C++ (Cpp) Func::finiteHessianの例

コード例 #1

ファイル: verify.cpp プロジェクト: cuCDN/CppNumericalSolvers

TEST(CentralDifference, Hessian){
    // simple function y <- 3*a^2-a*b
    class Func : public Problem<double> {
      public:
        double value(const Vector<double> &x) {
            return 3*x[0]*x[0]-x[1]*x[0];
        }
    };
    Vector<double> x0(2);
    x0(0) = 0;
    x0(1) = 0;

    Func f;
    Matrix<double> hessian(2,2);

    // check using fast version
    f.finiteHessian(x0, hessian);
    EXPECT_NEAR(hessian(0,0), 6, PRECISION);
    EXPECT_NEAR(hessian(1,0), -1, PRECISION);
    EXPECT_NEAR(hessian(0,1), -1, PRECISION);
    EXPECT_NEAR(hessian(1,1), 0, PRECISION);

    // check using slow version
    f.finiteHessian(x0, hessian,3);
    EXPECT_NEAR(hessian(0,0), 6, PRECISION);
    EXPECT_NEAR(hessian(1,0), -1, PRECISION);
    EXPECT_NEAR(hessian(0,1), -1, PRECISION);
    EXPECT_NEAR(hessian(1,1), 0, PRECISION);
}

コード例 #2

ファイル: verify.cpp プロジェクト: adasworks/CppNumericalSolvers

TYPED_TEST(CentralDifference, Hessian){
    // simple function y <- 3*a^2-a*b
    class Func : public Problem<TypeParam, 2> {
      public:
        using typename Problem<TypeParam, 2>::TVector;
        TypeParam value(const TVector &x) {
            return 3*x[0]*x[0]-x[1]*x[0];
        }
    };
    typename Func::TVector x0;
    x0(0) = 0;
    x0(1) = 0;

    Func f;
    typename Func::THessian hessian;

    // check using fast version
    f.finiteHessian(x0, hessian);
    EXPECT_NEAR(hessian(0,0), 6, PRECISION);
    EXPECT_NEAR(hessian(1,0), -1, PRECISION);
    EXPECT_NEAR(hessian(0,1), -1, PRECISION);
    EXPECT_NEAR(hessian(1,1), 0, PRECISION);

    // check using slow version
    f.finiteHessian(x0, hessian,3);
    EXPECT_NEAR(hessian(0,0), 6, PRECISION);
    EXPECT_NEAR(hessian(1,0), -1, PRECISION);
    EXPECT_NEAR(hessian(0,1), -1, PRECISION);
    EXPECT_NEAR(hessian(1,1), 0, PRECISION);
}