/** * Copyright (C) 2013 - present by OpenGamma Inc. and the OpenGamma group of companies * * Please see distribution for license. */ package com.opengamma.analytics.math.interpolation; import static com.opengamma.analytics.math.matrix.MatrixAlgebraFactory.OG_ALGEBRA; import static org.testng.Assert.assertEquals; import java.util.Random; import org.testng.annotations.Test; import com.opengamma.analytics.math.function.PiecewisePolynomialFunction1D; import com.opengamma.analytics.math.function.PiecewisePolynomialFunction2D; import com.opengamma.analytics.math.matrix.DoubleMatrix2D; import com.opengamma.util.test.TestGroup; /** * Test. */ @Test(groups = TestGroup.UNIT) public class BicubicSplineInterpolatorTest { private static final double EPS = 1e-12; private static final double INF = 1. / 0.; /** * */ @Test public void linearTest() { double[] x0Values = new double[] {1., 2., 3., 4. }; double[] x1Values = new double[] {-1., 0., 1., 2., 3. }; final int n0Data = x0Values.length; final int n1Data = x1Values.length; double[][] yValues = new double[n0Data][n1Data]; for (int i = 0; i < n0Data; ++i) { for (int j = 0; j < n1Data; ++j) { yValues[i][j] = (x0Values[i] + 2.) * (x1Values[j] + 5.); } } // System.out.println(new DoubleMatrix2D(yValues)); CubicSplineInterpolator method = new CubicSplineInterpolator(); PiecewisePolynomialInterpolator2D interp = new BicubicSplineInterpolator(new CubicSplineInterpolator[] {method, method }); PiecewisePolynomialResult2D result = interp.interpolate(x0Values, x1Values, yValues); final int n0IntExp = n0Data - 1; final int n1IntExp = n1Data - 1; final int orderExp = 4; DoubleMatrix2D[][] coefsExp = new DoubleMatrix2D[n0Data - 1][n1Data - 1]; for (int i = 0; i < n0Data - 1; ++i) { for (int j = 0; j < n1Data - 1; ++j) { coefsExp[i][j] = new DoubleMatrix2D(new double[][] { {0., 0., 0., 0., }, {0., 0., 0., 0., }, {0., 0., 1., (5. + x1Values[j]) }, {0., 0., (2. + x0Values[i]), (2. + x0Values[i]) * (5. + x1Values[j]) } }); } } assertEquals(result.getNumberOfIntervals()[0], n0IntExp); assertEquals(result.getNumberOfIntervals()[1], n1IntExp); assertEquals(result.getOrder()[0], orderExp); assertEquals(result.getOrder()[1], orderExp); final int n0Keys = 51; final int n1Keys = 61; double[] x0Keys = new double[n0Keys]; double[] x1Keys = new double[n1Keys]; for (int i = 0; i < n0Keys; ++i) { x0Keys[i] = 0. + 5. * i / (n0Keys - 1); } for (int i = 0; i < n1Keys; ++i) { x1Keys[i] = -2. + 6. * i / (n1Keys - 1); } // PiecewisePolynomialFunction2D func = new PiecewisePolynomialFunction2D(); // final double[][] values = func.evaluate(result, x0Keys, x1Keys).getData(); for (int i = 0; i < n0Data; ++i) { final double ref = Math.abs(x0Values[i]) == 0. ? 1. : Math.abs(x0Values[i]); assertEquals(result.getKnots0().getData()[i], x0Values[i], ref * EPS); assertEquals(result.getKnots2D().get(0).getData()[i], x0Values[i], ref * EPS); } for (int i = 0; i < n1Data; ++i) { final double ref = Math.abs(x1Values[i]) == 0. ? 1. : Math.abs(x1Values[i]); assertEquals(result.getKnots1().getData()[i], x1Values[i], ref * EPS); assertEquals(result.getKnots2D().get(1).getData()[i], x1Values[i], ref * EPS); } for (int i = 0; i < n0Data - 1; ++i) { for (int j = 0; j < n1Data - 1; ++j) { for (int k = 0; k < orderExp; ++k) { for (int l = 0; l < orderExp; ++l) { final double ref = Math.abs(coefsExp[i][j].getData()[k][l]) == 0. ? 