random/test/niederreiter_base2_validate.cpp
Justinas V. Daugmaudis 9786f4f481 Aggregated review fixes
Check discard overflows
Check comparison overflows
Exception messages
Add missing docs and fix typedef ugliness
Better template param name
2018-03-04 00:02:58 +02:00

380 lines
38 KiB
C++

// Copyright Justinas Vygintas Daugmaudis, 2010-2018.
// Use, modification and distribution is subject to the
// Boost Software License, Version 1.0. (See accompanying
// file LICENSE-1.0 or http://www.boost.org/LICENSE-1.0)
#include <boost/random/niederreiter_base2.hpp>
#include <boost/utility.hpp>
#define BOOST_TEST_MAIN
#include <boost/test/unit_test.hpp>
#include "test_qrng_functions.hpp"
//
// DESCRIPTION:
// ~~~~~~~~~~~~
//
// This file tests the faure quasi-random number generator.
// These tests compare our results with values produced by the original
// version of ACM TOMS Algorithm 738, which is available in the
// TOMS subdirectory in http://www.netlib.org
//
// For independently generated datasets look at http://people.sc.fsu.edu/~jburkardt/datasets/niederreiter2/
// Spatial dimension: 2
// N: 100
// Vectors skipped: 4095
static const double niederreiter_base2_02_100[100][2] =
{
{ 0.0003662109, 0.4705810548 },
{ 0.5003662111, 0.9705810549 },
{ 0.7503662111, 0.2205810547 },
{ 0.2503662110, 0.7205810549 },
{ 0.3753662110, 0.0955810547 },
{ 0.8753662111, 0.5955810548 },
{ 0.6253662111, 0.3455810548 },
{ 0.1253662110, 0.8455810549 },
{ 0.1878662110, 0.1580810547 },
{ 0.6878662111, 0.6580810548 },
{ 0.9378662112, 0.4080810548 },
{ 0.4378662110, 0.9080810549 },
{ 0.3128662110, 0.2830810548 },
{ 0.8128662111, 0.7830810549 },
{ 0.5628662111, 0.0330810547 },
{ 0.0628662110, 0.5330810548 },
{ 0.0941162110, 0.0018310547 },
{ 0.5941162111, 0.5018310548 },
{ 0.8441162111, 0.2518310547 },
{ 0.3441162110, 0.7518310549 },
{ 0.4691162110, 0.3768310548 },
{ 0.9691162112, 0.8768310549 },
{ 0.7191162111, 0.1268310547 },
{ 0.2191162110, 0.6268310548 },
{ 0.1566162110, 0.3143310548 },
{ 0.6566162111, 0.8143310549 },
{ 0.9066162111, 0.0643310547 },
{ 0.4066162110, 0.5643310548 },
{ 0.2816162110, 0.1893310547 },
{ 0.7816162111, 0.6893310548 },
{ 0.5316162111, 0.4393310548 },
{ 0.0316162109, 0.9393310549 },
{ 0.0472412109, 0.2362060547 },
{ 0.5472412111, 0.7362060549 },
{ 0.7972412111, 0.4862060548 },
{ 0.2972412110, 0.9862060549 },
{ 0.4222412110, 0.3612060548 },
{ 0.9222412112, 0.8612060549 },
{ 0.6722412111, 0.1112060547 },
{ 0.1722412110, 0.6112060548 },
{ 0.2347412110, 0.4237060548 },
{ 0.7347412111, 0.9237060549 },
{ 0.9847412112, 0.1737060547 },
{ 0.4847412111, 0.6737060548 },
{ 0.3597412110, 0.0487060547 },
{ 0.8597412111, 0.5487060548 },
{ 0.6097412111, 0.2987060548 },
{ 0.1097412110, 0.7987060549 },
{ 0.0784912110, 0.2674560547 },
{ 0.5784912111, 0.7674560549 },
{ 0.8284912111, 0.0174560547 },
{ 0.3284912110, 0.5174560548 },
{ 0.4534912110, 0.1424560547 },
{ 0.9534912112, 0.6424560548 },
{ 0.7034912111, 0.3924560548 },
{ 0.2034912110, 0.8924560549 },
{ 0.1409912110, 0.0799560547 },
{ 0.6409912111, 0.5799560548 },
{ 0.8909912111, 0.3299560548 },
{ 0.3909912110, 0.8299560549 },
{ 0.2659912110, 0.4549560548 },
