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Java example source code file (BracketingNthOrderBrentSolverDFPTest.java)

This example Java source code file (BracketingNthOrderBrentSolverDFPTest.java) is included in the alvinalexander.com "Java Source Code Warehouse" project. The intent of this project is to help you "Learn Java by Example" TM.

Learn more about this Java project at its project page.

Java - Java tags/keywords

above_side, allowedsolution, any_side, before, below_side, bracketingnthorderbrentsolverdfp, bracketingnthorderbrentsolverdfptest, dfp, dfpfield, left_side, mathinternalerror, right_side, test, univariatedfpfunction

The BracketingNthOrderBrentSolverDFPTest.java Java example source code

/*
 * Licensed to the Apache Software Foundation (ASF) under one or more
 * contributor license agreements.  See the NOTICE file distributed with
 * this work for additional information regarding copyright ownership.
 * The ASF licenses this file to You under the Apache License, Version 2.0
 * (the "License"); you may not use this file except in compliance with
 * the License.  You may obtain a copy of the License at
 *
 *      http://www.apache.org/licenses/LICENSE-2.0
 *
 * Unless required by applicable law or agreed to in writing, software
 * distributed under the License is distributed on an "AS IS" BASIS,
 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 * See the License for the specific language governing permissions and
 * limitations under the License.
 */

package org.apache.commons.math3.dfp;

import org.apache.commons.math3.analysis.solvers.AllowedSolution;
import org.apache.commons.math3.exception.MathInternalError;
import org.apache.commons.math3.exception.NumberIsTooSmallException;
import org.junit.Assert;
import org.junit.Before;
import org.junit.Test;

/**
 * Test case for {@link BracketingNthOrderBrentSolverDFP bracketing n<sup>th order Brent} solver.
 *
 */
@Deprecated
public final class BracketingNthOrderBrentSolverDFPTest {

    @Test(expected=NumberIsTooSmallException.class)
    public void testInsufficientOrder3() {
        new BracketingNthOrderBrentSolverDFP(relativeAccuracy, absoluteAccuracy,
                                             functionValueAccuracy, 1);
    }

    @Test
    public void testConstructorOK() {
        BracketingNthOrderBrentSolverDFP solver =
                new BracketingNthOrderBrentSolverDFP(relativeAccuracy, absoluteAccuracy,
                                                     functionValueAccuracy, 2);
        Assert.assertEquals(2, solver.getMaximalOrder());
    }

    @Test
    public void testConvergenceOnFunctionAccuracy() {
        BracketingNthOrderBrentSolverDFP solver =
                new BracketingNthOrderBrentSolverDFP(relativeAccuracy, absoluteAccuracy,
                                                     field.newDfp(1.0e-20), 20);
        UnivariateDfpFunction f = new UnivariateDfpFunction() {
            public Dfp value(Dfp x) {
                Dfp one     = field.getOne();
                Dfp oneHalf = one.divide(2);
                Dfp xMo     = x.subtract(one);
                Dfp xMh     = x.subtract(oneHalf);
                Dfp xPh     = x.add(oneHalf);
                Dfp xPo     = x.add(one);
                return xMo.multiply(xMh).multiply(x).multiply(xPh).multiply(xPo);
            }
        };

        Dfp result = solver.solve(20, f, field.newDfp(0.2), field.newDfp(0.9),
                                  field.newDfp(0.4), AllowedSolution.BELOW_SIDE);
        Assert.assertTrue(f.value(result).abs().lessThan(solver.getFunctionValueAccuracy()));
        Assert.assertTrue(f.value(result).negativeOrNull());
        Assert.assertTrue(result.subtract(field.newDfp(0.5)).subtract(solver.getAbsoluteAccuracy()).positiveOrNull());
        result = solver.solve(20, f, field.newDfp(-0.9), field.newDfp(-0.2),
                              field.newDfp(-0.4), AllowedSolution.ABOVE_SIDE);
        Assert.assertTrue(f.value(result).abs().lessThan(solver.getFunctionValueAccuracy()));
        Assert.assertTrue(f.value(result).positiveOrNull());
        Assert.assertTrue(result.add(field.newDfp(0.5)).subtract(solver.getAbsoluteAccuracy()).negativeOrNull());
    }

