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// Copyright ©2017 The Gonum Authors. All rights reserved.
// Use of this source code is governed by a BSD-style
// license that can be found in the LICENSE file.
package fd
import (
"testing"
"gonum.org/v1/gonum/mat"
)
type HessianTester interface {
Func(x []float64) float64
Grad(grad, x []float64)
Hess(dst mat.MutableSymmetric, x []float64)
}
type hessianTestCase struct {
h HessianTester
x []float64
settings *Settings
tol float64
}
var _hessianTestCases = []hessianTestCase{
{
h: Watson{},
x: []float64{0.2, 0.3, 0.1, 0.4},
tol: 1e-3,
},
{
h: Watson{},
x: []float64{2, 3, 1, 4},
tol: 1e-3,
settings: &Settings{
Step: 1e-5,
Formula: Central,
},
},
{
h: Watson{},
x: []float64{2, 3, 1},
tol: 1e-3,
settings: &Settings{
OriginKnown: true,
OriginValue: 7606.529501201192,
},
},
{
h: ConstFunc(5),
x: []float64{1, 9},
tol: 1e-16,
},
{
h: LinearFunc{w: []float64{10, 6, -1}, c: 5},
x: []float64{3, 1, 8},
tol: 1e-6,
},
{
h: QuadFunc{
a: mat.NewSymDense(3, []float64{
10, 2, 1,
2, 5, -3,
1, -3, 6,
}),
b: mat.NewVecDense(3, []float64{3, -2, -1}),
c: 5,
},
x: []float64{-1.6, -3, 2},
tol: 1e-6,
},
}
func hessianTestCases() []hessianTestCase {
xs := []hessianTestCase{}
for _, test := range _hessianTestCases {
n := test
if test.settings != nil {
clone := *test.settings
n.settings = &clone
}
xs = append(xs, n)
}
return xs
}
func TestHessian(t *testing.T) {
t.Parallel()
for cas, test := range hessianTestCases() {
n := len(test.x)
var got mat.SymDense
Hessian(&got, test.h.Func, test.x, test.settings)
want := mat.NewSymDense(n, nil)
test.h.Hess(want, test.x)
if !mat.EqualApprox(&got, want, test.tol) {
t.Errorf("Cas %d: Hessian mismatch\ngot=\n%0.4v\nwant=\n%0.4v\n", cas, mat.Formatted(&got), mat.Formatted(want))
}
// Test that concurrency works.
settings := test.settings
if settings == nil {
settings = &Settings{}
}
settings.Concurrent = true
var got2 mat.SymDense
Hessian(&got2, test.h.Func, test.x, settings)
if !mat.EqualApprox(&got, &got2, 1e-5) {
t.Errorf("Cas %d: Hessian mismatch concurrent\ngot=\n%0.6v\nwant=\n%0.6v\n", cas, mat.Formatted(&got2), mat.Formatted(&got))
}
}
}
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