/**
* Copyright (C) 2011 - 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.AssertJUnit.assertEquals;
import java.util.Map;
import org.testng.annotations.Test;
import cern.jet.random.engine.MersenneTwister;
import cern.jet.random.engine.MersenneTwister64;
import cern.jet.random.engine.RandomEngine;
import com.opengamma.analytics.math.interpolation.data.InterpolatorNDDataBundle;
/**
*
*/
public class RadialBasisFunctionInterpolatorSensitivityCalculatorTest extends InterpolatorNDTestCase {
private static final RandomEngine RANDOM = new MersenneTwister64(MersenneTwister.DEFAULT_SEED);
@Test
public void testFlat() {
final double r0 = 1.0;
final InterpolatorND interpolator = new RadialBasisFunctionInterpolatorND(new GaussianRadialBasisFunction(r0), false);
final InterpolatorNDDataBundle dataBundle = interpolator.getDataBundle(FLAT_DATA);
final double[] point = FLAT_DATA.get(5).getFirst();
final Map<double[], Double> res = interpolator.getNodeSensitivitiesForValue(dataBundle, point);
assertEquals(1.0, res.get(point), 0.0);
res.remove(point);
for (final Map.Entry<double[], Double> entry : res.entrySet()) {
assertEquals(0.0, entry.getValue(), 0.0);
}
}
@Test
public void testInverseMultiquadraticRadialBasisFunction() {
final double r0 = 2;
final InterpolatorND interpolator = new RadialBasisFunctionInterpolatorND(new InverseMultiquadraticRadialBasisFunction(r0), true);
final InterpolatorNDDataBundle dataBundle = interpolator.getDataBundle(COS_EXP_DATA);
final double[] point = COS_EXP_DATA.get(3).getFirst();
final Map<double[], Double> res = interpolator.getNodeSensitivitiesForValue(dataBundle, point);
assertEquals(1.0, res.get(point), 1e-13);
res.remove(point);
for (final Map.Entry<double[], Double> entry : res.entrySet()) {
assertEquals(0.0, entry.getValue(), 1e-11);
}
}
@Override
protected RandomEngine getRandom() {
return RANDOM;
}
}