use crate::constants::SQRT_EPS;
pub fn sderivative(f: &impl Fn(f64) -> f64, x0: f64, h: Option<f64>) -> f64 {
let h = h.unwrap_or(*SQRT_EPS);
let dx = h * (1.0 + x0.abs());
(f(x0 + dx) - f(x0)) / dx
}
#[cfg(test)]
mod tests {
use super::*;
use crate::test_utils;
use numtest::*;
use std::f64::consts::PI;
#[cfg(feature = "trig")]
use trig::Trig;
#[test]
fn test_product_rule() {
let f = |x: f64| x.powi(3);
let df = |x: f64| 3.0 * x.powi(2);
let g = |x: f64| x.sin();
let dg = |x: f64| x.cos();
let h = |x: f64| f(x) * g(x);
let dh = |x: f64| df(x) * g(x) + f(x) * dg(x);
let dh_approx = |x: f64| sderivative(&h, x, None);
assert_equal_to_decimal!(dh_approx(-1.5), dh(-1.5), 7);
assert_equal_to_decimal!(dh_approx(1.5), dh(1.5), 7);
}
#[test]
fn test_quotient_rule() {
let f = |x: f64| x.powi(3);
let df = |x: f64| 3.0 * x.powi(2);
let g = |x: f64| x.sin();
let dg = |x: f64| x.cos();
let h = |x: f64| f(x) / g(x);
let dh = |x: f64| (g(x) * df(x) - f(x) * dg(x)) / g(x).powi(2);
let dh_approx = |x: f64| sderivative(&h, x, None);
assert_equal_to_decimal!(dh_approx(-1.5), dh(-1.5), 6);
assert_equal_to_decimal!(dh_approx(1.5), dh(1.5), 6);
}
#[test]
fn test_chain_rule_one_composition() {
let f = |x: f64| x.powi(3);
let df = |x: f64| 3.0 * x.powi(2);
let g = |x: f64| x.sin();
let dg = |x: f64| x.cos();
let h = |x: f64| g(f(x));
let dh = |x: f64| dg(f(x)) * df(x);
let dh_approx = |x: f64| sderivative(&h, x, None);
assert_equal_to_decimal!(dh_approx(-1.5), dh(-1.5), 7);
assert_equal_to_decimal!(dh_approx(1.5), dh(1.5), 7);
}
#[test]
fn test_chain_rule_two_compositions() {
let f = |x: f64| x.powi(3);
let df = |x: f64| 3.0 * x.powi(2);
let g = |x: f64| x.sin();
let dg = |x: f64| x.cos();
let h = |x: f64| 5.0 / x.powi(2);
let dh = |x: f64| -10.0 / x.powi(3);
let j = |x: f64| h(g(f(x)));
let dj = |x: f64| dh(g(f(x))) * dg(f(x)) * df(x);
let dj_approx = |x: f64| sderivative(&j, x, None);
assert_equal_to_decimal!(dj_approx(-1.5), dj(-1.5), 2);
assert_equal_to_decimal!(dj_approx(1.5), dj(1.5), 2);
}
#[test]
fn test_sderivative_polynomial() {
assert_equal_to_decimal!(
sderivative(&|_x: f64| 1.0, 2.0, None),
test_utils::polyi_deriv(0, 2.0),
16
);
assert_equal_to_decimal!(
sderivative(&|x: f64| x, 2.0, None),
test_utils::polyi_deriv(1, 2.0),
16
);
assert_equal_to_decimal!(
sderivative(&|x: f64| x.powi(2), 2.0, None),
test_utils::polyi_deriv(2, 2.0),
7
);
assert_equal_to_decimal!(
sderivative(&|x: f64| x.powi(3), 2.0, None),
test_utils::polyi_deriv(3, 2.0),
6
);
assert_equal_to_decimal!(
sderivative(&|x: f64| x.powi(4), 2.0, None),
test_utils::polyi_deriv(4, 2.0),
6
);
assert_equal_to_decimal!(
sderivative(&|x: f64| x.powi(7), 2.0, None),
test_utils::polyi_deriv(7, 2.0),
4
);
assert_equal_to_decimal!(
sderivative(&|x: f64| x.powi(-1), 2.0, None),
test_utils::polyi_deriv(-1, 2.0),
8
);
assert_equal_to_decimal!(
