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79 lines
2.9 KiB
79 lines
2.9 KiB
// <copyright file="NumericalJacobianTests.cs" company="Math.NET">
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// Math.NET Numerics, part of the Math.NET Project
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// http://numerics.mathdotnet.com
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// http://github.com/mathnet/mathnet-numerics
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//
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// Copyright (c) 2009-2016 Math.NET
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//
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// Permission is hereby granted, free of charge, to any person
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// obtaining a copy of this software and associated documentation
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// files (the "Software"), to deal in the Software without
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// restriction, including without limitation the rights to use,
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// copy, modify, merge, publish, distribute, sublicense, and/or sell
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// copies of the Software, and to permit persons to whom the
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// Software is furnished to do so, subject to the following
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// conditions:
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//
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// The above copyright notice and this permission notice shall be
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// included in all copies or substantial portions of the Software.
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//
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// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
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// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
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// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
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// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
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// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
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// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
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// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
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// OTHER DEALINGS IN THE SOFTWARE.
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// </copyright>
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using System;
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using MathNet.Numerics.Differentiation;
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using NUnit.Framework;
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namespace MathNet.Numerics.UnitTests.DifferentiationTests
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{
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[TestFixture, Category("Differentiation")]
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class NumericalJacobianTests
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{
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[Test]
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public void OneEquationVectorFunctionTest()
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{
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Func<double[], double> f = x => Math.Sin(x[0] * x[1]) * Math.Exp(-x[0] / 2) + x[1] / x[0];
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var J = new NumericalJacobian();
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var jeval = J.Evaluate(f, new double[] { 1, 1 });
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Assert.AreEqual(-0.92747906175, jeval[0], 1e-9);
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Assert.AreEqual(1.32770991402, jeval[1], 1e-9);
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Assert.AreEqual(4, J.FunctionEvaluations);
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J.ResetFunctionEvaluations();
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Assert.AreEqual(0, J.FunctionEvaluations);
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}
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[Test]
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public void ScalarFunctonDerivativeTest()
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{
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Func<double, double> f = x => 1 / x;
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var J = new NumericalJacobian();
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var jeval = J.Evaluate(f, 2);
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Assert.AreEqual((double)-1 / 4, jeval[0], 1e-7);
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}
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[Test]
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public void VectorFunctionJacobianTest()
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{
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Func<double[], double>[] f =
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{
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(x) => Math.Pow(x[0], 2)*x[1],
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(x) => 5*x[0] + Math.Sin(x[1])
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};
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var j = new NumericalJacobian();
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var jeval = j.Evaluate(f, new double[] { 1, 1 });
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Assert.AreEqual(2, jeval[0, 0]);
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Assert.AreEqual(1, jeval[0, 1]);
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Assert.AreEqual(5, jeval[1, 0]);
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Assert.AreEqual(Math.Cos(1), jeval[1, 1], 1e-7);
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}
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}
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}
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