| // Copyright John Maddock 2006. |
| // Copyright Paul A. Bristow 2007, 2009 |
| // Use, modification and distribution are subject to the |
| // Boost Software License, Version 1.0. (See accompanying file |
| // LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt) |
| |
| #define BOOST_MATH_OVERFLOW_ERROR_POLICY ignore_error |
| |
| #include <boost/math/concepts/real_concept.hpp> |
| #include <boost/math/special_functions/math_fwd.hpp> |
| #define BOOST_TEST_MAIN |
| #include <boost/test/unit_test.hpp> |
| #include <boost/test/results_collector.hpp> |
| #include <boost/test/unit_test.hpp> |
| #include <boost/test/floating_point_comparison.hpp> |
| #include <boost/math/tools/stats.hpp> |
| #include <boost/math/tools/test.hpp> |
| #include <boost/math/constants/constants.hpp> |
| #include <boost/type_traits/is_floating_point.hpp> |
| #include <boost/array.hpp> |
| #include "functor.hpp" |
| #include "table_type.hpp" |
| #include "handle_test_result.hpp" |
| |
| #ifndef SC_ |
| #define SC_(x) static_cast<typename table_type<T>::type>(BOOST_JOIN(x, L)) |
| #endif |
| |
| #define BOOST_CHECK_CLOSE_EX(a, b, prec, i) \ |
| {\ |
| unsigned int failures = boost::unit_test::results_collector.results( boost::unit_test::framework::current_test_case().p_id ).p_assertions_failed;\ |
| BOOST_CHECK_CLOSE(a, b, prec); \ |
| if(failures != boost::unit_test::results_collector.results( boost::unit_test::framework::current_test_case().p_id ).p_assertions_failed)\ |
| {\ |
| std::cerr << "Failure was at row " << i << std::endl;\ |
| std::cerr << std::setprecision(35); \ |
| std::cerr << "{ " << data[i][0] << " , " << data[i][1] << " , " << data[i][2];\ |
| std::cerr << " , " << data[i][3] << " , " << data[i][4] << " , " << data[i][5] << " } " << std::endl;\ |
| }\ |
| } |
| |
| template <class Real, class T> |
| void do_test_gamma_2(const T& data, const char* type_name, const char* test_name) |
| { |
| // |
| // test gamma_p_inva(T, T) against data: |
| // |
| using namespace std; |
| typedef Real value_type; |
| |
| std::cout << test_name << " with type " << type_name << std::endl; |
| |
| // |
| // These sanity checks test for a round trip accuracy of one half |
| // of the bits in T, unless T is type float, in which case we check |
| // for just one decimal digit. The problem here is the sensitivity |
| // of the functions, not their accuracy. This test data was generated |
| // for the forward functions, which means that when it is used as |
| // the input to the inverses then it is necessarily inexact. This rounding |
| // of the input is what makes the data unsuitable for use as an accuracy check, |
| // and also demonstrates that you can't in general round-trip these functions. |
| // It is however a useful sanity check. |
| // |
| value_type precision = static_cast<value_type>(ldexp(1.0, 1-boost::math::policies::digits<value_type, boost::math::policies::policy<> >()/2)) * 100; |
| if(boost::math::policies::digits<value_type, boost::math::policies::policy<> >() < 50) |
| precision = 1; // 1% or two decimal digits, all we can hope for when the input is truncated to float |
| |
| for(unsigned i = 0; i < data.size(); ++i) |
| { |
| // |
| // These inverse tests are thrown off if the output of the |
| // incomplete gamma is too close to 1: basically there is insuffient |
| // information left in the value we're using as input to the inverse |
| // to be able to get back to the original value. |
| // |
| if(Real(data[i][5]) == 0) |
| BOOST_CHECK_EQUAL(boost::math::gamma_p_inva(Real(data[i][1]), Real(data[i][5])), std::numeric_limits<value_type>::has_infinity ? std::numeric_limits<value_type>::infinity() : boost::math::tools::max_value<value_type>()); |
| else if((1 - Real(data[i][5]) > 0.001) && (fabs(Real(data[i][5])) > 2 * boost::math::tools::min_value<value_type>())) |
| { |
| value_type inv = boost::math::gamma_p_inva(Real(data[i][1]), Real(data[i][5])); |
| BOOST_CHECK_CLOSE_EX(Real(data[i][0]), inv, precision, i); |
| } |
| else if(1 == Real(data[i][5])) |
