internal virtual double DerivativeAt(double x)
{
double[] g = function.DerivativeAt(VectorOf(x));
double d = 0.0;
for (int j = 0; j < g.Length; j++)
{
d += g[j] * direction[j];
}
return(d);
}
public static void GradientCheck(IDiffFunction f, double[] x, int[] ind, double eps)
{
// System.err.print("Testing grad <");
double[] testGrad = EstimateGradient(f, x, ind, eps);
// System.err.println(">");
double[] fullGrad = f.DerivativeAt(x);
double[] fGrad = new double[ind.Length];
for (int i = 0; i < ind.Length; i++)
{
fGrad[i] = fullGrad[ind[i]];
}
double[] diff = ArrayMath.PairwiseSubtract(testGrad, fGrad);
System.Console.Error.WriteLine("1-norm:" + ArrayMath.Norm_1(diff));
NUnit.Framework.Assert.AreEqual(0.0, ArrayMath.Norm_1(diff), 2 * eps);
System.Console.Error.WriteLine("2-norm:" + ArrayMath.Norm(diff));
NUnit.Framework.Assert.AreEqual(0.0, ArrayMath.Norm(diff), 2 * eps);
System.Console.Error.WriteLine("inf-norm:" + ArrayMath.Norm_inf(diff));
NUnit.Framework.Assert.AreEqual(0.0, ArrayMath.Norm_inf(diff), 2 * eps);
System.Console.Error.WriteLine("pearson:" + ArrayMath.PearsonCorrelation(testGrad, fGrad));
NUnit.Framework.Assert.AreEqual(1.0, ArrayMath.PearsonCorrelation(testGrad, fGrad), 2 * eps);
}