/**
* Copyright (C) 2013 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.analytics.math.interpolation;
import static org.testng.Assert.assertEquals;
import static org.testng.Assert.assertTrue;
import org.testng.annotations.Test;
import com.opengamma.analytics.math.function.PiecewisePolynomialFunction1D;
import com.opengamma.analytics.math.matrix.DoubleMatrix1D;
import com.opengamma.analytics.math.matrix.DoubleMatrix2D;
/**
*
*/
public class MonotoneConvexSplineInterpolatorTest {
private static final double EPS = 1e-13;
private static final double INF = 1. / 0.;
/**
* Check introduction of new knots, modification of forward rates, and try all types of polynomials which interpolate adjacent data points
*
*/
@Test
public void knotsControlTest1() {
final double[] xValues = new double[] {1., 2., 3., 4., 5., 6., 7., 8., 9., 10., 11., 12., 13., 14., 15., 16., 17., 18., 19., 20., 21., 22., 23., 24., 25., 26., 27. };
final double[] yValues = new double[] {3., 2., 2., 2., 3., 2.5, 2., 2., 3., 3., 2.5, 2., 2., 4., 5., 5., 4.9, 5., 6., 8., 3., -2., -1.5, -1., -2., -1.5, -1., };
final int nData = xValues.length;
double[] yValuesInput = new double[nData];
for (int i = 0; i < nData; ++i) {
yValuesInput[i] = yValues[i] * xValues[i];
}
final double[][] xValuesMatrix = new double[][] { {1., 2. }, {3., 4. } };
final double[] xValuesMod = new double[] {1., 2., 3., 4. + 1.e-14, 5., 6. + 1.e-14, 7., 8., 9., 10., 11., 12., 13., 14., 15., 16., 17., 18., 19., 20., 21., 22., 23., 24., 25., 26., 27. };
final double[][] xValuesModMatrix = new double[][] { {1., 2. }, {3., 4. + 1.e-14 } };
final double[][] yValuesMatrix = new double[][] { {3., 2. }, {2., 2. } };
final double[] knotsExp = new double[] {1., 2., 3., 4., 4.7, 5., 6., 6.5, 7., 8., 101. / 12., 9., 101. / 11., 10., 149. / 14., 11., 11.5, 12., 138. / 11., 13., 830. / 63., 14., 15., 602. / 39.,
16., 16. + 2. / 3., 17., 487. / 28., 18., 19., 19. + 240. / 251., 20., 20. + 117. / (97. + 117.), 21., 21.5, 22., 22. + 1.5 / 224., 23., 23. + 62.5 / 63., 24., 24.5, 25., 25. + 1.5 / 63.5,
26., 27. };
final double[] modifiedFwds = new double[] {0.75, 1.5, 2., 4., 0., -2, -2, 4., 6., -5., -7., -7., 4., 24.5, 10., 4.15, 5., 13.4, 35., -194., -214., -214., 10., -52., -52., 11.5, 12.25, };
final double[][] modifiedFwdsMatrix = new double[][] { {0.75, 1.5 }, {2., 4. } };
MonotoneConvexSplineInterpolator interpolator = new MonotoneConvexSplineInterpolator();
PiecewisePolynomialResult resultInt = interpolator.interpolate(xValues, yValuesInput);
DoubleMatrix1D values = interpolator.interpolate(xValues, yValuesInput, xValues);
DoubleMatrix2D valuesMatrix = interpolator.interpolate(xValues, yValuesInput, xValuesMatrix);
assertEquals(resultInt.getDimensions(), 1);
assertEquals(resultInt.getNumberOfIntervals(), knotsExp.length - 1);
assertEquals(resultInt.getOrder(), 4);
for (int i = 0; i < knotsExp.length; ++i) {
final double ref = knotsExp[i] == 0. ? 1. : Math.abs(knotsExp[i]);
assertEquals(resultInt.getKnots().getData()[i], knotsExp[i], ref * EPS);
}
for (int i = 1; i < nData - 1; ++i) {
final double ref = yValuesInput[i] == 0. ? 1. : Math.abs(yValuesInput[i]);
assertEquals(values.getData()[i], yValuesInput[i], ref * EPS);
}
{
final double ref = yValuesInput[1] == 0. ? 1. : Math.abs(yValuesInput[1]);
assertEquals(interpolator.interpolate(xValues, yValuesInput, xValues[1]), yValuesInput[1], ref * EPS * 10);
}
for (int i = 0; i < 2; ++i) {
for (int j = 0; j < 2; ++j) {
final double ref = yValuesMatrix[i][j] * xValuesMatrix[i][j] == 0. ? 1. : Math.abs(yValuesMatrix[i][j] * xValuesMatrix[i][j]);
