math/test/test_autodiff_8.cpp
2019-07-05 08:51:59 -04:00

507 lines
20 KiB
C++

// Copyright Matthew Pulver 2018 - 2019.
// Distributed under the Boost Software License, Version 1.0.
// (See accompanying file LICENSE_1_0.txt or copy at
// https://www.boost.org/LICENSE_1_0.txt)
#include "test_autodiff.hpp"
BOOST_AUTO_TEST_SUITE(test_autodiff_8)
BOOST_AUTO_TEST_CASE_TEMPLATE(hermite_hpp, T, all_float_types) {
using test_constants = test_constants_t<T>;
static constexpr auto m = test_constants::order;
test_detail::RandomSample<T> x_sampler{-200, 200};
for (auto i : boost::irange(14u)) {
auto x = x_sampler.next();
auto autodiff_v = boost::math::hermite(i, make_fvar<T, m>(x));
auto anchor_v = boost::math::hermite(i, x);
BOOST_CHECK(isNearZero(autodiff_v.derivative(0u) - anchor_v));
}
}
BOOST_AUTO_TEST_CASE_TEMPLATE(heuman_lambda_hpp, T, all_float_types) {
using test_constants = test_constants_t<T>;
static constexpr auto m = test_constants::order;
test_detail::RandomSample<T> x_sampler{-1, 1};
test_detail::RandomSample<T> phi_sampler{-boost::math::constants::two_pi<T>(),
boost::math::constants::two_pi<T>()};
for (auto i : boost::irange(test_constants::n_samples)) {
std::ignore = i;
auto x = x_sampler.next();
auto phi = phi_sampler.next();
auto autodiff_v =
boost::math::heuman_lambda(make_fvar<T, m>(x), make_fvar<T, m>(phi));
auto anchor_v = boost::math::heuman_lambda(x, phi);
BOOST_CHECK(isNearZero(autodiff_v.derivative(0u) - anchor_v));
}
}
BOOST_AUTO_TEST_CASE_TEMPLATE(hypot_hpp, T, all_float_types) {
using test_constants = test_constants_t<T>;
static constexpr auto m = test_constants::order;
test_detail::RandomSample<T> x_sampler{-2000, 2000};
test_detail::RandomSample<T> y_sampler{-2000, 2000};
for (auto i : boost::irange(test_constants::n_samples)) {
std::ignore = i;
auto x = x_sampler.next();
auto y = y_sampler.next();
auto autodiff_v =
boost::math::hypot(make_fvar<T, m>(x), make_fvar<T, m>(y));
auto anchor_v = boost::math::hypot(x, y);
BOOST_CHECK(isNearZero(autodiff_v.derivative(0u) - anchor_v));
}
}
BOOST_AUTO_TEST_CASE_TEMPLATE(jacobi_elliptic_hpp, T, all_float_types) {
using test_constants = test_constants_t<T>;
static constexpr auto m = test_constants::order;
test_detail::RandomSample<T> k_sampler{0, 1};
test_detail::RandomSample<T> theta_sampler{-100, 100};
for (auto i : boost::irange(test_constants::n_samples)) {
std::ignore = i;
auto k = k_sampler.next();
auto theta = theta_sampler.next();
BOOST_CHECK(isNearZero(
boost::math::jacobi_cd(make_fvar<T, m>(k), make_fvar<T, m>(theta))
.derivative(0u) -
boost::math::jacobi_cd(k, theta)));
BOOST_CHECK(isNearZero(
boost::math::jacobi_cn(make_fvar<T, m>(k), make_fvar<T, m>(theta))
.derivative(0u) -
boost::math::jacobi_cn(k, theta)));
BOOST_CHECK(isNearZero(
boost::math::jacobi_cs(make_fvar<T, m>(k), make_fvar<T, m>(theta))
.derivative(0u) -
boost::math::jacobi_cs(k, theta)));
BOOST_CHECK(isNearZero(
boost::math::jacobi_dc(make_fvar<T, m>(k), make_fvar<T, m>(theta))
