discretize.Tests.checkDerivative¶

discretize.Tests.
checkDerivative
(fctn, x0, num=7, plotIt=True, dx=None, expectedOrder=2, tolerance=0.85, eps=1e10, ax=None)[source]¶ Basic derivative check
Compares error decay of 0th and 1st order Taylor approximation at point x0 for a randomized search direction.
Parameters:  fctn (callable) – function handle
 x0 (numpy.ndarray) – point at which to check derivative
 num (int) – number of times to reduce step length, h
 plotIt (bool) – if you would like to plot
 dx (numpy.ndarray) – step direction
 expectedOrder (int) – The order that you expect the derivative to yield.
 tolerance (float) – The tolerance on the expected order.
 eps (float) – What is zero?
Return type: Returns: did you pass the test?!
from discretize import Tests, utils import numpy as np def simplePass(x): return np.sin(x), utils.sdiag(np.cos(x)) Tests.checkDerivative(simplePass, np.random.randn(5))