sderivative(&|x: f64| x.powi(-2), 2.0, None),
test_utils::polyi_deriv(-2, 2.0),
8
);
assert_equal_to_decimal!(
sderivative(&|x: f64| x.powi(-3), 2.0, None),
test_utils::polyi_deriv(-3, 2.0),
8
);
assert_equal_to_decimal!(
sderivative(&|x: f64| x.powi(-7), 2.0, None),
test_utils::polyi_deriv(-7, 2.0),
8
);
assert_equal_to_decimal!(
sderivative(&|x: f64| x.powf(1.0 / 3.0), 2.0, None),
test_utils::polyf_deriv(1.0 / 3.0, 2.0),
9
);
assert_equal_to_decimal!(
sderivative(&|x: f64| x.powf(7.0 / 3.0), 2.0, None),
test_utils::polyf_deriv(7.0 / 3.0, 2.0),
7
);
assert_equal_to_decimal!(
sderivative(&|x: f64| x.powf(-1.0 / 3.0), 2.0, None),
test_utils::polyf_deriv(-1.0 / 3.0, 2.0),
8
);
assert_equal_to_decimal!(
sderivative(&|x: f64| x.powf(-7.0 / 3.0), 2.0, None),
test_utils::polyf_deriv(-7.0 / 3.0, 2.0),
8
);
}
#[test]
fn test_sderivative_square_root() {
assert_equal_to_decimal!(
sderivative(&|x: f64| x.sqrt(), 0.5, None),
test_utils::sqrt_deriv(0.5),
8
);
assert_equal_to_decimal!(sderivative(&|x: f64| x.sqrt(), 1.0, None), 0.5, 16);
assert_equal_to_decimal!(
sderivative(&|x: f64| x.sqrt(), 1.5, None),
test_utils::sqrt_deriv(1.5),
8
);
}
#[test]
fn test_sderivative_exponential() {
let f = |x: f64| x.exp();
assert_equal_to_decimal!(sderivative(&f, -1.0, None), test_utils::exp_deriv(-1.0), 8);
assert_equal_to_decimal!(sderivative(&f, 0.0, None), test_utils::exp_deriv(0.0), 16);
assert_equal_to_decimal!(sderivative(&f, 1.0, None), test_utils::exp_deriv(1.0), 7);
}
#[test]
fn test_sderivative_power() {
let b: f64 = 5.0;
let f = |x: f64| b.powf(x);
assert_equal_to_decimal!(
sderivative(&f, -1.0, None),
test_utils::power_deriv(b, -1.0),
8
);
assert_equal_to_decimal!(
sderivative(&f, 0.0, None),
test_utils::power_deriv(b, 0.0),
7
);
assert_equal_to_decimal!(
sderivative(&f, 1.0, None),
test_utils::power_deriv(b, 1.0),
6
);
}
#[test]
fn test_sderivative_natural_logarithm() {
let f = |x: f64| x.ln();
assert_equal_to_decimal!(sderivative(&f, 0.5, None), test_utils::ln_deriv(0.5), 7);
assert_equal_to_decimal!(sderivative(&f, 1.0, None), test_utils::ln_deriv(1.0), 8);
assert_equal_to_decimal!(sderivative(&f, 1.5, None), test_utils::ln_deriv(1.5), 8);
}
#[test]
fn test_sderivative_base_10_logarithm() {
let f = |x: f64| x.log10();
assert_equal_to_decimal!(sderivative(&f, 0.5, None), test_utils::log10_deriv(0.5), 7);
assert_equal_to_decimal!(sderivative(&f, 1.0, None), test_utils::log10_deriv(1.0), 8);
assert_equal_to_decimal!(sderivative(&f, 1.5, None), test_utils::log10_deriv(1.5), 8);
}
#[test]
fn test_sderivative_sine() {
let f = |x: f64| x.sin();
assert_equal_to_decimal!(sderivative(&f, 0.0, None), test_utils::sin_deriv(0.0), 16);
assert_equal_to_decimal!(
sderivative(&f, PI / 4.0, None),
test_utils::sin_deriv(PI / 4.0),
8
);
assert_equal_to_decimal!(
sderivative(&f, PI / 2.0, None),
test_utils::sin_deriv(PI / 2.0),
7
);