assertEquals(valuesMatrix.getData()[i][j], yValuesMatrix[i][j] * xValuesMatrix[i][j], ref * EPS * 10);
}
}
PiecewisePolynomialResult resultExt = interpolator.interpolateFwds(xValues, yValuesInput);
DoubleMatrix1D valuesFwds = interpolator.interpolateFwds(xValues, yValuesInput, xValuesMod);
DoubleMatrix2D valuesFwdsMatrix = interpolator.interpolateFwds(xValues, yValuesInput, xValuesModMatrix);
assertEquals(resultExt.getDimensions(), 1);
assertEquals(resultExt.getNumberOfIntervals(), knotsExp.length - 1);
assertEquals(resultExt.getOrder(), 3);
for (int i = 1; i < nData - 1; ++i) {
final double ref = modifiedFwds[i] == 0. ? 1. : Math.abs(modifiedFwds[i]);
assertEquals(valuesFwds.getData()[i], modifiedFwds[i], ref * EPS * 10);
}
for (int i = 0; i < knotsExp.length; ++i) {
final double ref = knotsExp[i] == 0. ? 1. : Math.abs(knotsExp[i]);
assertEquals(resultExt.getKnots().getData()[i], knotsExp[i], ref * EPS);
}
{
final double ref = modifiedFwds[1] == 0. ? 1. : Math.abs(modifiedFwds[1]);
assertEquals(interpolator.interpolateFwds(xValues, yValuesInput, xValuesMod[1]), modifiedFwds[1], ref * EPS * 10);
}
for (int i = 0; i < 2; ++i) {
for (int j = 0; j < 2; ++j) {
final double ref = modifiedFwdsMatrix[i][j] == 0. ? 1. : Math.abs(modifiedFwdsMatrix[i][j]);
assertEquals(valuesFwdsMatrix.getData()[i][j], modifiedFwdsMatrix[i][j], ref * EPS * 10);
}
}
}
/**
*
*/
@Test
public void linearTest() {
final double[] xValues = new double[] {2., 3., 4., 5., 6. };
final double[] yValues = new double[] {2., 3., 4., 5., 6. };
MonotoneConvexSplineInterpolator interpolator = new MonotoneConvexSplineInterpolator();
final int nPts = 301;
for (int i = 0; i < nPts; ++i) {
final double key = 1. + 6. / (nPts - 1) * i;
// System.out.println(key + "\t" + interpolator.interpolate(xValues, yValues, key));
final double ref = key == 0. ? 1. : Math.abs(key);
assertEquals(interpolator.interpolate(xValues, yValues, key), key, ref * EPS);
}
}
/**
* yValues are constant
*/
@Test
public void constTest() {
final double[] xValues = new double[] {1., 2., 3., 4., 5., 6. };
final double[] yValuesTmp = new double[] {1., 1., 1., 1., 1., 1. };
final int nData = xValues.length;
final double[] yValues = new double[nData];
for (int i = 0; i < xValues.length; ++i) {
yValues[i] = yValuesTmp[i] * xValues[i];
}
final double[][] coefMatInt = new double[][] { {0., 0., 1., 1. }, {0., 0., 1., 2. }, {0., 0., 1., 3. }, {0., 0., 1., 4. }, {0., 0., 1., 5. }, {0., 0., 1., 6. } };
final double[][] coefMatIntFwds = new double[][] { {0., 0., 1. }, {0., 0., 1. }, {0., 0., 1. }, {0., 0., 1. }, {0., 0., 1. } };
MonotoneConvexSplineInterpolator interpolator = new MonotoneConvexSplineInterpolator();
PiecewisePolynomialResult result = interpolator.interpolate(xValues, yValues);
assertEquals(result.getDimensions(), 1);
assertEquals(result.getNumberOfIntervals(), xValues.length - 1);
assertEquals(result.getOrder(), 4);
for (int i = 0; i < coefMatInt.length; ++i) {
for (int j = 0; j < coefMatInt[0].length; ++j) {
final double ref = coefMatInt[i][j] == 0. ? 1. : Math.abs(coefMatInt[i][j]);
assertEquals(result.getCoefMatrix().getData()[i][j], coefMatInt[i][j], ref * EPS);
}
}
for (int i = 0; i < xValues.length; ++i) {
final double ref = xValues[i] == 0. ? 1. : Math.abs(xValues[i]);
assertEquals(result.getKnots().getData()[i], xValues[i], ref * EPS);
}
result = interpolator.interpolateFwds(xValues, yValues);
assertEquals(result.getDimensions(), 1);
assertEquals(result.getNumberOfIntervals(), xValues.length - 1);
