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Minimax and distribution_explorer to examples. (#620)

* Minimax and distribution_explorer to examples.

* Move minimax to tools.
This commit is contained in:
Nick
2021-05-03 09:12:58 -04:00
committed by GitHub
parent 51bfa96d45
commit 0cd6039cb1
49 changed files with 0 additions and 0 deletions

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# Copyright John Maddock 2010
# Copyright Paul A. Bristow 2018
# Distributed under 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.
# \math_toolkit\libs\math\minimax\jamfile.v2
# Runs minimax using multiprecision, (rather than gmp and mpfr)
# bring in the rules for testing.
import modules ;
import path ;
project
: requirements
<toolset>gcc:<cxxflags>-Wno-missing-braces
<toolset>darwin:<cxxflags>-Wno-missing-braces
<toolset>acc:<cxxflags>+W2068,2461,2236,4070,4069
<toolset>intel-win:<cxxflags>-nologo
<toolset>intel-win:<linkflags>-nologo
<toolset>msvc:<warnings>all
<toolset>msvc:<asynch-exceptions>on
<toolset>msvc:<cxxflags>/wd4996
<toolset>msvc:<cxxflags>/wd4512
<toolset>msvc:<cxxflags>/wd4610
<toolset>msvc:<cxxflags>/wd4510
<toolset>msvc:<cxxflags>/wd4127
<toolset>msvc:<cxxflags>/wd4701 # needed for lexical cast - temporary.
<link>static
<toolset>borland:<runtime-link>static
<include>../../..
<define>BOOST_ALL_NO_LIB=1
<define>BOOST_UBLAS_UNSUPPORTED_COMPILER=0
<include>.
<include>../include_private
#<include>$(ntl-path)/include
;
#lib mpfr : gmp : <name>mpfr ;
#lib gmp : : <name>gmp ;
# exe minimax : f.cpp main.cpp gmp mpfr ;
exe minimax : f.cpp main.cpp ;
install bin : minimax ;

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// (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)
#define L22
//#include "../tools/ntl_rr_lanczos.hpp"
//#include "../tools/ntl_rr_digamma.hpp"
#include "multiprecision.hpp"
#include <boost/math/tools/polynomial.hpp>
#include <boost/math/special_functions.hpp>
#include <boost/math/special_functions/zeta.hpp>
#include <boost/math/special_functions/expint.hpp>
#include <boost/math/special_functions/lambert_w.hpp>
#include <cmath>
mp_type f(const mp_type& x, int variant)
{
static const mp_type tiny = boost::math::tools::min_value<mp_type>() * 64;
switch(variant)
{
case 0:
{
mp_type x_ = sqrt(x == 0 ? 1e-80 : x);
return boost::math::erf(x_) / x_;
}
case 1:
{
mp_type x_ = 1 / x;
return boost::math::erfc(x_) * x_ / exp(-x_ * x_);
}
case 2:
{
return boost::math::erfc(x) * x / exp(-x * x);
}
case 3:
{
mp_type y(x);
if(y == 0)
y += tiny;
return boost::math::lgamma(y+2) / y - 0.5;
}
case 4:
//
// lgamma in the range [2,3], use:
//
// lgamma(x) = (x-2) * (x + 1) * (c + R(x - 2))
//
// Works well at 80-bit long double precision, but doesn't
// stretch to 128-bit precision.
//
if(x == 0)
{
return boost::lexical_cast<mp_type>("0.42278433509846713939348790991759756895784066406008") / 3;
}
return boost::math::lgamma(x+2) / (x * (x+3));
case 5:
{
//
// lgamma in the range [1,2], use:
//
// lgamma(x) = (x - 1) * (x - 2) * (c + R(x - 1))
//
// works well over [1, 1.5] but not near 2 :-(
//
mp_type r1 = boost::lexical_cast<mp_type>("0.57721566490153286060651209008240243104215933593992");
mp_type r2 = boost::lexical_cast<mp_type>("0.42278433509846713939348790991759756895784066406008");
if(x == 0)
{
return r1;
}
if(x == 1)
{
return r2;
}
return boost::math::lgamma(x+1) / (x * (x - 1));
}
case 6:
{
//
// lgamma in the range [1.5,2], use:
//
// lgamma(x) = (2 - x) * (1 - x) * (c + R(2 - x))
//
// works well over [1.5, 2] but not near 1 :-(
//
mp_type r1 = boost::lexical_cast<mp_type>("0.57721566490153286060651209008240243104215933593992");
mp_type r2 = boost::lexical_cast<mp_type>("0.42278433509846713939348790991759756895784066406008");
if(x == 0)
{
return r2;
}
if(x == 1)
{
return r1;
}
return boost::math::lgamma(2-x) / (x * (x - 1));
}
case 7:
{
//
// erf_inv in range [0, 0.5]
//
mp_type y = x;
if(y == 0)
y = boost::math::tools::epsilon<mp_type>() / 64;
return boost::math::erf_inv(y) / (y * (y+10));
}
case 8:
{
//
// erfc_inv in range [0.25, 0.5]
// Use an y-offset of 0.25, and range [0, 0.25]
// abs error, auto y-offset.