assert_equal_to_decimal!(
sderivative(&f, 3.0 * PI / 4.0, None),
test_utils::sin_deriv(3.0 * PI / 4.0),
7
);
assert_equal_to_decimal!(sderivative(&f, PI, None), test_utils::sin_deriv(PI), 9);
assert_equal_to_decimal!(
sderivative(&f, 5.0 * PI / 4.0, None),
test_utils::sin_deriv(5.0 * PI / 4.0),
7
);
assert_equal_to_decimal!(
sderivative(&f, 3.0 * PI / 2.0, None),
test_utils::sin_deriv(3.0 * PI / 2.0),
7
);
assert_equal_to_decimal!(
sderivative(&f, 7.0 * PI / 4.0, None),
test_utils::sin_deriv(7.0 * PI / 4.0),
7
);
assert_equal_to_decimal!(
sderivative(&f, 2.0 * PI, None),
test_utils::sin_deriv(2.0 * PI),
9
);
}
#[test]
fn test_sderivative_cosine() {
let f = |x: f64| x.cos();
assert_equal_to_decimal!(sderivative(&f, 0.0, None), test_utils::cos_deriv(0.0), 8);
assert_equal_to_decimal!(
sderivative(&f, PI / 4.0, None),
test_utils::cos_deriv(PI / 4.0),
8
);
assert_equal_to_decimal!(
sderivative(&f, PI / 2.0, None),
test_utils::cos_deriv(PI / 2.0),
9
);
assert_equal_to_decimal!(
sderivative(&f, 3.0 * PI / 4.0, None),
test_utils::cos_deriv(3.0 * PI / 4.0),
7
);
assert_equal_to_decimal!(sderivative(&f, PI, None), test_utils::cos_deriv(PI), 7);
assert_equal_to_decimal!(
sderivative(&f, 5.0 * PI / 4.0, None),
test_utils::cos_deriv(5.0 * PI / 4.0),
7
);
assert_equal_to_decimal!(
sderivative(&f, 3.0 * PI / 2.0, None),
test_utils::cos_deriv(3.0 * PI / 2.0),
8
);
assert_equal_to_decimal!(
sderivative(&f, 7.0 * PI / 4.0, None),
test_utils::cos_deriv(7.0 * PI / 4.0),
7
);
assert_equal_to_decimal!(
sderivative(&f, 2.0 * PI, None),
test_utils::cos_deriv(2.0 * PI),
7
);
}
#[test]
#[cfg(feature = "trig")]
fn test_sderivative_tangent() {
let f = |x: f64| x.tan();
assert_equal_to_decimal!(sderivative(&f, 0.0, None), test_utils::tan_deriv(0.0), 15);
assert_equal_to_decimal!(
sderivative(&f, PI / 4.0, None),
test_utils::tan_deriv(PI / 4.0),
7
);
assert_equal_to_decimal!(
sderivative(&f, 3.0 * PI / 4.0, None),
test_utils::tan_deriv(3.0 * PI / 4.0),
7
);
assert_equal_to_decimal!(sderivative(&f, PI, None), test_utils::tan_deriv(PI), 9);
assert_equal_to_decimal!(
sderivative(&f, 5.0 * PI / 4.0, None),
test_utils::tan_deriv(5.0 * PI / 4.0),
7
);
assert_equal_to_decimal!(
sderivative(&f, 7.0 * PI / 4.0, None),
test_utils::tan_deriv(7.0 * PI / 4.0),
6
);
assert_equal_to_decimal!(
sderivative(&f, 2.0 * PI, None),
test_utils::tan_deriv(2.0 * PI),
9
);
}
#[test]
#[cfg(feature = "trig")]
fn test_sderivative_cosecant() {
let f = |x: f64| x.csc();
assert_equal_to_decimal!(
sderivative(&f, PI / 4.0, None),
test_utils::csc_deriv(PI / 4.0),
7
);
assert_equal_to_decimal!(
sderivative(&f, 3.0 * PI / 4.0, None),
test_utils::csc_deriv(3.0 * PI / 4.0),
7
);
assert_equal_to_decimal!(
sderivative(&f, 5.0 * PI / 4.0, None),
test_utils::csc_deriv(5.0 * PI / 4.0),
6
);
assert_equal_to_decimal!(
sderivative(&f, 7.0 * PI / 4.0, None),