assertEquals(result.getOrder(), 3);
for (int i = 0; i < coefMatIntFwds.length; ++i) {
for (int j = 0; j < coefMatIntFwds[0].length; ++j) {
final double ref = coefMatIntFwds[i][j] == 0. ? 1. : Math.abs(coefMatIntFwds[i][j]);
assertEquals(result.getCoefMatrix().getData()[i][j], coefMatIntFwds[i][j], ref * EPS);
}
}
for (int i = 0; i < xValues.length; ++i) {
final double ref = xValues[i] == 0. ? 1. : Math.abs(xValues[i]);
assertEquals(result.getKnots().getData()[i], xValues[i], ref * EPS);
}
}
/**
* Forwards should be positive curve IF discrete forwards are positive
* Consequently, spots are also positive
*/
@Test
public void positiveTest() {
final boolean print = false;
// System.out.println("MonotoneConvexSplineInterpolatorTest");
final double[] xValues = new double[] {0., 0.1, 1., 2., 6., 9., 30 };
final double[] yValues = new double[] {0., 2., 2., 2., 3., 2., 1. };
final int nData = xValues.length;
double[] yValuesInput = new double[nData];
for (int i = 0; i < nData; ++i) {
yValuesInput[i] = xValues[i] * yValues[i];
}
MonotoneConvexSplineInterpolator interpolator = new MonotoneConvexSplineInterpolator();
final int nPts = 300;
for (int i = 0; i < nPts; ++i) {
final double key = 30. / nPts + 30. / nPts * i;
if (print) {
System.out.println(key + "\t" + interpolator.interpolateFwds(xValues, yValuesInput, key));
}
assertTrue(interpolator.interpolateFwds(xValues, yValuesInput, key) >= 0.);
}
if (print) {
System.out.println("\n");
}
for (int i = 0; i < nPts + 100; ++i) {
final double key = 30. / nPts + 30. / nPts * i;
if (print) {
System.out.println(key + "\t" + interpolator.interpolate(xValues, yValuesInput, key));
}
assertTrue(interpolator.interpolate(xValues, yValuesInput, key) >= 0.);
}
}
/**
*
*/
@Test
public void monotonicTest() {
final boolean print = false;
MonotoneConvexSplineInterpolator interpolator = new MonotoneConvexSplineInterpolator();
// System.out.println("MonotoneConvexSplineInterpolatorTest");
final double[] xValues = new double[] {0., 0.3, 0.6, 1.5, 2.7, 3.4, 4.8, 5.9 };
final int nData = xValues.length;
final double[] yValuesTmp = new double[] {1.0, 1.2, 1.5, 2.0, 2.1, 3.0, 3.1, 3.3 };
double[] yValues = new double[nData];
for (int i = 0; i < nData; ++i) {
yValues[i] = yValuesTmp[i] * xValues[i];
}
final int nPts = 300;
double old = yValues[0] * xValues[0];
for (int i = 0; i < nPts; ++i) {
final double key = .0 + i * 5.9 / (nPts - 1);
final double value = interpolator.interpolate(xValues, yValues, key);
if (print) {
System.out.println(key + "\t" + value);
}
assertTrue(value >= old);
old = value;
}
}
/**
* f(t) may have discontinuity
*/
public void discontTest() {
final double[] xValues = new double[] {0., 0.1, 4., 10., 20., 30. };
final double[] yValues = new double[] {0., 5., 5., 5., 5., 4.5 };
final double[] fwdsExp = new double[] {0., 5., 5., 5., 4.25, 3.125 };
MonotoneConvexSplineInterpolator interpolator = new MonotoneConvexSplineInterpolator();
final int nPts = xValues.length;
for (int i = 1; i < nPts; ++i) {
final double key = xValues[i];
// System.out.println(key + "\t" + interpolator.interpolateFwds(xValues, yValues, key));
final double ref = yValues[i] == 0. ? 1. : Math.abs(yValues[i]);
assertEquals(interpolator.interpolateFwds(xValues, yValues, key), yValues[i], ref * EPS);
}
System.out.println("\n");
for (int i = 1; i < nPts; ++i) {
final double key = xValues[i];
// System.out.println(key + "\t" + interpolator.interpolate(xValues, yValues, key));
final double ref = fwdsExp[i] == 0. ? 1. : Math.abs(fwdsExp[i]);
