// (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) #define BOOST_MATH_OVERFLOW_ERROR_POLICY ignore_error #include #include #include #include #include #include #include #include #include #include "functor.hpp" #include "test_gamma_hooks.hpp" #include "handle_test_result.hpp" // // DESCRIPTION: // ~~~~~~~~~~~~ // // This file tests the incomplete gamma functions tgamma, // tgamma_lower, gamma_p and gamma_q. 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::policies::digits >() == boost::math::policies::digits >()) { largest_type = "(long\\s+)?double"; } else { largest_type = "long double"; } #else largest_type = "(long\\s+)?double"; #endif // // Linux: // // These should not really be needed, but on *some* Linux // versions these error rates are quite large and appear to // be related to the accuracy of powl and expl. On Itanium // or Xeon machines the error rates are much lower than this. // Worst cases appear to be AMD64 machines. // add_expected_result( "[^|]*", // compiler "[^|]*", // stdlib "linux", // platform largest_type, // test type(s) "[^|]*medium[^|]*", // test data group "[^|]*", 1000, 200); // test function add_expected_result( "[^|]*", // compiler "[^|]*", // stdlib "linux", // platform largest_type, // test type(s) "[^|]*integer[^|]*", // test data group "[^|]*", 1000, 200); // test function add_expected_result( "[^|]*", // compiler "[^|]*", // stdlib "linux", // platform "real_concept", // test type(s) "[^|]*medium[^|]*", // test data group "[^|]*", 600, 200); // test function add_expected_result( "[^|]*", // compiler "[^|]*", // stdlib "linux", // platform "real_concept", // test type(s) "[^|]*integer[^|]*", // test data group "[^|]*", 600, 200); // test function // // Mac OS X: // It's not clear why these should be required, but see notes above // about Linux. // add_expected_result( "[^|]*", // compiler "[^|]*", // stdlib "Mac OS", // platform largest_type, // test type(s) "[^|]*medium[^|]*", // test data group "[^|]*", 5000, 1000); // test function add_expected_result( "[^|]*", // compiler "[^|]*", // stdlib "Mac OS", // platform largest_type, // test type(s) "[^|]*small[^|]*", // test data group "[^|]*", 40, 15); // test function add_expected_result( "[^|]*", // compiler "[^|]*", // stdlib "Mac OS", // platform largest_type, // test type(s) "[^|]*integer[^|]*", // test data group "[^|]*", 2000, 300); // test function add_expected_result( "[^|]*", // compiler "[^|]*", // stdlib "Mac OS", // platform "real_concept", // test type(s) "[^|]*medium[^|]*", // test data group "[^|]*", 5000, 1000); // test function add_expected_result( "[^|]*", // compiler "[^|]*", // stdlib "Mac OS", // platform "real_concept", // test type(s) "[^|]*small[^|]*", // test data group "[^|]*", 40, 15); // test function add_expected_result( "[^|]*", // compiler "[^|]*", // stdlib "Mac OS", // platform "real_concept", // test type(s) "[^|]*integer[^|]*", // test data group "[^|]*", 2000, 300); // test function // // HP-UX: // add_expected_result( "[^|]*", // compiler "[^|]*", // stdlib "HP-UX", // platform largest_type, // test type(s) "[^|]*medium[^|]*", // test data group "[^|]*", 500, 50); // test function add_expected_result( "[^|]*", // compiler "[^|]*", // stdlib "HP-UX", // platform "real_concept", // test type(s) "[^|]*medium[^|]*", // test data group "[^|]*", 500, 100); // test function // // Sun OS: // add_expected_result( "[^|]*", // compiler "[^|]*", // stdlib "Sun.*", // platform largest_type, // test type(s) "[^|]*medium[^|]*", // test data group "[^|]*", 500, 100); // test function add_expected_result( "[^|]*", // compiler "[^|]*", // stdlib "Sun.