mirror of
https://github.com/boostorg/math.git
synced 2026-01-19 04:22:09 +00:00
e4a01104d0
Fix igamma_large support on device Add GPU support to toms748 Add GPU support to igamma_inv Add GPU markers to gamma_inva Add GPU Markers to lgamma_small Remove STL usage from gamma Remove NVRTC workaround Fix fraction use of STL headers Mark gamma functions in fwd Disable declval on all GPU platforms Disable more unneeded code on device Add forward decl for NVRTC tgamma Disable unneeded items for all GPU Change workaround for missing overloads Rearrange definition location Add include path to cuda now that workaround is removed Fix NVRTC incompatibility with recursion and forward decls Add tgamma_ratio CUDA and NVRTC testing Fix NVRTC handling of gamma_p_derivative Add gamma_p_derivative CUDA and NVRTC testing Remove recursion from gamma_incomplete_imp Add SYCL testing of igamma, igamma_inv, and igamma_inva Ignore literal-range warnings Remove use of static const char* for function name Fix missing CUDA header Remove calls under NVRTC to fwd decl Add more nvrtc workarounds Use builtin erfc instead of header cycle Add CUDA and NVRTC testing of gamma_p_inv Adjust tolerances Add GPU support to chi squared dist Fix static local variable Add chi squared dist SYCL testing Add chi squared dist CUDA testing Add chi squared dist NVRTC testing Add GPU support to weibull dist Add weibull dist SYCL testing Add weibull dist CUDA testing Add weibull dist NVRTC testing
260 lines
16 KiB
C++
260 lines
16 KiB
C++
// Copyright John Maddock 2006.
|
|
// Copyright Paul A. Bristow 2007, 2009
|
|
// 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 <boost/math/concepts/real_concept.hpp>
|
|
#include <boost/math/special_functions/math_fwd.hpp>
|
|
#include <boost/math/special_functions/gamma.hpp>
|
|
#define BOOST_TEST_MAIN
|
|
#include <boost/test/unit_test.hpp>
|
|
#include <boost/test/tools/floating_point_comparison.hpp>
|
|
#include "../include_private/boost/math/tools/test.hpp"
|
|
#include <boost/math/tools/stats.hpp>
|
|
#include <boost/math/constants/constants.hpp>
|
|
#include <boost/type_traits/is_floating_point.hpp>
|
|
#include <boost/array.hpp>
|
|
#include "functor.hpp"
|
|
|
|
#include "handle_test_result.hpp"
|
|
#include "table_type.hpp"
|
|
|
|
#ifndef SC_
|
|
#define SC_(x) static_cast<typename table_type<T>::type>(BOOST_JOIN(x, L))
|
|
#endif
|
|
|
|
template <class Real, class T>
|
|
void do_test_gamma_2(const T& data, const char* type_name, const char* test_name)
|
|
{
|
|
typedef Real value_type;
|
|
|
|
typedef value_type (*pg)(value_type, value_type);
|
|
pg funcp;
|
|
|
|
boost::math::tools::test_result<value_type> result;
|
|
|
|
#if !(defined(ERROR_REPORTING_MODE) && !defined(IGAMMA_FUNCTION_TO_TEST))
|
|
|
|
#ifdef IGAMMA_FUNCTION_TO_TEST
|
|
funcp = IGAMMA_FUNCTION_TO_TEST;
|
|
#elif defined(BOOST_MATH_NO_DEDUCED_FUNCTION_POINTERS)
|
|
