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/* deriv/test.c
*
* Copyright (C) 2000 David Morrison
*
* This program is free software; you can redistribute it and/or modify
* it under the terms of the GNU General Public License as published by
* the Free Software Foundation; either version 2 of the License, or (at
* your option) any later version.
*
* This program is distributed in the hope that it will be useful, but
* WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
* General Public License for more details.
*
* You should have received a copy of the GNU General Public License
* along with this program; if not, write to the Free Software
* Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA.
*/
#include <config.h>
#include <stdlib.h>
#include <stdio.h>
#include <math.h>
#include <gsl/gsl_math.h>
#include <gsl/gsl_deriv.h>
#include <gsl/gsl_errno.h>
#include <gsl/gsl_test.h>
#include <gsl/gsl_ieee_utils.h>
double
f1 (double x, void *params)
{
return exp (x);
}
double
df1 (double x, void *params)
{
return exp (x);
}
double
f2 (double x, void *params)
{
if (x >= 0.0)
{
return x * sqrt (x);
}
else
{
return 0.0;
}
}
double
df2 (double x, void *params)
{
if (x >= 0.0)
{
return 1.5 * sqrt (x);
}
else
{
return 0.0;
}
}
double
f3 (double x, void *params)
{
if (x != 0.0)
{
return sin (1 / x);
}
else
{
return 0.0;
}
}
double
df3 (double x, void *params)
{
if (x != 0.0)
{
return -cos (1 / x) / (x * x);
}
else
{
return 0.0;
}
}
double
f4 (double x, void *params)
{
return exp (-x * x);
}
double
df4 (double x, void *params)
{
return -2.0 * x * exp (-x * x);
}
double
f5 (double x, void *params)
{
return x * x;
}
double
df5 (double x, void *params)
{
return 2.0 * x;
}
double
f6 (double x, void *params)
{
return 1.0 / x;
}
double
df6 (double x, void *params)
{
return -1.0 / (x * x);
}
typedef int (deriv_fn) (const gsl_function * f, double x, double h, double * res, double *abserr);
void
test (deriv_fn * deriv, gsl_function * f, gsl_function * df, double x,
const char * desc)
{
double result, abserr;
double expected = GSL_FN_EVAL (df, x);
(*deriv) (f, x, 1e-4, &result, &abserr);
gsl_test_abs (result, expected, GSL_MIN(1e-4,fabs(expected)) + GSL_DBL_EPSILON, desc);
if (abserr < fabs(result-expected))
{
gsl_test_factor (abserr, fabs(result-expected), 2, "%s error estimate", desc);
}
else if (result == expected || expected == 0.0)
{
gsl_test_abs (abserr, 0.0, 1e-6, "%s abserr", desc);
}
else
{
double d = fabs(result - expected);
gsl_test_abs (abserr, fabs(result-expected), 1e6*d, "%s abserr", desc);
}
}
int
main ()
{
gsl_function F1, DF1, F2, DF2, F3, DF3, F4, DF4, F5, DF5, F6, DF6;
gsl_ieee_env_setup ();
F1.function = &f1;
DF1.function = &df1;
F2.function = &f2;
DF2.function = &df2;
F3.function = &f3;
DF3.function = &df3;
F4.function = &f4;
DF4.function = &df4;
F5.function = &f5;
DF5.function = &df5;
F6.function = &f6;
DF6.function = &df6;
test (&gsl_deriv_central, &F1, &DF1, 1.0, "exp(x), x=1, central deriv");
test (&gsl_deriv_forward, &F1, &DF1, 1.0, "exp(x), x=1, forward deriv");
test (&gsl_deriv_backward, &F1, &DF1, 1.0, "exp(x), x=1, backward deriv");
test (&gsl_deriv_central, &F2, &DF2, 0.1, "x^(3/2), x=0.1, central deriv");
test (&gsl_deriv_forward, &F2, &DF2, 0.1, "x^(3/2), x=0.1, forward deriv");
test (&gsl_deriv_backward, &F2, &DF2, 0.1, "x^(3/2), x=0.1, backward deriv");
test (&gsl_deriv_central, &F3, &DF3, 0.45, "sin(1/x), x=0.45, central deriv");
test (&gsl_deriv_forward, &F3, &DF3, 0.45, "sin(1/x), x=0.45, forward deriv");
test (&gsl_deriv_backward, &F3, &DF3, 0.45, "sin(1/x), x=0.45, backward deriv");
test (&gsl_deriv_central, &F4, &DF4, 0.5, "exp(-x^2), x=0.5, central deriv");
test (&gsl_deriv_forward, &F4, &DF4, 0.5, "exp(-x^2), x=0.5, forward deriv");
test (&gsl_deriv_backward, &F4, &DF4, 0.5, "exp(-x^2), x=0.5, backward deriv");
test (&gsl_deriv_central, &F5, &DF5, 0.0, "x^2, x=0, central deriv");
test (&gsl_deriv_forward, &F5, &DF5, 0.0, "x^2, x=0, forward deriv");
test (&gsl_deriv_backward, &F5, &DF5, 0.0, "x^2, x=0, backward deriv");
test (&gsl_deriv_central, &F6, &DF6, 10.0, "1/x, x=10, central deriv");
test (&gsl_deriv_forward, &F6, &DF6, 10.0, "1/x, x=10, forward deriv");
test (&gsl_deriv_backward, &F6, &DF6, 10.0, "1/x, x=10, backward deriv");
exit (gsl_test_summary ());
}