mirror of
https://github.com/boostorg/math.git
synced 2026-01-21 17:12:09 +00:00
231 lines
8.6 KiB
C++
231 lines
8.6 KiB
C++
// (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 <boost/math/concepts/real_concept.hpp>
|
|
#include <boost/test/included/test_exec_monitor.hpp>
|
|
#include <boost/test/floating_point_comparison.hpp>
|
|
#include <boost/math/special_functions/erf.hpp>
|
|
#include <boost/math/tools/stats.hpp>
|
|
#include <boost/math/tools/test.hpp>
|
|
#include <boost/math/constants/constants.hpp>
|
|
#include <boost/type_traits/is_floating_point.hpp>
|
|
#include <boost/array.hpp>
|
|
#include <boost/lambda/lambda.hpp>
|
|
#include <boost/lambda/bind.hpp>
|
|
|
|
#include "test_erf_hooks.hpp"
|
|
|
|
|
|
template <class T>
|
|
void print_test_result(const boost::math::tools::test_result<T>& result,
|
|
T worst, const char* name, const char* test)
|
|
{
|
|
using namespace std;
|
|
T eps = pow(T(2), 1-boost::math::tools::digits<T>());
|
|
std::cout << setprecision(4);
|
|
std::cout << test << "(" << name << ") Max = " << (result.stat.max)()/eps
|
|
<< " RMS Mean=" << result.stat.rms()/eps << " worst case at point: " << worst << std::endl;
|
|
}
|
|
|
|
template <class T>
|
|
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<value_type> 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<value_type>(boost::lambda::_1[0])),
|
|
boost::lambda::ret<value_type>(boost::lambda::_1[1]));
|
|
print_test_result(result, data[result.worst_case][0], type_name, "boost::math::erf");
|
|
#ifdef TEST_OTHER
|
|
if(::boost::is_floating_point<value_type>::value){
|
|
funcp = other::erf;
|
|
result = boost::math::tools::test(
|
|
data,
|
|
boost::lambda::bind(funcp,
|
|
boost::lambda::ret<value_type>(boost::lambda::_1[0])),
|
|
boost::lambda::ret<value_type>(boost::lambda::_1[1]));
|
|
print_test_result(result, data[result.worst_case][0], 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<value_type>(boost::lambda::_1[0])),
|
|
boost::lambda::ret<value_type>(boost::lambda::_1[2]));
|
|
print_test_result(result, data[result.worst_case][0], type_name, "boost::math::erfc");
|
|
#ifdef TEST_OTHER
|
|
if(::boost::is_floating_point<value_type>::value){
|
|
funcp = other::erfc;
|
|
result = boost::math::tools::test(
|
|
data,
|
|
boost::lambda::bind(funcp,
|
|
boost::lambda::ret<value_type>(boost::lambda::_1[0])),
|
|
boost::lambda::ret<value_type>(boost::lambda::_1[2]));
|
|
print_test_result(result, data[result.worst_case][0], type_name, "other::erfc");
|
|
}
|
|
#endif
|
|
std::cout << std::endl;
|
|
}
|
|
|
|
template <class T>
|
|
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<value_type> 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<value_type>(boost::lambda::_1[0])),
|
|
boost::lambda::ret<value_type>(boost::lambda::_1[1]));
|
|
print_test_result(result, data[result.worst_case][0], type_name, "boost::math::erf");
|
|
std::cout << std::endl;
|
|
}
|
|
|
|
template <class T>
|
|
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<value_type> 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<value_type>(boost::lambda::_1[0])),
|
|
boost::lambda::ret<value_type>(boost::lambda::_1[1]));
|
|
print_test_result(result, data[result.worst_case][0], type_name, "boost::math::erfc_inv");
|
|
std::cout << std::endl;
|
|
}
|
|
|
|
template <class T>
|
|
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");
|
|
|
|
}
|
|
|
|
template <class T>
|
|
void test_spots(T, const char* t)
|
|
{
|
|
std::cout << "Testing basic sanity checks for type " << t << std::endl;
|
|
//
|
|
// basic sanity checks, tolerance is 10 decimal places expressed as a percentage:
|
|
//
|
|
T tolerance = std::pow(10.0, -8);
|
|
BOOST_CHECK_CLOSE(::boost::math::erfc(static_cast<T>(0.125)), static_cast<T>(0.859683795198666182606970553478), tolerance);
|
|
BOOST_CHECK_CLOSE(::boost::math::erfc(static_cast<T>(0.5)), static_cast<T>(0.479500122186953462317253346108), tolerance);
|
|
BOOST_CHECK_CLOSE(::boost::math::erfc(static_cast<T>(1)), static_cast<T>(0.157299207050285130658779364917), tolerance);
|
|
BOOST_CHECK_CLOSE(::boost::math::erfc(static_cast<T>(5)), static_cast<T>(1.53745979442803485018834348538e-12), tolerance);
|
|
BOOST_CHECK_CLOSE(::boost::math::erfc(static_cast<T>(-0.125)), static_cast<T>(1.14031620480133381739302944652), tolerance);
|
|
BOOST_CHECK_CLOSE(::boost::math::erfc(static_cast<T>(-0.5)), static_cast<T>(1.52049987781304653768274665389), tolerance);
|
|
BOOST_CHECK_CLOSE(::boost::math::erfc(static_cast<T>(0)), static_cast<T>(1), tolerance);
|
|
|
|
BOOST_CHECK_CLOSE(::boost::math::erf(static_cast<T>(0.125)), static_cast<T>(0.140316204801333817393029446522), tolerance);
|
|
BOOST_CHECK_CLOSE(::boost::math::erf(static_cast<T>(0.5)), static_cast<T>(0.520499877813046537682746653892), tolerance);
|
|
BOOST_CHECK_CLOSE(::boost::math::erf(static_cast<T>(1)), static_cast<T>(0.842700792949714869341220635083), tolerance);
|
|
BOOST_CHECK_CLOSE(::boost::math::erf(static_cast<T>(5)), static_cast<T>(0.99999999999846254020557196515), tolerance);
|
|
BOOST_CHECK_CLOSE(::boost::math::erf(static_cast<T>(-0.125)), static_cast<T>(-0.140316204801333817393029446522), tolerance);
|
|
BOOST_CHECK_CLOSE(::boost::math::erf(static_cast<T>(-0.5)), static_cast<T>(-0.520499877813046537682746653892), tolerance);
|
|
BOOST_CHECK_CLOSE(::boost::math::erf(static_cast<T>(0)), static_cast<T>(0), tolerance);
|
|
|
|
tolerance = boost::math::tools::epsilon<T>() * 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<double>() * 100 * 200; // 200 eps %.
|
|
#endif
|
|
|
|
for(T i = -0.95; i < 1; i += 0.125)
|
|
{
|
|
T inv = boost::math::erf_inv(i);
|
|
T b = boost::math::erf(inv);
|
|
BOOST_CHECK_CLOSE(b, i, tolerance);
|
|
}
|
|
for(T j = 0.125; j < 2; j += 0.125)
|
|
{
|
|
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);
|
|
test_spots(0.0, "double");
|
|
test_spots(0.0L, "long double");
|
|
test_spots(boost::math::concepts::real_concept(0.1), "real_concept");
|
|
|
|
test_erf(0.1F, "float");
|
|
test_erf(0.1, "double");
|
|
test_erf(0.1L, "long double");
|
|
test_erf(boost::math::concepts::real_concept(0.1), "real_concept");
|
|
return 0;
|
|
}
|
|
|
|
|