| // (C) Copyright John Maddock 2006. |
| // 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) |
| |
| #include <pch.hpp> |
| |
| #define BOOST_MATH_OVERFLOW_ERROR_POLICY ignore_error |
| |
| #include <boost/math/concepts/real_concept.hpp> |
| #include <boost/test/test_exec_monitor.hpp> |
| #include <boost/test/floating_point_comparison.hpp> |
| #include <boost/math/special_functions/beta.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" |
| |
| #ifdef TEST_GSL |
| #include <gsl/gsl_errno.h> |
| #include <gsl/gsl_message.h> |
| #endif |
| |
| #include "handle_test_result.hpp" |
| |
| #if !defined(TEST_FLOAT) && !defined(TEST_DOUBLE) && !defined(TEST_LDOUBLE) && !defined(TEST_REAL_CONCEPT) |
| # define TEST_FLOAT |
| # define TEST_DOUBLE |
| # define TEST_LDOUBLE |
| # define TEST_REAL_CONCEPT |
| #endif |
| // |
| // DESCRIPTION: |
| // ~~~~~~~~~~~~ |
| // |
| // This file tests the incomplete beta function inverses |
| // ibeta_inva and ibetac_inva. There are three sets of tests: |
| // 1) TODO!!!! Accuracy tests use values generated with NTL::RR at |
| // 1000-bit precision and our generic versions of these functions. |
| // 2) Round trip sanity checks, use the test data for the forward |
| // functions, and verify that we can get (approximately) back |
| // where we started. |
| // |
| // Note that when this file is first run on a new platform many of |
| // these tests will fail: the default accuracy is 1 epsilon which |
| // is too tight for most platforms. In this situation you will |
| // need to cast a human eye over the error rates reported and make |
| // a judgement as to whether they are acceptable. Either way please |
| // report the results to the Boost mailing list. Acceptable rates of |
| // error are marked up below as a series of regular expressions that |
| // identify the compiler/stdlib/platform/data-type/test-data/test-function |
| // along with the maximum expected peek and RMS mean errors for that |
| // test. |
| // |
| |
| void expected_results() |
| { |
| // |
| // Define the max and mean errors expected for |
| // various compilers and platforms. |
| // |
| const char* largest_type; |
| #ifndef BOOST_MATH_NO_LONG_DOUBLE_MATH_FUNCTIONS |
| if(boost::math::policies::digits<double, boost::math::policies::policy<> >() == boost::math::policies::digits<long double, boost::math::policies::policy<> >()) |
| { |
| largest_type = "(long\\s+)?double"; |
| } |
| else |
| { |
| largest_type = "long double"; |
| } |
| #else |
| largest_type = "(long\\s+)?double"; |
| #endif |
| // |
| // Linux: |
| // |
| add_expected_result( |
| ".*", // compiler |
| ".*", // stdlib |
| "linux", // platform |
| largest_type, // test type(s) |
| ".*", // test data group |
| ".*", 3000, 500); // test function |
| // |
| // Catch all cases come last: |
| // |
| add_expected_result( |
| ".*", // compiler |
| ".*", // stdlib |
| ".*", // platform |
| largest_type, // test type(s) |
| ".*", // test data group |
| ".*", 500, 500); // test function |
| add_expected_result( |
| ".*", // compiler |
| ".*", // stdlib |
| ".*", // platform |
| "float|double", // test type(s) |
| ".*", // test data group |
| ".*", 5, 3); // test function |
| add_expected_result( |
| ".*", // compiler |
| ".*", // stdlib |
| ".*", // platform |
| "real_concept", // test type(s) |
| ".*", // test data group |
| ".*", 1000000, 500000); // test function |
| |
| // |
| // Finish off by printing out the compiler/stdlib/platform names, |
| // we do this to make it easier to mark up expected error rates. |
| // |
| std::cout << "Tests run with " << BOOST_COMPILER << ", " |
