// (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 #ifdef TEST_GSL #include #include #endif #include "handle_test_result.hpp" // // 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. // // // Catch all cases come last: // // TODO!!!! add_expected_result( ".*", // compiler ".*", // stdlib ".*", // platform ".*", // test type(s) "Inverse Erf.*", // test data group "boost::math::erfc?_inv", 14, 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 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::tools::digits()/2)) * 100; if(boost::math::tools::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]) >= 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]) >= 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_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; # include "ibeta_small_data.ipp" test_inverses(ibeta_small_data); # include "ibeta_data.ipp" test_inverses(ibeta_data); # include "ibeta_large_data.ipp" test_inverses(ibeta_large_data); } int test_main(int, char* []) { expected_results(); #ifdef TEST_GSL gsl_set_error_handler_off(); #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; }