assertEquals(interpolator.interpolateFwds(xValues, yValues, key), fwdsExp[i], ref * EPS);
}
}
/**
* Tests below are for "interpolate"
*/
/**
* Multidimensional yValues are not supported
*/
@Test(expectedExceptions = IllegalArgumentException.class)
public void nonSupTest() {
final double[] xValues = new double[] {1., 2., 3., 4. };
final double[][] yValues = new double[][] { {1., 3., 2., 1. }, {1., 3., 2., 1. } };
MonotoneConvexSplineInterpolator interpolator = new MonotoneConvexSplineInterpolator();
interpolator.interpolate(xValues, yValues);
}
/**
*
*/
@Test(expectedExceptions = IllegalArgumentException.class)
public void nullyTest() {
double[] xValues = new double[] {1., 2., 3., 4. };
double[] yValues = new double[4];
yValues = null;
MonotoneConvexSplineInterpolator interpolator = new MonotoneConvexSplineInterpolator();
interpolator.interpolate(xValues, yValues);
}
/**
*
*/
@Test(expectedExceptions = IllegalArgumentException.class)
public void nullxTest() {
double[] yValues = new double[] {1., 2., 3., 4. };
double[] xValues = new double[4];
xValues = null;
MonotoneConvexSplineInterpolator interpolator = new MonotoneConvexSplineInterpolator();
interpolator.interpolate(xValues, yValues);
}
/**
*
*/
@Test(expectedExceptions = IllegalArgumentException.class)
public void nullkeyVecTest() {
double[] xValues = new double[] {1., 2., 3., 4. };
double[] yValues = new double[] {1., 3., 2., 1. };
double[] key = new double[] {2., 2.5 };
key = null;
MonotoneConvexSplineInterpolator interpolator = new MonotoneConvexSplineInterpolator();
interpolator.interpolate(xValues, yValues, key);
}
/**
*
*/
@Test(expectedExceptions = IllegalArgumentException.class)
public void nullkeyMatTest() {
final double[] xValues = new double[] {1., 2., 3., 4. };
final double[] yValues = new double[] {1., 3., 2., 1. };
double[][] key = new double[][] { {2., 2.5 }, {2., 2.5 } };
key = null;
MonotoneConvexSplineInterpolator interpolator = new MonotoneConvexSplineInterpolator();
interpolator.interpolate(xValues, yValues, key);
}
/**
*
*/
@Test(expectedExceptions = IllegalArgumentException.class)
public void infxTest() {
final double[] xValues = new double[] {1., 2., 3., 4. };
final double[] yValues = new double[] {1., 3., 2., 1. };
xValues[3] = INF;
MonotoneConvexSplineInterpolator interpolator = new MonotoneConvexSplineInterpolator();
interpolator.interpolate(xValues, yValues);
}
/**
*
*/
@Test(expectedExceptions = IllegalArgumentException.class)
public void infyTest() {
final double[] xValues = new double[] {1., 2., 3., 4. };
final double[] yValues = new double[] {1., 3., 2., 1. };
yValues[3] = INF;
MonotoneConvexSplineInterpolator interpolator = new MonotoneConvexSplineInterpolator();
interpolator.interpolate(xValues, yValues);
}
/**
*
*/
@Test(expectedExceptions = IllegalArgumentException.class)
public void nanxTest() {
final double[] xValues = new double[] {1., 2., 3., 4. };
final double[] yValues = new double[] {1., 3., 2., 1. };
xValues[3] = Double.NaN;
MonotoneConvexSplineInterpolator interpolator = new MonotoneConvexSplineInterpolator();
interpolator.interpolate(xValues, yValues);
}
/**
*
*/
@Test(expectedExceptions = IllegalArgumentException.class)
public void nanyTest() {
final double[] xValues = new double[] {1., 2., 3., 4. };
final double[] yValues = new double[] {1., 3., 2., 1. };
yValues[3] = Double.NaN;
MonotoneConvexSplineInterpolator interpolator = new MonotoneConvexSplineInterpolator();
interpolator.interpolate(xValues, yValues);
}
/**
*
*/
@Test(expectedExceptions = IllegalArgumentException.class)
