// (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 #include #include #include #include #include #include #include #include #include #include #include "test_beta_hooks.hpp" #include "handle_test_result.hpp" // // DESCRIPTION: // ~~~~~~~~~~~~ // // This file tests the incomplete beta functions beta, // betac, ibeta and ibetac. There are two sets of tests, spot // tests which compare our results with selected values computed // using the online special function calculator at // functions.wolfram.com, while 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 // // Linux - results depend quite a bit on the // processor type, and how good the std::pow // function is for that processor. // add_expected_result( "[^|]*", // compiler "[^|]*", // stdlib "linux", // platform largest_type, // test type(s) "(?i).*small.*", // test data group ".*", 350, 100); // test function add_expected_result( "[^|]*", // compiler "[^|]*", // stdlib "linux", // platform largest_type, // test type(s) "(?i).*medium.*", // test data group ".*", 300, 80); // test function // // deficiencies in pow function really kick in here for // large arguments. Note also that the tests here get // *very* extreme due to the increased exponent range // of 80-bit long doubles. // add_expected_result( "[^|]*", // compiler "[^|]*", // stdlib "linux", // platform "double", // test type(s) "(?i).*large.*", // test data group ".*", 40, 20); // test function add_expected_result( "[^|]*", // compiler "[^|]*", // stdlib "linux", // platform largest_type, // test type(s) "(?i).*large.*", // test data group ".*", 200000, 10000); // test function add_expected_result( "[^|]*", // compiler "[^|]*", // stdlib "linux", // platform "real_concept", // test type(s) "(?i).*medium.*", // test data group ".*", 350, 100); // test function // // HP-UX: // // Large value tests include some with *very* extreme // results, thanks to the large exponent range of // 128-bit long doubles. // add_expected_result( "[^|]*", // compiler "[^|]*", // stdlib "HP-UX", // platform largest_type, // test type(s) "(?i).*large.*", // test data group ".*", 200000, 10000); // test function // // Catch all cases come last: // add_expected_result( "[^|]*", // compiler "[^|]*", // stdlib "[^|]*", // platform largest_type, // test type(s) "(?i).*small.*", // test data group ".*", 40, 10); // test function add_expected_result( "[^|]*", // compiler "[^|]*", // stdlib "[^|]*", // platform largest_type, // test type(s) "(?i).*medium.*", // test data group ".*", 150, 50); // test function add_expected_result( "[^|]*", // compiler "[^|]*", // stdlib "[^|]*", // platform largest_type, // test type(s) "(?i).*large.*", // test data group ".*", 5000, 500); // test function add_expected_result( "[^|]*", // compiler "[^|]*", // stdlib "[^|]*", // platform "real_concept", // test type(s) "(?i).*small.*", // test data group ".*", 40, 15); // test function add_expected_result( "[^|]*", // compiler "[^|]*", // stdlib "[^|]*", // platform "real_concept", // test type(s) "(?i).*medium.*", // test data group ".*", 100, 50); // test function add_expected_result( "[^|]*", // compiler "[^|]*", // stdlib "[^|]*", // platform "real_concept", // test type(s) "(?i).*large.*", // test data group ".*", 200000, 50000); // test function // catch all default is 2eps for all types: add_expected_result( "[^|]*", // compiler "[^|]*", // stdlib "[^|]*", // platform "[^|]*", // test type(s) "[^|]*", // test data group ".*", 2, 2); // 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_beta(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); pg funcp = boost::math::beta; boost::math::tools::test_result result; std::cout << "Testing " << test_name << " with type " << type_name << "\n~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~\n"; // // test beta against data: // result = boost::math::tools::test( data, boost::lambda::bind(funcp, 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::beta", test_name); funcp = boost::math::betac; result = boost::math::tools::test( data, boost::lambda::bind(funcp, 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[4])); handle_test_result(result, data[result.worst()], result.worst(), type_name, "boost::math::betac", test_name); funcp = boost::math::ibeta; result = boost::math::tools::test( data, boost::lambda::bind(funcp, 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[5])); handle_test_result(result, data[result.worst()], result.worst(), type_name, "boost::math::ibeta", test_name); funcp = boost::math::ibetac; result = boost::math::tools::test( data, boost::lambda::bind(funcp, 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[6])); handle_test_result(result, data[result.worst()], result.worst(), type_name, "boost::math::ibetac", test_name); #ifdef TEST_OTHER if(::boost::is_floating_point::value){ funcp = other::ibeta; result = boost::math::tools::test( data, boost::lambda::bind(funcp, 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[5])); print_test_result(result, data[result.worst()], result.worst(), type_name, "other::ibeta"); } #endif std::cout << std::endl; } 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): // # include "ibeta_small_data.ipp" do_test_beta(ibeta_small_data, name, "Incomplete Beta Function: Small Values"); # include "ibeta_data.ipp" do_test_beta(ibeta_data, name, "Incomplete