GaussLegendreWeightAndAbscissaFunctionTest.java

/**
 * Copyright (C) 2009 - present by OpenGamma Inc. and the OpenGamma group of companies
 *
 * Please see distribution for license.
 */
package com.opengamma.strata.math.impl.integration;

import org.testng.annotations.Test;

/**
 * Test.
 */
@Test
public class GaussLegendreWeightAndAbscissaFunctionTest extends WeightAndAbscissaFunctionTestCase {
  private static final double[] X2 = new double[] {-Math.sqrt(3) / 3., Math.sqrt(3) / 3. };
  private static final double[] W2 = new double[] {1, 1 };
  private static final double[] X3 = new double[] {-Math.sqrt(15) / 5., 0, Math.sqrt(15) / 5. };
  private static final double[] W3 = new double[] {5. / 9, 8. / 9, 5. / 9 };
  private static final double[] X4 = new double[] {-Math.sqrt(525 + 70 * Math.sqrt(30)) / 35., -Math.sqrt(525 - 70 * Math.sqrt(30)) / 35., Math.sqrt(525 - 70 * Math.sqrt(30)) / 35.,
    Math.sqrt(525 + 70 * Math.sqrt(30)) / 35. };
  private static final double[] W4 = new double[] {(18 - Math.sqrt(30)) / 36., (18 + Math.sqrt(30)) / 36., (18 + Math.sqrt(30)) / 36., (18 - Math.sqrt(30)) / 36. };
  private static final double[] X5 = new double[] {-Math.sqrt(245 + 14 * Math.sqrt(70)) / 21., -Math.sqrt(245 - 14 * Math.sqrt(70)) / 21., 0, Math.sqrt(245 - 14 * Math.sqrt(70)) / 21.,
    Math.sqrt(245 + 14 * Math.sqrt(70)) / 21. };
  private static final double[] W5 = new double[] {(322 - 13 * Math.sqrt(70)) / 900., (322 + 13 * Math.sqrt(70)) / 900., 128. / 225, (322 + 13 * Math.sqrt(70)) / 900.,
    (322 - 13 * Math.sqrt(70)) / 900. };
  private static final QuadratureWeightAndAbscissaFunction F = new GaussLegendreWeightAndAbscissaFunction();

  @Test
  public void test() {
    assertResults(F.generate(2), X2, W2);
    assertResults(F.generate(3), X3, W3);
    assertResults(F.generate(4), X4, W4);
    assertResults(F.generate(5), X5, W5);
  }

  @Override
  protected QuadratureWeightAndAbscissaFunction getFunction() {
    return F;
  }
}