/** * Copyright (C) 2013 - present by OpenGamma Inc. and the OpenGamma group of companies * * Please see distribution for license. */ package com.opengamma.analytics.math.function; import static org.testng.Assert.assertEquals; import org.testng.annotations.Test; import com.opengamma.analytics.math.interpolation.PiecewisePolynomialResult; 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 PiecewisePolynomialFunction1DTest { private static final double EPS = 1e-14; private static final double INF = 1. / 0.; /** * */ @Test public void evaluateAllTest() { final double[] xValues = new double[] {1, 2, 3, 4 }; final DoubleMatrix2D coefsMatrix = new DoubleMatrix2D( new double[][] { {1., -3., 3., -1 }, {0., 5., -20., 20 }, {1., 0., 0., 0. }, {0., 5., -10., 5 }, {1., 3., 3., 1. }, {0., 5., 0., 0. } }); final double[][] xKeys = new double[][] { {-2, 1, 2, 2.5 }, {1.5, 7. / 3., 29. / 7., 5. } }; final double[][][] valuesExp = new double[][][] { { {-64., -1., 0., 1. / 8. }, {-1. / 8., 1. / 27., 3375. / 7. / 7. / 7., 27. } }, { {125., 20., 5., 5. / 4. }, {45. / 4., 20. / 9., 2240. / 7. / 7. / 7., 20. } } }; final int dim = 2; final int nCoefs = 4; final int keyLength = xKeys[0].length; final int keyDim = xKeys.length; PiecewisePolynomialResult pp = new PiecewisePolynomialResult(new DoubleMatrix1D(xValues), coefsMatrix, nCoefs, dim); PiecewisePolynomialFunction1D function = new PiecewisePolynomialFunction1D(); final DoubleMatrix2D[] valuesResMat = function.evaluate(pp, xKeys); for (int i = 0; i < dim; ++i) { for (int k = 0; k < keyDim; ++k) { for (int j = 0; j < keyLength; ++j) { final double ref = valuesExp[i][k][j] == 0. ? 1. : Math.abs(valuesExp[i][k][j]); assertEquals(valuesResMat[i].getData()[k][j], valuesExp[i][k][j], ref * EPS); } } } final double[][] valuesRes = function.evaluate(pp, xKeys[0]).getData(); for (int i = 0; i < dim; ++i) { for (int j = 0; j < keyLength; ++j) { final double ref = valuesExp[i][0][j] == 0. ? 1. : Math.abs(valuesExp[i][0][j]); assertEquals(valuesRes[i][j], valuesExp[i][0][j], ref * EPS); } } double[] valuesResVec = function.evaluate(pp, xKeys[0][0]).getData(); for (int i = 0; i < dim; ++i) { final double ref = valuesExp[i][0][0] == 0. ? 1. : Math.abs(valuesExp[i][0][0]); assertEquals(valuesResVec[i], valuesExp[i][0][0], ref * EPS); } valuesResVec = function.evaluate(pp, xKeys[0][3]).getData(); for (int i = 0; i < dim; ++i) { final double ref = valuesExp[i][0][3] == 0. ? 1. : Math.abs(valuesExp[i][0][3]); assertEquals(valuesResVec[i], valuesExp[i][0][3], ref * EPS); } } /** * */ @Test public void linearAllTest() { final double[] knots = new double[] {1., 4. }; final DoubleMatrix2D coefsMatrix = new DoubleMatrix2D( new double[][] {{0., 1., 1. } }); final double[] xKeys = new double[] {-2, 1., 2.5, 4. }; final double[] initials = new double[] {-0.5, 1., 2.5, 5. }; final int nKeys = xKeys.length; final int nInit = initials.length; final double[] valuesExp = new double[] {-2, 1, 2.5, 4. }; final double[][] integrateExp = new double[nInit][nKeys]; for (int i = 0; i < nInit; ++i) { for (int j = 0; j < nKeys; ++j) { integrateExp[i][j] = 0.5 * (xKeys[j] * xKeys[j] - initials[i] * initials[i]); } } final double[] differentiateExp = new double[] {1., 1., 1., 1. }; PiecewisePolynomialResult result = new PiecewisePolynomialResult(new DoubleMatrix1D(knots), coefsMatrix, 3, 1); PiecewisePolynomialFunction1D function = new PiecewisePolynomialFunction1D(); final double[] values = function.evaluate(result, xKeys).getData()[0]; final double[] differentiate = function.differentiate(result, xKeys).getData()[0]; final double[][] integrate = new double[nInit][nKeys]; for (int i = 0; i < nInit; ++i) { for (int j = 0; j < nKeys; ++j) { integrate[i][j] = function.integrate(result, initials[i], xKeys).getData()[j]; } } for (int i = 0; i < nKeys; ++i) { final double ref = valuesExp[i] == 0. ? 