.derivative(0u) -
boost::math::jacobi_dc(k, theta)));
BOOST_CHECK(isNearZero(
boost::math::jacobi_dn(make_fvar<T, m>(k), make_fvar<T, m>(theta))
.derivative(0u) -
boost::math::jacobi_dn(k, theta)));
BOOST_CHECK(isNearZero(
boost::math::jacobi_ds(make_fvar<T, m>(k), make_fvar<T, m>(theta))
.derivative(0u) -
boost::math::jacobi_ds(k, theta)));
BOOST_CHECK(isNearZero(
boost::math::jacobi_nc(make_fvar<T, m>(k), make_fvar<T, m>(theta))
.derivative(0u) -
boost::math::jacobi_nc(k, theta)));
BOOST_CHECK(isNearZero(
boost::math::jacobi_nd(make_fvar<T, m>(k), make_fvar<T, m>(theta))
.derivative(0u) -
boost::math::jacobi_nd(k, theta)));
BOOST_CHECK(isNearZero(
boost::math::jacobi_ns(make_fvar<T, m>(k), make_fvar<T, m>(theta))
.derivative(0u) -
boost::math::jacobi_ns(k, theta)));
BOOST_CHECK(isNearZero(
boost::math::jacobi_sc(make_fvar<T, m>(k), make_fvar<T, m>(theta))
.derivative(0u) -
boost::math::jacobi_sc(k, theta)));
BOOST_CHECK(isNearZero(
boost::math::jacobi_sd(make_fvar<T, m>(k), make_fvar<T, m>(theta))
.derivative(0u) -
boost::math::jacobi_sd(k, theta)));
BOOST_CHECK(isNearZero(
boost::math::jacobi_sn(make_fvar<T, m>(k), make_fvar<T, m>(theta))
.derivative(0u) -
boost::math::jacobi_sn(k, theta)));
}
}
BOOST_AUTO_TEST_CASE_TEMPLATE(jacobi_zeta_hpp, T, all_float_types) {
using test_constants = test_constants_t<T>;
static constexpr auto m = test_constants::order;
test_detail::RandomSample<T> x_sampler{-1, 1};
test_detail::RandomSample<T> phi_sampler{-boost::math::constants::two_pi<T>(),
boost::math::constants::two_pi<T>()};
for (auto i : boost::irange(test_constants::n_samples)) {
std::ignore = i;
auto x = x_sampler.next();
auto phi = phi_sampler.next();
BOOST_CHECK(isNearZero(
boost::math::jacobi_zeta(make_fvar<T, m>(x), make_fvar<T, m>(phi))
.derivative(0u) -
boost::math::jacobi_zeta(x, phi)));
}
}
BOOST_AUTO_TEST_CASE_TEMPLATE(laguerre_hpp, T, all_float_types) {
using boost::multiprecision::min;
using std::min;
using test_constants = test_constants_t<T>;
static constexpr auto m = test_constants::order;
test_detail::RandomSample<unsigned> n_sampler{1, 50};
test_detail::RandomSample<unsigned> r_sampler{0, 50};
test_detail::RandomSample<T> x_sampler{0, 50};
for (auto i : boost::irange(test_constants::n_samples)) {
std::ignore = i;
auto n = n_sampler.next();
auto r = (min)(n - 1, r_sampler.next());
auto x = x_sampler.next();
{
auto autodiff_v = boost::math::laguerre(n, make_fvar<T, m>(x));
auto anchor_v = boost::math::laguerre(n, x);
BOOST_CHECK(isNearZero(autodiff_v.derivative(0u) - anchor_v));
}
{
auto autodiff_v = boost::math::laguerre(n, r, make_fvar<T, m>(x));
auto anchor_v = boost::math::laguerre(n, r, x);
BOOST_CHECK(isNearZero(autodiff_v.derivative(0u) - anchor_v));
}
}
}
BOOST_AUTO_TEST_CASE_TEMPLATE(lambert_w_hpp, T, all_float_types) {
using boost::math::nextafter;
using boost::math::tools::max;
using boost::multiprecision::fabs;
using boost::multiprecision::min;
using detail::fabs;
using std::fabs;
