// (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 "test_erf_hooks.hpp" #include "handle_test_result.hpp" // // DESCRIPTION: // ~~~~~~~~~~~~ // // This file tests the functions erf, erfc, and the inverses // erf_inv and erfc_inv. 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. // add_expected_result( ".*", // compiler ".*", // stdlib ".*", // platform "real_concept", // test type(s) "Erf Function:.*", // test data group "boost::math::erfc?", 20, 6); // test function add_expected_result( ".*", // compiler ".*", // stdlib ".*", // platform "real_concept", // test type(s) "Inverse Erfc.*", // test data group "boost::math::erfc_inv", 80, 10); // test function // // Catch all cases come last: // add_expected_result( ".*", // compiler ".*", // stdlib ".*", // platform ".*", // test type(s) "Erf Function:.*", // test data group "boost::math::erfc?", 2, 2); // test function add_expected_result( ".*aCC.*", // compiler ".*", // stdlib ".*", // platform ".*", // test type(s) "Inverse Erfc.*", // test data group "boost::math::erfc_inv", 80, 10); // test function add_expected_result( ".*", // compiler ".*", // stdlib ".*", // platform ".*", // test type(s) "Inverse Erf.*", // test data group "boost::math::erfc?_inv", 18, 4); // 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_erf(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); pg funcp = boost::math::erf; boost::math::tools::test_result result; std::cout << "Testing " << test_name << " with type " << type_name << "\n~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~\n"; // // test erf 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])); handle_test_result(result, data[result.worst()], result.worst(), type_name, "boost::math::erf", test_name); #ifdef TEST_OTHER if(::boost::is_floating_point::value){ funcp = other::erf; result = boost::math::tools::test( data, boost::lambda::bind(funcp, boost::lambda::ret(boost::lambda::_1[0])), boost::lambda::ret(boost::lambda::_1[1])); print_test_result(result, data[result.worst()], result.worst(), type_name, "other::erf"); } #endif // // test erfc against data: // funcp = boost::math::erfc; result = boost::math::tools::test( data, boost::lambda::bind(funcp, boost::lambda::ret(boost::lambda::_1[0])), boost::lambda::ret(boost::lambda::_1[2])); handle_test_result(result, data[result.worst()], result.worst(), type_name, "boost::math::erfc", test_name); #ifdef TEST_OTHER if(::boost::is_floating_point::value){ funcp = other::erfc; result = boost::math::tools::test( data, boost::lambda::bind(funcp, boost::lambda::ret(boost::lambda::_1[0])), boost::lambda::ret(boost::lambda::_1[2])); print_test_result(result, data[result.worst()], result.worst(), type_name, "other::erfc"); } #endif std::cout << std::endl; } template void do_test_erf_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); pg funcp = boost::math::erf; boost::math::tools::test_result result; std::cout << "Testing " << test_name << " with type " << type_name << "\n~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~\n"; // // test erf_inv against data: // funcp = boost::math::erf_inv; result = boost::math::tools::test( data, boost::lambda::bind(funcp, boost::lambda::ret(boost::lambda::_1[0])), boost::lambda::ret(boost::lambda::_1[1])); handle_test_result(result, data[result.worst()], result.worst(), type_name, "boost::math::erf_inv", test_name); std::cout << std::endl; } template void do_test_erfc_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); pg funcp = boost::math::erf; boost::math::tools::test_result result; std::cout << "Testing " << test_name << " with type " << type_name << "\n~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~\n"; // // test erfc_inv against data: // funcp = boost::math::erfc_inv; result = boost::math::tools::test( data, boost::lambda::bind(funcp, boost::lambda::ret(boost::lambda::_1[0])), boost::lambda::ret(boost::lambda::_1[1])); handle_test_result(result, data[result.worst()], result.worst(), type_name, "boost::math::erfc_inv", test_name); std::cout << std::endl; } template void test_erf(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 // three items, input value a, input value b and erf(a, b): // # include "erf_small_data.ipp" do_test_erf(erf_small_data, name, "Erf Function: Small Values"); # include "erf_data.ipp" do_test_erf(erf_data, name, "Erf Function: Medium Values"); # include "erf_large_data.ipp" do_test_erf(erf_large_data, name, "Erf Function: Large Values"); # include "erf_inv_data.ipp" do_test_erf_inv(erf_inv_data, name, "Inverse Erf Function"); # include "erfc_inv_data.ipp" do_test_erfc_inv(erfc_inv_data, name, "Inverse Erfc Function"); # include "erfc_inv_big_data.ipp" if(std::numeric_limits::min_exponent <= -4500) { do_test_erfc_inv(erfc_inv_big_data, name, "Inverse Erfc Function: extreme values"); } } template void test_spots(T, const char* t) { std::cout << "Testing basic sanity checks for type " << t << std::endl; // // basic sanity checks, tolerance is 10 epsilon expressed as a percentage: // T tolerance = boost::math::tools::epsilon() * 1000; BOOST_CHECK_CLOSE(::boost::math::erfc(static_cast(0.125)), static_cast(0.85968379519866618260697055347837660181302041685015L), tolerance); BOOST_CHECK_CLOSE(::boost::math::erfc(static_cast(0.5)), static_cast(0.47950012218695346231725334610803547126354842424204L), tolerance); BOOST_CHECK_CLOSE(::boost::math::erfc(static_cast(1)), static_cast(0.15729920705028513065877936491739074070393300203370L), tolerance); BOOST_CHECK_CLOSE(::boost::math::erfc(static_cast(5)), static_cast(1.5374597944280348501883434853833788901180503147234e-12L), tolerance); BOOST_CHECK_CLOSE(::boost::math::erfc(static_cast(-0.125)), static_cast(1.1403162048013338173930294465216233981869795831498L), tolerance); BOOST_CHECK_CLOSE(::boost::math::erfc(static_cast(-0.5)), static_cast(1.5204998778130465376827466538919645287364515757580L), tolerance); BOOST_CHECK_CLOSE(::boost::math::erfc(static_cast(0)), static_cast(1), tolerance); BOOST_CHECK_CLOSE(::boost::math::erf(static_cast(0.125)), static_cast(0.14031620480133381739302944652162339818697958314985L), tolerance); BOOST_CHECK_CLOSE(::boost::math::erf(static_cast(0.5)), static_cast(0.52049987781304653768274665389196452873645157575796L), tolerance); BOOST_CHECK_CLOSE(::boost::math::erf(static_cast(1)), static_cast(0.84270079294971486934122063508260925929606699796630L), tolerance); BOOST_CHECK_CLOSE(::boost::math::erf(static_cast(5)), static_cast(0.9999999999984625402055719651498116565146166211099L), tolerance); BOOST_CHECK_CLOSE(::boost::math::erf(static_cast(-0.125)), static_cast(-0.14031620480133381739302944652162339818697958314985L), tolerance); BOOST_CHECK_CLOSE(::boost::math::erf(static_cast(-0.5)), static_cast(-0.52049987781304653768274665389196452873645157575796L), tolerance); BOOST_CHECK_CLOSE(::boost::math::erf(static_cast(0)), static_cast(0), tolerance); tolerance = boost::math::tools::epsilon() * 100 * 200; // 200 eps %. #if defined(__CYGWIN__) // some platforms long double is only reliably accurate to double precision: if(sizeof(T) == sizeof(long double)) tolerance = boost::math::tools::epsilon() * 100 * 200; // 200 eps %. #endif for(T i = -0.95f; i < 1; i += 0.125f) { T inv = boost::math::erf_inv(i); T b = boost::math::erf(inv); BOOST_CHECK_CLOSE(b, i, tolerance); } for(T j = 0.125f; j < 2; j += 0.125f) { T inv = boost::math::erfc_inv(j); T b = boost::math::erfc(inv); BOOST_CHECK_CLOSE(b, j, tolerance); } } int test_main(int, char* []) { 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(0.1), "real_concept"); #endif expected_results(); test_erf(0.1F, "float"); test_erf(0.1, "double"); #ifndef BOOST_MATH_NO_LONG_DOUBLE_MATH_FUNCTIONS test_erf(0.1L, "long double"); test_erf(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; }