public static double yieldSecant(Secant solver, Bond bond, double cleanPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency)
{
double ret = NQuantLibcPINVOKE.BondFunctions_yieldSecant__SWIG_3(Secant.getCPtr(solver), Bond.getCPtr(bond), cleanPrice, DayCounter.getCPtr(dayCounter), (int)compounding, (int)frequency);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
return(ret);
}
public void Cubic()
{
// with complex roots (looking for the real root only): 3x^3 + 4x^2 + 5x + 6
Func <double, double> f1 = x => Polynomial.Evaluate(x, 6, 5, 4, 3);
Assert.AreEqual(-1.265328088928, Secant.FindRoot(f1, -2, -1, -10, 10, 1e-10), 1e-6);
Assert.AreEqual(-1.265328088928, Secant.FindRoot(f1, -5, 6, -10, 10, 1e-10), 1e-6);
// real roots only: 2x^3 + 4x^2 - 50x + 6
Func <double, double> f2 = x => Polynomial.Evaluate(x, 6, -50, 4, 2);
Assert.AreEqual(-6.1466562197069, Secant.FindRoot(f2, -8, -5, -10, 10, 1e-10), 1e-6);
Assert.AreEqual(0.12124737195841, Secant.FindRoot(f2, -1, 1, -10, 10, 1e-10), 1e-6);
Assert.AreEqual(4.0254088477485, Secant.FindRoot(f2, 3, 5, 0, 10, 1e-10), 1e-6);
}
static void Main(string[] args)
{
Console.WriteLine("Iteration - A - B - Range - F(range) - B-A");
Bisection bi = new Bisection();
bi.SetVariables(0.1f, 0.6f, 0.0001f);
bi.DoBisection();
Console.WriteLine(" ");
Console.WriteLine(" ");
Console.WriteLine(" ");
Console.WriteLine("X0 - X1 - f(X1)");
Secant sec = new Secant();
sec.SetVariables(0.1f, 0.6f, 0.0001f);
sec.MainSecant();
Console.WriteLine("DONE");
Console.ReadLine();
}
public void MultipleRoots()
{
// Roots at -2, 2
Func <double, double> f1 = x => x * x - 4;
Assert.AreEqual(0, f1(Secant.FindRoot(f1, 0, 6, -10, 10, 1e-14)));
Assert.AreEqual(-2, Secant.FindRoot(f1, -3, 0, -10, 10, 1e-14));
Assert.AreEqual(2, Secant.FindRoot(f1, 1, 4, -10, 10, 1e-14));
Assert.AreEqual(0, f1(Secant.FindRoot(x => f1(x), -6, 0, -10, 10, 1e-14)));
Assert.AreEqual(-2, Secant.FindRoot(x => f1(x), -5, -1, -10, 10, 1e-14));
Assert.AreEqual(2, Secant.FindRoot(x => f1(x), 1, 4, -10, 10, 1e-14));
// Roots at 3, 4
Func <double, double> f2 = x => (x - 3) * (x - 4);
Assert.AreEqual(0, f2(Secant.FindRoot(f2, 3.5, 6, 0, 10, 1e-14)));
Assert.AreEqual(3, Secant.FindRoot(f2, -5, 3.5, -10, 10, 1e-14));
Assert.AreEqual(4, Secant.FindRoot(f2, 3.2, 4.2, 0, 10, 1e-14));
Assert.AreEqual(3, Secant.FindRoot(f2, 2.1, 3.1, 0, 10, 0.001, 50), 0.001);
Assert.AreEqual(3, Secant.FindRoot(f2, 2.1, 3.4, 0, 10, 0.001, 50), 0.001);
}
public static void Main()
{
Secant.secant(5, 0, 1, new Secant.Function(f1));
}
internal static global::System.Runtime.InteropServices.HandleRef getCPtr(Secant obj)
{
return((obj == null) ? new global::System.Runtime.InteropServices.HandleRef(null, global::System.IntPtr.Zero) : obj.swigCPtr);
}
public void NoRoot()
{
Func <double, double> f1 = x => x * x + 4;
Assert.That(() => Secant.FindRoot(f1, -5, 5, -10, 10, 1e-14, 50), Throws.TypeOf <NonConvergenceException>());
}
public void LocalMinima()
{
Func <double, double> f1 = x => x * x * x - 2 * x + 2;
Assert.AreEqual(0, f1(Secant.FindRoot(f1, -5, 6, -10, 10, 1e-14)));
}
internal static global::System.Runtime.InteropServices.HandleRef getCPtr(Secant obj) {
return (obj == null) ? new global::System.Runtime.InteropServices.HandleRef(null, global::System.IntPtr.Zero) : obj.swigCPtr;
}
public void ExecuteMethod(
string nameMethod,
double param1,
double param2,
double param3,
double param4,
string testFunction,
int rangeArray,
double[] LinSysMasA,
double[,] LinSysMatrixB,
double[] massX,
