/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */

/*
 Copyright (C) 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
 <http://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.
*/

#include "solvers.hpp"
#include "utilities.hpp"
#include <ql/math/solvers1d/brent.hpp>
#include <ql/math/solvers1d/bisection.hpp>
#include <ql/math/solvers1d/falseposition.hpp>
#include <ql/math/solvers1d/ridder.hpp>
#include <ql/math/solvers1d/secant.hpp>
#include <ql/math/solvers1d/newton.hpp>
#include <ql/math/solvers1d/newtonsafe.hpp>

using namespace QuantLib;
using namespace boost::unit_test_framework;

QL_BEGIN_TEST_LOCALS(Solver1DTest)

class Foo {
  public:
    Real operator()(Real x) const { return x*x-1.0; }
    Real derivative(Real x) const { return 2.0*x; }
};

template <class S>
void test(const S& solver, const std::string& name) {
    Real accuracy[] = { 1.0e-4, 1.0e-6, 1.0e-8 };
    Real expected = 1.0;
    for (Size i=0; i<LENGTH(accuracy); i++) {
        Real root = solver.solve(Foo(),accuracy[i],1.5,0.1);
        if (std::fabs(root-expected) > accuracy[i]) {
            BOOST_FAIL(name << " solver:\n"
                       << "    expected:   " << expected << "\n"
                       << "    calculated: " << root << "\n"
                       << "    accuracy:   " << accuracy[i]);
        }
        root = solver.solve(Foo(),accuracy[i],1.5,0.0,1.0);
        if (std::fabs(root-expected) > accuracy[i]) {
            BOOST_FAIL(name << " solver (bracketed):\n"
                       << "    expected:   " << expected << "\n"
                       << "    calculated: " << root << "\n"
                       << "    accuracy:   " << accuracy[i]);
        }
    }
}

QL_END_TEST_LOCALS(Solver1DTest)


void Solver1DTest::testResults() {

    BOOST_MESSAGE("Testing 1-D solvers...");

    test(Brent(),"Brent");
    test(Bisection(),"Bisection");
    test(FalsePosition(),"FalsePosition");
    test(Ridder(),"Ridder");
    test(Secant(),"Secant");
    test(Newton(),"Newton");
    test(NewtonSafe(),"NewtonSafe");

}


test_suite* Solver1DTest::suite() {
    test_suite* suite = BOOST_TEST_SUITE("1-D solver tests");
    suite->add(BOOST_TEST_CASE(&Solver1DTest::testResults));
    return suite;
}