1. : Math.abs(valuesExp[i]); assertEquals(values[i], valuesExp[i], ref * EPS); } for (int i = 0; i < nKeys; ++i) { final double ref = differentiateExp[i] == 0. ? 1. : Math.abs(differentiateExp[i]); assertEquals(differentiate[i], differentiateExp[i], ref * EPS); } for (int j = 0; j < nInit; ++j) { for (int i = 0; i < nKeys; ++i) { final double ref = integrateExp[j][i] == 0. ? 1. : Math.abs(integrateExp[j][i]); assertEquals(integrate[j][i], integrateExp[j][i], ref * EPS); } } } /** * */ @Test public void quadraticAllTest() { final double[] knots = new double[] {1., 3. }; final DoubleMatrix2D coefsMatrix = new DoubleMatrix2D( new double[][] {{-1., 2., 1. } }); final double[] xKeys = new double[] {-2, 1, 2.5, 4. }; final double[] initials = new double[] {-0.5, 1., 2.5, 5. }; final int nKeys = xKeys.length; final int nInit = initials.length; final double[] valuesExp = new double[] {-14., 1., 7. / 4., -2. }; final double[][] integrateExp = new double[nInit][nKeys]; for (int i = 0; i < nInit; ++i) { for (int j = 0; j < nKeys; ++j) { integrateExp[i][j] = -1. / 3. * (xKeys[j] - initials[i]) * (xKeys[j] * xKeys[j] + initials[i] * initials[i] - 6. * xKeys[j] - 6. * initials[i] + 6. + initials[i] * xKeys[j]); } } final double[] differentiateExp = new double[nKeys]; for (int j = 0; j < nKeys; ++j) { differentiateExp[j] = -2. * (xKeys[j] - 1) + 2.; } final double[] differentiateTwiceExp = new double[nKeys]; for (int j = 0; j < nKeys; ++j) { differentiateTwiceExp[j] = -2.; } PiecewisePolynomialResult result = new PiecewisePolynomialResult(new DoubleMatrix1D(knots), coefsMatrix, 3, 1); PiecewisePolynomialFunction1D function = new PiecewisePolynomialFunction1D(); final double[] values = function.evaluate(result, xKeys).getData()[0]; final double[] differentiate = function.differentiate(result, xKeys).getData()[0]; final double[] differentiateTwice = function.differentiateTwice(result, xKeys).getData()[0]; final double[][] integrate = new double[nInit][nKeys]; for (int i = 0; i < nInit; ++i) { for (int j = 0; j < nKeys; ++j) { integrate[i][j] = function.integrate(result, initials[i], xKeys).getData()[j]; } } for (int i = 0; i < nKeys; ++i) { final double ref = valuesExp[i] == 0. ? 1. : Math.abs(valuesExp[i]); assertEquals(values[i], valuesExp[i], ref * EPS); } for (int i = 0; i < nKeys; ++i) { final double ref = differentiateExp[i] == 0. ? 1. : Math.abs(differentiateExp[i]); assertEquals(differentiate[i], differentiateExp[i], ref * EPS); } for (int i = 0; i < nKeys; ++i) { final double ref = differentiateTwiceExp[i] == 0. ? 1. : Math.abs(differentiateTwiceExp[i]); assertEquals(differentiateTwice[i], differentiateTwiceExp[i], ref * EPS); } { final double ref = differentiateTwiceExp[1] == 0. ? 1. : Math.abs(differentiateTwiceExp[1]); assertEquals(differentiateTwice[1], differentiateTwiceExp[1], ref * EPS); } for (int j = 0; j < nInit; ++j) { for (int i = 0; i < nKeys; ++i) { final double ref = integrateExp[j][i] == 0. ? 