math/test/test_ibeta.cpp
jzmaddock 3287c922ea Fix some corner cases in the beta functions.
Add better tests for the incomplete beta derivative.
Update docs to match.
2015-09-11 12:02:04 +01:00

333 lines
12 KiB
C++

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