public void PartialDerivative02()
{
double tVal=-2;
double eps=1e-5;
double[] vector = {0,0,0};
TestFunction f = new TestFunction();
double der = f.GetPartialDerivativeVal(0,2,vector);
Assert.IsTrue(System.Math.Abs(tVal-der)<=eps);
}
public void Hessian()
{
double eps = 1e-5;
double[] vector = {0,0,0};
double[][] result = {new double[]{10.0, 2.0, -2.0},
new double[]{ 2.0, 4.0, 2.0},
new double[]{-2.0, 2.0, 4.0}};
GeneralMatrix expectedMatrix = new GeneralMatrix(result);
TestFunction f = new TestFunction();
GeneralMatrix hessian = f.CalculateHessian(vector);
for (int i=0;i<3; i++)
for (int j=0;j<3; j++)
Assert.IsTrue(System.Math.Abs(hessian.GetElement(i,j)-expectedMatrix.GetElement(i,j))<eps);
}
public void FitDFP1()
{
double eps = 1e-5;
double rEps = eps*10;
double step = 1;
int itMax=50;
double[] vector = {0,0,0};
double[] expVector = {1,-2,3};
TestFunction f = new TestFunction();
int dim = f.Dimension;
DFP alg = new DFP(dim, vector, f, step, eps, itMax);
alg.FindMinimum();
Assert.IsTrue(Diff(expVector,alg.Minimum,dim)<rEps);
}