/**
* 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 java.util.Random;
import org.testng.annotations.Test;
import com.opengamma.analytics.math.function.PiecewisePolynomialFunction1D;
import com.opengamma.analytics.math.matrix.DoubleMatrix1D;
/**
*
*/
public class NonnegativityPreservingCubicSplineInterpolatorTest {
private static final double EPS = 1e-14;
private static final double INF = 1. / 0.;
/**
*
*/
@Test
public void positivityClampedTest() {
final double[] xValues = new double[] {1., 2., 3., 4., 5. };
final double[] yValues = new double[] {0., 0.1, 1., 1., 20., 5., 0. };
PiecewisePolynomialInterpolator interp = new CubicSplineInterpolator();
PiecewisePolynomialResult result = interp.interpolate(xValues, yValues);
PiecewisePolynomialFunction1D function = new PiecewisePolynomialFunction1D();
PiecewisePolynomialInterpolator interpPos = new NonnegativityPreservingCubicSplineInterpolator(interp);
PiecewisePolynomialResult resultPos = interpPos.interpolate(xValues, yValues);
assertEquals(resultPos.getDimensions(), result.getDimensions());
assertEquals(resultPos.getNumberOfIntervals(), result.getNumberOfIntervals());
assertEquals(resultPos.getOrder(), result.getOrder());
final int nPts = 101;
for (int i = 0; i < 101; ++i) {
final double key = 1. + 4. / (nPts - 1) * i;
assertTrue(function.evaluate(resultPos, key).getData()[0] >= 0.);
}
final int nData = xValues.length;
for (int i = 1; i < nData - 2; ++i) {
final double tau = Math.signum(resultPos.getCoefMatrix().getData()[i][3]);
assertTrue(resultPos.getCoefMatrix().getData()[i][2] * tau >= -3. * yValues[i + 1] * tau / (xValues[i + 1] - xValues[i]));
assertTrue(resultPos.getCoefMatrix().getData()[i][2] * tau <= 3. * yValues[i + 1] * tau / (xValues[i] - xValues[i - 1]));
}
}
/**
*
*/
@Test
public void positivityClampedMultiTest() {
final double[] xValues = new double[] {1., 2., 3., 4., 5. };
final double[][] yValues = new double[][] { {0., 0.1, 1., 1., 20., 5., 0. }, {-10., 0.1, 1., 1., 20., 5., 0. } };
PiecewisePolynomialInterpolator interp = new CubicSplineInterpolator();
PiecewisePolynomialResult result = interp.interpolate(xValues, yValues);
PiecewisePolynomialFunction1D function = new PiecewisePolynomialFunction1D();
PiecewisePolynomialInterpolator interpPos = new NonnegativityPreservingCubicSplineInterpolator(interp);
PiecewisePolynomialResult resultPos = interpPos.interpolate(xValues, yValues);
assertEquals(resultPos.getDimensions(), result.getDimensions());
assertEquals(resultPos.getNumberOfIntervals(), result.getNumberOfIntervals());
assertEquals(resultPos.getOrder(), result.getOrder());
final int nPts = 101;
for (int i = 0; i < 101; ++i) {
final double key = 1. + 4. / (nPts - 1) * i;
assertTrue(function.evaluate(resultPos, key).getData()[0] >= 0.);
}
final int dim = yValues.length;
final int nData = xValues.length;
for (int j = 0; j < dim; ++j) {
for (int i = 1; i < nData - 2; ++i) {
final double tau = Math.signum(resultPos.getCoefMatrix().getData()[dim * i + j][3]);
assertTrue(resultPos.getCoefMatrix().getData()[dim * i + j][2] * tau >= -3. * yValues[j][i + 1] * tau / (xValues[i + 1] - xValues[i]));
assertTrue(resultPos.getCoefMatrix().getData()[dim * i + j][2] * tau <= 3. * yValues[j][i + 1] * tau / (xValues[i] - xValues[i - 1]));
}
}
}
/**
*
*/
@Test
public void positivityNotAKnotTest() {
final double[] xValues = new double[] {1., 2., 3., 4., 5. };
final double[] yValues = new double[] {0.1, 1., 1., 20., 5. };
PiecewisePolynomialInterpolator interp = new CubicSplineInterpolator();
PiecewisePolynomialResult result = interp.interpolate(xValues, yValues);
