//JAVA TO C# CONVERTER TODO TASK: Most Java annotations will not have direct .NET equivalent attributes:
//ORIGINAL LINE: @Test public void zeroOrderSinglePointTest()
        public virtual void zeroOrderSinglePointTest()
        {
            double[]     x  = new double[] { 0.2 };
            DoubleMatrix p1 = PenaltyMatrixGenerator.getPenaltyMatrix(x, 0);

            AssertMatrix.assertEqualsMatrix(DoubleMatrix.identity(1), p1, 1e-15);
        }
        /// <summary>
        /// The penalty matrix is scaled such that the result of x^T*P*x is insensitive to the scale of x
        /// </summary>
//JAVA TO C# CONVERTER TODO TASK: Most Java annotations will not have direct .NET equivalent attributes:
//ORIGINAL LINE: @Test public void penaltyMatrixScaleTest()
        public virtual void penaltyMatrixScaleTest()
        {
            double[] x     = new double[] { 0.0, 0.3, 0.7, 0.8, 1.2, 2.0 };
            double   scale = 5.0;   //scale the x-axis by a factor of 5
            int      n     = x.Length;

            double[] xScaled = new double[n];

            DoubleArray y = DoubleArray.of(n, i => 0.3 + x[i] + Math.Sin(x[i]));

            for (int i = 0; i < n; i++)
            {
                xScaled[i] = x[i] * scale;
            }

            //first order
            DoubleMatrix p1  = PenaltyMatrixGenerator.getPenaltyMatrix(x, 1);
            DoubleMatrix p1s = PenaltyMatrixGenerator.getPenaltyMatrix(xScaled, 1);
            double       r   = MA.getInnerProduct(y, MA.multiply(p1, y));
            double       rs  = MA.getInnerProduct(y, MA.multiply(p1s, y));

            assertEquals(r, rs, 1e-10);

            //second order
            DoubleMatrix p2  = PenaltyMatrixGenerator.getPenaltyMatrix(x, 2);
            DoubleMatrix p2s = PenaltyMatrixGenerator.getPenaltyMatrix(xScaled, 2);

            r  = MA.getInnerProduct(y, MA.multiply(p2, y));
            rs = MA.getInnerProduct(y, MA.multiply(p2s, y));
            assertEquals(r, rs, 1e-10);
        }
//JAVA TO C# CONVERTER TODO TASK: Most Java annotations will not have direct .NET equivalent attributes:
//ORIGINAL LINE: @Test(expectedExceptions = IllegalArgumentException.class) public void singlePointTest()
        public virtual void singlePointTest()
        {
            double[] x = new double[] { 0.2 };
//JAVA TO C# CONVERTER TODO TASK: Most Java annotations will not have direct .NET equivalent attributes:
//ORIGINAL LINE: @SuppressWarnings("unused") com.opengamma.strata.collect.array.DoubleMatrix p1 = PenaltyMatrixGenerator.getPenaltyMatrix(x, 1);
            DoubleMatrix p1 = PenaltyMatrixGenerator.getPenaltyMatrix(x, 1);
        }
//JAVA TO C# CONVERTER TODO TASK: Most Java annotations will not have direct .NET equivalent attributes:
//ORIGINAL LINE: @Test public void penaltyMatrix1DTest()
        public virtual void penaltyMatrix1DTest()
        {
            int          n  = 10;
            DoubleMatrix p0 = PenaltyMatrixGenerator.getPenaltyMatrix(n, 0);     //zeroth order

            AssertMatrix.assertEqualsMatrix(DoubleMatrix.identity(n), p0, 1e-15);

            //constant
            DoubleArray  x = DoubleArray.filled(n, 2.0);
            DoubleMatrix p = PenaltyMatrixGenerator.getPenaltyMatrix(n, 2);
            double       r = MA.getInnerProduct(x, MA.multiply(p, x));

            assertEquals(0.0, r);

            DoubleArray x2 = DoubleArray.of(n, i => i);

            r = MA.getInnerProduct(x2, MA.multiply(p, x2));
            assertEquals(0.0, r);

            DoubleArray x3 = DoubleArray.of(n, i => 0.4 + 0.4 * i + i * i);

            r = MA.getInnerProduct(x3, MA.multiply(p, x3));
            //The second order diff is 2; for 2nd order difference use 8 values (n-2), so expect 8 * 2^2 = 32
            assertEquals(32.0, r, 1e-11);

            p = PenaltyMatrixGenerator.getPenaltyMatrix(n, 3);
            r = MA.getInnerProduct(x3, MA.multiply(p, x3));
            assertEquals(0.0, r, 1e-13);
        }
//JAVA TO C# CONVERTER TODO TASK: Most Java annotations will not have direct .NET equivalent attributes:
//ORIGINAL LINE: @Test public void penaltyMatrix3DTest()
        public virtual void penaltyMatrix3DTest()
        {
            int n1 = 5;
            int n2 = 13;
            int n3 = 4;

