/* * Licensed to the Apache Software Foundation (ASF) under one or more * contributor license agreements. See the NOTICE file distributed with * this work for additional information regarding copyright ownership. * The ASF licenses this file to You under the Apache License, Version 2.0 * (the "License"); you may not use this file except in compliance with * the License. You may obtain a copy of the License at * * http://www.apache.org/licenses/LICENSE-2.0 * * Unless required by applicable law or agreed to in writing, software * distributed under the License is distributed on an "AS IS" BASIS, * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. * See the License for the specific language governing permissions and * limitations under the License. */ package org.apache.commons.math4.analysis.differentiation; import java.util.Arrays; import java.util.List; import org.apache.commons.math4.ExtendedFieldElementAbstractTest; import org.apache.commons.math4.TestUtils; import org.apache.commons.math4.analysis.polynomials.PolynomialFunction; import org.apache.commons.rng.UniformRandomProvider; import org.apache.commons.rng.simple.RandomSource; import org.apache.commons.math4.util.FastMath; import org.junit.Assert; import org.junit.Test; public class SparseGradientTest extends ExtendedFieldElementAbstractTest<SparseGradient> { @Override protected SparseGradient build(final double x) { return SparseGradient.createVariable(0, x); } @Test public void testConstant() { double c = 1.0; SparseGradient grad = SparseGradient.createConstant(c); Assert.assertEquals(c, grad.getValue(), 1.0e-15); // returns the value Assert.assertEquals(0, grad.numVars(), 1.0e-15); // has no variables } @Test public void testVariable() { double v = 1.0; int id = 0; SparseGradient grad = SparseGradient.createVariable(id, v); Assert.assertEquals(v, grad.getValue(), 1.0e-15); // returns the value Assert.assertEquals(1, grad.numVars(), 1.0e-15); // has one variable Assert.assertEquals(1.0, grad.getDerivative(id), 1.0e-15); // derivative wr.t itself is 1 } @Test public void testVarAddition() { final double v1 = 1.0; final double v2 = 2.0; final int id1 = -1; final int id2 = 3; final SparseGradient var1 = SparseGradient.createVariable(id1, v1); final SparseGradient var2 = SparseGradient.createVariable(id2, v2); final SparseGradient sum = var1.add(var2); Assert.assertEquals(v1 + v2, sum.getValue(), 1.0e-15); // returns the value Assert.assertEquals(2, sum.numVars()); Assert.assertEquals(1.0, sum.getDerivative(id1), 1.0e-15); Assert.assertEquals(1.0, sum.getDerivative(id2), 1.0e-15); } @Test public void testSubtraction() { final double v1 = 1.0; final double v2 = 2.0; final int id1 = -1; final int id2 = 3; final SparseGradient var1 = SparseGradient.createVariable(id1, v1); final SparseGradient var2 = SparseGradient.createVariable(id2, v2); final SparseGradient sum = var1.subtract(var2); Assert.assertEquals(v1 - v2, sum.getValue(), 1.0e-15); // returns the value Assert.assertEquals(2, sum.numVars()); Assert.assertEquals(1.0, sum.getDerivative(id1), 1.0e-15); Assert.assertEquals(-1.0, sum.getDerivative(id2), 1.0e-15); } @Test public void testDivision() { final double v1 = 1.0; final double v2 = 2.0; final int id1 = -1; final int id2 = 3; final SparseGradient var1 = SparseGradient.createVariable(id1, v1); final SparseGradient var2 = SparseGradient.createVariable(id2, v2); final SparseGradient out = var1.divide(var2); Assert.assertEquals(v1 / v2, out.getValue(), 1.0e-15); // returns the value Assert.assertEquals(2, out.numVars()); Assert.assertEquals(1 / v2, out.getDerivative(id1), 1.0e-15); Assert.assertEquals(-1 / (v2 * v2), out.getDerivative(id2), 1.0e-15); } @Test public void testMult() { final double v1 = 1.0; final double c1 = 0.5; final double v2 = 2.0; final int id1 = -1; final int id2 = 3; final SparseGradient var1 = SparseGradient.createVariable(id1, v1); final SparseGradient unit1 = var1.multiply(c1); final SparseGradient unit2 = SparseGradient.createVariable(id2, v2).multiply(var1); final SparseGradient sum = unit1.add(unit2); Assert.assertEquals(v1 * c1 + v2 * v1, sum.getValue(), 1.0e-15); // returns the value Assert.assertEquals(2, sum.numVars()); Assert.assertEquals(c1 + v2, sum.getDerivative(id1), 1.0e-15); Assert.assertEquals(v1, sum.getDerivative(id2), 1.0e-15); } @Test public void testVarMultInPlace() { final double v1 = 1.0; final double c1 = 0.5; final double v2 = 2.0; final int id1 = -1; final int id2 = 3; final SparseGradient var1 = SparseGradient.createVariable(id1, v1); final SparseGradient sum = var1.multiply(c1); final SparseGradient mult = SparseGradient.createVariable(id2, v2); mult.multiplyInPlace(var1); sum.addInPlace(mult); Assert.assertEquals(v1 * c1 + v2 * v1, sum.getValue(), 1.0e-15); // returns the value Assert.assertEquals(2, sum.numVars()); Assert.assertEquals(c1 + v2, sum.getDerivative(id1), 1.0e-15); Assert.assertEquals(v1, sum.getDerivative(id2), 1.0e-15); } @Test public void