PiecewisePolynomialFunction1D function = new PiecewisePolynomialFunction1D();
PiecewisePolynomialInterpolator interpPos = new NonnegativityPreservingCubicSplineInterpolator(interp);
PiecewisePolynomialResult resultPos = interpPos.interpolate(xValues, yValues);
assertEquals(resultPos.getDimensions(), result.getDimensions());
assertEquals(resultPos.getNumberOfIntervals(), result.getNumberOfIntervals());
assertEquals(resultPos.getOrder(), result.getOrder());
final int nPts = 101;
for (int i = 0; i < 101; ++i) {
final double key = 1. + 4. / (nPts - 1) * i;
assertTrue(function.evaluate(resultPos, key).getData()[0] >= 0.);
}
final int nData = xValues.length;
for (int i = 1; i < nData - 2; ++i) {
final double tau = Math.signum(resultPos.getCoefMatrix().getData()[i][3]);
assertTrue(resultPos.getCoefMatrix().getData()[i][2] * tau >= -3. * yValues[i] * tau / (xValues[i + 1] - xValues[i]));
assertTrue(resultPos.getCoefMatrix().getData()[i][2] * tau <= 3. * yValues[i] * tau / (xValues[i] - xValues[i - 1]));
}
}
/**
*
*/
@Test
public void positivityEndIntervalsTest() {
final double[] xValues = new double[] {1., 2., 3., 4., 5., 6. };
final double[][] yValues = new double[][] { {0.01, 0.01, 0.01, 10., 20., 1. }, {0.01, 0.01, 10., 10., 0.01, 0.01 } };
PiecewisePolynomialInterpolator interp = new NaturalSplineInterpolator();
PiecewisePolynomialResult result = interp.interpolate(xValues, yValues);
PiecewisePolynomialFunction1D function = new PiecewisePolynomialFunction1D();
PiecewisePolynomialInterpolator interpPos = new NonnegativityPreservingCubicSplineInterpolator(interp);
PiecewisePolynomialResult resultPos = interpPos.interpolate(xValues, yValues);
assertEquals(resultPos.getDimensions(), result.getDimensions());
assertEquals(resultPos.getNumberOfIntervals(), result.getNumberOfIntervals());
assertEquals(resultPos.getOrder(), result.getOrder());
final int nPts = 101;
for (int i = 0; i < 101; ++i) {
final double key = 1. + 5. / (nPts - 1) * i;
assertTrue(function.evaluate(resultPos, key).getData()[0] >= 0.);
}
final int dim = yValues.length;
final int nData = xValues.length;
for (int j = 0; j < dim; ++j) {
for (int i = 1; i < nData - 2; ++i) {
final double tau = Math.signum(resultPos.getCoefMatrix().getData()[dim * i + j][3]);
assertTrue(resultPos.getCoefMatrix().getData()[dim * i + j][2] * tau >= -3. * yValues[j][i] * tau / (xValues[i + 1] - xValues[i]));
assertTrue(resultPos.getCoefMatrix().getData()[dim * i + j][2] * tau <= 3. * yValues[j][i] * tau / (xValues[i] - xValues[i - 1]));
}
}
}
/**
* PiecewiseCubicHermiteSplineInterpolator is not modified for positive data
*/
@Test
public void noModificationTest() {
final double[] xValues = new double[] {1., 2., 3., 4., 5. };
final double[][] yValues = new double[][] { {0.1, 1., 1., 20., 5. }, {1., 2., 3., 0., 0. } };
PiecewisePolynomialInterpolator interp = new PiecewiseCubicHermiteSplineInterpolator();
PiecewisePolynomialResult result = interp.interpolate(xValues, yValues);
PiecewisePolynomialInterpolator interpPos = new NonnegativityPreservingCubicSplineInterpolator(interp);
PiecewisePolynomialResult resultPos = interpPos.interpolate(xValues, yValues);
assertEquals(resultPos.getDimensions(), result.getDimensions());
assertEquals(resultPos.getNumberOfIntervals(), result.getNumberOfIntervals());
assertEquals(resultPos.getOrder(), result.getOrder());
//
// System.out.println(result.getCoefMatrix());
// System.out.println(resultPos.getCoefMatrix());
// PiecewisePolynomialFunction1D function = new PiecewisePolynomialFunction1D();
