3287c922ea
Add better tests for the incomplete beta derivative. Update docs to match.
333 lines
12 KiB
C++
333 lines
12 KiB
C++
// (C) Copyright John Maddock 2006.
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// Use, modification and distribution are subject to the
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// Boost Software License, Version 1.0. (See accompanying file
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// LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
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#include <pch_light.hpp>
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#include "test_ibeta.hpp"
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#if !defined(TEST_FLOAT) && !defined(TEST_DOUBLE) && !defined(TEST_LDOUBLE) && !defined(TEST_REAL_CONCEPT)
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# define TEST_FLOAT
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# define TEST_DOUBLE
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# define TEST_LDOUBLE
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# define TEST_REAL_CONCEPT
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#endif
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//
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// DESCRIPTION:
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// ~~~~~~~~~~~~
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//
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// This file tests the incomplete beta functions beta,
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// betac, ibeta and ibetac. There are two sets of tests, spot
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// tests which compare our results with selected values computed
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// using the online special function calculator at
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// functions.wolfram.com, while the bulk of the accuracy tests
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// use values generated with NTL::RR at 1000-bit precision
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// and our generic versions of these functions.
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//
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// Note that when this file is first run on a new platform many of
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// these tests will fail: the default accuracy is 1 epsilon which
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// is too tight for most platforms. In this situation you will
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// need to cast a human eye over the error rates reported and make
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// a judgement as to whether they are acceptable. Either way please
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// report the results to the Boost mailing list. Acceptable rates of
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// error are marked up below as a series of regular expressions that
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// identify the compiler/stdlib/platform/data-type/test-data/test-function
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// along with the maximum expected peek and RMS mean errors for that
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// test.
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//
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void expected_results()
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{
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//
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// Define the max and mean errors expected for
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// various compilers and platforms.
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//
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const char* largest_type;
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#ifndef BOOST_MATH_NO_LONG_DOUBLE_MATH_FUNCTIONS
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if(boost::math::policies::digits<double, boost::math::policies::policy<> >() == boost::math::policies::digits<long double, boost::math::policies::policy<> >())
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{
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largest_type = "(long\\s+)?double";
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}
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else
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{
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largest_type = "long double";
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}
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#else
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largest_type = "(long\\s+)?double";
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#endif
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//
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// Darwin: just one special case for real_concept:
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//
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add_expected_result(
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"[^|]*", // compiler
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"[^|]*", // stdlib
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"Mac OS", // platform
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"real_concept", // test type(s)
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"(?i).*large.*", // test data group
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".*", 400000, 50000); // test function
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//
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// Linux - results depend quite a bit on the
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// processor type, and how good the std::pow
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// function is for that processor.
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//
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add_expected_result(
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"[^|]*", // compiler
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"[^|]*", // stdlib
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"linux", // platform
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largest_type, // test type(s)
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"(?i).*small.*", // test data group
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".*", 350, 100); // test function
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add_expected_result(
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"[^|]*", // compiler
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"[^|]*", // stdlib
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"linux", // platform
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largest_type, // test type(s)
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"(?i).*medium.*", // test data group
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".*", 300, 80); // test function
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//
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// Deficiencies in pow function really kick in here for
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// large arguments. Note also that the tests here get
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// *very* extreme due to the increased exponent range
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// of 80-bit long doubles. Also effect Mac OS.
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//
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add_expected_result(
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"[^|]*", // compiler
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"[^|]*", // stdlib
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"linux|Mac OS", // platform
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largest_type, // test type(s)
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"(?i).*large.*", // test data group
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".*", 200000, 10000); // test function
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#ifndef BOOST_MATH_NO_REAL_CONCEPT_TESTS
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add_expected_result(
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"[^|]*", // compiler
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"[^|]*", // stdlib
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"linux|Mac OS|Sun.*", // platform
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"double", // test type(s)
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"(?i).*large.*", // test data group
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".*", 40, 20); // test function
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#endif
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add_expected_result(
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"[^|]*", // compiler
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"[^|]*", // stdlib
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"linux|Mac OS", // platform
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"real_concept", // test type(s)
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"(?i).*medium.*", // test data group
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".*", 350, 100); // test function
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//
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// HP-UX:
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//
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// Large value tests include some with *very* extreme
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// results, thanks to the large exponent range of
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// 128-bit long doubles.
