/**
* Copyright (C) 2013 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.analytics.math.interpolation;
import static org.testng.Assert.assertEquals;
import static org.testng.Assert.assertTrue;
import java.util.Random;
import org.testng.annotations.Test;
import com.opengamma.analytics.math.function.PiecewisePolynomialFunction1D;
import com.opengamma.analytics.math.matrix.DoubleMatrix1D;
/**
*
*/
public class MonotonicityPreservingQuinticSplineInterpolatorTest {
// private static final double EPS = 1e-13;
private static final double INF = 1. / 0.;
/**
*
*/
@Test
public void localMonotonicityIncTest() {
final double[] xValues = new double[] {2., 3., 5., 8., 9., 13. };
final double[] yValues = new double[] {1., 1.01, 2., 2.1, 2.2, 2.201 };
PiecewisePolynomialInterpolator interp = new NaturalSplineInterpolator();
PiecewisePolynomialResult result = interp.interpolate(xValues, yValues);
PiecewisePolynomialFunction1D function = new PiecewisePolynomialFunction1D();
PiecewisePolynomialInterpolator interpPos = new MonotonicityPreservingQuinticSplineInterpolator(interp);
PiecewisePolynomialResult resultPos = interpPos.interpolate(xValues, yValues);
// System.out.println(resultPos.getCoefMatrix());
assertEquals(resultPos.getDimensions(), result.getDimensions());
assertEquals(resultPos.getNumberOfIntervals(), result.getNumberOfIntervals());
assertEquals(resultPos.getOrder(), 6);
final int nKeys = 111;
double key0 = 2.;
for (int i = 1; i < nKeys; ++i) {
final double key = 2. + 11. / (nKeys - 1) * i;
assertTrue(function.evaluate(resultPos, key).getData()[0] - function.evaluate(resultPos, key0).getData()[0] >= 0.);
// System.out.println(key + "\t" + function.evaluate(result, key).getData()[0] + "\t" + function.evaluate(resultPos, key).getData()[0]);
key0 = 2. + 11. / (nKeys - 1) * i;
}
}
/**
*
*/
@Test
public void localMonotonicityClampedTest() {
final double[] xValues = new double[] {-2., 3., 4., 8., 9.1, 10. };
final double[] yValues = new double[] {0., 10., 9.5, 2., 1.1, -2.2, -2.6, 0. };
PiecewisePolynomialInterpolator interp = new CubicSplineInterpolator();
PiecewisePolynomialResult result = interp.interpolate(xValues, yValues);
PiecewisePolynomialFunction1D function = new PiecewisePolynomialFunction1D();
PiecewisePolynomialInterpolator interpPos = new MonotonicityPreservingQuinticSplineInterpolator(interp);
PiecewisePolynomialResult resultPos = interpPos.interpolate(xValues, yValues);
// System.out.println(resultPos.getCoefMatrix());
assertEquals(resultPos.getDimensions(), result.getDimensions());
assertEquals(resultPos.getNumberOfIntervals(), result.getNumberOfIntervals());
assertEquals(resultPos.getOrder(), 6);
final int nKeys = 121;
double key0 = -2.;
for (int i = 1; i < nKeys; ++i) {
final double key = -2. + 12. / (nKeys - 1) * i;
assertTrue(function.evaluate(resultPos, key).getData()[0] - function.evaluate(resultPos, key0).getData()[0] <= 0.);
// System.out.println(key + "\t" + function.evaluate(result, key).getData()[0] + "\t" + function.evaluate(resultPos, key).getData()[0]);
key0 = -2. + 11. / (nKeys - 1) * i;
}
}
/**
*
*/
@Test
public void localMonotonicityClampedMultiTest() {
final double[] xValues = new double[] {-2., 3., 4., 8., 9.1, 10. };
final double[][] yValues = new double[][] { {0., 10., 9.5, 2., 1.1, -2.2, -2.6, 0. }, {10., 10., 9.5, 2., 1.1, -2.2, -2.6, 10. } };
PiecewisePolynomialInterpolator interp = new CubicSplineInterpolator();
PiecewisePolynomialResult result = interp.interpolate(xValues, yValues);
PiecewisePolynomialFunction1D function = new PiecewisePolynomialFunction1D();
