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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 #define BOOST_MATH_OVERFLOW_ERROR_POLICY ignore_error
8
9 #include <boost/math/concepts/real_concept.hpp>
10 #define BOOST_TEST_MAIN
11 #include <boost/test/unit_test.hpp>
12 #include <boost/test/tools/floating_point_comparison.hpp>
13 #include <boost/math/special_functions/math_fwd.hpp>
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 #ifdef TEST_GSL
22 #include <gsl/gsl_errno.h>
23 #include <gsl/gsl_message.h>
24 #endif
25
26 #include "handle_test_result.hpp"
27 #include "table_type.hpp"
28
29 #ifndef SC_
30 #define SC_(x) static_cast<typename table_type<T>::type>(BOOST_JOIN(x, L))
31 #endif
32
33 template <class Real, class T>
34 void test_inverses(const T& data)
35 {
36 using namespace std;
37 //typedef typename T::value_type row_type;
38 typedef Real value_type;
39
40 value_type precision = static_cast<value_type>(ldexp(1.0, 1-boost::math::policies::digits<value_type, boost::math::policies::policy<> >()/2)) * 100;
41 if(boost::math::policies::digits<value_type, boost::math::policies::policy<> >() < 50)
42 precision = 1; // 1% or two decimal digits, all we can hope for when the input is truncated
43
44 for(unsigned i = 0; i < data.size(); ++i)
45 {
46 //
47 // These inverse tests are thrown off if the output of the
48 // incomplete beta is too close to 1: basically there is insuffient
49 // information left in the value we're using as input to the inverse
50 // to be able to get back to the original value.
51 //
52 if(Real(data[i][5]) == 0)
53 {
54 BOOST_CHECK_EQUAL(boost::math::ibeta_inva(Real(data[i][1]), Real(data[i][2]), Real(data[i][5])), std::numeric_limits<value_type>::has_infinity ? std::numeric_limits<value_type>::infinity() : boost::math::tools::max_value<value_type>());
55 BOOST_CHECK_EQUAL(boost::math::ibeta_invb(Real(data[i][0]), Real(data[i][2]), Real(data[i][5])), boost::math::tools::min_value<value_type>());
56 }
57 else if((1 - Real(data[i][5]) > 0.001)
58 && (fabs(Real(data[i][5])) > 2 * boost::math::tools::min_value<value_type>())
59 && (fabs(Real(data[i][5])) > 2 * boost::math::tools::min_value<double>()))
60 {
61 value_type inv = boost::math::ibeta_inva(Real(data[i][1]), Real(data[i][2]), Real(data[i][5]));
62 BOOST_CHECK_CLOSE(Real(data[i][0]), inv, precision);
63 inv = boost::math::ibeta_invb(Real(data[i][0]), Real(data[i][2]), Real(data[i][5]));
64 BOOST_CHECK_CLOSE(Real(data[i][1]), inv, precision);
65 }
66 else if(1 == Real(data[i][5]))
67 {
68 BOOST_CHECK_EQUAL(boost::math::ibeta_inva(Real(data[i][1]), Real(data[i][2]), Real(data[i][5])), boost::math::tools::min_value<value_type>());
69 BOOST_CHECK_EQUAL(boost::math::ibeta_invb(Real(data[i][0]), Real(data[i][2]), Real(data[i][5])), std::numeric_limits<value_type>::has_infinity ? std::numeric_limits<value_type>::infinity() : boost::math::tools::max_value<value_type>());
70 }
71
72 if(Real(data[i][6]) == 0)
73 {
74 BOOST_CHECK_EQUAL(boost::math::ibetac_inva(Real(data[i][1]), Real(data[i][2]), Real(data[i][6])), boost::math::tools::min_value<value_type>());
75 BOOST_CHECK_EQUAL(boost::math::ibetac_invb(Real(data[i][0]), Real(data[i][2]), Real(data[i][6])), std::numeric_limits<value_type>::has_infinity ? std::numeric_limits<value_type>::infinity() : boost::math::tools::max_value<value_type>());
76 }
77 else if((1 - Real(data[i][6]) > 0.001)
78 && (fabs(Real(data[i][6])) > 2 * boost::math::tools::min_value<value_type>())
79 && (fabs(Real(data[i][6])) > 2 * boost::math::tools::min_value<double>()))
80 {
81 value_type inv = boost::math::ibetac_inva(Real(data[i][1]), Real(data[i][2]), Real(data[i][6]));
82 BOOST_CHECK_CLOSE(Real(data[i][0]), inv, precision);
83 inv = boost::math::ibetac_invb(Real(data[i][0]), Real(data[i][2]), Real(data[i][6]));
84 BOOST_CHECK_CLOSE(Real(data[i][1]), inv, precision);
85 }
86 else if(Real(data[i][6]) == 1)
87 {
88 BOOST_CHECK_EQUAL(boost::math::ibetac_inva(Real(data[i][1]), Real(data[i][2]), Real(data[i][6])), std::numeric_limits<value_type>::has_infinity ? std::numeric_limits<value_type>::infinity() : boost::math::tools::max_value<value_type>());
89 BOOST_CHECK_EQUAL(boost::math::ibetac_invb(Real(data[i][0]), Real(data[i][2]), Real(data[i][6])), boost::math::tools::min_value<value_type>());