testPrimitiveAdd() { checkF0F1(SparseGradient.createVariable(0, 1.0).add(5), 6.0, 1.0, 0.0, 0.0); checkF0F1(SparseGradient.createVariable(1, 2.0).add(5), 7.0, 0.0, 1.0, 0.0); checkF0F1(SparseGradient.createVariable(2, 3.0).add(5), 8.0, 0.0, 0.0, 1.0); } @Test public void testAdd() { SparseGradient x = SparseGradient.createVariable(0, 1.0); SparseGradient y = SparseGradient.createVariable(1, 2.0); SparseGradient z = SparseGradient.createVariable(2, 3.0); SparseGradient xyz = x.add(y.add(z)); checkF0F1(xyz, x.getValue() + y.getValue() + z.getValue(), 1.0, 1.0, 1.0); } @Test public void testPrimitiveSubtract() { checkF0F1(SparseGradient.createVariable(0, 1.0).subtract(5), -4.0, 1.0, 0.0, 0.0); checkF0F1(SparseGradient.createVariable(1, 2.0).subtract(5), -3.0, 0.0, 1.0, 0.0); checkF0F1(SparseGradient.createVariable(2, 3.0).subtract(5), -2.0, 0.0, 0.0, 1.0); } @Test public void testSubtract() { SparseGradient x = SparseGradient.createVariable(0, 1.0); SparseGradient y = SparseGradient.createVariable(1, 2.0); SparseGradient z = SparseGradient.createVariable(2, 3.0); SparseGradient xyz = x.subtract(y.subtract(z)); checkF0F1(xyz, x.getValue() - (y.getValue() - z.getValue()), 1.0, -1.0, 1.0); } @Test public void testPrimitiveMultiply() { checkF0F1(SparseGradient.createVariable(0, 1.0).multiply(5), 5.0, 5.0, 0.0, 0.0); checkF0F1(SparseGradient.createVariable(1, 2.0).multiply(5), 10.0, 0.0, 5.0, 0.0); checkF0F1(SparseGradient.createVariable(2, 3.0).multiply(5), 15.0, 0.0, 0.0, 5.0); } @Test public void testMultiply() { SparseGradient x = SparseGradient.createVariable(0, 1.0); SparseGradient y = SparseGradient.createVariable(1, 2.0); SparseGradient z = SparseGradient.createVariable(2, 3.0); SparseGradient xyz = x.multiply(y.multiply(z)); checkF0F1(xyz, 6.0, 6.0, 3.0, 2.0); } @Test public void testNegate() { checkF0F1(SparseGradient.createVariable(0, 1.0).negate(), -1.0, -1.0, 0.0, 0.0); checkF0F1(SparseGradient.createVariable(1, 2.0).negate(), -2.0, 0.0, -1.0, 0.0); checkF0F1(SparseGradient.createVariable(2, 3.0).negate(), -3.0, 0.0, 0.0, -1.0); } @Test public void testReciprocal() { for (double x = 0.1; x < 1.2; x += 0.1) { SparseGradient r = SparseGradient.createVariable(0, x).reciprocal(); Assert.assertEquals(1 / x, r.getValue(), 1.0e-15); final double expected = -1 / (x * x); Assert.assertEquals(expected, r.getDerivative(0), 1.0e-15 * FastMath.abs(expected)); } } @Test public void testPow() { for (int n = 0; n < 10; ++n) { SparseGradient x = SparseGradient.createVariable(0, 1.0); SparseGradient y = SparseGradient.createVariable(1, 2.0); SparseGradient z = SparseGradient.createVariable(2, 3.0); List<SparseGradient> list = Arrays.asList(x, y, z, x.add(y).add(z), x.multiply(y).multiply(z)); if (n == 0) { for (SparseGradient sg : list) { Assert.assertEquals(sg.getField().getOne(), sg.pow(n)); } } else if (n == 1) { for (SparseGradient sg : list) { Assert.assertEquals(sg, sg.pow(n)); } } else { for (SparseGradient sg : list) { SparseGradient p = sg.getField().getOne(); for (int i = 0; i < n; ++i) { p = p.multiply(sg); } Assert.assertEquals(p, sg.pow(n)); } } } } @Test public void testPowDoubleDS() { for (int maxOrder = 1; maxOrder < 5; ++maxOrder) { SparseGradient x = SparseGradient.createVariable(0, 0.1); SparseGradient y = SparseGradient.createVariable(1, 0.2); SparseGradient z = SparseGradient.createVariable(2, 0.3); List<SparseGradient> list = Arrays.asList(x, y, z, x.add(y).add(z), x.multiply(y).multiply(z)); for (SparseGradient sg : list) { // the special case a = 0 is included here for (double a : new double[] { 0.0, 0.1, 1.0, 2.0, 5.0 }) { SparseGradient reference = (a == 0) ? x.getField().getZero() : SparseGradient.createConstant(a).pow(sg); SparseGradient result = SparseGradient.pow(a, sg); Assert.assertEquals(reference, result); } } // negative base: -1^x can be evaluated for integers only, so value is sometimes OK, derivatives are always NaN SparseGradient negEvenInteger = SparseGradient.pow(-2.0, SparseGradient.createVariable(0, 2.0)); Assert.assertEquals(4.0, negEvenInteger.getValue(), 1.0e-15); Assert.assertTrue(Double.isNaN(negEvenInteger.getDerivative(0))); SparseGradient negOddInteger = SparseGradient.pow(-2.0, SparseGradient.createVariable(0, 3.0)); Assert.assertEquals(-8.0, negOddInteger.getValue(), 1.0e-15); Assert.assertTrue(Double.isNaN(negOddInteger.getDerivative(0))); SparseGradient negNonInteger = SparseGradient.pow(-2.0, SparseGradient.createVariable(0, 2.001)); Assert.assertTrue(Double.isNaN(negNonInteger.getValue())); Assert.assertTrue(Double.isNaN(negNonInteger.getDerivative(0))); SparseGradient zeroNeg = SparseGradient.pow(0.0, SparseGradient.createVariable(0, -1.0)); Assert.assertTrue(Double.isNaN(zeroNeg.getValue())); Assert.assertTrue(Double.isNaN(zeroNeg.getDerivative(0))); SparseGradient posNeg = SparseGradient.pow(2.0, SparseGradient.createVariable(0, -2.0)); Assert.assertEquals(1.0 / 4.0, posNeg.getValue(), 1.0e-15); Assert.assertEquals(FastMath.log(2.0) / 