*", // platform largest_type, // test type(s) "[^|]*integer[^|]*", // test data group "[^|]*", 100, 30); // test function add_expected_result( "[^|]*", // compiler "[^|]*", // stdlib "Sun.*", // platform "real_concept", // test type(s) "[^|]*medium[^|]*", // test data group "[^|]*", 500, 100); // test function add_expected_result( "[^|]*", // compiler "[^|]*", // stdlib "Sun.*", // platform "real_concept", // test type(s) "[^|]*integer[^|]*", // test data group "[^|]*", 100, 30); // test function // // Mac OS X: // add_expected_result( "[^|]*", // compiler "[^|]*", // stdlib "Mac OS", // platform largest_type, // test type(s) "[^|]*medium[^|]*", // test data group "[^|]*", 100, 50); // test function // // 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) "[^|]*large[^|]*", // test data group ".*", 40000, 3000); // test function } // // Catch all cases come last: // add_expected_result( "[^|]*", // compiler "[^|]*", // stdlib "[^|]*", // platform largest_type, // test type(s) "[^|]*medium[^|]*", // test data group "[^|]*", 50, 20); // test function add_expected_result( "[^|]*", // compiler "[^|]*", // stdlib "[^|]*", // platform largest_type, // test type(s) "[^|]*small[^|]*", // test data group "[^|]*", 20, 10); // test function add_expected_result( "[^|]*", // compiler "[^|]*", // stdlib "[^|]*", // platform largest_type, // test type(s) "[^|]*large[^|]*", // test data group "boost::math::gamma_q", 500, 50); // test function add_expected_result( "[^|]*", // compiler "[^|]*", // stdlib "Cygwin", // platform largest_type, // test type(s) "[^|]*large[^|]*", // test data group "boost::math::gamma_p", 700, 50); // test function add_expected_result( "[^|]*", // compiler "[^|]*", // stdlib "[^|]*", // platform largest_type, // test type(s) "[^|]*large[^|]*", // test data group "boost::math::gamma_p", 350, 50); // test function add_expected_result( "[^|]*", // compiler "[^|]*", // stdlib "[^|]*", // platform largest_type, // test type(s) "[^|]*integer[^|]*", // test data group ".*", 20, 10); // test function add_expected_result( "[^|]*", // compiler "[^|]*", // stdlib "[^|]*", // platform "real_concept", // test type(s) "[^|]*medium[^|]*", // test data group "[^|]*", 200, 50); // test function add_expected_result( "[^|]*", // compiler "[^|]*", // stdlib "[^|]*", // platform "real_concept", // test type(s) "[^|]*small[^|]*", // test data group ".*", 20, 10); // test function add_expected_result( "[^|]*", // compiler "[^|]*", // stdlib "[^|]*", // platform "real_concept", // test type(s) "[^|]*large[^|]*", // test data group ".*", 1000000, 100000); // test function add_expected_result( "[^|]*", // compiler "[^|]*", // stdlib "[^|]*", // platform "real_concept", // test type(s) "[^|]*integer[^|]*", // test data group ".*", 40, 10); // 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_gamma_2(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); #if defined(BOOST_MATH_NO_DEDUCED_FUNCTION_POINTERS) pg funcp = boost::math::tgamma; #else pg funcp = boost::math::tgamma; #endif boost::math::tools::test_result result; std::cout << "Testing " << test_name << " with type " << type_name << "\n~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~\n"; // // test tgamma(T, T) against data: // if(data[0][2] > 0) { 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::tgamma", test_name); // // test tgamma_lower(T, T) against data: // #if defined(BOOST_MATH_NO_DEDUCED_FUNCTION_POINTERS) funcp = boost::math::tgamma_lower; #else funcp = boost::math::tgamma_lower; #endif result = boost::math::tools::test( data, bind_func(funcp, 0, 1), extract_result(4)); handle_test_result(result, data[result.worst()], result.worst(), type_name, "boost::math::tgamma_lower", test_name); } // // test gamma_q(T, T) against data: // #if defined(BOOST_MATH_NO_DEDUCED_FUNCTION_POINTERS) funcp = boost::math::gamma_q; #else funcp = boost::math::gamma_q; #endif 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", test_name); #if defined(TEST_CEPHES) || defined(TEST_GSL) // // test other gamma_q(T, T) against data: // if(boost::is_floating_point::value) { funcp = other::gamma_q; result = boost::math::tools::test( data, bind_func(funcp, 0, 1), extract_result(3)); print_test_result(result, data[result.worst()], result.worst(), type_name, "other::gamma_q"); } #endif // // test gamma_p(T, T) against data: // #if defined(BOOST_MATH_NO_DEDUCED_FUNCTION_POINTERS) funcp = boost::math::gamma_p; #else funcp = boost::math::gamma_p; #endif result = boost::math::tools::test( data, bind_func(funcp, 0, 1), extract_result(5)); handle_test_result(result, data[result.worst()], result.worst(), type_name, "boost::math::gamma_p", test_name); #if defined(TEST_CEPHES) || defined(TEST_GSL) // // test other gamma_p(T, T) against data: // if(boost::is_floating_point::value) { funcp = other::gamma_p; result = boost::math::tools::test( data, bind_func(funcp, 0, 1), extract_result(5)); print_test_result(result, data[result.worst()], result.worst(), type_name, "other::gamma_p"); } #endif std::cout << std::endl; } 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, "tgamma(a, z) medium values"); # include "igamma_small_data.ipp" do_test_gamma_2(igamma_small_data, name, "tgamma(a, z) small values"); # include "igamma_big_data.ipp" do_test_gamma_2(igamma_big_data, name, "tgamma(a, z) large values"); # include "igamma_int_data.ipp" do_test_gamma_2(igamma_int_data, name, "tgamma(a, z) integer and half integer values"); } template void test_spots(T) { // // basic sanity checks, tolerance is 10 epsilon expressed as a percentage: // T tolerance = boost::math::tools::epsilon() * 1000; #if (defined(macintosh) || defined(__APPLE__) || defined(__APPLE_CC__)) tolerance *= 10; #endif BOOST_CHECK_CLOSE(::boost::math::tgamma(static_cast(5), static_cast(1)), static_cast(23.912163676143750903709045060494956383977723517065L), tolerance); BOOST_CHECK_CLOSE(::boost::math::tgamma(static_cast(5), static_cast(5)), static_cast(10.571838841565097874621959975919877646444998907920L), tolerance); BOOST_CHECK_CLOSE(::boost::math::tgamma(static_cast(5), static_cast(10)), static_cast(0.70206451384706574414638719662835463671916532623256L), tolerance); BOOST_CHECK_CLOSE(::boost::math::tgamma(static_cast(5), static_cast(100)), static_cast(3.8734332808745531496973774140085644548465762343719e-36L), tolerance); BOOST_CHECK_CLOSE(::boost::math::tgamma(static_cast(0.5), static_cast(0.5)), static_cast(0.56241823159440712427949495730204306902676756479651L), tolerance); BOOST_CHECK_CLOSE(::boost::math::tgamma(static_cast(0.5), static_cast(9)/10), static_cast(0.31853210360412109873859360390443790076576777747449L), tolerance*10); BOOST_CHECK_CLOSE(::boost::math::tgamma(static_cast(0.5), static_cast(5)), static_cast(0.0027746032604128093194908357272603294120210079791437L), tolerance); BOOST_CHECK_CLOSE(::boost::math::tgamma(static_cast(0.5), static_cast(100)), static_cast(3.7017478604082789202535664481339075721362102520338e-45L), tolerance); BOOST_CHECK_CLOSE(::boost::math::tgamma_lower(static_cast(5), static_cast(1)), static