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Merge branch 'non-central-f-inverse' of github.com:JacobHass8/math into non-central-f-inverse

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This commit is contained in:
Jacob Hass
2026-02-10 11:04:44 -08:00
parent 0e48617447 a011dc7c76
commit 794ce3b3a4
4 changed files with 30 additions and 7 deletions
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1
CMakeLists.txt
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@@ -39,7 +39,6 @@ else()
Boost::lexical_cast
Boost::predef
Boost::random
Boost::static_assert
Boost::throw_exception
)

1
build.jam
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@@ -14,7 +14,6 @@ constant boost_dependencies :
/boost/lexical_cast//boost_lexical_cast
/boost/predef//boost_predef
/boost/random//boost_random
/boost/static_assert//boost_static_assert
/boost/throw_exception//boost_throw_exception ;
project /boost/math

8
test/CMakeLists.txt
View File

@@ -16,7 +16,7 @@ if(HAVE_BOOST_TEST)
enable_testing()
boost_test_jamfile(FILE cuda_jamfile LINK_LIBRARIES Boost::math Boost::assert Boost::concept_check Boost::config Boost::core Boost::integer Boost::lexical_cast Boost::multiprecision Boost::predef Boost::random Boost::static_assert Boost::throw_exception Boost::unit_test_framework ${CUDA_LIBRARIES} INCLUDE_DIRECTORIES ${CUDA_INCLUDE_DIRS} )
boost_test_jamfile(FILE cuda_jamfile LINK_LIBRARIES Boost::math Boost::assert Boost::concept_check Boost::config Boost::core Boost::integer Boost::lexical_cast Boost::multiprecision Boost::predef Boost::random Boost::throw_exception Boost::unit_test_framework ${CUDA_LIBRARIES} INCLUDE_DIRECTORIES ${CUDA_INCLUDE_DIRS} )
elseif (BOOST_MATH_ENABLE_NVRTC)
@@ -29,9 +29,9 @@ if(HAVE_BOOST_TEST)
set(CUDA_nvrtc_LIBRARY /usr/local/cuda/lib64/libnvrtc.so)
if (BOOST_MATH_NVRTC_CI_RUN)
boost_test_jamfile(FILE nvrtc_jamfile LINK_LIBRARIES Boost::math Boost::assert Boost::concept_check Boost::config Boost::core Boost::integer Boost::lexical_cast Boost::multiprecision Boost::predef Boost::random Boost::static_assert Boost::throw_exception ${CUDA_nvrtc_LIBRARY} ${CUDA_LIBRARIES} ${CUDA_CUDA_LIBRARY} COMPILE_DEFINITIONS BOOST_MATH_NVRTC_CI_RUN=1 INCLUDE_DIRECTORIES ${CUDA_INCLUDE_DIRS} )
boost_test_jamfile(FILE nvrtc_jamfile LINK_LIBRARIES Boost::math Boost::assert Boost::concept_check Boost::config Boost::core Boost::integer Boost::lexical_cast Boost::multiprecision Boost::predef Boost::random Boost::throw_exception ${CUDA_nvrtc_LIBRARY} ${CUDA_LIBRARIES} ${CUDA_CUDA_LIBRARY} COMPILE_DEFINITIONS BOOST_MATH_NVRTC_CI_RUN=1 INCLUDE_DIRECTORIES ${CUDA_INCLUDE_DIRS} )
else ()
boost_test_jamfile(FILE nvrtc_jamfile LINK_LIBRARIES Boost::math Boost::assert Boost::concept_check Boost::config Boost::core Boost::integer Boost::lexical_cast Boost::multiprecision Boost::predef Boost::random Boost::static_assert Boost::throw_exception ${CUDA_nvrtc_LIBRARY} ${CUDA_LIBRARIES} ${CUDA_CUDA_LIBRARY} INCLUDE_DIRECTORIES ${CUDA_INCLUDE_DIRS} )
boost_test_jamfile(FILE nvrtc_jamfile LINK_LIBRARIES Boost::math Boost::assert Boost::concept_check Boost::config Boost::core Boost::integer Boost::lexical_cast Boost::multiprecision Boost::predef Boost::random Boost::throw_exception ${CUDA_nvrtc_LIBRARY} ${CUDA_LIBRARIES} ${CUDA_CUDA_LIBRARY} INCLUDE_DIRECTORIES ${CUDA_INCLUDE_DIRS} )
endif()
elseif (BOOST_MATH_ENABLE_SYCL)
@@ -43,7 +43,7 @@ if(HAVE_BOOST_TEST)
enable_testing()
boost_test_jamfile(FILE sycl_jamfile LINK_LIBRARIES Boost::math Boost::assert Boost::concept_check Boost::config Boost::core Boost::integer Boost::lexical_cast Boost::multiprecision Boost::predef Boost::random Boost::static_assert Boost::throw_exception Boost::unit_test_framework sycl COMPILE_DEFINITIONS BOOST_MATH_ENABLE_SYCL=1 COMPILE_OPTIONS -fsycl )
boost_test_jamfile(FILE sycl_jamfile LINK_LIBRARIES Boost::math Boost::assert Boost::concept_check Boost::config Boost::core Boost::integer Boost::lexical_cast Boost::multiprecision Boost::predef Boost::random Boost::throw_exception Boost::unit_test_framework sycl COMPILE_DEFINITIONS BOOST_MATH_ENABLE_SYCL=1 COMPILE_OPTIONS -fsycl )
else()
boost_test(SOURCES check_cmake_version.cpp ARGUMENTS ${PROJECT_VERSION} LINK_LIBRARIES Boost::core Boost::config)

27
test/test_nc_f.cpp
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@@ -336,7 +336,7 @@ void test_spots(RealType, const char* name = nullptr)
for (RealType x : x_vals)
{
RealType P = cdf(dist_no_centrality, x);
BOOST_CHECK(dist.find_non_centrality(x, a, b, P) < tolerance);
BOOST_CHECK_LE(dist.find_non_centrality(x, a, b, P), boost::math::tools::min_value<RealType>() * 10);
}
// Case when P=1 or P=0
BOOST_MATH_CHECK_THROW(dist.find_non_centrality(x, a, b, 1), std::domain_error);
@@ -344,6 +344,31 @@ void test_spots(RealType, const char* name = nullptr)
// Case when Q=1 or Q=0
BOOST_MATH_CHECK_THROW(dist.find_non_centrality(boost::math::complement(x, a, b, 1)), std::domain_error);
BOOST_MATH_CHECK_THROW(dist.find_non_centrality(boost::math::complement(x, a, b, 0)), std::domain_error);
//
// Test non centrality finder over a grid of values:
//
RealType values[] = { 1.25, 3.5, 6.75, 8.25 };
for (RealType v1 : values)
{
for (RealType v2 : values)
{
for (RealType nc : values)
{
for (RealType x : values)
{
boost::math::non_central_f_distribution<RealType> ref(v1, v2, nc);
RealType P = cdf(ref, x);
RealType Q = cdf(complement(ref, x));
RealType nc1 = ref.find_non_centrality(x, v1, v2, P);
RealType nc2 = ref.find_non_centrality(boost::math::complement(x, v1, v2, Q));
BOOST_CHECK_CLOSE(nc1, nc, 2 * tolerance);
BOOST_CHECK_CLOSE(nc2, nc, tolerance);
}
}
}
}
} // template <class RealType>void test_spots(RealType)
BOOST_AUTO_TEST_CASE( test_main )