/*
 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.Secant;
import org.junit.Test;


/**
 * @author Dominik Holenstein
 * @author Ueli Hofstetter
 */

public class SecantTest {

	public SecantTest() {
		QL.info("::::: "+this.getClass().getSimpleName()+" :::::");
	}

	@Test
	public void secantTest() {
		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 Secant secant = new Secant();

		double root = secant.solve(f, accuracy, guess, xMin, xMax);

		if (Math.abs(1.0-root)> accuracy) {
			fail("expected: 1.0" + " but root is: " + root);
		}

		if(secant.getMaxEvaluations() != 100){
			fail("expected: 100" + " but was: " + secant.getMaxEvaluations());
		}

		root = secant.solve(f, accuracy, 0.01, 0.1);

		if (Math.abs(1.0-root)> accuracy) {
			fail("expected: 1.0" + " but root is: " + root);
		}
	}

}