//
mp_type y = x;
if(y == 0)
y = boost::lexical_cast<mp_type>("1e-5000");
return sqrt(-2 * log(y)) / boost::math::erfc_inv(y);
}
case 9:
{
mp_type x2 = x;
if(x2 == 0)
x2 = boost::lexical_cast<mp_type>("1e-5000");
mp_type y = exp(-x2*x2); // sqrt(-log(x2)) - 5;
return boost::math::erfc_inv(y) / x2;
}
case 10:
{
//
// Digamma over the interval [1,2], set x-offset to 1
// and optimise for absolute error over [0,1].
//
int current_precision = get_working_precision();
if(current_precision < 1000)
set_working_precision(1000);
//
// This value for the root of digamma is calculated using our
// differentiated lanczos approximation. It agrees with Cody
// to ~ 25 digits and to Morris to 35 digits. See:
// TOMS ALGORITHM 708 (Didonato and Morris).
// and Math. Comp. 27, 123-127 (1973) by Cody, Strecok and Thacher.
//
//mp_type root = boost::lexical_cast<mp_type>("1.4616321449683623412626595423257213234331845807102825466429633351908372838889871");
//
// Actually better to calculate the root on the fly, it appears to be more
// accurate: convergence is easier with the 1000-bit value, the approximation
// produced agrees with functions.mathworld.com values to 35 digits even quite
// near the root.
//
static boost::math::tools::eps_tolerance<mp_type> tol(1000);
static std::uintmax_t max_iter = 1000;
mp_type (*pdg)(mp_type) = &boost::math::digamma;
static const mp_type root = boost::math::tools::bracket_and_solve_root(pdg, mp_type(1.4), mp_type(1.5), true, tol, max_iter).first;
mp_type x2 = x;
double lim = 1e-65;
if(fabs(x2 - root) < lim)
{
//
// This is a problem area:
// x2-root suffers cancellation error, so does digamma.
// That gets compounded again when Remez calculates the error
// function. This cludge seems to stop the worst of the problems:
//
static const mp_type a = boost::math::digamma(root - lim) / -lim;
static const mp_type b = boost::math::digamma(root + lim) / lim;
mp_type fract = (x2 - root + lim) / (2*lim);
mp_type r = (1-fract) * a + fract * b;
std::cout << "In root area: " << r;
return r;
}
mp_type result = boost::math::digamma(x2) / (x2 - root);
if(current_precision < 1000)
set_working_precision(current_precision);
return result;
}
case 11:
// expm1:
if(x == 0)
{
static mp_type lim = 1e-80;
static mp_type a = boost::math::expm1(-lim);
static mp_type b = boost::math::expm1(lim);
static mp_type l = (b-a) / (2 * lim);
return l;
}
return boost::math::expm1(x) / x;
case 12:
// demo, and test case:
return exp(x);
case 13:
// K(k):
{
return boost::math::ellint_1(x);
}
case 14:
// K(k)
{
return boost::math::ellint_1(1-x) / log(x);
}
case 15:
// E(k)
{
// x = 1-k^2
mp_type z = 1 - x * log(x);
return boost::math::ellint_2(sqrt(1-x)) / z;
}
case 16:
// Bessel I0(x) over [0,16]:
{
return boost::math::cyl_bessel_i(0, sqrt(x));
}
case 17:
// Bessel I0(x) over [16,INF]
{
mp_type z = 1 / (mp_type(1)/16 - x);
return boost::math::cyl_bessel_i(0, z) * sqrt(z) / exp(z);
}
case 18:
// Zeta over [0, 1]
{
return boost::math::zeta(1 - x) * x - x;
}
case 19:
// Zeta over [1, n]
{
return boost::math::zeta(x) - 1 / (x - 1);
}
case 20:
// Zeta over [a, b] : a >> 1
{
return log(boost::math::zeta(x) - 1);
}
case 21:
// expint[1] over [0,1]:
{
mp_type tiny = boost::lexical_cast<mp_type>("1e-5000");
mp_type z = (x <= tiny) ? tiny : x;
return boost::math::expint(1, z) - z + log(z);
}
case 22:
// expint[1] over [1,N],
// Note that x varies from [0,1]:
{
mp_type z = 1 / x;
