/**
* Copyright (C) 2013 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.strata.math.impl.interpolation;
import static org.testng.Assert.assertEquals;
import static org.testng.Assert.assertTrue;
import org.testng.annotations.Test;
import com.opengamma.strata.collect.array.DoubleArray;
import com.opengamma.strata.collect.array.DoubleMatrix;
/**
* Here we use the following notation
* h_i = xValues[i+1] - xValues[i]
* delta_i = (yValues[i+1] - yValues[i])/h_i
* d_i = dF(x)/dx |x=xValues[i] where F(x) is the piecewise interpolation function
*/
@Test
public class PiecewiseCubicHermiteSplineInterpolatorTest {
private static final double EPS = 1e-14;
private static final double INF = 1. / 0.;
/**
* Test for the case with boundary value d_0 = 0
*/
public void BvCase1Test() {
final double[] xValues = new double[] {1., 2., 3., 4. };
final double[] yValues = new double[] {1., 2., 10., 11. };
final int nIntervalsExp = 3;
final int orderExp = 4;
final int dimExp = 1;
final double[][] coefsMatExp = new double[][] { {-2. / 9., 11. / 9., 0., 1. }, {-112. / 9., 56. / 3., 16. / 9., 2. }, {-2. / 9., -80. / 144., 16. / 9., 10. } };
PiecewisePolynomialInterpolator interp = new PiecewiseCubicHermiteSplineInterpolator();
PiecewisePolynomialResult result = interp.interpolate(xValues, yValues);
assertEquals(result.getDimensions(), dimExp);
assertEquals(result.getNumberOfIntervals(), nIntervalsExp);
assertEquals(result.getDimensions(), dimExp);
for (int i = 0; i < nIntervalsExp; ++i) {
for (int j = 0; j < orderExp; ++j) {
final double ref = coefsMatExp[i][j] == 0. ? 1. : Math.abs(coefsMatExp[i][j]);
assertEquals(result.getCoefMatrix().get(i, j), coefsMatExp[i][j], ref * EPS);
}
}
for (int j = 0; j < nIntervalsExp + 1; ++j) {
assertEquals(result.getKnots().get(j), xValues[j]);
}
}
/**
* Test for the case with boundary value d_0 = 3 * delta_0
*/
public void BvCase2Test() {
final double[] xValues = new double[] {1., 2., 3., 4. };
final double[] yValues = new double[] {9., 10., 1., 3. };
final int nIntervalsExp = 3;
final int orderExp = 4;
final int dimExp = 1;
final double[][] coefsMatExp = new double[][] { {1., -3., 3., 9. }, {18., -27., 0., 10. }, {2., 0., 0., 1. } };
PiecewiseCubicHermiteSplineInterpolator interp = new PiecewiseCubicHermiteSplineInterpolator();
PiecewisePolynomialResult result = interp.interpolate(xValues, yValues);
assertEquals(result.getDimensions(), dimExp);
assertEquals(result.getNumberOfIntervals(), nIntervalsExp);
assertEquals(result.getDimensions(), dimExp);
for (int i = 0; i < nIntervalsExp; ++i) {
for (int j = 0; j < orderExp; ++j) {
final double ref = coefsMatExp[i][j] == 0. ? 1. : Math.abs(coefsMatExp[i][j]);
assertEquals(result.getCoefMatrix().get(i, j), coefsMatExp[i][j], ref * EPS);
}
}
for (int j = 0; j < nIntervalsExp + 1; ++j) {
assertEquals(result.getKnots().get(j), xValues[j]);
}
}
/**
* Test for the case with boundary value d_0 = ((2 * h_0 + h_1) * delta_0 - h_0 * delta_1)/(h_0 + h_1)
*/
public void BvCase3Test() {
final double[] xValues = new double[] {1., 2., 3., 4. };
final double[] yValues = new double[] {2., 3., 2., 3. };
final int nIntervalsExp = 3;