double[] massF,
double[] massW,
double pointInterpolation,
double[,] MatrixAlgebraA,
double pointPercentile,
double pointGenerator)
{
TestFunction = testFunction;
switch (nameMethod)
{
//*** Approximate decision of equalization f(x)=0 ***
case "Bisection Method":
{
Bisection bisect = new Bisection(new FunctionOne(TestFunBisection), param1, param2, param3);
result = "\n Result of the program: \n" +
" x= " + string.Format("{0:f" + precision + "}", bisect.Result);
}
break;
case "Chord Method":
{
Сhord chord = new Сhord(new FunctionOne(TestFunNewton), new FunctionOne(TestFunNewton2), param1, param2, param3, param4);
result = "\n Result of the program: \n" +
" x= " + string.Format("{0:f" + precision + "}", chord.GetSolution());
}
break;
case "Iteration Method":
{
IterationMethod itermet = new IterationMethod(new FunctionOne(TestFunIteration), param1, param2, param3, param4);
result = "\n Result of the program: \n" +
" x= " + string.Format("{0:f" + precision + "}", itermet.GetSolution());
}
break;
case "Newton Method":
{
Newton newton = new Newton(new FunctionOne(TestFunNewton), new FunctionOne(TestFunNewton2), param1, param2, param3, param4);
result = "\n Result of the program: \n" +
" x= " + string.Format("{0:f" + precision + "}", newton.GetSolution());
}
break;
//*** Differential Equations ***
case "Euler Simple":
{
EulerSimple eulersimpl = new EulerSimple(new Function(TestFunDifferEquations), param1, param2, param3, Convert.ToInt32(param4));
var result_eulersimpl = eulersimpl.Result;
for (int j = 0; j < Convert.ToInt32(param4); j++)
{
result = result + string.Format("{0:f" + precision + "}", result_eulersimpl[0, j])
+ " : "
+ string.Format("{0:f" + precision + "}", result_eulersimpl[1, j]) + "\n";
}
}
break;
case "Euler Modified":
{
EulerModified eulerModif = new EulerModified(new Function(TestFunDifferEquations), param1, param2, param3, Convert.ToInt32(param4));
var result_eulerModif = eulerModif.Result;
for (int j = 0; j < Convert.ToInt32(param4); j++)
{
result = result + string.Format("{0:f" + precision + "}", result_eulerModif[0, j])
+ " : " + string.Format("{0:f" + precision + "}", result_eulerModif[1, j]) + "\n";
// result = result + "fun=\n";
// result = result +Convert.ToString( TestFunDifferEquations);
}
}
break;
case "Euler Corrected":
{
EulerCorrected eulerCorrect = new EulerCorrected(new Function(TestFunDifferEquations), param1, param2, param3, Convert.ToInt32(param4));
var result_eulerCorrect = eulerCorrect.Result;
for (int j = 0; j < Convert.ToInt32(param4); j++)
{
result = result + string.Format("{0:f" + precision + "}", result_eulerCorrect[0, j])
+ " : " + string.Format("{0:f" + precision + "}", result_eulerCorrect[1, j]) + "\n";
}
}
break;
case "Runge-Kutta4":
{
RungeKutta4 rungeKutta4 = new RungeKutta4(new Function(TestFunDifferEquations), param1, param2, param3, Convert.ToInt32(param4));
var result_rungeKutta4 = rungeKutta4.Result;
for (int j = 0; j < Convert.ToInt32(param4); j++)
{
result = result + string.Format("{0:f" + precision + "}", result_rungeKutta4[0, j])
+ " : " + string.Format("{0:f" + precision + "}", result_rungeKutta4[1, j]) + "\n";
}
}
break;
//*** Integration ***
case "Chebishev":
Chebishev chebish = new Chebishev(new FunctionOne(TestFunInteger), param1, param2, Convert.ToInt32(param3));
var result_chebish = chebish.GetSolution();
for (int j = 0; j <= Convert.ToInt32(param3); j++)
{
result = result + "\n h = " + string.Format("{0:f" + precision + "}", result_chebish[1, j]) + " \t integral = "