| << BOOST_STDLIB << ", " << BOOST_PLATFORM << std::endl; |
| } |
| |
| template <class T> |
| void test_inverses(const T& data) |
| { |
| using namespace std; |
| typedef typename T::value_type row_type; |
| typedef typename row_type::value_type value_type; |
| |
| 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 |
| |
| for(unsigned i = 0; i < data.size(); ++i) |
| { |
| // |
| // These inverse tests are thrown off if the output of the |
| // incomplete beta 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(data[i][5] == 0) |
| { |
| BOOST_CHECK_EQUAL(boost::math::ibeta_inva(data[i][1], data[i][2], data[i][5]), boost::math::tools::max_value<value_type>()); |
| BOOST_CHECK_EQUAL(boost::math::ibeta_invb(data[i][0], data[i][2], data[i][5]), boost::math::tools::min_value<value_type>()); |
| } |
| else if((1 - data[i][5] > 0.001) |
| && (fabs(data[i][5]) > 2 * boost::math::tools::min_value<value_type>()) |
| && (fabs(data[i][5]) > 2 * boost::math::tools::min_value<double>())) |
| { |
| value_type inv = boost::math::ibeta_inva(data[i][1], data[i][2], data[i][5]); |
| BOOST_CHECK_CLOSE(data[i][0], inv, precision); |
| inv = boost::math::ibeta_invb(data[i][0], data[i][2], data[i][5]); |
| BOOST_CHECK_CLOSE(data[i][1], inv, precision); |
| } |
| else if(1 == data[i][5]) |
| { |
| BOOST_CHECK_EQUAL(boost::math::ibeta_inva(data[i][1], data[i][2], data[i][5]), boost::math::tools::min_value<value_type>()); |
| BOOST_CHECK_EQUAL(boost::math::ibeta_invb(data[i][0], data[i][2], data[i][5]), boost::math::tools::max_value<value_type>()); |
| } |
| |
| if(data[i][6] == 0) |
| { |
| BOOST_CHECK_EQUAL(boost::math::ibetac_inva(data[i][1], data[i][2], data[i][6]), boost::math::tools::min_value<value_type>()); |
| BOOST_CHECK_EQUAL(boost::math::ibetac_invb(data[i][0], data[i][2], data[i][6]), boost::math::tools::max_value<value_type>()); |
| } |
| else if((1 - data[i][6] > 0.001) |
| && (fabs(data[i][6]) > 2 * boost::math::tools::min_value<value_type>()) |
| && (fabs(data[i][6]) > 2 * boost::math::tools::min_value<double>())) |
| { |
| value_type inv = boost::math::ibetac_inva(data[i][1], data[i][2], data[i][6]); |
| BOOST_CHECK_CLOSE(data[i][0], inv, precision); |
| inv = boost::math::ibetac_invb(data[i][0], data[i][2], data[i][6]); |
| BOOST_CHECK_CLOSE(data[i][1], inv, precision); |
| } |
| else if(data[i][6] == 1) |
| { |
| BOOST_CHECK_EQUAL(boost::math::ibetac_inva(data[i][1], data[i][2], data[i][6]), boost::math::tools::max_value<value_type>()); |
| BOOST_CHECK_EQUAL(boost::math::ibetac_invb(data[i][0], data[i][2], data[i][6]), boost::math::tools::min_value<value_type>()); |
| } |
| } |
| } |
| |
| template <class T> |
| void test_inverses2(const T& data, const char* type_name, const char* test_name) |
| { |
| typedef typename T::value_type row_type; |
| typedef typename row_type::value_type value_type; |
| |
| typedef value_type (*pg)(value_type, value_type, value_type); |
| #if defined(BOOST_MATH_NO_DEDUCED_FUNCTION_POINTERS) |
| pg funcp = boost::math::ibeta_inva<value_type, value_type, value_type>; |
| #else |
| pg funcp = boost::math::ibeta_inva; |
| #endif |
| |
| boost::math::tools::test_result<value_type> result; |
| |
| std::cout << "Testing " << test_name << " with type " << type_name |
| << "\n~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~\n"; |
| |
| // |
| // test ibeta_inva(T, T, T) against data: |
| // |
| result = boost::math::tools::test( |
| data, |
| bind_func(funcp, 0, 1, 2), |
| extract_result(3)); |
| handle_test_result(result, data[result.worst()], result.worst(), type_name, "boost::math::ibeta_inva", test_name); |
| // |
| // test ibetac_inva(T, T, T) against data: |
| // |
