File: t_CenteredFiniteDifferenceHessian_std.py

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#! /usr/bin/env python

import openturns as ot

eps = 1e-2
# Instance creation
myFunc = ot.SymbolicFunction(
    ["x1", "x2"], ["x1*sin(x2)", "cos(x1+x2)", "(x2+1)*exp(x1-2*x2)"]
)
epsilon = ot.Point(myFunc.getInputDimension(), eps)
inPoint = ot.Point(epsilon.getDimension(), 1.0)
myHessian = ot.CenteredFiniteDifferenceHessian(epsilon, myFunc.getEvaluation())

print("myHessian=", repr(myHessian))
print("myFunc.hessian(", repr(inPoint), ")=", repr(myFunc.hessian(inPoint)))
print("myHessian.hessian(", repr(inPoint), ")=", repr(myHessian.hessian(inPoint)))

# Substitute the hessian
myFunc.setHessian(ot.CenteredFiniteDifferenceHessian(myHessian))
print(
    "myFunc.hessian(",
    repr(inPoint),
    ")=",
    repr(myFunc.hessian(inPoint)),
    " (after substitution)",
)