Accord.Tests.Math.ConjugateGradientTest.MinimizeTest2 C# (CSharp) Method

        public void MinimizeTest2()
        {
            Func<double[], double> f = BroydenFletcherGoldfarbShannoTest.rosenbrockFunction;
            Func<double[], double[]> g = BroydenFletcherGoldfarbShannoTest.rosenbrockGradient;

            Assert.AreEqual(104, f(new[] { -1.0, 2.0 }));


            int n = 2; // number of variables
            double[] initial = { -1.2, 1 };

            ConjugateGradient cg = new ConjugateGradient(n, f, g);
            cg.Method = ConjugateGradientMethod.PolakRibiere;

            Assert.IsTrue(cg.Minimize(initial));
            double actual = cg.Value;
            double expected = 0;
            Assert.AreEqual(expected, actual, 1e-6);

            double[] result = cg.Solution;

            Assert.AreEqual(125, cg.Evaluations);
            Assert.AreEqual(32, cg.Iterations);
            Assert.AreEqual(1.0, result[0], 1e-3);
            Assert.AreEqual(1.0, result[1], 1e-3);
            Assert.IsFalse(double.IsNaN(result[0]));
            Assert.IsFalse(double.IsNaN(result[1]));

            double y = f(result);
            double[] d = g(result);

            Assert.AreEqual(0.0, y, 1e-6);
            Assert.AreEqual(0.0, d[0], 1e-3);
            Assert.AreEqual(0.0, d[1], 1e-3);

            Assert.IsFalse(double.IsNaN(y));
            Assert.IsFalse(double.IsNaN(d[0]));
            Assert.IsFalse(double.IsNaN(d[1]));
        }