]> git.proxmox.com Git - ceph.git/blame - ceph/src/boost/libs/math/test/test_igamma_inv.hpp
import new upstream nautilus stable release 14.2.8
[ceph.git] / ceph / src / boost / libs / math / test / test_igamma_inv.hpp
CommitLineData
7c673cae
FG
1// Copyright John Maddock 2006.
2// Copyright Paul A. Bristow 2007, 2009
3// Use, modification and distribution are subject to the
4// Boost Software License, Version 1.0. (See accompanying file
5// LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
6
7#include <boost/math/concepts/real_concept.hpp>
8#include <boost/math/special_functions/math_fwd.hpp>
9#define BOOST_TEST_MAIN
10#include <boost/test/unit_test.hpp>
11#include <boost/test/results_collector.hpp>
12#include <boost/test/unit_test.hpp>
92f5a8d4 13#include <boost/test/tools/floating_point_comparison.hpp>
7c673cae
FG
14#include <boost/math/tools/stats.hpp>
15#include <boost/math/tools/test.hpp>
16#include <boost/math/constants/constants.hpp>
17#include <boost/type_traits/is_floating_point.hpp>
18#include <boost/array.hpp>
19#include "functor.hpp"
20
21#include "handle_test_result.hpp"
22#include "table_type.hpp"
23
24#ifndef SC_
25#define SC_(x) static_cast<typename table_type<T>::type>(BOOST_JOIN(x, L))
26#endif
27
28#define BOOST_CHECK_CLOSE_EX(a, b, prec, i) \
29 {\
30 unsigned int failures = boost::unit_test::results_collector.results( boost::unit_test::framework::current_test_case().p_id ).p_assertions_failed;\
31 BOOST_CHECK_CLOSE(a, b, prec); \
32 if(failures != boost::unit_test::results_collector.results( boost::unit_test::framework::current_test_case().p_id ).p_assertions_failed)\
33 {\
34 std::cerr << "Failure was at row " << i << std::endl;\
35 std::cerr << std::setprecision(35); \
36 std::cerr << "{ " << data[i][0] << " , " << data[i][1] << " , " << data[i][2];\
37 std::cerr << " , " << data[i][3] << " , " << data[i][4] << " , " << data[i][5] << " } " << std::endl;\
38 }\
39 }
40
41template <class Real, class T>
42void do_test_gamma_2(const T& data, const char* type_name, const char* test_name)
43{
44 //
45 // test gamma_p_inv(T, T) against data:
46 //
47 using namespace std;
48 typedef Real value_type;
49
50 std::cout << test_name << " with type " << type_name << std::endl;
51
52 //
53 // These sanity checks test for a round trip accuracy of one half
54 // of the bits in T, unless T is type float, in which case we check
55 // for just one decimal digit. The problem here is the sensitivity
56 // of the functions, not their accuracy. This test data was generated
57 // for the forward functions, which means that when it is used as
58 // the input to the inverses then it is necessarily inexact. This rounding
59 // of the input is what makes the data unsuitable for use as an accuracy check,
60 // and also demonstrates that you can't in general round-trip these functions.
61 // It is however a useful sanity check.
62 //
63 value_type precision = static_cast<value_type>(ldexp(1.0, 1-boost::math::policies::digits<value_type, boost::math::policies::policy<> >()/2)) * 100;
64 if(boost::math::policies::digits<value_type, boost::math::policies::policy<> >() < 50)
65 precision = 1; // 1% or two decimal digits, all we can hope for when the input is truncated to float
66
67 for(unsigned i = 0; i < data.size(); ++i)
68 {
69 //
70 // These inverse tests are thrown off if the output of the
71 // incomplete gamma is too close to 1: basically there is insuffient
72 // information left in the value we're using as input to the inverse
73 // to be able to get back to the original value.