PiecewisePolynomialInterpolator interpPos = new MonotonicityPreservingQuinticSplineInterpolator(interp);
PiecewisePolynomialResult resultPos = interpPos.interpolate(xValues, yValues);
// System.out.println(resultPos.getCoefMatrix());
assertEquals(resultPos.getDimensions(), result.getDimensions());
assertEquals(resultPos.getNumberOfIntervals(), result.getNumberOfIntervals());
assertEquals(resultPos.getOrder(), 6);
// for (int i = 0; i < 121; ++i) {
// final double key = -2. + 12. / (121 - 1) * i;
// System.out.println(key + "\t" + function.evaluate(result, key).getData()[1] + "\t" + function.evaluate(resultPos, key).getData()[1]);
// }
final int nKeys = 62;
double key0 = 3.;
for (int i = 1; i < nKeys; ++i) {
final double key = 3. + 6.1 / (nKeys - 1) * i;
assertTrue(function.evaluate(resultPos, key).getData()[0] - function.evaluate(resultPos, key0).getData()[0] <= 0.);
// System.out.println(key + "\t" + function.evaluate(result, key).getData()[0] + "\t" + function.evaluate(resultPos, key).getData()[0]);
key0 = 3. + 6.1 / (nKeys - 1) * i;
}
key0 = 3.;
for (int i = 1; i < nKeys; ++i) {
final double key = 3. + 6.1 / (nKeys - 1) * i;
// System.out.println(key);
assertTrue(function.evaluate(resultPos, key).getData()[1] - function.evaluate(resultPos, key0).getData()[1] <= 0.);
// System.out.println(key + "\t" + function.evaluate(result, key).getData()[1] + "\t" + function.evaluate(resultPos, key).getData()[1]);
key0 = 3. + 6.1 / (nKeys - 1) * i;
}
}
/**
*
*/
@Test
public void localMonotonicityDecTest() {
final double[] xValues = new double[] {-2., 3., 4., 8., 9.1, 10. };
final double[] yValues = new double[] {10., 9.5, 2., 1.1, -2.2, -2.6 };
PiecewisePolynomialInterpolator interp = new CubicSplineInterpolator();
PiecewisePolynomialResult result = interp.interpolate(xValues, yValues);
PiecewisePolynomialFunction1D function = new PiecewisePolynomialFunction1D();
PiecewisePolynomialInterpolator interpPos = new MonotonicityPreservingQuinticSplineInterpolator(interp);
PiecewisePolynomialResult resultPos = interpPos.interpolate(xValues, yValues);
// System.out.println(resultPos.getCoefMatrix());
assertEquals(resultPos.getDimensions(), result.getDimensions());
assertEquals(resultPos.getNumberOfIntervals(), result.getNumberOfIntervals());
assertEquals(resultPos.getOrder(), 6);
final int nKeys = 71;
double key0 = 3.;
for (int i = 1; i < nKeys; ++i) {
final double key = 3. + 7. / (nKeys - 1) * i;
assertTrue(function.evaluate(resultPos, key).getData()[0] - function.evaluate(resultPos, key0).getData()[0] <= 0.);
// System.out.println(key + "\t" + function.evaluate(result, key).getData()[0] + "\t" + function.evaluate(resultPos, key).getData()[0]);
key0 = 3. + 7. / (nKeys - 1) * i;
}
}
/**
*
*/
@Test
public void extremumTest() {
final double[] xValues = new double[] {1., 2., 3., 4., 5., 6., 7., 8 };
final double[][] yValues = new double[][] { {1., 1., 2., 4., 4., 2., 1., 1. }, {10., 10., 6., 4., 4., 6., 10., 10. } };
PiecewisePolynomialInterpolator interp = new CubicSplineInterpolator();
PiecewisePolynomialResult result = interp.interpolate(xValues, yValues);
PiecewisePolynomialFunction1D function = new PiecewisePolynomialFunction1D();
PiecewisePolynomialInterpolator interpPos = new MonotonicityPreservingQuinticSplineInterpolator(interp);
PiecewisePolynomialResult resultPos = interpPos.interpolate(xValues, yValues);
// System.out.println(resultPos.getCoefMatrix());
assertEquals(resultPos.getDimensions(), result.getDimensions());
assertEquals(resultPos.getNumberOfIntervals(), result.getNumberOfIntervals());
