Math.NET Numerics
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// <copyright file="FindRootsTest.cs" company="Math.NET">
// Math.NET Numerics, part of the Math.NET Project
// http://numerics.mathdotnet.com
// http://github.com/mathnet/mathnet-numerics
//
// Copyright (c) 2009-2016 Math.NET
//
// Permission is hereby granted, free of charge, to any person
// obtaining a copy of this software and associated documentation
// files (the "Software"), to deal in the Software without
// restriction, including without limitation the rights to use,
// copy, modify, merge, publish, distribute, sublicense, and/or sell
// copies of the Software, and to permit persons to whom the
// Software is furnished to do so, subject to the following
// conditions:
//
// The above copyright notice and this permission notice shall be
// included in all copies or substantial portions of the Software.
//
// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
// OTHER DEALINGS IN THE SOFTWARE.
// </copyright>
using System;
using NUnit.Framework;
namespace MathNet.Numerics.UnitTests.RootFindingTests
{
#if NOSYSNUMERICS
using Complex = Numerics.Complex;
#else
using Complex = System.Numerics.Complex;
#endif
[TestFixture, Category("RootFinding")]
internal class FindRootsTest
{
[Test]
public void MultipleRoots()
{
// Roots at -2, 2
Func<double, double> f1 = x => x*x - 4;
Assert.AreEqual(0, f1(FindRoots.OfFunction(f1, 0, 5, 1e-14)));
Assert.AreEqual(-2, FindRoots.OfFunction(f1, -5, -1, 1e-14));
Assert.AreEqual(2, FindRoots.OfFunction(f1, 1, 4, 1e-14));
Assert.AreEqual(0, f1(FindRoots.OfFunction(x => -f1(x), 0, 5, 1e-14)));
Assert.AreEqual(-2, FindRoots.OfFunction(x => -f1(x), -5, -1, 1e-14));
Assert.AreEqual(2, FindRoots.OfFunction(x => -f1(x), 1, 4, 1e-14));
// Roots at 3, 4
Func<double, double> f2 = x => (x - 3)*(x - 4);
Assert.AreEqual(0, f2(FindRoots.OfFunction(f2, 3.5, 5, 1e-14)), 1e-14);
Assert.AreEqual(3, FindRoots.OfFunction(f2, -5, 3.5, 1e-14));
Assert.AreEqual(4, FindRoots.OfFunction(f2, 3.2, 5, 1e-14));
Assert.AreEqual(3, FindRoots.OfFunction(f2, 2.1, 3.9, 0.001), 0.001);
Assert.AreEqual(3, FindRoots.OfFunction(f2, 2.1, 3.4, 0.001), 0.001);
}
[Test]
public void LocalMinima()
{
Func<double, double> f1 = x => x*x*x - 2*x + 2;
Assert.AreEqual(0, f1(FindRoots.OfFunction(f1, -5, 5, 1e-14)), 1e-14);
Assert.AreEqual(0, f1(FindRoots.OfFunction(f1, -2, 4, 1e-14)), 1e-14);
}
[Test]
public void NoRoot()
{
Func<double, double> f1 = x => x*x + 4;
Assert.That(() => FindRoots.OfFunction(f1, -5, 5, 1e-14), Throws.TypeOf<NonConvergenceException>());
}
[Test]
public void Oneeq3()
{
// Test case from http://www.polymath-software.com/library/nle/Oneeq3.htm
Func<double, double> f1 = T => Math.Exp(21000/T)/(T*T) - 1.11e11;
double x = FindRoots.OfFunction(f1, 550, 560, 1e-12);
Assert.AreEqual(551.773822885233, x, 1e-5);
Assert.AreEqual(0, f1(x), 1e-2);
}
[Test]
public void Oneeq5()
{
// Test case from http://www.polymath-software.com/library/nle/Oneeq5.htm
Func<double, double> f1 = TR =>
{
const double ALPHA = 7.256;
const double BETA = 2.298E-3;
const double GAMMA = 0.283E-6;
const double DH = -57798.0;
return DH + TR*(ALPHA + TR*(BETA/2 + TR*GAMMA/3)) - 298.0*(ALPHA + 298.0*(BETA/2 + 298.0*GAMMA/3));
};
double x = FindRoots.OfFunction(f1, 3000, 5000, 1e-10);
Assert.AreEqual(4305.30991366774, x, 1e-5);
Assert.AreEqual(0, f1(x), 1e-8);
}
[Test]
public void Oneeq6a()
{
