// Copyright (c) 2006 John Maddock // 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_MATH_THROW_ON_DOMAIN_ERROR #define BOOST_MATH_THROW_ON_OVERFLOW_ERROR #include #include #include #include #include #include #include #include #include #include #include #include #include "handle_test_result.hpp" // // DESCRIPTION: // ~~~~~~~~~~~~ // // This file tests the Carlson Elliptic Integrals. // There are two sets of tests, spot // tests which compare our results with the published test values, // in Numerical Computation of Real or Complex Elliptic Integrals, // B. C. Carlson: http://arxiv.org/abs/math.CA/9409227 // However, the bulk of the accuracy tests // use values generated with NTL::RR at 1000-bit precision // and our generic versions of these functions. // // 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::tools::digits() == boost::math::tools::digits()) { largest_type = "(long\\s+)?double"; } else { largest_type = "long double"; } #else largest_type = "(long\\s+)?double"; #endif // // real long doubles: // if(boost::math::tools::digits() > 53) { add_expected_result( ".*", // compiler ".*", // stdlib BOOST_PLATFORM, // platform largest_type, // test type(s) ".*RJ.*", // test data group ".*", 1000, 50); // test function add_expected_result( ".*", // compiler ".*", // stdlib BOOST_PLATFORM, // platform "real_concept", // test type(s) ".*RJ.*", // test data group ".*", 1000, 50); // test function } // // Catch all cases come last: // add_expected_result( ".*", // compiler ".*", // stdlib ".*", // platform largest_type, // test type(s) ".*RJ.*", // test data group ".*", 180, 50); // test function add_expected_result( ".*", // compiler ".*", // stdlib ".*", // platform "real_concept", // test type(s) ".*RJ.*", // test data group ".*", 180, 50); // test function add_expected_result( ".*", // compiler ".*", // stdlib ".*", // platform largest_type, // test type(s) ".*", // test data group ".*", 15, 8); // test function add_expected_result( ".*", // compiler ".*", // stdlib ".*", // platform "real_concept", // test type(s) ".*", // test data group ".*", 15, 8); // 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 do_test_ellint_rf(T& data, const char* type_name, const char* test) { typedef typename T::value_type row_type; typedef typename row_type::value_type value_type; std::cout << "Testing: " << test << std::endl; value_type (*fp)(value_type, value_type, value_type) = boost::math::ellint_rf; boost::math::tools::test_result result; result = boost::math::tools::test( data, boost::lambda::bind(fp, boost::lambda::ret(boost::lambda::_1[0]), boost::lambda::ret(boost::lambda::_1[1]), boost::lambda::ret(boost::lambda::_1[2])), boost::lambda::ret(boost::lambda::_1[3])); handle_test_result(result, data[result.worst()], result.worst(), type_name, "boost::math::ellint_rf", test); std::cout << std::endl; } template void do_test_ellint_rc(T& data, const char* type_name, const char* test) { typedef typename T::value_type row_type; typedef typename row_type::value_type value_type; std::cout << "Testing: " << test << std::endl; value_type (*fp)(value_type, value_type) = boost::math::ellint_rc; boost::math::tools::test_result result; result = boost::math::tools::test( data, boost::lambda::bind(fp, boost::lambda::ret(boost::lambda::_1[0]), boost::lambda::ret(boost::lambda::_1[1])), boost::lambda::ret(boost::lambda::_1[2])); handle_test_result(result, data[result.worst()], result.worst(), type_name, "boost::math::ellint_rc", test); std::cout << std::endl; } template void do_test_ellint_rj(T& data, const char* type_name, const char* test) { typedef typename T::value_type row_type; typedef typename row_type::value_type value_type; std::cout << "Testing: " << test << std::endl; value_type (*fp)(value_type, value_type, value_type, value_type) = boost::math::ellint_rj; boost::math::tools::test_result result; result = boost::math::tools::test( data, boost::lambda::bind(fp, boost::lambda::ret(boost::lambda::_1[0]), boost::lambda::ret(boost::lambda::_1[1]), boost::lambda::ret(boost::lambda::_1[2]), boost::lambda::ret(boost::lambda::_1[3])), boost::lambda::ret(boost::lambda::_1[4])); handle_test_result(result, data[result.worst()], result.worst(), type_name, "boost::math::ellint_rf", test); std::cout << std::endl; } template void do_test_ellint_rd(T& data, const char* type_name, const char* test) { typedef typename T::value_type row_type; typedef typename row_type::value_type value_type; std::cout << "Testing: " << test << std::endl; value_type (*fp)(value_type, value_type, value_type) = boost::math::ellint_rd; boost::math::tools::test_result result; result = boost::math::tools::test( data, boost::lambda::bind(fp, boost::lambda::ret(boost::lambda::_1[0]), boost::lambda::ret(boost::lambda::_1[1]), boost::lambda::ret(boost::lambda::_1[2])), boost::lambda::ret(boost::lambda::_1[3])); handle_test_result(result, data[result.worst()], result.worst(), type_name, "boost::math::ellint_rd", test); std::cout << std::endl; } template void test_spots(T, const char* type_name) { using namespace boost::math; using namespace std; // Spot values from Numerical Computation of Real or Complex // Elliptic Integrals, B. C. Carlson: http://arxiv.org/abs/math.CA/9409227 // RF: T tolerance = (std::max)(T(1e-13f), tools::epsilon() * 5) * 100; // Note 5eps expressed as a persentage!!! T eps2 = 2 * tools::epsilon(); BOOST_CHECK_CLOSE(ellint_rf(T(1), T(2), T(0)), T(1.3110287771461), tolerance); BOOST_CHECK_CLOSE(ellint_rf(T(0.5), T(1), T(0)), T(1.8540746773014), tolerance); BOOST_CHECK_CLOSE(ellint_rf(T(2), T(3), T(4)), T(0.58408284167715), tolerance); // RC: BOOST_CHECK_CLOSE_FRACTION(ellint_rc(T(0), T(1)/4), boost::math::constants::pi(), eps2); BOOST_CHECK_CLOSE_FRACTION(ellint_rc(T(9)/4, T(2)), log(T(2)), eps2); BOOST_CHECK_CLOSE_FRACTION(ellint_rc(T(1)/4, T(-2)), log(T(2))/3, eps2); // RJ: BOOST_CHECK_CLOSE(ellint_rj(T(0), T(1), T(2), T(3)), T(0.77688623778582), tolerance); BOOST_CHECK_CLOSE(ellint_rj(T(2), T(3), T(4), T(5)), T(0.14297579667157), tolerance); BOOST_CHECK_CLOSE(ellint_rj(T(2), T(3), T(4), T(-0.5)), T(0.24723819703052), tolerance); BOOST_CHECK_CLOSE(ellint_rj(T(2), T(3), T(4), T(-5)), T(-0.12711230042964), tolerance); // RD: BOOST_CHECK_CLOSE(ellint_rd(T(0), T(2), T(1)), T(1.7972103521034), tolerance); BOOST_CHECK_CLOSE(ellint_rd(T(2), T(3), T(4)), T(0.16510527294261), tolerance); // Sanity/consistency checks from Numerical Computation of Real or Complex // Elliptic Integrals, B. C. Carlson: http://arxiv.org/abs/math.CA/9409227 std::tr1::mt19937 ran; std::tr1::uniform_real ur(0, 1000); T eps40 = 40 * tools::epsilon(); for(unsigned i = 0; i < 1000; ++i) { T x = ur(ran); T y = ur(ran); T z = ur(ran); T lambda = ur(ran); T mu = x * y / lambda; // RF, eq 49: T s1 = ellint_rf(x+lambda, y+lambda, lambda) + ellint_rf(x + mu, y + mu, mu); T s2 = ellint_rf(x, y, T(0)); BOOST_CHECK_CLOSE_FRACTION(s1, s2, eps40); // RC is degenerate case of RF: s1 = ellint_rc(x, y); s2 = ellint_rf(x, y, y); BOOST_CHECK_CLOSE_FRACTION(s1, s2, eps40); // RC, eq 50 (Note have to assume y = x): T mu2 = x * x / lambda; s1 = ellint_rc(lambda, x+lambda) + ellint_rc(mu2, x + mu2); s2 = ellint_rc(T(0), x); BOOST_CHECK_CLOSE_FRACTION(s1, s2, eps40); /* T p = ????; // no closed form for a, b and p??? s1 = ellint_rj(x+lambda, y+lambda, lambda, p+lambda) + ellint_rj(x+mu, y+mu, mu, p+mu); s2 = ellint_rj(x, y, T(0), p) - 3 * ellint_rc(a, b); */ // RD, eq 53: s1 = ellint_rd(lambda, x+lambda, y+lambda) + ellint_rd(mu, x+mu, y+mu); s2 = ellint_rd(T(0), x, y) - 3 / (y * sqrt(x+y+lambda+mu)); BOOST_CHECK_CLOSE_FRACTION(s1, s2, eps40); // RD is degenerate case of RJ: s1 = ellint_rd(x, y, z); s2 = ellint_rj(x, y, z, z); BOOST_CHECK_CLOSE_FRACTION(s1, s2, eps40); } // // Now random spot values: // #include "ellint_rf_data.ipp" do_test_ellint_rf(ellint_rf_data, type_name, "RF: Random data"); #include "ellint_rc_data.ipp" do_test_ellint_rc(ellint_rc_data, type_name, "RC: Random data"); #include "ellint_rj_data.ipp" do_test_ellint_rj(ellint_rj_data, type_name, "RJ: Random data"); #include "ellint_rd_data.ipp" do_test_ellint_rd(ellint_rd_data, type_name, "RD: Random data"); } int test_main(int, char* []) { expected_results(); test_spots(0.0F, "float"); test_spots(0.0, "double"); #ifndef BOOST_MATH_NO_LONG_DOUBLE_MATH_FUNCTIONS test_spots(0.0L, "long double"); test_spots(boost::math::concepts::real_concept(0), "real_concept"); #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; }