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handle irrational constants by casting to float #148

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handle irrational constants by casting to float #148

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a67c657
handle irrational constants by casting to float
birm Mar 11, 2020
4200548
add pi for irrational tests
birm Mar 11, 2020
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20 changes: 20 additions & 0 deletions src/finite_difference.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -45,6 +45,10 @@ end
function finite_difference(f,
x::T,
dtype::Symbol = :central) where T <: Number
# handle irrationals
if T <: Irrational
x = float(x)
end
if dtype == :forward
@forwardrule x epsilon
xplusdx = x + epsilon
Expand Down Expand Up @@ -101,6 +105,10 @@ function finite_difference!(f,
x::AbstractVector{S},
g::AbstractVector{T},
dtype::Symbol) where {S <: Number, T <: Number}
# handle irrationals
if S <: Irrational
x = float.(x)
end
# What is the dimension of x?
n = length(x)

Expand Down Expand Up @@ -161,6 +169,10 @@ function finite_difference_jacobian!(f,
dtype::Symbol = :central) where {R <: Number,
S <: Number,
T <: Number}
# handle irrationals
if R <: Irrational
x = float.(x)
end
# What is the dimension of x?
m, n = size(J)

Expand Down Expand Up @@ -214,6 +226,10 @@ end

function finite_difference_hessian(f,
x::T) where T <: Number
# handle irrationals
if typeof(x) <: Irrational
x = float(x)
end
@hessianrule x epsilon
(f(x + epsilon) - 2*f(x) + f(x - epsilon))/epsilon^2
end
Expand All @@ -234,6 +250,10 @@ function finite_difference_hessian!(f,
x::AbstractVector{S},
H::Array{T}) where {S <: Number,
T <: Number}
# handle irrationals
if S <: Irrational
x = float.(x)
end
# What is the dimension of x?
n = length(x)

Expand Down
2 changes: 2 additions & 0 deletions test/finite_difference.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -9,6 +9,7 @@
@test norm(Calculus.finite_difference(x -> sin(x), 1.0, :forward) - cos(1.0)) < 10e-4
@test norm(Calculus.finite_difference(x -> sin(x), 1.0, :central) - cos(1.0)) < 10e-4
@test norm(Calculus.finite_difference(x -> sin(x), 1.0) - cos(1.0)) < 10e-4
@test norm(Calculus.finite_difference(x -> sin(x), pi) + 1) < 10e-4

@test norm(Calculus.finite_difference(x -> exp(-x), 1.0, :forward) - (-exp(-1.0))) < 10e-4
@test norm(Calculus.finite_difference(x -> exp(-x), 1.0, :central) - (-exp(-1.0))) < 10e-4
Expand All @@ -21,6 +22,7 @@
@test norm(Calculus.finite_difference(x -> x[1]^2, [1.0], :forward) - [2.0]) < 10e-4
@test norm(Calculus.finite_difference(x -> x[1]^2, [1.0], :central) - [2.0]) < 10e-4
@test norm(Calculus.finite_difference(x -> x[1]^2, [1.0]) - [2.0]) < 10e-4
@test norm(Calculus.finite_difference(x -> x[1]^2, [float(pi)]) - [2*pi]) < 10e-4

@test norm(Calculus.finite_difference(x -> sin(x[1]), [1.0], :forward) - [cos(1.0)]) < 10e-4
@test norm(Calculus.finite_difference(x -> sin(x[1]), [1.0], :central) - [cos(1.0)]) < 10e-4
Expand Down