{ 0.7659912111, 0.9549560549 },
{ 0.5159912111, 0.2049560547 },
{ 0.0159912109, 0.7049560549 },
{ 0.0238037109, 0.1190185547 },
{ 0.5238037111, 0.6190185548 },
{ 0.7738037111, 0.3690185548 },
{ 0.2738037110, 0.8690185549 },
{ 0.3988037110, 0.4940185548 },
{ 0.8988037111, 0.9940185549 },
{ 0.6488037111, 0.2440185547 },
{ 0.1488037110, 0.7440185549 },
{ 0.2113037110, 0.3065185548 },
{ 0.7113037111, 0.8065185549 },
{ 0.9613037112, 0.0565185547 },
{ 0.4613037110, 0.5565185548 },
{ 0.3363037110, 0.1815185547 },
{ 0.8363037111, 0.6815185548 },
{ 0.5863037111, 0.4315185548 },
{ 0.0863037110, 0.9315185549 },
{ 0.1175537110, 0.4002685548 },
{ 0.6175537111, 0.9002685549 },
{ 0.8675537111, 0.1502685547 },
{ 0.3675537110, 0.6502685548 },
{ 0.4925537111, 0.0252685547 },
{ 0.9925537112, 0.5252685548 },
{ 0.7425537111, 0.2752685548 },
{ 0.2425537110, 0.7752685549 },
{ 0.1800537110, 0.2127685547 },
{ 0.6800537111, 0.7127685549 },
{ 0.9300537112, 0.4627685548 },
{ 0.4300537110, 0.9627685549 },
{ 0.3050537110, 0.3377685548 },
{ 0.8050537111, 0.8377685549 },
{ 0.5550537111, 0.0877685547 },
{ 0.0550537110, 0.5877685548 },
{ 0.0394287109, 0.3533935548 },
{ 0.5394287111, 0.8533935549 },
{ 0.7894287111, 0.1033935547 },
{ 0.2894287110, 0.6033935548 }
};
// Spatial dimension: 7
// N: 100
// Vectors skipped: 4095
static const double niederreiter_base2_07_100[100][7] =
{
{ 0.0003662109, 0.4705810548, 0.6358642580, 0.9561767580, 0.6715087892, 0.9793701174, 0.6053466798 },
{ 0.5003662111, 0.9705810549, 0.3858642579, 0.0811767578, 0.2965087891, 0.0418701172, 0.4178466798 },
{ 0.7503662111, 0.2205810547, 0.9483642580, 0.8155517580, 0.5621337892, 0.9207763674, 0.5467529298 },
{ 0.2503662110, 0.7205810549, 0.1983642579, 0.1905517579, 0.4371337892, 0.1082763672, 0.4842529298 },
{ 0.3753662110, 0.0955810547, 0.2608642579, 0.7374267580, 0.7652587892, 0.8465576174, 0.6600341798 },
{ 0.8753662111, 0.5955810548, 0.5108642579, 0.3624267579, 0.1402587891, 0.1590576172, 0.3475341798 },
{ 0.6253662111, 0.3455810548, 0.0733642578, 0.5968017580, 0.9058837893, 0.7879638674, 0.7264404299 },
{ 0.1253662110, 0.8455810549, 0.8233642580, 0.4718017579, 0.0308837891, 0.2254638672, 0.2889404298 },
{ 0.1878662110, 0.1580810547, 0.1514892578, 0.2686767579, 0.3590087891, 0.7449951174, 0.9334716799 },
{ 0.6878662111, 0.6580810548, 0.9014892580, 0.6436767580, 0.7340087892, 0.3074951173, 0.1209716797 },
{ 0.9378662112, 0.4080810548, 0.4639892579, 0.3780517579, 0.4996337892, 0.6864013673, 0.9998779299 },
{ 0.4378662110, 0.9080810549, 0.7139892580, 0.5030517579, 0.6246337892, 0.3739013673, 0.0623779297 },
{ 0.3128662110, 0.2830810548, 0.7764892580, 0.0499267578, 0.2027587891, 0.6121826173, 0.8631591799 },
{ 0.8128662111, 0.7830810549, 0.0264892578, 0.9249267580, 0.8277587893, 0.4246826173, 0.1756591797 },
{ 0.5628662111, 0.0330810547, 0.5889892579, 0.1593017578, 0.0933837891, 0.5535888673, 0.8045654299 },
{ 0.0628662110, 0.5330810548, 0.3389892579, 0.7843017580, 0.9683837893, 0.4910888673, 0.2420654297 },
{ 0.0941162110, 0.0018310547, 0.9171142580, 0.5635986329, 0.4195556642, 0.3856201173, 0.3865966798 },
{ 0.5941162111, 0.5018310548, 0.1671142579, 0.4385986329, 0.5445556642, 0.5731201173, 0.5740966798 },
