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From pste...@apache.org
Subject cvs commit: jakarta-commons/math/src/test/org/apache/commons/math/analysis BrentSolverTest.java RealSolverTest.java
Date Sat, 17 Jul 2004 19:49:02 GMT
psteitz     2004/07/17 12:49:02

  Added:       math/src/test/org/apache/commons/math/analysis
                        BrentSolverTest.java
  Removed:     math/src/test/org/apache/commons/math/analysis
                        RealSolverTest.java
  Log:
  Renamed RealSolverTest to BrentSolverTest.
  
  Revision  Changes    Path
  1.1                  jakarta-commons/math/src/test/org/apache/commons/math/analysis/BrentSolverTest.java
  
  Index: BrentSolverTest.java
  ===================================================================
  /*
   * Copyright 2003-2004 The Apache Software Foundation.
   * 
   * Licensed 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.math.analysis;
  
  import org.apache.commons.math.MathException;
  
  import junit.framework.Test;
  import junit.framework.TestCase;
  import junit.framework.TestSuite;
  
  /**
   * Testcase for UnivariateRealSolver.
   * Because Brent-Dekker is guaranteed to converge in less than the default
   * maximum iteration count due to bisection fallback, it is quite hard to
   * debug. I include measured iteration counts plus one in order to detect
   * regressions. On average Brent-Dekker should use 4..5 iterations for the
   * default absolute accuracy of 10E-8 for sinus and the quintic function around
   * zero, and 5..10 iterations for the other zeros.
   * 
   * @version $Revision: 1.1 $ $Date: 2004/07/17 19:49:02 $ 
   */
  public final class BrentSolverTest extends TestCase {
  
      public BrentSolverTest(String name) {
          super(name);
      }
  
      public static Test suite() {
          TestSuite suite = new TestSuite(BrentSolverTest.class);
          suite.setName("UnivariateRealSolver Tests");
          return suite;
      }
  
      public void testSinZero() throws MathException {
          // The sinus function is behaved well around the root at #pi. The second
          // order derivative is zero, which means linar approximating methods will
          // still converge quadratically. 
          UnivariateRealFunction f = new SinFunction();
          double result;
          UnivariateRealSolver solver = new BrentSolver(f);
          // Somewhat benign interval. The function is monotone.
          result = solver.solve(3, 4);
          //System.out.println(
          //    "Root: " + result + " Iterations: " + solver.getIterationCount());
          assertEquals(result, Math.PI, solver.getAbsoluteAccuracy());
          // 4 iterations on i586 JDK 1.4.1.
          assertTrue(solver.getIterationCount() <= 5);
          // Larger and somewhat less benign interval. The function is grows first.
          result = solver.solve(1, 4);
          //System.out.println(
          //    "Root: " + result + " Iterations: " + solver.getIterationCount());
          assertEquals(result, Math.PI, solver.getAbsoluteAccuracy());
          // 5 iterations on i586 JDK 1.4.1.
          assertTrue(solver.getIterationCount() <= 6);
          solver = new SecantSolver(f);
          result = solver.solve(3, 4);
          //System.out.println(
          //    "Root: " + result + " Iterations: " + solver.getIterationCount());
          assertEquals(result, Math.PI, solver.getAbsoluteAccuracy());
          // 4 iterations on i586 JDK 1.4.1.
          assertTrue(solver.getIterationCount() <= 5);
          result = solver.solve(1, 4);
          //System.out.println(
          //    "Root: " + result + " Iterations: " + solver.getIterationCount());
          assertEquals(result, Math.PI, solver.getAbsoluteAccuracy());
          // 5 iterations on i586 JDK 1.4.1.
          assertTrue(solver.getIterationCount() <= 6);
          assertEquals(result, solver.getResult(), 0);
      }
  