74 //
75 if(Real(data[i][5]) == 0)
76 BOOST_CHECK_EQUAL(boost::math::gamma_p_inv(Real(data[i][0]), Real(data[i][5])), value_type(0));
77 else if((1 - Real(data[i][5]) > 0.001)
78 && (fabs(Real(data[i][5])) > 2 * boost::math::tools::min_value<value_type>())
79 && (fabs(Real(data[i][5])) > 2 * boost::math::tools::min_value<double>()))
80 {
81 value_type inv = boost::math::gamma_p_inv(Real(data[i][0]), Real(data[i][5]));
82 BOOST_CHECK_CLOSE_EX(Real(data[i][1]), inv, precision, i);
83 }
84 else if(1 == Real(data[i][5]))
85 BOOST_CHECK_EQUAL(boost::math::gamma_p_inv(Real(data[i][0]), Real(data[i][5])), std::numeric_limits<value_type>::has_infinity ? std::numeric_limits<value_type>::infinity() : boost::math::tools::max_value<value_type>());
86 else
87 {
88 // not enough bits in our input to get back to x, but we should be in
89 // the same ball park:
90 value_type inv = boost::math::gamma_p_inv(Real(data[i][0]), Real(data[i][5]));
91 BOOST_CHECK_CLOSE_EX(Real(data[i][1]), inv, 100000, i);
92 }
93
94 if(Real(data[i][3]) == 0)
95 BOOST_CHECK_EQUAL(boost::math::gamma_q_inv(Real(data[i][0]), Real(data[i][3])), std::numeric_limits<value_type>::has_infinity ? std::numeric_limits<value_type>::infinity() : boost::math::tools::max_value<value_type>());
96 else if((1 - Real(data[i][3]) > 0.001) && (fabs(Real(data[i][3])) > 2 * boost::math::tools::min_value<value_type>()))
97 {
98 value_type inv = boost::math::gamma_q_inv(Real(data[i][0]), Real(data[i][3]));
99 BOOST_CHECK_CLOSE_EX(Real(data[i][1]), inv, precision, i);
100 }
101 else if(1 == Real(data[i][3]))
102 BOOST_CHECK_EQUAL(boost::math::gamma_q_inv(Real(data[i][0]), Real(data[i][3])), value_type(0));
103 else if(fabs(Real(data[i][3])) > 2 * boost::math::tools::min_value<value_type>())
104 {
105 // not enough bits in our input to get back to x, but we should be in
106 // the same ball park:
107 value_type inv = boost::math::gamma_q_inv(Real(data[i][0]), Real(data[i][3]));
108 BOOST_CHECK_CLOSE_EX(Real(data[i][1]), inv, 100, i);
109 }
110 }
111 std::cout << std::endl;
112}
113
114template <class Real, class T>
115void do_test_gamma_inv(const T& data, const char* type_name, const char* test_name)
116{
117#if !(defined(ERROR_REPORTING_MODE) && !defined(GAMMAP_INV_FUNCTION_TO_TEST))
118 typedef Real value_type;
119
120 typedef value_type (*pg)(value_type, value_type);
121#ifdef GAMMAP_INV_FUNCTION_TO_TEST
122 pg funcp = GAMMAP_INV_FUNCTION_TO_TEST;
123#elif defined(BOOST_MATH_NO_DEDUCED_FUNCTION_POINTERS)
124 pg funcp = boost::math::gamma_p_inv<value_type, value_type>;
125#else
126 pg funcp = boost::math::gamma_p_inv;
127#endif
128
129 boost::math::tools::test_result<value_type> result;
130
131 std::cout << "Testing " << test_name << " with type " << type_name
132 << "\n~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~\n";
133
134 //
135 // test gamma_p_inv(T, T) against data:
136 //
137 result = boost::math::tools::test_hetero<Real>(
138 data,
139 bind_func<Real>(funcp, 0, 1),
140 extract_result<Real>(2));
141 handle_test_result(result, data[result.worst()], result.worst(), type_name, "gamma_p_inv", test_name);
142 //
143 // test gamma_q_inv(T, T) against data:
144 //
145#ifdef GAMMAQ_INV_FUNCTION_TO_TEST
146 funcp = GAMMAQ_INV_FUNCTION_TO_TEST;
147#elif defined(BOOST_MATH_NO_DEDUCED_FUNCTION_POINTERS)
148 funcp = boost::math::gamma_q_inv<value_type, value_type>;
149#else
150 funcp = boost::math::gamma_q_inv;
151#endif
152 result = boost::math::tools::test_hetero<Real>(
153 data,
154 bind_func<Real>(funcp, 0, 1),
155 extract_result<Real>(3));
156 handle_test_result(result, data[result.worst()], result.worst(), type_name, "gamma_q_inv", test_name);
157#endif
158}
159
160template <class T>
161void test_gamma(T, const char* name)
162{
163#if !defined(TEST_UDT) && !defined(ERROR_REPORTING_MODE)
164 //
165 // The actual test data is rather verbose, so it's in a separate file
166 //
167 // First the data for the incomplete gamma function, each
168 // row has the following 6 entries:
169 // Parameter a, parameter z,
170 // Expected tgamma(a, z), Expected gamma_q(a, z)
171 // Expected tgamma_lower(a, z), Expected gamma_p(a, z)
172 //
173# include "igamma_med_data.ipp"
174
175 do_test_gamma_2<T>(igamma_med_data, name, "Running round trip sanity checks on incomplete gamma medium sized values");
176
177# include "igamma_small_data.ipp"
178
179 do_test_gamma_2<T>(igamma_small_data, name, "Running round trip sanity checks on incomplete gamma small values");
180
181# include "igamma_big_data.ipp"
182
183 do_test_gamma_2<T>(igamma_big_data, name, "Running round trip sanity checks on incomplete gamma large values");
184
185#endif
186
187# include "gamma_inv_data.ipp"
188
189 do_test_gamma_inv<T>(gamma_inv_data, name, "incomplete gamma inverse(a, z) medium values");
190
191# include "gamma_inv_big_data.ipp"
192
193 do_test_gamma_inv<T>(gamma_inv_big_data, name, "incomplete gamma inverse(a, z) large values");
194
195# include "gamma_inv_small_data.ipp"
196
197 do_test_gamma_inv<T>(gamma_inv_small_data, name, "incomplete gamma inverse(a, z) small values");
198}
199
200template <class T>
201void test_spots(T, const char* type_name)
202{
203 std::cout << "Running spot checks for type " << type_name << std::endl;
204 //
205 // basic sanity checks, tolerance is 150 epsilon expressed as a percentage:
206 //
207 T tolerance = boost::math::tools::epsilon<T>() * 15000;
208 if(tolerance < 1e-25f)
209 tolerance = 1e-25f; // limit of test data?
