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5b9e2ec5a8
Added more Remez code, and appoximations for erf/erfc inverses. Updated and refactored erf code to use new approximations. Added more test cases. [SVN r3210]
97 lines
3.2 KiB
C++
97 lines
3.2 KiB
C++
// (C) Copyright John Maddock 2006.
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// Use, modification and distribution are subject to the
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// Boost Software License, Version 1.0. (See accompanying file
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// LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
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#include <boost/math/tools/ntl.hpp>
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#include <boost/test/included/test_exec_monitor.hpp>
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#include <boost/math/special_functions/beta.hpp>
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#include <boost/math/constants/constants.hpp>
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#include <boost/math/tools/test.hpp>
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#include <boost/lexical_cast.hpp>
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#include <fstream>
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#include <boost/math/tools/test_data.hpp>
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#include "ntl_rr_lanczos.hpp"
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using namespace boost::math::tools;
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//
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// Force trunctation to float precision of input values:
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// we must ensure that the input values are exactly representable
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// in whatever type we are testing, or the output values will all
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// be thrown off:
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//
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float external_f;
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float force_truncate(const float* f)
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{
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external_f = *f;
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return external_f;
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}
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float truncate_to_float(NTL::RR r)
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{
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float f = boost::math::tools::real_cast<float>(r);
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return force_truncate(&f);
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}
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std::tr1::mt19937 rnd;
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std::tr1::uniform_real<float> ur_a(1.0F, 5.0F);
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std::tr1::variate_generator<std::tr1::mt19937, std::tr1::uniform_real<float> > gen(rnd, ur_a);
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std::tr1::uniform_real<float> ur_a2(0.0F, 100.0F);
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std::tr1::variate_generator<std::tr1::mt19937, std::tr1::uniform_real<float> > gen2(rnd, ur_a2);
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struct ibeta_inv_data_generator
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{
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std::tr1::tuple<NTL::RR, NTL::RR, NTL::RR, NTL::RR, NTL::RR, NTL::RR, NTL::RR> operator()
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(NTL::RR bp, NTL::RR x_, NTL::RR p_)
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{
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float b = truncate_to_float(real_cast<float>(gen() * pow(NTL::RR(10), bp)));
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float x = truncate_to_float(real_cast<float>(x_));
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float p = truncate_to_float(real_cast<float>(p_));
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std::cout << b << " " << x << " " << p << std::flush;
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NTL::RR inv = boost::math::ibeta_inva(NTL::RR(b), NTL::RR(x), NTL::RR(p));
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std::cout << " " << inv << std::flush;
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NTL::RR invc = boost::math::ibetac_inva(NTL::RR(b), NTL::RR(x), NTL::RR(p));
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std::cout << " " << invc << std::endl;
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NTL::RR invb = boost::math::ibeta_invb(NTL::RR(b), NTL::RR(x), NTL::RR(p));
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std::cout << " " << invb << std::flush;
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NTL::RR invbc = boost::math::ibetac_invb(NTL::RR(b), NTL::RR(x), NTL::RR(p));
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std::cout << " " << invbc << std::endl;
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return std::tr1::make_tuple(b, x, p, inv, invc, invb, invbc);
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}
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};
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int test_main(int argc, char*argv [])
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{
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NTL::RR::SetPrecision(1000);
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NTL::RR::SetOutputPrecision(100);
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bool cont;
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std::string line;
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parameter_info<NTL::RR> arg1, arg2, arg3;
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test_data<NTL::RR> data;
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std::cout << "Welcome.\n"
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"This program will generate spot tests for the inverse incomplete beta function:\n"
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" ibeta_inva(a, p) and ibetac_inva(a, q)\n\n";
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arg1 = make_periodic_param(NTL::RR(-5), NTL::RR(6), 11);
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arg2 = make_random_param(NTL::RR(0.0001), NTL::RR(1), 10);
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arg3 = make_random_param(NTL::RR(0.0001), NTL::RR(1), 10);
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arg1.type |= dummy_param;
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arg2.type |= dummy_param;
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arg3.type |= dummy_param;
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data.insert(ibeta_inv_data_generator(), arg1, arg2, arg3);
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line = "ibeta_inva_data.ipp";
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std::ofstream ofs(line.c_str());
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write_code(ofs, data, "ibeta_inva_data");
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return 0;
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}
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