Add tests and update changelog

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Iaroslav 2020-09-20 20:59:21 +07:00
parent 1b426d79b4
commit a03c650f65
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3 changed files with 114 additions and 34 deletions

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@ -2,7 +2,7 @@
## [Unreleased]
### Added
- Better trigonometric and hyperbolic functions for `AutoDiffField` (https://github.com/mipt-npm/kmath/pull/140).
### Changed
### Deprecated
@ -10,7 +10,7 @@
### Removed
### Fixed
- `symbol` method in `MstExtendedField` (https://github.com/mipt-npm/kmath/pull/140)
### Security
## [0.1.4]

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@ -226,11 +226,11 @@ fun <T : Any, F : ExtendedField<T>> AutoDiffField<T, F>.tanh(x: Variable<T>): Va
}
fun <T : Any, F : ExtendedField<T>> AutoDiffField<T, F>.asinh(x: Variable<T>): Variable<T> =
derive(variable { asin(x.value) }) { z -> x.d += z.d / sqrt(one + x.value * x.value) }
derive(variable { asinh(x.value) }) { z -> x.d += z.d / sqrt(one + x.value * x.value) }
fun <T : Any, F : ExtendedField<T>> AutoDiffField<T, F>.acosh(x: Variable<T>): Variable<T> =
derive(variable { acos(x.value) }) { z -> x.d += z.d / (sqrt((x.value - one) * (x.value + one))) }
derive(variable { acosh(x.value) }) { z -> x.d += z.d / (sqrt((x.value - one) * (x.value + one))) }
fun <T : Any, F : ExtendedField<T>> AutoDiffField<T, F>.atanh(x: Variable<T>): Variable<T> =
derive(variable { atan(x.value) }) { z -> x.d += z.d / (one - x.value * x.value) }
derive(variable { atanh(x.value) }) { z -> x.d += z.d / (one - x.value * x.value) }

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@ -3,19 +3,19 @@ package scientifik.kmath.misc
import scientifik.kmath.operations.RealField
import scientifik.kmath.structures.asBuffer
import kotlin.math.PI
import kotlin.math.pow
import kotlin.math.sqrt
import kotlin.test.Test
import kotlin.test.assertEquals
import kotlin.test.assertTrue
class AutoDiffTest {
fun Variable(int: Int): Variable<Double> = Variable(int.toDouble())
fun deriv(body: AutoDiffField<Double, RealField>.() -> Variable<Double>): DerivationResult<Double> =
inline fun deriv(body: AutoDiffField<Double, RealField>.() -> Variable<Double>): DerivationResult<Double> =
RealField.deriv(body)
@Test
fun testPlusX2() {
val x = Variable(3) // diff w.r.t this x at 3
val x = Variable(3.0) // diff w.r.t this x at 3
val y = deriv { x + x }
assertEquals(6.0, y.value) // y = x + x = 6
assertEquals(2.0, y.deriv(x)) // dy/dx = 2
@ -24,8 +24,8 @@ class AutoDiffTest {
@Test
fun testPlus() {
// two variables
val x = Variable(2)
val y = Variable(3)
val x = Variable(2.0)
val y = Variable(3.0)
val z = deriv { x + y }
assertEquals(5.0, z.value) // z = x + y = 5
assertEquals(1.0, z.deriv(x)) // dz/dx = 1
@ -35,8 +35,8 @@ class AutoDiffTest {
@Test
fun testMinus() {
// two variables
val x = Variable(7)
val y = Variable(3)
val x = Variable(7.0)
val y = Variable(3.0)
val z = deriv { x - y }
assertEquals(4.0, z.value) // z = x - y = 4