final int orderExp = 4;
final int dimExp = 1;
final double[][] coefsMatExp = new double[][] { {0., -1., 2., 2. }, {2., -3., 0., 3. }, {0., 1., 0., 2. } };
PiecewiseCubicHermiteSplineInterpolator interp = new PiecewiseCubicHermiteSplineInterpolator();
PiecewisePolynomialResult result = interp.interpolate(xValues, yValues);
assertEquals(result.getDimensions(), dimExp);
assertEquals(result.getNumberOfIntervals(), nIntervalsExp);
assertEquals(result.getDimensions(), dimExp);
for (int i = 0; i < nIntervalsExp; ++i) {
for (int j = 0; j < orderExp; ++j) {
final double ref = coefsMatExp[i][j] == 0. ? 1. : Math.abs(coefsMatExp[i][j]);
assertEquals(result.getCoefMatrix().get(i, j), coefsMatExp[i][j], ref * EPS);
}
}
for (int j = 0; j < nIntervalsExp + 1; ++j) {
assertEquals(result.getKnots().get(j), xValues[j]);
}
}
/**
* Test for the case with boundary value d_0 = ((2 * h_0 + h_1) * delta_0 - h_0 * delta_1)/(h_0 + h_1) corresponding to the other branch
*/
public void BvCase3AnotherTest() {
final double[] xValues = new double[] {1., 2., 3., 4. };
final double[] yValues = new double[] {2., 3., 2., 1. };
final int nIntervalsExp = 3;
final int orderExp = 4;
final int dimExp = 1;
final double[][] coefsMatExp = new double[][] { {0., -1., 2., 2. }, {1., -2., 0., 3. }, {0., 0., -1., 2. } };
PiecewiseCubicHermiteSplineInterpolator interp = new PiecewiseCubicHermiteSplineInterpolator();
PiecewisePolynomialResult result = interp.interpolate(xValues, yValues);
assertEquals(result.getDimensions(), dimExp);
assertEquals(result.getNumberOfIntervals(), nIntervalsExp);
assertEquals(result.getDimensions(), dimExp);
for (int i = 0; i < nIntervalsExp; ++i) {
for (int j = 0; j < orderExp; ++j) {
final double ref = coefsMatExp[i][j] == 0. ? 1. : Math.abs(coefsMatExp[i][j]);
assertEquals(result.getCoefMatrix().get(i, j), coefsMatExp[i][j], ref * EPS);
}
}
for (int j = 0; j < nIntervalsExp + 1; ++j) {
assertEquals(result.getKnots().get(j), xValues[j]);
}
}
/**
* d_i =0 if delta_i = 0 or delta_{i-1} = 0
*/
public void CoincideYvaluesTest() {
final double[] xValues = new double[] {1., 2., 3., 4. };
final double[] yValues = new double[] {1., 2., 2., 3. };
final int nIntervalsExp = 3;
final int orderExp = 4;
final int dimExp = 1;
final double[][] coefsMatExp = new double[][] { {-1. / 2., 0., 1.5, 1. }, {0., 0., 0., 2. }, {-0.5, 1.5, 0., 2. } };
PiecewiseCubicHermiteSplineInterpolator interp = new PiecewiseCubicHermiteSplineInterpolator();
PiecewisePolynomialResult result = interp.interpolate(xValues, yValues);
assertEquals(result.getDimensions(), dimExp);
assertEquals(result.getNumberOfIntervals(), nIntervalsExp);
assertEquals(result.getDimensions(), dimExp);
for (int i = 0; i < nIntervalsExp; ++i) {
for (int j = 0; j < orderExp; ++j) {
final double ref = coefsMatExp[i][j] == 0. ? 1. : Math.abs(coefsMatExp[i][j]);
assertEquals(result.getCoefMatrix().get(i, j), coefsMatExp[i][j], ref * EPS);
}
}
for (int j = 0; j < nIntervalsExp + 1; ++j) {
assertEquals(result.getKnots().get(j), xValues[j]);
}
}
/**
* Intervals have different length
*/
public void diffIntervalsTest() {
