// (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) #include #define BOOST_MATH_OVERFLOW_ERROR_POLICY ignore_error #include #include #include #include #include #include #include #include #include #include "functor.hpp" #ifdef TEST_GSL #include #include #endif #include "handle_test_result.hpp" #if !defined(TEST_FLOAT) && !defined(TEST_DOUBLE) && !defined(TEST_LDOUBLE) && !defined(TEST_REAL_CONCEPT) # define TEST_FLOAT # define TEST_DOUBLE # define TEST_LDOUBLE # define TEST_REAL_CONCEPT #endif // // DESCRIPTION: // ~~~~~~~~~~~~ // // This file tests the incomplete beta function inverses // ibeta_inva and ibetac_inva. There are three sets of tests: // 1) TODO!!!! Accuracy tests use values generated with NTL::RR at // 1000-bit precision and our generic versions of these functions. // 2) Round trip sanity checks, use the test data for the forward // functions, and verify that we can get (approximately) back // where we started. // // Note that when this file is first run on a new platform many of // these tests will fail: the default accuracy is 1 epsilon which // is too tight for most platforms. In this situation you will // need to cast a human eye over the error rates reported and make // a judgement as to whether they are acceptable. Either way please // report the results to the Boost mailing list. Acceptable rates of // error are marked up below as a series of regular expressions that // identify the compiler/stdlib/platform/data-type/test-data/test-function // along with the maximum expected peek and RMS mean errors for that // test. // void expected_results() { // // Define the max and mean errors expected for // various compilers and platforms. // const char* largest_type; #ifndef BOOST_MATH_NO_LONG_DOUBLE_MATH_FUNCTIONS if(boost::math::policies::digits >() == boost::math::policies::digits >()) { largest_type = "(long\\s+)?double"; } else { largest_type = "long double"; } #else largest_type = "(long\\s+)?double"; #endif // // Linux: // add_expected_result( ".*", // compiler ".*", // stdlib "linux", // platform largest_type, // test type(s) ".*", // test data group ".*", 3000, 500); // test function // // Catch all cases come last: // add_expected_result( ".*", // compiler ".*", // stdlib ".*", // platform largest_type, // test type(s) ".*", // test data group ".*", 500, 500); // test function add_expected_result( ".*", // compiler ".*", // stdlib ".*", // platform "float|double", // test type(s) ".*", // test data group ".*", 5, 3); // test function add_expected_result( ".*", // compiler ".*", // stdlib ".*", // platform "real_concept", // test type(s) ".*", // test data group ".*", 1000000, 500000); // test function // // Finish off by printing out the compiler/stdlib/platform names, // we do this to make it easier to mark up expected error rates. // std::cout << "Tests run with " << BOOST_COMPILER << ", " << BOOST_STDLIB << ", " << BOOST_PLATFORM << std::endl; } template void test_inverses(const T& data) { using namespace std; typedef typename T::value_type row_type; typedef typename row_type::value_type value_type; value_type precision = static_cast(ldexp(1.0, 1-boost::math::policies::digits >()/2)) * 100; if(boost::math::policies::digits >() < 50) precision = 1; // 1% or two decimal digits, all we can hope for when the input is truncated for(unsigned i = 0; i < data.size(); ++i) { // // These inverse tests are thrown off if the output of the // incomplete beta is too close to 1: basically there is insuffient // information left in the value we're using as input to the inverse // to be able to get back to the original value. // if(data[i][5] == 0) { BOOST_CHECK_EQUAL(boost::math::ibeta_inva(data[i][1], data[i][2], data[i][5]), boost::math::tools::max_value()); BOOST_CHECK_EQUAL(boost::math::ibeta_invb(data[i][0], data[i][2], data[i][5]), boost::math::tools::min_value()); } else if((1 - data[i][5] > 0.001) && (fabs(data[i][5]) > 2 * boost::math::tools::min_value()) && (fabs(data[i][5]) > 2 * boost::math::tools::min_value())) { value_type inv = boost::math::ibeta_inva(data[i][1], data[i][2], data[i][5]); BOOST_CHECK_CLOSE(data[i][0], inv, precision); inv = boost::math::ibeta_invb(data[i][0], data[i][2], data[i][5]); BOOST_CHECK_CLOSE(data[i][1], inv, precision); } else if(1 == data[i][5]) { BOOST_CHECK_EQUAL(boost::math::ibeta_inva(data[i][1], data[i][2], data[i][5]), boost::math::tools::min_value()); BOOST_CHECK_EQUAL(boost::math::ibeta_invb(data[i][0], data[i][2], data[i][5]), boost::math::tools::max_value()); } if(data[i][6] == 0) { BOOST_CHECK_EQUAL(boost::math::ibetac_inva(data[i][1], data[i][2], data[i][6]), boost::math::tools::min_value()); BOOST_CHECK_EQUAL(boost::math::ibetac_invb(data[i][0], data[i][2], data[i][6]), boost::math::tools::max_value()); } else