assertEquals(1.0, z.deriv(x)) // dz/dx = 1
@ -45,7 +45,7 @@ class AutoDiffTest {
@Test
fun testMulX2() {
val x = Variable(3) // diff w.r.t this x at 3
val x = Variable(3.0) // diff w.r.t this x at 3
val y = deriv { x * x }
assertEquals(9.0, y.value) // y = x * x = 9
assertEquals(6.0, y.deriv(x)) // dy/dx = 2 * x = 7
@ -53,7 +53,7 @@ class AutoDiffTest {
@Test
fun testSqr() {
val x = Variable(3)
val x = Variable(3.0)
val y = deriv { sqr(x) }
assertEquals(9.0, y.value) // y = x ^ 2 = 9
assertEquals(6.0, y.deriv(x)) // dy/dx = 2 * x = 7
@ -61,7 +61,7 @@ class AutoDiffTest {
@Test
fun testSqrSqr() {
val x = Variable(2)
val x = Variable(2.0)
val y = deriv { sqr(sqr(x)) }
assertEquals(16.0, y.value) // y = x ^ 4 = 16
assertEquals(32.0, y.deriv(x)) // dy/dx = 4 * x^3 = 32
@ -69,7 +69,7 @@ class AutoDiffTest {
@Test
fun testX3() {
val x = Variable(2) // diff w.r.t this x at 2
val x = Variable(2.0) // diff w.r.t this x at 2
val y = deriv { x * x * x }
assertEquals(8.0, y.value) // y = x * x * x = 8
assertEquals(12.0, y.deriv(x)) // dy/dx = 3 * x * x = 12
@ -77,8 +77,8 @@ class AutoDiffTest {
@Test
fun testDiv() {
val x = Variable(5)
val y = Variable(2)
val x = Variable(5.0)
val y = Variable(2.0)
val z = deriv { x / y }
assertEquals(2.5, z.value) // z = x / y = 2.5
assertEquals(0.5, z.deriv(x)) // dz/dx = 1 / y = 0.5
@ -87,7 +87,7 @@ class AutoDiffTest {
@Test
fun testPow3() {
val x = Variable(2) // diff w.r.t this x at 2
val x = Variable(2.0) // diff w.r.t this x at 2
val y = deriv { pow(x, 3) }
assertEquals(8.0, y.value) // y = x ^ 3 = 8
assertEquals(12.0, y.deriv(x)) // dy/dx = 3 * x ^ 2 = 12
@ -95,8 +95,8 @@ class AutoDiffTest {
@Test
fun testPowFull() {
val x = Variable(2)
val y = Variable(3)
val x = Variable(2.0)
val y = Variable(3.0)
val z = deriv { pow(x, y) }
assertApprox(8.0, z.value) // z = x ^ y = 8
assertApprox(12.0, z.deriv(x)) // dz/dx = y * x ^ (y - 1) = 12
@ -105,7 +105,7 @@ class AutoDiffTest {
@Test
fun testFromPaper() {
val x = Variable(3)
val x = Variable(3.0)
val y = deriv { 2 * x + x * x * x }
assertEquals(33.0, y.value) // y = 2 * x + x * x * x = 33
assertEquals(29.0, y.deriv(x)) // dy/dx = 2 + 3 * x * x = 29
@ -113,9 +113,9 @@ class AutoDiffTest {
@Test
fun testInnerVariable() {
val x = Variable(1)
val x = Variable(1.0)
val y = deriv {
Variable(1) * x
Variable(1.0) * x
}
assertEquals(1.0, y.value) // y = x ^ n = 1
assertEquals(1.0, y.deriv(x)) // dy/dx = n * x ^ (n - 1) = n - 1
@ -124,9 +124,9 @@ class AutoDiffTest {
@Test
fun testLongChain() {
val n = 10_000
val x = Variable(1)
val x = Variable(1.0)
val y = deriv {
var res = Variable(1)
var res = Variable(1.0)
for (i in 1..n) res *= x
res
}
@ -136,7 +136,7 @@ class AutoDiffTest {
@Test
fun testExample() {
val x = Variable(2)
val x = Variable(2.0)
val y = deriv { sqr(x) + 5 * x + 3 }
assertEquals(17.0, y.value) // the value of result (y)
assertEquals(9.0, y.deriv(x)) // dy/dx
@ -144,7 +144,7 @@ class AutoDiffTest {
@Test
fun testSqrt() {
val x = Variable(16)
val x = Variable(16.0)
val y = deriv { sqrt(x) }