final double[] xValues = new double[] {1., 2., 5., 8. };
final double[] yValues = new double[] {2., 3., 2., 1. };
final int nIntervalsExp = 3;
final int orderExp = 4;
final int dimExp = 1;
final double[][] coefsMatExp = new double[][] { {-2. / 3., 1. / 3., 4. / 3., 2. }, {1. / 27., -2. / 9., 0., 3. }, {0., 0., -1. / 3., 2. } };
PiecewiseCubicHermiteSplineInterpolator interp = new PiecewiseCubicHermiteSplineInterpolator();
PiecewisePolynomialResult result = interp.interpolate(xValues, yValues);
assertEquals(result.getDimensions(), dimExp);
assertEquals(result.getNumberOfIntervals(), nIntervalsExp);
assertEquals(result.getDimensions(), dimExp);
for (int i = 0; i < nIntervalsExp; ++i) {
for (int j = 0; j < orderExp; ++j) {
final double ref = coefsMatExp[i][j] == 0. ? 1. : Math.abs(coefsMatExp[i][j]);
assertEquals(result.getCoefMatrix().get(i, j), coefsMatExp[i][j], ref * EPS);
}
}
for (int j = 0; j < nIntervalsExp + 1; ++j) {
assertEquals(result.getKnots().get(j), xValues[j]);
}
}
/**
* Linear interpolation for 2 data points
*/
public void LinearTest() {
final double[] xValues = new double[] {1., 2. };
final double[] yValues = new double[] {1., 4. };
final int nIntervalsExp = 1;
final int orderExp = 4;
final int dimExp = 1;
final double[][] coefsMatExp = new double[][] {{0., 0., 3., 1. } };
PiecewiseCubicHermiteSplineInterpolator interp = new PiecewiseCubicHermiteSplineInterpolator();
PiecewisePolynomialResult result = interp.interpolate(xValues, yValues);
assertEquals(result.getDimensions(), dimExp);
assertEquals(result.getNumberOfIntervals(), nIntervalsExp);
assertEquals(result.getDimensions(), dimExp);
for (int i = 0; i < nIntervalsExp; ++i) {
for (int j = 0; j < orderExp; ++j) {
final double ref = result.getCoefMatrix().get(i, j) == 0. ? 1. : Math.abs(result.getCoefMatrix().get(i, j));
assertEquals(result.getCoefMatrix().get(i, j), coefsMatExp[i][j], ref * EPS);
}
}
for (int j = 0; j < nIntervalsExp + 1; ++j) {
assertEquals(result.getKnots().get(j), xValues[j]);
}
}
//(enabled=false)
public void monotonicTest() {
final boolean print = false; //turn to false before pushing
if (print) {
}
PiecewiseCubicHermiteSplineInterpolator interpolator = new PiecewiseCubicHermiteSplineInterpolator();
final double[] xValues = new double[] {0., 0.3, 0.6, 1.5, 2.7, 3.4, 4.8, 5.9 };
final double[] yValues = new double[] {1.0, 1.2, 1.5, 2.0, 2.1, 3.0, 3.1, 3.3 };
final int nPts = 300;
double old = yValues[0] * xValues[0];
for (int i = 0; i < nPts; ++i) {
final double key = 0.0 + i * 5.9 / (nPts - 1);
final double value = interpolator.interpolate(xValues, yValues, key);
if (print) {
}
assertTrue(value >= old);
old = value;
}
}
/**
*
*/
@Test(expectedExceptions = IllegalArgumentException.class)
public void NullXvaluesTest() {
double[] xValues = new double[4];
double[] yValues = new double[] {1., 2., 3., 4. };
xValues = null;
PiecewiseCubicHermiteSplineInterpolator interp = new PiecewiseCubicHermiteSplineInterpolator();
interp.interpolate(xValues, yValues);
}
/**
*
*/
@Test(expectedExceptions = IllegalArgumentException.class)
public void NullYvaluesTest() {
double[] xValues = new double[] {1., 2., 3., 4. };
