9);
Assert.AreEqual(4, J.FunctionEvaluations);
J.ResetFunctionEvaluations();
Assert.AreEqual(0, J.FunctionEvaluations);
}
public void VectorFunctionJacobianTest()
{
Func<double[], double>[] f =
{
(x) => Math.Pow(x[0], 2)*x[1],
(x) => 5*x[0] + Math.Sin(x[1])
};
var j = new NumericalJacobian();
var jeval = j.Evaluate(f, new double[] { 1, 1 });
Assert.AreEqual(2, jeval[0, 0]);
Assert.AreEqual(1, jeval[0, 1]);
Assert.AreEqual(5, jeval[1, 0]);
Assert.AreEqual(Math.Cos(1), jeval[1, 1], 1e-7);
}