            //constant
            DoubleArray  x = DoubleArray.filled(n1 * n2 * n3, 2.0);
            DoubleMatrix p = PenaltyMatrixGenerator.getPenaltyMatrix(new int[] { n1, n2, n3 }, 1, 0);
            double       r = MA.getInnerProduct(x, MA.multiply(p, x));

            assertEquals(0.0, r);
            p = PenaltyMatrixGenerator.getPenaltyMatrix(new int[] { n1, n2, n3 }, 1, 1);
            r = MA.getInnerProduct(x, MA.multiply(p, x));
            assertEquals(0.0, r);
            p = PenaltyMatrixGenerator.getPenaltyMatrix(new int[] { n1, n2, n3 }, 1, 2);
            r = MA.getInnerProduct(x, MA.multiply(p, x));
            assertEquals(0.0, r);

            double[] data = x.toArray();
            for (int i = 0; i < n1; i++)
            {
                for (int j = 0; j < n2; j++)
                {
                    for (int k = 0; k < n3; k++)
                    {
                        data[i * n2 * n3 + j * n3 + k] = 0.4 + i - k + j * j - 3.0 * i * k + 4 * i * j;
                    }
                }
            }
            DoubleArray x2 = DoubleArray.copyOf(data);

            p = PenaltyMatrixGenerator.getPenaltyMatrix(new int[] { n1, n2, n3 }, 2, 0);
            r = MA.getInnerProduct(x2, MA.multiply(p, x2));
            assertEquals(0.0, r, 1e-11);
            p = PenaltyMatrixGenerator.getPenaltyMatrix(new int[] { n1, n2, n3 }, 3, 1);
            r = MA.getInnerProduct(x2, MA.multiply(p, x2));
            assertEquals(0.0, r, 3e-10);
            p = PenaltyMatrixGenerator.getPenaltyMatrix(new int[] { n1, n2, n3 }, 2, 2);
            r = MA.getInnerProduct(x2, MA.multiply(p, x2));
            assertEquals(0.0, r, 5e-11);
            p = PenaltyMatrixGenerator.getPenaltyMatrix(new int[] { n1, n2, n3 }, 2, 1);
            r = MA.getInnerProduct(x2, MA.multiply(p, x2));
            //4*11*5*4
            assertEquals(880, r, 1e-9);
        }
//JAVA TO C# CONVERTER TODO TASK: Most Java annotations will not have direct .NET equivalent attributes:
//ORIGINAL LINE: @Test(dataProvider = "data") public void penaltyMatrix1DTest(double[] x, com.opengamma.strata.collect.array.DoubleArray y, com.opengamma.strata.collect.array.DoubleArray dydx, com.opengamma.strata.collect.array.DoubleArray d2ydx2)
        public virtual void penaltyMatrix1DTest(double[] x, DoubleArray y, DoubleArray dydx, DoubleArray d2ydx2)
        {
            int    n        = x.Length;
            double expected = 0.0;

            for (int i = 0; i < n; i++)
            {
                if (i > 0 && i < (n - 1))
                {   // we not not use the end points
                    expected += FunctionUtils.square(d2ydx2.get(i));
                }
            }
            double scale = Math.Pow(2.0, 4);     //((2.0-0.0)^2^2)

            expected *= scale;

            DoubleMatrix p2 = PenaltyMatrixGenerator.getPenaltyMatrix(x, 2);
            double       r  = MA.getInnerProduct(y, MA.multiply(p2, y));

            assertEquals(expected, r, 1e-11);
        }
        /// <summary>
        /// create a quadratic function on a non-uniform 2D grid, then flatten this to a vector and check the first and
        /// second order differentiation matrices and penalty matrices work in both dimensions
        /// </summary>
//JAVA TO C# CONVERTER TODO TASK: Most Java annotations will not have direct .NET equivalent attributes:
//ORIGINAL LINE: @Test public void penalty2DTest()
        public virtual void penalty2DTest()
        {
            double[] x  = new double[] { 0.0, 0.3, 0.7, 0.8, 1.2, 2.0 };
            double[] y  = new double[] { -20.0, -10.0, 0.0, 5.0, 15.0, 19.0, 20.0 };
            int      nx = x.Length;
            int      ny = y.Length;

            DoubleMatrix p0 = PenaltyMatrixGenerator.getPenaltyMatrix(new double[][] { x, y }, 0, 0);

            AssertMatrix.assertEqualsMatrix(DoubleMatrix.identity(nx * ny), p0, 1e-14);
            p0 = PenaltyMatrixGenerator.getPenaltyMatrix(new double[][] { x, y }, 0, 1);
            AssertMatrix.assertEqualsMatrix(DoubleMatrix.identity(nx * ny), p0, 1e-14);