1. : Math.abs(coefsExp[i][j].getData()[k][l]); assertEquals(result.getCoefs()[i][j].getData()[k][l], coefsExp[i][j].getData()[k][l], ref * EPS); } } } } double[][] resValues = interp.interpolate(x0Values, x1Values, yValues, x0Keys, x1Keys).getData(); for (int i = 0; i < n0Keys; ++i) { for (int j = 0; j < n1Keys; ++j) { final double expVal = (x0Keys[i] + 2.) * (x1Keys[j] + 5.); final double ref = Math.abs(expVal) == 0. ? 1. : Math.abs(expVal); assertEquals(resValues[i][j], expVal, ref * EPS); } } // final PiecewisePolynomialFunction2D func = new PiecewisePolynomialFunction2D(); for (int i = 0; i < n0Keys; ++i) { for (int j = 0; j < n1Keys; ++j) { final double expVal = (x0Keys[i] + 2.) * (x1Keys[j] + 5.); final double ref = Math.abs(expVal) == 0. ? 1. : Math.abs(expVal); assertEquals(resValues[i][j], expVal, ref * EPS); // assertEquals(resValues[i][j], func.evaluate(result, x0Keys[i], x1Keys[j]), ref * EPS); } } { final double expVal = (x0Keys[1] + 2.) * (x1Keys[2] + 5.); final double ref = Math.abs(expVal) == 0. ? 1. : Math.abs(expVal); assertEquals(interp.interpolate(x0Values, x1Values, yValues, x0Keys[1], x1Keys[2]), expVal, ref * EPS); } { final double expVal = (x0Keys[23] + 2.) * (x1Keys[20] + 5.); final double ref = Math.abs(expVal) == 0. ? 1. : Math.abs(expVal); assertEquals(interp.interpolate(x0Values, x1Values, yValues, x0Keys[23], x1Keys[20]), expVal, ref * EPS); } // for (int i = 0; i < n0Keys; ++i) { // System.out.print("\t" + x0Keys[i]); // } // System.out.print("\n"); // for (int j = 0; j < n1Keys; ++j) { // System.out.print(x1Keys[j]); // for (int i = 0; i < n0Keys; ++i) { // System.out.print("\t" + values[i][j]); // } // System.out.print("\n"); // } // // System.out.print("\n"); } /** * f(x0,x1) = ( x0 - 1.5)^2 * (x1 - 2.)^2 */ @Test public void quadraticTest() { double[] x0Values = new double[] {1., 2., 3., 4. }; double[] x1Values = new double[] {-1., 0., 1., 2., 3. }; final int n0Data = x0Values.length; final int n1Data = x1Values.length; double[][] yValues = new double[n0Data][n1Data]; for (int i = 0; i < n0Data; ++i) { for (int j = 0; j < n1Data; ++j) { yValues[i][j] = (x0Values[i] - 1.5) * (x0Values[i] - 1.5) * (x1Values[j] - 2.) * (x1Values[j] - 2.); } } CubicSplineInterpolator method = new CubicSplineInterpolator(); PiecewisePolynomialInterpolator2D interp = new BicubicSplineInterpolator(method); PiecewisePolynomialResult2D result = interp.interpolate(x0Values, x1Values, yValues); final int n0IntExp = n0Data - 1; final int n1IntExp = n1Data - 1; final int orderExp = 4; final int n0Keys = 51; final int n1Keys = 61; double[] x0Keys = new double[n0Keys]; double[] x1Keys = new double[n1Keys]; for (int i = 0; i < n0Keys; ++i) { x0Keys[i] = 0. + 5. * i / (n0Keys - 1); } for (int i = 0; i < n1Keys; ++i) { x1Keys[i] = -2. + 6. * i / (n1Keys - 1); } assertEquals(result.getNumberOfIntervals()[0], n0IntExp); assertEquals(result.getNumberOfIntervals()[1], n1IntExp); assertEquals(result.getOrder()[0], orderExp); assertEquals(result.getOrder()[1], orderExp); for (int i = 0; i < n0Data; ++i) { final double ref = Math.abs(x0Values[i]) == 0. ? 1. : Math.abs(x0Values[i]); assertEquals(result.getKnots0().getData()[i], x0Values[i], ref * EPS); assertEquals(result.getKnots2D().get(0).getData()[i], x0Values[i], ref * EPS); } for (int i = 0; i < n1Data; ++i) { final double ref = Math.abs(x1Values[i]) == 0. ? 