def test_geometric_grad_hess_part(self):
method = 'c1'
num = 4
h = 0.0001
ns = range(num)
abx4 = np.array([0.1, 1.5, 0.23])
xs = [abx4[0], abx4[0]*abx4[1], abx4[0]*abx4[1]**2, abx4[2]]
ref_g_et = [num_pd(func0_et123_4, abx4, h, 3, n, method)
for n in range(3)]
ref_h_et = [[num_pd2(func0_et123_4, abx4, h, 3, n, m, method)
for n in range(3)] for m in range(3)]
g_full = np.array([num_pd(func0, xs, h, num, n, method)
for n in ns])
h_full = np.array([[num_pd2(func0, xs, h, num, n1, n2, method)
for n1 in ns] for n2 in ns])
calc_g_et = opt_cbf.geometric_grad(g_full, abx4, 3)
calc_h_et = opt_cbf.geometric_hess(g_full, h_full, abx4, 3)
for (ref, calc) in zip(ref_g_et, calc_g_et):
self.assertAlmostEqual(ref, calc)
for (ref_list, calc_list) in zip(ref_h_et, calc_h_et):
for (ref, calc) in zip(ref_list, calc_list):
self.assertAlmostEqual(ref, calc)
def test_geometric_grad_hess(self):
method = 'c1'
num = 4
h = 0.0001
ns = range(num)
ab = np.array([ 0.1, 1.5])
xs = [ab[0]*ab[1]**n for n in ns]
ref_g_et = [num_pd(func0_et, ab, h, 2, n, method)
for n in [0, 1]]
ref_h_et = [[num_pd2(func0_et, ab, h, 2, n, m, method)
for n in [0, 1]] for m in [0, 1]]
g_full = np.array([num_pd(func0, xs, h, num, n, method)
for n in ns])
h_full = np.array([[num_pd2(func0, xs, h, num, n1, n2, method)
for n1 in ns] for n2 in ns])
calc_g_et = opt_cbf.geometric_grad(g_full, ab)
calc_h_et = opt_cbf.geometric_hess(g_full, h_full, ab)
for (ref, calc) in zip(ref_g_et, calc_g_et):
self.assertAlmostEqual(ref, calc)
for (ref_list, calc_list) in zip(ref_h_et, calc_h_et):
for(ref, calc) in zip(ref_list, calc_list):
self.assertAlmostEqual(ref, calc)