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No Long Double Policies: Correct Owen's T.

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jzmaddock
2020-07-20 14:34:02 +01:00
parent 797b82df2f
commit a9bfd214cb
2 changed files with 37 additions and 37 deletions
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64
include/boost/math/special_functions/owens_t.hpp
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@@ -49,19 +49,19 @@ namespace boost
namespace detail
{
// owens_t_znorm1(x) = P(-oo<Z<=x)-0.5 with Z being normally distributed.
template<typename RealType>
inline RealType owens_t_znorm1(const RealType x)
template<typename RealType, class Policy>
inline RealType owens_t_znorm1(const RealType x, const Policy& pol)
{
using namespace boost::math::constants;
return boost::math::erf(x*one_div_root_two<RealType>())*half<RealType>();
return boost::math::erf(x*one_div_root_two<RealType>(), pol)*half<RealType>();
} // RealType owens_t_znorm1(const RealType x)
// owens_t_znorm2(x) = P(x<=Z<oo) with Z being normally distributed.
template<typename RealType>
inline RealType owens_t_znorm2(const RealType x)
template<typename RealType, class Policy>
inline RealType owens_t_znorm2(const RealType x, const Policy& pol)
{
using namespace boost::math::constants;
return boost::math::erfc(x*one_div_root_two<RealType>())*half<RealType>();
return boost::math::erfc(x*one_div_root_two<RealType>(), pol)*half<RealType>();
} // RealType owens_t_znorm2(const RealType x)
// Auxiliary function, it computes an array key that is used to determine
@@ -193,7 +193,7 @@ namespace boost
// compute the value of Owen's T function with method T2 from the reference paper
template<typename RealType, class Policy>
inline RealType owens_t_T2(const RealType h, const RealType a, const unsigned short m, const RealType ah, const Policy&, const boost::false_type&)
inline RealType owens_t_T2(const RealType h, const RealType a, const unsigned short m, const RealType ah, const Policy& pol, const boost::false_type&)
{
BOOST_MATH_STD_USING
using namespace boost::math::constants;
@@ -206,7 +206,7 @@ namespace boost
unsigned short ii = 1;
RealType val = 0;
RealType vi = a * exp( -ah*ah*half<RealType>() ) * one_div_root_two_pi<RealType>();
RealType z = owens_t_znorm1(ah)/h;
RealType z = owens_t_znorm1(ah, pol)/h;
while( true )
{
@@ -225,8 +225,8 @@ namespace boost
} // RealType owens_t_T2(const RealType h, const RealType a, const unsigned short m, const RealType ah)
// compute the value of Owen's T function with method T3 from the reference paper
template<typename RealType>
inline RealType owens_t_T3_imp(const RealType h, const RealType a, const RealType ah, const boost::integral_constant<int, 53>&)
template<typename RealType, class Policy>
inline RealType owens_t_T3_imp(const RealType h, const RealType a, const RealType ah, const boost::integral_constant<int, 53>&, const Policy& pol)
{
BOOST_MATH_STD_USING
using namespace boost::math::constants;
@@ -255,7 +255,7 @@ namespace boost
RealType ii = 1;
unsigned short i = 0;
RealType vi = a * exp( -ah*ah*half<RealType>() ) * one_div_root_two_pi<RealType>();
RealType zi = owens_t_znorm1(ah)/h;
RealType zi = owens_t_znorm1(ah, pol)/h;
RealType val = 0;
while( true )
@@ -277,8 +277,8 @@ namespace boost
} // RealType owens_t_T3(const RealType h, const RealType a, const RealType ah)