1. : Math.abs(integrateExp[j][i]); assertEquals(integrate[j][i], integrateExp[j][i], ref * EPS); } } } /** * Sample function is f(x) = (x-1)^4 */ @Test public void GeneralIntegrateDifferentiateTest() { final double[] knots = new double[] {1., 2., 3., 4 }; final double[][] coefMat = new double[][] { {1., 0., 0., 0., 0. }, {1., 4., 6., 4., 1. }, {1., 8., 24., 32., 16. } }; final double[] xKeys = new double[] {-2, 1, 2.5, 4. }; final double[] initials = new double[] {1., 2.5, 23. / 7., 7. }; final int nKeys = xKeys.length; final int nInit = initials.length; final double[][] integrateExp = new double[nInit][nKeys]; for (int i = 0; i < nInit; ++i) { for (int j = 0; j < nKeys; ++j) { integrateExp[i][j] = Math.pow(xKeys[j] - 1., 5.) / 5. - Math.pow(initials[i] - 1., 5.) / 5.; } } final double[] differentiateExp = new double[] {-108., 0., 27. / 2., 108. }; final double[] differentiateTwiceExp = new double[nKeys]; for (int i = 0; i < nKeys; ++i) { differentiateTwiceExp[i] = 12. * (xKeys[i] - 1.) * (xKeys[i] - 1.); } PiecewisePolynomialFunction1D function = new PiecewisePolynomialFunction1D(); PiecewisePolynomialResult result = new PiecewisePolynomialResult(new DoubleMatrix1D(knots), new DoubleMatrix2D(coefMat), 5, 1); final double[] differentiate = function.differentiate(result, xKeys).getData()[0]; final double[] differentiateTwice = function.differentiateTwice(result, xKeys).getData()[0]; final double[][] integrate = new double[nInit][nKeys]; for (int i = 0; i < nInit; ++i) { for (int j = 0; j < nKeys; ++j) { integrate[i][j] = function.integrate(result, initials[i], xKeys).getData()[j]; } } for (int i = 0; i < nKeys; ++i) { final double ref = differentiateExp[i] == 0. ? 1. : Math.abs(differentiateExp[i]); assertEquals(differentiate[i], differentiateExp[i], ref * EPS); } for (int i = 0; i < nKeys; ++i) { final double ref = differentiateTwiceExp[i] == 0. ? 1. : Math.abs(differentiateTwiceExp[i]); assertEquals(differentiateTwice[i], differentiateTwiceExp[i], ref * EPS); } for (int j = 0; j < nInit; ++j) { for (int i = 0; i < nKeys; ++i) { final double ref = integrateExp[j][i] == 0. ? 1. : Math.abs(integrateExp[j][i]); assertEquals(integrate[j][i], integrateExp[j][i], ref * EPS); } } { final double ref = differentiateExp[0] == 0. ? 1. : Math.abs(differentiateExp[0]); assertEquals(function.differentiate(result, xKeys[0]).getData()[0], differentiateExp[0], ref * EPS); } { final double ref = differentiateExp[3] == 0. ? 1. : Math.abs(differentiateExp[3]); assertEquals(function.differentiate(result, xKeys[3]).getData()[0], differentiateExp[3], ref * EPS); } { final double ref = differentiateTwiceExp[0] == 0. ? 1. : Math.abs(differentiateTwiceExp[0]); assertEquals(function.differentiateTwice(result, xKeys[0]).getData()[0], differentiateTwiceExp[0], ref * EPS); } { final double ref = differentiateTwiceExp[3] == 0. ? 1. : Math.abs(differentiateTwiceExp[3]); assertEquals(function.differentiateTwice(result, xKeys[3]).getData()[0], differentiateTwiceExp[3], ref * EPS); } { final double ref = integrateExp[0][0] == 0. ? 1. : Math.abs(integrateExp[0][0]); assertEquals(function.integrate(result, initials[0], xKeys[0]), integrateExp[0][0], ref * EPS); } { final double ref = integrateExp[0][3] == 0. ? 1. : Math.abs(integrateExp[0][3]); assertEquals(function.integrate(result, initials[0], xKeys[3]), integrateExp[0][3], ref * EPS); } { final double ref = integrateExp[3][0] == 0. ? 1. : Math.abs(integrateExp[3][0]); assertEquals(function.integrate(result, initials[3], xKeys[0]), integrateExp[3][0], ref * EPS); } { final double ref = integrateExp[1][0] == 0. ? 