funcp = boost::math::tgamma<value_type, value_type>;
|
|
#else
|
|
funcp = boost::math::tgamma;
|
|
#endif
|
|
|
|
std::cout << "Testing " << test_name << " with type " << type_name
|
|
<< "\n~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~\n";
|
|
|
|
//
|
|
// test tgamma(T, T) against data:
|
|
//
|
|
if(Real(data[0][2]) > 0)
|
|
{
|
|
result = boost::math::tools::test_hetero<Real>(
|
|
data,
|
|
bind_func<Real>(funcp, 0, 1),
|
|
extract_result<Real>(2));
|
|
handle_test_result(result, data[result.worst()], result.worst(), type_name, "tgamma (incomplete)", test_name);
|
|
//
|
|
// test tgamma_lower(T, T) against data:
|
|
//
|
|
#ifdef IGAMMAL_FUNCTION_TO_TEST
|
|
funcp = IGAMMAL_FUNCTION_TO_TEST;
|
|
#elif defined(BOOST_MATH_NO_DEDUCED_FUNCTION_POINTERS)
|
|
funcp = boost::math::tgamma_lower<value_type, value_type>;
|
|
#else
|
|
funcp = boost::math::tgamma_lower;
|
|
#endif
|
|
result = boost::math::tools::test_hetero<Real>(
|
|
data,
|
|
bind_func<Real>(funcp, 0, 1),
|
|
extract_result<Real>(4));
|
|
handle_test_result(result, data[result.worst()], result.worst(), type_name, "tgamma_lower", test_name);
|
|
}
|
|
#endif
|
|
#if !(defined(ERROR_REPORTING_MODE) && !defined(GAMMAQ_FUNCTION_TO_TEST))
|
|
//
|
|
// test gamma_q(T, T) against data:
|
|
//
|
|
#ifdef GAMMAQ_FUNCTION_TO_TEST
|
|
funcp = GAMMAQ_FUNCTION_TO_TEST;
|
|
#elif defined(BOOST_MATH_NO_DEDUCED_FUNCTION_POINTERS)
|
|
funcp = boost::math::gamma_q<value_type, value_type>;
|
|
#else
|
|
funcp = boost::math::gamma_q;
|
|
#endif
|
|
result = boost::math::tools::test_hetero<Real>(
|
|
data,
|
|
bind_func<Real>(funcp, 0, 1),
|
|
extract_result<Real>(3));
|
|
handle_test_result(result, data[result.worst()], result.worst(), type_name, "gamma_q", test_name);
|
|
//
|
|
// test gamma_p(T, T) against data:
|
|
//
|
|
#ifdef GAMMAP_FUNCTION_TO_TEST
|
|
funcp = GAMMAP_FUNCTION_TO_TEST;
|
|
#elif defined(BOOST_MATH_NO_DEDUCED_FUNCTION_POINTERS)
|
|
funcp = boost::math::gamma_p<value_type, value_type>;
|
|
#else
|
|
funcp = boost::math::gamma_p;
|
|
#endif
|
|
result = boost::math::tools::test_hetero<Real>(
|
|
data,
|
|
bind_func<Real>(funcp, 0, 1),
|
|
extract_result<Real>(5));
|
|
handle_test_result(result, data[result.worst()], result.worst(), type_name, "gamma_p", test_name);
|
|
std::cout << std::endl;
|
|
#endif
|
|
}
|
|
|
|
template <class T>
|
|
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<T>(igamma_med_data, name, "tgamma(a, z) medium values");
|
|
|
|
# include "igamma_small_data.ipp"
|
|
|
|
do_test_gamma_2<T>(igamma_small_data, name, "tgamma(a, z) small values");
|
|
|
|
# include "igamma_big_data.ipp"
|
|
|
|
do_test_gamma_2<T>(igamma_big_data, name, "tgamma(a, z) large values");
|
|
|
|
# include "igamma_int_data.ipp"
|
|
|
|
do_test_gamma_2<T>(igamma_int_data, name, "tgamma(a, z) integer and half integer values");
|
|
}
|
|
|
|
template <class T>
|
|
void test_spots(T)
|
|
{
|
|
//
|
|
