def test_abs():
x = VAD([-1, 2, 3])
f = abs(x)
print(f.der)
print(f.der2)
assert np.sum(f.val == np.array(
[[1], [2], [3]])) == 3, "Error: abs didn't apply properly on VAD."
assert np.sum(
f.der == np.array([[-1., 0., 0.], [0., 1., 0.], [0., 0., 1.]
])) == 9, "Error: der1 for abs(VAD) is not correct."
x = AD.AD(-1, tag=0)
f = abs(x)
assert f.val == 1, "Error: abs didn't apply properly on AD."
assert f.der == -1, "Error: der1 for abs(AD) is not correct."
assert abs(-5) == 5, "Error: abs didn't apply properly on numbers."
x = AD.AD(0, tag=0)
with pytest.raises(Exception):
f = abs(x)
with pytest.raises(TypeError):
f = admath.abs('error')
xv = AD.AD(-2, tag=0, order=3)
f = admath.abs(xv)
assert f.higherdiff(3) == 0, "Error: abs didn't apply on higher properly"
[x] = VAD([-5], order=3)
f = abs(x)
print(f.der)
print(f.der2)
print(f.higher)
def test_AD_init_hw():
with pytest.raises(TypeError):
x = ad.AD(-1, tag=0, size=1.5)
x = ad.AD(-1, tag=0, order=1.5)
x = ad.AD(-1, tag=0, order='error')
x = VAD([-1], order='error')
with pytest.raises(ValueError):
x = ad.AD(-1, order=0)
with pytest.raises(Exception):
x = VAD([1, 2, 3], order=5)
x = ad.AD([1, 2, 3], order=5)
def __init__(self, val, der=None, der2=None, order=2, higher=None):
"""
Overwrites the __init__ dunder method to create a new VAD object with initial value and derivatives.
Parameters:
val (int or float or list or np.array): the initial value of the new VAD object.
der (int or float or list or np.array): first-order derivatives of the new AD object.
der2 (int or float or list or np.array): second-order derivatives of the new AD object.
Returns:
None, but initializes AD object(s) when called
Example:
>>> x, y = VAD([1,2])
>>> x
AD(value: [1], derivatives: [1., 0.])
>>> fs = VAD([1,2])
>>> fs
VAD(value: [1 2], derivatives: [[1. 0.]
[0. 1.]])
"""
self.val = np.array(val)
if der is None:
self.der = np.eye(len(self))
self.der2 = np.zeros((len(self),len(self),len(self)))
else:
self.der = der
self.der2 = der2
self.tag = np.array([i for i in range(len(self))])
self.size = len(self)
if not isinstance(order, numbers.Integral):
raise TypeError("Highest order of derivatives must be a positive integer.")
elif order < 1:
raise ValueError("Highest order of derivatives must be at least 1.")
elif order > 2 and self.size > 1:
raise Exception("We cannot handle derivatives of order > 2 for more than one scalar variables.")
self.order = order
self.higher = higher
if self.size > 1:
arr_ad = np.array([None]*len(self))
for i in range(len(self)):
arr_ad[i] = ad.AD(val=self.val[i], tag=self.tag[i], size = self.size,
der=self.der[i], der2=self.der2[i])
self.variables = arr_ad
else:
arr_ad = np.array([None]*len(self))
arr_ad[0] = ad.AD(val=self.val[0], tag=self.tag[0], size = 1,
der=self.der[0], der2=self.der2[0],
order=self.order, higher = self.higher)
self.variables = arr_ad
def test_AD_pow_hw():
x = ad.AD(val=1, order=10, size=1, tag=0)
f = x**5
assert np.abs(f.val - 1) < 1e-8, "rpow not working for AD"
x = ad.AD(val=0, order=10, size=1, tag=0)
with pytest.raises(ValueError):
f = x**5
f = x**2
with pytest.raises(TypeError):
f = x**'a'
def test_higher_hw():
x = ad.AD(val=1, order=10, size=1, tag=0)
f = x**5
assert f.higherdiff(1) == 5, "higherdiff not working"
with pytest.raises(TypeError):
f.higherdiff('error')
with pytest.raises(ValueError):
f.higherdiff(0)
f.higherdiff(15)
with pytest.raises(Exception):
x = ad.AD(val=1, size=1, tag=0)
f = x**5
f.higherdiff(10)
def test_log():
x = AD.AD(1, tag=0, order=5)
f = log(x)
assert f.val[0] == np.log(1), "Error: log didn't apply properly on AD."