return boost::math::expint(1, z) * exp(z) * z;
}
case 23:
// expin Ei over [0,R]
{
static const mp_type root =
boost::lexical_cast<mp_type>("0.372507410781366634461991866580119133535689497771654051555657435242200120636201854384926049951548942392");
mp_type z = x < (std::numeric_limits<long double>::min)() ? (std::numeric_limits<long double>::min)() : x;
return (boost::math::expint(z) - log(z / root)) / (z - root);
}
case 24:
// Expint Ei for large x:
{
static const mp_type root =
boost::lexical_cast<mp_type>("0.372507410781366634461991866580119133535689497771654051555657435242200120636201854384926049951548942392");
mp_type z = x < (std::numeric_limits<long double>::min)() ? (std::numeric_limits<long double>::max)() : mp_type(1 / x);
return (boost::math::expint(z) - z) * z * exp(-z);
//return (boost::math::expint(z) - log(z)) * z * exp(-z);
}
case 25:
// Expint Ei for large x:
{
return (boost::math::expint(x) - x) * x * exp(-x);
}
case 26:
{
//
// erf_inv in range [0, 0.5]
//
mp_type y = x;
if(y == 0)
y = boost::math::tools::epsilon<mp_type>() / 64;
y = sqrt(y);
return boost::math::erf_inv(y) / (y);
}
case 28:
{
// log1p over [-0.5,0.5]
mp_type y = x;
if(fabs(y) < 1e-100)
y = (y == 0) ? 1e-100 : boost::math::sign(y) * 1e-100;
return (boost::math::log1p(y) - y + y * y / 2) / (y);
}
case 29:
{
// cbrt over [0.5, 1]
return boost::math::cbrt(x);
}
case 30:
{
// trigamma over [x,y]
mp_type y = x;
y = sqrt(y);
return boost::math::trigamma(x) * (x * x);
}
case 31:
{
// trigamma over [x, INF]
if(x == 0) return 1;
mp_type y = (x == 0) ? (std::numeric_limits<double>::max)() / 2 : mp_type(1/x);
return boost::math::trigamma(y) * y;
}
case 32:
{
// I0 over [N, INF]
// Don't need to go past x = 1/1000 = 1e-3 for double, or
// 1/15000 = 0.0006 for long double, start at 1/7.75=0.13
mp_type arg = 1 / x;
return sqrt(arg) * exp(-arg) * boost::math::cyl_bessel_i(0, arg);
}
case 33:
{
// I0 over [0, N]
mp_type xx = sqrt(x) * 2;
return (boost::math::cyl_bessel_i(0, xx) - 1) / x;
}
case 34:
{
// I1 over [0, N]
mp_type xx = sqrt(x) * 2;
return (boost::math::cyl_bessel_i(1, xx) * 2 / xx - 1 - x / 2) / (x * x);
}
case 35:
{
// I1 over [N, INF]
mp_type xx = 1 / x;
return boost::math::cyl_bessel_i(1, xx) * sqrt(xx) * exp(-xx);
}
case 36:
{
// K0 over [0, 1]
mp_type xx = sqrt(x);
return boost::math::cyl_bessel_k(0, xx) + log(xx) * boost::math::cyl_bessel_i(0, xx);
}
case 37:
{
// K0 over [1, INF]
mp_type xx = 1 / x;
return boost::math::cyl_bessel_k(0, xx) * exp(xx) * sqrt(xx);
}
case 38:
{
// K1 over [0, 1]
mp_type xx = sqrt(x);
return (boost::math::cyl_bessel_k(1, xx) - log(xx) * boost::math::cyl_bessel_i(1, xx) - 1 / xx) / xx;
}
case 39:
{
// K1 over [1, INF]
mp_type xx = 1 / x;
return boost::math::cyl_bessel_k(1, xx) * sqrt(xx) * exp(xx);
}
// Lambert W0
case 40:
return boost::math::lambert_w0(x);
case 41:
{
if (x == 0)
return 1;
return boost::math::lambert_w0(x) / x;
}
case 42:
{
static const mp_type e1 = exp(mp_type(-1));
return x / -boost::math::lambert_w0(-e1 + x);
}
case 43:
{
mp_type xx = 1 / x;
return 1 / boost::math::lambert_w0(xx);
}
case 44:
{
mp_type ex = exp(x);
return boost::math::lambert_w0(ex) - x;
}
}
return 0;
}
void show_extra(
const boost::math::tools::polynomial<mp_type>& n,
const boost::math::tools::polynomial<mp_type>& d,
const mp_type& x_offset,
const mp_type& y_offset,
int variant)
{
switch(variant)
{
default:
// do nothing here...