double[] yValues = new double[4];
yValues = null;
PiecewiseCubicHermiteSplineInterpolator interp = new PiecewiseCubicHermiteSplineInterpolator();
interp.interpolate(xValues, yValues);
}
/**
*
*/
@Test(expectedExceptions = IllegalArgumentException.class)
public void wrongDatalengthTest() {
double[] xValues = new double[] {1., 2., 3. };
double[] yValues = new double[] {1., 2., 3., 4. };
PiecewiseCubicHermiteSplineInterpolator interp = new PiecewiseCubicHermiteSplineInterpolator();
interp.interpolate(xValues, yValues);
}
/**
*
*/
@Test(expectedExceptions = IllegalArgumentException.class)
public void shortDataLengthTest() {
double[] xValues = new double[] {1. };
double[] yValues = new double[] {4. };
PiecewiseCubicHermiteSplineInterpolator interp = new PiecewiseCubicHermiteSplineInterpolator();
interp.interpolate(xValues, yValues);
}
/**
*
*/
@Test(expectedExceptions = IllegalArgumentException.class)
public void NaNxValuesTest() {
double[] xValues = new double[] {1., 2., Double.NaN, 4. };
double[] yValues = new double[] {1., 2., 3., 4. };
PiecewiseCubicHermiteSplineInterpolator interp = new PiecewiseCubicHermiteSplineInterpolator();
interp.interpolate(xValues, yValues);
}
/**
*
*/
@Test(expectedExceptions = IllegalArgumentException.class)
public void NaNyValuesTest() {
double[] xValues = new double[] {1., 2., 3., 4. };
double[] yValues = new double[] {1., 2., Double.NaN, 4. };
PiecewiseCubicHermiteSplineInterpolator interp = new PiecewiseCubicHermiteSplineInterpolator();
interp.interpolate(xValues, yValues);
}
/**
*
*/
@Test(expectedExceptions = IllegalArgumentException.class)
public void InfxValuesTest() {
double[] xValues = new double[] {1., 2., 3., INF };
double[] yValues = new double[] {1., 2., 3., 4. };
PiecewiseCubicHermiteSplineInterpolator interp = new PiecewiseCubicHermiteSplineInterpolator();
interp.interpolate(xValues, yValues);
}
/**
*
*/
@Test(expectedExceptions = IllegalArgumentException.class)
public void InfyValuesTest() {
double[] xValues = new double[] {1., 2., 3., 4. };
double[] yValues = new double[] {1., 2., 3., INF };
PiecewiseCubicHermiteSplineInterpolator interp = new PiecewiseCubicHermiteSplineInterpolator();
interp.interpolate(xValues, yValues);
}
/**
*
*/
@Test(expectedExceptions = IllegalArgumentException.class)
public void coincideXvaluesTest() {
double[] xValues = new double[] {1., 2., 3., 3. };
double[] yValues = new double[] {1., 2., 3., 4. };
PiecewiseCubicHermiteSplineInterpolator interp = new PiecewiseCubicHermiteSplineInterpolator();
interp.interpolate(xValues, yValues);
}
/**
* Tests for multi-dimensions with all of the endpoint conditions
*/
public void AllBvsMultiTest() {
final double[] xValues = new double[] {1., 2., 3., 4. };
final double[][] yValues = new double[][] { {1., 2., 10., 11. }, {9., 10., 1., 3. }, {2., 3., 2., 3. }, {1., 2., 2., 3. }, {2., 3., 2., 1. } };
final int nIntervalsExp = 3;
final int orderExp = 4;
final int dimExp = 5;
final double[][] coefsMatExp = new double[][] { {-2. / 9., 11. / 9., 0., 1. }, {1., -3., 3., 9. }, {0., -1., 2., 2. }, {-1. / 2., 0., 1.5, 1. }, {0., -1., 2., 2. },