4.0, posNeg.getDerivative(0), 1.0e-15); // very special case: a = 0 and power = 0 SparseGradient zeroZero = SparseGradient.pow(0.0, SparseGradient.createVariable(0, 0.0)); // this should be OK for simple first derivative with one variable only ... Assert.assertEquals(1.0, zeroZero.getValue(), 1.0e-15); Assert.assertEquals(Double.NEGATIVE_INFINITY, zeroZero.getDerivative(0), 1.0e-15); Assert.assertEquals(0.0, zeroZero.getDerivative(1), 1.0e-15); Assert.assertEquals(0.0, zeroZero.getDerivative(2), 1.0e-15); } } @Test public void testExpression() { double epsilon = 2.5e-13; for (double x = 0; x < 2; x += 0.2) { SparseGradient sgX = SparseGradient.createVariable(0, x); for (double y = 0; y < 2; y += 0.2) { SparseGradient sgY = SparseGradient.createVariable(1, y); for (double z = 0; z >- 2; z -= 0.2) { SparseGradient sgZ = SparseGradient.createVariable(2, z); // f(x, y, z) = x + 5 x y - 2 z + (8 z x - y)^3 SparseGradient sg = sgZ.linearCombination(1, sgX, 5, sgX.multiply(sgY), -2, sgZ, 1, sgZ.linearCombination(8, sgZ.multiply(sgX), -1, sgY).pow(3)); double f = x + 5 * x * y - 2 * z + FastMath.pow(8 * z * x - y, 3); Assert.assertEquals(f, sg.getValue(), FastMath.abs(epsilon * f)); // df/dx = 1 + 5 y + 24 (8 z x - y)^2 z double dfdx = 1 + 5 * y + 24 * z * FastMath.pow(8 * z * x - y, 2); Assert.assertEquals(dfdx, sg.getDerivative(0), FastMath.abs(epsilon * dfdx)); } } } } @Test public void testCompositionOneVariableX() { double epsilon = 1.0e-13; for (double x = 0.1; x < 1.2; x += 0.1) { SparseGradient sgX = SparseGradient.createVariable(0, x); for (double y = 0.1; y < 1.2; y += 0.1) { SparseGradient sgY = SparseGradient.createConstant(y); SparseGradient f = sgX.divide(sgY).sqrt(); double f0 = FastMath.sqrt(x / y); Assert.assertEquals(f0, f.getValue(), FastMath.abs(epsilon * f0)); double f1 = 1 / (2 * FastMath.sqrt(x * y)); Assert.assertEquals(f1, f.getDerivative(0), FastMath.abs(epsilon * f1)); } } } @Test public void testTrigo() { double epsilon = 2.0e-12; for (double x = 0.1; x < 1.2; x += 0.1) { SparseGradient sgX = SparseGradient.createVariable(0, x); for (double y = 0.1; y < 1.2; y += 0.1) { SparseGradient sgY = SparseGradient.createVariable(1, y); for (double z = 0.1; z < 1.2; z += 0.1) { SparseGradient sgZ = SparseGradient.createVariable(2, z); SparseGradient f = sgX.divide(sgY.cos().add(sgZ.tan())).sin(); double a = FastMath.cos(y) + FastMath.tan(z); double f0 = FastMath.sin(x / a); Assert.assertEquals(f0, f.getValue(), FastMath.abs(epsilon * f0)); double dfdx = FastMath.cos(x / a) / a; Assert.assertEquals(dfdx, f.getDerivative(0), FastMath.abs(epsilon * dfdx)); double dfdy = x * FastMath.sin(y) * dfdx / a; Assert.assertEquals(dfdy, f.getDerivative(1), FastMath.abs(epsilon * dfdy)); double cz = FastMath.cos(z); double cz2 = cz * cz; double dfdz = -x * dfdx / (a * cz2); Assert.assertEquals(dfdz, f.getDerivative(2), FastMath.abs(epsilon * dfdz)); } } } } @Test public void testSqrtDefinition() { for (double x = 0.1; x < 1.2; x += 0.001) { SparseGradient sgX = SparseGradient.createVariable(0, x); SparseGradient sqrt1 = sgX.pow(0.5); SparseGradient sqrt2 = sgX.sqrt(); SparseGradient zero = sqrt1.subtract(sqrt2); checkF0F1(zero, 0.0, 0.0); } } @Test public void testRootNSingularity() { for (int n = 2; n < 10; ++n) { SparseGradient sgZero = SparseGradient.createVariable(0, 0.0); SparseGradient rootN = sgZero.rootN(n); Assert.assertEquals(0.0, rootN.getValue(), 1.0e-5); Assert.assertTrue(Double.isInfinite(rootN.getDerivative(0))); Assert.assertTrue(rootN.getDerivative(0) > 0); } } @Test public void testSqrtPow2() { for (double x = 0.1; x < 1.2; x += 0.001) { SparseGradient sgX = SparseGradient.createVariable(0, x); SparseGradient rebuiltX = sgX.multiply(sgX).sqrt(); SparseGradient zero = rebuiltX.subtract(sgX); checkF0F1(zero, 0.0, 0.0); } } @Test public void testCbrtDefinition() { for (double x = 0.1; x < 1.2; x += 0.001) { SparseGradient sgX = SparseGradient.createVariable(0, x); SparseGradient cbrt1 = sgX.pow(1.0 / 3.0); SparseGradient cbrt2 = sgX.cbrt(); SparseGradient zero = cbrt1.subtract(cbrt2); checkF0F1(zero, 0.0, 0.0); } } @Test public void testCbrtPow3() { for (double x = 0.1; x < 1.2; x += 0.001) { SparseGradient sgX = SparseGradient.createVariable(0, x); SparseGradient rebuiltX = sgX.multiply(sgX.multiply(sgX)).cbrt(); SparseGradient zero = rebuiltX.subtract(sgX); checkF0F1(zero, 0.0, 0.0); } } @Test public void testPowReciprocalPow() { for (double x = 0.1; x < 1.2; x += 0.01) { SparseGradient sgX = SparseGradient.createVariable(0, x); for (double y = 0.1; y < 1.2; y += 0.01) { SparseGradient sgY = SparseGradient.createVariable(1, y); SparseGradient rebuiltX = sgX.pow(sgY).pow(sgY.reciprocal()); SparseGradient zero = rebuiltX.subtract(sgX); checkF0F1(zero, 0.0, 0.0, 0.0); } } } @Test public void testHypotDefinition() { for (double x = -1.7; x < 2; x += 0.2) { SparseGradient sgX = SparseGradient.createVariable(0, x); for (double y = -1.7; y < 