com.opengamma.strata.math.impl.util.CommonsMathWrapperTest.java Source code

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Here is the source code for com.opengamma.strata.math.impl.util.CommonsMathWrapperTest.java

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/**
 * Copyright (C) 2009 - present by OpenGamma Inc. and the OpenGamma group of companies
 *
 * Please see distribution for license.
 */
package com.opengamma.strata.math.impl.util;

import static org.testng.AssertJUnit.assertEquals;
import static org.testng.internal.junit.ArrayAsserts.assertArrayEquals;

import java.util.function.Function;

import org.apache.commons.math3.analysis.UnivariateFunction;
import org.apache.commons.math3.analysis.polynomials.PolynomialFunctionLagrangeForm;
import org.apache.commons.math3.complex.Complex;
import org.apache.commons.math3.linear.RealMatrix;
import org.apache.commons.math3.linear.RealVector;
import org.apache.commons.math3.optim.PointValuePair;
import org.testng.annotations.Test;

import com.opengamma.strata.collect.array.DoubleArray;
import com.opengamma.strata.collect.array.DoubleMatrix;
import com.opengamma.strata.math.impl.ComplexNumber;
import com.opengamma.strata.math.impl.function.RealPolynomialFunction1D;

/**
 * Test {@link CommonsMathWrapper}.
 */
@Test
public class CommonsMathWrapperTest {

    private static final DoubleArray OG_VECTOR = DoubleArray.of(1, 2, 3);
    private static final DoubleMatrix OG_MATRIX = DoubleMatrix
            .copyOf(new double[][] { { 1, 2, 3 }, { 4, 5, 6 }, { 7, 8, 9 } });
    private static final Function<Double, Double> OG_FUNCTION_1D = new Function<Double, Double>() {
        @Override
        public Double apply(final Double x) {
            return x * x + 7 * x + 12;
        }

    };
    private static final ComplexNumber OG_COMPLEX = new ComplexNumber(1, 2);
    private static final RealPolynomialFunction1D OG_POLYNOMIAL = new RealPolynomialFunction1D(
            new double[] { 3, 4, -1, 5, -3 });

    @Test(expectedExceptions = IllegalArgumentException.class)
    public void testNull1DMatrix() {
        CommonsMathWrapper.wrap((DoubleArray) null);
    }

    @Test(expectedExceptions = IllegalArgumentException.class)
    public void testNullVector() {
        CommonsMathWrapper.unwrap((RealVector) null);
    }

    @Test(expectedExceptions = IllegalArgumentException.class)
    public void testNull1DFunction() {
        CommonsMathWrapper.wrapUnivariate((Function<Double, Double>) null);
    }

    @Test(expectedExceptions = IllegalArgumentException.class)
    public void testNullMatrix() {
        CommonsMathWrapper.wrap((DoubleMatrix) null);
    }

    @Test(expectedExceptions = IllegalArgumentException.class)
    public void testNullRealMatrix() {
        CommonsMathWrapper.unwrap((RealMatrix) null);
    }

    @Test(expectedExceptions = IllegalArgumentException.class)
    public void testNullComplexNumber() {
        CommonsMathWrapper.wrap((ComplexNumber) null);
    }

    @Test(expectedExceptions = IllegalArgumentException.class)
    public void testNullLagrange() {
        CommonsMathWrapper.unwrap((PolynomialFunctionLagrangeForm) null);
    }

    @Test(expectedExceptions = IllegalArgumentException.class)
    public void testNullPointVectorPair() {
        CommonsMathWrapper.unwrap((PointValuePair) null);
    }

    @Test
    public void testVector() {
        RealVector commons = CommonsMathWrapper.wrap(OG_VECTOR);
        assertEquals(CommonsMathWrapper.unwrap(commons), OG_VECTOR);
    }

    @Test
    public void testVectorAsMatrix() {
        RealMatrix commons = CommonsMathWrapper.wrapAsMatrix(OG_VECTOR);
        double[][] data = commons.getData();
        assertEquals(data.length, OG_VECTOR.size());
        assertEquals(data[0].length, 1);
    }

    @Test
    public void test1DFunction() {
        UnivariateFunction commons = CommonsMathWrapper.wrapUnivariate(OG_FUNCTION_1D);
        for (int i = 0; i < 100; i++) {
            assertEquals(OG_FUNCTION_1D.apply((double) i), commons.value(i), 1e-15);
        }
    }

    @Test
    public void testMatrix() {
        RealMatrix commons = CommonsMathWrapper.wrap(OG_MATRIX);
        double[][] unwrapped = CommonsMathWrapper.unwrap(commons).toArray();
        double[][] ogData = OG_MATRIX.toArray();
        int n = unwrapped.length;
        assertEquals(n, ogData.length);
        for (int i = 0; i < n; i++) {
            assertArrayEquals(unwrapped[i], ogData[i], 1e-15);
        }
    }

    @Test
    public void testComplexNumber() {
        Complex commons = CommonsMathWrapper.wrap(OG_COMPLEX);
        assertEquals(commons.getReal(), OG_COMPLEX.getReal(), 0);
        assertEquals(commons.getImaginary(), OG_COMPLEX.getImaginary(), 0);
    }

    @Test
    public void testLagrange() {
        int n = OG_POLYNOMIAL.getCoefficients().length;
        double[] x = new double[n];
        double[] y = new double[n];
        for (int i = 0; i < n; i++) {
            x[i] = i;
            y[i] = OG_POLYNOMIAL.applyAsDouble(x[i]);
        }
        Function<Double, Double> unwrapped = CommonsMathWrapper.unwrap(new PolynomialFunctionLagrangeForm(x, y));
        for (int i = 0; i < 100; i++) {
            assertEquals(unwrapped.apply(i + 0.5), OG_POLYNOMIAL.applyAsDouble(i + 0.5), 1e-9);
        }
    }

    @Test
    public void testPointValuePair() {
        double[] x = new double[] { 1, 2, 3 };
        double[] y = CommonsMathWrapper.unwrap(new PointValuePair(x, 0));
        assertArrayEquals(x, y, 0);
    }

}