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add Hessian for composed Gauss function

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Gaspard Jankowiak 2025-02-11 21:24:26 +01:00
commit 422c4ab05a
1 changed files with 49 additions and 15 deletions
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46
test/gauss.jl
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@ -38,10 +38,25 @@ end
@test TaylorTest.check(J_gauss, H_gauss, p; x=x) @test TaylorTest.check(J_gauss, H_gauss, p; x=x)
end end
@testset "Composed Gauss function" begin function check_symmetry(a)
p = 1 .+ 5 * rand(6) R = true
if ndims(a) == 2
R = norm(a - a') < 1e-10
else
for i in axes(a, 1)
r = a[i, :, :]' == a[i, :, :]
R &= r
if !r
n = maximum(abs, a[i, :, :]' - a[i, :, :])
@warn "Tensor not symmetric at i=$i: $n"
end
end
end
return R
end
x = p[3] + p[4] + 2p[5] + sqrt(p[6]) * (2rand() - 1) @testset "Composed Gauss function" begin
p = 1 .+ 5rand(6)
p_aux = _p -> [_p[1] / _p[2], _p[3] + _p[4] + 2_p[5], _p[6]] p_aux = _p -> [_p[1] / _p[2], _p[3] + _p[4] + 2_p[5], _p[6]]
@ -49,9 +64,28 @@ end
0 0 1 1 2 0; 0 0 1 1 2 0;
0 0 0 0 0 1] 0 0 0 0 0 1]
g = (_p; x=x) -> gauss(p_aux(_p); x=x) H_p_aux = _p -> begin
Jg = (_p; x=x) -> J_gauss(p_aux(_p); x=x) * J_p_aux(p) h = zeros(3, 6, 6)
Hg = (_p; x=x) -> J_gauss(p_aux(_p); x=x) * J_p_aux(p) h[1, 1, 2] = h[1, 2, 1] = -1 / _p[2]^2
h[1, 2, 2] = 2_p[1] / _p[2]^3
h
end
g = (_p; x = 0.0) -> gauss(p_aux(_p); x=x)
Jg = (_p; x = 0.0) -> J_gauss(p_aux(_p); x=x) * J_p_aux(_p)
Hg = (_p; x = 0.0) -> begin
p = p_aux(_p)
_J_gauss = vec(J_gauss(p; x=x))
_H_p = H_p_aux(_p)
_J_p = J_p_aux(_p)
r = _J_p' * H_gauss(p; x=x) * _J_p
r .+= TO.tensorcontract([2, 3], _J_gauss, [1], _H_p, [1, 2, 3])
r
end
_p = p_aux(p)
x = _p[2] + _p[2] * 2 * (rand() - 0.5)
@test TaylorTest.check(g, Jg, p; x=x) @test TaylorTest.check(g, Jg, p; x=x)
@test TaylorTest.check(Jg, Hg, p; x=x)
end end