2; y += 0.2) { SparseGradient sgY = SparseGradient.createVariable(1, y); SparseGradient hypot = SparseGradient.hypot(sgY, sgX); SparseGradient ref = sgX.multiply(sgX).add(sgY.multiply(sgY)).sqrt(); SparseGradient zero = hypot.subtract(ref); checkF0F1(zero, 0.0, 0.0, 0.0); } } } @Test public void testHypotNoOverflow() { SparseGradient sgX = SparseGradient.createVariable(0, +3.0e250); SparseGradient sgY = SparseGradient.createVariable(1, -4.0e250); SparseGradient hypot = SparseGradient.hypot(sgX, sgY); Assert.assertEquals(5.0e250, hypot.getValue(), 1.0e235); Assert.assertEquals(sgX.getValue() / hypot.getValue(), hypot.getDerivative(0), 1.0e-10); Assert.assertEquals(sgY.getValue() / hypot.getValue(), hypot.getDerivative(1), 1.0e-10); SparseGradient sqrt = sgX.multiply(sgX).add(sgY.multiply(sgY)).sqrt(); Assert.assertTrue(Double.isInfinite(sqrt.getValue())); } @Test public void testHypotNeglectible() { SparseGradient sgSmall = SparseGradient.createVariable(0, +3.0e-10); SparseGradient sgLarge = SparseGradient.createVariable(1, -4.0e25); Assert.assertEquals(sgLarge.abs().getValue(), SparseGradient.hypot(sgSmall, sgLarge).getValue(), 1.0e-10); Assert.assertEquals(0, SparseGradient.hypot(sgSmall, sgLarge).getDerivative(0), 1.0e-10); Assert.assertEquals(-1, SparseGradient.hypot(sgSmall, sgLarge).getDerivative(1), 1.0e-10); Assert.assertEquals(sgLarge.abs().getValue(), SparseGradient.hypot(sgLarge, sgSmall).getValue(), 1.0e-10); Assert.assertEquals(0, SparseGradient.hypot(sgLarge, sgSmall).getDerivative(0), 1.0e-10); Assert.assertEquals(-1, SparseGradient.hypot(sgLarge, sgSmall).getDerivative(1), 1.0e-10); } @Test public void testHypotSpecial() { Assert.assertTrue(Double.isNaN(SparseGradient.hypot(SparseGradient.createVariable(0, Double.NaN), SparseGradient.createVariable(0, +3.0e250)).getValue())); Assert.assertTrue(Double.isNaN(SparseGradient.hypot(SparseGradient.createVariable(0, +3.0e250), SparseGradient.createVariable(0, Double.NaN)).getValue())); Assert.assertTrue(Double.isInfinite(SparseGradient.hypot(SparseGradient.createVariable(0, Double.POSITIVE_INFINITY), SparseGradient.createVariable(0, +3.0e250)).getValue())); Assert.assertTrue(Double.isInfinite(SparseGradient.hypot(SparseGradient.createVariable(0, +3.0e250), SparseGradient.createVariable(0, Double.POSITIVE_INFINITY)).getValue())); } @Test public void testPrimitiveRemainder() { for (double x = -1.7; x < 2; x += 0.2) { SparseGradient sgX = SparseGradient.createVariable(0, x); for (double y = -1.7; y < 2; y += 0.2) { SparseGradient remainder = sgX.remainder(y); SparseGradient ref = sgX.subtract(x - FastMath.IEEEremainder(x, y)); SparseGradient zero = remainder.subtract(ref); checkF0F1(zero, 0.0, 0.0, 0.0); } } } @Test public void testRemainder() { for (double x = -1.7; x < 2; x += 0.2) { SparseGradient sgX = SparseGradient.createVariable(0, x); for (double y = -1.7; y < 2; y += 0.2) { SparseGradient sgY = SparseGradient.createVariable(1, y); SparseGradient remainder = sgX.remainder(sgY); SparseGradient ref = sgX.subtract(sgY.multiply((x - FastMath.IEEEremainder(x, y)) / y)); SparseGradient zero = remainder.subtract(ref); checkF0F1(zero, 0.0, 0.0, 0.0); } } } @Override @Test public void testExp() { for (double x = 0.1; x < 1.2; x += 0.001) { double refExp = FastMath.exp(x); checkF0F1(SparseGradient.createVariable(0, x).exp(), refExp, refExp); } } @Test public void testExpm1Definition() { for (double x = 0.1; x < 1.2; x += 0.001) { SparseGradient sgX = SparseGradient.createVariable(0, x); SparseGradient expm11 = sgX.expm1(); SparseGradient expm12 = sgX.exp().subtract(sgX.getField().getOne()); SparseGradient zero = expm11.subtract(expm12); checkF0F1(zero, 0.0, 0.0); } } @Override @Test public void testLog() { for (double x = 0.1; x < 1.2; x += 0.001) { checkF0F1(SparseGradient.createVariable(0, x).log(), FastMath.log(x), 1.0 / x); } } @Test public void testLog1pDefinition() { for (double x = 0.1; x < 1.2; x += 0.001) { SparseGradient sgX = SparseGradient.createVariable(0, x); SparseGradient log1p1 = sgX.log1p(); SparseGradient log1p2 = sgX.add(sgX.getField().getOne()).log(); SparseGradient zero = log1p1.subtract(log1p2); checkF0F1(zero, 0.0, 0.0); } } @Test public void testLog10Definition() { for (double x = 0.1; x < 1.2; x += 0.001) { SparseGradient sgX = SparseGradient.createVariable(0, x); SparseGradient log101 = sgX.log10(); SparseGradient log102 = sgX.log().divide(FastMath.log(10.0)); SparseGradient zero = log101.subtract(log102); checkF0F1(zero, 0.0, 0.0); } } @Test public void testLogExp() { for (double x = 0.1; x < 1.2; x += 0.001) { SparseGradient sgX = SparseGradient.createVariable(0, x); SparseGradient rebuiltX = sgX.exp().log(); SparseGradient zero = rebuiltX.subtract(sgX); checkF0F1(zero, 0.0, 0.0); } } @Test public void testLog1pExpm1() { for (double x = 0.1; x < 1.2; x += 0.001) { SparseGradient sgX = SparseGradient.createVariable(0, x); SparseGradient rebuiltX = sgX.expm1().log1p(); SparseGradient