using std::max;
using std::min;
using std::nextafter;
using promoted_t = promote<T, double>;
using test_constants = test_constants_t<T>;
static constexpr auto m = test_constants::order;
test_detail::RandomSample<T> x_sampler{static_cast<T>(-1 / std::exp(-1)),
((std::numeric_limits<T>::max))()};
for (auto i : boost::irange(test_constants::n_samples)) {
std::ignore = i;
auto x = x_sampler.next();
{
auto x_ = (min<T>)(static_cast<T>(((max<promoted_t>))(
-exp(promoted_t(-1)), promoted_t(x))),
((std::numeric_limits<T>::max))());
{
auto autodiff_v = boost::math::lambert_w0(make_fvar<T, m>(x_));
auto anchor_v = boost::math::lambert_w0(x_);
BOOST_CHECK(isNearZero(autodiff_v.derivative(0u) - anchor_v));
}
{
auto autodiff_v = boost::math::lambert_w0_prime(make_fvar<T, m>(x_));
auto anchor_v = boost::math::lambert_w0_prime(x_);
BOOST_CHECK(isNearZero(autodiff_v.derivative(0u) - anchor_v));
}
}
{
auto x_ = nextafter(
static_cast<T>(nextafter(
((max))(static_cast<promoted_t>(-exp(-1)), -fabs(promoted_t(x))),
((std::numeric_limits<promoted_t>::max))())),
((std::numeric_limits<T>::max))());
x_ = (max)(static_cast<T>(-0.36), x_);
BOOST_CHECK(isNearZero(
boost::math::lambert_wm1(make_fvar<T, m>(x_)).derivative(0u) -
boost::math::lambert_wm1(x_)));
BOOST_CHECK(isNearZero(
boost::math::lambert_wm1_prime(make_fvar<T, m>(x_)).derivative(0u) -
boost::math::lambert_wm1_prime(x_)));
}
}
}
BOOST_AUTO_TEST_CASE_TEMPLATE(log1p_hpp, T, all_float_types) {
using boost::math::log1p;
using boost::multiprecision::log1p;
using test_constants = test_constants_t<T>;
static constexpr auto m = test_constants::order;
test_detail::RandomSample<T> x_sampler{-1, 2000};
for (auto i : boost::irange(test_constants::n_samples)) {
std::ignore = i;
auto x = x_sampler.next();
BOOST_CHECK(
isNearZero(log1p(make_fvar<T, m>(x)).derivative(0u) - log1p(x)));
}
}
BOOST_AUTO_TEST_CASE_TEMPLATE(next_hpp, T, all_float_types) {
using boost::math::float_advance;
using boost::math::float_distance;
using boost::math::float_next;
using boost::math::float_prior;
using boost::math::nextafter;
using boost::multiprecision::nextafter;
using test_constants = test_constants_t<T>;
static constexpr auto m = test_constants::order;
for (auto i : boost::irange(test_constants::n_samples)) {
const auto j = static_cast<T>(i);
auto fvar_j = make_fvar<T, m>(j);
BOOST_CHECK(isNearZero(float_next(fvar_j).derivative(0u) - float_next(j)));
BOOST_CHECK(
isNearZero(float_prior(fvar_j).derivative(0u) - float_prior(j)));
BOOST_CHECK(isNearZero(
nextafter(fvar_j, make_fvar<T, m>(static_cast<T>(1))).derivative(0u) -
nextafter(j, static_cast<T>(1))));
BOOST_CHECK(
isNearZero(nextafter(fvar_j, make_fvar<T, m>(static_cast<T>(i + 2))) -
nextafter(j, static_cast<T>(i + 2))));
BOOST_CHECK(
isNearZero(nextafter(fvar_j, make_fvar<T, m>(static_cast<T>(i + 1)))
.derivative(0u) -
nextafter(j, static_cast<T>(i + 2))));
BOOST_CHECK(isNearZero(
nextafter(fvar_j, make_fvar<T, m>(static_cast<T>(-1))).derivative(0u) -