210 BOOST_CHECK_CLOSE(::boost::math::gamma_q_inv(static_cast<T>(1)/100, static_cast<T>(1.0/128)), static_cast<T>(0.35767144525455121503672919307647515332256996883787L), tolerance);
211 BOOST_CHECK_CLOSE(::boost::math::gamma_q_inv(static_cast<T>(1)/100, static_cast<T>(0.5)), static_cast<T>(4.4655350189103486773248562646452806745879516124613e-31L), tolerance*10);
212 //
213 // We can't test in this region against Mathworld's data as the results produced
214 // by functions.wolfram.com appear to be in error, and do *not* round trip with
215 // their own version of gamma_q. Using our output from the inverse as input to
216 // their version of gamma_q *does* round trip however. It should be pointed out
217 // that the functions in this area are very sensitive with nearly infinite
218 // first derivatives, it's also questionable how useful these functions are
219 // in this part of the domain.
220 //
221 //BOOST_CHECK_CLOSE(::boost::math::gamma_q_inv(static_cast<T>(1e-2), static_cast<T>(1.0-1.0/128)), static_cast<T>(3.8106736649978161389878528903698068142257930575497e-181L), tolerance);
222 //
223 BOOST_CHECK_CLOSE(::boost::math::gamma_q_inv(static_cast<T>(0.5), static_cast<T>(1.0/128)), static_cast<T>(3.5379794687984498627918583429482809311448951189097L), tolerance);
224 BOOST_CHECK_CLOSE(::boost::math::gamma_q_inv(static_cast<T>(0.5), static_cast<T>(1.0/2)), static_cast<T>(0.22746821155978637597125832348982469815821055329511L), tolerance);
225 BOOST_CHECK_CLOSE(::boost::math::gamma_q_inv(static_cast<T>(0.5), static_cast<T>(1.0-1.0/128)), static_cast<T>(0.000047938431649305382237483273209405461203600840052182L), tolerance);
226 BOOST_CHECK_CLOSE(::boost::math::gamma_q_inv(static_cast<T>(10), static_cast<T>(1.0/128)), static_cast<T>(19.221865946801723949866005318845155649972164294057L), tolerance);
227 BOOST_CHECK_CLOSE(::boost::math::gamma_q_inv(static_cast<T>(10), static_cast<T>(1.0/2)), static_cast<T>(9.6687146147141311517500637401166726067778162022664L), tolerance);
228 BOOST_CHECK_CLOSE(::boost::math::gamma_q_inv(static_cast<T>(10), static_cast<T>(1.0-1.0/128)), static_cast<T>(3.9754602513640844712089002210120603689809432130520L), tolerance);
229 BOOST_CHECK_CLOSE(::boost::math::gamma_q_inv(static_cast<T>(10000), static_cast<T>(1.0/128)), static_cast<T>(10243.369973939134157953734588122880006091919872879L), tolerance);
230 BOOST_CHECK_CLOSE(::boost::math::gamma_q_inv(static_cast<T>(10000), static_cast<T>(1.0/2)), static_cast<T>(9999.6666686420474237369661574633153551436435884101L), tolerance);
231 BOOST_CHECK_CLOSE(::boost::math::gamma_q_inv(static_cast<T>(10000), static_cast<T>(1.0-1.0/128)), static_cast<T>(9759.8597223369324083191194574874497413261589080204L), tolerance);
232}
233