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//
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add_expected_result(
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"[^|]*", // compiler
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"[^|]*", // stdlib
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"HP-UX", // platform
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largest_type, // test type(s)
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"(?i).*large.*", // test data group
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".*", 200000, 10000); // test function
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//
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// Tru64:
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//
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add_expected_result(
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".*Tru64.*", // compiler
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".*", // stdlib
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".*", // platform
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largest_type, // test type(s)
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"(?i).*large.*", // test data group
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".*", 130000, 10000); // test function
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//
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// Sun OS:
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//
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add_expected_result(
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"[^|]*", // compiler
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"[^|]*", // stdlib
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"Sun.*", // platform
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largest_type, // test type(s)
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"(?i).*large.*", // test data group
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".*", 130000, 10000); // test function
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add_expected_result(
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"[^|]*", // compiler
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"[^|]*", // stdlib
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"Sun.*", // platform
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largest_type, // test type(s)
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"(?i).*small.*", // test data group
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".*", 130, 30); // test function
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add_expected_result(
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"[^|]*", // compiler
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"[^|]*", // stdlib
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"Sun.*", // platform
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largest_type, // test type(s)
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"(?i).*medium.*", // test data group
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".*", 250, 40); // test function
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add_expected_result(
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"[^|]*", // compiler
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"[^|]*", // stdlib
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"Sun.*", // platform
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"real_concept", // test type(s)
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"(?i).*medium.*", // test data group
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".*", 250, 40); // test function
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add_expected_result(
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"[^|]*", // compiler
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"[^|]*", // stdlib
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"Sun.*", // platform
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"real_concept", // test type(s)
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"(?i).*small.*", // test data group
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".*", 130, 30); // test function
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//
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// MinGW:
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//
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add_expected_result(
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"GNU[^|]*", // compiler
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"[^|]*", // stdlib
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"Win32[^|]*", // platform
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"real_concept", // test type(s)
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"(?i).*medium.*", // test data group
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".*", 400, 50); // test function
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add_expected_result(
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"GNU.*", // compiler
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".*", // stdlib
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"Win32.*", // platform
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"double", // test type(s)
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"(?i).*large.*", // test data group
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".*", 20, 10); // test function
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add_expected_result(
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"GNU.*", // compiler
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".*", // stdlib
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"Win32.*", // platform
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largest_type, // test type(s)
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"(?i).*large.*", // test data group
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".*", 200000, 10000); // test function
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#ifdef BOOST_MATH_NO_LONG_DOUBLE_MATH_FUNCTIONS
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//
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// No long doubles:
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//
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add_expected_result(
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"[^|]*", // compiler
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"[^|]*", // stdlib
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BOOST_PLATFORM, // platform
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largest_type, // test type(s)
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"(?i).*large.*", // test data group
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".*", 13000, 500); // test function
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#endif
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//
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// Catch all cases come last:
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//
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add_expected_result(
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"[^|]*", // compiler
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"[^|]*", // stdlib
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"[^|]*", // platform
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largest_type, // test type(s)
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"(?i).*small.*", // test data group
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".*", 90, 25); // test function
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add_expected_result(
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"[^|]*", // compiler
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"[^|]*", // stdlib
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"[^|]*", // platform
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largest_type, // test type(s)
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"(?i).*medium.*", // test data group
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".*", 350, 50); // test function
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add_expected_result(
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"[^|]*", // compiler
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"[^|]*", // stdlib
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"[^|]*", // platform
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largest_type, // test type(s)
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"(?i).*large.*", // test data group
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".*", 5000, 500); // test function
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add_expected_result(
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"[^|]*", // compiler
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"[^|]*", // stdlib
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"[^|]*", // platform
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"real_concept", // test type(s)
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"(?i).*small.*", // test data group
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".*", 90, 25); // test function
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add_expected_result(
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"[^|]*", // compiler
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"[^|]*", // stdlib
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"[^|]*", // platform
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"real_concept", // test type(s)
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"(?i).*medium.*", // test data group
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".*", 250, 50); // test function
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add_expected_result(
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"[^|]*", // compiler
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"[^|]*", // stdlib
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"[^|]*", // platform
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"real_concept", // test type(s)
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"(?i).*large.*", // test data group
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".*", 200000, 50000); // test function
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// catch all default is 2eps for all types:
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add_expected_result(
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"[^|]*", // compiler
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"[^|]*", // stdlib
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"[^|]*", // platform
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"[^|]*", // test type(s)
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"[^|]*", // test data group
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".*", 2, 2); // test function
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//
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// Finish off by printing out the compiler/stdlib/platform names,
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// we do this to make it easier to mark up expected error rates.
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//
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std::cout << "Tests run with " << BOOST_COMPILER << ", "
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<< BOOST_STDLIB << ", " << BOOST_PLATFORM << std::endl;
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}
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BOOST_AUTO_TEST_CASE( test_main )
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{
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expected_results();
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BOOST_MATH_CONTROL_FP;
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#ifdef TEST_GSL
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gsl_set_error_handler_off();
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#endif
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#ifdef TEST_FLOAT
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test_spots(0.0F);
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#endif
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#ifdef TEST_DOUBLE
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test_spots(0.0);
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#endif
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#ifndef BOOST_MATH_NO_LONG_DOUBLE_MATH_FUNCTIONS
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#ifdef TEST_LDOUBLE
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test_spots(0.0L);
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#endif
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#if !BOOST_WORKAROUND(__BORLANDC__, BOOST_TESTED_AT(0x582))
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#ifdef TEST_REAL_CONCEPT
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test_spots(boost::math::concepts::real_concept(0.1));
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#endif
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#endif
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#endif
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#ifdef TEST_FLOAT
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test_beta(0.1F, "float");
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#endif
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#ifdef TEST_DOUBLE
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test_beta(0.1, "double");
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#endif
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#ifndef BOOST_MATH_NO_LONG_DOUBLE_MATH_FUNCTIONS
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#ifdef TEST_LDOUBLE
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test_beta(0.1L, "long double");
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#endif
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#ifndef BOOST_MATH_NO_REAL_CONCEPT_TESTS
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#ifdef TEST_REAL_CONCEPT
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test_beta(boost::math::concepts::real_concept(0.1), "real_concept");
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#endif
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#endif
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#else
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std::cout << "<note>The long double tests have been disabled on this platform "
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"either because the long double overloads of the usual math functions are "
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"not available at all, or because they are too inaccurate for these tests "
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"to pass.</note>" << std::endl;
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#endif
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}
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