/*
Copyright (C) 2008 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.distributions.Derivative;
import org.jquantlib.math.solvers1D.FalsePosition;
import org.junit.Test;
/**
* @author Dominik Holenstein
* @author Ueli Hofstetter
*/
public class FalsePositionTest {
public FalsePositionTest() {
QL.info("::::: "+this.getClass().getSimpleName()+" :::::");
}
@Test
public void falsePositionTest() {
final double accuracy = 1.0e-15;
final double guess = 1.5;
final double xMin = 0.0;
final double xMax = 3.0;
final Derivative f = new Derivative() {
@Override
public double op(final double x) {
return x*x-1;
}
@Override
public double derivative (final double x) {
return 2*x;
}
};
final FalsePosition falsePosition = new FalsePosition();
double root = falsePosition.solve(f, accuracy, guess, xMin, xMax);
if (Math.abs(1.0-root)> accuracy) {
fail("expected: 1.0" + " but root is: " + root);
}
if(falsePosition.getMaxEvaluations() != 100){
fail("expected: 100" + " but was: " + falsePosition.getMaxEvaluations());
}
root = falsePosition.solve(f, accuracy, 0.01, 0.1);
if (Math.abs(1.0-root)> accuracy) {
fail("expected: 1.0" + " but root is: " + root);
}
}
}
Ads help maintain this website.