assert np.allclose(f.der, 1), "Error: der1 for log(AD) is not correct."
assert np.allclose(f.der2, -1), "Error: der2 for log(AD) is not correct."
higherarr = np.array([1, -1, 2, -6, 24])
assert np.allclose(
f.higher, higherarr), "Error: higherder for log(AD) is not correct."
y = VAD([1, 2, 3])
g = log(y)
assert np.allclose(g.val,
np.log([1, 2,
3])), "Error: log didn't apply properly on VAD."
dertest = np.zeros((3, 3))
dertest[0, 0] = 1
dertest[1, 1] = 1 / 2
dertest[2, 2] = 1 / 3
assert np.allclose(g.der,
dertest), "Error: der1 for log(VAD) is not correct."
der2test = np.zeros((3, 3, 3))
der2test[0, 0, 0] = -1**-2
der2test[1, 1, 1] = -2**-2
der2test[2, 2, 2] = -3**-2
assert np.allclose(g.der2,
der2test), "Error: der2 for log(VAD) is not correct."
assert log(5) == np.log(5), "Error: log didn't apply properly on number."
with pytest.raises(TypeError):
f = admath.log('error')
x, y = VAD([2, 3])
p = log(x, base=y)
assert np.allclose(p.val[0], np.log(2) / np.log(3))
def test_exp():
x = AD.AD(1, tag=0, order=5)
f = exp(x)
assert f.val[0] == np.exp(1), "Error: exp didn't apply properly on AD."
assert np.allclose(f.der,
np.exp(1)), "Error: der1 for exp(AD) is not correct."
assert np.allclose(f.der2,
np.exp(1)), "Error: der2 for exp(AD) is not correct."
higherarr = np.array(
[np.exp(1), np.exp(1),
np.exp(1), np.exp(1),
np.exp(1)])
assert np.allclose(
f.higher, higherarr), "Error: higherder for exp(AD) is not correct."
y = VAD([1, 2, 3])
g = exp(y)
assert np.allclose(g.val,
np.exp([1, 2,
3])), "Error: exp didn't apply properly on VAD."
dertest = np.zeros((3, 3))
dertest[0, 0] = np.exp(1)
dertest[1, 1] = np.exp(2)
dertest[2, 2] = np.exp(3)
assert np.allclose(g.der,
dertest), "Error: der1 for exp(VAD) is not correct."
der2test = np.zeros((3, 3, 3))
der2test[0, 0, 0] = np.exp(1)
der2test[1, 1, 1] = np.exp(2)
der2test[2, 2, 2] = np.exp(3)
assert np.allclose(g.der2,
der2test), "Error: der2 for exp(VAD) is not correct."
assert exp(5) == np.exp(5), "Error: exp didn't apply properly on number."
with pytest.raises(TypeError):
f = admath.exp('error')
def test_sqrt():
x = AD.AD(2, tag=0, order=3)
f = sqrt(x)
assert f.val[0] == np.sqrt(2), "Error: sqrt didn't apply properly on AD."
assert np.allclose(f.der, 0.5 * 1 /
np.sqrt(2)), "Error: der1 for sqrt(AD) is not correct."
assert np.allclose(f.der2, -0.25 / 2 /
np.sqrt(2)), "Error: der2 for sqrt(AD) is not correct."
assert np.abs(f.higherdiff(3) - 3 / 32 / np.sqrt(2)
) < 1e-8, "Error: higherder for sqrt(AD) is not correct."
y = VAD([1, 2])
g = sqrt(y)
assert np.allclose(g.val, np.sqrt(
[1, 2])), "Error: sqrt didn't apply properly on VAD."
dertest = np.zeros((2, 2))
dertest[0, 0] = 0.5
dertest[1, 1] = 0.5 * 1 / np.sqrt(2)
assert np.allclose(g.der,
dertest), "Error: der1 for sqrt(VAD) is not correct."