zero = rebuiltX.subtract(sgX); checkF0F1(zero, 0.0, 0.0); } } @Test public void testLog10Power() { for (double x = 0.1; x < 1.2; x += 0.001) { SparseGradient sgX = SparseGradient.createVariable(0, x); SparseGradient rebuiltX = SparseGradient.pow(10.0, sgX).log10(); SparseGradient zero = rebuiltX.subtract(sgX); checkF0F1(zero, 0.0, 0.0); } } @Test public void testSinCos() { for (double x = 0.1; x < 1.2; x += 0.001) { SparseGradient sgX = SparseGradient.createVariable(0, x); SparseGradient sin = sgX.sin(); SparseGradient cos = sgX.cos(); double s = FastMath.sin(x); double c = FastMath.cos(x); checkF0F1(sin, s, c); checkF0F1(cos, c, -s); } } @Test public void testSinAsin() { for (double x = 0.1; x < 1.2; x += 0.001) { SparseGradient sgX = SparseGradient.createVariable(0, x); SparseGradient rebuiltX = sgX.sin().asin(); SparseGradient zero = rebuiltX.subtract(sgX); checkF0F1(zero, 0.0, 0.0); } } @Test public void testCosAcos() { for (double x = 0.1; x < 1.2; x += 0.001) { SparseGradient sgX = SparseGradient.createVariable(0, x); SparseGradient rebuiltX = sgX.cos().acos(); SparseGradient zero = rebuiltX.subtract(sgX); checkF0F1(zero, 0.0, 0.0); } } @Test public void testTanAtan() { for (double x = 0.1; x < 1.2; x += 0.001) { SparseGradient sgX = SparseGradient.createVariable(0, x); SparseGradient rebuiltX = sgX.tan().atan(); SparseGradient zero = rebuiltX.subtract(sgX); checkF0F1(zero, 0.0, 0.0); } } @Test public void testTangentDefinition() { for (double x = 0.1; x < 1.2; x += 0.001) { SparseGradient sgX = SparseGradient.createVariable(0, x); SparseGradient tan1 = sgX.sin().divide(sgX.cos()); SparseGradient tan2 = sgX.tan(); SparseGradient zero = tan1.subtract(tan2); checkF0F1(zero, 0.0, 0.0); } } @Override @Test public void testAtan2() { for (double x = -1.7; x < 2; x += 0.2) { SparseGradient sgX = SparseGradient.createVariable(0, x); for (double y = -1.7; y < 2; y += 0.2) { SparseGradient sgY = SparseGradient.createVariable(1, y); SparseGradient atan2 = SparseGradient.atan2(sgY, sgX); SparseGradient ref = sgY.divide(sgX).atan(); if (x < 0) { ref = (y < 0) ? ref.subtract(FastMath.PI) : ref.add(FastMath.PI); } SparseGradient zero = atan2.subtract(ref); checkF0F1(zero, 0.0, 0.0); } } } @Test public void testAtan2SpecialCases() { SparseGradient pp = SparseGradient.atan2(SparseGradient.createVariable(1, +0.0), SparseGradient.createVariable(1, +0.0)); Assert.assertEquals(0, pp.getValue(), 1.0e-15); Assert.assertEquals(+1, FastMath.copySign(1, pp.getValue()), 1.0e-15); SparseGradient pn = SparseGradient.atan2(SparseGradient.createVariable(1, +0.0), SparseGradient.createVariable(1, -0.0)); Assert.assertEquals(FastMath.PI, pn.getValue(), 1.0e-15); SparseGradient np = SparseGradient.atan2(SparseGradient.createVariable(1, -0.0), SparseGradient.createVariable(1, +0.0)); Assert.assertEquals(0, np.getValue(), 1.0e-15); Assert.assertEquals(-1, FastMath.copySign(1, np.getValue()), 1.0e-15); SparseGradient nn = SparseGradient.atan2(SparseGradient.createVariable(1, -0.0), SparseGradient.createVariable(1, -0.0)); Assert.assertEquals(-FastMath.PI, nn.getValue(), 1.0e-15); } @Test public void testSinhDefinition() { for (double x = 0.1; x < 1.2; x += 0.001) { SparseGradient sgX = SparseGradient.createVariable(0, x); SparseGradient sinh1 = sgX.exp().subtract(sgX.exp().reciprocal()).multiply(0.5); SparseGradient sinh2 = sgX.sinh(); SparseGradient zero = sinh1.subtract(sinh2); checkF0F1(zero, 0.0, 0.0); } } @Test public void testCoshDefinition() { for (double x = 0.1; x < 1.2; x += 0.001) { SparseGradient sgX = SparseGradient.createVariable(0, x); SparseGradient cosh1 = sgX.exp().add(sgX.exp().reciprocal()).multiply(0.5); SparseGradient cosh2 = sgX.cosh(); SparseGradient zero = cosh1.subtract(cosh2); checkF0F1(zero, 0.0, 0.0); } } @Test public void testTanhDefinition() { for (double x = 0.1; x < 1.2; x += 0.001) { SparseGradient sgX = SparseGradient.createVariable(0, x); SparseGradient tanh1 = sgX.exp().subtract(sgX.exp().reciprocal()).divide(sgX.exp().add(sgX.exp().reciprocal())); SparseGradient tanh2 = sgX.tanh(); SparseGradient zero = tanh1.subtract(tanh2); checkF0F1(zero, 0.0, 0.0); } } @Test public void testSinhAsinh() { for (double x = 0.1; x < 1.2; x += 0.001) { SparseGradient sgX = SparseGradient.createVariable(0, x); SparseGradient rebuiltX = sgX.sinh().asinh(); SparseGradient zero = rebuiltX.subtract(sgX); checkF0F1(zero, 0.0, 0.0); } } @Test public void testCoshAcosh() { for (double x = 0.1; x < 1.2; x += 0.001) { SparseGradient sgX = SparseGradient.createVariable(0, x); SparseGradient rebuiltX = sgX.cosh().acosh(); SparseGradient zero = rebuiltX.subtract(sgX); checkF0F1(zero, 0.0, 0.0); } } @Test public void testTanhAtanh() { for (double x = 0.1; x < 1.2; x += 0.001) { SparseGradient sgX = SparseGradient.createVariable(0, x); SparseGradient rebuiltX = sgX.tanh().atanh(); SparseGradient zero = rebuiltX.subtract(sgX); checkF0F1(zero, 0.0, 0.0); } } @Test public void