90 }
91 }
92 }
93
94 template <class Real, class T>
95 void test_inverses2(const T& data, const char* type_name, const char* test_name)
96 {
97 #if !(defined(ERROR_REPORTING_MODE) && !defined(IBETA_INVA_FUNCTION_TO_TEST))
98 //typedef typename T::value_type row_type;
99 typedef Real value_type;
100
101 typedef value_type (*pg)(value_type, value_type, value_type);
102 #ifdef IBETA_INVA_FUNCTION_TO_TEST
103 pg funcp = IBETA_INVA_FUNCTION_TO_TEST;
104 #elif defined(BOOST_MATH_NO_DEDUCED_FUNCTION_POINTERS)
105 pg funcp = boost::math::ibeta_inva<value_type, value_type, value_type>;
106 #else
107 pg funcp = boost::math::ibeta_inva;
108 #endif
109
110 boost::math::tools::test_result<value_type> result;
111
112 std::cout << "Testing " << test_name << " with type " << type_name
113 << "\n~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~\n";
114
115 //
116 // test ibeta_inva(T, T, T) against data:
117 //
118 result = boost::math::tools::test_hetero<Real>(
119 data,
120 bind_func<Real>(funcp, 0, 1, 2),
121 extract_result<Real>(3));
122 handle_test_result(result, data[result.worst()], result.worst(), type_name, "ibeta_inva", test_name);
123 //
124 // test ibetac_inva(T, T, T) against data:
125 //
126 #ifdef IBETAC_INVA_FUNCTION_TO_TEST
127 funcp = IBETAC_INVA_FUNCTION_TO_TEST;
128 #elif defined(BOOST_MATH_NO_DEDUCED_FUNCTION_POINTERS)
129 funcp = boost::math::ibetac_inva<value_type, value_type, value_type>;
130 #else
131 funcp = boost::math::ibetac_inva;
132 #endif
133 result = boost::math::tools::test_hetero<Real>(
134 data,
135 bind_func<Real>(funcp, 0, 1, 2),
136 extract_result<Real>(4));
137 handle_test_result(result, data[result.worst()], result.worst(), type_name, "ibetac_inva", test_name);
138 //
139 // test ibeta_invb(T, T, T) against data:
140 //
141 #ifdef IBETA_INVB_FUNCTION_TO_TEST
142 funcp = IBETA_INVB_FUNCTION_TO_TEST;
143 #elif defined(BOOST_MATH_NO_DEDUCED_FUNCTION_POINTERS)
144 funcp = boost::math::ibeta_invb<value_type, value_type, value_type>;
145 #else
146 funcp = boost::math::ibeta_invb;
147 #endif
148 result = boost::math::tools::test_hetero<Real>(
149 data,
150 bind_func<Real>(funcp, 0, 1, 2),
151 extract_result<Real>(5));
152 handle_test_result(result, data[result.worst()], result.worst(), type_name, "ibeta_invb", test_name);
153 //
154 // test ibetac_invb(T, T, T) against data:
155 //
156 #ifdef IBETAC_INVB_FUNCTION_TO_TEST
157 funcp = IBETAC_INVB_FUNCTION_TO_TEST;
158 #elif defined(BOOST_MATH_NO_DEDUCED_FUNCTION_POINTERS)
159 funcp = boost::math::ibetac_invb<value_type, value_type, value_type>;
160 #else
161 funcp = boost::math::ibetac_invb;
162 #endif
163 result = boost::math::tools::test_hetero<Real>(
164 data,
165 bind_func<Real>(funcp, 0, 1, 2),
166 extract_result<Real>(6));
167 handle_test_result(result, data[result.worst()], result.worst(), type_name, "ibetac_invb", test_name);
168 #endif
169 }
170
171 template <class T>
172 void test_beta(T, const char* name)
173 {
174 #if !defined(ERROR_REPORTING_MODE)
175 //
176 // The actual test data is rather verbose, so it's in a separate file
177 //
178 // The contents are as follows, each row of data contains
179 // five items, input value a, input value b, integration limits x, beta(a, b, x) and ibeta(a, b, x):
180 //
181 std::cout << "Running sanity checks for type " << name << std::endl;
182
183 #if !defined(TEST_DATA) || (TEST_DATA == 1)
184 # include "ibeta_small_data.ipp"
185
186 test_inverses<T>(ibeta_small_data);
187 #endif
188
189 #if !defined(TEST_DATA) || (TEST_DATA == 2)
190 # include "ibeta_data.ipp"
191
192 test_inverses<T>(ibeta_data);
193 #endif
194
195 #if !defined(TEST_DATA) || (TEST_DATA == 3)
196 # include "ibeta_large_data.ipp"
197
198 test_inverses<T>(ibeta_large_data);
199 #endif
200 #endif
201
202 #if !defined(TEST_REAL_CONCEPT) || defined(FULL_TEST) || (TEST_DATA == 4)
203 if(boost::is_floating_point<T>::value){
204 //
205 // This accuracy test is normally only enabled for "real"
206 // floating point types and not for class real_concept.
207 // The reason is that these tests are exceptionally slow
208 // to complete when T doesn't have Lanczos support defined for it.
209 //
210 # include "ibeta_inva_data.ipp"
211
212 test_inverses2<T>(ibeta_inva_data, name, "Inverse incomplete beta");
213 }
214 #endif
215 }
216