com.opengamma.analytics.math.function.special.OrthonormalHermitePolynomialFunctionTest.java Source code

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Here is the source code for com.opengamma.analytics.math.function.special.OrthonormalHermitePolynomialFunctionTest.java

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/**
 * Copyright (C) 2009 - 2010 by OpenGamma Inc.
 *
 * Please see distribution for license.
 */
package com.opengamma.analytics.math.function.special;

import static org.testng.AssertJUnit.assertEquals;

import org.apache.commons.math.util.MathUtils;
import org.testng.annotations.Test;

import com.opengamma.analytics.math.function.DoubleFunction1D;

/**
 * 
 */
public class OrthonormalHermitePolynomialFunctionTest {
    private static final HermitePolynomialFunction HERMITE = new HermitePolynomialFunction();
    private static final OrthonormalHermitePolynomialFunction ORTHONORMAL = new OrthonormalHermitePolynomialFunction();
    private static final double EPS = 1e-9;

    @Test(expectedExceptions = IllegalArgumentException.class)
    public void testBadN() {
        ORTHONORMAL.getPolynomials(-3);
    }

    @Test
    public void test() {
        final int n = 15;
        final DoubleFunction1D[] f1 = HERMITE.getPolynomials(n);
        final DoubleFunction1D[] f2 = ORTHONORMAL.getPolynomials(n);
        final double x = 3.4;
        for (int i = 0; i < f1.length; i++) {
            assertEquals(
                    f1[i].evaluate(x)
                            / Math.sqrt(MathUtils.factorialDouble(i) * Math.pow(2, i) * Math.sqrt(Math.PI)),
                    f2[i].evaluate(x), EPS);
        }
    }

}