/**
* Copyright (C) 2009 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.analytics.math.rootfinding.newton;
import static org.testng.AssertJUnit.assertEquals;
import org.testng.annotations.Test;
import com.opengamma.analytics.math.function.Function1D;
import com.opengamma.analytics.math.matrix.DoubleMatrix1D;
import com.opengamma.analytics.math.matrix.DoubleMatrix2D;
import com.opengamma.util.test.TestGroup;
/**
* Test.
*/
@Test(groups = TestGroup.UNIT)
public class JacobianEstimateInitializationFunctionTest {
private static final JacobianEstimateInitializationFunction ESTIMATE = new JacobianEstimateInitializationFunction();
private static final Function1D<DoubleMatrix1D, DoubleMatrix2D> J = new Function1D<DoubleMatrix1D, DoubleMatrix2D>() {
@Override
public DoubleMatrix2D evaluate(DoubleMatrix1D v) {
double[] x = v.getData();
return new DoubleMatrix2D(new double[][] { {x[0] * x[0], x[0] * x[1]}, {x[0] - x[1], x[1] * x[1]}});
}
};
private static final DoubleMatrix1D X = new DoubleMatrix1D(new double[] {1, 2});
@Test(expectedExceptions = IllegalArgumentException.class)
public void testNullFunction() {
ESTIMATE.getInitializedMatrix(null, X);
}
@Test(expectedExceptions = IllegalArgumentException.class)
public void testNullVector() {
ESTIMATE.getInitializedMatrix(J, null);
}
@Test
public void test() {
DoubleMatrix2D m1 = ESTIMATE.getInitializedMatrix(J, X);
DoubleMatrix2D m2 = J.evaluate(X);
for (int i = 0; i < 2; i++) {
for (int j = 0; j < 2; j++) {
assertEquals(m1.getEntry(i, j), m2.getEntry(i, j), 1e-9);
}
}
}
}