jens
7b34529b24
git-svn-id: http://moon:8086/svn/matlab/trunk@91 801c6759-fa7c-4059-a304-17956f83a07c
43 lines
1.0 KiB
Matlab
43 lines
1.0 KiB
Matlab
function diff = derivativeCheck(funObj,x,order,type,varargin)
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% diff = derivativeCheck(funObj,x,order,useComplex,varargin)
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%
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% type = 1 (simple forward-difference)
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% type = 2 (central differencing - default)
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% type = 3 (complex-step deriative)
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if nargin < 3
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order = 1; % Only check gradient by default
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if nargin < 4
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type = 2; % Use central-differencing by default
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end
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end
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if order == 2
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[f,g,H] = funObj(x,varargin{:});
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fprintf('Checking Hessian...\n');
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[f2,g2,H2] = autoHess(x,type,funObj,varargin{:});
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fprintf('Max difference between user and numerical hessian: %e\n',max(abs(H(:)-H2(:))));
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if max(abs(H(:)-H2(:))) > 1e-4
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H
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H2
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diff = abs(H-H2)
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pause;
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end
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else
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[f,g] = funObj(x,varargin{:});
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fprintf('Checking Gradient...\n');
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[f2,g2] = autoGrad(x,type,funObj,varargin{:});
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fprintf('Max difference between user and numerical gradient: %e\n',max(abs(g-g2)));
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if max(abs(g-g2)) > 1e-4
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fprintf('User NumDif:\n');
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[g g2]
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diff = abs(g-g2)
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pause
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end
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end
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