/**
* 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 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.analytics.math.matrix.MatrixAlgebra;
import com.opengamma.analytics.math.matrix.OGMatrixAlgebra;
import com.opengamma.util.test.TestGroup;
/**
* Test.
*/
@Test(groups = TestGroup.UNIT)
public class ShermanMorrisonMatrixUpdateFunctionTest {
private static final MatrixAlgebra ALGEBRA = new OGMatrixAlgebra();
private static final ShermanMorrisonMatrixUpdateFunction UPDATE = new ShermanMorrisonMatrixUpdateFunction(ALGEBRA);
private static final DoubleMatrix1D V = new DoubleMatrix1D(new double[] {1, 2});
private static final DoubleMatrix2D M = new DoubleMatrix2D(new double[][] {new double[] {3, 4}, new double[] {5, 6}});
private static final Function1D<DoubleMatrix1D, DoubleMatrix2D> J = new Function1D<DoubleMatrix1D, DoubleMatrix2D>() {
@SuppressWarnings("synthetic-access")
@Override
public DoubleMatrix2D evaluate(DoubleMatrix1D 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);
}
}