/*
Copyright (C) 2007 Richard Gomes
This source code is release under the BSD License.
This file is part of JQuantLib, a free-software/open-source library
for financial quantitative analysts and developers - http://jquantlib.org/
JQuantLib is free software: you can redistribute it and/or modify it
under the terms of the JQuantLib license. You should have received a
copy of the license along with this program; if not, please email
. The license is also available online at
.
This program is distributed in the hope that it will be useful, but WITHOUT
ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
FOR A PARTICULAR PURPOSE. See the license for more details.
JQuantLib is based on QuantLib. http://quantlib.org/
When applicable, the original copyright notice follows this notice.
*/
package org.jquantlib.testsuite.math.integrals;
import static org.junit.Assert.fail;
import org.jquantlib.QL;
import org.jquantlib.math.Ops;
import org.jquantlib.math.functions.Constant;
import org.jquantlib.math.functions.Cube;
import org.jquantlib.math.functions.Fourth;
import org.jquantlib.math.functions.Identity;
import org.jquantlib.math.functions.Square;
import org.jquantlib.math.integrals.TabulatedGaussLegendre;
import org.junit.Test;
/**
* @author
*/
public class TabulatedGaussLegendreTest {
public TabulatedGaussLegendreTest() {
QL.info("::::: "+this.getClass().getSimpleName()+" :::::");
}
@Test
public void testPolynomials() {
checkSingleTabulated(new Constant(1.0), "f(x)=1", 2.0, 1.0e-13);
checkSingleTabulated(new Identity(), "f(x)=x", 0.0, 1.0e-13);
checkSingleTabulated(new Square(), "f(x)=x^2", 2.0/3.0, 1.0e-13);
checkSingleTabulated(new Cube(), "f(x)=x^3", 0.0, 1.0e-13);
checkSingleTabulated(new Fourth(), "f(x)=x^4", 2.0/5.0, 1.0e-13);
}
public void checkSingleTabulated(final Ops.DoubleOp f, final String tag, final double expected, final double tolerance) {
final int order[] = { 6, 7, 12, 20 };
final TabulatedGaussLegendre quad = new TabulatedGaussLegendre();
for (final int element : order) {
quad.setOrder(element);
final double realised = quad.evaluate(f);
if (Math.abs(realised-expected) > tolerance)
fail(" integrating " + tag + "\n"
+ " order " + element + "\n"
+ " realised: " + realised + "\n"
+ " expected: " + expected);
}
}
}
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