/* 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 3 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 #include #include #include #include #include #include #include #include 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 ()); }