+ string.Format("{0:f" + precision + "}", result_chebish[0, j]);
}
break;
case "Simpson":
Simpson simps = new Simpson(new FunctionOne(TestFunInteger), param1, param2, Convert.ToInt32(param3));
var result_simps = simps.GetSolution();
for (int j = 0; j <= Convert.ToInt32(param3); j++)
{
result = result + "\n h = " + string.Format("{0:f" + precision + "}", result_simps[1, j]) +
" \t integral = " + string.Format("{0:f" + precision + "}", result_simps[0, j]);
}
break;
case "Simpson2":
Simpson2 simps2 = new Simpson2(new FunctionOne(TestFunInteger), param1, param2, Convert.ToInt32(param3));
var result_simps2 = simps2.GetSolution();
result = "\n\n integral = " + string.Format("{0:f" + precision + "}", result_simps2);
break;
case "Trapezium":
Trapezium trapez = new Trapezium(new FunctionOne(TestFunInteger), param1, param2, Convert.ToInt32(param3));
var result_trapez = trapez.GetSolution();
for (int j = 0; j <= Convert.ToInt32(param3); j++)
{
result = result + "\n h = " + string.Format("{0:f" + precision + "}", result_trapez[1, j])
+ " \t integral = " + string.Format("{0:f" + precision + "}", result_trapez[0, j]);
}
break;
//*** Non Linear equalization ***
case "Half Division":
HalfDivision halfdiv = new HalfDivision(new FunctionOne(TestFunNonLinearEquations), param1, param2, param3);
result = "\n X = " + string.Format("{0:f" + precision + "}", halfdiv.GetSolution()[0, 0])
+ " Iterations = " + string.Format("{0:f" + precision + "}", halfdiv.GetSolution()[1, 0]);
break;
case "Hord Metod":
HordMetod hormet = new HordMetod(new FunctionOne(TestFunNonLinearEquations), param1, param2, Convert.ToInt32(param3));
result = "\n X = " + string.Format("{0:f" + precision + "}", hormet.GetSolution()[0, 0])
+ " Iterations = " + string.Format("{0:f" + precision + "}", hormet.GetSolution()[1, 0]);
break;
case "Newton Metod":
NewtonMethod newt = new NewtonMethod(new FunctionOne(TestFunNonLinearEquations), param1, param2);
result = "\n X = " + string.Format("{0:f" + precision + "}", newt.GetSolution()[0, 0])
+ " Iterations = " + string.Format("{0:f" + precision + "}", newt.GetSolution()[1, 0]);
break;
case "Secant Metod":
Secant sec = new Secant(new FunctionOne(TestFunNonLinearEquations), param1, param2);
result = "\n X = " + string.Format("{0:f" + precision + "}", sec.GetSolution()[0, 0])
+ " Iterations = " + string.Format("{0:f" + precision + "}", sec.GetSolution()[1, 0]);
break;
default:
result = "";
break;
//*** Linear Systems ***
case "Gaus":
double[,] LinSysMatrix;
LinSysMatrix = new double[100, 100];
for (int l = 0; l < rangeArray; l++)
{
for (int j = 0; j < rangeArray; j++)
{
LinSysMatrix[l, j] = LinSysMatrixB[l, j];
}
LinSysMatrix[l, rangeArray] = LinSysMasA[l];
}
Gaus gaus = new Gaus(4, LinSysMatrix);
var result_gaus = gaus.GetSolution();
result = "";
for (int j = 0; j < result_gaus.Length; j++)
{
result = result + "\n X" + j + " = "
+ string.Format("{0:f" + precision + "}", result_gaus[j]) + ";";
}
break;
case "Zeidel":
Zeidel zeidel = new Zeidel(4, LinSysMatrixB, LinSysMasA);
var result_zeidel = zeidel.GetSolution();
result = "";
for (int j = 0; j < result_zeidel.Length; j++)
{
result = result + "\n X" + j + " = "
+ string.Format("{0:f" + precision + "}", result_zeidel[j]) + ";";
}
break;
//*** Interpolation ***
case "Lagrange Interpolator":
LagrangeInterpolator lagran = new LagrangeInterpolator(massX, massF, 6, pointInterpolation);
result = "\n A value interpolation polynomial is in the point of interpolation.";
result = result + "\n\n P = " + string.Format("{0:f" + precision + "}", lagran.GetSolution());