assertEquals(resultPos.getOrder(), 6);
// for (int i = 0; i < 71; ++i) {
// final double key = 1. + 7. / (71 - 1) * i;
// System.out.println(key + "\t" + function.evaluate(result, key).getData()[0] + "\t" + function.evaluate(resultPos, key).getData()[0]);
// }
final int nKeys = 41;
double key0 = 1.;
for (int i = 1; i < nKeys; ++i) {
final double key = 1. + 3. / (nKeys - 1) * i;
assertTrue(function.evaluate(resultPos, key).getData()[0] - function.evaluate(resultPos, key0).getData()[0] >= 0.);
// System.out.println(key + "\t" + function.evaluate(result, key).getData()[0] + "\t" + function.evaluate(resultPos, key).getData()[0]);
key0 = 1. + 3. / (nKeys - 1) * i;
}
key0 = 1.;
for (int i = 1; i < nKeys; ++i) {
final double key = 1. + 3. / (nKeys - 1) * i;
assertTrue(function.evaluate(resultPos, key).getData()[1] - function.evaluate(resultPos, key0).getData()[1] <= 0.);
// System.out.println(key + "\t" + function.evaluate(result, key).getData()[1] + "\t" + function.evaluate(resultPos, key).getData()[1]);
key0 = 1. + 3. / (nKeys - 1) * i;
}
key0 = 5.;
for (int i = 1; i < nKeys; ++i) {
final double key = 5. + 3. / (nKeys - 1) * i;
assertTrue(function.evaluate(resultPos, key).getData()[0] - function.evaluate(resultPos, key0).getData()[0] <= 0.);
// System.out.println(key + "\t" + function.evaluate(result, key).getData()[0] + "\t" + function.evaluate(resultPos, key).getData()[0]);
key0 = 5. + 3. / (nKeys - 1) * i;
}
key0 = 5.;
for (int i = 1; i < nKeys; ++i) {
final double key = 5. + 3. / (nKeys - 1) * i;
assertTrue(function.evaluate(resultPos, key).getData()[1] - function.evaluate(resultPos, key0).getData()[1] >= 0.);
// System.out.println(key + "\t" + function.evaluate(result, key).getData()[1] + "\t" + function.evaluate(resultPos, key).getData()[1]);
key0 = 5. + 3. / (nKeys - 1) * i;
}
}
/**
*
*/
@Test
public void intervalModifiedTest() {
final double[] xValues = new double[] {1., 2., 3., 4., 5., 6., 7. };
final double[] yValues = new double[] {19., 17., 19., 2., 4., 5., 18. };
PiecewisePolynomialInterpolator interp = new CubicSplineInterpolator();
PiecewisePolynomialResult result = interp.interpolate(xValues, yValues);
PiecewisePolynomialFunction1D function = new PiecewisePolynomialFunction1D();
PiecewisePolynomialInterpolator interpPos = new MonotonicityPreservingQuinticSplineInterpolator(interp);
PiecewisePolynomialResult resultPos = interpPos.interpolate(xValues, yValues);
assertEquals(resultPos.getDimensions(), result.getDimensions());
assertEquals(resultPos.getNumberOfIntervals(), result.getNumberOfIntervals());
assertEquals(resultPos.getOrder(), 6);
final int len = 21;
double key0 = 5.;
for (int i = 1; i < len; ++i) {
final double key = 5. + 1. / (len - 1) * i;
assertTrue(function.evaluate(resultPos, key).getData()[0] - function.evaluate(resultPos, key0).getData()[0] >= 0.);
key0 = 5. + 1. / (len - 1) * i;
}
// final int nKeys = 61;
// for (int i = 0; i < nKeys; ++i) {
// final double key = 1. + 6. / (nKeys - 1) * i;
// System.out.println(key + "\t" + function.evaluate(result, key).getData()[0] + "\t" + function.evaluate(resultPos, key).getData()[0]);
// }
}
/**
*
*/
@Test
public void intervalModifiedMultiTest() {
final double[] xValues = new double[] {1., 2., 3., 4., 5., 6., 7. };
final double[][] yValues = new double[][] { {19., 17., 19., 2., 4., 5., 18. }, {19.0, 15.0, 16.0, 6.0, 12.0, 16.0, 8.0 } };
PiecewisePolynomialInterpolator interp = new CubicSplineInterpolator();
PiecewisePolynomialResult result = interp.interpolate(xValues, yValues);