{-112. / 9., 56. / 3., 16. / 9., 2. }, {18., -27., 0., 10. }, {2., -3., 0., 3. }, {0., 0., 0., 2. }, {1., -2., 0., 3. },
{-2. / 9., -80. / 144., 16. / 9., 10. }, {2., 0., 0., 1. }, {0., 1., 0., 2. }, {-0.5, 1.5, 0., 2. }, {0., 0., -1., 2. } };
PiecewisePolynomialInterpolator interp = new PiecewiseCubicHermiteSplineInterpolator();
PiecewisePolynomialResult result = interp.interpolate(xValues, yValues);
assertEquals(result.getDimensions(), dimExp);
assertEquals(result.getNumberOfIntervals(), nIntervalsExp);
assertEquals(result.getDimensions(), dimExp);
for (int i = 0; i < nIntervalsExp * dimExp; ++i) {
for (int j = 0; j < orderExp; ++j) {
final double ref = coefsMatExp[i][j] == 0. ? 1. : Math.abs(coefsMatExp[i][j]);
assertEquals(result.getCoefMatrix().get(i, j), coefsMatExp[i][j], ref * EPS);
}
}
for (int j = 0; j < nIntervalsExp + 1; ++j) {
assertEquals(result.getKnots().get(j), xValues[j]);
}
}
/**
* Linear interpolation for 2 data points
*/
public void LinearMultiTest() {
final double[] xValues = new double[] {1., 2. };
final double[][] yValues = new double[][] { {1., 4. }, {1., 1. / 3. } };
final int nIntervalsExp = 1;
final int orderExp = 4;
final int dimExp = 2;
final double[][] coefsMatExp = new double[][] { {0., 0., 3., 1. }, {0., 0., -2. / 3., 1. } };
PiecewiseCubicHermiteSplineInterpolator interp = new PiecewiseCubicHermiteSplineInterpolator();
PiecewisePolynomialResult result = interp.interpolate(xValues, yValues);
assertEquals(result.getDimensions(), dimExp);
assertEquals(result.getNumberOfIntervals(), nIntervalsExp);
assertEquals(result.getDimensions(), dimExp);
for (int i = 0; i < nIntervalsExp * dimExp; ++i) {
for (int j = 0; j < orderExp; ++j) {
final double ref = coefsMatExp[i][j] == 0. ? 1. : Math.abs(coefsMatExp[i][j]);
assertEquals(result.getCoefMatrix().get(i, j), coefsMatExp[i][j], ref * EPS);
}
}
for (int j = 0; j < nIntervalsExp + 1; ++j) {
assertEquals(result.getKnots().get(j), xValues[j]);
}
}
/**
* Intervals have different length
*/
public void diffIntervalsMultiTest() {
final double[] xValues = new double[] {1., 2., 5., 8. };
final double[][] yValues = new double[][] { {2., 3., 2., 1. }, {-1., 3., 6., 7. } };
final int nIntervalsExp = 3;
final int orderExp = 4;
final int dimExp = 2;
final double[][] coefsMatExp = new double[][] { {-2. / 3., 1. / 3., 4. / 3., 2. }, {-53. / 36, 13. / 18., 19. / 4., -1. }, {1. / 27., -2. / 9., 0., 3. }, {5. / 162., -19. / 54., 16. / 9., 3. },
{0., 0., -1. / 3., 2. }, {-1. / 54., 0., 1. / 2., 6. } };
PiecewiseCubicHermiteSplineInterpolator interp = new PiecewiseCubicHermiteSplineInterpolator();
PiecewisePolynomialResult result = interp.interpolate(xValues, yValues);
assertEquals(result.getDimensions(), dimExp);
assertEquals(result.getNumberOfIntervals(), nIntervalsExp);
assertEquals(result.getDimensions(), dimExp);
for (int i = 0; i < nIntervalsExp * dimExp; ++i) {
for (int j = 0; j < orderExp; ++j) {
final double ref = coefsMatExp[i][j] == 0. ? 1. : Math.abs(coefsMatExp[i][j]);
assertEquals(result.getCoefMatrix().get(i, j), coefsMatExp[i][j], ref * EPS);
}
}
for (int j = 0; j < nIntervalsExp + 1; ++j) {