;
}
}

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// (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)
#define BOOST_TEST_MODULE foobar
#define BOOST_UBLAS_TYPE_CHECK_EPSILON (type_traits<real_type>::type_sqrt (boost::math::tools::epsilon <real_type>()))
#define BOOST_UBLAS_TYPE_CHECK_MIN (type_traits<real_type>::type_sqrt ( boost::math::tools::min_value<real_type>()))
#define BOOST_UBLAS_NDEBUG
#include "multiprecision.hpp"
#include <boost/math/tools/remez.hpp>
#include <boost/math/tools/test.hpp>
#include <boost/math/special_functions/binomial.hpp>
#include <boost/spirit/include/classic_core.hpp>
#include <boost/spirit/include/classic_actor.hpp>
#include <boost/lexical_cast.hpp>
#include <iostream>
#include <iomanip>
#include <string>
#include <boost/test/included/unit_test.hpp> // for test_main
#include <boost/multiprecision/cpp_bin_float.hpp>
extern mp_type f(const mp_type& x, int variant);
extern void show_extra(
const boost::math::tools::polynomial<mp_type>& n,
const boost::math::tools::polynomial<mp_type>& d,
const mp_type& x_offset,
const mp_type& y_offset,
int variant);
using namespace boost::spirit::classic;
mp_type a(0), b(1); // range to optimise over
bool rel_error(true);
bool pin(false);
int orderN(3);
int orderD(1);
int target_precision = boost::math::tools::digits<long double>();
int working_precision = target_precision * 2;
bool started(false);
int variant(0);
int skew(0);
int brake(50);
mp_type x_offset(0), y_offset(0), x_scale(1);
bool auto_offset_y;
boost::shared_ptr<boost::math::tools::remez_minimax<mp_type> > p_remez;
mp_type the_function(const mp_type& val)
{
return f(x_scale * (val + x_offset), variant) + y_offset;
}
void step_some(unsigned count)
{
try{
set_working_precision(working_precision);
if(!started)
{
//
// If we have an automatic y-offset calculate it now:
//
if(auto_offset_y)
{
mp_type fa, fb, fm;
fa = f(x_scale * (a + x_offset), variant);
fb = f(x_scale * (b + x_offset), variant);
fm = f(x_scale * ((a+b)/2 + x_offset), variant);
y_offset = -(fa + fb + fm) / 3;
set_output_precision(5);
std::cout << "Setting auto-y-offset to " << y_offset << std::endl;
}
//
// Truncate offsets to float precision:
//
x_offset = round_to_precision(x_offset, 20);
y_offset = round_to_precision(y_offset, 20);
//
// Construct new Remez state machine:
//
p_remez.reset(new boost::math::tools::remez_minimax<mp_type>(
&the_function,
orderN, orderD,
a, b,
pin,
rel_error,
skew,
working_precision));
std::cout << "Max error in interpolated form: " << std::setprecision(3) << std::scientific << boost::math::tools::real_cast<double>(p_remez->max_error()) << std::endl;
//
// Signal that we've started:
//
started = true;
}
unsigned i;
for(i = 0; i < count; ++i)
{
std::cout << "Stepping..." << std::endl;
p_remez->set_brake(brake);
mp_type r = p_remez->iterate();
set_output_precision(3);
std::cout
<< "Maximum Deviation Found: " << std::setprecision(3) << std::scientific << boost::math::tools::real_cast<double>(p_remez->max_error()) << std::endl
<< "Expected Error Term: " << std::setprecision(3) << std::scientific << boost::math::tools::real_cast<double>(p_remez->error_term()) << std::endl
<< "Maximum Relative Change in Control Points: " << std::setprecision(3) << std::scientific << boost::math::tools::real_cast<double>(r) << std::endl;
}
}
catch(const std::exception& e)
{
std::cout << "Step failed with exception: " << e.what() << std::endl;
}
}
void step(const char*, const char*)
{
step_some(1);
}
void show(const char*, const char*)
{
set_working_precision(working_precision);
if(started)
{
boost::math::tools::polynomial<mp_type> n = p_remez->numerator();
boost::math::tools::polynomial<mp_type> d = p_remez->denominator();
std::vector<mp_type> cn = n.chebyshev();
std::vector<mp_type> cd = d.chebyshev();
int prec = 2 + (target_precision * 3010LL)/10000;
std::cout << std::scientific << std::setprecision(prec);
set_output_precision(prec);
boost::numeric::ublas::vector<mp_type> v = p_remez->zero_points();
std::cout << " Zeros = {\n";
unsigned i;
for(i = 0; i < v.size(); ++i)
{
std::cout << " " << v[i] << std::endl;
}
std::cout << " }\n";
v = p_remez->chebyshev_points();
std::cout << " Chebeshev Control Points = {\n";
for(i = 0; i < v.size(); ++i)
{
std::cout << " " << v[i] << std::endl;
}
std::cout << " }\n";
std::cout << "X offset: " << x_offset << std::endl;
std::cout << "X scale: " << x_scale << std::endl;