// final int nKeys = 101;
// for (int i = 0; i < nKeys; ++i) {
// final double key = 1. + 4. / (nKeys - 1) * i;
// System.out.println(key + "\t" + function.evaluate(result, key).getData()[0] + "\t" + function.evaluate(resultPos, key).getData()[0]);
// }
for (int i = 1; i < xValues.length - 1; ++i) {
for (int j = 0; j < 4; ++j) {
final double ref = result.getCoefMatrix().getData()[i][j] == 0. ? 1. : Math.abs(result.getCoefMatrix().getData()[i][j]);
assertEquals(resultPos.getCoefMatrix().getData()[i][j], result.getCoefMatrix().getData()[i][j], ref * EPS);
}
}
}
/**
*
*/
@Test
public void flipTest() {
final double[] xValues = new double[] {1., 2., 3., 4., 5., 6. };
final double[] yValues = new double[] {3., 0.1, 0.01, 0.01, 0.1, 3. };
final double[] xValuesFlip = new double[] {6., 2., 3., 5., 4., 1. };
final double[] yValuesFlip = new double[] {3., 0.1, 0.01, 0.1, 0.01, 3. };
PiecewisePolynomialInterpolator interp = new NaturalSplineInterpolator();
PiecewisePolynomialFunction1D function = new PiecewisePolynomialFunction1D();
PiecewisePolynomialInterpolator interpPos = new NonnegativityPreservingCubicSplineInterpolator(interp);
PiecewisePolynomialResult resultPos = interpPos.interpolate(xValues, yValues);
PiecewisePolynomialResult resultPosFlip = interpPos.interpolate(xValuesFlip, yValuesFlip);
assertEquals(resultPos.getDimensions(), resultPosFlip.getDimensions());
assertEquals(resultPos.getNumberOfIntervals(), resultPosFlip.getNumberOfIntervals());
assertEquals(resultPos.getOrder(), resultPosFlip.getOrder());
final int nPts = 101;
for (int i = 0; i < 101; ++i) {
final double key = 1. + 5. / (nPts - 1) * i;
assertTrue(function.evaluate(resultPos, key).getData()[0] >= 0.);
}
final int nData = xValues.length;
for (int i = 0; i < nData - 1; ++i) {
for (int k = 0; k < 4; ++k)
assertEquals(resultPos.getCoefMatrix().getData()[i][k], resultPosFlip.getCoefMatrix().getData()[i][k]);
}
}
/**
*
*/
@Test
public void flipMultiTest() {
final double[] xValues = new double[] {1., 2., 3., 4., 5., 6. };
final double[][] yValues = new double[][] { {3., 0.1, 0.01, 0.01, 0.1, 3. }, {3., 0.1, 0.01, 0.001, 2., 3. } };
final double[] xValuesFlip = new double[] {1., 2., 3., 5., 4., 6. };
final double[][] yValuesFlip = new double[][] { {3., 0.1, 0.01, 0.1, 0.01, 3. }, {3., 0.1, 0.01, 2., 0.001, 3. } };
PiecewisePolynomialInterpolator interp = new NaturalSplineInterpolator();
PiecewisePolynomialFunction1D function = new PiecewisePolynomialFunction1D();
PiecewisePolynomialInterpolator interpPos = new NonnegativityPreservingCubicSplineInterpolator(interp);
PiecewisePolynomialResult resultPos = interpPos.interpolate(xValues, yValues);
PiecewisePolynomialResult resultPosFlip = interpPos.interpolate(xValuesFlip, yValuesFlip);
assertEquals(resultPos.getDimensions(), resultPosFlip.getDimensions());
assertEquals(resultPos.getNumberOfIntervals(), resultPosFlip.getNumberOfIntervals());
assertEquals(resultPos.getOrder(), resultPosFlip.getOrder());
final int nPts = 101;
for (int i = 0; i < 101; ++i) {
final double key = 1. + 5. / (nPts - 1) * i;
assertTrue(function.evaluate(resultPos, key).getData()[0] >= 0.);
assertTrue(function.evaluate(resultPos, key).getData()[1] >= 0.);
}
final int dim = yValues.length;
final int nData = xValues.length;
for (int j = 0; j < dim; ++j) {
for (int i = 0; i < nData - 1; ++i) {
for (int k = 0; k < 4; ++k)
assertEquals(resultPos.getCoefMatrix().getData()[dim * i + j][k], resultPosFlip.getCoefMatrix().getData()[dim * i + j][k]);
}
}
}
/*
* Error tests
*/
/**
* Primary interpolation method should be cubic.