1. : Math.abs(integrateExp[1][0]); assertEquals(function.integrate(result, initials[1], xKeys[0]), integrateExp[1][0], ref * EPS); } } /** * Error tests below */ @Test(expectedExceptions = IllegalArgumentException.class) public void nullpEvaluateTest() { final double[] xValues = new double[] {1, 2, 3, 4 }; final DoubleMatrix2D coefsMatrix = new DoubleMatrix2D( new double[][] { {1., -3., 3., -1 }, {0., 5., -20., 20 }, {1., 0., 0., 0. }, {0., 5., -10., 5 }, {1., 3., 3., 1. }, {0., 5., 0., 0. } }); final double[][] xKeys = new double[][] { {-2, 1, 2, 2.5 }, {1.5, 7. / 3., 29. / 7., 5. } }; final int dim = 2; final int nCoefs = 4; PiecewisePolynomialResult pp = new PiecewisePolynomialResult(new DoubleMatrix1D(xValues), coefsMatrix, nCoefs, dim); pp = null; PiecewisePolynomialFunction1D function = new PiecewisePolynomialFunction1D(); function.evaluate(pp, xKeys[0][0]); } /** * */ @Test(expectedExceptions = IllegalArgumentException.class) public void nullpEvaluateMultiTest() { final double[] xValues = new double[] {1, 2, 3, 4 }; final DoubleMatrix2D coefsMatrix = new DoubleMatrix2D( new double[][] { {1., -3., 3., -1 }, {0., 5., -20., 20 }, {1., 0., 0., 0. }, {0., 5., -10., 5 }, {1., 3., 3., 1. }, {0., 5., 0., 0. } }); final double[][] xKeys = new double[][] { {-2, 1, 2, 2.5 }, {1.5, 7. / 3., 29. / 7., 5. } }; final int dim = 2; final int nCoefs = 4; PiecewisePolynomialResult pp = new PiecewisePolynomialResult(new DoubleMatrix1D(xValues), coefsMatrix, nCoefs, dim); pp = null; PiecewisePolynomialFunction1D function = new PiecewisePolynomialFunction1D(); function.evaluate(pp, xKeys[0]); } /** * */ @Test(expectedExceptions = IllegalArgumentException.class) public void nullpEvaluateMatrixTest() { final double[] xValues = new double[] {1, 2, 3, 4 }; final DoubleMatrix2D coefsMatrix = new DoubleMatrix2D( new double[][] { {1., -3., 3., -1 }, {0., 5., -20., 20 }, {1., 0., 0., 0. }, {0., 5., -10., 5 }, {1., 3., 3., 1. }, {0., 5., 0., 0. } }); final double[][] xKeys = new double[][] { {-2, 1, 2, 2.5 }, {1.5, 7. / 3., 29. / 7., 5. } }; final int dim = 2; final int nCoefs = 4; PiecewisePolynomialResult pp = new PiecewisePolynomialResult(new DoubleMatrix1D(xValues), coefsMatrix, nCoefs, dim); pp = null; PiecewisePolynomialFunction1D function = new PiecewisePolynomialFunction1D(); function.evaluate(pp, xKeys); } /** * */ @Test(expectedExceptions = IllegalArgumentException.class) public void nullpIntegrateTest() { final double[] xValues = new double[] {1, 2, 3, 4 }; final DoubleMatrix2D coefsMatrix = new DoubleMatrix2D( new double[][] { {1., -3., 3., -1 }, {1., 0., 0., 0. }, {1., 3., 3., 1. } }); final double[][] xKeys = new double[][] { {-2, 1, 2, 2.5 }, {1.5, 7. / 3., 29. / 7., 5. } }; final int dim = 1; final int nCoefs = 4; PiecewisePolynomialResult pp = new PiecewisePolynomialResult(new DoubleMatrix1D(xValues), coefsMatrix, nCoefs, dim); pp = null; PiecewisePolynomialFunction1D function = new PiecewisePolynomialFunction1D(); function.integrate(pp, 1., xKeys[0][0]); } /** * */ @Test(expectedExceptions = IllegalArgumentException.class) public void nullpIntegrateMultiTest() { final double[] xValues = new double[] {1, 2, 3, 4 }; final DoubleMatrix2D coefsMatrix = new DoubleMatrix2D( new double[][] { {1., -3., 3., -1 }, {1., 0., 0., 0. }, {1., 3., 3., 1. } }); final double[][] xKeys = new double[][] { {-2, 1, 2, 2.5 }, {1.5, 7. / 3., 29. / 7., 5. } }; final int dim = 1; final int nCoefs = 4; PiecewisePolynomialResult pp = new PiecewisePolynomialResult(new DoubleMatrix1D(xValues), coefsMatrix, nCoefs, dim); pp = null; PiecewisePolynomialFunction1D function = new PiecewisePolynomialFunction1D(); function.integrate(pp, 1., xKeys[0]); } /** * */ @Test(expectedExceptions = IllegalArgumentException.class) public void nullpDifferentiateTest() { final double[] xValues = new double[] {1, 2, 3, 4 }; final DoubleMatrix2D coefsMatrix = new DoubleMatrix2D( new double[][] { {1., -3., 