ShermanMorrisonMatrixUpdateFunctionTest.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.rootfinding.newton;

import java.util.function.Function;

import org.testng.annotations.Test;

import com.opengamma.strata.collect.array.DoubleArray;
import com.opengamma.strata.collect.array.DoubleMatrix;
import com.opengamma.strata.math.impl.matrix.MatrixAlgebra;
import com.opengamma.strata.math.impl.matrix.OGMatrixAlgebra;

/**
 * Test.
 */
@Test
public class ShermanMorrisonMatrixUpdateFunctionTest {
  private static final MatrixAlgebra ALGEBRA = new OGMatrixAlgebra();
  private static final ShermanMorrisonMatrixUpdateFunction UPDATE = new ShermanMorrisonMatrixUpdateFunction(ALGEBRA);
  private static final DoubleArray V = DoubleArray.of(1, 2);
  private static final DoubleMatrix M = DoubleMatrix.copyOf(new double[][] { {3, 4}, {5, 6}});
  private static final Function<DoubleArray, DoubleMatrix> J = new Function<DoubleArray, DoubleMatrix>() {
    @SuppressWarnings("synthetic-access")
    @Override
    public DoubleMatrix apply(DoubleArray x) {
      return ALGEBRA.getOuterProduct(x, x);
    }
  };

  @Test(expectedExceptions = IllegalArgumentException.class)
  public void testNull() {
    new ShermanMorrisonMatrixUpdateFunction(null);
  }

  @Test(expectedExceptions = IllegalArgumentException.class)
  public void testNullDeltaX() {
    UPDATE.getUpdatedMatrix(J, V, null, V, M);
  }

  @Test(expectedExceptions = IllegalArgumentException.class)
  public void testNullDeltaY() {
    UPDATE.getUpdatedMatrix(J, V, V, null, M);
  }

  @Test(expectedExceptions = IllegalArgumentException.class)
  public void testNullMatrix() {
    UPDATE.getUpdatedMatrix(J, V, V, V, null);
  }
}