* Note that CubicSplineInterpolator returns a linear or quadratic function in certain situations
*/
@Test(expectedExceptions = IllegalArgumentException.class)
public void lowDegreeTest() {
final double[] xValues = new double[] {1., 2., 3. };
final double[] yValues = new double[] {0., 0.1, 0.05 };
PiecewisePolynomialInterpolator interp = new CubicSplineInterpolator();
PiecewisePolynomialInterpolator interpPos = new NonnegativityPreservingCubicSplineInterpolator(interp);
interpPos.interpolate(xValues, yValues);
}
/**
*
*/
@Test(expectedExceptions = IllegalArgumentException.class)
public void lowDegreeMultiTest() {
final double[] xValues = new double[] {1., 2., 3. };
final double[][] yValues = new double[][] { {0., 0.1, 0.05 }, {0., 0.1, 1.05 } };
PiecewisePolynomialInterpolator interp = new LinearInterpolator();
PiecewisePolynomialInterpolator interpPos = new NonnegativityPreservingCubicSplineInterpolator(interp);
interpPos.interpolate(xValues, yValues);
}
/**
*
*/
@Test(expectedExceptions = IllegalArgumentException.class)
public void dataShortTest() {
final double[] xValues = new double[] {1., 2. };
final double[] yValues = new double[] {0., 0.1 };
PiecewisePolynomialInterpolator interp = new CubicSplineInterpolator();
PiecewisePolynomialInterpolator interpPos = new NonnegativityPreservingCubicSplineInterpolator(interp);
interpPos.interpolate(xValues, yValues);
}
/**
*
*/
@Test(expectedExceptions = IllegalArgumentException.class)
public void dataShortMultiTest() {
final double[] xValues = new double[] {1., 2., };
final double[][] yValues = new double[][] { {0., 0.1 }, {0., 0.1 } };
PiecewisePolynomialInterpolator interp = new PiecewiseCubicHermiteSplineInterpolator();
PiecewisePolynomialInterpolator interpPos = new NonnegativityPreservingCubicSplineInterpolator(interp);
interpPos.interpolate(xValues, yValues);
}
/**
*
*/
@Test(expectedExceptions = IllegalArgumentException.class)
public void coincideDataTest() {
final double[] xValues = new double[] {1., 1., 3. };
final double[] yValues = new double[] {0., 0.1, 0.05 };
PiecewisePolynomialInterpolator interp = new CubicSplineInterpolator();
PiecewisePolynomialInterpolator interpPos = new NonnegativityPreservingCubicSplineInterpolator(interp);
interpPos.interpolate(xValues, yValues);
}
/**
*
*/
@Test(expectedExceptions = IllegalArgumentException.class)
public void coincideDataMultiTest() {
final double[] xValues = new double[] {1., 2., 2. };
final double[][] yValues = new double[][] { {2., 0., 0.1, 0.05, 2. }, {1., 0., 0.1, 1.05, 2. } };
PiecewisePolynomialInterpolator interp = new CubicSplineInterpolator();
PiecewisePolynomialInterpolator interpPos = new NonnegativityPreservingCubicSplineInterpolator(interp);
interpPos.interpolate(xValues, yValues);
}
/**
*
*/
@Test(expectedExceptions = IllegalArgumentException.class)
public void diffDataTest() {
final double[] xValues = new double[] {1., 2., 3., 4. };
final double[] yValues = new double[] {0., 0.1, 0.05 };
PiecewisePolynomialInterpolator interp = new NaturalSplineInterpolator();
PiecewisePolynomialInterpolator interpPos = new NonnegativityPreservingCubicSplineInterpolator(interp);
interpPos.interpolate(xValues, yValues);
}
/**
*
*/
