use num::{Float, FromPrimitive};
pub fn threehumpcamel<T>(param: &[T; 2]) -> T
where
T: Float + FromPrimitive,
{
let [x1, x2] = *param;
T::from_f64(2.0).unwrap() * x1.powi(2) - T::from_f64(1.05).unwrap() * x1.powi(4)
+ x1.powi(6) / T::from_f64(6.0).unwrap()
+ x1 * x2
+ x2.powi(2)
}
pub fn threehumpcamel_derivative<T>(param: &[T; 2]) -> [T; 2]
where
T: Float + FromPrimitive,
{
let [x1, x2] = *param;
let n2 = T::from_f64(2.0).unwrap();
let n4 = T::from_f64(4.0).unwrap();
let n4_2 = T::from_f64(4.2).unwrap();
[x1.powi(5) - n4_2 * x1.powi(3) + n4 * x1 + x2, n2 * x2 + x1]
}
pub fn threehumpcamel_hessian<T>(param: &[T; 2]) -> [[T; 2]; 2]
where
T: Float + FromPrimitive,
{
let [x1, _] = *param;
let n1 = T::from_f64(1.0).unwrap();
let n2 = T::from_f64(2.0).unwrap();
let n4 = T::from_f64(4.0).unwrap();
let n5 = T::from_f64(5.0).unwrap();
let n12_6 = T::from_f64(12.6).unwrap();
let a = n5 * x1.powi(4) - n12_6 * x1.powi(2) + n4;
let b = n2;
let offdiag = n1;
[[a, offdiag], [offdiag, b]]
}
#[cfg(test)]
mod tests {
use super::*;
use approx::assert_relative_eq;
use finitediff::FiniteDiff;
use proptest::prelude::*;
use std::{f32, f64};
#[test]
fn test_threehumpcamel_optimum() {
assert_relative_eq!(
threehumpcamel(&[0.0_f32, 0.0_f32]),
0.0,
epsilon = f32::EPSILON
);
assert_relative_eq!(
threehumpcamel(&[0.0_f64, 0.0_f64]),
0.0,
epsilon = f64::EPSILON
);
let deriv = threehumpcamel_derivative(&[0.0, 0.0]);
for i in 0..2 {
assert_relative_eq!(deriv[i], 0.0, epsilon = f64::EPSILON);
}
}
proptest! {
#[test]
fn test_threehumpcamel_derivative(a in -5.0..5.0, b in -5.0..5.0) {
let param = [a, b];
let derivative = threehumpcamel_derivative(¶m);
let derivative_fd = Vec::from(param).central_diff(&|x| threehumpcamel(&[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_threehumpcamel_hessian_finitediff(a in -5.0..5.0, b in -5.0..5.0) {
let param = [a, b];
let hessian = threehumpcamel_hessian(¶m);
let hessian_fd =
Vec::from(param).central_hessian(&|x| threehumpcamel_derivative(&[x[0], x[1]]).to_vec());
let n = hessian.len();
for i in 0..n {
assert_eq!(hessian[i].len(), n);
for j in 0..n {
if hessian_fd[i][j].is_finite() {
assert_relative_eq!(
hessian[i][j],
hessian_fd[i][j],
epsilon = 1e-5,
max_relative = 1e-2
);
}
}
}
}
}
}