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);
}
/*Check that the returned gradient is equal to the numerical gradient*/
public void GradientMatchNumerical()
{
//
var v = Vector <double> .Build.Dense(3);
//
ScanMatching.rEBb = Matrix <double> .Build.Random(2, 50);
ScanMatching.rPNn = Matrix <double> .Build.Random(2, 15);
var hp = new HelperFunctions();
Func <double[], double> f = x => hp.ExtractCost(x);
var derivEst = new NumericalJacobian(5, 2);
var gradExpect = derivEst.Evaluate(f, v.ToArray());
(var ftmp, var gradActual, var Htmp) = ScanMatching.Cost(v);
// Not sure how to do assert array equal with precision.
for (int i = 0; i < gradExpect.Length; i++)
{
Assert.Equal(gradExpect[i], gradActual.ToArray()[i], 5);
}
}
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 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);
}
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);
}