PiecewisePolynomialFunction1D function = new PiecewisePolynomialFunction1D();
PiecewisePolynomialInterpolator interpPos = new MonotonicityPreservingQuinticSplineInterpolator(interp);
PiecewisePolynomialResult resultPos = interpPos.interpolate(xValues, yValues);
assertEquals(resultPos.getDimensions(), result.getDimensions());
assertEquals(resultPos.getNumberOfIntervals(), result.getNumberOfIntervals());
assertEquals(resultPos.getOrder(), 6);
final int len = 21;
double key0 = 5.;
for (int i = 1; i < len; ++i) {
final double key = 5. + 1. / (len - 1) * i;
assertTrue(function.evaluate(resultPos, key).getData()[0] - function.evaluate(resultPos, key0).getData()[0] >= 0.);
key0 = 5. + 1. / (len - 1) * i;
}
key0 = 5.;
for (int i = 1; i < len; ++i) {
final double key = 5. + 1. / (len - 1) * i;
assertTrue(function.evaluate(resultPos, key).getData()[1] - function.evaluate(resultPos, key0).getData()[1] >= 0.);
key0 = 5. + 1. / (len - 1) * i;
}
// final int nKeys = 61;
// for (int i = 0; i < nKeys; ++i) {
// final double key = 1. + 6. / (nKeys - 1) * i;
// System.out.println(key + "\t" + function.evaluate(result, key).getData()[1] + "\t" + function.evaluate(resultPos, key).getData()[1]);
// }
}
/*
* Error tests
*/
/**
* Primary interpolation method should have second derivative.
*/
@Test
(expectedExceptions = IllegalArgumentException.class)
public void lowDegreeTest() {
final double[] xValues = new double[] {1., 2., 3. };
final double[] yValues = new double[] {0., 0.1, 0.05 };
PiecewisePolynomialInterpolator interp = new LinearInterpolator();
PiecewisePolynomialInterpolator interpPos = new MonotonicityPreservingQuinticSplineInterpolator(interp);
interpPos.interpolate(xValues, yValues);
}
/**
*
*/
@Test
(expectedExceptions = IllegalArgumentException.class)
public void lowDegreeMultiTest() {
final double[] xValues = new double[] {1., 2., 3. };
final double[][] yValues = new double[][] { {0., 0.1, 0.05 }, {0., 0.1, 1.05 } };
PiecewisePolynomialInterpolator interp = new LinearInterpolator();
PiecewisePolynomialInterpolator interpPos = new MonotonicityPreservingQuinticSplineInterpolator(interp);
interpPos.interpolate(xValues, yValues);
}
/**
*
*/
@Test(expectedExceptions = IllegalArgumentException.class)
public void dataShortTest() {
final double[] xValues = new double[] {1., 2. };
final double[] yValues = new double[] {0., 0.1 };
PiecewisePolynomialInterpolator interp = new CubicSplineInterpolator();
PiecewisePolynomialInterpolator interpPos = new MonotonicityPreservingQuinticSplineInterpolator(interp);
interpPos.interpolate(xValues, yValues);
}
/**
*
*/
@Test(expectedExceptions = IllegalArgumentException.class)
public void dataShortMultiTest() {
final double[] xValues = new double[] {1., 2., };
final double[][] yValues = new double[][] { {0., 0.1 }, {0., 0.1 } };
PiecewisePolynomialInterpolator interp = new PiecewiseCubicHermiteSplineInterpolator();
PiecewisePolynomialInterpolator interpPos = new MonotonicityPreservingQuinticSplineInterpolator(interp);
interpPos.interpolate(xValues, yValues);
}
/**
*
*/
@Test(expectedExceptions = IllegalArgumentException.class)
public void dataDiffTest() {
final double[] xValues = new double[] {1., 2., 3., 4. };
final double[] yValues = new double[] {0., 0.1, 3. };
PiecewisePolynomialInterpolator interp = new NaturalSplineInterpolator();
PiecewisePolynomialInterpolator interpPos = new MonotonicityPreservingQuinticSplineInterpolator(interp);
interpPos.interpolate(xValues, yValues);
}
/**
*
*/
@Test(expectedExceptions = IllegalArgumentException.class)
public void dataDiffMultiTest() {