// basic sanity checks, tolerance is 10 epsilon expressed as a percentage:
|
|
//
|
|
T tolerance = boost::math::tools::epsilon<T>() * 1000;
|
|
#if (defined(macintosh) || defined(__APPLE__) || defined(__APPLE_CC__))
|
|
tolerance *= 10;
|
|
#endif
|
|
// An extra fudge factor for real_concept which has a less accurate tgamma:
|
|
T tolerance_tgamma_extra = std::numeric_limits<T>::is_specialized ? 1 : 10;
|
|
|
|
BOOST_CHECK_CLOSE(::boost::math::tgamma(static_cast<T>(5), static_cast<T>(1)), static_cast<T>(23.912163676143750903709045060494956383977723517065L), tolerance);
|
|
BOOST_CHECK_CLOSE(::boost::math::tgamma(static_cast<T>(5), static_cast<T>(5)), static_cast<T>(10.571838841565097874621959975919877646444998907920L), tolerance);
|
|
BOOST_CHECK_CLOSE(::boost::math::tgamma(static_cast<T>(5), static_cast<T>(10)), static_cast<T>(0.70206451384706574414638719662835463671916532623256L), tolerance);
|
|
BOOST_CHECK_CLOSE(::boost::math::tgamma(static_cast<T>(5), static_cast<T>(100)), static_cast<T>(3.8734332808745531496973774140085644548465762343719e-36L), tolerance);
|
|
BOOST_CHECK_CLOSE(::boost::math::tgamma(static_cast<T>(0.5), static_cast<T>(0.5)), static_cast<T>(0.56241823159440712427949495730204306902676756479651L), tolerance * tolerance_tgamma_extra);
|
|
BOOST_CHECK_CLOSE(::boost::math::tgamma(static_cast<T>(0.5), static_cast<T>(9)/10), static_cast<T>(0.31853210360412109873859360390443790076576777747449L), tolerance*10);
|
|
BOOST_CHECK_CLOSE(::boost::math::tgamma(static_cast<T>(0.5), static_cast<T>(5)), static_cast<T>(0.0027746032604128093194908357272603294120210079791437L), tolerance * tolerance_tgamma_extra);
|
|
BOOST_CHECK_CLOSE(::boost::math::tgamma(static_cast<T>(0.5), static_cast<T>(100)), static_cast<T>(3.7017478604082789202535664481339075721362102520338e-45L), tolerance * tolerance_tgamma_extra);
|
|
|
|
BOOST_CHECK_CLOSE(::boost::math::tgamma_lower(static_cast<T>(5), static_cast<T>(1)), static_cast<T>(0.087836323856249096290954939505043616022276482935091L), tolerance);
|
|
BOOST_CHECK_CLOSE(::boost::math::tgamma_lower(static_cast<T>(5), static_cast<T>(5)), static_cast<T>(13.428161158434902125378040024080122353555001092080L), tolerance);
|
|
BOOST_CHECK_CLOSE(::boost::math::tgamma_lower(static_cast<T>(5), static_cast<T>(10)), static_cast<T>(23.297935486152934255853612803371645363280834673767L), tolerance);
|
|
BOOST_CHECK_CLOSE(::boost::math::tgamma_lower(static_cast<T>(5), static_cast<T>(100)), static_cast<T>(23.999999999999999999999999999999999996126566719125L), tolerance);
|
|
|
|
BOOST_CHECK_CLOSE(::boost::math::gamma_q(static_cast<T>(5), static_cast<T>(1)), static_cast<T>(0.99634015317265628765454354418728984933240514654437L), tolerance);
|
|
BOOST_CHECK_CLOSE(::boost::math::gamma_q(static_cast<T>(5), static_cast<T>(5)), static_cast<T>(0.44049328506521241144258166566332823526854162116334L), tolerance);
|
|
