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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 #include <boost/math/special_functions/math_fwd.hpp>
11 #define BOOST_TEST_MAIN
12 #include <boost/test/unit_test.hpp>
13 #include <boost/test/results_collector.hpp>
14 #include <boost/test/unit_test.hpp>
15 #include <boost/test/tools/floating_point_comparison.hpp>
16 #include <boost/math/tools/stats.hpp>
17 #include <boost/math/tools/test.hpp>
18 #include <boost/math/constants/constants.hpp>
19 #include <boost/type_traits/is_floating_point.hpp>
20 #include <boost/array.hpp>
21 #include "functor.hpp"
22 #include "table_type.hpp"
23 #include "handle_test_result.hpp"
24
25 #ifndef SC_
26 #define SC_(x) static_cast<typename table_type<T>::type>(BOOST_JOIN(x, L))
27 #endif
28
29 #define BOOST_CHECK_CLOSE_EX(a, b, prec, i) \
30 {\
31 unsigned int failures = boost::unit_test::results_collector.results( boost::unit_test::framework::current_test_case().p_id ).p_assertions_failed;\
32 BOOST_CHECK_CLOSE(a, b, prec); \
33 if(failures != boost::unit_test::results_collector.results( boost::unit_test::framework::current_test_case().p_id ).p_assertions_failed)\
34 {\
35 std::cerr << "Failure was at row " << i << std::endl;\
36 std::cerr << std::setprecision(35); \
37 std::cerr << "{ " << data[i][0] << " , " << data[i][1] << " , " << data[i][2];\
38 std::cerr << " , " << data[i][3] << " , " << data[i][4] << " , " << data[i][5] << " } " << std::endl;\
39 }\
40 }
41
42 template <class Real, class T>
43 void do_test_gamma_2(const T& data, const char* type_name, const char* test_name)
44 {
45 //
46 // test gamma_p_inva(T, T) against data:
47 //
48 using namespace std;
49 typedef Real value_type;
50
51 std::cout << test_name << " with type " << type_name << std::endl;
52
53 //
54 // These sanity checks test for a round trip accuracy of one half
55 // of the bits in T, unless T is type float, in which case we check
56 // for just one decimal digit. The problem here is the sensitivity
57 // of the functions, not their accuracy. This test data was generated
58 // for the forward functions, which means that when it is used as
59 // the input to the inverses then it is necessarily inexact. This rounding
60 // of the input is what makes the data unsuitable for use as an accuracy check,
61 // and also demonstrates that you can't in general round-trip these functions.
62 // It is however a useful sanity check.
63 //
64 value_type precision = static_cast<value_type>(ldexp(1.0, 1-boost::math::policies::digits<value_type, boost::math::policies::policy<> >()/2)) * 100;
65 if(boost::math::policies::digits<value_type, boost::math::policies::policy<> >() < 50)
66 precision = 1; // 1% or two decimal digits, all we can hope for when the input is truncated to float
67
68 for(unsigned i = 0; i < data.size(); ++i)
69 {
70 //
71 // These inverse tests are thrown off if the output of the
72 // incomplete gamma is too close to 1: basically there is insuffient
73 // information left in the value we're using as input to the inverse
74 // to be able to get back to the original value.
75 //
76 if(Real(data[i][5]) == 0)
77 BOOST_CHECK_EQUAL(boost::math::gamma_p_inva(Real(data[i][1]), Real(data[i][5])), std::numeric_limits<value_type>::has_infinity ? std::numeric_limits<value_type>::infinity() : boost::math::tools::max_value<value_type>());
78 else if((1 - Real(data[i][5]) > 0.001) && (fabs(Real(data[i][5])) > 2 * boost::math::tools::min_value<value_type>()))
79 {
80 value_type inv = boost::math::gamma_p_inva(Real(data[i][1]), Real(data[i][5]));
81 BOOST_CHECK_CLOSE_EX(Real(data[i][0]), inv, precision, i);
82 }
83 else if(1 == Real(data[i][5]))
84 BOOST_CHECK_EQUAL(boost::math::gamma_p_inva(Real(data[i][1]), Real(data[i][5])), boost::math::tools::min_value<value_type>());
85 else if(Real(data[i][5]) > 2 * boost::math::tools::min_value<value_type>())
86 {
87 // not enough bits in our input to get back to x, but we should be in
88 // the same ball park:
89 value_type inv = boost::math::gamma_p_inva(Real(data[i][1]), Real(data[i][5]));