final double[] xValues = new double[] {1., 2., 3., 4. };
final double[][] yValues = new double[][] { {0., 0.1, 3. }, {0., 0.1, 3. } };
PiecewisePolynomialInterpolator interp = new PiecewiseCubicHermiteSplineInterpolator();
PiecewisePolynomialInterpolator interpPos = new MonotonicityPreservingQuinticSplineInterpolator(interp);
interpPos.interpolate(xValues, yValues);
}
/**
*
*/
@Test(expectedExceptions = IllegalArgumentException.class)
public void coincideDataTest() {
final double[] xValues = new double[] {1., 1., 3. };
final double[] yValues = new double[] {0., 0.1, 0.05 };
PiecewisePolynomialInterpolator interp = new CubicSplineInterpolator();
PiecewisePolynomialInterpolator interpPos = new MonotonicityPreservingQuinticSplineInterpolator(interp);
interpPos.interpolate(xValues, yValues);
}
/**
*
*/
@Test(expectedExceptions = IllegalArgumentException.class)
public void coincideDataMultiTest() {
final double[] xValues = new double[] {1., 2., 2. };
final double[][] yValues = new double[][] { {2., 0., 0.1, 0.05, 2. }, {1., 0., 0.1, 1.05, 2. } };
PiecewisePolynomialInterpolator interp = new CubicSplineInterpolator();
PiecewisePolynomialInterpolator interpPos = new MonotonicityPreservingQuinticSplineInterpolator(interp);
interpPos.interpolate(xValues, yValues);
}
/**
*
*/
@Test(expectedExceptions = IllegalArgumentException.class)
public void nullXdataTest() {
double[] xValues = new double[] {1., 2., 3., 4. };
double[] yValues = new double[] {0., 0.1, 0.05, 0.2 };
xValues = null;
PiecewisePolynomialInterpolator interp = new CubicSplineInterpolator();
PiecewisePolynomialInterpolator interpPos = new MonotonicityPreservingQuinticSplineInterpolator(interp);
interpPos.interpolate(xValues, yValues);
}
/**
*
*/
@Test(expectedExceptions = IllegalArgumentException.class)
public void nullYdataTest() {
double[] xValues = new double[] {1., 2., 3., 4. };
double[] yValues = new double[] {0., 0.1, 0.05, 0.2 };
yValues = null;
PiecewisePolynomialInterpolator interp = new CubicSplineInterpolator();
PiecewisePolynomialInterpolator interpPos = new MonotonicityPreservingQuinticSplineInterpolator(interp);
interpPos.interpolate(xValues, yValues);
}
/**
*
*/
@Test(expectedExceptions = IllegalArgumentException.class)
public void nullXdataMultiTest() {
double[] xValues = new double[] {1., 2., 3., 4. };
double[][] yValues = new double[][] { {0., 0.1, 0.05, 0.2 }, {0., 0.1, 0.05, 0.2 } };
xValues = null;
PiecewisePolynomialInterpolator interp = new CubicSplineInterpolator();
PiecewisePolynomialInterpolator interpPos = new MonotonicityPreservingQuinticSplineInterpolator(interp);
interpPos.interpolate(xValues, yValues);
}
/**
*
*/
@Test(expectedExceptions = IllegalArgumentException.class)
public void nullYdataMultiTest() {
double[] xValues = new double[] {1., 2., 3., 4. };
double[][] yValues = new double[][] { {0., 0.1, 0.05, 0.2 }, {0., 0.1, 0.05, 0.2 } };
yValues = null;
PiecewisePolynomialInterpolator interp = new CubicSplineInterpolator();
PiecewisePolynomialInterpolator interpPos = new MonotonicityPreservingQuinticSplineInterpolator(interp);
interpPos.interpolate(xValues, yValues);
}
/**
*
*/
@Test(expectedExceptions = IllegalArgumentException.class)
public void infXdataTest() {
double[] xValues = new double[] {1., 2., 3., INF };
double[] yValues = new double[] {0., 0.1, 0.05, 0.2 };
PiecewisePolynomialInterpolator interp = new CubicSplineInterpolator();
PiecewisePolynomialInterpolator interpPos = new MonotonicityPreservingQuinticSplineInterpolator(interp);
interpPos.interpolate(xValues, yValues);
}
/**
*
*/
