ceph/src/boost/libs/math/test/test_owens_t.cpp

   1 // test_owens_t.cpp
   2
   3 // Copyright Paul A. Bristow 2012.
   4 // Copyright Benjamin Sobotta 2012.
   5
   6 // Use, modification and distribution are subject to the
   7 // Boost Software License, Version 1.0.
   8 // (See accompanying file LICENSE_1_0.txt
   9 // or copy at http://www.boost.org/LICENSE_1_0.txt)
  10
  11 // Tested using some 30 decimal digit accuracy values from:
  12 // Fast and accurate calculation of Owen's T-function
  13 // Mike Patefield, and David Tandy
  14 // Journal of Statistical Software, 5 (5), 1-25 (2000).
  15 // http://www.jstatsoft.org/v05/a05/paper  Table 3, page 15
  16 // Values of T(h,a) accurate to thirty figures were calculated using 128 bit arithmetic by
  17 // evaluating (9) with m = 48, the summation over k being continued until additional terms did
  18 // not alter the result. The resultant values Tacc(h,a) say, were validated by evaluating (8) with
  19 // m = 48 (i.e. 96 point Gaussian quadrature).
  20
  21 #define BOOST_MATH_OVERFLOW_ERROR_POLICY ignore_error
  22
  23 #ifdef _MSC_VER
  24 #  pragma warning (disable : 4127) // conditional expression is constant
  25 #  pragma warning (disable : 4305) // 'initializing' : truncation from 'double' to 'const float'
  26 // ?? TODO get rid of these warnings?
  27 #endif
  28
  29 #include <boost/math/concepts/real_concept.hpp> // for real_concept.
  30 using ::boost::math::concepts::real_concept;
  31
  32 #include <boost/math/special_functions/owens_t.hpp> // for owens_t function.
  33 using boost::math::owens_t;
  34 #include <boost/math/distributions/normal.hpp>
  35
  36 #define BOOST_TEST_MAIN
  37 #include <boost/test/unit_test.hpp>
  38 #include <boost/test/floating_point_comparison.hpp>
  39 #include <boost/array.hpp>
  40
  41 #include "libs/math/test/handle_test_result.hpp"
  42 #include "libs/math/test/table_type.hpp"
  43 #include "libs/math/test/functor.hpp"
  44 #include "test_owens_t.hpp"
  45
  46 //
  47 // Defining TEST_CPP_DEC_FLOAT enables testing of multiprecision support.
  48 // This requires the multiprecision library from sandbox/big_number.
  49 // Note that these tests *do not pass*, but they do give an idea of the
  50 // error rates that can be expected....
  51 //
  52 #ifdef TEST_CPP_DEC_FLOAT
  53 #include <boost/multiprecision/cpp_dec_float.hpp>
  54
  55 template <class R>
  56 inline R convert_to(const char* s)
  57 {
  58    try{
  59       return boost::lexical_cast<R>(s);
  60    }
  61    catch(const boost::bad_lexical_cast&)
  62    {
  63       return 0;
  64    }
  65 }
  66
  67 #define SC_(x) convert_to<T>(BOOST_STRINGIZE(x))
  68 #endif
  69
  70 #include "owens_t_T7.hpp"
  71
  72 #include <iostream>
  73 using std::cout;
  74 using std::endl;
  75 #include <limits>
  76 using std::numeric_limits;
  77
  78 void expected_results()
  79 {
  80    //
  81    // Define the max and mean errors expected for
  82    // various compilers and platforms.
  83    //
  84    const char* largest_type;
  85 #ifndef BOOST_MATH_NO_LONG_DOUBLE_MATH_FUNCTIONS
  86    if(boost::math::policies::digits<double, boost::math::policies::policy<> >() == boost::math::policies::digits<long double, boost::math::policies::policy<> >())
  87    {
  88       largest_type = "(long\\s+)?double|real_concept";
  89    }
  90    else
  91    {
  92       largest_type = "long double|real_concept";
  93    }
  94 #else
  95    largest_type = "(long\\s+)?double";
  96 #endif
  97
  98    //
  99    // Catch all cases come last:
 100    //
 101    if(std::numeric_limits<long double>::digits > 60)
 102    {
 103       add_expected_result(
 104          ".*",                            // compiler
 105          ".*",                            // stdlib
 106          ".*",                            // platform
 107          largest_type,                    // test type(s)
 108          ".*",      // test data group
 109          "owens_t", 500, 100);  // test function
 110    }
 111    else
 112    {
 113       add_expected_result(
 114          ".*",                            // compiler
 115          ".*",                            // stdlib
 116          ".*",                            // platform
 117          largest_type,                    // test type(s)
 118          ".*",      // test data group
 119          "owens_t", 60, 5);  // test function
 120    }
 121    //
 122    // Finish off by printing out the compiler/stdlib/platform names,
 123    // we do this to make it easier to mark up expected error rates.
 124    //
 125    std::cout << "Tests run with " << BOOST_COMPILER << ", "
 126       << BOOST_STDLIB << ", " << BOOST_PLATFORM << std::endl;
 127 }
 128
 129 BOOST_AUTO_TEST_CASE( test_main )
 130 {
 131   BOOST_MATH_CONTROL_FP;
 132
 133   expected_results();
 134
 135   // Basic sanity-check spot values.
