fd: move tolerance to Hessian test cases

fd/diff_test.go

@@ -170,39 +170,42 @@ func monkeySaddleHess(h *mat64.SymDense, x []float64) {
 
 func TestHessian(t *testing.T) {
 	rand.Seed(0)
-	const tol = 1e-4
 
 	for i, test := range []struct {
 		name string
 		f    func([]float64) float64
 		hess func(h *mat64.SymDense, x []float64)
 		dim  int
+		tol  float64
 	}{
 		{
 			name: "quadratic",
 			f:    quadratic,
 			hess: quadraticHess,
 			dim:  1,
+			tol:  1e-6,
 		},
 		{
 			name: "standard saddle",
 			f:    saddle,
 			hess: saddleHess,
 			dim:  2,
+			tol:  1e-6,
 		},
 		{
 			name: "monkey saddle",
 			f:    monkeySaddle,
 			hess: monkeySaddleHess,
 			dim:  2,
+			tol:  1e-4,
 		},
 	} {
 		for k := 0; k < 10; k++ {
 			x := randomSlice(test.dim, 10)
 			want := mat64.NewSymDense(test.dim, nil)
 			test.hess(want, x)
 			got := Hessian(nil, test.f, x, nil)
-			if !mat64.EqualApprox(want, got, tol) {
+			if !mat64.EqualApprox(want, got, test.tol) {
 				t.Errorf("case %d (%s): unexpected Hessian with nil dst: want %v, got %v\n", i, test.name, want, got)
 			}
 
@@ -212,7 +215,7 @@ func TestHessian(t *testing.T) {
 				}
 			}
 			Hessian(got, test.f, x, nil)
-			if !mat64.EqualApprox(want, got, tol) {
+			if !mat64.EqualApprox(want, got, test.tol) {
 				t.Errorf("case %d (%s): unexpected Hessian with non-nil dst: want %v, got %v\n", i, test.name, want, got)
 			}
 
@@ -225,7 +228,7 @@ func TestHessian(t *testing.T) {
 				OriginKnown: true,
 				OriginValue: test.f(x),
 			})
-			if !mat64.EqualApprox(want, got, tol) {
+			if !mat64.EqualApprox(want, got, test.tol) {
 				t.Errorf("case %d (%s): unexpected Hessian with known origin: want %v, got %v\n", i, test.name, want, got)
 			}
 
@@ -237,9 +240,23 @@ func TestHessian(t *testing.T) {
 			Hessian(got, test.f, x, &Settings{
 				Concurrent: true,
 			})
-			if !mat64.EqualApprox(want, got, tol) {
+			if !mat64.EqualApprox(want, got, test.tol) {
 				t.Errorf("case %d (%s): unexpected Hessian with concurrency: want %v, got %v\n", i, test.name, want, got)
 			}
+
+			for i := range x {
+				for j := i; j < test.dim; j++ {
+					got.SetSym(i, j, math.NaN())
+				}
+			}
+			Hessian(got, test.f, x, &Settings{
+				Concurrent:  true,
+				OriginKnown: true,
+				OriginValue: test.f(x),
+			})
+			if !mat64.EqualApprox(want, got, test.tol) {
+				t.Errorf("case %d (%s): unexpected Hessian with known origin and concurrency: want %v, got %v\n", i, test.name, want, got)
+			}
 		}
 	}
 }