@Test(expectedExceptions = IllegalArgumentException.class)
public void infYdataTest() {
double[] xValues = new double[] {1., 2., 3., 4. };
double[] yValues = new double[] {0., 0., 0.1, 0.05, 0.2, INF };
PiecewisePolynomialInterpolator interp = new CubicSplineInterpolator();
PiecewisePolynomialInterpolator interpPos = new MonotonicityPreservingQuinticSplineInterpolator(interp);
interpPos.interpolate(xValues, yValues);
}
/**
*
*/
@Test(expectedExceptions = IllegalArgumentException.class)
public void nanXdataTest() {
double[] xValues = new double[] {1., 2., 3., Double.NaN };
double[] yValues = new double[] {0., 0.1, 0.05, 0.2 };
PiecewisePolynomialInterpolator interp = new CubicSplineInterpolator();
PiecewisePolynomialInterpolator interpPos = new MonotonicityPreservingQuinticSplineInterpolator(interp);
interpPos.interpolate(xValues, yValues);
}
/**
*
*/
@Test(expectedExceptions = IllegalArgumentException.class)
public void nanYdataTest() {
double[] xValues = new double[] {1., 2., 3., 4. };
double[] yValues = new double[] {0., 0., 0.1, 0.05, 0.2, Double.NaN };
PiecewisePolynomialInterpolator interp = new CubicSplineInterpolator();
PiecewisePolynomialInterpolator interpPos = new MonotonicityPreservingQuinticSplineInterpolator(interp);
interpPos.interpolate(xValues, yValues);
}
/**
*
*/
@Test(expectedExceptions = IllegalArgumentException.class)
public void infXdataMultiTest() {
double[] xValues = new double[] {1., 2., 3., INF };
double[][] yValues = new double[][] { {0., 0.1, 0.05, 0.2 }, {0., 0.1, 0.05, 0.2 } };
PiecewisePolynomialInterpolator interp = new CubicSplineInterpolator();
PiecewisePolynomialInterpolator interpPos = new MonotonicityPreservingQuinticSplineInterpolator(interp);
interpPos.interpolate(xValues, yValues);
}
/**
*
*/
@Test(expectedExceptions = IllegalArgumentException.class)
public void infYdataMultiTest() {
double[] xValues = new double[] {1., 2., 3., 4. };
double[][] yValues = new double[][] { {0., 0., 0.1, 0.05, 0.2, 1. }, {0., 0., 0.1, 0.05, 0.2, INF } };
PiecewisePolynomialInterpolator interp = new CubicSplineInterpolator();
PiecewisePolynomialInterpolator interpPos = new MonotonicityPreservingQuinticSplineInterpolator(interp);
interpPos.interpolate(xValues, yValues);
}
/**
*
*/
@Test(expectedExceptions = IllegalArgumentException.class)
public void nanXdataMultiTest() {
double[] xValues = new double[] {1., 2., 3., Double.NaN };
double[][] yValues = new double[][] { {0., 0.1, 0.05, 0.2 }, {0., 0.1, 0.05, 0.2 } };
PiecewisePolynomialInterpolator interp = new CubicSplineInterpolator();
PiecewisePolynomialInterpolator interpPos = new MonotonicityPreservingQuinticSplineInterpolator(interp);
interpPos.interpolate(xValues, yValues);
}
/**
*
*/
@Test(expectedExceptions = IllegalArgumentException.class)
public void nanYdataMultiTest() {
double[] xValues = new double[] {1., 2., 3., 4. };
double[][] yValues = new double[][] { {0., 0., 0.1, 0.05, 0.2, 1.1 }, {0., 0., 0.1, 0.05, 0.2, Double.NaN } };
PiecewisePolynomialInterpolator interp = new CubicSplineInterpolator();
PiecewisePolynomialInterpolator interpPos = new MonotonicityPreservingQuinticSplineInterpolator(interp);
interpPos.interpolate(xValues, yValues);
}
/*
* Tests below are for debugging
*/
/**
*
*/
@Test
(enabled = false)
public void randomTest() {
final double[] xValues = new double[] {1., 2., 3., 4., 5., 6., 7. };
final int nData = xValues.length;
final double[] yValues = new double[nData];
final Random obj = new Random();
int k = 0;
while (k < 1000000) {
for (int i = 0; i < nData; ++i) {
yValues[i] = obj.nextInt(20);
}