_cast(0.087836323856249096290954939505043616022276482935091L), tolerance); BOOST_CHECK_CLOSE(::boost::math::tgamma_lower(static_cast(5), static_cast(5)), static_cast(13.428161158434902125378040024080122353555001092080L), tolerance); BOOST_CHECK_CLOSE(::boost::math::tgamma_lower(static_cast(5), static_cast(10)), static_cast(23.297935486152934255853612803371645363280834673767L), tolerance); BOOST_CHECK_CLOSE(::boost::math::tgamma_lower(static_cast(5), static_cast(100)), static_cast(23.999999999999999999999999999999999996126566719125L), tolerance); BOOST_CHECK_CLOSE(::boost::math::gamma_q(static_cast(5), static_cast(1)), static_cast(0.99634015317265628765454354418728984933240514654437L), tolerance); BOOST_CHECK_CLOSE(::boost::math::gamma_q(static_cast(5), static_cast(5)), static_cast(0.44049328506521241144258166566332823526854162116334L), tolerance); BOOST_CHECK_CLOSE(::boost::math::gamma_q(static_cast(5), static_cast(10)), static_cast(0.029252688076961072672766133192848109863298555259690L), tolerance); BOOST_CHECK_CLOSE(::boost::math::gamma_q(static_cast(5), static_cast(100)), static_cast(1.6139305336977304790405739225035685228527400976549e-37L), tolerance); BOOST_CHECK_CLOSE(::boost::math::gamma_q(static_cast(1.5), static_cast(2)), static_cast(0.26146412994911062220282207597592120190281060919079L), tolerance); BOOST_CHECK_CLOSE(::boost::math::gamma_q(static_cast(20.5), static_cast(22)), static_cast(0.34575332043467326814971590879658406632570278929072L), tolerance); BOOST_CHECK_CLOSE(::boost::math::gamma_p(static_cast(5), static_cast(1)), static_cast(0.0036598468273437123454564558127101506675948534556288L), tolerance); BOOST_CHECK_CLOSE(::boost::math::gamma_p(static_cast(5), static_cast(5)), static_cast(0.55950671493478758855741833433667176473145837883666L), tolerance); BOOST_CHECK_CLOSE(::boost::math::gamma_p(static_cast(5), static_cast(10)), static_cast(0.97074731192303892732723386680715189013670144474031L), tolerance); BOOST_CHECK_CLOSE(::boost::math::gamma_p(static_cast(5), static_cast(100)), static_cast(0.9999999999999999999999999999999999998386069466302L), tolerance); BOOST_CHECK_CLOSE(::boost::math::gamma_p(static_cast(1.5), static_cast(2)), static_cast(0.73853587005088937779717792402407879809718939080921L), tolerance); BOOST_CHECK_CLOSE(::boost::math::gamma_p(static_cast(20.5), static_cast(22)), static_cast(0.65424667956532673185028409120341593367429721070928L), tolerance); // naive check on derivative function: using namespace std; // For ADL of std functions tolerance = boost::math::tools::epsilon() * 5000; // 50 eps BOOST_CHECK_CLOSE(::boost::math::gamma_p_derivative(static_cast(20.5), static_cast(22)), exp(static_cast(-22)) * pow(static_cast(22), static_cast(19.5)) / boost::math::tgamma(static_cast(20.5)), tolerance); } int test_main(int, char* []) { expected_results(); BOOST_MATH_CONTROL_FP; #ifndef BOOST_MATH_BUGGY_LARGE_FLOAT_CONSTANTS test_spots(0.0F); #endif test_spots(0.0); #ifndef BOOST_MATH_NO_LONG_DOUBLE_MATH_FUNCTIONS test_spots(0.0L); #if !BOOST_WORKAROUND(__BORLANDC__, BOOST_TESTED_AT(0x582)) test_spots(boost::math::concepts::real_concept(0.1)); #endif #endif #ifndef BOOST_MATH_BUGGY_LARGE_FLOAT_CONSTANTS test_gamma(0.1F, "float"); #endif test_gamma(0.1, "double"); #ifndef BOOST_MATH_NO_LONG_DOUBLE_MATH_FUNCTIONS test_gamma(0.1L, "long double"); #ifndef BOOST_MATH_NO_REAL_CONCEPT_TESTS #if !BOOST_WORKAROUND(__BORLANDC__, BOOST_TESTED_AT(0x582)) test_gamma(boost::math::concepts::real_concept(0.1), "real_concept"); #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; }