math/test/test_igamma_inv.cpp
jzmaddock da68ee767b Big tidy up of gamma function sterling code.
adjust minimum argument for sterling to reduce error rates.
Adjust expected errors accordingly.
2019-10-05 20:46:14 +01:00

231 lines
8.6 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_igamma_inv.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 gamma function inverses
// gamma_p_inv and gamma_q_inv. There are three sets of tests:
// 1) Spot tests which compare our results with selected values
// computed using the online special function calculator at
// functions.wolfram.com,
// 2) Accuracy tests use values generated with NTL::RR at
// 1000-bit precision and our generic versions of these functions.
// 3) Round trip sanity checks, use the test data for the forward
// functions, and verify that we can get (approximately) back
// where we started.
//
// 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
//
// Large exponent range causes more extreme test cases to be evaluated:
//
if(std::numeric_limits<long double>::max_exponent > std::numeric_limits<double>::max_exponent)
{
add_expected_result(
"[^|]*", // compiler
"[^|]*", // stdlib
"[^|]*", // platform
largest_type, // test type(s)
"[^|]*small[^|]*", // test data group
"[^|]*", 200000, 10000); // test function
add_expected_result(
"[^|]*", // compiler
"[^|]*", // stdlib
"[^|]*", // platform
"real_concept", // test type(s)
"[^|]*small[^|]*", // test data group
"[^|]*", 98000, 12000); // test function
}
//
// These high error rates are seen on on some Linux
// architectures:
//
add_expected_result(
"[^|]*", // compiler
"[^|]*", // stdlib
"linux.*", // platform
largest_type, // test type(s)
"[^|]*medium[^|]*", // test data group
"[^|]*", 350, 5); // test function
add_expected_result(
"[^|]*", // compiler
"[^|]*", // stdlib
"linux.*", // platform
largest_type, // test type(s)
"[^|]*large[^|]*", // test data group
"[^|]*", 150, 5); // test function
//
// Catch all cases come last:
//
add_expected_result(
"[^|]*", // compiler
"[^|]*", // stdlib
"[^|]*", // platform
largest_type, // test type(s)
"[^|]*medium[^|]*", // test data group
"[^|]*", 20, 5); // test function
add_expected_result(
"[^|]*", // compiler
"[^|]*", // stdlib
"[^|]*", // platform
largest_type, // test type(s)
"[^|]*large[^|]*", // test data group
"[^|]*", 5, 2); // test function
add_expected_result(
"[^|]*", // compiler
"[^|]*", // stdlib
"[^|]*", // platform
largest_type, // test type(s)
"[^|]*small[^|]*", // test data group
"[^|]*", 2100, 500); // test function
add_expected_result(
"[^|]*", // compiler
"[^|]*", // stdlib
"[^|]*", // platform
"float|double", // test type(s)
"[^|]*small[^|]*", // test data group
"gamma_p_inv", 500, 60); // test function
add_expected_result(
"[^|]*", // compiler
"[^|]*", // stdlib
"[^|]*", // platform
"float|double", // test type(s)
"[^|]*", // test data group
"gamma_q_inv", 350, 60); // test function
add_expected_result(
"[^|]*", // compiler
"[^|]*", // stdlib
"[^|]*", // platform
"float|double", // test type(s)
"[^|]*", // test data group
"[^|]*", 4, 2); // test function
add_expected_result(
"[^|]*", // compiler
"[^|]*", // stdlib
"[^|]*", // platform
"real_concept", // test type(s)
"[^|]*medium[^|]*", // test data group
"[^|]*", 20, 5); // test function
add_expected_result(
"[^|]*", // compiler
"[^|]*", // stdlib
"[^|]*", // platform
"real_concept", // test type(s)
"[^|]*large[^|]*", // test data group
"[^|]*", 1000, 500); // test function
add_expected_result(
"[^|]*", // compiler
"[^|]*", // stdlib
"[^|]*", // platform
"real_concept", // test type(s)
"[^|]*small[^|]*", // test data group
"[^|]*", 3700, 500); // 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;
#ifndef BOOST_MATH_BUGGY_LARGE_FLOAT_CONSTANTS
#ifdef TEST_FLOAT
test_spots(0.0F, "float");
#endif
#endif
#ifdef TEST_DOUBLE
test_spots(0.0, "double");
#endif
#ifndef BOOST_MATH_NO_LONG_DOUBLE_MATH_FUNCTIONS
#ifdef TEST_LDOUBLE
test_spots(0.0L, "long double");
#endif
#if !BOOST_WORKAROUND(__BORLANDC__, BOOST_TESTED_AT(0x582))
#ifdef TEST_REAL_CONCEPT
test_spots(boost::math::concepts::real_concept(0.1), "real_concept");
#endif
#endif
#endif
#ifndef BOOST_MATH_BUGGY_LARGE_FLOAT_CONSTANTS
#ifdef TEST_FLOAT
test_gamma(0.1F, "float");
#endif
#endif
#ifdef TEST_DOUBLE
test_gamma(0.1, "double");
#endif
#ifndef BOOST_MATH_NO_LONG_DOUBLE_MATH_FUNCTIONS
#ifdef TEST_LDOUBLE
test_gamma(0.1L, "long double");
#endif
#ifndef BOOST_MATH_NO_REAL_CONCEPT_TESTS
#if !BOOST_WORKAROUND(__BORLANDC__, BOOST_TESTED_AT(0x582))
#ifdef TEST_REAL_CONCEPT
test_gamma(boost::math::concepts::real_concept(0.1), "real_concept");
#endif
#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
}