1. : Math.abs(x1Values[i]); assertEquals(result.getKnots1().getData()[i], x1Values[i], ref * EPS); assertEquals(result.getKnots2D().get(1).getData()[i], x1Values[i], ref * EPS); } for (int i = 0; i < n0Data - 1; ++i) { for (int j = 0; j < n1Data - 1; ++j) { final double ref = Math.abs(yValues[i][j]) == 0. ? 1. : Math.abs(yValues[i][j]); assertEquals(result.getCoefs()[i][j].getData()[orderExp - 1][orderExp - 1], yValues[i][j], ref * EPS); } } double[][] resValues = interp.interpolate(x0Values, x1Values, yValues, x0Values, x1Values).getData(); final PiecewisePolynomialFunction2D func2D = new PiecewisePolynomialFunction2D(); double[][] resDiffX0 = func2D.differentiateX0(result, x0Values, x1Values).getData(); double[][] resDiffX1 = func2D.differentiateX1(result, x0Values, x1Values).getData(); final PiecewisePolynomialFunction1D func1D = new PiecewisePolynomialFunction1D(); double[][] expDiffX0 = func1D.differentiate(method.interpolate(x0Values, OG_ALGEBRA.getTranspose(new DoubleMatrix2D(yValues)).getData()), x0Values).getData(); double[][] expDiffX1 = func1D.differentiate(method.interpolate(x1Values, yValues), x1Values).getData(); for (int i = 0; i < n0Data; ++i) { for (int j = 0; j < n1Data; ++j) { final double expVal = expDiffX1[i][j]; final double ref = Math.abs(expVal) == 0. ? 1. : Math.abs(expVal); assertEquals(resDiffX1[i][j], expVal, ref * EPS); } } // System.out.println(new DoubleMatrix2D(expDiffX0)); // System.out.println(new DoubleMatrix2D(resDiffX0)); for (int i = 0; i < n0Data; ++i) { for (int j = 0; j < n1Data; ++j) { final double expVal = expDiffX0[j][i]; final double ref = Math.abs(expVal) == 0. ? 1. : Math.abs(expVal); assertEquals(resDiffX0[i][j], expVal, ref * EPS); } } for (int i = 0; i < n0Data; ++i) { for (int j = 0; j < n1Data; ++j) { final double expVal = yValues[i][j]; final double ref = Math.abs(expVal) == 0. ? 1. : Math.abs(expVal); assertEquals(resValues[i][j], expVal, ref * EPS); } } } /** * f(x0,x1) = ( x0 - 1.)^3 * (x1 + 14./13.)^3 */ @Test public void cubicTest() { double[] x0Values = new double[] {1., 2., 3., 4. }; double[] x1Values = new double[] {-1., 0., 1., 2., 3. }; final int n0Data = x0Values.length; final int n1Data = x1Values.length; double[][] yValues = new double[n0Data][n1Data]; for (int i = 0; i < n0Data; ++i) { for (int j = 0; j < n1Data; ++j) { yValues[i][j] = (x0Values[i] - 1.) * (x0Values[i] - 1.) * (x0Values[i] - 1.) * (x1Values[j] + 14. / 13.) * (x1Values[j] + 14. / 13.) * (x1Values[j] + 14. / 13.); } } CubicSplineInterpolator method = new CubicSplineInterpolator(); PiecewisePolynomialInterpolator2D interp = new BicubicSplineInterpolator(method); PiecewisePolynomialResult2D result = interp.interpolate(x0Values, x1Values, yValues); final int n0IntExp = n0Data - 1; final int n1IntExp = n1Data - 1; final int orderExp = 4; final int n0Keys = 51; final int n1Keys = 61; double[] x0Keys = new double[n0Keys]; double[] x1Keys = new double[n1Keys]; for (int i = 0; i < n0Keys; ++i) { x0Keys[i] = 0. + 5. * i / (n0Keys - 1); } for (int i = 0; i < n1Keys; ++i) { x1Keys[i] = -2. + 6. * i / (n1Keys - 1); } assertEquals(result.getNumberOfIntervals()[0], n0IntExp); assertEquals(result.getNumberOfIntervals()[1], n1IntExp); assertEquals(result.getOrder()[0], orderExp); assertEquals(result.getOrder()[1], orderExp); for (int i = 0; i < n0Data; ++i) { final double ref = Math.abs(x0Values[i]) == 0. ? 