Examples with NumberContext org.ojalgo.type.context.NumberContext used on opensource projects

Example 46 with NumberContext

use of org.ojalgo.type.context.NumberContext in project ojAlgo by optimatika.

the class TridiagonalizeCase method doTheTest.

private void doTheTest(final MatrixStore<Double> aMtrxA, final MatrixStore<Double> aMtrxD) {
    final Tridiagonal<Double> tmpDecomp = Tridiagonal.PRIMITIVE.make();
    // final Tridiagonal<Double> tmpDecomp = new TridiagonalAltDecomp();
    tmpDecomp.decompose(aMtrxA);
    TestUtils.assertEquals(aMtrxD, tmpDecomp.getD(), new NumberContext(7, 6));
    TestUtils.assertEquals(aMtrxA, tmpDecomp, new NumberContext(7, 6));
}

Example 47 with NumberContext

use of org.ojalgo.type.context.NumberContext in project ojAlgo by optimatika.

the class RandomNumberTest method testERF.

/**
 * Tests that the error function implementation returns correct confidence intervals for +/- 6 standard
 * deviations. They are all correct to at least 10 decimal places.
 */
@Test
public void testERF() {
    double tmpStdDevCount;
    double tmpConfidence;
    double tmpError = new NumberContext(7, 12).epsilon();
    tmpStdDevCount = ZERO;
    tmpConfidence = ZERO;
    TestUtils.assertEquals(tmpConfidence, RandomUtils.erf(tmpStdDevCount / SQRT_TWO), tmpError);
    TestUtils.assertEquals(-tmpConfidence, RandomUtils.erf(-tmpStdDevCount / SQRT_TWO), tmpError);
    tmpStdDevCount = ONE;
    tmpConfidence = 0.682689492137;
    TestUtils.assertEquals(tmpConfidence, RandomUtils.erf(tmpStdDevCount / SQRT_TWO), tmpError);
    TestUtils.assertEquals(-tmpConfidence, RandomUtils.erf(-tmpStdDevCount / SQRT_TWO), tmpError);
    tmpStdDevCount = TWO;
    tmpConfidence = 0.954499736104;
    TestUtils.assertEquals(tmpConfidence, RandomUtils.erf(tmpStdDevCount / SQRT_TWO), tmpError);
    TestUtils.assertEquals(-tmpConfidence, RandomUtils.erf(-tmpStdDevCount / SQRT_TWO), tmpError);
    tmpStdDevCount = THREE;
    tmpConfidence = 0.997300203937;
    TestUtils.assertEquals(tmpConfidence, RandomUtils.erf(tmpStdDevCount / SQRT_TWO), tmpError);
    TestUtils.assertEquals(-tmpConfidence, RandomUtils.erf(-tmpStdDevCount / SQRT_TWO), tmpError);
    tmpStdDevCount = FOUR;
    tmpConfidence = 0.999936657516;
    TestUtils.assertEquals(tmpConfidence, RandomUtils.erf(tmpStdDevCount / SQRT_TWO), tmpError);
    TestUtils.assertEquals(-tmpConfidence, RandomUtils.erf(-tmpStdDevCount / SQRT_TWO), tmpError);
    tmpStdDevCount = FIVE;
    tmpConfidence = 0.999999426697;
    TestUtils.assertEquals(tmpConfidence, RandomUtils.erf(tmpStdDevCount / SQRT_TWO), tmpError);
    TestUtils.assertEquals(-tmpConfidence, RandomUtils.erf(-tmpStdDevCount / SQRT_TWO), tmpError);
    tmpError = new NumberContext(7, 8).epsilon();
    tmpStdDevCount = SIX;
    tmpConfidence = 0.999999998027;
    TestUtils.assertEquals(tmpConfidence, RandomUtils.erf(tmpStdDevCount / SQRT_TWO), tmpError);
    TestUtils.assertEquals(-tmpConfidence, RandomUtils.erf(-tmpStdDevCount / SQRT_TWO), tmpError);
}

Example 48 with NumberContext

use of org.ojalgo.type.context.NumberContext in project ojAlgo by optimatika.

the class RandomNumberTest method testERFI.

@Test
public void testERFI() {
    double tmpConfidenceLevel;
    double tmpExpected;
    final NumberContext tmpNewScale = new NumberContext(2, 5);
    tmpConfidenceLevel = 0.80;
    tmpExpected = 1.28155;
    TestUtils.assertEquals(tmpExpected, SQRT_TWO * RandomUtils.erfi(tmpConfidenceLevel), tmpNewScale);
    tmpConfidenceLevel = 0.90;
    tmpExpected = 1.64485;
    TestUtils.assertEquals(tmpExpected, SQRT_TWO * RandomUtils.erfi(tmpConfidenceLevel), tmpNewScale);
    tmpConfidenceLevel = 0.95;
    tmpExpected = 1.95996;
    TestUtils.assertEquals(tmpExpected, SQRT_TWO * RandomUtils.erfi(tmpConfidenceLevel), tmpNewScale);
    tmpConfidenceLevel = 0.98;
    tmpExpected = 2.32635;
    TestUtils.assertEquals(tmpExpected, SQRT_TWO * RandomUtils.erfi(tmpConfidenceLevel), tmpNewScale);
    tmpConfidenceLevel = 0.99;
    tmpExpected = 2.57583;
    TestUtils.assertEquals(tmpExpected, SQRT_TWO * RandomUtils.erfi(tmpConfidenceLevel), tmpNewScale);
    tmpConfidenceLevel = 0.995;
    tmpExpected = 2.80703;
    TestUtils.assertEquals(tmpExpected, SQRT_TWO * RandomUtils.erfi(tmpConfidenceLevel), tmpNewScale);
    tmpConfidenceLevel = 0.998;
    tmpExpected = 3.09023;
    TestUtils.assertEquals(tmpExpected, SQRT_TWO * RandomUtils.erfi(tmpConfidenceLevel), tmpNewScale);
    tmpConfidenceLevel = 0.999;
    tmpExpected = 3.29052;
    TestUtils.assertEquals(tmpExpected, SQRT_TWO * RandomUtils.erfi(tmpConfidenceLevel), tmpNewScale);
}

