// (C) Copyright Matt Borland and Nick Thompson 2022. // 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) #include "math_unit_test.hpp" #include #include #include #include #include template void test() { using boost::math::logsumexp; using std::log; using std::exp; // Spot check 2 values // Also validate that 2 values does not attempt to instantiate the iterator version // https://numpy.org/doc/stable/reference/generated/numpy.logaddexp.html // Calculated at higher precision using wolfram alpha Real x1 = 1e-50l; Real x2 = 2.5e-50l; Real spot1 = static_cast(exp(x1)); Real spot2 = static_cast(exp(x2)); Real spot12 = logsumexp(x1, x2); CHECK_ULP_CLOSE(log(spot1 + spot2), spot12, 1); // Spot check 3 values and compare result of each different interface Real x3 = 5e-50l; Real spot3 = static_cast(exp(x3)); std::vector x_vals {x1, x2, x3}; Real spot123 = logsumexp(x1, x2, x3); Real spot123_container = logsumexp(x_vals); Real spot123_iter = logsumexp(x_vals.begin(), x_vals.end()); CHECK_EQUAL(spot123, spot123_container); CHECK_EQUAL(spot123_container, spot123_iter); CHECK_ULP_CLOSE(log(spot1 + spot2 + spot3), spot123, 1); // Spot check 4 values with repeated largest value Real x4 = x3; Real spot4 = spot3; Real spot1234 = logsumexp(x1, x2, x3, x4); x_vals.emplace_back(x4); Real spot1234_container = logsumexp(x_vals); CHECK_EQUAL(spot1234, spot1234_container); CHECK_ULP_CLOSE(log(spot1 + spot2 + spot3 + spot4), spot1234, 1); // Check with a value of vastly different order of magnitude Real x5 = 1.0l; Real spot5 = static_cast(exp(x5)); x_vals.emplace_back(x5); Real spot12345 = logsumexp(x_vals); CHECK_ULP_CLOSE(log(spot1 + spot2 + spot3 + spot4 + spot5), spot12345, 1); } // The naive method of computation should overflow: template void test_overflow() { using boost::math::logsumexp; using std::exp; using std::log; Real x = ((std::numeric_limits::max)()/2); Real naive_result = log(exp(x) + exp(x)); CHECK_EQUAL(std::isfinite(naive_result), false); Real result = logsumexp(x, x); CHECK_EQUAL(std::isfinite(result), true); CHECK_ULP_CLOSE(result, x + boost::math::constants::ln_two(), 1); } template void test_random() { using std::exp; using std::log; using boost::math::logsumexp; using boost::math::generate_random_vector; std::vector test_values = generate_random_vector(128, 0, Real(1e-50l), Real(1e-40l)); Real naive_exp_sum = 0; for(const auto& val : test_values) { naive_exp_sum += exp(val); } CHECK_ULP_CLOSE(log(naive_exp_sum), logsumexp(test_values), 1); } int main (void) { test(); test(); test(); test_overflow(); test_overflow(); test_overflow(); test_random(); test_random(); test_random(); return boost::math::test::report_errors(); }