std::cout << "Y offset: " << y_offset << std::endl;
std::cout << "P = {";
for(i = 0; i < n.size(); ++i)
{
std::cout << " " << n[i] << "L," << std::endl;
}
std::cout << " }\n";
std::cout << "Q = {";
for(i = 0; i < d.size(); ++i)
{
std::cout << " " << d[i] << "L," << std::endl;
}
std::cout << " }\n";
std::cout << "CP = {";
for(i = 0; i < cn.size(); ++i)
{
std::cout << " " << cn[i] << "L," << std::endl;
}
std::cout << " }\n";
std::cout << "CQ = {";
for(i = 0; i < cd.size(); ++i)
{
std::cout << " " << cd[i] << "L," << std::endl;
}
std::cout << " }\n";
show_extra(n, d, x_offset, y_offset, variant);
}
else
{
std::cerr << "Nothing to display" << std::endl;
}
}
void do_graph(unsigned points)
{
set_working_precision(working_precision);
mp_type step = (b - a) / (points - 1);
mp_type x = a;
while(points > 1)
{
set_output_precision(10);
std::cout << std::setprecision(10) << std::setw(30) << std::left
<< boost::lexical_cast<std::string>(x) << the_function(x) << std::endl;
--points;
x += step;
}
std::cout << std::setprecision(10) << std::setw(30) << std::left
<< boost::lexical_cast<std::string>(b) << the_function(b) << std::endl;
}
void graph(const char*, const char*)
{
do_graph(3);
}
template <class T>
mp_type convert_to_rr(const T& val)
{
return val;
}
template <class Backend, boost::multiprecision::expression_template_option ET>
mp_type convert_to_rr(const boost::multiprecision::number<Backend, ET>& val)
{
return boost::lexical_cast<mp_type>(val.str());
}
template <class T>
void do_test(T, const char* name)
{
set_working_precision(working_precision);
if(started)
{
//
// We want to test the approximation at fixed precision:
// either float, double or long double. Begin by getting the
// polynomials:
//
boost::math::tools::polynomial<T> n, d;
boost::math::tools::polynomial<mp_type> nr, dr;
nr = p_remez->numerator();
dr = p_remez->denominator();
n = nr;
d = dr;
std::vector<mp_type> cn1, cd1;
cn1 = nr.chebyshev();
cd1 = dr.chebyshev();
std::vector<T> cn, cd;
for(unsigned i = 0; i < cn1.size(); ++i)
{
cn.push_back(boost::math::tools::real_cast<T>(cn1[i]));
}
for(unsigned i = 0; i < cd1.size(); ++i)
{
cd.push_back(boost::math::tools::real_cast<T>(cd1[i]));
}
//
// We'll test at the Chebeshev control points which is where
// (in theory) the largest deviation should occur. For good
// measure we'll test at the zeros as well:
//
boost::numeric::ublas::vector<mp_type>
zeros(p_remez->zero_points()),
cheb(p_remez->chebyshev_points());
mp_type max_error(0), cheb_max_error(0);
//
// Do the tests at the zeros:
//
std::cout << "Starting tests at " << name << " precision...\n";
std::cout << "Absissa Error (Poly) Error (Cheb)\n";
for(unsigned i = 0; i < zeros.size(); ++i)
{
mp_type true_result = the_function(zeros[i]);
T absissa = boost::math::tools::real_cast<T>(zeros[i]);
mp_type test_result = convert_to_rr(n.evaluate(absissa) / d.evaluate(absissa));
mp_type cheb_result = convert_to_rr(boost::math::tools::evaluate_chebyshev(cn, absissa) / boost::math::tools::evaluate_chebyshev(cd, absissa));
mp_type err, cheb_err;
if(rel_error)
{
err = boost::math::tools::relative_error(test_result, true_result);
cheb_err = boost::math::tools::relative_error(cheb_result, true_result);
}
else
{
err = fabs(test_result - true_result);
cheb_err = fabs(cheb_result - true_result);
}
if(err > max_error)
max_error = err;
if(cheb_err > cheb_max_error)
cheb_max_error = cheb_err;
std::cout << std::setprecision(6) << std::setw(15) << std::left << absissa
<< std::setw(15) << std::left << boost::math::tools::real_cast<T>(err) << boost::math::tools::real_cast<T>(cheb_err) << std::endl;
}
//
// Do the tests at the Chebeshev control points:
//
for(unsigned i = 0; i < cheb.size(); ++i)
{
mp_type true_result = the_function(cheb[i]);
T absissa = boost::math::tools::real_cast<T>(cheb[i]);
mp_type test_result = convert_to_rr(n.evaluate(absissa) / d.evaluate(absissa));
mp_type cheb_result = convert_to_rr(boost::math::tools::evaluate_chebyshev(cn, absissa) / boost::math::tools::evaluate_chebyshev(cd, absissa));
mp_type err, cheb_err;
if(rel_error)
{
err = boost::math::tools::relative_error(test_result, true_result);
cheb_err = boost::math::tools::relative_error(cheb_result, true_result);
}
else
{
err = fabs(test_result - true_result);
cheb_err = fabs(cheb_result - true_result);
}
if(err > max_error)
max_error = err;
std::cout << std::setprecision(6) << std::setw(15) << std::left << absissa