assertEquals(result.getKnots().get(j), xValues[j]);
}
}
/**
*
*/
@Test(expectedExceptions = IllegalArgumentException.class)
public void NullXvaluesMultiTest() {
double[] xValues = new double[4];
double[][] yValues = new double[][] { {1., 2., 3., 4. }, {1., 5., 3., 4. } };
xValues = null;
PiecewiseCubicHermiteSplineInterpolator interp = new PiecewiseCubicHermiteSplineInterpolator();
interp.interpolate(xValues, yValues);
}
/**
*
*/
@Test(expectedExceptions = IllegalArgumentException.class)
public void NullYvaluesMultiTest() {
double[] xValues = new double[] {1., 2., 3., 4. };
double[][] yValues = new double[2][4];
yValues = null;
PiecewiseCubicHermiteSplineInterpolator interp = new PiecewiseCubicHermiteSplineInterpolator();
interp.interpolate(xValues, yValues);
}
/**
*
*/
@Test(expectedExceptions = IllegalArgumentException.class)
public void wrongDatalengthMultiTest() {
double[] xValues = new double[] {1., 2., 3. };
double[][] yValues = new double[][] { {1., 2., 3., 4. }, {2., 2., 3., 4. } };
PiecewiseCubicHermiteSplineInterpolator interp = new PiecewiseCubicHermiteSplineInterpolator();
interp.interpolate(xValues, yValues);
}
/**
*
*/
@Test(expectedExceptions = IllegalArgumentException.class)
public void shortDataLengthMultiTest() {
double[] xValues = new double[] {1. };
double[][] yValues = new double[][] { {4. }, {1. } };
PiecewiseCubicHermiteSplineInterpolator interp = new PiecewiseCubicHermiteSplineInterpolator();
interp.interpolate(xValues, yValues);
}
/**
*
*/
@Test(expectedExceptions = IllegalArgumentException.class)
public void NaNxValuesMultiTest() {
double[] xValues = new double[] {1., 2., Double.NaN, 4. };
double[][] yValues = new double[][] { {1., 2., 3., 4. }, {2., 2., 3., 4. } };
PiecewiseCubicHermiteSplineInterpolator interp = new PiecewiseCubicHermiteSplineInterpolator();
interp.interpolate(xValues, yValues);
}
/**
*
*/
@Test(expectedExceptions = IllegalArgumentException.class)
public void NaNyValuesMultiTest() {
double[] xValues = new double[] {1., 2., 3., 4. };
double[][] yValues = new double[][] { {1., 2., 3., 4. }, {1., 2., Double.NaN, 4. } };
PiecewiseCubicHermiteSplineInterpolator interp = new PiecewiseCubicHermiteSplineInterpolator();
interp.interpolate(xValues, yValues);
}
/**
*
*/
@Test(expectedExceptions = IllegalArgumentException.class)
public void InfxValuesMultiTest() {
double[] xValues = new double[] {1., 2., 3., INF };
double[][] yValues = new double[][] { {1., 2., 3., 4. }, {2., 2., 3., 4. } };
PiecewiseCubicHermiteSplineInterpolator interp = new PiecewiseCubicHermiteSplineInterpolator();
interp.interpolate(xValues, yValues);
}
/**
*
*/
@Test(expectedExceptions = IllegalArgumentException.class)
public void InfyValuesMultiTest() {
double[] xValues = new double[] {1., 2., 3., 4. };
double[][] yValues = new double[][] { {1., 2., 3., 4. }, {1., 2., 3., INF } };
PiecewiseCubicHermiteSplineInterpolator interp = new PiecewiseCubicHermiteSplineInterpolator();
interp.interpolate(xValues, yValues);
}
/**
*
*/
@Test(expectedExceptions = IllegalArgumentException.class)
public void coincideXvaluesMultiTest() {
double[] xValues = new double[] {1., 2., 3., 3. };