System.out.println(new DoubleMatrix1D(yValues));
PiecewisePolynomialInterpolator interp = new CubicSplineInterpolator();
// PiecewisePolynomialResult result = interp.interpolate(xValues, yValues);
//
// PiecewisePolynomialFunction1D function = new PiecewisePolynomialFunction1D();
PiecewisePolynomialInterpolator interpPos = new MonotonicityPreservingQuinticSplineInterpolator(interp);
// PiecewisePolynomialResult resultPos = interpPos.interpolate(xValues, yValues);
interpPos.interpolate(xValues, yValues);
++k;
}
// final int nKeys = 101;
// for (int i = 0; i < nKeys; ++i) {
// final double key = 1. + 5. / (nKeys - 1) * i;
// System.out.println(key + "\t" + function.evaluate(result, key).getData()[0] + "\t" + function.evaluate(resultPos, key).getData()[0]);
// }
}
/**
*
*/
@Test
(enabled = false)
public void randomRecTest() {
final double[] xValues = new double[] {1., 2., 3., 4., 5., 6., 7. };
final double[] yValues = new double[] {4.0, 14.0, 15.0, 17.0, 19.0, 1.0, 0.0 };
PiecewisePolynomialInterpolator interp = new CubicSplineInterpolator();
// PiecewisePolynomialResult result = interp.interpolate(xValues, yValues);
//
// PiecewisePolynomialFunction1D function = new PiecewisePolynomialFunction1D();
PiecewisePolynomialInterpolator interpPos = new MonotonicityPreservingQuinticSplineInterpolator(interp);
// PiecewisePolynomialResult resultPos = interpPos.interpolate(xValues, yValues);
interpPos.interpolate(xValues, yValues);
// final int nKeys = 101;
// for (int i = 0; i < nKeys; ++i) {
// final double key = 1. + 5. / (nKeys - 1) * i;
// System.out.println(key + "\t" + function.evaluate(result, key).getData()[0] + "\t" + function.evaluate(resultPos, key).getData()[0]);
// }
}
/**
*
*/
@Test(enabled = false)
public void print0Test() {
final double[] xValues = new double[] {1., 2., 3., 4., 5., 6., 7., 8 };
final double[][] yValues = new double[][] { {1., 1., 2., 4., 4., 2., 1., 1. }, {10., 10., 6., 4., 4., 6., 10., 10. } };
PiecewisePolynomialInterpolator interp = new CubicSplineInterpolator();
PiecewisePolynomialResult result = interp.interpolate(xValues, yValues);
PiecewisePolynomialFunction1D function = new PiecewisePolynomialFunction1D();
PiecewisePolynomialInterpolator interpPos = new MonotonicityPreservingQuinticSplineInterpolator(interp);
PiecewisePolynomialResult resultPos = interpPos.interpolate(xValues, yValues);
for (int i = 0; i < 71; ++i) {
final double key = 1. + 7. / (71 - 1) * i;
System.out.println(key + "\t" + function.evaluate(result, key).getData()[0] + "\t" + function.evaluate(resultPos, key).getData()[0]);
}
System.out.println("\n");
for (int i = 0; i < 701; ++i) {
final double key = 1. + 7. / (701 - 1) * i;
System.out.println(key + "\t" + function.differentiateTwice(resultPos, key).getData()[0]);
}
}
/**
*
*/
@Test
(enabled = false)
public void printTest() {
final double[] xValues = new double[] {2., 3., 5., 8., 8.1, 13. };
final double[] yValues = new double[] {35., 22., 20., 25., 30., 25. };
PiecewisePolynomialInterpolator interp = new CubicSplineInterpolator();
PiecewisePolynomialResult result = interp.interpolate(xValues, yValues);
PiecewisePolynomialFunction1D function = new PiecewisePolynomialFunction1D();
PiecewisePolynomialInterpolator interpQuin = new MonotonicityPreservingQuinticSplineInterpolator(interp);
PiecewisePolynomialResult resultQuin = interpQuin.interpolate(xValues, yValues);
PiecewisePolynomialInterpolator interpCube = new MonotonicityPreservingCubicSplineInterpolator(interp);
PiecewisePolynomialResult resultCube = interpCube.interpolate(xValues, yValues);