public void infKeyTest() {
double[] xValues = new double[] {1., 2., 3., 4. };
double[] yValues = new double[] {1., 3., 2., 1. };
double key = INF;
MonotoneConvexSplineInterpolator interpolator = new MonotoneConvexSplineInterpolator();
interpolator.interpolate(xValues, yValues, key);
}
/**
*
*/
@Test(expectedExceptions = IllegalArgumentException.class)
public void infKeyVecTest() {
double[] xValues = new double[] {1., 2., 3., 4. };
double[] yValues = new double[] {1., 3., 2., 1. };
double[] key = new double[] {2., 2.5 };
key[1] = INF;
MonotoneConvexSplineInterpolator interpolator = new MonotoneConvexSplineInterpolator();
interpolator.interpolate(xValues, yValues, key);
}
/**
*
*/
@Test(expectedExceptions = IllegalArgumentException.class)
public void infKeyMatTest() {
final double[] xValues = new double[] {1., 2., 3., 4. };
final double[] yValues = new double[] {1., 3., 2., 1. };
double[][] key = new double[][] { {2., 2.5 }, {2., 2.5 } };
key[1][1] = INF;
MonotoneConvexSplineInterpolator interpolator = new MonotoneConvexSplineInterpolator();
interpolator.interpolate(xValues, yValues, key);
}
/**
*
*/
@Test(expectedExceptions = IllegalArgumentException.class)
public void nanKeyVecTest() {
double[] xValues = new double[] {1., 2., 3., 4. };
double[] yValues = new double[] {1., 3., 2., 1. };
double[] key = new double[] {2., 2.5 };
key[1] = Double.NaN;
MonotoneConvexSplineInterpolator interpolator = new MonotoneConvexSplineInterpolator();
interpolator.interpolate(xValues, yValues, key);
}
/**
*
*/
@Test(expectedExceptions = IllegalArgumentException.class)
public void nanKeyMatTest() {
final double[] xValues = new double[] {1., 2., 3., 4. };
final double[] yValues = new double[] {1., 3., 2., 1. };
double[][] key = new double[][] { {2., 2.5 }, {2., 2.5 } };
key[1][1] = Double.NaN;
MonotoneConvexSplineInterpolator interpolator = new MonotoneConvexSplineInterpolator();
interpolator.interpolate(xValues, yValues, key);
}
/**
*
*/
@Test(expectedExceptions = IllegalArgumentException.class)
public void largeKeyTest() {
double[] xValues = new double[] {1., 2., 3., 4. };
double[] yValues = new double[] {1., 3., 2., 1. };
double key = 1.e308;
MonotoneConvexSplineInterpolator interpolator = new MonotoneConvexSplineInterpolator();
interpolator.interpolate(xValues, yValues, key);
}
/**
*
*/
@Test(expectedExceptions = IllegalArgumentException.class)
public void largeKeyVecTest() {
double[] xValues = new double[] {1., 2., 3., 4. };
double[] yValues = new double[] {1., 3., 2., 1. };
double[] key = new double[] {2., 2.5 };
key[1] = 1.e308;
MonotoneConvexSplineInterpolator interpolator = new MonotoneConvexSplineInterpolator();
interpolator.interpolate(xValues, yValues, key);
}
/**
*
*/
@Test(expectedExceptions = IllegalArgumentException.class)
public void largeKeyMatTest() {
final double[] xValues = new double[] {1., 2., 3., 4. };
final double[] yValues = new double[] {1., 3., 2., 1. };
double[][] key = new double[][] { {2., 2.5 }, {2., 2.5 } };
key[1][1] = 1.e308;
MonotoneConvexSplineInterpolator interpolator = new MonotoneConvexSplineInterpolator();
interpolator.interpolate(xValues, yValues, key);
}
/**
*
*/
@Test(expectedExceptions = IllegalArgumentException.class)
public void shortDataLengthTest() {
final double[] xValues = new double[] {1. };
final double[] yValues = new double[] {1. };
MonotoneConvexSplineInterpolator interpolator = new MonotoneConvexSplineInterpolator();
interpolator.interpolate(xValues, yValues);
}
/**
*
*/