double[][] yValues = new double[][] { {1., 2., 3., 4. }, {2., 2., 3., 4. } };
PiecewiseCubicHermiteSplineInterpolator interp = new PiecewiseCubicHermiteSplineInterpolator();
interp.interpolate(xValues, yValues);
}
/**
* Derive value of the underlying cubic spline function at the value of xKey
*/
public void InterpolantsTest() {
final double[] xValues = new double[] {1., 2., 3., 4. };
final double[][] yValues = new double[][] { {2., 3., 2., 1. }, {1., 2., 10., 11. } };
final double[][] xKey = new double[][] { {-1., 0.5, 1.5 }, {2.5, 3.5, 4.5 } };
final double[][][] resultValuesExpected = new double[][][] { { {-6., 21. / 8. }, {23. / 3., 6. } }, { {3. / 4., 3. / 2. }, {4. / 3., 193. / 18. } },
{ {11. / 4., 1. / 2. }, {23. / 18., 32. / 3. } } };
final int yDim = yValues.length;
final int keyLength = xKey[0].length;
final int keyDim = xKey.length;
PiecewiseCubicHermiteSplineInterpolator interp = new PiecewiseCubicHermiteSplineInterpolator();
double value = interp.interpolate(xValues, yValues[0], xKey[0][0]);
{
final double ref = resultValuesExpected[0][0][0] == 0. ? 1. : Math.abs(resultValuesExpected[0][0][0]);
assertEquals(value, resultValuesExpected[0][0][0], ref * EPS);
}
DoubleArray valuesVec1 = interp.interpolate(xValues, yValues, xKey[0][0]);
for (int i = 0; i < yDim; ++i) {
final double ref = resultValuesExpected[0][i][0] == 0. ? 1. : Math.abs(resultValuesExpected[0][i][0]);
assertEquals(valuesVec1.get(i), resultValuesExpected[0][i][0], ref * EPS);
}
DoubleArray valuesVec2 = interp.interpolate(xValues, yValues[0], xKey[0]);
for (int k = 0; k < keyLength; ++k) {
final double ref = resultValuesExpected[k][0][0] == 0. ? 1. : Math.abs(resultValuesExpected[k][0][0]);
assertEquals(valuesVec2.get(k), resultValuesExpected[k][0][0], ref * EPS);
}
DoubleMatrix valuesMat1 = interp.interpolate(xValues, yValues[0], xKey);
for (int j = 0; j < keyDim; ++j) {
for (int k = 0; k < keyLength; ++k) {
final double ref = resultValuesExpected[k][0][j] == 0. ? 1. : Math.abs(resultValuesExpected[k][0][j]);
assertEquals(valuesMat1.get(j, k), resultValuesExpected[k][0][j], ref * EPS);
}
}
DoubleMatrix valuesMat2 = interp.interpolate(xValues, yValues, xKey[0]);
for (int i = 0; i < yDim; ++i) {
for (int k = 0; k < keyLength; ++k) {
final double ref = resultValuesExpected[k][i][0] == 0. ? 1. : Math.abs(resultValuesExpected[k][i][0]);
assertEquals(valuesMat2.get(i, k), resultValuesExpected[k][i][0], ref * EPS);
}
}
DoubleMatrix[] valuesMat3 = interp.interpolate(xValues, yValues, xKey);
for (int i = 0; i < yDim; ++i) {
for (int j = 0; j < keyDim; ++j) {
for (int k = 0; k < keyLength; ++k) {
final double ref = resultValuesExpected[k][i][j] == 0. ? 1. : Math.abs(resultValuesExpected[k][i][j]);
assertEquals(valuesMat3[k].get(i, j), resultValuesExpected[k][i][j], ref * EPS);
}
}
}
}
/**
*
*/
@Test(expectedExceptions = IllegalArgumentException.class)
public void NullKeyTest() {
double[] xValues = new double[] {1., 2., 3. };
double[] yValues = new double[] {1., 3., 4. };
double[] xKey = new double[3];
xKey = null;
PiecewiseCubicHermiteSplineInterpolator interp = new PiecewiseCubicHermiteSplineInterpolator();