BOOST_CHECK_CLOSE(::boost::math::gamma_q(static_cast<T>(5), static_cast<T>(10)), static_cast<T>(0.029252688076961072672766133192848109863298555259690L), tolerance);
|
|
BOOST_CHECK_CLOSE(::boost::math::gamma_q(static_cast<T>(5), static_cast<T>(100)), static_cast<T>(1.6139305336977304790405739225035685228527400976549e-37L), tolerance);
|
|
BOOST_CHECK_CLOSE(::boost::math::gamma_q(static_cast<T>(1.5), static_cast<T>(2)), static_cast<T>(0.26146412994911062220282207597592120190281060919079L), tolerance);
|
|
BOOST_CHECK_CLOSE(::boost::math::gamma_q(static_cast<T>(20.5), static_cast<T>(22)), static_cast<T>(0.34575332043467326814971590879658406632570278929072L), tolerance);
|
|
|
|
BOOST_CHECK_CLOSE(::boost::math::gamma_p(static_cast<T>(5), static_cast<T>(1)), static_cast<T>(0.0036598468273437123454564558127101506675948534556288L), tolerance);
|
|
BOOST_CHECK_CLOSE(::boost::math::gamma_p(static_cast<T>(5), static_cast<T>(5)), static_cast<T>(0.55950671493478758855741833433667176473145837883666L), tolerance);
|
|
BOOST_CHECK_CLOSE(::boost::math::gamma_p(static_cast<T>(5), static_cast<T>(10)), static_cast<T>(0.97074731192303892732723386680715189013670144474031L), tolerance);
|
|
BOOST_CHECK_CLOSE(::boost::math::gamma_p(static_cast<T>(5), static_cast<T>(100)), static_cast<T>(0.9999999999999999999999999999999999998386069466302L), tolerance);
|
|
BOOST_CHECK_CLOSE(::boost::math::gamma_p(static_cast<T>(1.5), static_cast<T>(2)), static_cast<T>(0.73853587005088937779717792402407879809718939080921L), tolerance);
|
|
BOOST_CHECK_CLOSE(::boost::math::gamma_p(static_cast<T>(20.5), static_cast<T>(22)), static_cast<T>(0.65424667956532673185028409120341593367429721070928L), tolerance);
|
|
|
|
// naive check on derivative function:
|
|
using namespace std; // For ADL of std functions
|
|
tolerance = boost::math::tools::epsilon<T>() * 5000; // 50 eps
|
|
BOOST_CHECK_CLOSE(::boost::math::gamma_p_derivative(static_cast<T>(20.5), static_cast<T>(22)),
|
|
exp(static_cast<T>(-22)) * pow(static_cast<T>(22), static_cast<T>(19.5)) / boost::math::tgamma(static_cast<T>(20.5)), tolerance);
|
|
|
|
// Bug reports from Rocco Romeo:
|
|
BOOST_CHECK_CLOSE(::boost::math::tgamma(static_cast<T>(20), ldexp(T(1), -40)), static_cast<T>(1.21645100408832000000e17L), tolerance);
|
|
BOOST_CHECK_CLOSE(::boost::math::tgamma_lower(static_cast<T>(20), ldexp(T(1), -40)), static_cast<T>(7.498484069471659696438206828760307317022658816757448882e-243L), tolerance);
|
|
BOOST_CHECK_CLOSE(::boost::math::gamma_p(static_cast<T>(20), ldexp(T(1), -40)), static_cast<T>(6.164230243774976473534975936127139110276824507876192062e-260L), tolerance);
|
|
|
|
BOOST_CHECK_CLOSE(::boost::math::tgamma(static_cast<T>(30), ldexp(T(1), -30)), static_cast<T>(8.841761993739701954543616000000e30L), tolerance);
|
|
BOOST_CHECK_CLOSE(::boost::math::tgamma_lower(static_cast<T>(30), ldexp(T(1), -30)), static_cast<T>(3.943507283668378474979245322638092813837393749566146974e-273L), tolerance);
|
|
