check_grad_ode.py¶

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Python Check Gradient of an_ode¶

Syntax¶

ok = check_grad_ode ( grad_ode )

grad_ode¶

This is a float Python Function Object .

option¶

The domain and range dimensions for the function object are equal to option [ 'n_arg' ]; see option .

ok¶

is true (false) if the gradient passes (fails) the test.

Gradient¶

see the corresponding C++ Gradient .

Source Code

import numpy
import cmpad

def check_grad_ode( grad_ode ) :
   #
   # ok
   ok = True
   #
   # rel_error
   rel_error = 500. * numpy.finfo(float).eps
   #
   # n_arg
   n_arg = 4
   #
   # n_other
   n_other = 4
   #
   # time_setup
   for time_setup in [ True, False ] :
      #
      # option
      option = {
         'n_arg'      : n_arg           ,
         'n_other'    : n_other         ,
         'time_setup' : time_setup      ,
      }
      #
      # grad_ode
      grad_ode.setup(option)
      #
      # x
      # note that x[i] != 0 so can divide by it
      x = numpy.random.uniform(0.0, 1.0, n_arg)
      x = x + 1.0
      #
      # g
      g = grad_ode(x)
      #
      # r
      r = n_arg - 1
      #
      # y_r
      tf  = 2.0
      y_r = x[0] * tf
      for k in range(r) :
         j   = k + 1
         y_r = y_r * x[j] * tf / float(j+1)
      #
      # ok
      for j in range(r+1) :
         ok &= cmpad.near_equal( g[j], y_r / x[j], rel_error )
      for j in range(r+1, n_arg) :
         ok &= g[j] == 0.0
   return ok