| #if defined(BOOST_MATH_NO_DEDUCED_FUNCTION_POINTERS) |
| funcp = boost::math::ibetac_inva<value_type, value_type, value_type>; |
| #else |
| funcp = boost::math::ibetac_inva; |
| #endif |
| result = boost::math::tools::test( |
| data, |
| bind_func(funcp, 0, 1, 2), |
| extract_result(4)); |
| handle_test_result(result, data[result.worst()], result.worst(), type_name, "boost::math::ibetac_inva", test_name); |
| // |
| // test ibeta_invb(T, T, T) against data: |
| // |
| #if defined(BOOST_MATH_NO_DEDUCED_FUNCTION_POINTERS) |
| funcp = boost::math::ibeta_invb<value_type, value_type, value_type>; |
| #else |
| funcp = boost::math::ibeta_invb; |
| #endif |
| result = boost::math::tools::test( |
| data, |
| bind_func(funcp, 0, 1, 2), |
| extract_result(5)); |
| handle_test_result(result, data[result.worst()], result.worst(), type_name, "boost::math::ibeta_invb", test_name); |
| // |
| // test ibetac_invb(T, T, T) against data: |
| // |
| #if defined(BOOST_MATH_NO_DEDUCED_FUNCTION_POINTERS) |
| funcp = boost::math::ibetac_invb<value_type, value_type, value_type>; |
| #else |
| funcp = boost::math::ibetac_invb; |
| #endif |
| result = boost::math::tools::test( |
| data, |
| bind_func(funcp, 0, 1, 2), |
| extract_result(6)); |
| handle_test_result(result, data[result.worst()], result.worst(), type_name, "boost::math::ibetac_invb", test_name); |
| } |
| |
| template <class T> |
| void test_beta(T, const char* name) |
| { |
| // |
| // The actual test data is rather verbose, so it's in a separate file |
| // |
| // The contents are as follows, each row of data contains |
| // five items, input value a, input value b, integration limits x, beta(a, b, x) and ibeta(a, b, x): |
| // |
| std::cout << "Running sanity checks for type " << name << std::endl; |
| |
| #if !defined(TEST_DATA) || (TEST_DATA == 1) |
| # include "ibeta_small_data.ipp" |
| |
| test_inverses(ibeta_small_data); |
| #endif |
| |
| #if !defined(TEST_DATA) || (TEST_DATA == 2) |
| # include "ibeta_data.ipp" |
| |
| test_inverses(ibeta_data); |
| #endif |
| |
| #if !defined(TEST_DATA) || (TEST_DATA == 3) |
| # include "ibeta_large_data.ipp" |
| |
| test_inverses(ibeta_large_data); |
| #endif |
| |
| #if !defined(TEST_REAL_CONCEPT) || defined(FULL_TEST) |
| #ifndef FULL_TEST |
| if(boost::is_floating_point<T>::value){ |
| #endif |
| // |
| // This accuracy test is normally only enabled for "real" |
| // floating point types and not for class real_concept. |
| // The reason is that these tests are exceptionally slow |
| // to complete when T doesn't have Lanczos support defined for it. |
| // |
| # include "ibeta_inva_data.ipp" |
| |
| test_inverses2(ibeta_inva_data, name, "Inverse incomplete beta"); |
| #ifndef FULL_TEST |
| } |
| #endif |
| #endif |
| } |
| |
| int test_main(int, char* []) |
| { |
| expected_results(); |
| #ifdef TEST_GSL |
| gsl_set_error_handler_off(); |
| #endif |
| |
| #ifdef TEST_FLOAT |
| test_beta(0.1F, "float"); |
| #endif |
| #ifdef TEST_DOUBLE |
| test_beta(0.1, "double"); |
| #endif |
| #ifndef BOOST_MATH_NO_LONG_DOUBLE_MATH_FUNCTIONS |
| #ifdef TEST_LDOUBLE |
| test_beta(0.1L, "long double"); |
| #endif |
| #ifndef BOOST_MATH_NO_REAL_CONCEPT_TESTS |
| #ifdef TEST_REAL_CONCEPT |
| test_beta(boost::math::concepts::real_concept(0.1), "real_concept"); |
| #endif |
| #endif |
| #else |
| std::cout << "<note>The long double tests have been disabled on this platform " |
| "either because the long double overloads of the usual math functions are " |
| "not available at all, or because they are too inaccurate for these tests " |
| "to pass.</note>" << std::cout; |
| #endif |
| return 0; |
| } |
| |