<< std::setw(15) << std::left << boost::math::tools::real_cast<T>(err) <<
boost::math::tools::real_cast<T>(cheb_err) << std::endl;
}
std::string msg = "Max Error found at ";
msg += name;
msg += " precision = ";
msg.append(62 - 17 - msg.size(), ' ');
std::cout << msg << std::setprecision(6) << "Poly: " << std::setw(20) << std::left
<< boost::math::tools::real_cast<T>(max_error) << "Cheb: " << boost::math::tools::real_cast<T>(cheb_max_error) << std::endl;
}
else
{
std::cout << "Nothing to test: try converging an approximation first!!!" << std::endl;
}
}
void test_float(const char*, const char*)
{
do_test(float(0), "float");
}
void test_double(const char*, const char*)
{
do_test(double(0), "double");
}
void test_long(const char*, const char*)
{
do_test((long double)(0), "long double");
}
void test_float80(const char*, const char*)
{
do_test((boost::multiprecision::cpp_bin_float_double_extended)(0), "float80");
}
void test_float128(const char*, const char*)
{
do_test((boost::multiprecision::cpp_bin_float_quad)(0), "float128");
}
void test_all(const char*, const char*)
{
do_test(float(0), "float");
do_test(double(0), "double");
do_test((long double)(0), "long double");
}
template <class T>
void do_test_n(T, const char* name, unsigned count)
{
set_working_precision(working_precision);
if(started)
{
//
// We want to test the approximation at fixed precision:
// either float, double or long double. Begin by getting the
// polynomials:
//
boost::math::tools::polynomial<T> n, d;
boost::math::tools::polynomial<mp_type> nr, dr;
nr = p_remez->numerator();
dr = p_remez->denominator();
n = nr;
d = dr;
std::vector<mp_type> cn1, cd1;
cn1 = nr.chebyshev();
cd1 = dr.chebyshev();
std::vector<T> cn, cd;
for(unsigned i = 0; i < cn1.size(); ++i)
{
cn.push_back(boost::math::tools::real_cast<T>(cn1[i]));
}
for(unsigned i = 0; i < cd1.size(); ++i)
{
cd.push_back(boost::math::tools::real_cast<T>(cd1[i]));
}
mp_type max_error(0), max_cheb_error(0);
mp_type step = (b - a) / count;
//
// Do the tests at the zeros:
//
std::cout << "Starting tests at " << name << " precision...\n";
std::cout << "Absissa Error (poly) Error (Cheb)\n";
for(mp_type x = a; x <= b; x += step)
{
mp_type true_result = the_function(x);
//std::cout << true_result << std::endl;
T absissa = boost::math::tools::real_cast<T>(x);
mp_type test_result = convert_to_rr(n.evaluate(absissa) / d.evaluate(absissa));
//std::cout << test_result << std::endl;
mp_type cheb_result = convert_to_rr(boost::math::tools::evaluate_chebyshev(cn, absissa) / boost::math::tools::evaluate_chebyshev(cd, absissa));
//std::cout << cheb_result << std::endl;
mp_type err, cheb_err;
if(rel_error)
{
err = boost::math::tools::relative_error(test_result, true_result);
cheb_err = boost::math::tools::relative_error(cheb_result, true_result);
}
else
{
err = fabs(test_result - true_result);
cheb_err = fabs(cheb_result - true_result);
}
if(err > max_error)
max_error = err;
if(cheb_err > max_cheb_error)
max_cheb_error = cheb_err;
std::cout << std::setprecision(6) << std::setw(15) << std::left << boost::math::tools::real_cast<double>(absissa)
<< (test_result < true_result ? "-" : "") << std::setw(20) << std::left
<< boost::math::tools::real_cast<double>(err)
<< boost::math::tools::real_cast<double>(cheb_err) << std::endl;
}
std::string msg = "Max Error found at ";
msg += name;
msg += " precision = ";
//msg.append(62 - 17 - msg.size(), ' ');
std::cout << msg << "Poly: " << std::setprecision(6)
//<< std::setw(15) << std::left
<< boost::math::tools::real_cast<T>(max_error)
<< " Cheb: " << boost::math::tools::real_cast<T>(max_cheb_error) << std::endl;
}
else
{
std::cout << "Nothing to test: try converging an approximation first!!!" << std::endl;
}
}
void test_n(unsigned n)
{
do_test_n(mp_type(), "mp_type", n);
}
void test_float_n(unsigned n)
{
do_test_n(float(0), "float", n);
}
void test_double_n(unsigned n)
{
do_test_n(double(0), "double", n);
}
void test_long_n(unsigned n)
{
do_test_n((long double)(0), "long double", n);
}
void test_float80_n(unsigned n)
{
do_test_n((boost::multiprecision::cpp_bin_float_double_extended)(0), "float80", n);
}
void test_float128_n(unsigned n)
{
do_test_n((boost::multiprecision::cpp_bin_float_quad)(0), "float128", n);
}
void rotate(const char*, const char*)
{
if(p_remez)
{
p_remez->rotate();
}
else
{
std::cerr << "Nothing to rotate" << std::endl;
}
}
void rescale(const char*, const char*)
{
if(p_remez)
{
