// (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 "functor.hpp" #include "test_gamma_hooks.hpp" #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 gamma function inverses // gamma_p_inv and gamma_q_inv. There are three sets of tests: // 1) Spot tests which compare our results with selected values // computed using the online special function calculator at // functions.wolfram.com, // 2) Accuracy tests use values generated with NTL::RR at // 1000-bit precision and our generic versions of these functions. // 3) 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 // // Large exponent range causes more extreme test cases to be evaluated: // if(std::numeric_limits::max_exponent > std::numeric_limits::max_exponent) { add_expected_result( "[^|]*", // compiler "[^|]*", // stdlib "[^|]*", // platform largest_type, // test type(s) "[^|]*small[^|]*", // test data group "[^|]*", 200000, 10000); // test function add_expected_result( "[^|]*", // compiler "[^|]*", // stdlib "[^|]*", // platform "real_concept", // test type(s) "[^|]*small[^|]*", // test data group "[^|]*", 70000, 8000); // test function } // // These high error rates are seen on on some Linux // architectures: // add_expected_result( "[^|]*", // compiler "[^|]*", // stdlib "linux.*", // platform largest_type, // test type(s) "[^|]*medium[^|]*", // test data group "[^|]*", 350, 5); // test function add_expected_result( "[^|]*", // compiler "[^|]*", // stdlib "linux.*", // platform largest_type, // test type(s) "[^|]*large[^|]*", // test data group "[^|]*", 150, 5); // test function // // Catch all cases come last: // add_expected_result( "[^|]*", // compiler "[^|]*", // stdlib "[^|]*", // platform largest_type, // test type(s) "[^|]*medium[^|]*", // test data group "[^|]*", 20, 5); // test function add_expected_result( "[^|]*", // compiler "[^|]*", // stdlib "[^|]*", // platform largest_type, // test type(s) "[^|]*large[^|]*", // test data group "[^|]*", 5, 2); // test function add_expected_result( "[^|]*", // compiler "[^|]*", // stdlib "[^|]*", // platform largest_type, // test type(s) "[^|]*small[^|]*", // test data group "[^|]*", 2100, 500); // test function add_expected_result( "[^|]*", // compiler "[^|]*", // stdlib "[^|]*", // platform "float|double", // test type(s) "[^|]*small[^|]*", // test data group "boost::math::gamma_p_inv", 500, 60); // test function add_expected_result( "[^|]*", // compiler "[^|]*", // stdlib "[^|]*", // platform "float|double", // test type(s) "[^|]*", // test data group "boost::math::gamma_q_inv", 350, 60); // test function add_expected_result( "[^|]*", // compiler "[^|]*", // stdlib "[^|]*", // platform "float|double", // test type(s) "[^|]*", // test data group "[^|]*", 4, 2); // test function add_expected_result( "[^|]*", // compiler "[^|]*", // stdlib "[^|]*", // platform "real_concept", // test type(s) "[^|]*medium[^|]*", // test data group "[^|]*", 20, 5); // test function add_expected_result( "[^|]*", // compiler "[^|]*", // stdlib "[^|]*", // platform "real_concept", // test type(s) "[^|]*large[^|]*", // test data group "[^|]*", 1000, 500); // test function add_expected_result( "[^|]*", // compiler "[^|]*", // stdlib "[^|]*", // platform "real_concept", // test type(s) "[^|]*small[^|]*", // test data group "[^|]*", 3700, 500); // 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; } #define BOOST_CHECK_CLOSE_EX(a, b, prec, i) \ {\ unsigned int failures = boost::unit_test::results_collector.results( boost::unit_test::framework::current_test_case().p_id ).p_assertions_failed;\ BOOST_CHECK_CLOSE(a, b, prec); \ if(failures != boost::unit_test::results_collector.results( boost::unit_test::framework::current_test_case().p_id ).p_assertions_failed)\ {\ std::cerr << "Failure was at row " << i << std::endl;\ std::cerr << std::setprecision(35); \ std::cerr << "{ " << data[i][0] << " , " << data[i][1] << " , " << data[i][2];\ std::cerr << " , " << data[i][3] << " , " << data[i][4] << " , " << data[i][5] << " } " << std::endl;\ }\ } template void do_test_gamma_2(const T& data, const char* type_name, const char* test_name) { // // test gamma_p_inv(T, T) against