Example 49 with NumberContext

use of org.ojalgo.type.context.NumberContext in project ojAlgo by optimatika.

the class RandomNumberTest method testGammaFunction.

@Test
public void testGammaFunction() {
    final double tmpEps = 0.000005;
    // From a table of values 1.0 <= x <= 2.0
    TestUtils.assertEquals(ONE, RandomUtils.gamma(1.0), 1E-14 / THREE);
    TestUtils.assertEquals(0.95135, RandomUtils.gamma(1.10), tmpEps);
    TestUtils.assertEquals(0.91817, RandomUtils.gamma(1.20), tmpEps);
    TestUtils.assertEquals(0.89747, RandomUtils.gamma(1.30), tmpEps);
    TestUtils.assertEquals(0.88726, RandomUtils.gamma(1.40), tmpEps);
    TestUtils.assertEquals(0.88623, RandomUtils.gamma(1.50), tmpEps);
    TestUtils.assertEquals(0.89352, RandomUtils.gamma(1.60), tmpEps);
    TestUtils.assertEquals(0.90864, RandomUtils.gamma(1.70), tmpEps);
    TestUtils.assertEquals(0.93138, RandomUtils.gamma(1.80), tmpEps);
    TestUtils.assertEquals(0.96177, RandomUtils.gamma(1.90), tmpEps);
    TestUtils.assertEquals(ONE, RandomUtils.gamma(2.0), 1E-14 / THREE);
    // Values larger than 2.0 and smaller than 1.0
    TestUtils.assertEquals("π", RandomUtils.gamma(PI), (PI - ONE) * (PI - TWO) * RandomUtils.gamma(PI - TWO), 1E-14 / THREE);
    TestUtils.assertEquals("0.5", RandomUtils.gamma(HALF), RandomUtils.gamma(HALF + ONE) / HALF, 1E-14 / THREE);
    TestUtils.assertEquals("0.25", RandomUtils.gamma(QUARTER), RandomUtils.gamma(QUARTER + ONE) / QUARTER, 1E-14 / THREE);
    TestUtils.assertEquals("0.1", RandomUtils.gamma(TENTH), RandomUtils.gamma(TENTH + ONE) / TENTH, tmpEps);
    TestUtils.assertEquals("0.01", RandomUtils.gamma(HUNDREDTH), RandomUtils.gamma(HUNDREDTH + ONE) / HUNDREDTH, tmpEps);
    TestUtils.assertEquals("0.001", RandomUtils.gamma(THOUSANDTH), RandomUtils.gamma(THOUSANDTH + ONE) / THOUSANDTH, tmpEps);
    // Should align with n! for positve integers
    for (int n = 0; n < 10; n++) {
        TestUtils.assertEquals("n!:" + n, RandomUtils.factorial(n), RandomUtils.gamma(n + ONE), tmpEps);
    }
    // Negative values
    TestUtils.assertEquals("-0.5", RandomUtils.gamma(-0.5), RandomUtils.gamma(HALF) / (-0.5), tmpEps);
    TestUtils.assertEquals("-1.5", RandomUtils.gamma(-1.5), RandomUtils.gamma(HALF) / (-1.5 * -0.5), tmpEps);
    TestUtils.assertEquals("-2.5", RandomUtils.gamma(-2.5), RandomUtils.gamma(HALF) / (-2.5 * -1.5 * -0.5), tmpEps);
    TestUtils.assertEquals("-3.5", RandomUtils.gamma(-3.5), RandomUtils.gamma(HALF) / (-3.5 * -2.5 * -1.5 * -0.5), tmpEps);
    TestUtils.assertEquals("-4.5", RandomUtils.gamma(-4.5), RandomUtils.gamma(HALF) / (-4.5 * -3.5 * -2.5 * -1.5 * -0.5), tmpEps);
    // Should be undefined for 0, -1, -2, -3...
    for (int n = 0; n < 10; n++) {
        TestUtils.assertTrue("-" + n, Double.isNaN(RandomUtils.gamma(NEG * n)));
    }
    final NumberContext tmpEval = new NumberContext(10, 10);
    // Positive half integer
    for (int n = 0; n < 10; n++) {
        TestUtils.assertEquals(n + ".5", (SQRT_PI * RandomUtils.factorial(2 * n)) / (PrimitiveFunction.POW.invoke(FOUR, n) * RandomUtils.factorial(n)), RandomUtils.gamma(n + HALF), tmpEval);
    }
}

Example 50 with NumberContext

use of org.ojalgo.type.context.NumberContext in project ojAlgo by optimatika.

the class ExpressionsBasedModel method validate.

public boolean validate(final Access1D<BigDecimal> solution) {
    final NumberContext context = options.feasibility;
    final Printer appender = (options.logger_detailed && (options.logger_appender != null)) ? options.logger_appender : BasicLogger.NULL;
    return this.validate(solution, context, appender);
}