testCompositionOneVariableY() { for (double x = 0.1; x < 1.2; x += 0.1) { SparseGradient sgX = SparseGradient.createConstant(x); for (double y = 0.1; y < 1.2; y += 0.1) { SparseGradient sgY = SparseGradient.createVariable(0, y); SparseGradient f = sgX.divide(sgY).sqrt(); double f0 = FastMath.sqrt(x / y); double f1 = -x / (2 * y * y * f0); checkF0F1(f, f0, f1); } } } @Test public void testTaylorPolynomial() { for (double x = 0; x < 1.2; x += 0.1) { SparseGradient sgX = SparseGradient.createVariable(0, x); for (double y = 0; y < 1.2; y += 0.2) { SparseGradient sgY = SparseGradient.createVariable(1, y); for (double z = 0; z < 1.2; z += 0.2) { SparseGradient sgZ = SparseGradient.createVariable(2, z); SparseGradient f = sgX.multiply(3).add(sgZ.multiply(-2)).add(sgY.multiply(5)); for (double dx = -0.2; dx < 0.2; dx += 0.2) { for (double dy = -0.2; dy < 0.2; dy += 0.1) { for (double dz = -0.2; dz < 0.2; dz += 0.1) { double ref = 3 * (x + dx) + 5 * (y + dy) -2 * (z + dz); Assert.assertEquals(ref, f.taylor(dx, dy, dz), 3.0e-15); } } } } } } } @Test public void testTaylorAtan2() { double x0 = 0.1; double y0 = -0.3; SparseGradient sgX = SparseGradient.createVariable(0, x0); SparseGradient sgY = SparseGradient.createVariable(1, y0); SparseGradient atan2 = SparseGradient.atan2(sgY, sgX); double maxError = 0; for (double dx = -0.05; dx < 0.05; dx += 0.001) { for (double dy = -0.05; dy < 0.05; dy += 0.001) { double ref = FastMath.atan2(y0 + dy, x0 + dx); maxError = FastMath.max(maxError, FastMath.abs(ref - atan2.taylor(dx, dy))); } } double expectedError = 0.0241; Assert.assertEquals(expectedError, maxError, 0.01 * expectedError); } @Override @Test public void testAbs() { SparseGradient minusOne = SparseGradient.createVariable(0, -1.0); Assert.assertEquals(+1.0, minusOne.abs().getValue(), 1.0e-15); Assert.assertEquals(-1.0, minusOne.abs().getDerivative(0), 1.0e-15); SparseGradient plusOne = SparseGradient.createVariable(0, +1.0); Assert.assertEquals(+1.0, plusOne.abs().getValue(), 1.0e-15); Assert.assertEquals(+1.0, plusOne.abs().getDerivative(0), 1.0e-15); SparseGradient minusZero = SparseGradient.createVariable(0, -0.0); Assert.assertEquals(+0.0, minusZero.abs().getValue(), 1.0e-15); Assert.assertEquals(-1.0, minusZero.abs().getDerivative(0), 1.0e-15); SparseGradient plusZero = SparseGradient.createVariable(0, +0.0); Assert.assertEquals(+0.0, plusZero.abs().getValue(), 1.0e-15); Assert.assertEquals(+1.0, plusZero.abs().getDerivative(0), 1.0e-15); } @Override @Test public void testSignum() { SparseGradient minusOne = SparseGradient.createVariable(0, -1.0); Assert.assertEquals(-1.0, minusOne.signum().getValue(), 1.0e-15); Assert.assertEquals( 0.0, minusOne.signum().getDerivative(0), 1.0e-15); SparseGradient plusOne = SparseGradient.createVariable(0, +1.0); Assert.assertEquals(+1.0, plusOne.signum().getValue(), 1.0e-15); Assert.assertEquals( 0.0, plusOne.signum().getDerivative(0), 1.0e-15); SparseGradient minusZero = SparseGradient.createVariable(0, -0.0); Assert.assertEquals(-0.0, minusZero.signum().getValue(), 1.0e-15); Assert.assertTrue(Double.doubleToLongBits(minusZero.signum().getValue()) < 0); Assert.assertEquals( 0.0, minusZero.signum().getDerivative(0), 1.0e-15); SparseGradient plusZero = SparseGradient.createVariable(0, +0.0); Assert.assertEquals(+0.0, plusZero.signum().getValue(), 1.0e-15); Assert.assertTrue(Double.doubleToLongBits(plusZero.signum().getValue()) == 0); Assert.assertEquals( 0.0, plusZero.signum().getDerivative(0), 1.0e-15); } @Test public void testCeilFloorRintLong() { SparseGradient x = SparseGradient.createVariable(0, -1.5); Assert.assertEquals(-1.5, x.getValue(), 1.0e-15); Assert.assertEquals(+1.0, x.getDerivative(0), 1.0e-15); Assert.assertEquals(-1.0, x.ceil().getValue(), 1.0e-15); Assert.assertEquals(+0.0, x.ceil().getDerivative(0), 1.0e-15); Assert.assertEquals(-2.0, x.floor().getValue(), 1.0e-15); Assert.assertEquals(+0.0, x.floor().getDerivative(0), 1.0e-15); Assert.assertEquals(-2.0, x.rint().getValue(), 1.0e-15); Assert.assertEquals(+0.0, x.rint().getDerivative(0), 1.0e-15); Assert.assertEquals(-2.0, x.subtract(x.getField().getOne()).rint().getValue(), 1.0e-15); Assert.assertEquals(-1l, x.round(), 1.0e-15); } @Test public void testCopySign() { SparseGradient minusOne = SparseGradient.createVariable(0, -1.0); Assert.assertEquals(+1.0, minusOne.copySign(+1.0).getValue(), 1.0e-15); Assert.assertEquals(-1.0, minusOne.copySign(+1.0).getDerivative(0), 1.0e-15); Assert.assertEquals(-1.0, minusOne.copySign(-1.0).getValue(), 1.0e-15); Assert.assertEquals(+1.0, minusOne.copySign(-1.0).getDerivative(0), 1.0e-15); Assert.assertEquals(+1.0, minusOne.copySign(+0.0).getValue(), 1.0e-15); Assert.assertEquals(-1.0, minusOne.copySign(+0.0).getDerivative(0), 1.0e-15); Assert.assertEquals(-1.0, minusOne.copySign(-0.0).getValue(), 1.0e-15); Assert.assertEquals(+1.0, minusOne.copySign(-0.0).getDerivative(0), 1.0e-15); Assert.assertEquals(+1.0, minusOne.copySign(Double.NaN).getValue(), 