#ifdef __SUNPRO_CC
|
|
BOOST_CHECK_CLOSE(::boost::math::gamma_p(static_cast<T>(30), ldexp(T(1), -30)), static_cast<T>(4.460092102072560946444018923090222645613009128135650652e-304L), tolerance * 8);
|
|
#else
|
|
BOOST_CHECK_CLOSE(::boost::math::gamma_p(static_cast<T>(30), ldexp(T(1), -30)), static_cast<T>(4.460092102072560946444018923090222645613009128135650652e-304L), tolerance);
|
|
#endif
|
|
BOOST_CHECK_CLOSE(::boost::math::gamma_p_derivative(static_cast<T>(2), ldexp(T(1), -575)), static_cast<T>(8.08634922390438981326119906687585206568664784377654648227177e-174L), tolerance);
|
|
|
|
//typedef boost::math::policies::policy<boost::math::policies::overflow_error<boost::math::policies::throw_on_error> > throw_policy;
|
|
|
|
if(std::numeric_limits<T>::max_exponent <= 1024 && std::numeric_limits<T>::has_infinity)
|
|
{
|
|
BOOST_CHECK_EQUAL(::boost::math::tgamma(static_cast<T>(176), static_cast<T>(100)), std::numeric_limits<T>::infinity());
|
|
//BOOST_MATH_CHECK_THROW(::boost::math::tgamma(static_cast<T>(176), static_cast<T>(100), throw_policy()), std::overflow_error);
|
|
BOOST_CHECK_EQUAL(::boost::math::tgamma(static_cast<T>(530), static_cast<T>(2000)), std::numeric_limits<T>::infinity());
|
|
BOOST_CHECK_EQUAL(::boost::math::tgamma(static_cast<T>(740), static_cast<T>(2500)), std::numeric_limits<T>::infinity());
|
|
BOOST_CHECK_EQUAL(::boost::math::tgamma(static_cast<T>(530.5), static_cast<T>(2000)), std::numeric_limits<T>::infinity());
|
|
BOOST_CHECK_EQUAL(::boost::math::tgamma(static_cast<T>(740.5), static_cast<T>(2500)), std::numeric_limits<T>::infinity());
|
|
BOOST_CHECK_EQUAL(::boost::math::tgamma_lower(static_cast<T>(10000.0f), static_cast<T>(10000.0f / 4)), std::numeric_limits<T>::infinity());
|
|
}
|
|
if(std::numeric_limits<T>::max_exponent >= 1024)
|
|
{
|
|
BOOST_CHECK_CLOSE(::boost::math::tgamma(static_cast<T>(170), static_cast<T>(165)), static_cast<T>(2.737338337642022829223832094019477918166996032112404370e304L), (std::numeric_limits<T>::digits > 100 ? 10 : 3) * tolerance);
|
|
BOOST_CHECK_CLOSE(::boost::math::tgamma_lower(static_cast<T>(170), static_cast<T>(165)), static_cast<T>(1.531729671362682445715419794880088619901822603944331733e304L), 3 * tolerance);
|
|
BOOST_CHECK_CLOSE(::boost::math::tgamma(static_cast<T>(170), static_cast<T>(170)), static_cast<T>(2.090991698081449410761040647015858316167077909285580375e304L), 10 * tolerance);
|
|
BOOST_CHECK_CLOSE(::boost::math::tgamma_lower(static_cast<T>(170), static_cast<T>(170)), static_cast<T>(2.178076310923255864178211241883708221901740726771155728e304L), 10 * tolerance);
|
|
BOOST_CHECK_CLOSE(::boost::math::tgamma(static_cast<T>(170), static_cast<T>(190)), static_cast<T>(2.8359275512790301602903689596273175148895758522893941392e303L), 10 * tolerance);
|
|
BOOST_CHECK_CLOSE(::boost::math::tgamma_lower(static_cast<T>(170), static_cast<T>(190)), static_cast<T>(3.985475253876802258910214992936834786579861050827796689e304L), 10 * tolerance);
