hessian_bug_check_issue_29.jl

using ForwardDiff

function check_failure_ratio(test_hessf::Function, input::Array, original::Array, max_iter=10e6)
    bad_versions = 0

    for iter = 1:max_iter
        if maximum(abs(test_hessf(input) - original)) > 1
            bad_versions += 1;
        end
    end

    bad_ratio = bad_versions/max_iter
    println("Ratio of failures (0.0 means no failures): ", bad_ratio)
end

#################
# First example #
#################
function my_fun2{T<:Number}(y::Array{T})
    @assert length(y) == 1
    atan(y[1])
end

my_hess2 = hessian_func(my_fun2, Partials{1,Float64}, mutates=false)
y = [4.]
original = my_hess2(y)

check_failure_ratio(my_hess2, y, original)

##################
# Second example #
##################
indices = Int64[3, 2, 1]
coeffs = [10., 100., 1000.]

function my_fun{T<:Number}(y::Array{T})
    @assert length(y) == 3
    T[coeffs[1] * y[indices[3]], coeffs[2] * y[indices[2]] ^ 2, coeffs[2] * atan(y[indices[3]])]
end

function get_hess_func_vec{K,T}(my_fun_arg::Function, P::Type{Partials{K,T}})
    [hessian_func(y -> my_fun_arg(y)[k], P, mutates=false) for k=1:K]
end

my_hess = get_hess_func_vec(my_fun, Partials{3,Float64})[3];
y = [1., 2., 3.]
original = my_hess(y);

check_failure_ratio(my_hess, y, original)