1.0e-15); Assert.assertEquals(-1.0, minusOne.copySign(Double.NaN).getDerivative(0), 1.0e-15); SparseGradient plusOne = SparseGradient.createVariable(0, +1.0); Assert.assertEquals(+1.0, plusOne.copySign(+1.0).getValue(), 1.0e-15); Assert.assertEquals(+1.0, plusOne.copySign(+1.0).getDerivative(0), 1.0e-15); Assert.assertEquals(-1.0, plusOne.copySign(-1.0).getValue(), 1.0e-15); Assert.assertEquals(-1.0, plusOne.copySign(-1.0).getDerivative(0), 1.0e-15); Assert.assertEquals(+1.0, plusOne.copySign(+0.0).getValue(), 1.0e-15); Assert.assertEquals(+1.0, plusOne.copySign(+0.0).getDerivative(0), 1.0e-15); Assert.assertEquals(-1.0, plusOne.copySign(-0.0).getValue(), 1.0e-15); Assert.assertEquals(-1.0, plusOne.copySign(-0.0).getDerivative(0), 1.0e-15); Assert.assertEquals(+1.0, plusOne.copySign(Double.NaN).getValue(), 1.0e-15); Assert.assertEquals(+1.0, plusOne.copySign(Double.NaN).getDerivative(0), 1.0e-15); } @Test public void testToDegreesDefinition() { double epsilon = 3.0e-16; for (int maxOrder = 0; maxOrder < 6; ++maxOrder) { for (double x = 0.1; x < 1.2; x += 0.001) { SparseGradient sgX = SparseGradient.createVariable(0, x); Assert.assertEquals(FastMath.toDegrees(x), sgX.toDegrees().getValue(), epsilon); Assert.assertEquals(180 / FastMath.PI, sgX.toDegrees().getDerivative(0), epsilon); } } } @Test public void testToRadiansDefinition() { double epsilon = 3.0e-16; for (int maxOrder = 0; maxOrder < 6; ++maxOrder) { for (double x = 0.1; x < 1.2; x += 0.001) { SparseGradient sgX = SparseGradient.createVariable(0, x); Assert.assertEquals(FastMath.toRadians(x), sgX.toRadians().getValue(), epsilon); Assert.assertEquals(FastMath.PI / 180, sgX.toRadians().getDerivative(0), epsilon); } } } @Test public void testDegRad() { for (double x = 0.1; x < 1.2; x += 0.001) { SparseGradient sgX = SparseGradient.createVariable(0, x); SparseGradient rebuiltX = sgX.toDegrees().toRadians(); SparseGradient zero = rebuiltX.subtract(sgX); checkF0F1(zero, 0, 0); } } @Test public void testCompose() { PolynomialFunction poly = new PolynomialFunction(new double[] { 1.0, 2.0, 3.0, 4.0, 5.0, 6.0 }); for (double x = 0.1; x < 1.2; x += 0.001) { SparseGradient sgX = SparseGradient.createVariable(0, x); SparseGradient sgY1 = sgX.getField().getZero(); for (int i = poly.degree(); i >= 0; --i) { sgY1 = sgY1.multiply(sgX).add(poly.getCoefficients()[i]); } SparseGradient sgY2 = sgX.compose(poly.value(x), poly.polynomialDerivative().value(x)); SparseGradient zero = sgY1.subtract(sgY2); checkF0F1(zero, 0.0, 0.0); } } @Test public void testField() { SparseGradient x = SparseGradient.createVariable(0, 1.0); checkF0F1(x.getField().getZero(), 0.0, 0.0, 0.0, 0.0); checkF0F1(x.getField().getOne(), 1.0, 0.0, 0.0, 0.0); Assert.assertEquals(SparseGradient.class, x.getField().getRuntimeClass()); } @Test public void testLinearCombination1DSDS() { final SparseGradient[] a = new SparseGradient[] { SparseGradient.createVariable(0, -1321008684645961.0 / 268435456.0), SparseGradient.createVariable(1, -5774608829631843.0 / 268435456.0), SparseGradient.createVariable(2, -7645843051051357.0 / 8589934592.0) }; final SparseGradient[] b = new SparseGradient[] { SparseGradient.createVariable(3, -5712344449280879.0 / 2097152.0), SparseGradient.createVariable(4, -4550117129121957.0 / 2097152.0), SparseGradient.createVariable(5, 8846951984510141.0 / 131072.0) }; final SparseGradient abSumInline = a[0].linearCombination(a[0], b[0], a[1], b[1], a[2], b[2]); final SparseGradient abSumArray = a[0].linearCombination(a, b); Assert.assertEquals(abSumInline.getValue(), abSumArray.getValue(), 1.0e-15); Assert.assertEquals(-1.8551294182586248737720779899, abSumInline.getValue(), 1.0e-15); Assert.assertEquals(b[0].getValue(), abSumInline.getDerivative(0), 1.0e-15); Assert.assertEquals(b[1].getValue(), abSumInline.getDerivative(1), 1.0e-15); Assert.assertEquals(b[2].getValue(), abSumInline.getDerivative(2), 1.0e-15); Assert.assertEquals(a[0].getValue(), abSumInline.getDerivative(3), 1.0e-15); Assert.assertEquals(a[1].getValue(), abSumInline.getDerivative(4), 1.0e-15); Assert.assertEquals(a[2].getValue(), abSumInline.getDerivative(5), 1.0e-15); } @Test public void testLinearCombination1DoubleDS() { final double[] a = new double[] { -1321008684645961.0 / 268435456.0, -5774608829631843.0 / 268435456.0, -7645843051051357.0 / 8589934592.0 }; final SparseGradient[] b = new SparseGradient[] { SparseGradient.createVariable(0, -5712344449280879.0 / 2097152.0), SparseGradient.createVariable(1, -4550117129121957.0 / 2097152.0), SparseGradient.createVariable(2, 8846951984510141.0 / 131072.0) }; final SparseGradient abSumInline = b[0].linearCombination(a[0], b[0], a[1], b[1], a[2], b[2]); final SparseGradient abSumArray = b[0].linearCombination(a, b); Assert.assertEquals(abSumInline.getValue(), abSumArray.getValue(), 1.0e-15); Assert.assertEquals(-1.8551294182586248737720779899, abSumInline.getValue(), 1.0e-15); Assert.assertEquals(a[0], abSumInline.getDerivative(0), 