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Updates to check derivative code

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(should now work for complex, without throwing
warnings.)
This commit is contained in:
rowanc1
2014-03-05 16:20:55 -08:00
parent 90967ce7f9
commit 95bbfb8d13
1 changed files with 23 additions and 14 deletions
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SimPEG/Tests/TestUtils.py
+23 -14
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@@ -220,35 +220,44 @@ def checkDerivative(fctn, x0, num=7, plotIt=True, dx=None, expectedOrder=2, tole
"""
print "%s checkDerivative %s" % ('='*20, '='*20)
print "iter\th\t\t|J0-Jt|\t\t|J0+h*dJ'*dx-Jt|\tOrder\n%s" % ('-'*57)
print "iter h |f0-ft| |f0-ft-h*J0*dx| Order\n%s" % ('-'*57)
Jc = fctn(x0)
f0, J0 = fctn(x0)
x0 = mkvc(x0)
if dx is None:
dx = np.random.randn(len(x0))
t = np.logspace(-1, -num, num)
E0 = np.ones(t.shape)
E1 = np.ones(t.shape)
h = np.logspace(-1, -num, num)
E0 = np.ones(h.shape)
E1 = np.ones(h.shape)
def l2norm(x):
# because np.norm breaks if they are scalars?
return np.sqrt(np.real(np.vdot(x, x)))
l2norm = lambda x: np.sqrt(np.inner(x, x)) # because np.norm breaks if they are scalars?
for i in range(num):
Jt = fctn(x0+t[i]*dx)
E0[i] = l2norm(Jt[0]-Jc[0]) # 0th order Taylor
if inspect.isfunction(Jc[1]):
E1[i] = l2norm(Jt[0]-Jc[0]-t[i]*Jc[1](dx)) # 1st order Taylor
# Evaluate at test point
ft, Jt = fctn( x0 + h[i]*dx )
# 0th order Taylor
E0[i] = l2norm( ft - f0 )
# 1st order Taylor
if inspect.isfunction(J0):
E1[i] = l2norm( ft - f0 - h[i]*J0(dx) )
else:
# We assume it is a numpy.ndarray
E1[i] = l2norm(Jt[0]-Jc[0]-t[i]*Jc[1].dot(dx)) # 1st order Taylor
E1[i] = l2norm( ft - f0 - h[i]*J0.dot(dx) )
order0 = np.log10(E0[:-1]/E0[1:])
order1 = np.log10(E1[:-1]/E1[1:])
print "%d\t%1.2e\t%1.3e\t\t%1.3e\t\t%1.3f" % (i, t[i], E0[i], E1[i], np.nan if i == 0 else order1[i-1])
print " %d %1.2e %1.3e %1.3e %1.3f" % (i, h[i], E0[i], E1[i], np.nan if i == 0 else order1[i-1])
# Ensure we are about precision
order0 = order0[E0[1:] > eps]
order1 = order1[E1[1:] > eps]
belowTol = order1.size == 0 and order0.size > 0
# Make sure we get the correct order
correctOrder = order1.size > 0 and np.mean(order1) > tolerance * expectedOrder
passTest = belowTol or correctOrder
@@ -264,8 +273,8 @@ def checkDerivative(fctn, x0, num=7, plotIt=True, dx=None, expectedOrder=2, tole
if plotIt:
plt.figure()
plt.clf()
plt.loglog(t, E0, 'b')
plt.loglog(t, E1, 'g--')
plt.loglog(h, E0, 'b')
plt.loglog(h, E1, 'g--')
plt.title('checkDerivative')
plt.xlabel('h')
plt.ylabel('error of Taylor approximation')