// compute the value of Owen's T function with method T3 from the reference paper
template<class RealType>
inline RealType owens_t_T3_imp(const RealType h, const RealType a, const RealType ah, const boost::integral_constant<int, 64>&)
template<class RealType, class Policy>
inline RealType owens_t_T3_imp(const RealType h, const RealType a, const RealType ah, const boost::integral_constant<int, 64>&, const Policy& pol)
{
BOOST_MATH_STD_USING
using namespace boost::math::constants;
@@ -327,7 +327,7 @@ namespace boost
RealType ii = 1;
unsigned short i = 0;
RealType vi = a * exp( -ah*ah*half<RealType>() ) * one_div_root_two_pi<RealType>();
RealType zi = owens_t_znorm1(ah)/h;
RealType zi = owens_t_znorm1(ah, pol)/h;
RealType val = 0;
while( true )
@@ -349,7 +349,7 @@ namespace boost
} // RealType owens_t_T3(const RealType h, const RealType a, const RealType ah)
template<class RealType, class Policy>
inline RealType owens_t_T3(const RealType h, const RealType a, const RealType ah, const Policy&)
inline RealType owens_t_T3(const RealType h, const RealType a, const RealType ah, const Policy& pol)
{
typedef typename policies::precision<RealType, Policy>::type precision_type;
typedef boost::integral_constant<int,
@@ -357,7 +357,7 @@ namespace boost
precision_type::value <= 53 ? 53 : 64
> tag_type;
return owens_t_T3_imp(h, a, ah, tag_type());
return owens_t_T3_imp(h, a, ah, tag_type(), pol);
}
// compute the value of Owen's T function with method T4 from the reference paper
@@ -521,13 +521,13 @@ namespace boost
// compute the value of Owen's T function with method T6 from the reference paper
template<typename RealType>
inline RealType owens_t_T6(const RealType h, const RealType a)
template<typename RealType, class Policy>
inline RealType owens_t_T6(const RealType h, const RealType a, const Policy& pol)
{
BOOST_MATH_STD_USING
using namespace boost::math::constants;
const RealType normh = owens_t_znorm2( h );
const RealType normh = owens_t_znorm2(h, pol);
const RealType y = static_cast<RealType>(1) - a;
const RealType r = atan2(y, static_cast<RealType>(1 + a) );
@@ -621,7 +621,7 @@ namespace boost
}
template<typename RealType, class Policy>
inline RealType owens_t_T2(const RealType h, const RealType a, const unsigned short m, const RealType ah, const Policy&, const boost::true_type&)
inline RealType owens_t_T2(const RealType h, const RealType a, const unsigned short m, const RealType ah, const Policy& pol, const boost::true_type&)
{
BOOST_MATH_STD_USING
using namespace boost::math::constants;
@@ -634,7 +634,7 @@ namespace boost
unsigned short ii = 1;
RealType val = 0;
RealType vi = a * exp( -ah*ah*half<RealType>() ) / root_two_pi<RealType>();
RealType z = owens_t_znorm1(ah)/h;
RealType z = owens_t_znorm1(ah, pol)/h;
RealType last_z = fabs(z);
RealType lim = policies::get_epsilon<RealType, Policy>();
@@ -660,7 +660,7 @@ namespace boost
} // RealType owens_t_T2(const RealType h, const RealType a, const unsigned short m, const RealType ah)
template<typename RealType, class Policy>
inline std::pair<RealType, RealType> owens_t_T2_accelerated(const RealType h, const RealType a, const RealType ah, const Policy&)
inline std::pair<RealType, RealType> owens_t_T2_accelerated(const RealType h, const RealType a, const RealType ah, const Policy& pol)
{
//
// This is the same series as T2, but with acceleration applied.