@Test(expectedExceptions = IllegalArgumentException.class)
public void diffDataMultiTest() {
final double[] xValues = new double[] {1., 2., 3., 4. };
final double[][] yValues = new double[][] { {2., 0., 0.1, 0.05, 2. }, {1., 0., 0.1, 1.05, 2. } };
PiecewisePolynomialInterpolator interp = new NaturalSplineInterpolator();
PiecewisePolynomialInterpolator interpPos = new NonnegativityPreservingCubicSplineInterpolator(interp);
interpPos.interpolate(xValues, yValues);
}
/**
*
*/
@Test(expectedExceptions = IllegalArgumentException.class)
public void nullXdataTest() {
double[] xValues = new double[] {1., 2., 3., 4. };
double[] yValues = new double[] {0., 0.1, 0.05, 0.2 };
xValues = null;
PiecewisePolynomialInterpolator interp = new CubicSplineInterpolator();
PiecewisePolynomialInterpolator interpPos = new NonnegativityPreservingCubicSplineInterpolator(interp);
interpPos.interpolate(xValues, yValues);
}
/**
*
*/
@Test(expectedExceptions = IllegalArgumentException.class)
public void nullYdataTest() {
double[] xValues = new double[] {1., 2., 3., 4. };
double[] yValues = new double[] {0., 0.1, 0.05, 0.2 };
yValues = null;
PiecewisePolynomialInterpolator interp = new CubicSplineInterpolator();
PiecewisePolynomialInterpolator interpPos = new NonnegativityPreservingCubicSplineInterpolator(interp);
interpPos.interpolate(xValues, yValues);
}
/**
*
*/
@Test(expectedExceptions = IllegalArgumentException.class)
public void nullXdataMultiTest() {
double[] xValues = new double[] {1., 2., 3., 4. };
double[][] yValues = new double[][] { {0., 0.1, 0.05, 0.2 }, {0., 0.1, 0.05, 0.2 } };
xValues = null;
PiecewisePolynomialInterpolator interp = new CubicSplineInterpolator();
PiecewisePolynomialInterpolator interpPos = new NonnegativityPreservingCubicSplineInterpolator(interp);
interpPos.interpolate(xValues, yValues);
}
/**
*
*/
@Test(expectedExceptions = IllegalArgumentException.class)
public void nullYdataMultiTest() {
double[] xValues = new double[] {1., 2., 3., 4. };
double[][] yValues = new double[][] { {0., 0.1, 0.05, 0.2 }, {0., 0.1, 0.05, 0.2 } };
yValues = null;
PiecewisePolynomialInterpolator interp = new CubicSplineInterpolator();
PiecewisePolynomialInterpolator interpPos = new NonnegativityPreservingCubicSplineInterpolator(interp);
interpPos.interpolate(xValues, yValues);
}
/**
*
*/
@Test(expectedExceptions = IllegalArgumentException.class)
public void infXdataTest() {
double[] xValues = new double[] {1., 2., 3., INF };
double[] yValues = new double[] {0., 0.1, 0.05, 0.2 };
PiecewisePolynomialInterpolator interp = new CubicSplineInterpolator();
PiecewisePolynomialInterpolator interpPos = new NonnegativityPreservingCubicSplineInterpolator(interp);
interpPos.interpolate(xValues, yValues);
}
/**
*
*/
@Test(expectedExceptions = IllegalArgumentException.class)
public void infYdataTest() {
double[] xValues = new double[] {1., 2., 3., 4. };
double[] yValues = new double[] {0., 0., 0.1, 0.05, 0.2, INF };
PiecewisePolynomialInterpolator interp = new CubicSplineInterpolator();
PiecewisePolynomialInterpolator interpPos = new NonnegativityPreservingCubicSplineInterpolator(interp);
interpPos.interpolate(xValues, yValues);
}
/**
*
*/
@Test(expectedExceptions = IllegalArgumentException.class)
