public void IsMetThrowsForMissingCovarianceMatrix()
{
var terminationCriterion = new TolUpSigma();
var data = TolUpSigmaTest.CreateCmaEsData(covariances: null, initialStepSize: 0.2, currentStepSize: 0.2);
Assert.Throws <ArgumentOutOfRangeException>(() => terminationCriterion.IsMet(data));
}
public void IsMetReturnsFalseForFactorEqualToMaxConstant()
{
double greatestEigenvalue = 42.3;
double initialStepSize = 0.2;
double currentStepSize = TolUpSigma.MaxFactor * Math.Sqrt(greatestEigenvalue) * initialStepSize;
var covariances = Matrix <double> .Build.DenseOfDiagonalArray(
new[] { greatestEigenvalue, 0, 0 });
var terminationCriterion = new TolUpSigma();
Assert.False(
terminationCriterion.IsMet(TolUpSigmaTest.CreateCmaEsData(covariances, initialStepSize, currentStepSize)),
"Termination criterion should not have been met.");
}
