C++ (Cpp) NumericalDifferentiation::set_numerical_differentiation_method Beispiele

Beispiel #1

Datei: numerical_differentiation_test.cpp Projekt: petrarce/MyNet

void NumericalDifferentiationTest::test_calculate_Jacobian(void)
{
   message += "test_calculate_Jacobian\n";

   NumericalDifferentiation nd;

   Vector<double> x;
   Matrix<double> J;

   Matrix<double> J_true;

   // Test

   nd.set_numerical_differentiation_method(NumericalDifferentiation::ForwardDifferences);

   x.set(2, 0.0);

   J = nd.calculate_central_differences_Jacobian(*this, &NumericalDifferentiationTest::f3, x);

   J_true.set_identity(2);

   assert_true(J == J_true, LOG);

   // Test

   nd.set_numerical_differentiation_method(NumericalDifferentiation::CentralDifferences);

   x.set(2, 0.0);

   J = nd.calculate_central_differences_Jacobian(*this, &NumericalDifferentiationTest::f3, x);

   J_true.set_identity(2);

   assert_true(J == J_true, LOG);
}

Beispiel #2

Datei: numerical_differentiation_test.cpp Projekt: petrarce/MyNet

void NumericalDifferentiationTest::test_calculate_Hessian(void)
{
   message += "test_calculate_Hessian\n";

   NumericalDifferentiation nd;

   Vector<double> x;
   Matrix<double> H;
	   
   // Test

   nd.set_numerical_differentiation_method(NumericalDifferentiation::ForwardDifferences);

   x.set(2, 0.0);

   H = nd.calculate_Hessian(*this, &NumericalDifferentiationTest::f2, x);

   assert_true(H.get_rows_number() == 2, LOG);
   assert_true(H.get_columns_number() == 2, LOG);
   assert_true(H == 0.0, LOG);

   // Test

   nd.set_numerical_differentiation_method(NumericalDifferentiation::CentralDifferences);

   x.set(2, 0.0);

   H = nd.calculate_Hessian(*this, &NumericalDifferentiationTest::f2, x);

   assert_true(H.get_rows_number() == 2, LOG);
   assert_true(H.get_columns_number() == 2, LOG);
   assert_true(H == 0.0, LOG);
}

Beispiel #3

Datei: numerical_differentiation_test.cpp Projekt: petrarce/MyNet

void NumericalDifferentiationTest::test_calculate_second_derivative(void)
{
   message += "test_calculate_second_derivative\n";

   NumericalDifferentiation nd;

   double x;
   double d2;

   // Test

   nd.set_numerical_differentiation_method(NumericalDifferentiation::ForwardDifferences);

   x = 0.0;
   d2 = nd.calculate_second_derivative(*this, &NumericalDifferentiationTest::f1, x);

   assert_true(fabs(d2) <= 1.0e-6, LOG);

   // Test

   nd.set_numerical_differentiation_method(NumericalDifferentiation::CentralDifferences);

   x = 0.0;
   d2 = nd.calculate_second_derivative(*this, &NumericalDifferentiationTest::f1, x);

   assert_true(fabs(d2) <= 1.0e-6, LOG);
}

Beispiel #4

Datei: numerical_differentiation_test.cpp Projekt: petrarce/MyNet

void NumericalDifferentiationTest::test_calculate_gradient(void)
{
   message += "test_calculate_gradient\n";

   NumericalDifferentiation nd;

   Vector<double> x;
   Vector<double> g;
	   
   // Test

   nd.set_numerical_differentiation_method(NumericalDifferentiation::ForwardDifferences);

   x.set(2, 0.0);

   g = nd.calculate_gradient(*this, &NumericalDifferentiationTest::f2, x);

   assert_true(g.size() == 2, LOG);
   assert_true(g == 1.0, LOG);

   // Test

   nd.set_numerical_differentiation_method(NumericalDifferentiation::CentralDifferences);

   x.set(2, 0.0);

   g = nd.calculate_gradient(*this, &NumericalDifferentiationTest::f2, x);

   assert_true(g.size() == 2, LOG);
   assert_true(g == 1.0, LOG);
}

Beispiel #5

Datei: numerical_differentiation_test.cpp Projekt: petrarce/MyNet

void NumericalDifferentiationTest::test_calculate_derivative(void)
{
   message += "test_calculate_derivative\n";

   NumericalDifferentiation nd;

//   double x;
   double d;

   // Test

   nd.set_numerical_differentiation_method(NumericalDifferentiation::ForwardDifferences);

//   x = 0.0;
   d = nd.calculate_derivative(*this, &NumericalDifferentiationTest::f1, 0.0);

   assert_true(d == 1.0, LOG);

   // Test

   nd.set_numerical_differentiation_method(NumericalDifferentiation::CentralDifferences);

//   x = 0.0;
   d = nd.calculate_derivative(*this, &NumericalDifferentiationTest::f1, 0.0);

   assert_true(d == 1.0, LOG);
}