// // Math.NET Numerics, part of the Math.NET Project // http://mathnet.opensourcedotnet.info // // Copyright (c) 2009 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. // namespace MathNet.Numerics.UnitTests.IntegrationTests { using System; using Integration; using Integration.Algorithms; using MbUnit.Framework; [TestFixture] public class IntegrationTest { /// /// Test Function: f(x) = exp(-x/5) (2 + sin(2 * x)) /// private static double TargetFunctionA(double x) { return Math.Exp(-x / 5) * (2 + Math.Sin(2 * x)); } private const double StartA = 0; private const double StopA = 10; private const double TargetAreaA = 9.1082396073229965070; [Test] public void TestIntegratePortal() { Assert.AreApproximatelyEqual( TargetAreaA, Integrate.OnClosedInterval(TargetFunctionA, StartA, StopA), 1e-5, "Basic"); Assert.AreApproximatelyEqual( TargetAreaA, Integrate.OnClosedInterval(TargetFunctionA, StartA, StopA, 1e-10), 1e-10, "Basic Target 1e-10"); } [Test] [Row(1e-5)] [Row(1e-13)] public void TestDoubleExponentialTransformationAlgorithm(double targetRelativeError) { var algorithm = new DoubleExponentialTransformation(); Assert.AreApproximatelyEqual( TargetAreaA, algorithm.Integrate(TargetFunctionA, StartA, StopA, targetRelativeError), targetRelativeError * TargetAreaA, "DET Adaptive {0}", targetRelativeError); } [Test] public void TrapeziumRuleSupportsTwoPointIntegration() { var algorithm = new NewtonCotesTrapeziumRule(); Assert.AreApproximatelyEqual( TargetAreaA, algorithm.IntegrateTwoPoint(TargetFunctionA, StartA, StopA), 0.4 * TargetAreaA, "Direct (1 Partition)"); } [Test] [Row(1, 3.5e-1)] [Row(5, 1e-1)] [Row(10, 2e-2)] [Row(50, 6e-4)] [Row(1000, 1.5e-6)] public void TrapeziumRuleSupportsCompositeIntegration(int partitions, double maxRelativeError) { var algorithm = new NewtonCotesTrapeziumRule(); Assert.AreApproximatelyEqual( TargetAreaA, algorithm.IntegrateComposite(TargetFunctionA, StartA, StopA, partitions), maxRelativeError * TargetAreaA, "Composite {0} Partitions", partitions); } [Test] [Row(1e-1)] [Row(1e-5)] [Row(1e-10)] public void TrapeziumRuleSupportsAdaptiveIntegration(double targetRelativeError) { var algorithm = new NewtonCotesTrapeziumRule(); Assert.AreApproximatelyEqual( TargetAreaA, algorithm.IntegrateAdaptive(TargetFunctionA, StartA, StopA, targetRelativeError), targetRelativeError * TargetAreaA, "Adaptive {0}", targetRelativeError); } [Test] public void SimpsonRuleSupportsThreePointIntegration() { var algorithm = new SimpsonRule(); Assert.AreApproximatelyEqual( TargetAreaA, algorithm.IntegrateThreePoint(TargetFunctionA, StartA, StopA), 0.2 * TargetAreaA, "Direct (2 Partitions)"); } [Test] [Row(2, 1.7e-1)] [Row(6, 1.2e-1)] [Row(10, 8e-3)] [Row(50, 8e-6)] [Row(1000, 5e-11)] public void SimpsonRuleSupportsCompositeIntegration(int partitions, double maxRelativeError) { var algorithm = new SimpsonRule(); Assert.AreApproximatelyEqual( TargetAreaA, algorithm.IntegrateComposite(TargetFunctionA, StartA, StopA, partitions), maxRelativeError * TargetAreaA, "Composite {0} Partitions", partitions); } } }