test__numdiff.py 文件源码

def test_scalar_vector(self):
        x0 = 0.5
        jac_diff_2 = approx_derivative(self.fun_scalar_vector, x0,
                                       method='2-point',
                                       as_linear_operator=True)
        jac_diff_3 = approx_derivative(self.fun_scalar_vector, x0,
                                       as_linear_operator=True)
        jac_diff_4 = approx_derivative(self.fun_scalar_vector, x0,
                                       method='cs',
                                       as_linear_operator=True)
        jac_true = self.jac_scalar_vector(np.atleast_1d(x0))
        np.random.seed(1)
        for i in range(10):
            p = np.random.uniform(-10, 10, size=(1,))
            assert_allclose(jac_diff_2.dot(p), jac_true.dot(p),
                            rtol=1e-5)
            assert_allclose(jac_diff_3.dot(p), jac_true.dot(p),
                            rtol=5e-6)
            assert_allclose(jac_diff_4.dot(p), jac_true.dot(p),
                            rtol=5e-6)