90 BOOST_CHECK_CLOSE_EX(Real(data[i][0]), inv, 100, i);
91 }
92
93 if(Real(data[i][3]) == 0)
94 BOOST_CHECK_EQUAL(boost::math::gamma_q_inva(Real(data[i][1]), Real(data[i][3])), boost::math::tools::min_value<value_type>());
95 else if((1 - Real(data[i][3]) > 0.001)
96 && (fabs(Real(data[i][3])) > 2 * boost::math::tools::min_value<value_type>())
97 && (fabs(Real(data[i][3])) > 2 * boost::math::tools::min_value<double>()))
98 {
99 value_type inv = boost::math::gamma_q_inva(Real(data[i][1]), Real(data[i][3]));
100 BOOST_CHECK_CLOSE_EX(Real(data[i][0]), inv, precision, i);
101 }
102 else if(1 == Real(data[i][3]))
103 BOOST_CHECK_EQUAL(boost::math::gamma_q_inva(Real(data[i][1]), Real(data[i][3])), std::numeric_limits<value_type>::has_infinity ? std::numeric_limits<value_type>::infinity() : boost::math::tools::max_value<value_type>());
104 else if(Real(data[i][3]) > 2 * boost::math::tools::min_value<value_type>())
105 {
106 // not enough bits in our input to get back to x, but we should be in
107 // the same ball park:
108 value_type inv = boost::math::gamma_q_inva(Real(data[i][1]), Real(data[i][3]));
109 BOOST_CHECK_CLOSE_EX(Real(data[i][0]), inv, 100, i);
110 }
111 }
112 std::cout << std::endl;
113 }
114
115 template <class Real, class T>
116 void do_test_gamma_inva(const T& data, const char* type_name, const char* test_name)
117 {
118 #if !(defined(ERROR_REPORTING_MODE) && !defined(GAMMAP_INVA_FUNCTION_TO_TEST))
119 typedef Real value_type;
120
121 typedef value_type (*pg)(value_type, value_type);
122 #ifdef GAMMAP_INVA_FUNCTION_TO_TEST
123 pg funcp = GAMMAP_INVA_FUNCTION_TO_TEST;
124 #elif defined(BOOST_MATH_NO_DEDUCED_FUNCTION_POINTERS)
125 pg funcp = boost::math::gamma_p_inva<value_type, value_type>;
126 #else
127 pg funcp = boost::math::gamma_p_inva;
128 #endif
129
130 boost::math::tools::test_result<value_type> result;
131
132 std::cout << "Testing " << test_name << " with type " << type_name
133 << "\n~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~\n";
134
135 //
136 // test gamma_p_inva(T, T) against data:
137 //
138 result = boost::math::tools::test_hetero<Real>(
139 data,
140 bind_func<Real>(funcp, 0, 1),
141 extract_result<Real>(2));
142 handle_test_result(result, data[result.worst()], result.worst(), type_name, "gamma_p_inva", test_name);
143 //
144 // test gamma_q_inva(T, T) against data:
145 //
146 #ifdef GAMMAQ_INVA_FUNCTION_TO_TEST
147 funcp = GAMMAQ_INVA_FUNCTION_TO_TEST;
148 #elif defined(BOOST_MATH_NO_DEDUCED_FUNCTION_POINTERS)
149 funcp = boost::math::gamma_q_inva<value_type, value_type>;
150 #else
151 funcp = boost::math::gamma_q_inva;
152 #endif
153 result = boost::math::tools::test_hetero<Real>(
154 data,
155 bind_func<Real>(funcp, 0, 1),
156 extract_result<Real>(3));
157 handle_test_result(result, data[result.worst()], result.worst(), type_name, "gamma_q_inva", test_name);
158 #endif
159 }
160
161 template <class T>
162 void test_gamma(T, const char* name)
163 {
164 #if !defined(TEST_UDT) && !defined(ERROR_REPORTING_MODE)
165 //
166 // The actual test data is rather verbose, so it's in a separate file
167 //
168 // First the data for the incomplete gamma function, each
169 // row has the following 6 entries:
170 // Parameter a, parameter z,
171 // Expected tgamma(a, z), Expected gamma_q(a, z)
172 // Expected tgamma_lower(a, z), Expected gamma_p(a, z)
173 //
174 # include "igamma_med_data.ipp"
175
176 do_test_gamma_2<T>(igamma_med_data, name, "Running round trip sanity checks on incomplete gamma medium sized values");
177
178 # include "igamma_small_data.ipp"
179
180 do_test_gamma_2<T>(igamma_small_data, name, "Running round trip sanity checks on incomplete gamma small values");
181
182 # include "igamma_big_data.ipp"
183
184 do_test_gamma_2<T>(igamma_big_data, name, "Running round trip sanity checks on incomplete gamma large values");
185
186 #endif
187
188 # include "igamma_inva_data.ipp"
189
190 do_test_gamma_inva<T>(igamma_inva_data, name, "Incomplete gamma inverses.");
191 }
192