@@ -678,7 +678,7 @@ namespace boost
unsigned short ii = 1;
RealType val = 0;
RealType vi = a * exp( -ah*ah*half<RealType>() ) / root_two_pi<RealType>();
RealType z = boost::math::detail::owens_t_znorm1(ah)/h;
RealType z = boost::math::detail::owens_t_znorm1(ah, pol)/h;
RealType last_z = fabs(z);
//
@@ -794,11 +794,11 @@ namespace boost
}
if(a == 1)
{
return owens_t_znorm2(RealType(-h)) * owens_t_znorm2(h) / 2;
return owens_t_znorm2(RealType(-h), pol) * owens_t_znorm2(h, pol) / 2;
}
if(a >= tools::max_value<RealType>())
{
return owens_t_znorm2(RealType(fabs(h)));
return owens_t_znorm2(RealType(fabs(h)), pol);
}
RealType val = 0; // avoid compiler warnings, 0 will be overwritten in any case
const unsigned short icode = owens_t_compute_code(h, a);
@@ -826,7 +826,7 @@ namespace boost
val = owens_t_T5(h,a, pol);
break;
case 6: // T6
val = owens_t_T6(h,a);
val = owens_t_T6(h,a, pol);
break;
default:
BOOST_THROW_EXCEPTION(std::logic_error("selection routine in Owen's T function failed"));
@@ -853,11 +853,11 @@ namespace boost
}
if(a == 1)
{
return owens_t_znorm2(RealType(-h)) * owens_t_znorm2(h) / 2;
return owens_t_znorm2(RealType(-h), pol) * owens_t_znorm2(h, pol) / 2;
}
if(a >= tools::max_value<RealType>())
{
return owens_t_znorm2(RealType(fabs(h)));
return owens_t_znorm2(RealType(fabs(h)), pol);
}
// Attempt arbitrary precision code, this will throw if it goes wrong:
typedef typename boost::math::policies::normalise<Policy, boost::math::policies::evaluation_error<> >::type forwarding_policy;
@@ -1003,15 +1003,15 @@ namespace boost
{
if( h <= 0.67 )
{
const RealType normh = owens_t_znorm1(h);
const RealType normah = owens_t_znorm1(fabs_ah);
const RealType normh = owens_t_znorm1(h, pol);
const RealType normah = owens_t_znorm1(fabs_ah, pol);
val = static_cast<RealType>(1)/static_cast<RealType>(4) - normh*normah -
owens_t_dispatch(fabs_ah, static_cast<RealType>(1 / fabs_a), h, pol);
} // if( h <= 0.67 )
else
{
const RealType normh = detail::owens_t_znorm2(h);
const RealType normah = detail::owens_t_znorm2(fabs_ah);
const RealType normh = detail::owens_t_znorm2(h, pol);
const RealType normah = detail::owens_t_znorm2(fabs_ah, pol);
val = constants::half<RealType>()*(normh+normah) - normh*normah -
owens_t_dispatch(fabs_ah, static_cast<RealType>(1 / fabs_a), h, pol);
} // else [if( h <= 0.67 )]

10
test/owens_t_T7.hpp
View File

@@ -151,7 +151,7 @@ namespace boost
// compute Owen's T function, T(h,a), for arbitrary values of h and a
template<typename RealType, class Policy>
inline RealType owens_t_T7(RealType h, RealType a, const Policy&)
inline RealType owens_t_T7(RealType h, RealType a, const Policy& pol)
{
BOOST_MATH_STD_USING
// exploit that T(-h,a) == T(h,a)
@@ -174,15 +174,15 @@ namespace boost
{
if( h <= 0.67 )
{
const RealType normh = owens_t_znorm1(h);
const RealType normah = owens_t_znorm1(fabs_ah);
const RealType normh = owens_t_znorm1(h, pol);
const RealType normah = owens_t_znorm1(fabs_ah, pol);
val = static_cast<RealType>(1)/static_cast<RealType>(4) - normh*normah -
compute_owens_t_T7(fabs_ah, static_cast<RealType>(1 / fabs_a));
} // if( h <= 0.67 )
else
{
const RealType normh = owens_t_znorm2(h);
const RealType normah = owens_t_znorm2(fabs_ah);
const RealType normh = owens_t_znorm2(h, pol);
const RealType normah = owens_t_znorm2(fabs_ah, pol);
val = constants::half<RealType>()*(normh+normah) - normh*normah -
compute_owens_t_T7(fabs_ah, static_cast<RealType>(1 / fabs_a));
} // else [if( h <= 0.67 )]