RootFinding: add very basic F# unit tests

src/FSharpPortableUnitTests/FSharpPortableUnitTests.fsproj

@@ -95,6 +95,9 @@
     <Compile Include="..\FSharpUnitTests\FitTests.fs">
       <Link>FitTests.fs</Link>
     </Compile>
+    <Compile Include="..\FSharpUnitTests\FindRootsTests.fs">
+      <Link>FindRootsTests.fs</Link>
+    </Compile>
     <None Include="App.config" />
     <None Include="packages.config" />
   </ItemGroup>

src/FSharpUnitTests/FSharpUnitTests.fsproj

@@ -80,6 +80,7 @@
     <Compile Include="RandomVariableTests.fs" />
     <Compile Include="PokerTests.fs" />
     <Compile Include="FitTests.fs" />
+    <Compile Include="FindRootsTests.fs" />
     <None Include="packages.config" />
     <None Include="App.config" />
   </ItemGroup>

src/FSharpUnitTests/FindRootsTests.fs

@@ -0,0 +1,43 @@
+namespace MathNet.Numerics.Tests
+
+open System
+open MathNet.Numerics
+open NUnit.Framework
+open FsUnit
+
+module FindRootsTests =
+
+    let f x = (x - 3.0)*(x - 4.0)
+    let df x = 2.0*x - 7.0
+
+    [<Test>]
+    let ``Bisection should find both roots of (x - 3) * (x - 4)``() =
+        f |> FindRoots.bisection 100 1e-14 -5.0 3.5 |> should equal (Some 3.0)
+        f |> FindRoots.bisection 100 1e-14 3.2 5.0 |> should equal (Some 4.0)
+
+    [<Test>]
+    let ``Brent should find both roots of (x - 3) * (x - 4)``() =
+        f |> FindRoots.brent 100 1e-14 -5.0 3.5 |> should equal (Some 3.0)
+        f |> FindRoots.brent 100 1e-14 3.2 5.0 |> should equal (Some 4.0)
+
+    [<Test>]
+    let ``Newton-Raphson should find both roots of (x - 3) * (x - 4)``() =
+        (f, df) ||> FindRoots.newtonRaphson 100 1e-14 -5.0 3.5 |> should equal (Some 3.0)
+        (f, df) ||> FindRoots.newtonRaphson 100 1e-14 3.2 5.0 |> should equal (Some 4.0)
+
+    [<Test>]
+    let ``Newton-Raphson by Guess should find both roots of (x - 3) * (x - 4)``() =
+        (f, df) ||> FindRoots.newtonRaphsonGuess 100 1e-14 2.8 |> should equal (Some 3.0)
+        (f, df) ||> FindRoots.newtonRaphsonGuess 100 1e-14 3.7 |> should equal (Some 4.0)
+        
+    [<Test>]
+    let ``Robust Newton-Raphson should find both roots of (x - 3) * (x - 4)``() =
+        (f, df) ||> FindRoots.newtonRaphsonRobust 100 20 1e-14 -5.0 3.5 |> should equal (Some 3.0)
+        (f, df) ||> FindRoots.newtonRaphsonRobust 100 20 1e-14 3.2 5.0 |> should equal (Some 4.0)
+
+    [<Test>]
+    let ``Simple method should find both roots of (x - 3) * (x - 4)``() =
+        f |> FindRoots.ofFunction -5.0 3.5 |> Option.get |> should (equalWithin 1e-8) 3.0
+        f |> FindRoots.ofFunction 3.2 5.0 |> Option.get |> should (equalWithin 1e-8) 4.0
+        (f, df) ||> FindRoots.ofFunctionAndDerivative -5.0 3.5 |> Option.get |> should (equalWithin 1e-8) 3.0
+        (f, df) ||> FindRoots.ofFunctionAndDerivative 3.2 5.0 |> Option.get |> should (equalWithin 1e-8) 4.0