@Test(expectedExceptions = IllegalArgumentException.class)
public void wrongDataLengthTest() {
final double[] xValues = new double[] {1., 2., 3., 4. };
final double[] yValues = new double[] {1., 3., 2., 1., 2. };
MonotoneConvexSplineInterpolator interpolator = new MonotoneConvexSplineInterpolator();
interpolator.interpolate(xValues, yValues);
}
/**
*
*/
@Test(expectedExceptions = IllegalArgumentException.class)
public void repeatedDataTest() {
final double[] xValues = new double[] {1., 2., 1., 4. };
final double[] yValues = new double[] {1., 3., 2., 1. };
MonotoneConvexSplineInterpolator interpolator = new MonotoneConvexSplineInterpolator();
interpolator.interpolate(xValues, yValues);
}
/**
* Tests below are for interpolateFwds
*/
@Test(expectedExceptions = IllegalArgumentException.class)
public void infxFwdsTest() {
final double[] xValues = new double[] {1., 2., 3., 4. };
final double[] yValues = new double[] {1., 3., 2., 1. };
xValues[3] = INF;
MonotoneConvexSplineInterpolator interpolator = new MonotoneConvexSplineInterpolator();
interpolator.interpolateFwds(xValues, yValues);
}
/**
*
*/
@Test(expectedExceptions = IllegalArgumentException.class)
public void infyFwdsTest() {
final double[] xValues = new double[] {1., 2., 3., 4. };
final double[] yValues = new double[] {1., 3., 2., 1. };
yValues[3] = INF;
MonotoneConvexSplineInterpolator interpolator = new MonotoneConvexSplineInterpolator();
interpolator.interpolateFwds(xValues, yValues);
}
/**
*
*/
@Test(expectedExceptions = IllegalArgumentException.class)
public void nanxFwdsTest() {
final double[] xValues = new double[] {1., 2., 3., 4. };
final double[] yValues = new double[] {1., 3., 2., 1. };
xValues[3] = Double.NaN;
MonotoneConvexSplineInterpolator interpolator = new MonotoneConvexSplineInterpolator();
interpolator.interpolateFwds(xValues, yValues);
}
/**
*
*/
@Test(expectedExceptions = IllegalArgumentException.class)
public void nanyFwdsTest() {
final double[] xValues = new double[] {1., 2., 3., 4. };
final double[] yValues = new double[] {1., 3., 2., 1. };
yValues[3] = Double.NaN;
MonotoneConvexSplineInterpolator interpolator = new MonotoneConvexSplineInterpolator();
interpolator.interpolateFwds(xValues, yValues);
}
/**
*
*/
@Test(expectedExceptions = IllegalArgumentException.class)
public void infKeyFwdsTest() {
double[] xValues = new double[] {1., 2., 3., 4. };
double[] yValues = new double[] {1., 3., 2., 1. };
double key = INF;
MonotoneConvexSplineInterpolator interpolator = new MonotoneConvexSplineInterpolator();
interpolator.interpolateFwds(xValues, yValues, key);
}
/**
*
*/
@Test(expectedExceptions = IllegalArgumentException.class)
public void largeKeyFwdsTest() {
double[] xValues = new double[] {1., 2., 3., 4. };
double[] yValues = new double[] {1., 3., 2., 1. };
double key = 1.e308;
MonotoneConvexSplineInterpolator interpolator = new MonotoneConvexSplineInterpolator();
interpolator.interpolateFwds(xValues, yValues, key);
}
/**
*
*/
@Test(expectedExceptions = IllegalArgumentException.class)
public void shortDataLengthFwdsTest() {
final double[] xValues = new double[] {1. };
final double[] yValues = new double[] {1. };
MonotoneConvexSplineInterpolator interpolator = new MonotoneConvexSplineInterpolator();
interpolator.interpolateFwds(xValues, yValues);
}
/**
*
*/
@Test(expectedExceptions = IllegalArgumentException.class)
public void wrongDataLengthFwdsTest() {
final double[] xValues = new double[] {1., 2., 3., 4. };
final double[] yValues = new double[] {1., 3., 2., 1., 2. };