final int nKeys = 1001;
for (int i = 0; i < nKeys; ++i) {
final double key = 2. + 11. / (nKeys - 1) * i;
System.out.println(key + "\t" + function.evaluate(result, key).getData()[0] + "\t" + function.evaluate(resultCube, key).getData()[0] + "\t" + function.evaluate(resultQuin, key).getData()[0]);
}
System.out.println("\n");
for (int i = 0; i < nKeys; ++i) {
final double key = 8.0 + 0.001 / (nKeys - 1) * i;
System.out.println(key + "\t" + function.differentiateTwice(resultQuin, key).getData()[0]);
}
}
/**
*
*/
@Test
(enabled = false)
public void print2Test() {
final double[] xValues = new double[] {1., 2., 3., 4., 5., 6. };
final double[] yValues = new double[] {0.1, 1., 1., 20., 20., 16. };
PiecewisePolynomialInterpolator interp = new CubicSplineInterpolator();
PiecewisePolynomialResult result = interp.interpolate(xValues, yValues);
PiecewisePolynomialFunction1D function = new PiecewisePolynomialFunction1D();
PiecewisePolynomialInterpolator interpPos = new MonotonicityPreservingQuinticSplineInterpolator(interp);
PiecewisePolynomialResult resultPos = interpPos.interpolate(xValues, yValues);
System.out.println(resultPos.getCoefMatrix());
final int nKeys = 101;
for (int i = 0; i < nKeys; ++i) {
final double key = 1. + 5. / (nKeys - 1) * i;
System.out.println(key + "\t" + function.evaluate(result, key).getData()[0] + "\t" + function.evaluate(resultPos, key).getData()[0]);
}
System.out.println("\n");
for (int i = 0; i < nKeys; ++i) {
final double key = 3. + 0.5 / (nKeys - 1) * i;
System.out.println(key + "\t" + function.differentiateTwice(resultPos, key).getData()[0]);
}
}
/**
*
*/
@Test
(enabled = false)
public void print3Test() {
final double[] xValues = new double[] {0.1, 1., 4., 9., 20., 30. };
final double[][] yValues = new double[][] {{8.1, 7., 4.4, 7., 4., 3. } };
PiecewisePolynomialInterpolator interp = new CubicSplineInterpolator();
PiecewisePolynomialResult result = interp.interpolate(xValues, yValues);
PiecewisePolynomialFunction1D function = new PiecewisePolynomialFunction1D();
PiecewisePolynomialInterpolator interpPos = new MonotonicityPreservingQuinticSplineInterpolator(interp);
PiecewisePolynomialResult resultPos = interpPos.interpolate(xValues, yValues);
System.out.println(resultPos.getCoefMatrix());
final int nKeys = 101;
for (int i = 0; i < nKeys; ++i) {
final double key = +30. / (nKeys - 1) * i;
System.out.println(key + "\t" + function.evaluate(result, key).getData()[0] + "\t" + function.evaluate(resultPos, key).getData()[0]);
}
for (int i = 0; i < nKeys; ++i) {
final double key = 2. + 30. / (nKeys - 1) * i;
System.out.println(key + "\t" + function.differentiateTwice(resultPos, key).getData()[0]);
}
}
/**
*
*/
@Test
(enabled = false)
public void print4Test() {
final double[] xValues = new double[] {1., 2., 3., 4., 5., 6. };
final double[] yValues = new double[] {2, 4., 6., 8., 10., 12. };
PiecewisePolynomialInterpolator interp = new CubicSplineInterpolator();
PiecewisePolynomialResult result = interp.interpolate(xValues, yValues);
PiecewisePolynomialFunction1D function = new PiecewisePolynomialFunction1D();
PiecewisePolynomialInterpolator interpPos = new MonotonicityPreservingQuinticSplineInterpolator(interp);
PiecewisePolynomialResult resultPos = interpPos.interpolate(xValues, yValues);
System.out.println(resultPos.getCoefMatrix());
final int nKeys = 101;
for (int i = 0; i < nKeys; ++i) {
final double key = 1. + 5. / (nKeys - 1) * i;
System.out.println(key + "\t" + function.evaluate(result, key).getData()[0] + "\t" + function.evaluate(resultPos, key).getData()[0]);
}
}
}