p_remez->rescale(a, b);
}
else
{
std::cerr << "Nothing to rescale" << std::endl;
}
}
void graph_poly(const char*, const char*)
{
int i = 50;
set_working_precision(working_precision);
if(started)
{
//
// We want to test the approximation at fixed precision:
// either float, double or long double. Begin by getting the
// polynomials:
//
boost::math::tools::polynomial<mp_type> n, d;
n = p_remez->numerator();
d = p_remez->denominator();
mp_type max_error(0);
mp_type step = (b - a) / i;
std::cout << "Evaluating Numerator...\n";
mp_type val;
for(val = a; val <= b; val += step)
std::cout << n.evaluate(val) << std::endl;
std::cout << "Evaluating Denominator...\n";
for(val = a; val <= b; val += step)
std::cout << d.evaluate(val) << std::endl;
}
else
{
std::cout << "Nothing to test: try converging an approximation first!!!" << std::endl;
}
}
BOOST_AUTO_TEST_CASE( test_main )
{
std::string line;
real_parser<long double/*mp_type*/ > const rr_p;
while(std::getline(std::cin, line))
{
if(parse(line.c_str(), str_p("quit"), space_p).full)
return;
if(false == parse(line.c_str(),
(
str_p("range")[assign_a(started, false)] && real_p[assign_a(a)] && real_p[assign_a(b)]
||
str_p("relative")[assign_a(started, false)][assign_a(rel_error, true)]
||
str_p("absolute")[assign_a(started, false)][assign_a(rel_error, false)]
||
str_p("pin")[assign_a(started, false)] && str_p("true")[assign_a(pin, true)]
||
str_p("pin")[assign_a(started, false)] && str_p("false")[assign_a(pin, false)]
||
str_p("pin")[assign_a(started, false)] && str_p("1")[assign_a(pin, true)]
||
str_p("pin")[assign_a(started, false)] && str_p("0")[assign_a(pin, false)]
||
str_p("pin")[assign_a(started, false)][assign_a(pin, true)]
||
str_p("order")[assign_a(started, false)] && uint_p[assign_a(orderN)] && uint_p[assign_a(orderD)]
||
str_p("order")[assign_a(started, false)] && uint_p[assign_a(orderN)]
||
str_p("target-precision") && uint_p[assign_a(target_precision)]
||
str_p("working-precision")[assign_a(started, false)] && uint_p[assign_a(working_precision)]
||
str_p("variant")[assign_a(started, false)] && int_p[assign_a(variant)]
||
str_p("skew")[assign_a(started, false)] && int_p[assign_a(skew)]
||
str_p("brake") && int_p[assign_a(brake)]
||
str_p("step") && int_p[&step_some]
||
str_p("step")[&step]
||
str_p("poly")[&graph_poly]
||
str_p("info")[&show]
||
str_p("graph") && uint_p[&do_graph]
||
str_p("graph")[&graph]
||
str_p("x-offset") && real_p[assign_a(x_offset)]
||
str_p("x-scale") && real_p[assign_a(x_scale)]
||
str_p("y-offset") && str_p("auto")[assign_a(auto_offset_y, true)]
||
str_p("y-offset") && real_p[assign_a(y_offset)][assign_a(auto_offset_y, false)]
||
str_p("test") && str_p("float80") && uint_p[&test_float80_n]
||
str_p("test") && str_p("float80")[&test_float80]
||
str_p("test") && str_p("float128") && uint_p[&test_float128_n]
||
str_p("test") && str_p("float128")[&test_float128]
||
str_p("test") && str_p("float") && uint_p[&test_float_n]
||
str_p("test") && str_p("float")[&test_float]
||
str_p("test") && str_p("double") && uint_p[&test_double_n]
||
str_p("test") && str_p("double")[&test_double]
||
str_p("test") && str_p("long") && uint_p[&test_long_n]
||
str_p("test") && str_p("long")[&test_long]
||
str_p("test") && str_p("all")[&test_all]
||
str_p("test") && uint_p[&test_n]
||
str_p("rotate")[&rotate]
||
str_p("rescale") && real_p[assign_a(a)] && real_p[assign_a(b)] && epsilon_p[&rescale]
), space_p).full)
{
std::cout << "Unable to parse directive: \"" << line << "\"" << std::endl;
}
else
{
std::cout << "Variant = " << variant << std::endl;
std::cout << "range = [" << a << "," << b << "]" << std::endl;
std::cout << "Relative Error = " << rel_error << std::endl;
std::cout << "Pin to Origin = " << pin << std::endl;
std::cout << "Order (Num/Denom) = " << orderN << "/" << orderD << std::endl;
std::cout << "Target Precision = " << target_precision << std::endl;
std::cout << "Working Precision = " << working_precision << std::endl;
std::cout << "Skew = " << skew << std::endl;
std::cout << "Brake = " << brake << std::endl;
std::cout << "X Offset = " << x_offset << std::endl;
std::cout << "X scale = " << x_scale << std::endl;
std::cout << "Y Offset = ";
if(auto_offset_y)
std::cout << "Auto (";
std::cout << y_offset;
if(auto_offset_y)
std::cout << ")";
std::cout << std::endl;
}
}
}

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@@ -0,0 +1,224 @@
// (C) Copyright John Maddock 2015.
