add handling of nonallocating functions, add plot option

src/TaylorTest.jl

@@ -1,9 +1,10 @@
 module TaylorTest
 
-export check
+export check, check!
 
 import LinearAlgebra: norm, dot
 import TensorOperations: @tensor
+import UnicodePlots
 
 """
   `check(f, Jf, x[, constant_components]; f_kwargs...)`
@@ -19,14 +20,18 @@ julia> f = x -> cos(x); Jf = x -> -sin(x); check(f, Jf, rand())
 true
 ```
 """
-function check(f, Jf, x, constant_components::Vector{Int}=Int[]; f_kwargs...)
-  direction = 2 * (rand(size(x)...) .- 0.5)
-  for cst in constant_components
-    direction[cst] = 0
-  end
+function check(f, Jf, x, constant_components::Vector{Int}=Int[]; taylortestplot::Bool=false, taylortestdirection=nothing, f_kwargs...)
+  if isnothing(taylortestdirection)
+    direction = 2 * (rand(size(x)...) .- 0.5)
+    for cst in constant_components
+      direction[cst] = 0
+    end
 
-  if direction isa Array
-    direction ./= norm(direction)
+    if direction isa Array
+      direction ./= norm(direction)
+    end
+  else
+    direction = taylortestdirection
   end
 
   ε_array = 10.0 .^ (-5:1:-1)
@@ -50,6 +55,10 @@ function check(f, Jf, x, constant_components::Vector{Int}=Int[]; f_kwargs...)
     error_array = [norm(f(x + ε * direction; f_kwargs...) - f_x - ε * Jf_x_direction) for ε in ε_array]
   end
 
+  if taylortestplot
+    println(UnicodePlots.lineplot(ε_array, error_array; xscale=:log10, yscale=:log10, xlabel="ε", title="|| f(x + ε·d) - f(x) - ε Jf(x)[d] ||"))
+  end
+
   m = maximum(error_array)
   if m < 1e-8
     @warn "f looks constant or linear!"
@@ -61,4 +70,23 @@ function check(f, Jf, x, constant_components::Vector{Int}=Int[]; f_kwargs...)
   return isapprox(order, 1; atol=0.5)
 end
 
+function check!(f!, Jf!, x, size_f_x, size_Jf_x, constant_components::Vector{Int}=Int[];
+  taylortestdirection=nothing, taylortestplot::Bool=false, f_kwargs...)
+
+  f = x -> begin
+    # must be allocated everytime to avoid aliasing
+    f_x = zeros(size_f_x...)
+    f!(f_x, x; f_kwargs...)
+    f_x
+  end
+  Jf = x -> begin
+    # must be allocated everytime to avoid aliasing
+    Jf_x = zeros(size_Jf_x...)
+    Jf!(Jf_x, x; f_kwargs...)
+    Jf_x
+  end
+
+  return check(f, Jf, x, constant_components, taylortestdirection=taylortestdirection, taylortestplot=taylortestplot)
+end
+
 end # module TaylorTest