1. : Math.abs(x0Values[i]); assertEquals(result.getKnots0().getData()[i], x0Values[i], ref * EPS); assertEquals(result.getKnots2D().get(0).getData()[i], x0Values[i], ref * EPS); } for (int i = 0; i < n1Data; ++i) { final double ref = Math.abs(x1Values[i]) == 0. ? 1. : Math.abs(x1Values[i]); assertEquals(result.getKnots1().getData()[i], x1Values[i], ref * EPS); assertEquals(result.getKnots2D().get(1).getData()[i], x1Values[i], ref * EPS); } for (int i = 0; i < n0Data - 1; ++i) { for (int j = 0; j < n1Data - 1; ++j) { final double ref = Math.abs(yValues[i][j]) == 0. ? 1. : Math.abs(yValues[i][j]); assertEquals(result.getCoefs()[i][j].getData()[orderExp - 1][orderExp - 1], yValues[i][j], ref * EPS); } } double[][] resValues = interp.interpolate(x0Values, x1Values, yValues, x0Values, x1Values).getData(); final PiecewisePolynomialFunction2D func2D = new PiecewisePolynomialFunction2D(); double[][] resDiffX0 = func2D.differentiateX0(result, x0Values, x1Values).getData(); double[][] resDiffX1 = func2D.differentiateX1(result, x0Values, x1Values).getData(); final PiecewisePolynomialFunction1D func1D = new PiecewisePolynomialFunction1D(); double[][] expDiffX0 = func1D.differentiate(method.interpolate(x0Values, OG_ALGEBRA.getTranspose(new DoubleMatrix2D(yValues)).getData()), x0Values).getData(); double[][] expDiffX1 = func1D.differentiate(method.interpolate(x1Values, yValues), x1Values).getData(); for (int i = 0; i < n0Data; ++i) { for (int j = 0; j < n1Data; ++j) { final double expVal = expDiffX1[i][j]; final double ref = Math.abs(expVal) == 0. ? 1. : Math.abs(expVal); assertEquals(resDiffX1[i][j], expVal, ref * EPS); } } // System.out.println(new DoubleMatrix2D(expDiffX0)); // System.out.println(new DoubleMatrix2D(resDiffX0)); for (int i = 0; i < n0Data; ++i) { for (int j = 0; j < n1Data; ++j) { final double expVal = expDiffX0[j][i]; final double ref = Math.abs(expVal) == 0. ? 1. : Math.abs(expVal); assertEquals(resDiffX0[i][j], expVal, ref * EPS); } } for (int i = 0; i < n0Data; ++i) { for (int j = 0; j < n1Data; ++j) { final double expVal = yValues[i][j]; final double ref = Math.abs(expVal) == 0. ? 1. : Math.abs(expVal); assertEquals(resValues[i][j], expVal, ref * EPS); } } } /** * */ @Test public void crossDerivativeTest() { double[] x0Values = new double[] {1., 2., 3., 4. }; double[] x1Values = new double[] {-1., 0., 1., 2., 3. }; final int n0Data = x0Values.length; final int n1Data = x1Values.length; double[][] yValues = new double[][] { {1.0, -1.0, 0.0, 1.0, 0.0, }, {1.0, -1.0, 0.0, 1.0, -2.0 }, {1.0, -2.0, 0.0, -2.0, -2.0 }, {-1.0, -1.0, -2.0, -2.0, -1.0 } }; NaturalSplineInterpolator method = new NaturalSplineInterpolator(); PiecewisePolynomialInterpolator2D interp = new BicubicSplineInterpolator(method); PiecewisePolynomialResult2D result = interp.interpolate(x0Values, x1Values, yValues); final int n0IntExp = n0Data - 1; final int n1IntExp = n1Data - 1; final int orderExp = 4; final int n0Keys = 51; final int n1Keys = 61; double[] x0Keys = new double[n0Keys]; double[] x1Keys = new double[n1Keys]; for (int i = 0; i < n0Keys; ++i) { x0Keys[i] = 0. + 5. * i / (n0Keys - 1); } for (int i = 0; i < n1Keys; ++i) { x1Keys[i] = -2. + 6. * i / (n1Keys - 1); } assertEquals(result.getNumberOfIntervals()[0], n0IntExp); assertEquals(result.getNumberOfIntervals()[1], n1IntExp); assertEquals(result.getOrder()[0], orderExp); assertEquals(result.getOrder()[1], orderExp); for (int i = 0; i < n0Data; ++i) { final double ref = Math.abs(x0Values[i]) == 0. ? 