/**
* Copyright (C) 2014 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.strata.math.impl.function;
import java.util.ArrayList;
import java.util.List;
import org.testng.annotations.Test;
import com.opengamma.strata.collect.array.DoubleArray;
import com.opengamma.strata.math.impl.util.AssertMatrix;
/**
* Construct a curve a + b*x + c*x^2 (where a, b, and c are the parameters), then make some VectorFunctions
* that sample the curve at some values of x, thus providing a mapping from the model parameters to the curve
* value at the sample positions.
*/
@Test
public class DoublesVectorFunctionProviderTest {
@Test
public void test() {
final ParameterizedCurve curve = new ParameterizedCurve() {
@Override
public Double evaluate(final Double x, final DoubleArray parameters) {
return parameters.get(0) + parameters.get(1) * x + parameters.get(2) * x * x;
}
@Override
public int getNumberOfParameters() {
return 3;
}
};
final DoublesVectorFunctionProvider pro = new DoublesVectorFunctionProvider() {
@Override
public VectorFunction from(final double[] x) {
final ParameterizedCurveVectorFunction vf = new ParameterizedCurveVectorFunction(x, curve);
return vf;
}
};
//a = -2, b = 1, c = 0.5
final DoubleArray parms = DoubleArray.of(-2.0, 1.0, 0.5);
//sample the curve at x = -1, 0, and 1
VectorFunction f = pro.from(new Double[] {-1.0, 0.0, 1.0 });
DoubleArray y = f.apply(parms);
AssertMatrix.assertEqualsVectors(DoubleArray.of(-2.5, -2.0, -0.5), y, 1e-15);
final List<Double> l = new ArrayList<>(3);
l.add(0.0);
l.add(2.0);
l.add(4.0);
f = pro.from(l);
y = f.apply(parms);
AssertMatrix.assertEqualsVectors(DoubleArray.of(-2.0, 2.0, 10.0), y, 1e-15);
}
}