// Test case from http://www.polymath-software.com/library/nle/Oneeq6a.htm
Func<double, double> f1 = V =>
{
const double R = 0.08205;
const double T = 273.0;
const double B0 = 0.05587;
const double A0 = 2.2769;
const double C = 128300.0;
const double A = 0.01855;
const double B = -0.01587;
const double P = 100.0;
const double Beta = R*T*B0 - A0 - R*C/(T*T);
const double Gama = -R*T*B0*B + A0*A - R*C*B0/(T*T);
const double Delta = R*B0*B*C/(T*T);
return R*T/V + Beta/(V*V) + Gama/(V*V*V) + Delta/(V*V*V*V) - P;
};
double x = FindRoots.OfFunction(f1, 0.1, 1);
Assert.AreEqual(0.174749531708621, x, 1e-5);
Assert.AreEqual(0, f1(x), 1e-5);
}
[Test]
public void Oneeq7()
{
// Test case from http://www.polymath-software.com/library/nle/Oneeq7.htm
Func<double, double> f1 = x => x/(1 - x) - 5*Math.Log(0.4*(1 - x)/(0.4 - 0.5*x)) + 4.45977;
double r = FindRoots.OfFunction(f1, 0, 0.79, 1e-10);
Assert.AreEqual(0.757396293891, r, 1e-6);
Assert.AreEqual(0, f1(r), 1e-6);
}
[Test]
public void Oneeq8()
{
// Test case from http://www.polymath-software.com/library/nle/Oneeq8.htm
Func<double, double> f1 = v =>
{
const double a = 240;
const double b = 40;
const double c = 200;
return a*v*v + b*Math.Pow(v, 7/4) - c;
};
double x = FindRoots.OfFunction(f1, 0.01, 1);
Assert.AreEqual(0.842524411168525, x, 1e-2);
Assert.AreEqual(0, f1(x), 1e-5);
}
[Test]
public void StackOverflow39935588()
{
// Roots at -2, 2
Func<double, double> f1 = x => (x - 3.0)*(x - 4.0);
Assert.AreEqual(3.0, FindRoots.OfFunction(f1, -2.0, 3.5), 1e-10);
Assert.AreEqual(4.0, FindRoots.OfFunction(f1, 3.5, 5.5), 1e-10);
Assert.AreEqual(0.0, f1(FindRoots.OfFunction(f1, -2.0, 5.5, 1e-14)), 1e-14);
}
void AssertComplexEqual(Complex expected, Complex actual, double delta)
{
Assert.AreEqual(expected.Real, actual.Real, delta);
Assert.AreEqual(expected.Imaginary, actual.Imaginary, delta);
}
[TestCase(2d, 3d, 1d)]
[TestCase(-2d, 3d, 2d)]
[TestCase(2d, -3d, -2d)]
[TestCase(3d, 0d, 2d)]
public void QuadraticExpanded(double u, double v, double t)
{
// t*(x+u)*(x+v) = t*u*v + t*(u+v)*x + t*x^2
double c = t*u*v, b = t*(u + v), a = t;
var x = FindRoots.Quadratic(c, b, a);
Complex x1 = x.Item1, x2 = x.Item2;
// Expected Roots: -u, -v
Complex r1 = new Complex(-u, 0d), r2 = new Complex(-v, 0d);
Assert.IsTrue(x1.AlmostEqualRelative(r1, 1e-14) && x2.AlmostEqualRelative(r2, 1e-14)
|| x1.AlmostEqualRelative(r2, 1e-14) && x2.AlmostEqualRelative(r1, 1e-14));
// Verify they really are roots
AssertComplexEqual(Complex.Zero, c + b*x1 + a*x1*x1, 1e-14);
AssertComplexEqual(Complex.Zero, c + b*x2 + a*x2*x2, 1e-14);
}
[TestCase(1d, 1d, 1d, -0.5, -0.866025403784439, -0.5, 0.866025403784439)]
[TestCase(3d, 4d, 5d, -0.4, -0.663324958071080, -0.4, 0.663324958071080)]
[TestCase(-4d, 2d, 1.5d, -2.43050087404306, 0d, 1.09716754070973, 0d)]
[TestCase(4d, 0d, 1.5d, 0d, -1.63299316185545, 0d, 1.63299316185545)]
public void QuadraticExpected(double c, double b, double a, double x1R, double x1I, double x2R, double x2I)
{
// c + b*x + a*x^2
var x = FindRoots.Quadratic(c, b, a);
Complex x1 = x.Item1, x2 = x.Item2;
// Expected roots?
Complex r1 = new Complex(x1R, x1I), r2 = new Complex(x2R, x2I);
Assert.IsTrue(x1.AlmostEqualRelative(r1, 1e-14) && x2.AlmostEqualRelative(r2, 1e-14)
|| x1.AlmostEqualRelative(r2, 1e-14) && x2.AlmostEqualRelative(r1, 1e-14));
// Verify they really are roots
AssertComplexEqual(Complex.Zero, c + b*x1 + a*x1*x1, 1e-14);
AssertComplexEqual(Complex.Zero, c + b*x2 + a*x2*x2, 1e-14);
}
}
}