3., -1 }, {0., 5., -20., 20 }, {1., 0., 0., 0. }, {0., 5., -10., 5 }, {1., 3., 3., 1. }, {0., 5., 0., 0. } }); final double[][] xKeys = new double[][] { {-2, 1, 2, 2.5 }, {1.5, 7. / 3., 29. / 7., 5. } }; final int dim = 2; final int nCoefs = 4; PiecewisePolynomialResult pp = new PiecewisePolynomialResult(new DoubleMatrix1D(xValues), coefsMatrix, nCoefs, dim); pp = null; PiecewisePolynomialFunction1D function = new PiecewisePolynomialFunction1D(); function.differentiate(pp, xKeys[0][0]); } /** * */ @Test(expectedExceptions = IllegalArgumentException.class) public void nullpDifferentiateMultiTest() { final double[] xValues = new double[] {1, 2, 3, 4 }; final DoubleMatrix2D coefsMatrix = new DoubleMatrix2D( new double[][] { {1., -3., 3., -1 }, {0., 5., -20., 20 }, {1., 0., 0., 0. }, {0., 5., -10., 5 }, {1., 3., 3., 1. }, {0., 5., 0., 0. } }); final double[][] xKeys = new double[][] { {-2, 1, 2, 2.5 }, {1.5, 7. / 3., 29. / 7., 5. } }; final int dim = 2; final int nCoefs = 4; PiecewisePolynomialResult pp = new PiecewisePolynomialResult(new DoubleMatrix1D(xValues), coefsMatrix, nCoefs, dim); pp = null; PiecewisePolynomialFunction1D function = new PiecewisePolynomialFunction1D(); function.differentiate(pp, xKeys[0]); } /** * */ @Test(expectedExceptions = IllegalArgumentException.class) public void nullxEvaluateTest() { double[] xValues = new double[] {1, 2, 3, 4 }; DoubleMatrix2D coefsMatrix = new DoubleMatrix2D( new double[][] { {1., -3., 3., -1 }, {0., 5., -20., 20 }, {1., 0., 0., 0. }, {0., 5., -10., 5 }, {1., 3., 3., 1. }, {0., 5., 0., 0. } }); double[] xKeys = new double[] {-2, 1, 2, 2.5 }; final int dim = 2; final int nCoefs = 4; xKeys = null; PiecewisePolynomialResult pp = new PiecewisePolynomialResult(new DoubleMatrix1D(xValues), coefsMatrix, nCoefs, dim); PiecewisePolynomialFunction1D function = new PiecewisePolynomialFunction1D(); function.evaluate(pp, xKeys); } /** * */ @Test(expectedExceptions = IllegalArgumentException.class) public void nullxEvaluateMatrixTest() { double[] xValues = new double[] {1, 2, 3, 4 }; DoubleMatrix2D coefsMatrix = new DoubleMatrix2D( new double[][] { {1., -3., 3., -1 }, {0., 5., -20., 20 }, {1., 0., 0., 0. }, {0., 5., -10., 5 }, {1., 3., 3., 1. }, {0., 5., 0., 0. } }); double[][] xKeys = new double[][] { {-2, 1, 2, 2.5 }, {1.5, 7. / 3., 29. / 7., 5. } }; final int dim = 2; final int nCoefs = 4; xKeys = null; PiecewisePolynomialResult pp = new PiecewisePolynomialResult(new DoubleMatrix1D(xValues), coefsMatrix, nCoefs, dim); PiecewisePolynomialFunction1D function = new PiecewisePolynomialFunction1D(); function.evaluate(pp, xKeys); } /** * */ @Test(expectedExceptions = IllegalArgumentException.class) public void nullxIntTest() { double[] xValues = new double[] {1, 2, 3, 4 }; DoubleMatrix2D coefsMatrix = new DoubleMatrix2D( new double[][] { {1., -3., 3., -1 }, {1., 0., 0., 0. }, {1., 3., 3., 1. } }); double[] xKeys = new double[] {-2, 1, 2, 2.5 }; final int dim = 1; final int nCoefs = 4; xKeys = null; PiecewisePolynomialResult pp = new PiecewisePolynomialResult(new DoubleMatrix1D(xValues), coefsMatrix, nCoefs, dim); PiecewisePolynomialFunction1D function = new PiecewisePolynomialFunction1D(); function.integrate(pp, 1., xKeys); } /** * */ @Test(expectedExceptions = IllegalArgumentException.class) public void nullxDiffTest() { double[] xValues = new double[] {1, 2, 3, 4 }; DoubleMatrix2D coefsMatrix = new DoubleMatrix2D( new double[][] { {1., -3., 3., -1 }, {0., 5., -20., 20 }, {1., 0., 0., 0. }, {0., 5., -10., 5 }, {1., 3., 3., 1. }, {0., 5., 0., 0. } }); double[] xKeys = new double[] {-2, 