/** * Copyright (C) 2009 - present by OpenGamma Inc. and the OpenGamma group of companies * * Please see distribution for license. */ package com.opengamma.analytics.math.rootfinding.newton; import static org.testng.AssertJUnit.assertEquals; import org.testng.annotations.Test; import com.opengamma.analytics.math.function.Function1D; 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 JacobianEstimateInitializationFunctionTest { private static final JacobianEstimateInitializationFunction ESTIMATE = new JacobianEstimateInitializationFunction(); private static final Function1D<DoubleMatrix1D, DoubleMatrix2D> J = new Function1D<DoubleMatrix1D, DoubleMatrix2D>() { @Override public DoubleMatrix2D evaluate(DoubleMatrix1D v) { double[] x = v.getData(); return new DoubleMatrix2D(new double[][] { {x[0] * x[0], x[0] * x[1]}, {x[0] - x[1], x[1] * x[1]}}); } }; private static final DoubleMatrix1D X = new DoubleMatrix1D(new double[] {1, 2}); @Test(expectedExceptions = IllegalArgumentException.class) public void testNullFunction() { ESTIMATE.getInitializedMatrix(null, X); } @Test(expectedExceptions = IllegalArgumentException.class) public void testNullVector() { ESTIMATE.getInitializedMatrix(J, null); } @Test public void test() { DoubleMatrix2D m1 = ESTIMATE.getInitializedMatrix(J, X); DoubleMatrix2D m2 = J.evaluate(X); for (int i = 0; i < 2; i++) { for (int j = 0; j < 2; j++) { assertEquals(m1.getEntry(i, j), m2.getEntry(i, j), 1e-9); } } } }