    @Test
    public void testNeta() {

        // the following test functions come from Beny Neta's paper:
        // "Several New Methods for solving Equations"
        // intern J. Computer Math Vol 23 pp 265-282
        // available here: http://www.math.nps.navy.mil/~bneta/SeveralNewMethods.PDF
        for (AllowedSolution allowed : AllowedSolution.values()) {
            check(new UnivariateDfpFunction() {
                public Dfp value(Dfp x) {
                    return DfpMath.sin(x).subtract(x.divide(2));
                }
            }, 200, -2.0, 2.0, allowed);

            check(new UnivariateDfpFunction() {
                public Dfp value(Dfp x) {
                    return DfpMath.pow(x, 5).add(x).subtract(field.newDfp(10000));
                }
            }, 200, -5.0, 10.0, allowed);

            check(new UnivariateDfpFunction() {
                public Dfp value(Dfp x) {
                    return x.sqrt().subtract(field.getOne().divide(x)).subtract(field.newDfp(3));
                }
            }, 200, 0.001, 10.0, allowed);

            check(new UnivariateDfpFunction() {
                public Dfp value(Dfp x) {
                    return DfpMath.exp(x).add(x).subtract(field.newDfp(20));
                }
            }, 200, -5.0, 5.0, allowed);

            check(new UnivariateDfpFunction() {
                public Dfp value(Dfp x) {
                    return DfpMath.log(x).add(x.sqrt()).subtract(field.newDfp(5));
                }
            }, 200, 0.001, 10.0, allowed);

            check(new UnivariateDfpFunction() {
                public Dfp value(Dfp x) {
                    return x.subtract(field.getOne()).multiply(x).multiply(x).subtract(field.getOne());
                }
            }, 200, -0.5, 1.5, allowed);
        }

    }

    private void check(UnivariateDfpFunction f, int maxEval, double min, double max,
                       AllowedSolution allowedSolution) {
        BracketingNthOrderBrentSolverDFP solver =
                new BracketingNthOrderBrentSolverDFP(relativeAccuracy, absoluteAccuracy,
                                                     functionValueAccuracy, 20);
        Dfp xResult = solver.solve(maxEval, f, field.newDfp(min), field.newDfp(max),
                                   allowedSolution);
        Dfp yResult = f.value(xResult);
        switch (allowedSolution) {
        case ANY_SIDE :
            Assert.assertTrue(yResult.abs().lessThan(functionValueAccuracy.multiply(2)));
            break;
        case LEFT_SIDE : {
            boolean increasing = f.value(xResult).add(absoluteAccuracy).greaterThan(yResult);
            Assert.assertTrue(increasing ? yResult.negativeOrNull() : yResult.positiveOrNull());
            break;
        }
        case RIGHT_SIDE : {
            boolean increasing = f.value(xResult).add(absoluteAccuracy).greaterThan(yResult);
            Assert.assertTrue(increasing ? yResult.positiveOrNull() : yResult.negativeOrNull());
            break;
        }
        case BELOW_SIDE :
            Assert.assertTrue(yResult.negativeOrNull());
            break;
        case ABOVE_SIDE :
            Assert.assertTrue(yResult.positiveOrNull());
            break;
        default :
            // this should never happen
            throw new MathInternalError(null);
        }
    }

    @Before
    public void setUp() {
        field                 = new DfpField(50);
        absoluteAccuracy      = field.newDfp(1.0e-45);
        relativeAccuracy      = field.newDfp(1.0e-45);
        functionValueAccuracy = field.newDfp(1.0e-45);
    }

    private DfpField field;
    private Dfp      absoluteAccuracy;
    private Dfp      relativeAccuracy;
    private Dfp      functionValueAccuracy;

}

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