/*
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.solvers1D;
import static org.junit.Assert.fail;
import org.jquantlib.QL;
import org.jquantlib.math.Ops;
import org.jquantlib.math.solvers1D.Brent;
import org.junit.Test;
/**
* @author Richard Gomes
*/
public class BrentTest {
public BrentTest() {
QL.info("::::: " + this.getClass().getSimpleName() + " :::::");
}
@Test
public void testInvertSquare() {
final Ops.DoubleOp square = new Ops.DoubleOp() {
public double op(final double x) {
return x * x - 1;
}
};
final double accuracy = 1.0e-15;
final Brent brent = new Brent();
double soln = brent.solve(square, accuracy, 0.01, 0, 2);
// assertEquals(1.0, soln, accuracy);
if (Math.abs(1.0 - soln) > accuracy) {
fail("expected: 1.0 but was: " + (soln - accuracy));
}
// assertEquals(10, brent.getNumEvaluations());
if (brent.getNumEvaluations() != 10) {
fail("expected: 10" + " but was: " + brent.getNumEvaluations());
}
soln = brent.solve(square, accuracy, 0.01, 0.1);
// assertEquals(1.0, soln,accuracy);
if (Math.abs(1.0 - soln) > accuracy) {
fail("expected: 1.0 but was: " + (soln - accuracy));
}
// assertEquals(13, brent.getNumEvaluations());
if (brent.getNumEvaluations() != 13) {
fail("expected: 13" + " but was: " + brent.getNumEvaluations());
}
}
}
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