217 lines
8.7 KiB
C++
217 lines
8.7 KiB
C++
// Copyright John Maddock 2006.
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// Copyright Paul A. Bristow 2007, 2009
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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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#define BOOST_MATH_OVERFLOW_ERROR_POLICY ignore_error
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#include <boost/math/concepts/real_concept.hpp>
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#define BOOST_TEST_MAIN
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#include <boost/test/unit_test.hpp>
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#include <boost/test/tools/floating_point_comparison.hpp>
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#include <boost/math/special_functions/math_fwd.hpp>
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#include <boost/math/tools/stats.hpp>
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#include <boost/math/tools/test.hpp>
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#include <boost/math/constants/constants.hpp>
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#include <boost/type_traits/is_floating_point.hpp>
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#include <boost/array.hpp>
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#include "functor.hpp"
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#ifdef TEST_GSL
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#include <gsl/gsl_errno.h>
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#include <gsl/gsl_message.h>
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#endif
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#include "handle_test_result.hpp"
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#include "table_type.hpp"
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#ifndef SC_
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#define SC_(x) static_cast<typename table_type<T>::type>(BOOST_JOIN(x, L))
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#endif
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template <class Real, class T>
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void test_inverses(const T& data)
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{
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using namespace std;
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//typedef typename T::value_type row_type;
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typedef Real value_type;
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value_type precision = static_cast<value_type>(ldexp(1.0, 1-boost::math::policies::digits<value_type, boost::math::policies::policy<> >()/2)) * 100;
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if(boost::math::policies::digits<value_type, boost::math::policies::policy<> >() < 50)
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precision = 1; // 1% or two decimal digits, all we can hope for when the input is truncated
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for(unsigned i = 0; i < data.size(); ++i)
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{
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//
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// These inverse tests are thrown off if the output of the
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// incomplete beta is too close to 1: basically there is insuffient
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// information left in the value we're using as input to the inverse
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// to be able to get back to the original value.
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//
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if(Real(data[i][5]) == 0)
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{
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BOOST_CHECK_EQUAL(boost::math::ibeta_inva(Real(data[i][1]), Real(data[i][2]), Real(data[i][5])), std::numeric_limits<value_type>::has_infinity ? std::numeric_limits<value_type>::infinity() : boost::math::tools::max_value<value_type>());
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BOOST_CHECK_EQUAL(boost::math::ibeta_invb(Real(data[i][0]), Real(data[i][2]), Real(data[i][5])), boost::math::tools::min_value<value_type>());
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}
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else if((1 - Real(data[i][5]) > 0.001)
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&& (fabs(Real(data[i][5])) > 2 * boost::math::tools::min_value<value_type>())
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&& (fabs(Real(data[i][5])) > 2 * boost::math::tools::min_value<double>()))
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{
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value_type inv = boost::math::ibeta_inva(Real(data[i][1]), Real(data[i][2]), Real(data[i][5]));
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BOOST_CHECK_CLOSE(Real(data[i][0]), inv, precision);
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inv = boost::math::ibeta_invb(Real(data[i][0]), Real(data[i][2]), Real(data[i][5]));
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BOOST_CHECK_CLOSE(Real(data[i][1]), inv, precision);
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}
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else if(1 == Real(data[i][5]))
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{
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BOOST_CHECK_EQUAL(boost::math::ibeta_inva(Real(data[i][1]), Real(data[i][2]), Real(data[i][5])), boost::math::tools::min_value<value_type>());
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BOOST_CHECK_EQUAL(boost::math::ibeta_invb(Real(data[i][0]), Real(data[i][2]), Real(data[i][5])), std::numeric_limits<value_type>::has_infinity ? std::numeric_limits<value_type>::infinity() : boost::math::tools::max_value<value_type>());
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}
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if(Real(data[i][6]) == 0)
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{
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BOOST_CHECK_EQUAL(boost::math::ibetac_inva(Real(data[i][1]), Real(data[i][2]), Real(data[i][6])), boost::math::tools::min_value<value_type>());
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BOOST_CHECK_EQUAL(boost::math::ibetac_invb(Real(data[i][0]), Real(data[i][2]), Real(data[i][6])), std::numeric_limits<value_type>::has_infinity ? std::numeric_limits<value_type>::infinity() : boost::math::tools::max_value<value_type>());
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}
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else if((1 - Real(data[i][6]) > 0.001)
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&& (fabs(Real(data[i][6])) > 2 * boost::math::tools::min_value<value_type>())
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&& (fabs(Real(data[i][6])) > 2 * boost::math::tools::min_value<double>()))
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{
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value_type inv = boost::math::ibetac_inva(Real(data[i][1]), Real(data[i][2]), Real(data[i][6]));
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BOOST_CHECK_CLOSE(Real(data[i][0]), inv, precision);
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inv = boost::math::ibetac_invb(Real(data[i][0]), Real(data[i][2]), Real(data[i][6]));
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BOOST_CHECK_CLOSE(Real(data[i][1]), inv, precision);
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}
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else if(Real(data[i][6]) == 1)
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{
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BOOST_CHECK_EQUAL(boost::math::ibetac_inva(Real(data[i][1]), Real(data[i][2]), Real(data[i][6])), std::numeric_limits<value_type>::has_infinity ? std::numeric_limits<value_type>::infinity() : boost::math::tools::max_value<value_type>());
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BOOST_CHECK_EQUAL(boost::math::ibetac_invb(Real(data[i][0]), Real(data[i][2]), Real(data[i][6])), boost::math::tools::min_value<value_type>());
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}
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}
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}
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template <class Real, class T>
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void test_inverses2(const T& data, const char* type_name, const char* test_name)
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{
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#if !(defined(ERROR_REPORTING_MODE) && !defined(IBETA_INVA_FUNCTION_TO_TEST))
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//typedef typename T::value_type row_type;