      public void testQuinticZero() throws MathException {
          // The quintic function has zeros at 0, +-0.5 and +-1.
          // Around the root of 0 the function is well behaved, with a second derivative
          // of zero a 0.
          // The other roots are less well to find, in particular the root at 1, because
          // the function grows fast for x>1.
          // The function has extrema (first derivative is zero) at 0.27195613 and 0.82221643,
          // intervals containing these values are harder for the solvers.
          UnivariateRealFunction f = new QuinticFunction();
          double result;
          // Brent-Dekker solver.
          UnivariateRealSolver solver = new BrentSolver(f);
          // Symmetric bracket around 0. Test whether solvers can handle hitting
          // the root in the first iteration.
          result = solver.solve(-0.2, 0.2);
          //System.out.println(
          //    "Root: " + result + " Iterations: " + solver.getIterationCount());
          assertEquals(result, 0, solver.getAbsoluteAccuracy());
          assertTrue(solver.getIterationCount() <= 2);
          // 1 iterations on i586 JDK 1.4.1.
          // Asymmetric bracket around 0, just for fun. Contains extremum.
          result = solver.solve(-0.1, 0.3);
          //System.out.println(
          //    "Root: " + result + " Iterations: " + solver.getIterationCount());
          assertEquals(result, 0, solver.getAbsoluteAccuracy());
          // 5 iterations on i586 JDK 1.4.1.
          assertTrue(solver.getIterationCount() <= 6);
          // Large bracket around 0. Contains two extrema.
          result = solver.solve(-0.3, 0.45);
          //System.out.println(
          //    "Root: " + result + " Iterations: " + solver.getIterationCount());
          assertEquals(result, 0, solver.getAbsoluteAccuracy());
          // 6 iterations on i586 JDK 1.4.1.
          assertTrue(solver.getIterationCount() <= 7);
          // Benign bracket around 0.5, function is monotonous.
          result = solver.solve(0.3, 0.7);
          //System.out.println(
          //    "Root: " + result + " Iterations: " + solver.getIterationCount());
          assertEquals(result, 0.5, solver.getAbsoluteAccuracy());
          // 6 iterations on i586 JDK 1.4.1.
          assertTrue(solver.getIterationCount() <= 7);
          // Less benign bracket around 0.5, contains one extremum.
          result = solver.solve(0.2, 0.6);
          //System.out.println(
          //    "Root: " + result + " Iterations: " + solver.getIterationCount());
          assertEquals(result, 0.5, solver.getAbsoluteAccuracy());
          // 6 iterations on i586 JDK 1.4.1.
          assertTrue(solver.getIterationCount() <= 7);
          // Large, less benign bracket around 0.5, contains both extrema.
          result = solver.solve(0.05, 0.95);
          //System.out.println(
          //    "Root: " + result + " Iterations: " + solver.getIterationCount());
          assertEquals(result, 0.5, solver.getAbsoluteAccuracy());
          // 8 iterations on i586 JDK 1.4.1.
          assertTrue(solver.getIterationCount() <= 9);
          // Relatively benign bracket around 1, function is monotonous. Fast growth for x>1
          // is still a problem.
          result = solver.solve(0.85, 1.25);
          //System.out.println(
          //    "Root: " + result + " Iterations: " + solver.getIterationCount());
          assertEquals(result, 1.0, solver.getAbsoluteAccuracy());
          // 8 iterations on i586 JDK 1.4.1.
          assertTrue(solver.getIterationCount() <= 9);
          // Less benign bracket around 1 with extremum.
          result = solver.solve(0.8, 1.2);
          //System.out.println(
          //    "Root: " + result + " Iterations: " + solver.getIterationCount());
          assertEquals(result, 1.0, solver.getAbsoluteAccuracy());
          // 8 iterations on i586 JDK 1.4.1.
          assertTrue(solver.getIterationCount() <= 9);
          // Large bracket around 1. Monotonous.
          result = solver.solve(0.85, 1.75);
          //System.out.println(
          //    "Root: " + result + " Iterations: " + solver.getIterationCount());
          assertEquals(result, 1.0, solver.getAbsoluteAccuracy());
          // 10 iterations on i586 JDK 1.4.1.
          assertTrue(solver.getIterationCount() <= 11);
          // Large bracket around 1. Interval contains extremum.
          result = solver.solve(0.55, 1.45);
          //System.out.println(
          //    "Root: " + result + " Iterations: " + solver.getIterationCount());
          assertEquals(result, 1.0, solver.getAbsoluteAccuracy());
          // 7 iterations on i586 JDK 1.4.1.
          assertTrue(solver.getIterationCount() <= 8);
          // Very large bracket around 1 for testing fast growth behaviour.
          result = solver.solve(0.85, 5);
          //System.out.println(
         //     "Root: " + result + " Iterations: " + solver.getIterationCount());
          assertEquals(result, 1.0, solver.getAbsoluteAccuracy());
          // 12 iterations on i586 JDK 1.4.1.
          assertTrue(solver.getIterationCount() <= 13);
