ai-content-maker/.venv/Lib/site-packages/scipy/optimize/tests/test_lbfgsb_hessinv.py

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2024-05-03 04:18:51 +03:00
import numpy as np
from numpy.testing import assert_allclose
import scipy.linalg
from scipy.optimize import minimize
def test_1():
def f(x):
return x**4, 4*x**3
for gtol in [1e-8, 1e-12, 1e-20]:
for maxcor in range(20, 35):
result = minimize(fun=f, jac=True, method='L-BFGS-B', x0=20,
options={'gtol': gtol, 'maxcor': maxcor})
H1 = result.hess_inv(np.array([1])).reshape(1,1)
H2 = result.hess_inv.todense()
assert_allclose(H1, H2)
def test_2():
H0 = [[3, 0], [1, 2]]
def f(x):
return np.dot(x, np.dot(scipy.linalg.inv(H0), x))
result1 = minimize(fun=f, method='L-BFGS-B', x0=[10, 20])
result2 = minimize(fun=f, method='BFGS', x0=[10, 20])
H1 = result1.hess_inv.todense()
H2 = np.vstack((
result1.hess_inv(np.array([1, 0])),
result1.hess_inv(np.array([0, 1]))))
assert_allclose(
result1.hess_inv(np.array([1, 0]).reshape(2,1)).reshape(-1),
result1.hess_inv(np.array([1, 0])))
assert_allclose(H1, H2)
assert_allclose(H1, result2.hess_inv, rtol=1e-2, atol=0.03)