nextafter(j, static_cast<T>(-1))));
BOOST_CHECK(isNearZero(
nextafter(fvar_j, make_fvar<T, m>(static_cast<T>(-1 * (i + 2))))
.derivative(0u) -
nextafter(j, -1 * static_cast<T>(i + 2))));
BOOST_CHECK(isNearZero(
nextafter(fvar_j, make_fvar<T, m>(static_cast<T>(-1 * (i + 1))))
.derivative(0u) -
nextafter(j, -1 * static_cast<T>(i + 2))));
BOOST_CHECK(isNearZero(nextafter(fvar_j, fvar_j) - fvar_j));
BOOST_CHECK(isNearZero(float_advance(fvar_j, 1).derivative(0u) -
float_advance(j, 1)));
BOOST_CHECK(isNearZero(float_advance(fvar_j, i + 2).derivative(0u) -
float_advance(j, i + 2)));
BOOST_CHECK(isNearZero(
float_advance(fvar_j, i + 1).derivative(0u) -
float_advance(float_advance(fvar_j, i + 2), -1).derivative(0u)));
BOOST_CHECK(isNearZero(float_advance(fvar_j, -1).derivative(0u) -
float_advance(j, -1)));
BOOST_CHECK(isNearZero(
float_advance(fvar_j, -i - 1).derivative(0u) -
float_advance(float_advance(fvar_j, -i - 2), 1).derivative(0u)));
BOOST_CHECK(isNearZero(float_advance(fvar_j, 0) - fvar_j));
BOOST_CHECK(isNearZero(float_distance(fvar_j, j).derivative(0u) -
static_cast<T>(0)));
BOOST_CHECK(
isNearZero(float_distance(float_next(fvar_j), fvar_j).derivative(0u) -
((make_fvar<T, m>(-1))).derivative(0u)));
BOOST_CHECK(
isNearZero(float_distance(float_prior(fvar_j), fvar_j).derivative(0u) -
(make_fvar<T, m>(1)).derivative(0u)));
}
}
BOOST_AUTO_TEST_CASE_TEMPLATE(owens_t_hpp, T, bin_float_types) {
BOOST_MATH_STD_USING;
using test_constants = test_constants_t<T>;
static constexpr auto m = test_constants::order;
test_detail::RandomSample<T> h_sampler{-2000, 2000};
test_detail::RandomSample<T> a_sampler{-2000, 2000};
for (auto i : boost::irange(test_constants::n_samples)) {
std::ignore = i;
auto h = h_sampler.next();
auto a = a_sampler.next();
auto autodiff_v =
boost::math::owens_t(make_fvar<T, m>(h), make_fvar<T, m>(a));
auto anchor_v = boost::math::owens_t(h, a);
BOOST_CHECK(isNearZero(autodiff_v.derivative(0u) - anchor_v));
}
}
BOOST_AUTO_TEST_CASE_TEMPLATE(pow_hpp, T, all_float_types) {
using test_constants = test_constants_t<T>;
static constexpr auto m = test_constants::order;
for (auto i : boost::irange(10)) {
BOOST_CHECK_CLOSE(
boost::math::pow<0>(make_fvar<T, m>(static_cast<T>(i))).derivative(0u),
boost::math::pow<0>(static_cast<T>(i)), test_constants::pct_epsilon());
BOOST_CHECK_CLOSE(
boost::math::pow<1>(make_fvar<T, m>(static_cast<T>(i))).derivative(0u),
boost::math::pow<1>(static_cast<T>(i)), test_constants::pct_epsilon());
BOOST_CHECK_CLOSE(
boost::math::pow<2>(make_fvar<T, m>(static_cast<T>(i))).derivative(0u),
boost::math::pow<2>(static_cast<T>(i)), test_constants::pct_epsilon());
BOOST_CHECK_CLOSE(
boost::math::pow<3>(make_fvar<T, m>(static_cast<T>(i))).derivative(0u),
boost::math::pow<3>(static_cast<T>(i)), test_constants::pct_epsilon());
BOOST_CHECK_CLOSE(
boost::math::pow<4>(make_fvar<T, m>(static_cast<T>(i))).derivative(0u),
boost::math::pow<4>(static_cast<T>(i)), test_constants::pct_epsilon());