1. : Math.abs(x0Values[i]); assertEquals(result.getKnots0().getData()[i], x0Values[i], ref * EPS); assertEquals(result.getKnots2D().get(0).getData()[i], x0Values[i], ref * EPS); } for (int i = 0; i < n1Data; ++i) { final double ref = Math.abs(x1Values[i]) == 0. ? 1. : Math.abs(x1Values[i]); assertEquals(result.getKnots1().getData()[i], x1Values[i], ref * EPS); assertEquals(result.getKnots2D().get(1).getData()[i], x1Values[i], ref * EPS); } for (int i = 0; i < n0Data - 1; ++i) { for (int j = 0; j < n1Data - 1; ++j) { final double ref = Math.abs(yValues[i][j]) == 0. ? 1. : Math.abs(yValues[i][j]); assertEquals(result.getCoefs()[i][j].getData()[orderExp - 1][orderExp - 1], yValues[i][j], ref * EPS); } } double[][] resValues = interp.interpolate(x0Values, x1Values, yValues, x0Values, x1Values).getData(); final PiecewisePolynomialFunction2D func2D = new PiecewisePolynomialFunction2D(); double[][] resDiffX0 = func2D.differentiateX0(result, x0Values, x1Values).getData(); double[][] resDiffX1 = func2D.differentiateX1(result, x0Values, x1Values).getData(); final PiecewisePolynomialFunction1D func1D = new PiecewisePolynomialFunction1D(); double[][] expDiffX0 = func1D.differentiate(method.interpolate(x0Values, OG_ALGEBRA.getTranspose(new DoubleMatrix2D(yValues)).getData()), x0Values).getData(); double[][] expDiffX1 = func1D.differentiate(method.interpolate(x1Values, yValues), x1Values).getData(); for (int i = 0; i < n0Data; ++i) { for (int j = 0; j < n1Data; ++j) { final double expVal = expDiffX1[i][j]; final double ref = Math.abs(expVal) == 0. ? 1. : Math.abs(expVal); assertEquals(resDiffX1[i][j], expVal, ref * EPS); } } // System.out.println(new DoubleMatrix2D(expDiffX0)); // System.out.println(new DoubleMatrix2D(resDiffX0)); for (int i = 0; i < n0Data; ++i) { for (int j = 0; j < n1Data; ++j) { final double expVal = expDiffX0[j][i]; final double ref = Math.abs(expVal) == 0. ? 1. : Math.abs(expVal); assertEquals(resDiffX0[i][j], expVal, ref * EPS); } } for (int i = 0; i < n0Data; ++i) { for (int j = 0; j < n1Data; ++j) { final double expVal = yValues[i][j]; final double ref = Math.abs(expVal) == 0. ? 1. : Math.abs(expVal); assertEquals(resValues[i][j], expVal, ref * EPS); } } } /** * */ @Test(expectedExceptions = IllegalArgumentException.class) public void nullx0Test() { double[] x0Values = new double[] {0., 1., 2., 3. }; double[] x1Values = new double[] {0., 1., 2. }; double[][] yValues = new double[][] { {1., 2., 4. }, {-1., 2., -4. }, {2., 3., 4. }, {5., 2., 1. } }; x0Values = null; BicubicSplineInterpolator interp = new BicubicSplineInterpolator(new CubicSplineInterpolator()); interp.interpolate(x0Values, x1Values, yValues); } /** * */ @Test(expectedExceptions = IllegalArgumentException.class) public void nullx1Test() { double[] x0Values = new double[] {0., 1., 2., 3. }; double[] x1Values = new double[] {0., 1., 2. }; double[][] yValues = new double[][] { {1., 2., 4. }, {-1., 2., -4. }, {2., 3., 