test_utils::csc_deriv(7.0 * PI / 4.0),
6
);
}
#[test]
#[cfg(feature = "trig")]
fn test_sderivative_secant() {
let f = |x: f64| x.sec();
assert_equal_to_decimal!(sderivative(&f, 0.0, None), test_utils::sec_deriv(0.0), 8);
assert_equal_to_decimal!(
sderivative(&f, PI / 4.0, None),
test_utils::sec_deriv(PI / 4.0),
7
);
assert_equal_to_decimal!(
sderivative(&f, 3.0 * PI / 4.0, None),
test_utils::sec_deriv(3.0 * PI / 4.0),
7
);
assert_equal_to_decimal!(sderivative(&f, PI, None), test_utils::sec_deriv(PI), 7);
assert_equal_to_decimal!(
sderivative(&f, 5.0 * PI / 4.0, None),
test_utils::sec_deriv(5.0 * PI / 4.0),
6
);
assert_equal_to_decimal!(
sderivative(&f, 7.0 * PI / 4.0, None),
test_utils::sec_deriv(7.0 * PI / 4.0),
6
);
assert_equal_to_decimal!(
sderivative(&f, 2.0 * PI, None),
test_utils::sec_deriv(2.0 * PI),
7
);
}
#[test]
#[cfg(feature = "trig")]
fn test_sderivative_cotangent() {
let f = |x: f64| x.cot();
assert_equal_to_decimal!(
sderivative(&f, PI / 4.0, None),
test_utils::cot_deriv(PI / 4.0),
7
);
assert_equal_to_decimal!(
sderivative(&f, PI / 2.0, None),
test_utils::cot_deriv(PI / 2.0),
9
);
assert_equal_to_decimal!(
sderivative(&f, 3.0 * PI / 4.0, None),
test_utils::cot_deriv(3.0 * PI / 4.0),
7
);
assert_equal_to_decimal!(
sderivative(&f, 5.0 * PI / 4.0, None),
test_utils::cot_deriv(5.0 * PI / 4.0),
7
);
assert_equal_to_decimal!(
sderivative(&f, 3.0 * PI / 2.0, None),
test_utils::cot_deriv(3.0 * PI / 2.0),
8
);
assert_equal_to_decimal!(
sderivative(&f, 7.0 * PI / 4.0, None),
test_utils::cot_deriv(7.0 * PI / 4.0),
6
);
}
#[test]
fn test_sderivative_inverse_sine() {
let f = |x: f64| x.asin();
assert_equal_to_decimal!(sderivative(&f, -0.5, None), test_utils::asin_deriv(-0.5), 8);
assert_equal_to_decimal!(sderivative(&f, 0.0, None), test_utils::asin_deriv(0.0), 16);
assert_equal_to_decimal!(sderivative(&f, 0.5, None), test_utils::asin_deriv(0.5), 8);
}
#[test]
fn test_sderivative_inverse_cosine() {
let f = |x: f64| x.acos();
assert_equal_to_decimal!(sderivative(&f, -0.5, None), test_utils::acos_deriv(-0.5), 9);
assert_equal_to_decimal!(sderivative(&f, 0.0, None), test_utils::acos_deriv(0.0), 16);
assert_equal_to_decimal!(sderivative(&f, 0.5, None), test_utils::acos_deriv(0.5), 8);
}
#[test]
fn test_sderivative_inverse_tangent() {
let f = |x: f64| x.atan();
assert_equal_to_decimal!(sderivative(&f, -1.5, None), test_utils::atan_deriv(-1.5), 8);
assert_equal_to_decimal!(sderivative(&f, -1.0, None), test_utils::atan_deriv(-1.0), 8);
assert_equal_to_decimal!(sderivative(&f, -0.5, None), test_utils::atan_deriv(-0.5), 8);
assert_equal_to_decimal!(sderivative(&f, 0.0, None), test_utils::atan_deriv(0.0), 16);
assert_equal_to_decimal!(sderivative(&f, 0.5, None), test_utils::atan_deriv(0.5), 8);
assert_equal_to_decimal!(sderivative(&f, 1.0, None), test_utils::atan_deriv(1.0), 8);