BOOST_CHECK_CLOSE(
boost::math::pow<5>(make_fvar<T, m>(static_cast<T>(i))).derivative(0u),
boost::math::pow<5>(static_cast<T>(i)), test_constants::pct_epsilon());
BOOST_CHECK_CLOSE(
boost::math::pow<6>(make_fvar<T, m>(static_cast<T>(i))).derivative(0u),
boost::math::pow<6>(static_cast<T>(i)), test_constants::pct_epsilon());
BOOST_CHECK_CLOSE(
boost::math::pow<7>(make_fvar<T, m>(static_cast<T>(i))).derivative(0u),
boost::math::pow<7>(static_cast<T>(i)), test_constants::pct_epsilon());
BOOST_CHECK_CLOSE(
boost::math::pow<8>(make_fvar<T, m>(static_cast<T>(i))).derivative(0u),
boost::math::pow<8>(static_cast<T>(i)), test_constants::pct_epsilon());
BOOST_CHECK_CLOSE(
boost::math::pow<9>(make_fvar<T, m>(static_cast<T>(i))).derivative(0u),
boost::math::pow<9>(static_cast<T>(i)), test_constants::pct_epsilon());
}
}
BOOST_AUTO_TEST_CASE_TEMPLATE(polygamma_hpp, T, all_float_types) {
using test_constants = test_constants_t<T>;
static constexpr auto m = test_constants::order;
test_detail::RandomSample<T> x_sampler{0, 2000};
for (auto i : boost::irange(test_constants::n_samples)) {
auto x = x_sampler.next();
try {
auto autodiff_v = boost::math::polygamma(i, make_fvar<T, m>(x));
auto anchor_v = boost::math::polygamma(i, x);
BOOST_CHECK(isNearZero(autodiff_v.derivative(0u) - anchor_v));
} catch (const std::overflow_error &) {
std::cout << "Overflow Error thrown with inputs i: " << i << " x: " << x
<< std::endl;
BOOST_CHECK_THROW(boost::math::polygamma(i, make_fvar<T, m>(x)),
boost::wrapexcept<std::overflow_error>);
BOOST_CHECK_THROW(boost::math::polygamma(i, x),
boost::wrapexcept<std::overflow_error>);
}
}
}
BOOST_AUTO_TEST_CASE_TEMPLATE(powm1_hpp, T, all_float_types) {
using boost::math::tools::max;
using boost::multiprecision::max;
using std::max;
using boost::multiprecision::log;
using detail::log;
using std::log;
using boost::multiprecision::min;
using std::min;
using boost::multiprecision::sqrt;
using detail::sqrt;
using std::sqrt;
using boost::math::nextafter;
using boost::multiprecision::nextafter;
using test_constants = test_constants_t<T>;
static constexpr auto m = test_constants::order;
test_detail::RandomSample<T> x_sampler{0, 2000};
for (auto i : boost::irange(test_constants::n_samples)) {
std::ignore = i;
auto x = ((max))(x_sampler.next(),
boost::math::nextafter(static_cast<T>(0),
((std::numeric_limits<T>::max))()));
auto y =
((min))(x_sampler.next(),
log(sqrt(((std::numeric_limits<T>::max))()) + 1) / log(x + 1));
auto autodiff_v =
boost::math::powm1(make_fvar<T, m>(x), make_fvar<T, m>(y));
auto anchor_v = boost::math::powm1(x, y);
BOOST_CHECK(isNearZero(autodiff_v.derivative(0u) - anchor_v));
}
}
BOOST_AUTO_TEST_CASE_TEMPLATE(sin_pi_hpp, T, all_float_types) {
using test_constants = test_constants_t<T>;
static constexpr auto m = test_constants::order;
test_detail::RandomSample<T> x_sampler{-2000, 2000};
for (auto i : boost::irange(test_constants::n_samples)) {
std::ignore = i;
auto x = x_sampler.next();