1, 2, 2.5 }; final int dim = 2; final int nCoefs = 4; xKeys = null; PiecewisePolynomialResult pp = new PiecewisePolynomialResult(new DoubleMatrix1D(xValues), coefsMatrix, nCoefs, dim); PiecewisePolynomialFunction1D function = new PiecewisePolynomialFunction1D(); function.differentiate(pp, xKeys); } /** * */ @Test(expectedExceptions = IllegalArgumentException.class) public void infxEvaluateTest() { double[] xValues = new double[] {1, 2, 3, 4 }; DoubleMatrix2D coefsMatrix = new DoubleMatrix2D( new double[][] { {1., -3., 3., -1 }, {0., 5., -20., 20 }, {1., 0., 0., 0. }, {0., 5., -10., 5 }, {1., 3., 3., 1. }, {0., 5., 0., 0. } }); double[][] xKeys = new double[][] { {INF, 1, 2, 2.5 }, {1.5, 7. / 3., 29. / 7., 5. } }; final int dim = 2; final int nCoefs = 4; PiecewisePolynomialResult pp = new PiecewisePolynomialResult(new DoubleMatrix1D(xValues), coefsMatrix, nCoefs, dim); PiecewisePolynomialFunction1D function = new PiecewisePolynomialFunction1D(); function.evaluate(pp, xKeys[0][0]); } /** * */ @Test(expectedExceptions = IllegalArgumentException.class) public void infxEvaluateMultiTest() { double[] xValues = new double[] {1, 2, 3, 4 }; DoubleMatrix2D coefsMatrix = new DoubleMatrix2D( new double[][] { {1., -3., 3., -1 }, {0., 5., -20., 20 }, {1., 0., 0., 0. }, {0., 5., -10., 5 }, {1., 3., 3., 1. }, {0., 5., 0., 0. } }); double[][] xKeys = new double[][] { {-2, 1, INF, 2.5 }, {1.5, 7. / 3., 29. / 7., 5. } }; final int dim = 2; final int nCoefs = 4; PiecewisePolynomialResult pp = new PiecewisePolynomialResult(new DoubleMatrix1D(xValues), coefsMatrix, nCoefs, dim); PiecewisePolynomialFunction1D function = new PiecewisePolynomialFunction1D(); function.evaluate(pp, xKeys[0]); } /** * */ @Test(expectedExceptions = IllegalArgumentException.class) public void infxEvaluateMatrixTest() { double[] xValues = new double[] {1, 2, 3, 4 }; DoubleMatrix2D coefsMatrix = new DoubleMatrix2D( new double[][] { {1., -3., 3., -1 }, {0., 5., -20., 20 }, {1., 0., 0., 0. }, {0., 5., -10., 5 }, {1., 3., 3., 1. }, {0., 5., 0., 0. } }); double[][] xKeys = new double[][] { {-2, 1, 2, 2.5 }, {1.5, 7. / 3., 29. / 7., INF } }; final int dim = 2; final int nCoefs = 4; PiecewisePolynomialResult pp = new PiecewisePolynomialResult(new DoubleMatrix1D(xValues), coefsMatrix, nCoefs, dim); PiecewisePolynomialFunction1D function = new PiecewisePolynomialFunction1D(); function.evaluate(pp, xKeys); } /** * */ @Test(expectedExceptions = IllegalArgumentException.class) public void infxIntTest() { double[] xValues = new double[] {1, 2, 3, 4 }; DoubleMatrix2D coefsMatrix = new DoubleMatrix2D( new double[][] { {1., -3., 3., -1 }, {1., 0., 0., 0. }, {1., 3., 3., 1. } }); double[][] xKeys = new double[][] { {INF, 1, 2, 2.5 }, {1.5, 7. / 3., 29. / 7., 5. } }; final int dim = 1; final int nCoefs = 4; PiecewisePolynomialResult pp = new PiecewisePolynomialResult(new DoubleMatrix1D(xValues), coefsMatrix, nCoefs, dim); PiecewisePolynomialFunction1D function = new PiecewisePolynomialFunction1D(); function.integrate(pp, 1., xKeys[0][0]); } /** * */ @Test(expectedExceptions = IllegalArgumentException.class) public void infxIntMultiTest() { double[] xValues = new double[] {1, 2, 3, 4 }; DoubleMatrix2D coefsMatrix = new DoubleMatrix2D( new double[][] { {1., -3., 3., -1 }, {1., 0., 0., 0. }, {1., 3., 3., 1. } }); double[] xKeys = new double[] {1.5, 7. / 3., 29. / 7., INF }; final int dim = 1; final int nCoefs = 4; PiecewisePolynomialResult pp = new PiecewisePolynomialResult(new DoubleMatrix1D(xValues), coefsMatrix, nCoefs, dim); PiecewisePolynomialFunction1D function = new