der2test = np.zeros((2, 2, 2))
der2test[0, 0, 0] = -0.25
der2test[1, 1, 1] = -0.25 / 2 / np.sqrt(2)
assert np.allclose(g.der2,
der2test), "Error: der2 for sqrt(VAD) is not correct."
assert sqrt(5) == np.sqrt(
5), "Error: sqrt didn't apply properly on number."
with pytest.raises(TypeError):
f = admath.sqrt('error')
def test_AD_ueq_hw():
x = ad.AD([1], tag=0, der=[1], order=5)
y = 2 * x
assert x != y, "Error: ne not working for AD"
assert x < y, "Error: ne not working for AD"
assert y > x, "Error: ne not working for AD"
assert x <= y, "Error: ne not working for AD"
assert y >= x, "Error: ne not working for AD"
def test_chain_rule():
x = AD.AD(2, order=5)
newad = 5 * x**3 + 2
higherde = np.array([60, 60, 30, 0, 0])
adres = admath.chain_rule(x, 42, 60, 60, higher_der=higherde)
assert newad == adres, "Error: chain rule doesn't apply to AD object properly."
assert np.allclose(
newad.higher, adres.higher
), "Error: chain rule doesn't carry higher derivatives properly."
def chain_rule(ad, new_val, der, der2, higher_der=None):
"""
Applies chain rule to returns a new AD object with correct value and derivatives.
Parameters:
ad (AD): An AD object
new_val (float): Value of the new AD object
der (float): Derivative of the outer function in chain rule
Returns:
new_ad (AD): a new AD object with correct value and derivatives
Example:
>>> import AD as AD
>>> x = AD.AD(2,order=5)
>>> newad = 5*x**3+2
>>> higherde = np.array([60,60,30,0,0])
>>> chain_rule(x, 42, 60, 60, higher_der=higherde)
AD(value: [42], derivatives: [60.])
"""
new_der = der * ad.der
new_der2 = der * ad.der2 + der2 * np.matmul(
np.array([ad.der]).T, np.array([ad.der]))
if ad.higher is None:
new_ad = AD.AD(new_val, tag=ad.tag, der=new_der, der2=new_der2)
else:
new_higher_der = np.array([0.0] * len(ad.higher))
new_higher_der[0] = new_der
new_higher_der[1] = new_der2
for i in range(2, len(ad.higher)):
n = i + 1
sum = 0
for k in range(1, n + 1):
sum += higher_der[k - 1] * sp.bell(n, k,
ad.higher[0:n - k + 1])
new_higher_der[i] = sum
new_ad = AD.AD(new_val,
tag=ad.tag,
der=new_der,
der2=new_der2,
order=len(ad.higher))
new_ad.higher = new_higher_der
return new_ad
def test_AD_eq_hw():
x = ad.AD([1], tag=0, der=[1], order=5)
y = VAD([1])
with pytest.raises(TypeError):
x == y
x.fullequal(y)
x < y
x > y
x <= y
x >= y
y = VAD([1])
y = 0
with pytest.raises(TypeError):
x == y
x.fullequal(y)
x < y
x > y
x <= y
x >= y
def test_AD_rpow_hw():
x = ad.AD(val=1, order=10, size=1, tag=0)
f = 5**x
assert np.abs(f.val - 5) < 1e-8, "rpow not working for AD"
def test_set_VAD():
x = ad.AD(1, tag=0, size=2)
y = ad.AD(2, tag=1, size=2)
ADs = np.array([x, y])
assert set_VAD(ADs) == VAD([1, 2]), "Error: set_VAD is wrong."
def test_AD_add_hw():
x = ad.AD([1], tag=0, der=[1], order=5)
y = ad.AD([1], tag=0, der=[1], order=7)
f = x + x
with pytest.raises(Exception):
f = x + y
def test_AD_ne_hw():
x = ad.AD([1], tag=0, der=[1], order=5)
assert not x != x, "Error: ne not working for AD"
def test_AD_repr_hw():
x = ad.AD([1], tag=0, der=[1], order=5)
assert x.__repr__(
) == 'AD(value: [[1]], derivatives: [1.])', "Error: repr is not working"
assert x.__str__(
) == 'AD(value: [[1]], derivatives: [1.])', "Error: str is not working"