assertEquals(4.0, y.value) // y = x ^ 1/2 = 4
assertEquals(1.0 / 8, y.deriv(x)) // dy/dx = 1/2 / x ^ 1/4 = 1/8
@ -152,18 +152,98 @@ class AutoDiffTest {
@Test
fun testSin() {
val x = Variable(PI / 6)
val x = Variable(PI / 6.0)
val y = deriv { sin(x) }
assertApprox(0.5, y.value) // y = sin(PI/6) = 0.5
assertApprox(kotlin.math.sqrt(3.0) / 2, y.deriv(x)) // dy/dx = cos(PI/6) = sqrt(3)/2
assertApprox(0.5, y.value) // y = sin(PI/6) = 0.5
assertApprox(sqrt(3.0) / 2, y.deriv(x)) // dy/dx = cos(pi/6) = sqrt(3)/2
}
@Test
fun testCos() {
val x = Variable(PI / 6)
val y = deriv { cos(x) }
assertApprox(kotlin.math.sqrt(3.0) / 2, y.value) // y = cos(PI/6) = sqrt(3)/2
assertApprox(-0.5, y.deriv(x)) // dy/dx = -sin(PI/6) = -0.5
assertApprox(sqrt(3.0) / 2, y.value) //y = cos(pi/6) = sqrt(3)/2
assertApprox(-0.5, y.deriv(x)) // dy/dx = -sin(pi/6) = -0.5
}
@Test
fun testTan() {
val x = Variable(PI / 6)
val y = deriv { tan(x) }
assertApprox(1.0 / sqrt(3.0), y.value) // y = tan(pi/6) = 1/sqrt(3)
assertApprox(4.0 / 3.0, y.deriv(x)) // dy/dx = sec(pi/6)^2 = 4/3
}
@Test
fun testAsin() {
val x = Variable(PI / 6)
val y = deriv { asin(x) }
assertApprox(kotlin.math.asin(PI / 6.0), y.value) // y = asin(pi/6)
assertApprox(6.0 / sqrt(36 - PI * PI), y.deriv(x)) // dy/dx = 6/sqrt(36-pi^2)
}
@Test
fun testAcos() {
val x = Variable(PI / 6)
val y = deriv { acos(x) }
assertApprox(kotlin.math.acos(PI / 6.0), y.value) // y = acos(pi/6)
assertApprox(-6.0 / sqrt(36.0 - PI * PI), y.deriv(x)) // dy/dx = -6/sqrt(36-pi^2)
}
@Test
fun testAtan() {
val x = Variable(PI / 6)
val y = deriv { atan(x) }
assertApprox(kotlin.math.atan(PI / 6.0), y.value) // y = atan(pi/6)
assertApprox(36.0 / (36.0 + PI * PI), y.deriv(x)) // dy/dx = 36/(36+pi^2)
}
@Test
fun testSinh() {
val x = Variable(0.0)
val y = deriv { sinh(x) }
assertApprox(kotlin.math.sinh(0.0), y.value) // y = sinh(pi/6)
assertApprox(kotlin.math.cosh(0.0), y.deriv(x)) // dy/dx = cosh(pi/6)
}
@Test
fun testCosh() {
val x = Variable(0.0)
val y = deriv { cosh(x) }
assertApprox(1.0, y.value) //y = cosh(pi/6)
assertApprox(0.0, y.deriv(x)) // dy/dx = sinh(pi/6)
}
@Test
fun testTanh() {
val x = Variable(PI / 6)
val y = deriv { tanh(x) }
assertApprox(1.0 / sqrt(3.0), y.value) // y = tan(pi/6) = 1/sqrt(3)
assertApprox(1.0 / kotlin.math.cosh(PI / 6.0).pow(2), y.deriv(x)) // dy/dx = sec(PI/6)^2
}
@Test
fun testAsinh() {
val x = Variable(PI / 6)
val y = deriv { asinh(x) }
assertApprox(kotlin.math.asinh(PI / 6.0), y.value) // y = asinh(pi/6)
assertApprox(6.0 / sqrt(36 + PI * PI), y.deriv(x)) // dy/dx = 6/sqrt(pi^2+36)
}
@Test
fun testAcosh() {
val x = Variable(PI / 6)
val y = deriv { acosh(x) }
assertApprox(kotlin.math.acosh(PI / 6.0), y.value) // y = acosh(pi/6)
assertApprox(-6.0 / sqrt(36.0 - PI * PI), y.deriv(x)) // dy/dx = -6/sqrt(36-pi^2)
}
@Test
fun testAtanh() {
val x = Variable(PI / 6.0)
val y = deriv { atanh(x) }
assertApprox(kotlin.math.atanh(PI / 6.0), y.value) // y = atanh(pi/6)
assertApprox(-36.0 / (PI * PI - 36.0), y.deriv(x)) // dy/dx = -36/(pi^2-36)
}
@Test