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// Copyright 2018-2024 argmin developers
//
// Licensed under the Apache License, Version 2.0 <LICENSE-APACHE or
// http://apache.org/licenses/LICENSE-2.0> or the MIT license <LICENSE-MIT or
// http://opensource.org/licenses/MIT>, at your option. This file may not be
// copied, modified, or distributed except according to those terms.
//! # Matyas test function
//!
//! Defined as
//!
//! `f(x_1, x_2) = 0.26 * (x_1^2 + x_2^2) - 0.48 * x_1 * x_2`
//!
//! where `x_i \in [-10, 10]`.
//!
//! The global minimum is at `f(x_1, x_2) = f(0, 0) = 0`.
use num::{Float, FromPrimitive};
/// Matyas test function
///
/// Defined as
///
/// `f(x_1, x_2) = 0.26 * (x_1^2 + x_2^2) - 0.48 * x_1 * x_2`
///
/// where `x_i \in [-10, 10]`.
///
/// The global minimum is at `f(x_1, x_2) = f(0, 0) = 0`.
pub fn matyas<T>(param: &[T; 2]) -> T
where
T: Float + FromPrimitive,
{
let [x1, x2] = *param;
let n026 = T::from_f64(0.26).unwrap();
let n048 = T::from_f64(0.48).unwrap();
n026 * (x1.powi(2) + x2.powi(2)) - n048 * x1 * x2
}
/// Derivative of Matyas test function
pub fn matyas_derivative<T>(param: &[T; 2]) -> [T; 2]
where
T: Float + FromPrimitive,
{
let [x1, x2] = *param;
let n0_52 = T::from_f64(0.52).unwrap();
let n0_48 = T::from_f64(0.48).unwrap();
[n0_52 * x1 - n0_48 * x2, n0_52 * x2 - n0_48 * x1]
}
/// Hessian of Matyas test function
///
/// Returns [[0.52, -0.48], [-0.48, 0.52]] for any input.
pub fn matyas_hessian<T>(_param: &[T; 2]) -> [[T; 2]; 2]
where
T: Float + FromPrimitive,
{
let n0_52 = T::from_f64(0.52).unwrap();
let n0_48 = T::from_f64(0.48).unwrap();
[[n0_52, -n0_48], [-n0_48, n0_52]]
}
#[cfg(test)]
mod tests {
use super::*;
use approx::assert_relative_eq;
use finitediff::FiniteDiff;
use proptest::prelude::*;
use std::{f32, f64};
#[test]
fn test_matyas_optimum() {
assert_relative_eq!(matyas(&[0_f32, 0_f32]), 0.0, epsilon = f32::EPSILON);
assert_relative_eq!(matyas(&[0_f64, 0_f64]), 0.0, epsilon = f64::EPSILON);
let deriv = matyas_derivative(&[0.0, 0.0]);
for i in 0..2 {
assert_relative_eq!(deriv[i], 0.0, epsilon = f64::EPSILON);
}
}
proptest! {
#[test]
fn test_matyas_derivative(a in -10.0..10.0, b in -10.0..10.0) {
let param = [a, b];
let derivative = matyas_derivative(¶m);
let derivative_fd = Vec::from(param).central_diff(&|x| matyas(&[x[0], x[1]]));
for i in 0..derivative.len() {
assert_relative_eq!(
derivative[i],
derivative_fd[i],
epsilon = 1e-5,
max_relative = 1e-2
);
}
}
}
proptest! {
#[test]
fn test_matyas_hessian(a in -10.0..10.0, b in -10.0..10.0) {
let param = [a, b];
let hessian = matyas_hessian(¶m);
let hessian_fd = [[0.52, -0.48], [-0.48, 0.52]];
let n = hessian.len();
for i in 0..n {
assert_eq!(hessian[i].len(), n);
for j in 0..n {
assert_relative_eq!(
hessian[i][j],
hessian_fd[i][j],
epsilon = 1e-5,
max_relative = 1e-2
);
}
}
}
}
}