Fix F-dimension issue and add test (#88)

JuliaNLSolvers · Aug 10, 2018 · 98894c6 · 98894c6
1 parent 18220aa
commit 98894c6
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Showing 2 changed files with 26 additions and 14 deletions.
diff --git a/src/objective_types/oncedifferentiable.jl b/src/objective_types/oncedifferentiable.jl
@@ -98,7 +98,7 @@ function OnceDifferentiable(f, x::AbstractArray, F::AbstractArray, DF::AbstractA
                 F = similar(x)
                 fj!(F, J, x)
             end
-            return OnceDifferentiable(f, j!, fj!, x, x, DF)
+            return OnceDifferentiable(f, j!, fj!, x, F, DF)
         elseif autodiff == :forward || autodiff == true
             jac_cfg = ForwardDiff.JacobianConfig(f, F, x, chunk)
             ForwardDiff.checktag(jac_cfg, f, x)
@@ -113,7 +113,7 @@ function OnceDifferentiable(f, x::AbstractArray, F::AbstractArray, DF::AbstractA
                 DiffResults.value(jac_res)
             end
 
-            return OnceDifferentiable(f, g!, fg!, x, x, DF)
+            return OnceDifferentiable(f, g!, fg!, x, F, DF)
         else
             error("The autodiff value $(autodiff) is not supported. Use :finite or :forward.")
         end
@@ -180,8 +180,5 @@ function OnceDifferentiable(f, df, fdf,
 
     x_f, x_df = x_of_nans(x), x_of_nans(x)
 
-    OnceDifferentiable(f, df!, fdf!,
-                                                copy(F), copy(DF),
-                                                x_f, x_df,
-                                                [0,], [0,])
+    OnceDifferentiable(f, df!, fdf!, copy(F), copy(DF), x_f, x_df, [0,], [0,])
 end
diff --git a/test/autodiff.jl b/test/autodiff.jl
@@ -176,15 +176,30 @@ end
     @test gradient(odad1) ≈ 2 .* a .* (x_seed .+ 1.0)
 end
 
-@testset "jacobian of residual function" begin
+@testset "residual function" begin
     function f!(F, x)
-        F[1] = (x[1]^3 - 7.0 * x[1]^2 + 14.0 * x[1] - 8)* x[2]^2 * exp(-x[2])
-        F[2] = 2.0 * (1.0 - 8.0 * x[1] + 7.0 * x[1]^2 - (7.0 / 3.0) * x[1]^3 + (1.0 / 4.0) * x[1]^4) * x[2] * exp(-x[2]) - (1.0 - 8.0 * x[1] + 7.0 * x[1]^2 - (7.0 / 3.0) * x[1]^3 + (1.0 / 4.0) * x[1]^4) * x[2]^2 * exp(-x[2])
+        F[1] = 2x[1]+x[2]
+        F[2] = x[1]+x[2]^2
+        F[3] = x[1]^2+x[2]^2
+        F
     end
 
-    x = zeros(4)
-    F = zeros(2)
-    od = OnceDifferentiable(f!, x, F)
-    # This failed before, now it runs!
-    value_jacobian!!(od, [0., 8., 1., 1.])
+    function j!(J, x)
+        J[1, 1] = 2
+        J[1, 2] = 1
+        J[2, 1] = 1
+        J[2, 2] = 2 * x[2]
+        J[3, 1] = 2 * x[1]
+        J[3, 2] = 2 * x[2]
+        J
+    end
+
+    F = zeros(3)
+    J = zeros(3, 2)
+    x_init = [1., 1.]
+    od = OnceDifferentiable(f!, x_init,  F)
+    value_jacobian!(od, x_init)
+    @test length(value(od)) == length(F)
+    @test value(od) ≈ f!(F, x_init)
+    @test jacobian(od) ≈ j!(J, x_init)
 end