Maps documentation.

This commit is contained in:
rowanc1
2014-05-17 21:05:31 -07:00
parent e2635e4716
commit 23e6ece0cd
3 changed files with 213 additions and 44 deletions
+13 -11
View File
@@ -202,7 +202,7 @@ def Rosenbrock(x, return_g=True, return_H=True):
out += (H,)
return out if len(out) > 1 else out[0]
def checkDerivative(fctn, x0, num=7, plotIt=True, dx=None, expectedOrder=2, tolerance=0.85, eps=1e-10):
def checkDerivative(fctn, x0, num=7, plotIt=True, dx=None, expectedOrder=2, tolerance=0.85, eps=1e-10, ax=None):
"""
Basic derivative check
@@ -231,7 +231,7 @@ def checkDerivative(fctn, x0, num=7, plotIt=True, dx=None, expectedOrder=2, tole
"""
print "%s checkDerivative %s" % ('='*20, '='*20)
print "iter h |f0-ft| |f0-ft-h*J0*dx| Order\n%s" % ('-'*57)
print "iter h |ft-f0| |ft-f0-h*J0*dx| Order\n%s" % ('-'*57)
f0, J0 = fctn(x0)
@@ -282,14 +282,16 @@ def checkDerivative(fctn, x0, num=7, plotIt=True, dx=None, expectedOrder=2, tole
if plotIt:
plt.figure()
plt.clf()
plt.loglog(h, E0, 'b')
plt.loglog(h, E1, 'g--')
plt.title('checkDerivative')
plt.xlabel('h')
plt.ylabel('error of Taylor approximation')
plt.legend(['0th order', '1st order'], loc='upper left')
ax = ax or plt.subplot(111)
ax.loglog(h, E0, 'b')
ax.loglog(h, E1, 'g--')
ax.set_title('Check Derivative - %s' % ('PASSED :)' if passTest else 'FAILED :('))
ax.set_xlabel('h')
ax.set_ylabel('Error')
leg = ax.legend(['$\mathcal{O}(h)$', '$\mathcal{O}(h^2)$'], loc='best',
title="$f(x + h\Delta x) - f(x) - h g(x) \Delta x - \mathcal{O}(h^2) = 0$",
frameon=False)
plt.setp(leg.get_title(),fontsize=15)
plt.show()
return passTest
@@ -328,6 +330,6 @@ if __name__ == '__main__':
def simpleFail(x):
return np.sin(x), -sdiag(np.cos(x))
checkDerivative(simplePass, np.random.randn(5), plotIt=False)
checkDerivative(simplePass, np.random.randn(5), plotIt=True)
checkDerivative(simpleFunction, np.random.randn(5), plotIt=False)
checkDerivative(simpleFail, np.random.randn(5), plotIt=False)