tests/QLNet.Tests/T_Solvers.cs

﻿/*
 Copyright (C) 2008 Siarhei Novik (snovik@gmail.com)

 This file is part of QLNet Project https://github.com/amaggiulli/qlnet

 QLNet is free software: you can redistribute it and/or modify it
 under the terms of the QLNet license.  You should have received a
 copy of the license along with this program; if not, license is
 available at <https://github.com/amaggiulli/QLNet/blob/develop/LICENSE>.

 QLNet is a based on QuantLib, a free-software/open-source library
 for financial quantitative analysts and developers - http://quantlib.org/
 The QuantLib license is available online at http://quantlib.org/license.shtml.

 This program is distributed in the hope that it will be useful, but WITHOUT
 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
 FOR A PARTICULAR PURPOSE.  See the license for more details.
*/

using System;
using Xunit;
using QLNet;

namespace TestSuite
{
   [Collection("QLNet CI Tests")]
   public class T_Solvers
   {
      class Foo : ISolver1d
      {
         public override double value(double x) { return x * x - 1.0; }
         public override double derivative(double x) { return 2.0 * x; }
      }

      internal void test(Solver1D solver, string name)
      {
         double[] accuracy = new double[] { 1.0e-4, 1.0e-6, 1.0e-8 };
         double expected = 1.0;
         for (int i = 0; i < accuracy.Length; i++)
         {
            double root = solver.solve(new Foo(), accuracy[i], 1.5, 0.1);
            if (Math.Abs(root - expected) > accuracy[i])
            {
               QAssert.Fail(name + " solver:\n"
                            + "    expected:   " + expected + "\n"
                            + "    calculated: " + root + "\n"
                            + "    accuracy:   " + accuracy[i]);
            }
            root = solver.solve(new Foo(), accuracy[i], 1.5, 0.0, 1.0);
            if (Math.Abs(root - expected) > accuracy[i])
            {
               QAssert.Fail(name + " solver (bracketed):\n"
                            + "    expected:   " + expected + "\n"
                            + "    calculated: " + root + "\n"
                            + "    accuracy:   " + accuracy[i]);
            }
         }
      }

      [Fact]
      public void testBrent()
      {
         test(new Brent(), "Brent");
      }
      [Fact]
      public void testNewton()
      {
         test(new Newton(), "Newton");
      }
      [Fact]
      public void testFalsePosition()
      {
         test(new FalsePosition(), "FalsePosition");
      }
      [Fact]
      public void testBisection()
      {
         test(new Bisection(), "Bisection");
      }
      [Fact]
      public void testRidder()
      {
         test(new Ridder(), "Ridder");
      }
      [Fact]
      public void testSecant()
      {
         test(new Secant(), "Secant");
      }
   }
}