data: // using namespace std; typedef typename T::value_type row_type; typedef typename row_type::value_type value_type; std::cout << test_name << " with type " << type_name << std::endl; // // These sanity checks test for a round trip accuracy of one half // of the bits in T, unless T is type float, in which case we check // for just one decimal digit. The problem here is the sensitivity // of the functions, not their accuracy. This test data was generated // for the forward functions, which means that when it is used as // the input to the inverses then it is necessarily inexact. This rounding // of the input is what makes the data unsuitable for use as an accuracy check, // and also demonstrates that you can't in general round-trip these functions. // It is however a useful sanity check. // 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 to float for(unsigned i = 0; i < data.size(); ++i) { // // These inverse tests are thrown off if the output of the // incomplete gamma 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::gamma_p_inv(data[i][0], data[i][5]), value_type(0)); 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::gamma_p_inv(data[i][0], data[i][5]); BOOST_CHECK_CLOSE_EX(data[i][1], inv, precision, i); } else if(1 == data[i][5]) BOOST_CHECK_EQUAL(boost::math::gamma_p_inv(data[i][0], data[i][5]), boost::math::tools::max_value()); else { // not enough bits in our input to get back to x, but we should be in // the same ball park: value_type inv = boost::math::gamma_p_inv(data[i][0], data[i][5]); BOOST_CHECK_CLOSE_EX(data[i][1], inv, 100000, i); } if(data[i][3] == 0) BOOST_CHECK_EQUAL(boost::math::gamma_q_inv(data[i][0], data[i][3]), boost::math::tools::max_value()); else if((1 - data[i][3] > 0.001) && (fabs(data[i][3]) > 2 * boost::math::tools::min_value())) { value_type inv = boost::math::gamma_q_inv(data[i][0], data[i][3]); BOOST_CHECK_CLOSE_EX(data[i][1], inv, precision, i); } else if(1 == data[i][3]) BOOST_CHECK_EQUAL(boost::math::gamma_q_inv(data[i][0], data[i][3]), value_type(0)); else if(fabs(data[i][3]) > 2 * boost::math::tools::min_value()) { // not enough bits in our input to get back to x, but we should be in // the same ball park: value_type inv = boost::math::gamma_q_inv(data[i][0], data[i][3]); BOOST_CHECK_CLOSE_EX(data[i][1], inv, 100, i); } } std::cout << std::endl; } template void do_test_gamma_inv(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); pg funcp = boost::math::gamma_p_inv; boost::math::tools::test_result result; std::cout << "Testing " << test_name << " with type " << type_name << "\n~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~\n"; // // test gamma_p_inv(T, T) against data: // result = boost::math::tools::test( data, bind_func(funcp, 0, 1), extract_result(2)); handle_test_result(result, data[result.worst()], result.worst(), type_name, "boost::math::gamma_p_inv", test_name); // // test gamma_q_inv(T, T) against data: // funcp = boost::math::gamma_q_inv; result = boost::math::tools::test( data, bind_func(funcp, 0, 1), extract_result(3)); handle_test_result(result, data[result.worst()], result.worst(), type_name, "boost::math::gamma_q_inv", test_name); } template void test_gamma(T, const char* name) { // // The actual test data is rather verbose, so it's in a separate file // // First the data for the incomplete gamma function, each // row has the following 6 entries: // Parameter a, parameter z, // Expected tgamma(a, z), Expected gamma_q(a, z) // Expected tgamma_lower(a, z), Expected gamma_p(a, z) // # include "igamma_med_data.ipp" do_test_gamma_2(igamma_med_data, name, "Running round trip sanity checks on incomplete gamma medium sized values"); # include "igamma_small_data.ipp" do_test_gamma_2(igamma_small_data, name, "Running round trip sanity checks on incomplete gamma small values"); # include "igamma_big_data.ipp" do_test_gamma_2(igamma_big_data, name, "Running round trip sanity checks on incomplete gamma large values"); # include "gamma_inv_data.ipp" do_test_gamma_inv(gamma_inv_data, name, "incomplete gamma inverse(a, z) medium values"); # include "gamma_inv_big_data.ipp" do_test_gamma_inv(gamma_inv_big_data, name, "incomplete gamma inverse(a, z) large values"); # include "gamma_inv_small_data.ipp" do_test_gamma_inv(gamma_inv_small_data, name, "incomplete gamma inverse(a, z) small values"); } template void test_spots(T, const char* type_name) { std::cout << "Running spot checks for type " << type_name << std::endl; // // basic sanity checks, tolerance is 100 epsilon expressed as a percentage: // T tolerance = boost::math::tools::epsilon() * 10000; if(tolerance < 1e-25f) tolerance = 1e-25f; // limit of test data? BOOST_CHECK_CLOSE(::boost::math::gamma_q_inv(static_cast(1)/100, static_cast(1.0/128)), static_cast(0.35767144525455121503672919307647515332256996883787L), tolerance); BOOST_CHECK_CLOSE(::boost::math::gamma_q_inv(static_cast(1)/100, static_cast(0.5)), static_cast(4.4655350189103486773248562646452806745879516124613e-31L), tolerance*10); // // We can't test in this region against Mathworld's data as the results produced // by functions.wolfram.com appear to be in error, and do *not* round trip with // their own version of gamma_q. Using our output from the inverse as input to // their version of gamma_q *does* round trip however. It should be pointed out // that the functions in this area are very sensitive with nearly infinite // first derivatives, it's also questionable how useful these functions are // in this part of the domain. // //BOOST_CHECK_CLOSE(::boost::math::gamma_q_inv(static_cast(1e-2), static_cast(1.0-1.0/128)), static_cast(3.8106736649978161389878528903698068142257930575497e-181L), tolerance); // BOOST_CHECK_CLOSE(::boost::math::gamma_q_inv(static_cast(0.5), static_cast(1.0/128)), static_cast(3.5379794687984498627918583429482809311448951189097L), tolerance); BOOST_CHECK_CLOSE(::boost::math::gamma_q_inv(static_cast(0.5), static_cast(1.0/2)), static_cast(0.22746821155978637597125832348982469815821055329511L), tolerance); BOOST_CHECK_CLOSE(::boost::math::gamma_q_inv(static_cast(0.5), static_cast(1.0-1.0/128)), static_cast(0.000047938431649305382237483273209405461203600840052182L), tolerance); BOOST_CHECK_CLOSE(::boost::math::gamma_q_inv(static_cast(10), static_cast(1.0/128)), static_cast(19.221865946801723949866005318845155649972164294057L), tolerance); BOOST_CHECK_CLOSE(::boost::math::gamma_q_inv(static_cast(10), static_cast(1.0/2)), static_cast(9.6687146147141311517500637401166726067778162022664L), tolerance); BOOST_CHECK_CLOSE(::boost::math::gamma_q_inv(static_cast(10), static_cast(1.0-1.0/128)), static_cast(3.9754602513640844712089002210120603689809432130520L), tolerance); BOOST_CHECK_CLOSE(::boost::math::gamma_q_inv(static_cast(10000), static_cast(1.0/128)), static_cast(10243.369973939134157953734588122880006091919872879L), tolerance); BOOST_CHECK_CLOSE(::boost::math::gamma_q_inv(static_cast(10000), static_cast(1.0/2)), static_cast(9999.6666686420474237369661574633153551436435884101L), tolerance); BOOST_CHECK_CLOSE(::boost::math::gamma_q_inv(static_cast(10000), static_cast(1.0-1.0/128)), static_cast(9759.8597223369324083191194574874497413261589080204L), tolerance); } int test_main(int, char* []) { expected_results(); BOOST_MATH_CONTROL_FP; #ifndef BOOST_MATH_BUGGY_LARGE_FLOAT_CONSTANTS #ifdef TEST_FLOAT test_spots(0.0F, "float"); #endif #endif #ifdef TEST_DOUBLE test_spots(0.0, "double"); #endif #ifndef BOOST_MATH_NO_LONG_DOUBLE_MATH_FUNCTIONS #ifdef TEST_LDOUBLE test_spots(0.0L, "long double"); #endif #if !BOOST_WORKAROUND(__BORLANDC__, BOOST_TESTED_AT(0x582)) #ifdef TEST_REAL_CONCEPT test_spots(boost::math::concepts::real_concept(0.1), "real_concept"); #endif #endif #endif #ifndef BOOST_MATH_BUGGY_LARGE_FLOAT_CONSTANTS #ifdef TEST_FLOAT test_gamma(0.1F, "float"); #endif #endif #ifdef TEST_DOUBLE test_gamma(0.1, "double"); #endif #ifndef BOOST_MATH_NO_LONG_DOUBLE_MATH_FUNCTIONS #ifdef TEST_LDOUBLE test_gamma(0.1L, "long double"); #endif #ifndef BOOST_MATH_NO_REAL_CONCEPT_TESTS #if !BOOST_WORKAROUND(__BORLANDC__, BOOST_TESTED_AT(0x582)) #ifdef TEST_REAL_CONCEPT test_gamma(boost::math::concepts::real_concept(0.1), "real_concept"); #endif #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; }