public void nanXdataTest() {
double[] xValues = new double[] {1., 2., 3., Double.NaN };
double[] yValues = new double[] {0., 0.1, 0.05, 0.2 };
PiecewisePolynomialInterpolator interp = new CubicSplineInterpolator();
PiecewisePolynomialInterpolator interpPos = new NonnegativityPreservingCubicSplineInterpolator(interp);
interpPos.interpolate(xValues, yValues);
}
/**
*
*/
@Test(expectedExceptions = IllegalArgumentException.class)
public void nanYdataTest() {
double[] xValues = new double[] {1., 2., 3., 4. };
double[] yValues = new double[] {0., 0., 0.1, 0.05, 0.2, Double.NaN };
PiecewisePolynomialInterpolator interp = new CubicSplineInterpolator();
PiecewisePolynomialInterpolator interpPos = new NonnegativityPreservingCubicSplineInterpolator(interp);
interpPos.interpolate(xValues, yValues);
}
/**
*
*/
@Test(expectedExceptions = IllegalArgumentException.class)
public void infXdataMultiTest() {
double[] xValues = new double[] {1., 2., 3., INF };
double[][] yValues = new double[][] { {0., 0.1, 0.05, 0.2 }, {0., 0.1, 0.05, 0.2 } };
PiecewisePolynomialInterpolator interp = new CubicSplineInterpolator();
PiecewisePolynomialInterpolator interpPos = new NonnegativityPreservingCubicSplineInterpolator(interp);
interpPos.interpolate(xValues, yValues);
}
/**
*
*/
@Test(expectedExceptions = IllegalArgumentException.class)
public void infYdataMultiTest() {
double[] xValues = new double[] {1., 2., 3., 4. };
double[][] yValues = new double[][] { {0., 0., 0.1, 0.05, 0.2, 1. }, {0., 0., 0.1, 0.05, 0.2, INF } };
PiecewisePolynomialInterpolator interp = new CubicSplineInterpolator();
PiecewisePolynomialInterpolator interpPos = new NonnegativityPreservingCubicSplineInterpolator(interp);
interpPos.interpolate(xValues, yValues);
}
/**
*
*/
@Test(expectedExceptions = IllegalArgumentException.class)
public void nanXdataMultiTest() {
double[] xValues = new double[] {1., 2., 3., Double.NaN };
double[][] yValues = new double[][] { {0., 0.1, 0.05, 0.2 }, {0., 0.1, 0.05, 0.2 } };
PiecewisePolynomialInterpolator interp = new CubicSplineInterpolator();
PiecewisePolynomialInterpolator interpPos = new NonnegativityPreservingCubicSplineInterpolator(interp);
interpPos.interpolate(xValues, yValues);
}
/**
*
*/
@Test(expectedExceptions = IllegalArgumentException.class)
public void nanYdataMultiTest() {
double[] xValues = new double[] {1., 2., 3., 4. };
double[][] yValues = new double[][] { {0., 0., 0.1, 0.05, 0.2, 1.1 }, {0., 0., 0.1, 0.05, 0.2, Double.NaN } };
PiecewisePolynomialInterpolator interp = new CubicSplineInterpolator();
PiecewisePolynomialInterpolator interpPos = new NonnegativityPreservingCubicSplineInterpolator(interp);
interpPos.interpolate(xValues, yValues);
}
/**
* Tests below are for debugging
*/
@Test
(enabled = false)
public void printTest() {
final double[] xValues = new double[] {1., 2., 3. };
final double[] yValues = new double[] {0., 0.1, 0.05 };
PiecewisePolynomialInterpolator interp = new LinearInterpolator();
PiecewisePolynomialResult result = interp.interpolate(xValues, yValues);
PiecewisePolynomialFunction1D function = new PiecewisePolynomialFunction1D();
PiecewisePolynomialInterpolator interpPos = new NonnegativityPreservingCubicSplineInterpolator(interp);