// 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)
#ifndef BOOST_REMEZ_MULTIPRECISION_HPP
#define BOOST_REMEZ_MULTIPRECISION_HPP
#include <boost/multiprecision/cpp_bin_float.hpp>
#ifdef USE_NTL
#include <boost/math/bindings/rr.hpp>
namespace std {
using boost::math::ntl::pow;
} // workaround for spirit parser.
typedef boost::math::ntl::RR mp_type;
inline void set_working_precision(int n)
{
NTL::RR::SetPrecision(working_precision);
}
inline int get_working_precision()
{
return mp_type::precision(working_precision);
}
inline void set_output_precision(int n)
{
NTL::RR::SetOutputPrecision(n);
}
inline mp_type round_to_precision(mp_type m, int bits)
{
return NTL::RoundToPrecision(m.value(), bits);
}
namespace boost {
namespace math {
namespace tools {
template <>
inline boost::multiprecision::cpp_bin_float_double_extended real_cast<boost::multiprecision::cpp_bin_float_double_extended, mp_type>(mp_type val)
{
unsigned p = NTL::RR::OutputPrecision();
NTL::RR::SetOutputPrecision(20);
boost::multiprecision::cpp_bin_float_double_extended r = boost::lexical_cast<boost::multiprecision::cpp_bin_float_double_extended>(val);
NTL::RR::SetOutputPrecision(p);
return r;
}
template <>
inline boost::multiprecision::cpp_bin_float_quad real_cast<boost::multiprecision::cpp_bin_float_quad, mp_type>(mp_type val)
{
unsigned p = NTL::RR::OutputPrecision();
NTL::RR::SetOutputPrecision(35);
boost::multiprecision::cpp_bin_float_quad r = boost::lexical_cast<boost::multiprecision::cpp_bin_float_quad>(val);
NTL::RR::SetOutputPrecision(p);
return r;
}
}
}
}
#elif defined(USE_CPP_BIN_FLOAT_100)
#include <boost/multiprecision/cpp_bin_float.hpp>
typedef boost::multiprecision::cpp_bin_float_100 mp_type;
inline void set_working_precision(int n)
{
}
inline void set_output_precision(int n)
{
std::cout << std::setprecision(n);
std::cerr << std::setprecision(n);
}
inline mp_type round_to_precision(mp_type m, int bits)
{
int i;
mp_type f = frexp(m, &i);
f = ldexp(f, bits);
i -= bits;
f = floor(f);
return ldexp(f, i);
}
inline int get_working_precision()
{
return std::numeric_limits<mp_type>::digits;
}
namespace boost {
namespace math {
namespace tools {
template <>
inline boost::multiprecision::cpp_bin_float_double_extended real_cast<boost::multiprecision::cpp_bin_float_double_extended, mp_type>(mp_type val)
{
return boost::multiprecision::cpp_bin_float_double_extended(val);
}
template <>
inline boost::multiprecision::cpp_bin_float_quad real_cast<boost::multiprecision::cpp_bin_float_quad, mp_type>(mp_type val)
{
return boost::multiprecision::cpp_bin_float_quad(val);
}
}
}
}
#elif defined(USE_MPFR_100)
#include <boost/multiprecision/mpfr.hpp>
typedef boost::multiprecision::mpfr_float_100 mp_type;
inline void set_working_precision(int n)
{
}
inline void set_output_precision(int n)
{
std::cout << std::setprecision(n);
std::cerr << std::setprecision(n);
}
inline mp_type round_to_precision(mp_type m, int bits)
{
mpfr_prec_round(m.backend().data(), bits, MPFR_RNDN);
return m;
}
inline int get_working_precision()
{
return std::numeric_limits<mp_type>::digits;
}
namespace boost {
namespace math {
namespace tools {
template <>
inline boost::multiprecision::cpp_bin_float_double_extended real_cast<boost::multiprecision::cpp_bin_float_double_extended, mp_type>(mp_type val)
{
return boost::multiprecision::cpp_bin_float_double_extended(val);
}
template <>
inline boost::multiprecision::cpp_bin_float_quad real_cast<boost::multiprecision::cpp_bin_float_quad, mp_type>(mp_type val)
{
return boost::multiprecision::cpp_bin_float_quad(val);
}
}
}
}
#else
#include <boost/multiprecision/mpfr.hpp>
typedef boost::multiprecision::mpfr_float mp_type;
inline void set_working_precision(int n)
{
boost::multiprecision::mpfr_float::default_precision(boost::multiprecision::detail::digits2_2_10(n));
}
inline void set_output_precision(int n)
{
std::cout << std::setprecision(n);
std::cerr << std::setprecision(n);
}
inline mp_type round_to_precision(mp_type m, int bits)
{
mpfr_prec_round(m.backend().data(), bits, MPFR_RNDN);
return m;
}
inline int get_working_precision()
{
return mp_type::default_precision();
}
namespace boost {
namespace math {
namespace tools {
template <>
inline boost::multiprecision::cpp_bin_float_double_extended real_cast<boost::multiprecision::cpp_bin_float_double_extended, mp_type>(mp_type val)
{
return boost::multiprecision::cpp_bin_float_double_extended(val);
}
template <>
inline boost::multiprecision::cpp_bin_float_quad real_cast<boost::multiprecision::cpp_bin_float_quad, mp_type>(mp_type val)
{
return boost::multiprecision::cpp_bin_float_quad(val);
}
}
}
}
#endif
#endif // BOOST_REMEZ_MULTIPRECISION_HPP