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