            DoubleMatrix diffX1DFirstOrder = PenaltyMatrixGenerator.getDerivativeMatrix(x, 1, true);
            DoubleMatrix diffY1DFirstOrder = PenaltyMatrixGenerator.getDerivativeMatrix(y, 1, true);
            DoubleMatrix diffX1DSecOrder   = PenaltyMatrixGenerator.getDerivativeMatrix(x, 2, true);
            DoubleMatrix diffY1DSecOrder   = PenaltyMatrixGenerator.getDerivativeMatrix(y, 2, true);
            DoubleMatrix diffX2DFirstOrder = PenaltyMatrixGenerator.getMatrixForFlattened(new int[] { nx, ny }, diffX1DFirstOrder, 0);
            DoubleMatrix diffY2DFirstOrder = PenaltyMatrixGenerator.getMatrixForFlattened(new int[] { nx, ny }, diffY1DFirstOrder, 1);
            DoubleMatrix diffX2DSecOrder   = PenaltyMatrixGenerator.getMatrixForFlattened(new int[] { nx, ny }, diffX1DSecOrder, 0);
            DoubleMatrix diffY2DSecOrder   = PenaltyMatrixGenerator.getMatrixForFlattened(new int[] { nx, ny }, diffY1DSecOrder, 1);

            DoubleArray z         = DoubleArray.filled(nx * ny);
            DoubleArray dzdx      = DoubleArray.filled(nx * ny);
            DoubleArray d2zdx2    = DoubleArray.filled(nx * ny);
            DoubleArray dzdy      = DoubleArray.filled(nx * ny);
            DoubleArray d2zdy2    = DoubleArray.filled(nx * ny);
            double      dzdxSum   = 0;
            double      d2zdx2Sum = 0;
            double      dzdySum   = 0;
            double      d2zdy2Sum = 0;

            for (int i = 0; i < nx; i++)
            {
                double xi = x[i];
                for (int j = 0; j < ny; j++)
                {
                    double yj    = y[j];
                    int    index = i * ny + j;
                    z      = z.with(index, 0.3 + xi + 0.4 * xi * xi + 0.01 * yj - 1e-4 * yj * yj + 0.1 * xi * yj);
                    dzdx   = dzdx.with(index, 1.0 + 0.8 * xi + 0.1 * yj);
                    d2zdx2 = d2zdx2.with(index, 0.8);
                    dzdy   = dzdy.with(index, 0.01 - 2e-4 * yj + 0.1 * xi);
                    d2zdy2 = d2zdy2.with(index, -2e-4);

                    //The penalty matrix does not use end points, so don't include them here
                    if (i != 0 & i != (nx - 1))
                    {
                        dzdxSum   += FunctionUtils.square(dzdx.get(index));
                        d2zdx2Sum += FunctionUtils.square(d2zdx2.get(index));
                    }
                    if (j != 0 & j != (ny - 1))
                    {
                        dzdySum   += FunctionUtils.square(dzdy.get(index));
                        d2zdy2Sum += FunctionUtils.square(d2zdy2.get(index));
                    }
                }
            }

            AssertMatrix.assertEqualsVectors(dzdx, (DoubleArray)MA.multiply(diffX2DFirstOrder, z), 1e-12);
            AssertMatrix.assertEqualsVectors(dzdy, (DoubleArray)MA.multiply(diffY2DFirstOrder, z), 1e-12);
            AssertMatrix.assertEqualsVectors(d2zdx2, (DoubleArray)MA.multiply(diffX2DSecOrder, z), 1e-12);
            AssertMatrix.assertEqualsVectors(d2zdy2, (DoubleArray)MA.multiply(diffY2DSecOrder, z), 1e-12);

            DoubleMatrix p1x = PenaltyMatrixGenerator.getPenaltyMatrix(new double[][] { x, y }, 1, 0);
            DoubleMatrix p2x = PenaltyMatrixGenerator.getPenaltyMatrix(new double[][] { x, y }, 2, 0);
            DoubleMatrix p1y = PenaltyMatrixGenerator.getPenaltyMatrix(new double[][] { x, y }, 1, 1);
            DoubleMatrix p2y = PenaltyMatrixGenerator.getPenaltyMatrix(new double[][] { x, y }, 2, 1);
            double       r1x = MA.getInnerProduct(z, MA.multiply(p1x, z));
            double       r2x = MA.getInnerProduct(z, MA.multiply(p2x, z));
            double       r1y = MA.getInnerProduct(z, MA.multiply(p1y, z));
            double       r2y = MA.getInnerProduct(z, MA.multiply(p2y, z));

            double xRange = x[nx - 1] - x[0];
            double yRange = y[ny - 1] - y[0];