break;
case "Newton Interpolator":
NewtonInterpolator newinterpol = new NewtonInterpolator(massX, massF, 6, pointInterpolation);
result = "\n A value interpolation polynomial is in the point of interpolation.";
result = result + "\n\n P = " + string.Format("{0:f" + precision + "}", newinterpol.GetSolution());
break;
case "Neville Interpolator":
NevilleInterpolator newill = new NevilleInterpolator(massX, massF, 6, pointInterpolation);
result = "\n A value interpolation polynomial is in the point of interpolation.";
result = result + "\n\n P = " + string.Format("{0:f" + precision + "}", newill.GetSolution());
break;
case "Spline Interpolator":
SplineInterpolator spline = new SplineInterpolator(massX, massF, 6, pointInterpolation);
result = "\n A value interpolation polynomial is in the point of interpolation.";
result = result + "\n\n P = " + string.Format("{0:f" + precision + "}", spline.GetSolution());
break;
case "Barycentric Interpolator":
BarycentricInterpolation barycen = new BarycentricInterpolation(massX, massF, massW, 6, pointInterpolation);
result = "\n A value interpolation polynomial is in the point of interpolation.";
result = result + "\n\n P = " + string.Format("{0:f" + precision + "}", barycen.GetSolution());
break;
//*** Matrix Algebra ***
case "Matrix Determinant":
MatrixDeterminant matrdet = new MatrixDeterminant();
result = " \n\n\n Determinant = " + string.Format("{0:f" + precision + "}", matrdet.MatrixDet(MatrixAlgebraA, rangeArray)) + ";\n";
break;
case "RMatrix LU":
MatrixLU matrlu = new MatrixLU(MatrixAlgebraA, rangeArray, rangeArray);
var result_matrlu = matrlu.GetSolution();
var result_matrlu2 = matrlu.GetSolution2();
result = "A:\n";
for (int ii = 0; ii < rangeArray; ii++)
{
for (int j = 0; j < rangeArray; j++)
{
result = result + " \t " + string.Format("{0:f" + precision + "}", result_matrlu[ii, j]);
}
result = result + " \n";
}
result = result + "\nL:\n";
for (int ii = 0; ii < rangeArray; ii++)
{
result = result + " " + string.Format("{0:f" + precision + "}", result_matrlu2[ii]);
}
result = result + " \n ";
break;
case "Matrix Inverse LU":
RMatrixLuInverse matrluinv = new RMatrixLuInverse();
MatrixLU matrlu2 = new MatrixLU(MatrixAlgebraA, rangeArray, rangeArray);
if (matrluinv.rmatrixluinverse(MatrixAlgebraA, rangeArray, matrlu2.GetSolution2()) == true)
{
result = "\n An inverse matrix exists \n\n ";
var result_matrluinv = matrluinv.GetSolution();
for (int ii = 0; ii < rangeArray; ii++)
{
for (int j = 0; j < rangeArray; j++)
{
result = result + " \t" + string.Format("{0:f" + precision + "}", result_matrluinv[ii, j]);
}
result = result + "\n\n";
}
}
else
{
result = "\n An inverse matrix does not exist";
}
break;
//*** Optimizing***
case "Brentopt":
Brentopt brent = new Brentopt(new FunctionOne(TestFunOptimizing), param1, param2, param3);
result = "\n Point of the found minimum :";
result = result + "\n\n XMin = " + string.Format("{0:f" + precision + "}", brent.GetSolution());
result = result + "\n\n A value of function is in the found minimum :";
result = result + "\n\n F(XMin) = " + string.Format("{0:f" + precision + "}", brent.GetSolutionFunction());
break;
case "Golden Section":
GoldenSection godsection = new GoldenSection(new FunctionOne(TestFunOptimizing), param1, param2, Convert.ToInt32(param3));
result = "\n Scopes of segment which a decision of task is on .";
result = result + "\n\n a = " + string.Format("{0:f" + precision + "}", godsection.GetSolutionA());