if((1 - data[i][6] > 0.001) && (fabs(data[i][6]) > 2 * boost::math::tools::min_value()) && (fabs(data[i][6]) > 2 * boost::math::tools::min_value())) { value_type inv = boost::math::ibetac_inva(data[i][1], data[i][2], data[i][6]); BOOST_CHECK_CLOSE(data[i][0], inv, precision); inv = boost::math::ibetac_invb(data[i][0], data[i][2], data[i][6]); BOOST_CHECK_CLOSE(data[i][1], inv, precision); } else if(data[i][6] == 1) { BOOST_CHECK_EQUAL(boost::math::ibetac_inva(data[i][1], data[i][2], data[i][6]), boost::math::tools::max_value()); BOOST_CHECK_EQUAL(boost::math::ibetac_invb(data[i][0], data[i][2], data[i][6]), boost::math::tools::min_value()); } } } template void test_inverses2(const T& data, const char* type_name, const char* test_name) { typedef typename T::value_type row_type; typedef typename row_type::value_type value_type; typedef value_type (*pg)(value_type, value_type, value_type); #if defined(BOOST_MATH_NO_DEDUCED_FUNCTION_POINTERS) pg funcp = boost::math::ibeta_inva; #else pg funcp = boost::math::ibeta_inva; #endif boost::math::tools::test_result result; std::cout << "Testing " << test_name << " with type " << type_name << "\n~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~\n"; // // test ibeta_inva(T, T, T) against data: // result = boost::math::tools::test( data, bind_func(funcp, 0, 1, 2), extract_result(3)); handle_test_result(result, data[result.worst()], result.worst(), type_name, "boost::math::ibeta_inva", test_name); // // test ibetac_inva(T, T, T) against data: // #if defined(BOOST_MATH_NO_DEDUCED_FUNCTION_POINTERS) funcp = boost::math::ibetac_inva; #else funcp = boost::math::ibetac_inva; #endif result = boost::math::tools::test( data, bind_func(funcp, 0, 1, 2), extract_result(4)); handle_test_result(result, data[result.worst()], result.worst(), type_name, "boost::math::ibetac_inva", test_name); // // test ibeta_invb(T, T, T) against data: // #if defined(BOOST_MATH_NO_DEDUCED_FUNCTION_POINTERS) funcp = boost::math::ibeta_invb; #else funcp = boost::math::ibeta_invb; #endif result = boost::math::tools::test( data, bind_func(funcp, 0, 1, 2), extract_result(5)); handle_test_result(result, data[result.worst()], result.worst(), type_name, "boost::math::ibeta_invb", test_name); // // test ibetac_invb(T, T, T) against data: // #if defined(BOOST_MATH_NO_DEDUCED_FUNCTION_POINTERS) funcp = boost::math::ibetac_invb; #else funcp = boost::math::ibetac_invb; #endif result = boost::math::tools::test( data, bind_func(funcp, 0, 1, 2), extract_result(6)); handle_test_result(result, data[result.worst()], result.worst(), type_name, "boost::math::ibetac_invb", test_name); } template void test_beta(T, const char* name) { // // The actual test data is rather verbose, so it's in a separate file // // The contents are as follows, each row of data contains // five items, input value a, input value b, integration limits x, beta(a, b, x) and ibeta(a, b, x): // std::cout << "Running sanity checks for type " << name << std::endl; #if !defined(TEST_DATA) || (TEST_DATA == 1) # include "ibeta_small_data.ipp" test_inverses(ibeta_small_data); #endif #if !defined(TEST_DATA) || (TEST_DATA == 2) # include "ibeta_data.ipp" test_inverses(ibeta_data); #endif #if !defined(TEST_DATA) || (TEST_DATA == 3) # include "ibeta_large_data.ipp" test_inverses(ibeta_large_data); #endif #if !defined(TEST_REAL_CONCEPT) || defined(FULL_TEST) #ifndef FULL_TEST if(boost::is_floating_point::value){ #endif // // This accuracy test is normally only enabled for "real" // floating point types and not for class real_concept. // The reason is that these tests are exceptionally slow // to complete when T doesn't have Lanczos support defined for it. // # include "ibeta_inva_data.ipp" test_inverses2(ibeta_inva_data, name, "Inverse incomplete beta"); #ifndef FULL_TEST } #endif #endif } int test_main(int, char* []) { expected_results(); #ifdef TEST_GSL gsl_set_error_handler_off(); #endif #ifdef TEST_FLOAT test_beta(0.1F, "float"); #endif #ifdef TEST_DOUBLE test_beta(0.1, "double"); #endif #ifndef BOOST_MATH_NO_LONG_DOUBLE_MATH_FUNCTIONS #ifdef TEST_LDOUBLE test_beta(0.1L, "long double"); #endif #ifndef BOOST_MATH_NO_REAL_CONCEPT_TESTS #ifdef TEST_REAL_CONCEPT test_beta(boost::math::concepts::real_concept(0.1), "real_concept"); #endif #endif #else std::cout << "The long double tests have been disabled on this platform " "either because the long double overloads of the usual math functions are " "not available at all, or because they are too inaccurate for these tests " "to pass." << std::cout; #endif return 0; }