MonotoneConvexSplineInterpolator interpolator = new MonotoneConvexSplineInterpolator();
interpolator.interpolateFwds(xValues, yValues);
}
/**
*
*/
@Test(expectedExceptions = IllegalArgumentException.class)
public void repeatedDataFwdsTest() {
final double[] xValues = new double[] {1., 2., 1., 4. };
final double[] yValues = new double[] {1., 3., 2., 1. };
MonotoneConvexSplineInterpolator interpolator = new MonotoneConvexSplineInterpolator();
interpolator.interpolateFwds(xValues, yValues);
}
/**
*
*/
@Test(expectedExceptions = IllegalArgumentException.class)
public void zeroDataSpotsTest() {
final double[] xValues = new double[] {0., 2., 1., 4. };
final double[] yValues = new double[] {1., 3., 2., 1. };
MonotoneConvexSplineInterpolator interpolator = new MonotoneConvexSplineInterpolator();
interpolator.interpolate(xValues, yValues);
}
/**
*
*/
@Test(expectedExceptions = IllegalArgumentException.class)
public void zeroDataFwdsTest() {
final double[] xValues = new double[] {0., 2., 1., 4. };
final double[] yValues = new double[] {1., 3., 2., 1. };
MonotoneConvexSplineInterpolator interpolator = new MonotoneConvexSplineInterpolator();
interpolator.interpolateFwds(xValues, yValues);
}
/**
* Tests below for debugging
*/
@Test(enabled = false)
public void printTest2() {
// final double[] xValues = new double[] {1., 2., 3., 4., 5., 6., 7., 8., 9., 10., 11., 12., 13., 14., 15., 16., 17., 18., 19., 20., 21., 22., 23., 24., 25., 26., 27. };
// final double[] yValues = new double[] {3., 2., 2., 2., 3., 2.5, 2., 2., 3., 3., 2.5, 2., 2., 4., 5., 5., 4.9, 5., 6., 8., 3., -2., -1.5, -1., -2., -1.5, -1., };
// final double[] xValues = new double[] {0., 0.1, 1., 4., 9., 20., 30 };
// final double[] yValues = new double[] {0., 8.1, 7., 4.4, 7., 4., 3. };
final double[] xValues = new double[] {0., 1., 2., 3., 4. };
final double[] yValues = new double[] {0., 1., 4., 9., 16. };
MonotoneConvexSplineInterpolator interpolator = new MonotoneConvexSplineInterpolator();
PiecewisePolynomialResult result = interpolator.interpolate(xValues, yValues);
System.out.println(result.getCoefMatrix());
System.out.println(result.getKnots());
PiecewisePolynomialFunction1D func = new PiecewisePolynomialFunction1D();
final int nPts = 101;
for (int i = 0; i < nPts; ++i) {
final double key = 0. + 5. / (nPts - 1) * i;
System.out.println(key + "\t" + interpolator.interpolate(xValues, yValues, key) + "\t" + func.integrate(result, 0., key));
}
System.out.println("\n");
for (int i = 0; i < nPts; ++i) {
final double key = 0. + 5. / (nPts - 1) * i;
System.out.println(key + "\t" + func.evaluate(result, key).getData()[0]);
}
}
/**
*
*/
@Test(enabled = false)
public void printTest3() {
final double[] xValues = new double[] {2., 3., 7. / 2., 4., 5. };
final double[] yValues = new double[] {0., 2., 9. / 4., 2., 0. };
MonotoneConvexSplineInterpolator interpolator = new MonotoneConvexSplineInterpolator();
PiecewisePolynomialResult result = interpolator.interpolate(xValues, yValues);
System.out.println(result.getCoefMatrix());
System.out.println(result.getKnots());
result = interpolator.interpolateFwds(xValues, yValues);
System.out.println(result.getCoefMatrix());
System.out.println(result.getKnots());
final int nPts = 100;
for (int i = 0; i < nPts; ++i) {
final double key = 1. + 6. / nPts * i;
System.out.println(key + "\t" + interpolator.interpolate(xValues, yValues, key));
}
// for (int i = 0; i < nPts; ++i) {
// final double key = 1. + 6. / nPts + 6. / nPts * i;
// System.out.println(key + "\t" + interpolator.interpolateFwds(xValues, yValues, key));
// }
}
}