result = result + "\n\n b = " + string.Format("{0:f" + precision + "}", godsection.GetSolutionB());
break;
case "Pijavsky":
Pijavsky pijavsky = new Pijavsky(new FunctionOne(TestFunOptimizing), param1, param2, param3, Convert.ToInt32(param4));
result = "\n Abscissa of the best point from found..";
result = result + "\n\n F = " + string.Format("{0:f" + precision + "}", pijavsky.GetSolution());
break;
//*** Statistics ***
case "Correlation Pearson":
CorrelationPearson corelperson = new CorrelationPearson(massX, massF, 6);
result = "\n Pearson product-moment correlation coefficient.";
result = result + "\n\n K = " + string.Format("{0:f" + precision + "}", corelperson.GetSolution());
break;
case "Correlation Spearmans Rank":
CorrelationSpearmansRank corelspear = new CorrelationSpearmansRank(massX, massF, 6);
result = "\n Pearson product-moment correlation coefficient.";
result = result + "\n\n K = " + string.Format("{0:f" + precision + "}", corelspear.GetSolution());
break;
case "Descriptive Statistics Median":
DescriptiveStatisticsADevMedian desceripM = new DescriptiveStatisticsADevMedian(massX, 6);
result = "\n Output parameters:";
result = result + "\n\n M = " + string.Format("{0:f" + precision + "}", desceripM.GetSolution());
break;
case "Descriptive Statistics Moments":
DescriptiveStatisticsMoments desceripMo = new DescriptiveStatisticsMoments(massX, 6);
result = "\n Output parameters:";
result = result + "\n\n M = " + string.Format("{0:f" + precision + "}", desceripMo.GetSolution());
result = result + "\n\n Variance = " + string.Format("{0:f" + precision + "}", desceripMo.variance);
result = result + "\n\n Skewness = " + string.Format("{0:f" + precision + "}", desceripMo.skewness) + " (if variance<>0; zero otherwise)";
result = result + "\n\n Kurtosis = " + string.Format("{0:f" + precision + "}", desceripMo.kurtosis) + " (if variance<>0; zero otherwise)";
break;
case "Descriptive Statistics Percentile":
DescriptiveStatisticsPercentile desceripP = new DescriptiveStatisticsPercentile(massX, 6, pointPercentile);
result = "\n Output parameters:";
result = result + "\n\n V = " + string.Format("{0:f" + precision + "}", desceripP.GetSolution());
break;
case "Generator 1":
RandomGeneratorsMethod1 random1 = new RandomGeneratorsMethod1();
result = "\n Output parameters:";
result = result + "\n\n Random = " + string.Format("{0:f" + precision + "}", random1.GetSolution());
break;
case "Generator 2":
RandomGeneratorsMethod2 random2 = new RandomGeneratorsMethod2(Convert.ToInt32(pointGenerator));
result = "\n Output parameters:";
result = result + "\n\n Random = " + string.Format("{0:f" + precision + "}", random2.GetSolution());
break;
case "Generator 3":
RandomGeneratorsMethod3 random3 = new RandomGeneratorsMethod3();
result = "\n Output parameters:";
result = result + "\n\n Random = " + string.Format("{0:f" + precision + "}", random3.GetSolution());
break;
case "Generator 4":
RandomGeneratorsMethod4 random4 = new RandomGeneratorsMethod4();
result = "\n Output parameters:";
result = result + "\n\n Random = " + string.Format("{0:f" + precision + "}", random4.GetSolution());
break;
case "Generator 5":
RandomGeneratorsMethod5 random5 = new RandomGeneratorsMethod5(pointGenerator);
result = "\n Output parameters:";
result = result + "\n\n Random = " + string.Format("{0:f" + precision + "}", random5.GetSolution());
break;
}
}
private void SecantMethod_click(object sender, RoutedEventArgs e)
{
Secant.Begin();
this.Frame.Navigate(typeof(Secant_Method));
}