/*
 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.
 */

/**
 *
 * @author Tim Swetonic
 *
 */

package org.jquantlib.testsuite.operators;

import static org.junit.Assert.fail;

import org.jquantlib.QL;
import org.jquantlib.math.matrixutilities.Array;
import org.jquantlib.methods.finitedifferences.TridiagonalOperator;
import org.junit.Test;

public class TridiagonalOperatorTest {

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

    @Test
	public void testSolveFor() {
        final Array low = new Array(2);
        final Array mid = new Array(3);
        final Array high = new Array(2);

        low.set(0, 11);
        low.set(1, 1);

        mid.set(0, 12);
        mid.set(1, 10);
        mid.set(2, 3);

        high.set(0, 7);
        high.set(1, 9);


        final TridiagonalOperator t = new TridiagonalOperator(low, mid, high);

        final Array rhs = new Array(3);
        rhs.set(0, 7);
        rhs.set(1, 8);
        rhs.set(2, 7);

        final Array solved = t.solveFor(rhs);
        final Array expected = new Array(new double[] { 20.0, -33.285714285714285, 13.428571428571429 });

        for (int i=0; i<3; i++) {
            final double error = Math.abs(solved.get(i) - expected.get(i));
            if (error > 1e-15) {
                fail(" TridiagonalOperator expected:\n"
                        + " { 20, -33.2857, 13.4286 } "   + "\n"
                        + " got: "   + solved.get(0) + "\n"
                        + "  "   + solved.get(1) + "\n"
                        + "  " + solved.get(2) );
            }
        }
	}
}