Beta Function: Medium Values"); # include "ibeta_large_data.ipp" do_test_beta(ibeta_large_data, name, "Incomplete Beta Function: Large and Diverse Values"); } template void test_spots(T) { // // basic sanity checks, tolerance is 30 epsilon expressed as a percentage: // T tolerance = boost::math::tools::epsilon() * 3000; BOOST_CHECK_CLOSE( ::boost::math::ibeta( static_cast(159) / 10000, //(0.015964560210704803L), static_cast(1184) / 1000000000L,//(1.1846856068586931e-005L), static_cast(6917) / 10000),//(0.69176378846168518L)), static_cast(0.000075393541456247525676062058821484095548666733251733L), tolerance); BOOST_CHECK_CLOSE( ::boost::math::ibeta( static_cast(4243) / 100,//(42.434902191162109L), static_cast(3001) / 10000, //(0.30012050271034241L), static_cast(9157) / 10000), //(0.91574394702911377L)), static_cast(0.0028387319012616013434124297160711532419664289474798L), tolerance); BOOST_CHECK_CLOSE( ::boost::math::ibeta( static_cast(9713) / 1000, //(9.7131776809692383L), static_cast(9940) / 100, //(99.406852722167969L), static_cast(8391) / 100000), //(0.083912998437881470L)), static_cast(0.46116895440368248909937863372410093344466819447476L), tolerance); BOOST_CHECK_CLOSE( ::boost::math::ibeta( static_cast(72.5), static_cast(1.125), static_cast(0.75)), static_cast(1.3423066982487051710597194786268004978931316494920e-9L), tolerance*3); // extra tolerance needed on linux X86EM64 BOOST_CHECK_CLOSE( ::boost::math::ibeta( static_cast(4985)/1000, //(4.9854421615600586L), static_cast(1066)/1000, //(1.0665277242660522L), static_cast(7599)/10000), //(0.75997146964073181L)), static_cast(0.27533431334486812211032939156910472371928659321347L), tolerance); BOOST_CHECK_CLOSE( ::boost::math::ibeta( static_cast(6813)/1000, //(6.8127136230468750L), static_cast(1056)/1000, //(1.0562920570373535L), static_cast(1741)/10000), //(0.17416560649871826L)), static_cast(7.6736128722762245852815040810349072461658078840945e-6L), tolerance); BOOST_CHECK_CLOSE( ::boost::math::ibeta( static_cast(4898)/10000, //(0.48983201384544373L), static_cast(2251)/10000, //(0.22512593865394592L), static_cast(2003)/10000), //(0.20032680034637451L)), static_cast(0.17089223868046209692215231702890838878342349377008L), tolerance); BOOST_CHECK_CLOSE( ::boost::math::ibeta( static_cast(4049)/1000, //(4.0498137474060059L), static_cast(1540)/10000, //(0.15403440594673157L), static_cast(6537)/10000), //(0.65370121598243713L)), static_cast(0.017273988301528087878279199511703371301647583919670L), tolerance); BOOST_CHECK_CLOSE( ::boost::math::ibeta( static_cast(7269)/1000, //(7.2695474624633789L), static_cast(1190)/10000, //(0.11902070045471191L), static_cast(8003)/10000), //(0.80036874115467072L)), static_cast(0.013334694467796052900138431733772122625376753696347L), tolerance); BOOST_CHECK_CLOSE( ::boost::math::ibeta( static_cast(2726)/1000, //(2.7266697883605957L), static_cast(1151)/100000, //(0.011510574258863926L), static_cast(8665)/100000), //(0.086654007434844971L)), static_cast(5.8218877068298586420691288375690562915515260230173e-6L), tolerance); BOOST_CHECK_CLOSE( ::boost::math::ibeta( static_cast(3431)/10000, //(0.34317314624786377L), static_cast(4634)/100000, //0.046342257410287857L), static_cast(7582)/10000), //(0.75823287665843964L)), static_cast(0.15132819929418661038699397753916091907278005695387L), tolerance); BOOST_CHECK_CLOSE( ::boost::math::ibeta( static_cast(0.34317314624786377L), static_cast(0.046342257410287857L), static_cast(0)), static_cast(0), tolerance); BOOST_CHECK_CLOSE( ::boost::math::ibetac( static_cast(0.34317314624786377L), static_cast(0.046342257410287857L), static_cast(0)), static_cast(1), tolerance); BOOST_CHECK_CLOSE( ::boost::math::ibeta( static_cast(0.34317314624786377L), static_cast(0.046342257410287857L), static_cast(1)), static_cast(1), tolerance); BOOST_CHECK_CLOSE( ::boost::math::ibetac( static_cast(0.34317314624786377L), static_cast(0.046342257410287857L), static_cast(1)), static_cast(0), tolerance); BOOST_CHECK_CLOSE( ::boost::math::ibeta( static_cast(1), static_cast(4634)/100000, //(0.046342257410287857L), static_cast(32)/100), static_cast(0.017712849440718489999419956301675684844663359595318L), tolerance); BOOST_CHECK_CLOSE( ::boost::math::ibeta( static_cast(4634)/100000, //(0.046342257410287857L), static_cast(1), static_cast(32)/100), static_cast(0.94856839398626914764591440181367780660208493234722L), tolerance); // very naive check on derivative: using namespace std; // For ADL of std functions tolerance = boost::math::tools::epsilon() * 10000; // 100 eps BOOST_CHECK_CLOSE( ::boost::math::ibeta_derivative( static_cast(2), static_cast(3), static_cast(0.5)), pow(static_cast(0.5), static_cast(2)) * pow(static_cast(0.5), static_cast(1)) / boost::math::beta(static_cast(2), static_cast(3)), tolerance); } int test_main(int, char* []) { expected_results(); #ifdef TEST_GSL gsl_set_error_handler_off(); #endif test_spots(0.0F); test_spots(0.0); #ifndef BOOST_MATH_NO_LONG_DOUBLE_MATH_FUNCTIONS test_spots(0.0L); test_spots(boost::math::concepts::real_concept(0.1)); #endif test_beta(0.1F, "float"); test_beta(0.1, "double"); #ifndef BOOST_MATH_NO_LONG_DOUBLE_MATH_FUNCTIONS test_beta(0.1L, "long double"); test_beta(boost::math::concepts::real_concept(0.1), "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; }