assert_equal_to_decimal!(sderivative(&f, 1.5, None), test_utils::atan_deriv(1.5), 8);
}
#[test]
#[cfg(feature = "trig")]
fn test_sderivative_inverse_cosecant() {
let f = |x: f64| x.acsc();
assert_equal_to_decimal!(sderivative(&f, -1.5, None), test_utils::acsc_deriv(-1.5), 7);
assert_equal_to_decimal!(sderivative(&f, 1.5, None), test_utils::acsc_deriv(1.5), 7);
}
#[test]
#[cfg(feature = "trig")]
fn test_sderivative_inverse_secant() {
let f = |x: f64| x.asec();
assert_equal_to_decimal!(sderivative(&f, -1.5, None), test_utils::asec_deriv(-1.5), 7);
assert_equal_to_decimal!(sderivative(&f, 1.5, None), test_utils::asec_deriv(1.5), 7);
}
#[test]
#[cfg(feature = "trig")]
fn test_sderivative_inverse_cotangent() {
let f = |x: f64| x.acot();
assert_equal_to_decimal!(sderivative(&f, -1.5, None), test_utils::acot_deriv(-1.5), 8);
assert_equal_to_decimal!(sderivative(&f, -1.0, None), test_utils::acot_deriv(-1.0), 8);
assert_equal_to_decimal!(sderivative(&f, -0.5, None), test_utils::acot_deriv(-0.5), 8);
assert_equal_to_decimal!(sderivative(&f, 0.0, None), test_utils::acot_deriv(0.0), 16);
assert_equal_to_decimal!(sderivative(&f, 0.5, None), test_utils::acot_deriv(0.5), 8);
assert_equal_to_decimal!(sderivative(&f, 1.0, None), test_utils::acot_deriv(1.0), 8);
assert_equal_to_decimal!(sderivative(&f, 1.5, None), test_utils::acot_deriv(1.5), 8);
}
#[test]
fn test_sderivative_hyperbolic_sine() {
let f = |x: f64| x.sinh();
assert_equal_to_decimal!(sderivative(&f, -1.0, None), test_utils::sinh_deriv(-1.0), 7);
assert_equal_to_decimal!(sderivative(&f, 0.0, None), test_utils::sinh_deriv(0.0), 16);
assert_equal_to_decimal!(sderivative(&f, 1.0, None), test_utils::sinh_deriv(1.0), 7);
}
#[test]
fn test_sderivative_hyperbolic_cosine() {
let f = |x: f64| x.cosh();
assert_equal_to_decimal!(sderivative(&f, -1.0, None), test_utils::cosh_deriv(-1.0), 7);
assert_equal_to_decimal!(sderivative(&f, 0.0, None), test_utils::cosh_deriv(0.0), 16);
assert_equal_to_decimal!(sderivative(&f, 1.0, None), test_utils::cosh_deriv(1.0), 7);
}
#[test]
#[cfg(feature = "trig")]
fn test_sderivative_hyperbolic_tangent() {
let f = |x: f64| x.tanh();
assert_equal_to_decimal!(sderivative(&f, -1.0, None), test_utils::tanh_deriv(-1.0), 8);
assert_equal_to_decimal!(sderivative(&f, 0.0, None), test_utils::tanh_deriv(0.0), 16);
assert_equal_to_decimal!(sderivative(&f, 1.0, None), test_utils::tanh_deriv(1.0), 8);
}
#[test]
#[cfg(feature = "trig")]
fn test_sderivative_hyperbolic_cosecant() {
let f = |x: f64| x.csch();
assert_equal_to_decimal!(sderivative(&f, -1.0, None), test_utils::csch_deriv(-1.0), 7);
assert_equal_to_decimal!(sderivative(&f, 1.0, None), test_utils::csch_deriv(1.0), 7);
}
#[test]
#[cfg(feature = "trig")]
fn test_sderivative_hyperbolic_secant() {
let f = |x: f64| x.sech();
assert_equal_to_decimal!(sderivative(&f, -1.0, None), test_utils::sech_deriv(-1.0), 9);