PiecewisePolynomialResult resultPos = interpPos.interpolate(xValues, yValues);
final int nKeys = 101;
for (int i = 0; i < nKeys; ++i) {
final double key = 1. + 4. / (nKeys - 1) * i;
System.out.println(key + "\t" + function.evaluate(result, key).getData()[0] + "\t" + function.evaluate(resultPos, key).getData()[0]);
}
}
/**
*
*/
@Test(enabled = false)
public void print1Test() {
final double[] xValues = new double[] {1., 2., 3., 4., 5. };
final double[][] yValues = new double[][] {{0.1, 1., 1., 20., 5. } };
PiecewisePolynomialInterpolator interp = new NaturalSplineInterpolator();
PiecewisePolynomialResult result = interp.interpolate(xValues, yValues);
PiecewisePolynomialFunction1D function = new PiecewisePolynomialFunction1D();
PiecewisePolynomialInterpolator interpPos = new NonnegativityPreservingCubicSplineInterpolator(interp);
PiecewisePolynomialResult resultPos = interpPos.interpolate(xValues, yValues);
System.out.println(resultPos.getCoefMatrix());
final int nKeys = 101;
for (int i = 0; i < nKeys; ++i) {
final double key = 1. + 4. / (nKeys - 1) * i;
System.out.println(key + "\t" + function.evaluate(result, key).getData()[0] + "\t" + function.evaluate(resultPos, key).getData()[0]);
}
}
/**
*
*/
@Test(enabled = false)
public void print2Test() {
final double[] xValues = new double[] {1., 2., 3., 4., 5., 6. };
final double[] yValues = new double[] {0.01, 0.01, 10., 10., 0.01, 0.01 };
PiecewisePolynomialInterpolator interp = new NaturalSplineInterpolator();
PiecewisePolynomialResult result = interp.interpolate(xValues, yValues);
PiecewisePolynomialFunction1D function = new PiecewisePolynomialFunction1D();
PiecewisePolynomialInterpolator interpPos = new NonnegativityPreservingCubicSplineInterpolator(interp);
PiecewisePolynomialResult resultPos = interpPos.interpolate(xValues, yValues);
System.out.println(resultPos.getCoefMatrix());
final int nKeys = 101;
for (int i = 0; i < nKeys; ++i) {
final double key = 1. + 5. / (nKeys - 1) * i;
System.out.println(key + "\t" + function.evaluate(result, key).getData()[0] + "\t" + function.evaluate(resultPos, key).getData()[0]);
}
}
/**
*
*/
@Test
(enabled = false)
public void randomTest() {
final double[] xValues = new double[] {1., 2., 3., 4., 5., 6., 7., 8. };
final int nData = xValues.length;
final double[] yValues = new double[nData];
Random rand = new Random();
int k = 0;
while (k < 100000) {
for (int i = 0; i < nData; ++i) {
yValues[i] = rand.nextDouble() / 10.;
}
System.out.println(new DoubleMatrix1D(yValues));
PiecewisePolynomialInterpolator interp = new NaturalSplineInterpolator();
// PiecewisePolynomialResult result = interp.interpolate(xValues, yValues);
PiecewisePolynomialFunction1D function = new PiecewisePolynomialFunction1D();
PiecewisePolynomialInterpolator interpPos = new NonnegativityPreservingCubicSplineInterpolator(interp);
PiecewisePolynomialResult resultPos = interpPos.interpolate(xValues, yValues);
final int nKeys = 71;
for (int i = 0; i < nKeys; ++i) {
final double key = 1. + 7. / (nKeys - 1) * i;
// System.out.println(key + "\t" + function.evaluate(result, key).getData()[0] + "\t" + function.evaluate(resultPos, key).getData()[0]);
assertTrue(function.evaluate(resultPos, key).getData()[0] >= 0.);
}
++k;
}
}
}