public void CanInterpolateFact()
{
var interp = new LinearInVarianceInterpolator();
interp = new LinearInVarianceInterpolator(new double[] { 0, 10, 20 }, new double[] { 10, 20, 30 });
Assert.Equal(20.0, interp.Interpolate(10));
var midPoint = ((20 * 20 * 10) + (30 * 30 * 20)) / 2.0;
midPoint = System.Math.Sqrt(midPoint / 15);
Assert.Equal(midPoint, interp.Interpolate(15));
Assert.Equal(0, interp.Interpolate(0));
Assert.Equal(20, interp.Interpolate(1));
Assert.Equal(20, interp.Interpolate(5));
Assert.Equal(20, interp.Interpolate(10));
var i2 = interp.Bump(1, 10);
Assert.Equal(30, i2.Interpolate(10));
var i3 = interp.Bump(1, 20, true);
Assert.Equal(40, i3.Interpolate(10));
Assert.Throws <NotImplementedException>(() => interp.Sensitivity(0));
}
public void SecondDerivative(double point)
{
var interp = new LinearInVarianceInterpolator(new double[] { 0, 10, 20 }, new double[] { 10, 15, 40 });
var bump = 0.00000001;
var v1 = interp.FirstDerivative(point);
var v2 = interp.FirstDerivative(point + bump);
var slope = (v2 - v1) / bump;
Assert.Equal(slope, interp.SecondDerivative(point), 2);
}