interp.interpolate(xValues, yValues, xKey);
}
/**
*
*/
@Test(expectedExceptions = IllegalArgumentException.class)
public void NullKeyMultiTest() {
double[] xValues = new double[] {1., 2., 3. };
double[][] yValues = new double[][] { {1., 3., 4. }, {2., 3., 1. } };
double[] xKey = new double[3];
xKey = null;
PiecewiseCubicHermiteSplineInterpolator interp = new PiecewiseCubicHermiteSplineInterpolator();
interp.interpolate(xValues, yValues, xKey);
}
/**
*
*/
@Test(expectedExceptions = IllegalArgumentException.class)
public void NullKeyMatrixTest() {
double[] xValues = new double[] {1., 2., 3. };
double[] yValues = new double[] {1., 3., 4. };
double[][] xKey = new double[3][3];
xKey = null;
PiecewiseCubicHermiteSplineInterpolator interp = new PiecewiseCubicHermiteSplineInterpolator();
interp.interpolate(xValues, yValues, xKey);
}
/**
*
*/
@Test(expectedExceptions = IllegalArgumentException.class)
public void NullKeyMatrixMultiTest() {
double[] xValues = new double[] {1., 2., 3. };
double[][] yValues = new double[][] { {1., 3., 4. }, {2., 3., 1. } };
double[][] xKey = new double[3][4];
xKey = null;
PiecewiseCubicHermiteSplineInterpolator interp = new PiecewiseCubicHermiteSplineInterpolator();
interp.interpolate(xValues, yValues, xKey);
}
/**
*
*/
@Test(expectedExceptions = IllegalArgumentException.class)
public void InfiniteOutputTest() {
double[] xValues = new double[] {1.e-308, 2.e-308 };
double[] yValues = new double[] {1., 1.e308 };
PiecewiseCubicHermiteSplineInterpolator interp = new PiecewiseCubicHermiteSplineInterpolator();
interp.interpolate(xValues, yValues);
}
/**
*
*/
@Test(expectedExceptions = IllegalArgumentException.class)
public void InfiniteOutputMultiTest() {
double[] xValues = new double[] {1.e-308, 2.e-308 };
double[][] yValues = new double[][] { {1., 1.e308 }, {2., 1. } };
PiecewiseCubicHermiteSplineInterpolator interp = new PiecewiseCubicHermiteSplineInterpolator();
interp.interpolate(xValues, yValues);
}
/**
*
*/
@Test(expectedExceptions = IllegalArgumentException.class)
public void NanOutputTest() {
double[] xValues = new double[] {1., 2.e-308, 3.e-308, 4. };
double[] yValues = new double[] {1., 2., 1.e308, 3. };
PiecewiseCubicHermiteSplineInterpolator interp = new PiecewiseCubicHermiteSplineInterpolator();
interp.interpolate(xValues, yValues);
}
/**
*
*/
@Test(expectedExceptions = IllegalArgumentException.class)
public void NanOutputMultiTest() {
double[] xValues = new double[] {1., 2.e-308, 3.e-308, 4. };
double[][] yValues = new double[][] { {1., 2., 3., 4. }, {2., 2., 3., 4. } };
PiecewiseCubicHermiteSplineInterpolator interp = new PiecewiseCubicHermiteSplineInterpolator();
interp.interpolate(xValues, yValues);
}
/**
*
*/
@Test(expectedExceptions = IllegalArgumentException.class)
public void LargeInterpolantsTest() {
final double[] xValues = new double[] {1., 2., 3., 4. };
final double[][] yValues = new double[][] { {2., 10., 2., 5. }, {1., 2., 10., 11. } };
PiecewiseCubicHermiteSplineInterpolator interp = new PiecewiseCubicHermiteSplineInterpolator();
interp.interpolate(xValues, yValues[0], 1.e308);
}
}