BOOST_CHECK(
isNearZero(boost::math::sin_pi(make_fvar<T, m>(x)).derivative(0u) -
boost::math::sin_pi(x)));
}
}
BOOST_AUTO_TEST_CASE_TEMPLATE(sinhc_hpp, T, all_float_types) {
using test_constants = test_constants_t<T>;
static constexpr auto m = test_constants::order;
test_detail::RandomSample<T> x_sampler{ -80, 80 };
for (auto i : boost::irange(test_constants::n_samples)) {
std::ignore = i;
auto x = x_sampler.next();
if (x != 0) {
auto autodiff_v = boost::math::sinhc_pi(make_fvar<T, m>(x));
auto anchor_v = boost::math::sinhc_pi(x);
BOOST_CHECK_CLOSE(autodiff_v.derivative(0u), anchor_v,
50 * test_constants::pct_epsilon());
}
}
}
BOOST_AUTO_TEST_CASE_TEMPLATE(spherical_harmonic_hpp, T, all_float_types) {
using test_constants = test_constants_t<T>;
static constexpr auto m = test_constants::order;
test_detail::RandomSample<T> theta_sampler{0,
boost::math::constants::pi<T>()};
test_detail::RandomSample<T> phi_sampler{0,
boost::math::constants::two_pi<T>()};
test_detail::RandomSample<int> r_sampler{0, test_constants::n_samples};
for (auto n : boost::irange(
1u, static_cast<unsigned>(test_constants::n_samples) + 1u)) {
auto theta = theta_sampler.next();
auto phi = phi_sampler.next();
auto r = (std::min)(static_cast<int>(n) - 1, r_sampler.next());
{
auto autodiff_v = boost::math::spherical_harmonic(
n, r, make_fvar<T, m>(theta), make_fvar<T, m>(phi));
auto anchor_v = boost::math::spherical_harmonic(n, r, theta, phi);
BOOST_CHECK(
isNearZero(autodiff_v.real().derivative(0u) - anchor_v.real()));
BOOST_CHECK(
isNearZero(autodiff_v.imag().derivative(0u) - anchor_v.imag()));
}
{
auto autodiff_v = boost::math::spherical_harmonic_r(
n, r, make_fvar<T, m>(theta), make_fvar<T, m>(phi));
auto anchor_v = boost::math::spherical_harmonic_r(n, r, theta, phi);
BOOST_CHECK(isNearZero(autodiff_v.derivative(0u) - anchor_v));
}
{
auto autodiff_v = boost::math::spherical_harmonic_i(
n, r, make_fvar<T, m>(theta), make_fvar<T, m>(phi));
auto anchor_v = boost::math::spherical_harmonic_i(n, r, theta, phi);
BOOST_CHECK(isNearZero(autodiff_v.derivative(0u) - anchor_v));
}
}
}
BOOST_AUTO_TEST_CASE_TEMPLATE(sqrt1pm1_hpp, T, all_float_types) {
using test_constants = test_constants_t<T>;
static constexpr auto m = test_constants::order;
test_detail::RandomSample<T> x_sampler{-1, 2000};
for (auto i : boost::irange(test_constants::n_samples)) {
std::ignore = i;
auto x = x_sampler.next();
BOOST_CHECK(
isNearZero(boost::math::sqrt1pm1(make_fvar<T, m>(x)).derivative(0u) -
boost::math::sqrt1pm1(x)));
}
}
BOOST_AUTO_TEST_CASE_TEMPLATE(trigamma_hpp, T, all_float_types) {
using test_constants = test_constants_t<T>;
static constexpr auto m = test_constants::order;
test_detail::RandomSample<T> x_sampler{0, 2000};
for (auto i : boost::irange(test_constants::n_samples)) {
std::ignore = i;
auto x = x_sampler.next();
BOOST_CHECK(
isNearZero(boost::math::trigamma(make_fvar<T, m>(x)).derivative(0u) -
boost::math::trigamma(x)));
}
}
BOOST_AUTO_TEST_SUITE_END()