discretize.Tests.checkDerivative

discretize.Tests.checkDerivative(fctn, x0, num=7, plotIt=True, dx=None, expectedOrder=2, tolerance=0.85, eps=1e-10, ax=None)

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:

bool

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))

(Source code)