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"""
Copyright (C) 2000, 2001, 2002, 2003 RiskMap srl
This file is part of QuantLib, a free-software/open-source library
for financial quantitative analysts and developers - http://quantlib.org/
QuantLib is free software: you can redistribute it and/or modify it
under the terms of the QuantLib license. You should have received a
copy of the license along with this program; if not, please email
<quantlib-dev@lists.sf.net>. The license is also available online at
<https://www.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.
"""
import unittest
import QuantLib as ql
class Foo:
def __call__(self, x):
return x * x - 1.0
def derivative(self, x):
return 2.0 * x
class Solver1DTest(unittest.TestCase):
def test_solve(self):
"Testing 1-D solvers"
for factory in [ql.Brent, ql.Bisection, ql.FalsePosition, ql.Ridder, ql.Secant]:
solver = factory()
for accuracy in [1.0e-4, 1.0e-6, 1.0e-8]:
root = solver.solve(lambda x: x * x - 1.0, accuracy, 1.5, 0.1)
if not (abs(root - 1.0) < accuracy):
self.fail(
"""
%(factory)s
solve():
expected: 1.0
calculated root: %(root)g
accuracy: %(accuracy)s
"""
% locals()
)
root = solver.solve(lambda x: x * x - 1.0, accuracy, 1.5, 0.0, 1.0)
if not (abs(root - 1.0) < accuracy):
self.fail(
"""
%(factory)s
bracketed solve():
expected: 1.0
calculated root: %(root)g
accuracy: %(accuracy)s
"""
% locals()
)
for factory in [ql.Newton, ql.NewtonSafe]:
solver = factory()
for accuracy in [1.0e-4, 1.0e-6, 1.0e-8]:
root = solver.solve(Foo(), accuracy, 1.5, 0.1)
if not (abs(root - 1.0) < accuracy):
self.fail(
"""
%(factory)s
solve():
expected: 1.0
calculated root: %(root)g
accuracy: %(accuracy)s
"""
% locals()
)
root = solver.solve(Foo(), accuracy, 1.5, 0.0, 1.0)
if not (abs(root - 1.0) < accuracy):
self.fail(
"""
%(factory)s
bracketed solve():
expected: 1.0
calculated root: %(root)g
accuracy: %(accuracy)s
"""
% locals()
)
if __name__ == "__main__":
print("testing QuantLib", ql.__version__)
unittest.main(verbosity=2)
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