          // Secant solver.
          solver = new SecantSolver(f);
          result = solver.solve(-0.2, 0.2);
          //System.out.println(
          //    "Root: " + result + " Iterations: " + solver.getIterationCount());
          assertEquals(result, 0, solver.getAbsoluteAccuracy());
          // 1 iterations on i586 JDK 1.4.1.
          assertTrue(solver.getIterationCount() <= 2);
          result = solver.solve(-0.1, 0.3);
          //System.out.println(
          //    "Root: " + result + " Iterations: " + solver.getIterationCount());
          assertEquals(result, 0, solver.getAbsoluteAccuracy());
          // 5 iterations on i586 JDK 1.4.1.
          assertTrue(solver.getIterationCount() <= 6);
          result = solver.solve(-0.3, 0.45);
          //System.out.println(
          //    "Root: " + result + " Iterations: " + solver.getIterationCount());
          assertEquals(result, 0, solver.getAbsoluteAccuracy());
          // 6 iterations on i586 JDK 1.4.1.
          assertTrue(solver.getIterationCount() <= 7);
          result = solver.solve(0.3, 0.7);
          //System.out.println(
          //    "Root: " + result + " Iterations: " + solver.getIterationCount());
          assertEquals(result, 0.5, solver.getAbsoluteAccuracy());
          // 7 iterations on i586 JDK 1.4.1.
          assertTrue(solver.getIterationCount() <= 8);
          result = solver.solve(0.2, 0.6);
          //System.out.println(
          //    "Root: " + result + " Iterations: " + solver.getIterationCount());
          assertEquals(result, 0.5, solver.getAbsoluteAccuracy());
          // 6 iterations on i586 JDK 1.4.1.
          assertTrue(solver.getIterationCount() <= 7);
          result = solver.solve(0.05, 0.95);
          //System.out.println(
          //    "Root: " + result + " Iterations: " + solver.getIterationCount());
          assertEquals(result, 0.5, solver.getAbsoluteAccuracy());
          // 8 iterations on i586 JDK 1.4.1.
          assertTrue(solver.getIterationCount() <= 9);
          result = solver.solve(0.85, 1.25);
          //System.out.println(
          //    "Root: " + result + " Iterations: " + solver.getIterationCount());
          assertEquals(result, 1.0, solver.getAbsoluteAccuracy());
          // 10 iterations on i586 JDK 1.4.1.
          assertTrue(solver.getIterationCount() <= 11);
          result = solver.solve(0.8, 1.2);
          //System.out.println(
          //    "Root: " + result + " Iterations: " + solver.getIterationCount());
          assertEquals(result, 1.0, solver.getAbsoluteAccuracy());
          // 8 iterations on i586 JDK 1.4.1.
          assertTrue(solver.getIterationCount() <= 9);
          result = solver.solve(0.85, 1.75);
          //System.out.println(
          //    "Root: " + result + " Iterations: " + solver.getIterationCount());
          assertEquals(result, 1.0, solver.getAbsoluteAccuracy());
          // 14 iterations on i586 JDK 1.4.1.
          assertTrue(solver.getIterationCount() <= 15);
          // The followig is especially slow because the solver first has to reduce
          // the bracket to exclude the extremum. After that, convergence is rapide.
          result = solver.solve(0.55, 1.45);
          //System.out.println(
          //    "Root: " + result + " Iterations: " + solver.getIterationCount());
          assertEquals(result, 1.0, solver.getAbsoluteAccuracy());
          // 7 iterations on i586 JDK 1.4.1.
          assertTrue(solver.getIterationCount() <= 8);
          result = solver.solve(0.85, 5);
          //System.out.println(
          //    "Root: " + result + " Iterations: " + solver.getIterationCount());
          assertEquals(result, 1.0, solver.getAbsoluteAccuracy());
          // 14 iterations on i586 JDK 1.4.1.
          assertTrue(solver.getIterationCount() <= 15);
          // Static solve method
          result = UnivariateRealSolverUtils.solve(f, -0.2, 0.2);
          assertEquals(result, 0, solver.getAbsoluteAccuracy());
          result = UnivariateRealSolverUtils.solve(f, -0.1, 0.3);
          assertEquals(result, 0, 1E-8);
          result = UnivariateRealSolverUtils.solve(f, -0.3, 0.45);
          assertEquals(result, 0, 1E-6);
          result = UnivariateRealSolverUtils.solve(f, 0.3, 0.7);
          assertEquals(result, 0.5, 1E-6);
          result = UnivariateRealSolverUtils.solve(f, 0.2, 0.6);
          assertEquals(result, 0.5, 1E-6);
          result = UnivariateRealSolverUtils.solve(f, 0.05, 0.95);
          assertEquals(result, 0.5, 1E-6);
          result = UnivariateRealSolverUtils.solve(f, 0.85, 1.25);
          assertEquals(result, 1.0, 1E-6);
          result = UnivariateRealSolverUtils.solve(f, 0.8, 1.2);
          assertEquals(result, 1.0, 1E-6);
          result = UnivariateRealSolverUtils.solve(f, 0.85, 1.75);
          assertEquals(result, 1.0, 1E-6);
          result = UnivariateRealSolverUtils.solve(f, 0.55, 1.45);
          assertEquals(result, 1.0, 1E-6);
          result = UnivariateRealSolverUtils.solve(f, 0.85, 5);
          assertEquals(result, 1.0, 1E-6);
      }
  }
  
  
  

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