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/tools/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 "boost/math/tools/test_value.hpp"
  45 #include "test_owens_t.hpp"
  46
  47 //
  48 // Defining TEST_CPP_DEC_FLOAT enables testing of multiprecision support.
  49 // This requires the multiprecision library from sandbox/big_number.
  50 // Note that these tests *do not pass*, but they do give an idea of the
  51 // error rates that can be expected....
  52 //
  53 #ifdef TEST_CPP_DEC_FLOAT
  54 #include <boost/multiprecision/cpp_dec_float.hpp>
  55
  56 #undef SC_
  57 #define SC_(x) BOOST_MATH_TEST_VALUE(x)
  58 #endif
  59
  60 #include "owens_t_T7.hpp"
  61
  62 #include <iostream>
  63 using std::cout;
  64 using std::endl;
  65 #include <limits>
  66 using std::numeric_limits;
  67
  68 void expected_results()
  69 {
  70    //
  71    // Define the max and mean errors expected for
  72    // various compilers and platforms.
  73    //
  74    const char* largest_type;
  75 #ifndef BOOST_MATH_NO_LONG_DOUBLE_MATH_FUNCTIONS
  76    if(boost::math::policies::digits<double, boost::math::policies::policy<> >() == boost::math::policies::digits<long double, boost::math::policies::policy<> >())
  77    {
  78       largest_type = "(long\\s+)?double|real_concept";
  79    }
  80    else
  81    {
  82       largest_type = "long double|real_concept";
  83    }
  84 #else
  85    largest_type = "(long\\s+)?double";
  86 #endif
  87
  88    //
  89    // Catch all cases come last:
  90    //
  91    if(std::numeric_limits<long double>::digits > 60)
  92    {
  93       add_expected_result(
  94          ".*",                            // compiler
  95          ".*",                            // stdlib
  96          ".*",                            // platform
  97          largest_type,                    // test type(s)
  98          ".*",      // test data group
  99          "owens_t", 500, 100);  // test function
 100    }
 101    else
 102    {
 103       add_expected_result(
 104          ".*",                            // compiler
 105          ".*",                            // stdlib
 106          ".*",                            // platform
 107          largest_type,                    // test type(s)
 108          ".*",      // test data group
 109          "owens_t", 60, 5);  // test function
 110    }
 111    //
 112    // Finish off by printing out the compiler/stdlib/platform names,
 113    // we do this to make it easier to mark up expected error rates.
 114    //
 115    std::cout << "Tests run with " << BOOST_COMPILER << ", "
 116       << BOOST_STDLIB << ", " << BOOST_PLATFORM << std::endl;
 117 }
 118
 119 BOOST_AUTO_TEST_CASE( test_main )
 120 {
 121   BOOST_MATH_CONTROL_FP;
 122
 123   expected_results();
 124
 125   // Basic sanity-check spot values.
 126
 127   // (Parameter value, arbitrarily zero, only communicates the floating point type).
 128   test_spots(0.0F); // Test float.
 129   test_spots(0.0); // Test double.
 130 #ifndef BOOST_MATH_NO_LONG_DOUBLE_MATH_FUNCTIONS
 131   test_spots(0.0L); // Test long double.
 132 #if !BOOST_WORKAROUND(BOOST_BORLANDC, BOOST_TESTED_AT(0x582)) && !defined(BOOST_MATH_NO_REAL_CONCEPT_TESTS)
 133   test_spots(boost::math::concepts::real_concept(0.)); // Test real concept.
 134 #endif
 135 #endif
 136
 137   check_against_T7(0.0F); // Test float.
 138   check_against_T7(0.0); // Test double.
 139 #ifndef BOOST_MATH_NO_LONG_DOUBLE_MATH_FUNCTIONS
 140   check_against_T7(0.0L); // Test long double.
 141 #if !BOOST_WORKAROUND(BOOST_BORLANDC, BOOST_TESTED_AT(0x582)) && !defined(BOOST_MATH_NO_REAL_CONCEPT_TESTS)
 142   check_against_T7(boost::math::concepts::real_concept(0.)); // Test real concept.
 143 #endif
 144 #endif
 145
 146   test_owens_t(0.0F, "float"); // Test float.
