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Posted to dev@commons.apache.org by ps...@apache.org on 2004/07/17 21:49:02 UTC
cvs commit: jakarta-commons/math/src/test/org/apache/commons/math/analysis BrentSolverTest.java RealSolverTest.java
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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