public void ScalarFunctonSecondDerivativeTest()
{
// d2/dx2((2x)^2) = 8
Func<double, double> f = x => Math.Pow(2 * x, 2);
var J = new NumericalHessian();
var jeval = J.Evaluate(f, 2);
Assert.AreEqual((double)8, jeval[0], 1e-7);
}
public void ScalarFunctonSecondDerivativeTest()
{
// d2/dx2((2x)^2) = 8
Func <double, double> f = x => Math.Pow(2 * x, 2);
var J = new NumericalHessian();
var jeval = J.Evaluate(f, 2);
Assert.AreEqual(8.0, jeval[0], 1e-7);
}
public void OneEquationTwoVarVectorFunctionTest()
{
Func<double[], double> f = x => 4 * Math.Pow(x[0], 2) + 3 * Math.Pow(x[1], 3);
var H = new NumericalHessian();
var heval = H.Evaluate(f, new double[] { 1, 1 });
var solution = new double[,] { { 8, 0 }, { 0, 18 } };
Assert.AreEqual(solution, heval);
Assert.AreEqual(12, H.FunctionEvaluations);
H.ResetFunctionEvaluations();
Assert.AreEqual(0, H.FunctionEvaluations);
}
public void OneEquationTwoVarVectorFunctionTest()
{
Func <double[], double> f = x => 4 * Math.Pow(x[0], 2) + 3 * Math.Pow(x[1], 3);
var H = new NumericalHessian();
var heval = H.Evaluate(f, new double[] { 1, 1 });
var solution = new double[, ] {
{ 8, 0 }, { 0, 18 }
};
Assert.AreEqual(solution, heval);
Assert.AreEqual(12, H.FunctionEvaluations);
H.ResetFunctionEvaluations();
Assert.AreEqual(0, H.FunctionEvaluations);
}
public void RosenbrockFunctionHessianTest()
{
Func<double[], double> f = x => Math.Pow((1 - x[0]), 2) + 100 * Math.Pow(x[1] - Math.Pow(x[0], 2), 2);
var H = new NumericalHessian(5, 2);
var heval = H.Evaluate(f, new double[] { 2, 3 });
var solution = new double[,] { { 3602, -800 }, { -800, 200 } };
for (int row = 0; row < solution.Rank; row++)
{
for (int col = 0; col < solution.Rank; col++)
{
Assert.AreEqual(solution[row, col], heval[row, col], 1e-7);
}
}
}
public void RosenbrockFunctionHessianTest()
{
Func <double[], double> f = x => Math.Pow((1 - x[0]), 2) + 100 * Math.Pow(x[1] - Math.Pow(x[0], 2), 2);
var H = new NumericalHessian(5, 2);
var heval = H.Evaluate(f, new double[] { 2, 3 });
var solution = new double[, ] {
{ 3602, -800 }, { -800, 200 }
};
for (int row = 0; row < solution.Rank; row++)
{
for (int col = 0; col < solution.Rank; col++)
{
Assert.AreEqual(solution[row, col], heval[row, col], 1e-7);
}
}
}
