/**
* 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 static org.testng.AssertJUnit.assertFalse;
import java.util.TreeMap;
import org.testng.annotations.Test;
import com.opengamma.analytics.math.MathException;
import com.opengamma.analytics.math.function.Function1D;
import com.opengamma.analytics.math.function.RealPolynomialFunction1D;
import com.opengamma.analytics.math.interpolation.data.ArrayInterpolator1DDataBundle;
import com.opengamma.analytics.math.interpolation.data.Interpolator1DDataBundle;
/**
*
*/
public class PolynomialInterpolator1DTest {
private static final Interpolator1D INTERPOLATOR_NO_OFFSET = new PolynomialInterpolator1D(3);
private static final Interpolator1D INTERPOLATOR_WITH_OFFSET = new PolynomialInterpolator1D(3, 2);
private static final Interpolator1DDataBundle MODEL = INTERPOLATOR_NO_OFFSET.getDataBundle(new double[] {1, 2, 3, 4, 5}, new double[] {6, 7, 8, 9, 10});
private static final double EPS = 1e-15;
@Test(expectedExceptions = IllegalArgumentException.class)
public void testIllegalDegree1() {
new PolynomialInterpolator1D(0);
}
@Test(expectedExceptions = IllegalArgumentException.class)
public void testIllegalDegree2() {
new PolynomialInterpolator1D(0, 3);
}
@Test(expectedExceptions = IllegalArgumentException.class)
public void testNegativeOffset() {
new PolynomialInterpolator1D(3, -4);
}
@Test(expectedExceptions = IllegalArgumentException.class)
public void testLargeOffset() {
new PolynomialInterpolator1D(3, 5);
}
@Test(expectedExceptions = IllegalArgumentException.class)
public void testNullDataBundle() {
INTERPOLATOR_WITH_OFFSET.interpolate(null, 3.);
}
@Test(expectedExceptions = IllegalArgumentException.class)
public void testNullData() {
INTERPOLATOR_WITH_OFFSET.interpolate(MODEL, null);
}
@Test(expectedExceptions = MathException.class)
public void testInsufficientData() {
INTERPOLATOR_WITH_OFFSET.interpolate(INTERPOLATOR_WITH_OFFSET.getDataBundle(new double[] {1, 2, 3}, new double[] {4, 5, 6}), 1.5);
}
@Test(expectedExceptions = IllegalArgumentException.class)
public void testOutOfRange() {
INTERPOLATOR_NO_OFFSET.interpolate(MODEL, 0.);
}
@Test(expectedExceptions = MathException.class)
public void testOutOfRangeWithOffset() {
INTERPOLATOR_WITH_OFFSET.interpolate(MODEL, 2.1);
}
@Test(expectedExceptions = IllegalArgumentException.class)
public void testHighOutOfRange() {
INTERPOLATOR_NO_OFFSET.interpolate(MODEL, 10.);
}
@Test
public void testDataBundleType1() {
assertEquals(INTERPOLATOR_NO_OFFSET.getDataBundle(new double[] {1, 2, 3}, new double[] {1, 2, 3}).getClass(), ArrayInterpolator1DDataBundle.class);
}
@Test
public void testDataBundleType2() {
assertEquals(INTERPOLATOR_NO_OFFSET.getDataBundleFromSortedArrays(new double[] {1, 2, 3}, new double[] {1, 2, 3}).getClass(), ArrayInterpolator1DDataBundle.class);
}
@Test
public void testHashCodeAndEquals() {
assertEquals(INTERPOLATOR_NO_OFFSET, new PolynomialInterpolator1D(3));
assertEquals(INTERPOLATOR_NO_OFFSET.hashCode(), new PolynomialInterpolator1D(3).hashCode());
assertFalse(INTERPOLATOR_NO_OFFSET.equals(new PolynomialInterpolator1D(5)));
assertEquals(INTERPOLATOR_WITH_OFFSET, new PolynomialInterpolator1D(3, 2));
assertEquals(INTERPOLATOR_WITH_OFFSET.hashCode(), new PolynomialInterpolator1D(3, 2).hashCode());
assertFalse(INTERPOLATOR_WITH_OFFSET.equals(new PolynomialInterpolator1D(5, 2)));
assertFalse(INTERPOLATOR_WITH_OFFSET.equals(new PolynomialInterpolator1D(3, 1)));
}
@Test
public void testInterpolation() {
final Function1D<Double, Double> quadratic = new RealPolynomialFunction1D(new double[] {-4., 3., 1.});
final Function1D<Double, Double> quartic = new RealPolynomialFunction1D(new double[] {-4., 3., 1., 1., 1.});
final TreeMap<Double, Double> quadraticMap = new TreeMap<>();
final TreeMap<Double, Double> quarticMap = new TreeMap<>();
double x;
for (int i = 0; i < 10; i++) {
x = i / 10.;
quadraticMap.put(x, quadratic.evaluate(x));
quarticMap.put(x, quartic.evaluate(x));
}
x = 0.35;
Interpolator1D quadraticInterpolator = new PolynomialInterpolator1D(2);
Interpolator1D quarticInterpolator = new PolynomialInterpolator1D(4);
final Interpolator1DDataBundle quadraticData = quadraticInterpolator.getDataBundle(quadraticMap);
final Interpolator1DDataBundle quarticData = quarticInterpolator.getDataBundle(quarticMap);
Double quadraticResult = quadraticInterpolator.interpolate(quadraticData, x);
Double quarticResult = quarticInterpolator.interpolate(quarticData, x);
assertEquals(quadraticResult, quadratic.evaluate(x), EPS);
assertEquals(quarticResult, quartic.evaluate(x), EPS);
quadraticInterpolator = new PolynomialInterpolator1D(2, 1);
quadraticResult = quadraticInterpolator.interpolate(quadraticData, x);
quarticInterpolator = new PolynomialInterpolator1D(4, 1);
quarticResult = quarticInterpolator.interpolate(quarticData, x);
assertEquals(quadraticResult, quadratic.evaluate(x), EPS);
assertEquals(quarticResult, quartic.evaluate(x), EPS);
}
}