 136
 137   // (Parameter value, arbitrarily zero, only communicates the floating point type).
 138   test_spots(0.0F); // Test float.
 139   test_spots(0.0); // Test double.
 140 #ifndef BOOST_MATH_NO_LONG_DOUBLE_MATH_FUNCTIONS
 141   test_spots(0.0L); // Test long double.
 142 #if !BOOST_WORKAROUND(__BORLANDC__, BOOST_TESTED_AT(0x582))
 143   test_spots(boost::math::concepts::real_concept(0.)); // Test real concept.
 144 #endif
 145 #endif
 146
 147   check_against_T7(0.0F); // Test float.
 148   check_against_T7(0.0); // Test double.
 149 #ifndef BOOST_MATH_NO_LONG_DOUBLE_MATH_FUNCTIONS
 150   check_against_T7(0.0L); // Test long double.
 151 #if !BOOST_WORKAROUND(__BORLANDC__, BOOST_TESTED_AT(0x582))
 152   check_against_T7(boost::math::concepts::real_concept(0.)); // Test real concept.
 153 #endif
 154 #endif
 155
 156   test_owens_t(0.0F, "float"); // Test float.
 157   test_owens_t(0.0, "double"); // Test double.
 158 #ifndef BOOST_MATH_NO_LONG_DOUBLE_MATH_FUNCTIONS
 159   test_owens_t(0.0L, "long double"); // Test long double.
 160 #if !BOOST_WORKAROUND(__BORLANDC__, BOOST_TESTED_AT(0x582))
 161   test_owens_t(boost::math::concepts::real_concept(0.), "real_concept"); // Test real concept.
 162 #endif
 163 #endif
 164 #ifdef TEST_CPP_DEC_FLOAT
 165   typedef boost::multiprecision::mp_number<boost::multiprecision::cpp_dec_float<35> > cpp_dec_float_35;
 166   test_owens_t(cpp_dec_float_35(0), "cpp_dec_float_35"); // Test real concept.
 167   test_owens_t(boost::multiprecision::cpp_dec_float_50(0), "cpp_dec_float_50"); // Test real concept.
 168   test_owens_t(boost::multiprecision::cpp_dec_float_100(0), "cpp_dec_float_100"); // Test real concept.
 169 #endif
 170
 171 } // BOOST_AUTO_TEST_CASE( test_main )
 172
 173 /*
 174
 175 Output:
 176
 177   Description: Autorun "J:\Cpp\MathToolkit\test\Math_test\Debug\test_owens_t.exe"
 178   Running 1 test case...
 179   Tests run with Microsoft Visual C++ version 10.0, Dinkumware standard library version 520, Win32
 180   Tolerance = 3.57628e-006.
 181   Tolerance = 6.66134e-015.
 182   Tolerance = 6.66134e-015.
 183   Tolerance = 6.66134e-015.
 184   Tolerance = 1.78814e-005.
 185   Tolerance = 3.33067e-014.
 186   Tolerance = 3.33067e-014.
 187   Tolerance = 3.33067e-014.
 188   Testing Owens T (medium small values) with type float
 189   ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
 190   boost::math::owens_t<float> Max = 0 RMS Mean=0
 191
 192
 193   Testing Owens T (large and diverse values) with type float
 194   ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
 195   boost::math::owens_t<float> Max = 0 RMS Mean=0
 196
 197
 198   Testing Owens T (medium small values) with type double
 199   ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
 200   boost::math::owens_t<double> Max = 4.375 RMS Mean=0.9728
 201       worst case at row: 81
 202       { 4.4206809997558594, 0.1269868016242981, 1.0900281236140834e-006 }
 203
 204
 205   Testing Owens T (large and diverse values) with type double
 206   ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
 207   boost::math::owens_t<double> Max = 3.781 RMS Mean=0.6206
 208       worst case at row: 430
 209       { 3.4516773223876953, 0.0010718167759478092, 4.413983645332431e-007 }
 210
 211
 212   Testing Owens T (medium small values) with type long double
 213   ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
 214   boost::math::owens_t<long double> Max = 4.375 RMS Mean=0.9728
 215       worst case at row: 81
 216       { 4.4206809997558594, 0.1269868016242981, 1.0900281236140834e-006 }
 217
 218
 219   Testing Owens T (large and diverse values) with type long double
 220   ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
 221   boost::math::owens_t<long double> Max = 3.781 RMS Mean=0.6206
 222       worst case at row: 430
 223       { 3.4516773223876953, 0.0010718167759478092, 4.413983645332431e-007 }
 224
 225
 226   Testing Owens T (medium small values) with type real_concept
 227   ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
 228   boost::math::owens_t<real_concept> Max = 4.375 RMS Mean=1.032
 229       worst case at row: 81
 230       { 4.4206809997558594, 0.1269868016242981, 1.0900281236140834e-006 }
 231
 232
 233   Testing Owens T (large and diverse values) with type real_concept
 234   ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
 235   boost::math::owens_t<real_concept> Max = 21.04 RMS Mean=1.102
 236       worst case at row: 439
 237       { 3.4516773223876953, 0.98384737968444824, 0.00013923002576038691 }
 238
 239
 240
 241   *** No errors detected
 242
 243
 244 */
 245
 246
 247