 147   test_owens_t(0.0, "double"); // Test double.
 148 #ifndef BOOST_MATH_NO_LONG_DOUBLE_MATH_FUNCTIONS
 149   test_owens_t(0.0L, "long double"); // Test long double.
 150 #if !BOOST_WORKAROUND(BOOST_BORLANDC, BOOST_TESTED_AT(0x582)) && !defined(BOOST_MATH_NO_REAL_CONCEPT_TESTS)
 151   test_owens_t(boost::math::concepts::real_concept(0.), "real_concept"); // Test real concept.
 152 #endif
 153 #endif
 154 #if defined(TEST_CPP_DEC_FLOAT) && !defined(BOOST_MATH_STANDALONE)
 155   typedef boost::multiprecision::number<boost::multiprecision::cpp_dec_float<35> > cpp_dec_float_35;
 156   test_owens_t(cpp_dec_float_35(0), "cpp_dec_float_35"); // Test real concept.
 157   test_owens_t(boost::multiprecision::cpp_dec_float_50(0), "cpp_dec_float_50"); // Test real concept.
 158   test_owens_t(boost::multiprecision::cpp_dec_float_100(0), "cpp_dec_float_100"); // Test real concept.
 159 #endif
 160
 161 } // BOOST_AUTO_TEST_CASE( test_main )
 162
 163 /*
 164
 165 Output:
 166
 167   Description: Autorun "J:\Cpp\MathToolkit\test\Math_test\Debug\test_owens_t.exe"
 168   Running 1 test case...
 169   Tests run with Microsoft Visual C++ version 10.0, Dinkumware standard library version 520, Win32
 170   Tolerance = 3.57628e-006.
 171   Tolerance = 6.66134e-015.
 172   Tolerance = 6.66134e-015.
 173   Tolerance = 6.66134e-015.
 174   Tolerance = 1.78814e-005.
 175   Tolerance = 3.33067e-014.
 176   Tolerance = 3.33067e-014.
 177   Tolerance = 3.33067e-014.
 178   Testing Owens T (medium small values) with type float
 179   ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
 180   boost::math::owens_t<float> Max = 0 RMS Mean=0
 181
 182
 183   Testing Owens T (large and diverse values) with type float
 184   ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
 185   boost::math::owens_t<float> Max = 0 RMS Mean=0
 186
 187
 188   Testing Owens T (medium small values) with type double
 189   ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
 190   boost::math::owens_t<double> Max = 4.375 RMS Mean=0.9728
 191       worst case at row: 81
 192       { 4.4206809997558594, 0.1269868016242981, 1.0900281236140834e-006 }
 193
 194
 195   Testing Owens T (large and diverse values) with type double
 196   ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
 197   boost::math::owens_t<double> Max = 3.781 RMS Mean=0.6206
 198       worst case at row: 430
 199       { 3.4516773223876953, 0.0010718167759478092, 4.413983645332431e-007 }
 200
 201
 202   Testing Owens T (medium small values) with type long double
 203   ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
 204   boost::math::owens_t<long double> Max = 4.375 RMS Mean=0.9728
 205       worst case at row: 81
 206       { 4.4206809997558594, 0.1269868016242981, 1.0900281236140834e-006 }
 207
 208
 209   Testing Owens T (large and diverse values) with type long double
 210   ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
 211   boost::math::owens_t<long double> Max = 3.781 RMS Mean=0.6206
 212       worst case at row: 430
 213       { 3.4516773223876953, 0.0010718167759478092, 4.413983645332431e-007 }
 214
 215
 216   Testing Owens T (medium small values) with type real_concept
 217   ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
 218   boost::math::owens_t<real_concept> Max = 4.375 RMS Mean=1.032
 219       worst case at row: 81
 220       { 4.4206809997558594, 0.1269868016242981, 1.0900281236140834e-006 }
 221
 222
 223   Testing Owens T (large and diverse values) with type real_concept
 224   ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
 225   boost::math::owens_t<real_concept> Max = 21.04 RMS Mean=1.102
 226       worst case at row: 439
 227       { 3.4516773223876953, 0.98384737968444824, 0.00013923002576038691 }
 228
 229
 230
 231   *** No errors detected
 232
 233
 234 */
 235
 236
 237