4. }, {5., 2., 1. } }; x1Values = null; BicubicSplineInterpolator interp = new BicubicSplineInterpolator(new CubicSplineInterpolator()); interp.interpolate(x0Values, x1Values, yValues); } /** * */ @Test(expectedExceptions = IllegalArgumentException.class) public void nullyTest() { double[] x0Values = new double[] {0., 1., 2., 3. }; double[] x1Values = new double[] {0., 1., 2. }; double[][] yValues = new double[][] { {1., 2., 4. }, {-1., 2., -4. }, {2., 3., 4. }, {5., 2., 1. } }; yValues = null; BicubicSplineInterpolator interp = new BicubicSplineInterpolator(new CubicSplineInterpolator()); interp.interpolate(x0Values, x1Values, yValues); } /** * */ @Test(expectedExceptions = IllegalArgumentException.class) public void wrongLengthx0Test() { double[] x0Values = new double[] {0., 1., 2. }; double[] x1Values = new double[] {0., 1., 2. }; double[][] yValues = new double[][] { {1., 2., 4. }, {-1., 2., -4. }, {2., 3., 4. }, {5., 2., 1. } }; BicubicSplineInterpolator interp = new BicubicSplineInterpolator(new CubicSplineInterpolator()); interp.interpolate(x0Values, x1Values, yValues); } /** * */ @Test(expectedExceptions = IllegalArgumentException.class) public void wrongLengthx1Test() { double[] x0Values = new double[] {0., 1., 2., 3. }; double[] x1Values = new double[] {0., 1., 2., 3. }; double[][] yValues = new double[][] { {1., 2., 4. }, {-1., 2., -4. }, {2., 3., 4. }, {5., 2., 1. } }; BicubicSplineInterpolator interp = new BicubicSplineInterpolator(new CubicSplineInterpolator()); interp.interpolate(x0Values, x1Values, yValues); } /** * */ @Test(expectedExceptions = IllegalArgumentException.class) public void shortx0Test() { double[] x0Values = new double[] {1. }; double[] x1Values = new double[] {0., 1., 2. }; double[][] yValues = new double[][] {{1., 2., 4. } }; BicubicSplineInterpolator interp = new BicubicSplineInterpolator(new CubicSplineInterpolator()); interp.interpolate(x0Values, x1Values, yValues); } /** * */ @Test(expectedExceptions = IllegalArgumentException.class) public void shortx1Test() { double[] x0Values = new double[] {0., 1., 2., 3. }; double[] x1Values = new double[] {0. }; double[][] yValues = new double[][] { {1. }, {-1. }, {2. }, {5. } }; BicubicSplineInterpolator interp = new BicubicSplineInterpolator(new CubicSplineInterpolator()); interp.interpolate(x0Values, x1Values, yValues); } /** * */ @Test(expectedExceptions = IllegalArgumentException.class) public void infX0Test() { double[] x0Values = new double[] {0., 1., 2., INF }; double[] x1Values = new double[] {0., 1., 2. }; double[][] yValues = new double[][] { {1., 2., 4. }, {-1., 2., -4. }, {2., 3., 4. }, {5., 2., 1. } }; BicubicSplineInterpolator interp = new BicubicSplineInterpolator(new CubicSplineInterpolator()); interp.interpolate(x0Values, x1Values, yValues); } /** * */ @Test(expectedExceptions = IllegalArgumentException.class) public void nanX0Test() { double[] x0Values = new double[] {0., 1., 2., Double.NaN }; double[] x1Values = new double[] {0., 1., 2. }; double[][] yValues = new double[][] { {1., 2., 4. }, {-1., 2., -4. }, {2., 3., 4. }, {5., 2., 1. } }; BicubicSplineInterpolator interp = new BicubicSplineInterpolator(new CubicSplineInterpolator()); interp.interpolate(x0Values, x1Values, yValues); } /** * */ @Test(expectedExceptions = IllegalArgumentException.class) public