| BOOST_CHECK_EQUAL(boost::math::gamma_p_inva(Real(data[i][1]), Real(data[i][5])), boost::math::tools::min_value<value_type>()); |
| else if(Real(data[i][5]) > 2 * boost::math::tools::min_value<value_type>()) |
| { |
| // not enough bits in our input to get back to x, but we should be in |
| // the same ball park: |
| value_type inv = boost::math::gamma_p_inva(Real(data[i][1]), Real(data[i][5])); |
| BOOST_CHECK_CLOSE_EX(Real(data[i][0]), inv, 100, i); |
| } |
| |
| if(Real(data[i][3]) == 0) |
| BOOST_CHECK_EQUAL(boost::math::gamma_q_inva(Real(data[i][1]), Real(data[i][3])), boost::math::tools::min_value<value_type>()); |
| else if((1 - Real(data[i][3]) > 0.001) |
| && (fabs(Real(data[i][3])) > 2 * boost::math::tools::min_value<value_type>()) |
| && (fabs(Real(data[i][3])) > 2 * boost::math::tools::min_value<double>())) |
| { |
| value_type inv = boost::math::gamma_q_inva(Real(data[i][1]), Real(data[i][3])); |
| BOOST_CHECK_CLOSE_EX(Real(data[i][0]), inv, precision, i); |
| } |
| else if(1 == Real(data[i][3])) |
| BOOST_CHECK_EQUAL(boost::math::gamma_q_inva(Real(data[i][1]), Real(data[i][3])), std::numeric_limits<value_type>::has_infinity ? std::numeric_limits<value_type>::infinity() : boost::math::tools::max_value<value_type>()); |
| else if(Real(data[i][3]) > 2 * boost::math::tools::min_value<value_type>()) |
| { |
| // not enough bits in our input to get back to x, but we should be in |
| // the same ball park: |
| value_type inv = boost::math::gamma_q_inva(Real(data[i][1]), Real(data[i][3])); |
| BOOST_CHECK_CLOSE_EX(Real(data[i][0]), inv, 100, i); |
| } |
| } |
| std::cout << std::endl; |
| } |
| |
| template <class Real, class T> |
| void do_test_gamma_inva(const T& data, const char* type_name, const char* test_name) |
| { |
| typedef Real value_type; |
| |
| typedef value_type (*pg)(value_type, value_type); |
| #if defined(BOOST_MATH_NO_DEDUCED_FUNCTION_POINTERS) |
| pg funcp = boost::math::gamma_p_inva<value_type, value_type>; |
| #else |
| pg funcp = boost::math::gamma_p_inva; |
| #endif |
| |
| boost::math::tools::test_result<value_type> result; |
| |
| std::cout << "Testing " << test_name << " with type " << type_name |
| << "\n~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~\n"; |
| |
| // |
| // test gamma_p_inva(T, T) against data: |
| // |
| result = boost::math::tools::test_hetero<Real>( |
| data, |
| bind_func<Real>(funcp, 0, 1), |
| extract_result<Real>(2)); |
| handle_test_result(result, data[result.worst()], result.worst(), type_name, "boost::math::gamma_p_inva", test_name); |
| // |
| // test gamma_q_inva(T, T) against data: |
| // |
| #if defined(BOOST_MATH_NO_DEDUCED_FUNCTION_POINTERS) |
| funcp = boost::math::gamma_q_inva<value_type, value_type>; |
| #else |
| funcp = boost::math::gamma_q_inva; |
| #endif |
| result = boost::math::tools::test_hetero<Real>( |
| data, |
| bind_func<Real>(funcp, 0, 1), |
| extract_result<Real>(3)); |
| handle_test_result(result, data[result.worst()], result.worst(), type_name, "boost::math::gamma_q_inva", test_name); |
| } |
| |
| template <class T> |
| void test_gamma(T, const char* name) |
| { |
| #ifndef TEST_UDT |
| // |
| // The actual test data is rather verbose, so it's in a separate file |
| // |
| // First the data for the incomplete gamma function, each |
| // row has the following 6 entries: |
| // Parameter a, parameter z, |
| // Expected tgamma(a, z), Expected gamma_q(a, z) |
| // Expected tgamma_lower(a, z), Expected gamma_p(a, z) |
| // |
| # include "igamma_med_data.ipp" |
| |
| do_test_gamma_2<T>(igamma_med_data, name, "Running round trip sanity checks on incomplete gamma medium sized values"); |
| |
| # include "igamma_small_data.ipp" |
| |
| do_test_gamma_2<T>(igamma_small_data, name, "Running round trip sanity checks on incomplete gamma small values"); |
| |
| # include "igamma_big_data.ipp" |
| |
| do_test_gamma_2<T>(igamma_big_data, name, "Running round trip sanity checks on incomplete gamma large values"); |
| |
| #endif |
| |
| # include "igamma_inva_data.ipp" |
| |
| do_test_gamma_inva<T>(igamma_inva_data, name, "Incomplete gamma inverses."); |
| } |
| |