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113 lines
2.5 KiB
Go
113 lines
2.5 KiB
Go
// Copyright ©2017 The Gonum Authors. All rights reserved.
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// Use of this source code is governed by a BSD-style
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// license that can be found in the LICENSE file.
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package fd
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import (
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"testing"
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"gonum.org/v1/gonum/floats/scalar"
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"gonum.org/v1/gonum/mat"
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)
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type CrossLaplacianTester interface {
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Func(x, y []float64) float64
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CrossLaplacian(x, y []float64) float64
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}
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type WrapperCL struct {
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Tester HessianTester
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}
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func (WrapperCL) constructZ(x, y []float64) []float64 {
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z := make([]float64, len(x)+len(y))
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copy(z, x)
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copy(z[len(x):], y)
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return z
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}
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func (w WrapperCL) Func(x, y []float64) float64 {
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z := w.constructZ(x, y)
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return w.Tester.Func(z)
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}
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func (w WrapperCL) CrossLaplacian(x, y []float64) float64 {
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z := w.constructZ(x, y)
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hess := mat.NewSymDense(len(z), nil)
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w.Tester.Hess(hess, z)
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// The CrossLaplacian is the trace of the off-diagonal block of the Hessian.
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var l float64
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for i := 0; i < len(x); i++ {
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l += hess.At(i, i+len(x))
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}
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return l
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}
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func TestCrossLaplacian(t *testing.T) {
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t.Parallel()
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for cas, test := range []struct {
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l CrossLaplacianTester
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x, y []float64
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settings *Settings
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tol float64
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}{
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{
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l: WrapperCL{Watson{}},
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x: []float64{0.2, 0.3},
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y: []float64{0.1, 0.4},
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tol: 1e-3,
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},
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{
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l: WrapperCL{Watson{}},
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x: []float64{2, 3, 1},
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y: []float64{1, 4, 1},
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tol: 1e-3,
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},
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{
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l: WrapperCL{ConstFunc(6)},
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x: []float64{2, -3, 1},
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y: []float64{1, 4, -5},
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tol: 1e-6,
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},
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{
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l: WrapperCL{LinearFunc{w: []float64{10, 6, -1, 5}, c: 5}},
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x: []float64{3, 1},
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y: []float64{8, 6},
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tol: 1e-6,
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},
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{
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l: WrapperCL{QuadFunc{
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a: mat.NewSymDense(4, []float64{
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10, 2, 1, 9,
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2, 5, -3, 4,
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1, -3, 6, 2,
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9, 4, 2, -14,
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}),
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b: mat.NewVecDense(4, []float64{3, -2, -1, 4}),
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c: 5,
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}},
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x: []float64{-1.6, -3},
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y: []float64{1.8, 3.4},
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tol: 1e-6,
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},
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} {
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got := CrossLaplacian(test.l.Func, test.x, test.y, test.settings)
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want := test.l.CrossLaplacian(test.x, test.y)
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if !scalar.EqualWithinAbsOrRel(got, want, test.tol, test.tol) {
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t.Errorf("Cas %d: CrossLaplacian mismatch serial. got %v, want %v", cas, got, want)
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}
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// Test that concurrency works.
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settings := test.settings
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if settings == nil {
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settings = &Settings{}
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}
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settings.Concurrent = true
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got2 := CrossLaplacian(test.l.Func, test.x, test.y, settings)
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if !scalar.EqualWithinAbsOrRel(got, got2, 1e-6, 1e-6) {
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t.Errorf("Cas %d: Laplacian mismatch. got %v, want %v", cas, got2, got)
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}
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}
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}
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