1.0e-15); Assert.assertEquals(a[1], abSumInline.getDerivative(1), 1.0e-15); Assert.assertEquals(a[2], abSumInline.getDerivative(2), 1.0e-15); } @Test public void testLinearCombination2DSDS() { // we compare accurate versus naive dot product implementations // on regular vectors (i.e. not extreme cases like in the previous test) UniformRandomProvider random = RandomSource.create(RandomSource.WELL_1024_A, 0xc6af886975069f11l); for (int i = 0; i < 10000; ++i) { final SparseGradient[] u = new SparseGradient[4]; final SparseGradient[] v = new SparseGradient[4]; for (int j = 0; j < u.length; ++j) { u[j] = SparseGradient.createVariable(j, 1e17 * random.nextDouble()); v[j] = SparseGradient.createConstant(1e17 * random.nextDouble()); } SparseGradient lin = u[0].linearCombination(u[0], v[0], u[1], v[1]); double ref = u[0].getValue() * v[0].getValue() + u[1].getValue() * v[1].getValue(); Assert.assertEquals(ref, lin.getValue(), 1.0e-15 * FastMath.abs(ref)); Assert.assertEquals(v[0].getValue(), lin.getDerivative(0), 1.0e-15 * FastMath.abs(v[0].getValue())); Assert.assertEquals(v[1].getValue(), lin.getDerivative(1), 1.0e-15 * FastMath.abs(v[1].getValue())); lin = u[0].linearCombination(u[0], v[0], u[1], v[1], u[2], v[2]); ref = u[0].getValue() * v[0].getValue() + u[1].getValue() * v[1].getValue() + u[2].getValue() * v[2].getValue(); Assert.assertEquals(ref, lin.getValue(), 1.0e-15 * FastMath.abs(ref)); Assert.assertEquals(v[0].getValue(), lin.getDerivative(0), 1.0e-15 * FastMath.abs(v[0].getValue())); Assert.assertEquals(v[1].getValue(), lin.getDerivative(1), 1.0e-15 * FastMath.abs(v[1].getValue())); Assert.assertEquals(v[2].getValue(), lin.getDerivative(2), 1.0e-15 * FastMath.abs(v[2].getValue())); lin = u[0].linearCombination(u[0], v[0], u[1], v[1], u[2], v[2], u[3], v[3]); ref = u[0].getValue() * v[0].getValue() + u[1].getValue() * v[1].getValue() + u[2].getValue() * v[2].getValue() + u[3].getValue() * v[3].getValue(); Assert.assertEquals(ref, lin.getValue(), 1.0e-15 * FastMath.abs(ref)); Assert.assertEquals(v[0].getValue(), lin.getDerivative(0), 1.0e-15 * FastMath.abs(v[0].getValue())); Assert.assertEquals(v[1].getValue(), lin.getDerivative(1), 1.0e-15 * FastMath.abs(v[1].getValue())); Assert.assertEquals(v[2].getValue(), lin.getDerivative(2), 1.0e-15 * FastMath.abs(v[2].getValue())); Assert.assertEquals(v[3].getValue(), lin.getDerivative(3), 1.0e-15 * FastMath.abs(v[3].getValue())); } } @Test public void testLinearCombination2DoubleDS() { // we compare accurate versus naive dot product implementations // on regular vectors (i.e. not extreme cases like in the previous test) UniformRandomProvider random = RandomSource.create(RandomSource.WELL_1024_A, 0xc6af886975069f11l); for (int i = 0; i < 10000; ++i) { final double[] u = new double[4]; final SparseGradient[] v = new SparseGradient[4]; for (int j = 0; j < u.length; ++j) { u[j] = 1e17 * random.nextDouble(); v[j] = SparseGradient.createVariable(j, 1e17 * random.nextDouble()); } SparseGradient lin = v[0].linearCombination(u[0], v[0], u[1], v[1]); double ref = u[0] * v[0].getValue() + u[1] * v[1].getValue(); Assert.assertEquals(ref, lin.getValue(), 1.0e-15 * FastMath.abs(ref)); Assert.assertEquals(u[0], lin.getDerivative(0), 1.0e-15 * FastMath.abs(v[0].getValue())); Assert.assertEquals(u[1], lin.getDerivative(1), 1.0e-15 * FastMath.abs(v[1].getValue())); lin = v[0].linearCombination(u[0], v[0], u[1], v[1], u[2], v[2]); ref = u[0] * v[0].getValue() + u[1] * v[1].getValue() + u[2] * v[2].getValue(); Assert.assertEquals(ref, lin.getValue(), 1.0e-15 * FastMath.abs(ref)); Assert.assertEquals(u[0], lin.getDerivative(0), 1.0e-15 * FastMath.abs(v[0].getValue())); Assert.assertEquals(u[1], lin.getDerivative(1), 1.0e-15 * FastMath.abs(v[1].getValue())); Assert.assertEquals(u[2], lin.getDerivative(2), 1.0e-15 * FastMath.abs(v[2].getValue())); lin = v[0].linearCombination(u[0], v[0], u[1], v[1], u[2], v[2], u[3], v[3]); ref = u[0] * v[0].getValue() + u[1] * v[1].getValue() + u[2] * v[2].getValue() + u[3] * v[3].getValue(); Assert.assertEquals(ref, lin.getValue(), 1.0e-15 * FastMath.abs(ref)); Assert.assertEquals(u[0], lin.getDerivative(0), 1.0e-15 * FastMath.abs(v[0].getValue())); Assert.assertEquals(u[1], lin.getDerivative(1), 1.0e-15 * FastMath.abs(v[1].getValue())); Assert.assertEquals(u[2], lin.getDerivative(2), 1.0e-15 * FastMath.abs(v[2].getValue())); Assert.assertEquals(u[3], lin.getDerivative(3), 1.0e-15 * FastMath.abs(v[3].getValue())); } } @Test public void testSerialization() { SparseGradient a = SparseGradient.createVariable(0, 1.3); SparseGradient b = (SparseGradient) TestUtils.serializeAndRecover(a); Assert.assertEquals(a, b); } private void checkF0F1(SparseGradient sg, double value, double...derivatives) { // check value Assert.assertEquals(value, sg.getValue(), 1.0e-13); // check first order derivatives for (int i = 0; i < derivatives.length; ++i) { Assert.assertEquals(derivatives[i], sg.getDerivative(i), 1.0e-13); } } }