From 52665f1598c85c845da01a182c14b8d1029cd742 Mon Sep 17 00:00:00 2001
From: tmigot <tangi.migot@gmail.com>
Date: Thu, 13 Jul 2023 17:31:25 -0400
Subject: [PATCH 1/4] Add derivative check for Jacobian of residual

---
 test/runtests.jl | 41 +++++++++++++++++++++++++++++++++++++++++
 1 file changed, 41 insertions(+)

diff --git a/test/runtests.jl b/test/runtests.jl
index 44f37d5..485c548 100644
--- a/test/runtests.jl
+++ b/test/runtests.jl
@@ -6,3 +6,44 @@ end
 
 include("testBundleAdjustmentModels.jl")
 include("testBundleAdjustmentAllocations.jl")
+
+function jacobian_residual_check(
+  nlp::AbstractNLSModel;
+  x::AbstractVector = nlp.meta.x0,
+  atol::Float64 = 1.0e-6,
+  rtol::Float64 = 1.0e-4,
+)
+
+  # Fast exit if there are no constraints.
+  J_errs = Dict{Tuple{Int, Int}, Float64}()
+  nlp.nls_meta.nequ > 0 || return J_errs
+
+  # Optimal-ish step for second-order centered finite differences.
+  step = (eps(Float64) / 3)^(1 / 3)
+
+  # Check constraints Jacobian.
+  J = jac_residual(nlp, x)
+  h = zeros(nlp.meta.nvar)
+  cxph = zeros(nlp.nls_meta.nequ)
+  cxmh = zeros(nlp.nls_meta.nequ)
+  # Differentiate all constraints with respect to each variable in turn.
+  for i = 1:(nlp.meta.nvar)
+    h[i] = step
+    residual!(nlp, x + h, cxph)
+    residual!(nlp, x - h, cxmh)
+    dcdxi = (cxph - cxmh) / 2 / step
+    for j = 1:(nlp.nls_meta.nequ)
+      err = abs(dcdxi[j] - J[j, i])
+      if err > atol + rtol * abs(dcdxi[j])
+        J_errs[(j, i)] = err
+      end
+    end
+    h[i] = 0
+  end
+  return J_errs
+end
+
+@testset "" begin
+  nls = BundleAdjustmentModel("problem-49-7776-pre")
+  @test length(jacobian_residual_check(nls)) == 0
+end

From 282f51fd8e1a7d273416737acc1aea7d4bd2a6ea Mon Sep 17 00:00:00 2001
From: tmigot <tangi.migot@gmail.com>
Date: Thu, 13 Jul 2023 17:31:53 -0400
Subject: [PATCH 2/4] add test title

---
 test/runtests.jl | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/test/runtests.jl b/test/runtests.jl
index 485c548..c3cc207 100644
--- a/test/runtests.jl
+++ b/test/runtests.jl
@@ -43,7 +43,7 @@ function jacobian_residual_check(
   return J_errs
 end
 
-@testset "" begin
+@testset "Test derivative Jacobian of residual" begin
   nls = BundleAdjustmentModel("problem-49-7776-pre")
   @test length(jacobian_residual_check(nls)) == 0
 end

From e8d805958fda70ae1cbe8b247952429d431c5b46 Mon Sep 17 00:00:00 2001
From: tmigot <tangi.migot@gmail.com>
Date: Thu, 13 Jul 2023 17:58:25 -0400
Subject: [PATCH 3/4] fix

---
 test/runtests.jl | 2 ++
 1 file changed, 2 insertions(+)

diff --git a/test/runtests.jl b/test/runtests.jl
index c3cc207..e2a7c7b 100644
--- a/test/runtests.jl
+++ b/test/runtests.jl
@@ -7,6 +7,7 @@ end
 include("testBundleAdjustmentModels.jl")
 include("testBundleAdjustmentAllocations.jl")
 
+# https://github.com/JuliaSmoothOptimizers/NLPModelsTest.jl/blob/src/dercheck.jl#L43
 function jacobian_residual_check(
   nlp::AbstractNLSModel;
   x::AbstractVector = nlp.meta.x0,
@@ -45,5 +46,6 @@ end
 
 @testset "Test derivative Jacobian of residual" begin
   nls = BundleAdjustmentModel("problem-49-7776-pre")
+  x = 10 * [-(-1.0)^i for i = 1:nls.meta.nvar]
   @test length(jacobian_residual_check(nls)) == 0
 end

From 64a857d1251e2622cad4c9e5035afc2b1c85da3b Mon Sep 17 00:00:00 2001
From: tmigot <tangi.migot@gmail.com>
Date: Thu, 13 Jul 2023 18:29:57 -0400
Subject: [PATCH 4/4] Update runtests.jl

---
 test/runtests.jl | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/test/runtests.jl b/test/runtests.jl
index e2a7c7b..6656615 100644
--- a/test/runtests.jl
+++ b/test/runtests.jl
@@ -47,5 +47,5 @@ end
 @testset "Test derivative Jacobian of residual" begin
   nls = BundleAdjustmentModel("problem-49-7776-pre")
   x = 10 * [-(-1.0)^i for i = 1:nls.meta.nvar]
-  @test length(jacobian_residual_check(nls)) == 0
+  @test length(jacobian_residual_check(nls, x = x)) == 0
 end