void infX1Test() { double[] x0Values = new double[] {0., 1., 2., 3. }; double[] x1Values = new double[] {0., 1., INF }; double[][] yValues = new double[][] { {1., 2., 4. }, {-1., 2., -4. }, {2., 3., 4. }, {5., 2., 1. } }; BicubicSplineInterpolator interp = new BicubicSplineInterpolator(new CubicSplineInterpolator()); interp.interpolate(x0Values, x1Values, yValues); } /** * */ @Test(expectedExceptions = IllegalArgumentException.class) public void nanX1Test() { double[] x0Values = new double[] {0., 1., 2., 3. }; double[] x1Values = new double[] {0., 1., Double.NaN }; double[][] yValues = new double[][] { {1., 2., 4. }, {-1., 2., -4. }, {2., 3., 4. }, {5., 2., 1. } }; BicubicSplineInterpolator interp = new BicubicSplineInterpolator(new CubicSplineInterpolator()); interp.interpolate(x0Values, x1Values, yValues); } /** * */ @Test(expectedExceptions = IllegalArgumentException.class) public void infYTest() { double[] x0Values = new double[] {0., 1., 2., 3. }; double[] x1Values = new double[] {0., 1., 2. }; double[][] yValues = new double[][] { {1., 2., 4. }, {-1., 2., INF }, {2., 3., 4. }, {5., 2., 1. } }; BicubicSplineInterpolator interp = new BicubicSplineInterpolator(new CubicSplineInterpolator()); interp.interpolate(x0Values, x1Values, yValues); } /** * */ @Test(expectedExceptions = IllegalArgumentException.class) public void nanYTest() { double[] x0Values = new double[] {0., 1., 2., 3. }; double[] x1Values = new double[] {0., 1., 2. }; double[][] yValues = new double[][] { {1., 2., 4. }, {-1., 2., -4. }, {2., 3., 4. }, {5., 2., Double.NaN } }; BicubicSplineInterpolator interp = new BicubicSplineInterpolator(new CubicSplineInterpolator()); interp.interpolate(x0Values, x1Values, yValues); } /** * */ @Test(expectedExceptions = IllegalArgumentException.class) public void coincideX0Test() { double[] x0Values = new double[] {0., 1., 1., 3. }; double[] x1Values = new double[] {0., 1., 2. }; double[][] yValues = new double[][] { {1., 2., 4. }, {-1., 2., -4. }, {2., 3., 4. }, {5., 2., 1. } }; BicubicSplineInterpolator interp = new BicubicSplineInterpolator(new CubicSplineInterpolator()); interp.interpolate(x0Values, x1Values, yValues); } /** * */ @Test(expectedExceptions = IllegalArgumentException.class) public void coincideX1Test() { double[] x0Values = new double[] {0., 1., 2., 3. }; double[] x1Values = new double[] {0., 1., 1. }; double[][] yValues = new double[][] { {1., 2., 4. }, {-1., 2., -4. }, {2., 3., 4. }, {5., 2., 1. } }; BicubicSplineInterpolator interp = new BicubicSplineInterpolator(new CubicSplineInterpolator()); interp.interpolate(x0Values, x1Values, yValues); } /** * */ @Test(expectedExceptions = IllegalArgumentException.class) public void notTwoMethodsTest() { double[] x0Values = new double[] {0., 1., 2., 3. }; double[] x1Values = new double[] {0., 1., 2. }; double[][] yValues = new double[][] { {1., 2., 4. }, {-1., 2., -4. }, {2., 3., 4. }, {5., 2., 1. } }; BicubicSplineInterpolator interp = new BicubicSplineInterpolator(new PiecewisePolynomialInterpolator[] {new CubicSplineInterpolator() }); interp.interpolate(x0Values, x1Values, yValues); } /** * */ @Test(expectedExceptions = IllegalArgumentException.class) public void notKnotRevoveredTests() { double[] x0Values = new double[] {0., 1., 2., 3. }; double[] x1Values = new double[] {0., 1., 