/**
* Copyright (C) 2009 - 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.AssertJUnit.assertEquals;
import java.util.TreeMap;
import org.testng.annotations.Test;
import cern.jet.random.engine.MersenneTwister;
import cern.jet.random.engine.MersenneTwister64;
import cern.jet.random.engine.RandomEngine;
import com.opengamma.analytics.math.function.Function1D;
import com.opengamma.analytics.math.function.RealPolynomialFunction1D;
import com.opengamma.analytics.math.interpolation.data.Interpolator1DCubicSplineDataBundle;
import com.opengamma.analytics.math.interpolation.data.Interpolator1DDataBundle;
/**
*
*/
public class NaturalCubicSplineInterpolator1DTest {
private static final RandomEngine RANDOM = new MersenneTwister64(MersenneTwister.DEFAULT_SEED);
private static final double[] COEFF = new double[] {-0.4, 0.05, 0.2, 1. };
private static final Interpolator1D INTERPOLATOR = new NaturalCubicSplineInterpolator1D();
private static final Function1D<Double, Double> CUBIC = new RealPolynomialFunction1D(COEFF);
private static final double EPS = 1e-2;
private static final Interpolator1DDataBundle MODEL;
static {
final TreeMap<Double, Double> data = new TreeMap<>();
for (int i = 0; i < 12; i++) {
final double x = i / 10.;
data.put(x, CUBIC.evaluate(x));
}
MODEL = INTERPOLATOR.getDataBundle(data);
}
@Test(expectedExceptions = IllegalArgumentException.class)
public void nullInputMap() {
INTERPOLATOR.interpolate((Interpolator1DCubicSplineDataBundle) null, 3.);
}
@Test(expectedExceptions = IllegalArgumentException.class)
public void nullInterpolateValue() {
INTERPOLATOR.interpolate(MODEL, null);
}
@Test(expectedExceptions = IllegalArgumentException.class)
public void testHighValue() {
INTERPOLATOR.interpolate(MODEL, 15.);
}
@Test(expectedExceptions = IllegalArgumentException.class)
public void testLowValue() {
INTERPOLATOR.interpolate(MODEL, -12.);
}
@Test
public void testDataBundleType1() {
assertEquals(INTERPOLATOR.getDataBundle(new double[] {1, 2, 3 }, new double[] {1, 2, 3 }).getClass(), Interpolator1DCubicSplineDataBundle.class);
}
@Test
public void testDataBundleType2() {
assertEquals(INTERPOLATOR.getDataBundleFromSortedArrays(new double[] {1, 2, 3 }, new double[] {1, 2, 3 }).getClass(), Interpolator1DCubicSplineDataBundle.class);
}
@Test
public void test() {
for (int i = 0; i < 100; i++) {
final double x = RANDOM.nextDouble();
assertEquals(CUBIC.evaluate(x), INTERPOLATOR.interpolate(MODEL, x), EPS);
}
}
@SuppressWarnings("unused")
@Test
public void matlabTest() {
final double[] x = new double[] {0.0, 2.0, 3.0, 4.0, 5.0, 8.0, 12.0 };
final double[] y = new double[] {0, 0.145000000000000, 0.190000000000000, 0.200000000000000, 0.250000000000000, 0.700000000000000, 1.000000000000000 };
final double grad = 1. / 12;
final Interpolator1DDataBundle nat = INTERPOLATOR.getDataBundleFromSortedArrays(x, y);
final Interpolator1DCubicSplineDataBundle cub = new Interpolator1DCubicSplineDataBundle(nat, grad, grad);
final double mlNat = 1.041605684280713;
final double mlCub = 0.931260400907716;
final double ans1 = INTERPOLATOR.interpolate(nat, 11.0);
final double ans2 = INTERPOLATOR.interpolate(cub, 11.0);
// assertEquals("natural", mlNat, ans1, 1e-9);
assertEquals("grad given", mlCub, ans2, 1e-5);
}
@Test(enabled = false)
public void debugTest() {
final double[] x = new double[] {0.0, 2.0, 3.0, 4.0, 5.0, 8.0, 12.0 };
final double[] y = new double[] {0, 0.145000000000000, 0.190000000000000, 0.200000000000000, 0.250000000000000, 0.700000000000000, 1.000000000000000 };
final double grad = 1. / 12;
final Interpolator1DDataBundle nat = INTERPOLATOR.getDataBundleFromSortedArrays(x, y);
final Interpolator1DCubicSplineDataBundle cub = new Interpolator1DCubicSplineDataBundle(nat, grad, grad);
for (int i = 0; i < 121; i++) {
final double xx = i / 10.0;
final double yy1 = INTERPOLATOR.interpolate(nat, xx);
final double yy2 = INTERPOLATOR.interpolate(cub, xx);
System.out.println(xx + "\t" + yy1 + "\t" + yy2);
}
}
}