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typedef Real value_type;
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typedef value_type (*pg)(value_type, value_type, value_type);
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#ifdef IBETA_INVA_FUNCTION_TO_TEST
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pg funcp = IBETA_INVA_FUNCTION_TO_TEST;
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#elif defined(BOOST_MATH_NO_DEDUCED_FUNCTION_POINTERS)
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pg funcp = boost::math::ibeta_inva<value_type, value_type, value_type>;
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#else
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pg funcp = boost::math::ibeta_inva;
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#endif
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boost::math::tools::test_result<value_type> result;
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std::cout << "Testing " << test_name << " with type " << type_name
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<< "\n~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~\n";
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//
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// test ibeta_inva(T, T, T) against data:
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//
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result = boost::math::tools::test_hetero<Real>(
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data,
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bind_func<Real>(funcp, 0, 1, 2),
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extract_result<Real>(3));
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handle_test_result(result, data[result.worst()], result.worst(), type_name, "ibeta_inva", test_name);
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//
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// test ibetac_inva(T, T, T) against data:
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//
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#ifdef IBETAC_INVA_FUNCTION_TO_TEST
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funcp = IBETAC_INVA_FUNCTION_TO_TEST;
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#elif defined(BOOST_MATH_NO_DEDUCED_FUNCTION_POINTERS)
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funcp = boost::math::ibetac_inva<value_type, value_type, value_type>;
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#else
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funcp = boost::math::ibetac_inva;
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#endif
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result = boost::math::tools::test_hetero<Real>(
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data,
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bind_func<Real>(funcp, 0, 1, 2),
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extract_result<Real>(4));
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handle_test_result(result, data[result.worst()], result.worst(), type_name, "ibetac_inva", test_name);
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//
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// test ibeta_invb(T, T, T) against data:
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//
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#ifdef IBETA_INVB_FUNCTION_TO_TEST
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funcp = IBETA_INVB_FUNCTION_TO_TEST;
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#elif defined(BOOST_MATH_NO_DEDUCED_FUNCTION_POINTERS)
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funcp = boost::math::ibeta_invb<value_type, value_type, value_type>;
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#else
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funcp = boost::math::ibeta_invb;
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#endif
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result = boost::math::tools::test_hetero<Real>(
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data,
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bind_func<Real>(funcp, 0, 1, 2),
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extract_result<Real>(5));
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handle_test_result(result, data[result.worst()], result.worst(), type_name, "ibeta_invb", test_name);
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//
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// test ibetac_invb(T, T, T) against data:
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//
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#ifdef IBETAC_INVB_FUNCTION_TO_TEST
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funcp = IBETAC_INVB_FUNCTION_TO_TEST;
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#elif defined(BOOST_MATH_NO_DEDUCED_FUNCTION_POINTERS)
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funcp = boost::math::ibetac_invb<value_type, value_type, value_type>;
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#else
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funcp = boost::math::ibetac_invb;
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#endif
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result = boost::math::tools::test_hetero<Real>(
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data,
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bind_func<Real>(funcp, 0, 1, 2),
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extract_result<Real>(6));
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handle_test_result(result, data[result.worst()], result.worst(), type_name, "ibetac_invb", test_name);
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#endif
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}
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template <class T>
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void test_beta(T, const char* name)
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{
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#if !defined(ERROR_REPORTING_MODE)
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//
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// The actual test data is rather verbose, so it's in a separate file
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//
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// The contents are as follows, each row of data contains
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// five items, input value a, input value b, integration limits x, beta(a, b, x) and ibeta(a, b, x):
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//
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std::cout << "Running sanity checks for type " << name << std::endl;
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#if !defined(TEST_DATA) || (TEST_DATA == 1)
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# include "ibeta_small_data.ipp"
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test_inverses<T>(ibeta_small_data);
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#endif
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#if !defined(TEST_DATA) || (TEST_DATA == 2)
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# include "ibeta_data.ipp"
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test_inverses<T>(ibeta_data);
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#endif
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#if !defined(TEST_DATA) || (TEST_DATA == 3)
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# include "ibeta_large_data.ipp"
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test_inverses<T>(ibeta_large_data);
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#endif
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#endif
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#if !defined(TEST_REAL_CONCEPT) || defined(FULL_TEST) || (TEST_DATA == 4)
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if(boost::is_floating_point<T>::value){
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//
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// This accuracy test is normally only enabled for "real"
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// floating point types and not for class real_concept.
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// The reason is that these tests are exceptionally slow
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// to complete when T doesn't have Lanczos support defined for it.
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//
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# include "ibeta_inva_data.ipp"
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test_inverses2<T>(ibeta_inva_data, name, "Inverse incomplete beta");
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}
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#endif
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}
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