2. }; double[][] yValues = new double[][] { {1.e-20, 3.e-120, 5.e120 }, {2.e-20, 3.e-120, 4.e-120 }, {1.e-20, 1.e-120, 1.e-20 }, {4.e-120, 3.e-20, 2.e-20 } }; BicubicSplineInterpolator intp = new BicubicSplineInterpolator(new CubicSplineInterpolator()); intp.interpolate(x0Values, x1Values, yValues); } /** * Tests below for debugging */ @Test (enabled = false) public void printTest() { // double[] x0Values = new double[] {0., 1., 2., 3. }; // double[] x1Values = new double[] {0., 0.000000000001, 2. }; double[] x0Values = new double[] {0., 1., 2., 3. }; double[] x1Values = new double[] {0., 1., 2. }; double[][] yValues = new double[][] { {1.e-20, 3.e-120, 5.e-20 }, {2.e-20, 3.e-120, 4.e-120 }, {1.e-20, 1.e-120, 1.e-20 }, {4.e-120, 3.e-20, 2.e-20 } }; // double[] x0Values = new double[] {0., 1., 2. }; // double[] x1Values = new double[] {0., 1., 2., 3. }; // double[][] yValues = new double[][] { {1., 3., 5., 7. }, {2., 3., 4., 5. }, {1., 1., 1., 1. } }; BicubicSplineInterpolator intp = new BicubicSplineInterpolator(new CubicSplineInterpolator()); PiecewisePolynomialResult2D result2D = intp.interpolate(x0Values, x1Values, yValues); System.out.println(result2D.getCoefs()[0][0]); System.out.println(result2D.getCoefs()[2][1]); final int n0Keys = 31; final int n1Keys = 21; double[] x0Keys = new double[n0Keys]; double[] x1Keys = new double[n1Keys]; for (int i = 0; i < n0Keys; ++i) { x0Keys[i] = 0. + 3. * i / (n0Keys - 1); } for (int i = 0; i < n1Keys; ++i) { x1Keys[i] = 0. + 2. * i / (n1Keys - 1); } // final int n0Keys = 61; // final int n1Keys = 101; // double[] x0Keys = new double[n0Keys]; // double[] x1Keys = new double[n1Keys]; // for (int i = 0; i < n0Keys; ++i) { // x0Keys[i] = -1. + 4. * i / (n0Keys - 1); // } // for (int i = 0; i < n1Keys; ++i) { // x1Keys[i] = -1. + 5. * i / (n1Keys - 1); // } PiecewisePolynomialFunction2D func = new PiecewisePolynomialFunction2D(); final double[][] values = func.evaluate(result2D, x0Keys, x1Keys).getData(); for (int i = 0; i < n0Keys; ++i) { System.out.print("\t" + x0Keys[i]); } System.out.print("\n"); for (int j = 0; j < n1Keys; ++j) { System.out.print(x1Keys[j]); for (int i = 0; i < n0Keys; ++i) { System.out.print("\t" + values[i][j]); } System.out.print("\n"); } System.out.print("\n"); for (int i = 0; i < x0Values.length; ++i) { System.out.print("\t" + x0Values[i]); } System.out.print("\n"); for (int j = 0; j < x1Values.length; ++j) { System.out.print(x1Values[j]); for (int i = 0; i < x0Values.length; ++i) { System.out.print("\t" + yValues[i][j]); } System.out.print("\n"); } System.out.print("\n"); } /** * */ @Test (enabled = false) public void randomTest() { double[] x0Values = new double[] {1., 2., 3., 4. }; double[] x1Values = new double[] {-1., 0., 1., 2., 3. }; final int n0Data = x0Values.length; final int n1Data = x1Values.length; double[][] yValues = new double[n0Data][n1Data]; final Random randObj = new Random(); int k = 0; while (k < 100000) { for (int i = 0; i < n0Data; ++i) { for (int j = 0; j < n1Data; ++j) { yValues[i][j] = randObj.nextInt(4) - 2.; } } System.out.println(new DoubleMatrix2D(yValues)); NaturalSplineInterpolator method = new NaturalSplineInterpolator(); PiecewisePolynomialInterpolator2D interp = new BicubicSplineInterpolator(method); interp.interpolate(x0Values, x1Values, yValues); ++k; } } }