PiecewisePolynomialFunction1D(); function.integrate(pp, 1., xKeys); } /** * */ @Test(expectedExceptions = IllegalArgumentException.class) public void NaNxEvaluateTest() { double[] xValues = new double[] {1, 2, 3, 4 }; DoubleMatrix2D coefsMatrix = new DoubleMatrix2D( new double[][] { {1., -3., 3., -1 }, {0., 5., -20., 20 }, {1., 0., 0., 0. }, {0., 5., -10., 5 }, {1., 3., 3., 1. }, {0., 5., 0., 0. } }); double[][] xKeys = new double[][] { {Double.NaN, 1, 2, 2.5 }, {1.5, 7. / 3., 29. / 7., 5. } }; final int dim = 2; final int nCoefs = 4; PiecewisePolynomialResult pp = new PiecewisePolynomialResult(new DoubleMatrix1D(xValues), coefsMatrix, nCoefs, dim); PiecewisePolynomialFunction1D function = new PiecewisePolynomialFunction1D(); function.evaluate(pp, xKeys[0][0]); } /** * */ @Test(expectedExceptions = IllegalArgumentException.class) public void NaNxEvaluateMultiTest() { double[] xValues = new double[] {1, 2, 3, 4 }; DoubleMatrix2D coefsMatrix = new DoubleMatrix2D( new double[][] { {1., -3., 3., -1 }, {0., 5., -20., 20 }, {1., 0., 0., 0. }, {0., 5., -10., 5 }, {1., 3., 3., 1. }, {0., 5., 0., 0. } }); double[][] xKeys = new double[][] { {-2, 1, Double.NaN, 2.5 }, {1.5, 7. / 3., 29. / 7., 5. } }; final int dim = 2; final int nCoefs = 4; PiecewisePolynomialResult pp = new PiecewisePolynomialResult(new DoubleMatrix1D(xValues), coefsMatrix, nCoefs, dim); PiecewisePolynomialFunction1D function = new PiecewisePolynomialFunction1D(); function.evaluate(pp, xKeys[0]); } /** * */ @Test(expectedExceptions = IllegalArgumentException.class) public void NaNxEvaluateMatrixTest() { double[] xValues = new double[] {1, 2, 3, 4 }; DoubleMatrix2D coefsMatrix = new DoubleMatrix2D( new double[][] { {1., -3., 3., -1 }, {0., 5., -20., 20 }, {1., 0., 0., 0. }, {0., 5., -10., 5 }, {1., 3., 3., 1. }, {0., 5., 0., 0. } }); double[][] xKeys = new double[][] { {-2, 1, 2, 2.5 }, {1.5, 7. / 3., 29. / 7., Double.NaN } }; final int dim = 2; final int nCoefs = 4; PiecewisePolynomialResult pp = new PiecewisePolynomialResult(new DoubleMatrix1D(xValues), coefsMatrix, nCoefs, dim); PiecewisePolynomialFunction1D function = new PiecewisePolynomialFunction1D(); function.evaluate(pp, xKeys); } /** * */ @Test(expectedExceptions = IllegalArgumentException.class) public void NaNxIntTest() { double[] xValues = new double[] {1, 2, 3, 4 }; DoubleMatrix2D coefsMatrix = new DoubleMatrix2D( new double[][] { {1., -3., 3., -1 }, {1., 0., 0., 0. }, {1., 3., 3., 1. } }); double[][] xKeys = new double[][] { {Double.NaN, 1, 2, 2.5 }, {1.5, 7. / 3., 29. / 7., 5. } }; final int dim = 1; final int nCoefs = 4; PiecewisePolynomialResult pp = new PiecewisePolynomialResult(new DoubleMatrix1D(xValues), coefsMatrix, nCoefs, dim); PiecewisePolynomialFunction1D function = new PiecewisePolynomialFunction1D(); function.integrate(pp, 1., xKeys[0][0]); } /** * */ @Test(expectedExceptions = IllegalArgumentException.class) public void NaNxIntMultiTest() { double[] xValues = new double[] {1, 2, 3, 4 }; DoubleMatrix2D coefsMatrix = new DoubleMatrix2D( new double[][] { {1., -3., 3., -1 }, {1., 0., 0., 0. }, {1., 3., 3., 1. } }); double[] xKeys = new double[] {1.5, 7. / 3., 29. / 7., Double.NaN }; final int dim = 1; final int nCoefs = 4; PiecewisePolynomialResult pp = new PiecewisePolynomialResult(new DoubleMatrix1D(xValues), coefsMatrix, nCoefs, dim); PiecewisePolynomialFunction1D function = new PiecewisePolynomialFunction1D(); function.integrate(pp, 1., xKeys); } /** * */ @Test(expectedExceptions = IllegalArgumentException.class) public void nullDimIntTest() { double[] xValues = new double[] {1, 2, 3, 4 }; DoubleMatrix2D coefsMatrix = new DoubleMatrix2D( new double[][] { {1., -3., 3., -1 }, {0., 5., -20., 20 }, {1., 0., 0., 0. }, {0., 5., -10., 5 }, {1., 3., 3., 1. }, {0., 5., 0., 0. } }); double[] xKeys = new double[] {-2, 1, 2, 2.5 }; final int dim = 2; final int nCoefs = 4; PiecewisePolynomialResult pp = new PiecewisePolynomialResult(new DoubleMatrix1D(xValues), coefsMatrix, nCoefs, dim); PiecewisePolynomialFunction1D function = new PiecewisePolynomialFunction1D(); function.integrate(pp, 1., xKeys[0]); } /** * */ @Test(expectedExceptions = IllegalArgumentException.class) public void nullDimIntMultiTest() { double[] xValues = new double[] {1, 2, 3, 4 }; DoubleMatrix2D coefsMatrix = new DoubleMatrix2D( new double[][] { {1., -3., 3., -1 }, {0., 5., -20., 20 }, {1., 0., 0., 0. }, {0., 5., -10., 5 }, {1., 3., 3., 1. }, {0., 5., 0., 0. } }); double[] xKeys = new double[] {-2, 1, 2, 2.5 }; final int dim = 2; final int nCoefs = 4; PiecewisePolynomialResult pp = new PiecewisePolynomialResult(new DoubleMatrix1D(xValues), coefsMatrix, nCoefs, dim); PiecewisePolynomialFunction1D function = new PiecewisePolynomialFunction1D(); function.integrate(pp, 1., xKeys); } /** * */ @Test(expectedExceptions = IllegalArgumentException.class) public void constFuncDiffTest() { double[] xValues = new double[] {1, 2, 3, 4 }; DoubleMatrix2D coefsMatrix = new DoubleMatrix2D( new double[][] { {-1 }, {20 }, {0. }, {5 }, {1. }, {0. } }); double[] xKeys = new double[] {-2, 1, 2, 2.5 }; final int dim = 2; final int nCoefs = 1; PiecewisePolynomialResult pp = new PiecewisePolynomialResult(new DoubleMatrix1D(xValues), coefsMatrix, nCoefs, dim); PiecewisePolynomialFunction1D function = new PiecewisePolynomialFunction1D(); function.differentiate(pp, xKeys[0]); } /** * */ @Test(expectedExceptions = IllegalArgumentException.class) public void constFuncDiffMultiTest() { double[] xValues = new double[] {1, 2, 3, 4 }; DoubleMatrix2D coefsMatrix = new DoubleMatrix2D( new double[][] { {-1 }, {20 }, {0. }, {5 }, {1. }, {0. } }); double[] xKeys = new double[] {-2, 1, 2, 2.5 }; final int dim = 2; final int nCoefs = 1; PiecewisePolynomialResult pp = new PiecewisePolynomialResult(new DoubleMatrix1D(xValues), coefsMatrix, nCoefs, dim); PiecewisePolynomialFunction1D function = new PiecewisePolynomialFunction1D(); function.differentiate(pp, xKeys); } /** * */ @Test(expectedExceptions = IllegalArgumentException.class) public void linearFuncDiffTwiceTest() { double[] xValues = new double[] {1, 2, 3, 4 }; DoubleMatrix2D coefsMatrix = new DoubleMatrix2D( new double[][] { {1., -3. }, {0., 5. }, {1., 0. }, {0., 5. }, {1., 3. }, {0., 5. } }); double[] xKeys = new double[] {-2, 1, 2, 2.5 }; final int dim = 2; final int nCoefs = 2; PiecewisePolynomialResult pp = new PiecewisePolynomialResult(new DoubleMatrix1D(xValues), coefsMatrix, nCoefs, dim); PiecewisePolynomialFunction1D function = new PiecewisePolynomialFunction1D(); function.differentiateTwice(pp, xKeys[0]); } /** * */ @Test(expectedExceptions = IllegalArgumentException.class) public void linearFuncDiffTwiceMultiTest() { double[] xValues = new double[] {1, 2, 3, 4 }; DoubleMatrix2D coefsMatrix = new DoubleMatrix2D( new double[][] { {1., -3. }, {0., 5. }, {1., 0. }, {0., 5. }, {1., 3. }, {0., 5. } }); double[] xKeys = new double[] {-2, 1, 2, 2.5 }; final int dim = 2; final int nCoefs = 2; PiecewisePolynomialResult pp = new PiecewisePolynomialResult(new DoubleMatrix1D(xValues), coefsMatrix, nCoefs, dim); PiecewisePolynomialFunction1D function = new PiecewisePolynomialFunction1D(); function.differentiateTwice(pp, xKeys); } }