# tgrchk.R -- test gradient check for bad inputs or calls ## author: John C. Nash # rm(list=ls()) cat("Show how grchk works\n") require(optimx) jones<-function(xx){ x<-xx[1] y<-xx[2] ff<-sin(x*x/2 - y*y/4)*cos(2*x-exp(y)) ff<- -ff } jonesg <- function(xx) { x<-xx[1] y<-xx[2] gx <- cos(x * x/2 - y * y/4) * ((x + x)/2) * cos(2 * x - exp(y)) - sin(x * x/2 - y * y/4) * (sin(2 * x - exp(y)) * 2) gy <- sin(x * x/2 - y * y/4) * (sin(2 * x - exp(y)) * exp(y)) - cos(x * x/2 - y * y/4) * ((y + y)/4) * cos(2 * x - exp(y)) gg <- - c(gx, gy) } xx <- c(1, 2) gcans <- grchk(xx, jones, jonesg, trace=1, testtol=(.Machine$double.eps)^(1/3)) gcans