assert_equal_to_decimal!(sderivative(&f, 0.0, None), test_utils::sech_deriv(0.0), 16);
assert_equal_to_decimal!(sderivative(&f, 1.0, None), test_utils::sech_deriv(1.0), 8);
}
#[test]
#[cfg(feature = "trig")]
fn test_sderivative_hyperbolic_cotangent() {
let f = |x: f64| x.coth();
assert_equal_to_decimal!(sderivative(&f, -1.0, None), test_utils::coth_deriv(-1.0), 7);
assert_equal_to_decimal!(sderivative(&f, 1.0, None), test_utils::coth_deriv(1.0), 7);
}
#[test]
fn test_sderivative_inverse_hyperbolic_sine() {
let f = |x: f64| x.asinh();
assert_equal_to_decimal!(
sderivative(&f, -1.5, None),
test_utils::asinh_deriv(-1.5),
8
);
assert_equal_to_decimal!(
sderivative(&f, -1.0, None),
test_utils::asinh_deriv(-1.0),
8
);
assert_equal_to_decimal!(
sderivative(&f, -0.5, None),
test_utils::asinh_deriv(-0.5),
8
);
assert_equal_to_decimal!(sderivative(&f, 0.0, None), test_utils::asinh_deriv(0.0), 16);
assert_equal_to_decimal!(sderivative(&f, 0.5, None), test_utils::asinh_deriv(0.5), 8);
assert_equal_to_decimal!(sderivative(&f, 1.0, None), test_utils::asinh_deriv(1.0), 8);
assert_equal_to_decimal!(sderivative(&f, 1.5, None), test_utils::asinh_deriv(1.5), 8);
}
#[test]
fn test_sderivative_inverse_hyperbolic_cosine() {
let f = |x: f64| x.acosh();
assert_equal_to_decimal!(sderivative(&f, 1.5, None), test_utils::acosh_deriv(1.5), 7);
}
#[test]
#[cfg(feature = "trig")]
fn test_sderivative_inverse_hyperbolic_tangent() {
let f = |x: f64| x.atanh();
assert_equal_to_decimal!(
sderivative(&f, -0.5, None),
test_utils::atanh_deriv(-0.5),
7
);
assert_equal_to_decimal!(sderivative(&f, 0.0, None), test_utils::atanh_deriv(0.0), 16);
assert_equal_to_decimal!(sderivative(&f, 0.5, None), test_utils::atanh_deriv(0.5), 7);
}
#[test]
#[cfg(feature = "trig")]
fn test_sderivative_inverse_hyperbolic_cosecant() {
let f = |x: f64| x.acsch();
assert_equal_to_decimal!(
sderivative(&f, -1.5, None),
test_utils::acsch_deriv(-1.5),
8
);
assert_equal_to_decimal!(
sderivative(&f, -1.0, None),
test_utils::acsch_deriv(-1.0),
7
);
assert_equal_to_decimal!(
sderivative(&f, -0.5, None),
test_utils::acsch_deriv(-0.5),
7
);
assert_equal_to_decimal!(sderivative(&f, 0.5, None), test_utils::acsch_deriv(0.5), 7);
assert_equal_to_decimal!(sderivative(&f, 1.0, None), test_utils::acsch_deriv(1.0), 7);
assert_equal_to_decimal!(sderivative(&f, 1.5, None), test_utils::acsch_deriv(1.5), 8);
}
#[test]
#[cfg(feature = "trig")]
fn test_sderivative_inverse_hyperbolic_secant() {
let f = |x: f64| x.asech();
assert_equal_to_decimal!(sderivative(&f, 0.5, None), test_utils::asech_deriv(0.5), 7);
}
#[test]
#[cfg(feature = "trig")]
fn test_sderivative_inverse_hyperbolic_cotangent() {
let f = |x: f64| x.acoth();
assert_equal_to_decimal!(
sderivative(&f, -1.5, None),
test_utils::acoth_deriv(-1.5),
7
);
assert_equal_to_decimal!(sderivative(&f, 1.5, None), test_utils::acoth_deriv(1.5), 7);
}
}