            assertEquals("first order x", Math.Pow(xRange, 2) * dzdxSum, r1x, 1e-10);
            assertEquals("second order x", Math.Pow(xRange, 4) * d2zdx2Sum, r2x, 1e-9);
            assertEquals("first order y", Math.Pow(yRange, 2) * dzdySum, r1y, 1e-10);
            assertEquals("second order y", Math.Pow(yRange, 4) * d2zdy2Sum, r2y, 1e-8);

            double lambdaX = 0.7;
            double lambdaY = Math.PI;
            //second order in x and first order in y
            DoubleMatrix p    = PenaltyMatrixGenerator.getPenaltyMatrix(new double[][] { x, y }, new int[] { 2, 1 }, new double[] { lambdaX, lambdaY });
            double       r    = MA.getInnerProduct(z, MA.multiply(p, z));
            double       expR = Math.Pow(xRange, 4) * d2zdx2Sum * lambdaX + Math.Pow(yRange, 2) * dzdySum * lambdaY;

            assertEquals(expR, r, 1e-9);
        }
//JAVA TO C# CONVERTER TODO TASK: Most Java annotations will not have direct .NET equivalent attributes:
//ORIGINAL LINE: @Test public void penaltyMatrix2DTest()
        public virtual void penaltyMatrix2DTest()
        {
            int n1 = 8;
            int n2 = 13;
            //constant
            DoubleArray  x = DoubleArray.filled(n1 * n2, 2.0);
            DoubleMatrix p = PenaltyMatrixGenerator.getPenaltyMatrix(new int[] { n1, n2 }, 1, 0);
            double       r = MA.getInnerProduct(x, MA.multiply(p, x));

            assertEquals(0.0, r);

            //viewed as an x-y grid, this is flat in the x direction
//JAVA TO C# CONVERTER NOTE: The following call to the 'RectangularArrays' helper class reproduces the rectangular array initialization that is automatic in Java:
//ORIGINAL LINE: double[][] data = new double[n1][n2];
            double[][] data = RectangularArrays.ReturnRectangularDoubleArray(n1, n2);
            for (int i = 0; i < n1; i++)
            {
                for (int j = 0; j < n2; j++)
                {
                    data[i][j] = 0.4 + j;
                }
            }
            x = PenaltyMatrixGenerator.flattenMatrix(DoubleMatrix.copyOf(data));
            r = MA.getInnerProduct(x, MA.multiply(p, x));
            assertEquals(0.0, r);

            p = PenaltyMatrixGenerator.getPenaltyMatrix(new int[] { n1, n2 }, 1, 1);
            r = MA.getInnerProduct(x, MA.multiply(p, x));
            //8*12
            assertEquals(96, r, 1e-12);

            double[] xArray = x.toArray();
            for (int i = 0; i < n1; i++)
            {
                for (int j = 0; j < n2; j++)
                {
                    xArray[i * n2 + j] = 0.4 + j - 0.5 * i * i + 3 * i * j;
                }
            }
            DoubleArray x2 = DoubleArray.copyOf(xArray);

            p = PenaltyMatrixGenerator.getPenaltyMatrix(new int[] { n1, n2 }, 2, 0);
            r = MA.getInnerProduct(x2, MA.multiply(p, x2));
            //6*13
            assertEquals(78, r, 1e-11);
            p = PenaltyMatrixGenerator.getPenaltyMatrix(new int[] { n1, n2 }, 3, 0);
            r = MA.getInnerProduct(x2, MA.multiply(p, x2));
            assertEquals(0, r, 2e-10);

            p = PenaltyMatrixGenerator.getPenaltyMatrix(new int[] { n1, n2 }, 2, 1);
            r = MA.getInnerProduct(x2, MA.multiply(p, x2));
            assertEquals(0, r, 2e-10);

            p = PenaltyMatrixGenerator.getPenaltyMatrix(new int[] { n1, n2 }, 1, 1);
            r = MA.getInnerProduct(x2, MA.multiply(p, x2));
            assertEquals(17232, r, 2e-10);

            p = PenaltyMatrixGenerator.getPenaltyMatrix(new int[] { n1, n2 }, new int[] { 2, 1 }, new double[] { 1 / 78.0, 1.0 / 17232.0 });
            r = MA.getInnerProduct(x2, MA.multiply(p, x2));
            assertEquals(2.0, r, 2e-10);
        }
//JAVA TO C# CONVERTER TODO TASK: Most Java annotations will not have direct .NET equivalent attributes:
//ORIGINAL LINE: @Test(expectedExceptions = IllegalArgumentException.class) public void penaltyMatrixDiffOrderTooHighTest()
        public virtual void penaltyMatrixDiffOrderTooHighTest()
        {
            PenaltyMatrixGenerator.getPenaltyMatrix(6, 10);
        }