|
|
BOOST_CHECK_CLOSE(::boost::math::tgamma(static_cast<T>(170), static_cast<T>(1000)), static_cast<T>(6.1067635957780723069200425769800190368662985052038980542e72L), 10 * tolerance);
|
|
|
|
BOOST_CHECK_CLOSE(::boost::math::tgamma_lower(static_cast<T>(185), static_cast<T>(1)), static_cast<T>(0.001999286058955490074702037576083582139834300307968257924836L), tolerance);
|
|
BOOST_CHECK_CLOSE(::boost::math::tgamma(static_cast<T>(185), static_cast<T>(1500)), static_cast<T>(1.037189524841404054867100938934493979112615962865368623e-67L), tolerance * 10);
|
|
|
|
BOOST_CHECK_CLOSE(::boost::math::tgamma(static_cast<T>(36), ldexp(static_cast<T>(1), -26)), static_cast<T>(1.03331479663861449296666513375232000000e40L), tolerance * 10);
|
|
BOOST_CHECK_CLOSE(::boost::math::tgamma(static_cast<T>(50.5), ldexp(static_cast<T>(1), -17)), static_cast<T>(4.2904629123519598109157551960589377e63L), tolerance * 10);
|
|
BOOST_CHECK_CLOSE(::boost::math::tgamma(static_cast<T>(164.5), static_cast<T>(0.125)), static_cast<T>(2.5649307433687542701168405519538910e292L), tolerance * 10);
|
|
}
|
|
//
|
|
// Check very large parameters, see: https://github.com/boostorg/math/issues/168
|
|
//
|
|
T max_val = boost::math::tools::max_value<T>();
|
|
T large_val = max_val * 0.99f;
|
|
BOOST_CHECK_EQUAL(::boost::math::tgamma(static_cast<T>(22.25), max_val), 0);
|
|
BOOST_CHECK_EQUAL(::boost::math::tgamma(static_cast<T>(22.25), large_val), 0);
|
|
BOOST_CHECK_EQUAL(::boost::math::tgamma_lower(static_cast<T>(22.25), max_val), boost::math::tgamma(static_cast<T>(22.25)));
|
|
BOOST_CHECK_EQUAL(::boost::math::tgamma_lower(static_cast<T>(22.25), large_val), boost::math::tgamma(static_cast<T>(22.25)));
|
|
BOOST_CHECK_EQUAL(::boost::math::gamma_q(static_cast<T>(22.25), max_val), 0);
|
|
BOOST_CHECK_EQUAL(::boost::math::gamma_q(static_cast<T>(22.25), large_val), 0);
|
|
BOOST_CHECK_EQUAL(::boost::math::gamma_p(static_cast<T>(22.25), max_val), 1);
|
|
BOOST_CHECK_EQUAL(::boost::math::gamma_p(static_cast<T>(22.25), large_val), 1);
|
|
if (std::numeric_limits<T>::has_infinity)
|
|
{
|
|
BOOST_CHECK_EQUAL(::boost::math::tgamma(static_cast<T>(22.25), std::numeric_limits<T>::infinity()), 0);
|
|
BOOST_CHECK_EQUAL(::boost::math::tgamma_lower(static_cast<T>(22.25), std::numeric_limits<T>::infinity()), boost::math::tgamma(static_cast<T>(22.25)));
|
|
BOOST_CHECK_EQUAL(::boost::math::gamma_q(static_cast<T>(22.25), std::numeric_limits<T>::infinity()), 0);
|
|
BOOST_CHECK_EQUAL(::boost::math::gamma_p(static_cast<T>(22.25), std::numeric_limits<T>::infinity()), 1);
|
|
}
|
|
//
|
|
// Large arguments and small parameters, see https://github.com/boostorg/math/issues/451:
|
|
//
|
|
BOOST_CHECK_EQUAL(::boost::math::gamma_q(static_cast<T>(1770), static_cast<T>(1e-12)), 1);
|
|
BOOST_CHECK_EQUAL(::boost::math::gamma_p(static_cast<T>(1770), static_cast<T>(1e-12)), 0);
|
|
}
|
|
|