com.opengamma.strata.math.impl.rootfinding.EigenvaluePolynomialRootFinderTest.java Source code

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Here is the source code for com.opengamma.strata.math.impl.rootfinding.EigenvaluePolynomialRootFinderTest.java

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/**
 * Copyright (C) 2009 - present by OpenGamma Inc. and the OpenGamma group of companies
 * 
 * Please see distribution for license.
 */
package com.opengamma.strata.math.impl.rootfinding;

import static org.testng.AssertJUnit.assertEquals;

import java.util.Arrays;

import org.apache.commons.math3.random.Well44497b;
import org.testng.annotations.Test;

import com.opengamma.strata.math.impl.function.RealPolynomialFunction1D;

/**
 * Test.
 */
@Test
public class EigenvaluePolynomialRootFinderTest {

    private static final Well44497b RANDOM = new Well44497b(0L);
    private static final Polynomial1DRootFinder<Double> FINDER = new EigenvaluePolynomialRootFinder();

    @Test(expectedExceptions = IllegalArgumentException.class)
    public void testNull() {
        FINDER.getRoots(null);
    }

    @Test
    public void test() {
        final double[] r = new double[] { -RANDOM.nextDouble(), -RANDOM.nextDouble(), RANDOM.nextDouble(),
                RANDOM.nextDouble() };
        final double a0 = r[0] * r[1] * r[2] * r[3];
        final double a1 = r[0] * r[1] * r[2] + r[0] * r[1] * r[3] + r[0] * r[2] * r[3] + r[1] * r[2] * r[3];
        final double a2 = r[0] * r[1] + r[0] * r[2] + r[0] * r[3] + r[1] * r[2] + r[1] * r[3] + r[2] * r[3];
        final double a3 = r[0] + r[1] + r[2] + r[3];
        final double a4 = 1;
        final RealPolynomialFunction1D f = new RealPolynomialFunction1D(new double[] { a0, a1, a2, a3, a4 });
        final Double[] roots = FINDER.getRoots(f);
        Arrays.sort(roots);
        final double[] expected = new double[r.length];
        for (int i = 0; i < r.length; i++) {
            expected[i] = -r[i];
        }
        Arrays.sort(expected);
        for (int i = 0; i < roots.length; i++) {
            assertEquals(roots[i], expected[i], 1e-12);
        }
    }
}