{ 0.8441162111, 0.2518310547, 0.7296142580, 0.7042236330, 0.3101806641, 0.4520263673, 0.4530029298 },
{ 0.3441162110, 0.7518310549, 0.4796142579, 0.3292236329, 0.6851806642, 0.5145263673, 0.5155029298 },
{ 0.4691162110, 0.3768310548, 0.0421142578, 0.8448486330, 0.0133056641, 0.2528076172, 0.3162841798 },
{ 0.9691162112, 0.8768310549, 0.7921142580, 0.2198486329, 0.8883056643, 0.6903076173, 0.6287841798 },
{ 0.7191162111, 0.1268310547, 0.3546142579, 0.9854736330, 0.1539306641, 0.3192138673, 0.2576904297 },
{ 0.2191162110, 0.6268310548, 0.6046142580, 0.1104736328, 0.7789306642, 0.6317138673, 0.6951904298 },
{ 0.1566162110, 0.3143310548, 0.4327392579, 0.1260986328, 0.6070556642, 0.1512451172, 0.0897216797 },
{ 0.6566162111, 0.8143310549, 0.6827392580, 0.7510986330, 0.4820556642, 0.8387451174, 0.9022216799 },
{ 0.9066162111, 0.0643310547, 0.2452392579, 0.0167236328, 0.7476806642, 0.2176513672, 0.0311279297 },
{ 0.4066162110, 0.5643310548, 0.9952392580, 0.8917236330, 0.3726806641, 0.7801513674, 0.9686279299 },
{ 0.2816162110, 0.1893310547, 0.5577392579, 0.4073486329, 0.9508056643, 0.0184326172, 0.1444091797 },
{ 0.7816162111, 0.6893310548, 0.3077392579, 0.5323486329, 0.0758056641, 0.9559326174, 0.8319091799 },
{ 0.5316162111, 0.4393310548, 0.8702392580, 0.2979736329, 0.8414306643, 0.0848388672, 0.2108154297 },
{ 0.0316162109, 0.9393310549, 0.1202392578, 0.6729736330, 0.2164306641, 0.8973388674, 0.7733154299 },
{ 0.0472412109, 0.2362060547, 0.4522705079, 0.1007080078, 0.0426025391, 0.7955322267, 0.4801025392 },
{ 0.5472412111, 0.7362060549, 0.7022705080, 0.9757080080, 0.9176025393, 0.2330322266, 0.5426025392 },
{ 0.7972412111, 0.4862060548, 0.1397705078, 0.2413330079, 0.1832275391, 0.8541259768, 0.4215087892 },
{ 0.2972412110, 0.9862060549, 0.8897705080, 0.8663330080, 0.8082275393, 0.1666259766, 0.6090087892 },
{ 0.4222412110, 0.3612060548, 0.5772705079, 0.3194580079, 0.3863525392, 0.9127197268, 0.2847900391 },
{ 0.9222412112, 0.8612060549, 0.3272705079, 0.6944580080, 0.5113525392, 0.1002197266, 0.7222900392 },
{ 0.6722412111, 0.1112060547, 0.7647705080, 0.4600830079, 0.2769775391, 0.9713134768, 0.3511962891 },
{ 0.1722412110, 0.6112060548, 0.0147705078, 0.5850830079, 0.6519775392, 0.0338134766, 0.6636962892 },
{ 0.2347412110, 0.4237060548, 0.9678955080, 0.6632080080, 0.9801025393, 0.5611572267, 0.0582275391 },
{ 0.7347412111, 0.9237060549, 0.2178955079, 0.2882080079, 0.1051025391, 0.4986572267, 0.9957275393 },
{ 0.9847412112, 0.1737060547, 0.6553955080, 0.5538330079, 0.8707275393, 0.6197509767, 0.1246337891 },
{ 0.4847412111, 0.6737060548, 0.4053955079, 0.4288330079, 0.2457275391, 0.4322509767, 0.9371337893 },
{ 0.3597412110, 0.0487060547, 0.0928955078, 0.8819580080, 0.5738525392, 0.6783447267, 0.2379150391 },
{ 0.8597412111, 0.5487060548, 0.8428955080, 0.0069580078, 0.4488525392, 0.3658447266, 0.8004150392 },
{ 0.6097412111, 0.2987060548, 0.2803955079, 0.7725830080, 0.7144775392, 0.7369384767, 0.1793212891 },
{ 0.1097412110, 0.7987060549, 0.5303955079, 0.1475830078, 0.3394775391, 0.2994384766, 0.8668212893 },
{ 0.0784912110, 0.2674560547, 0.2335205079, 0.4893798829, 0.7906494142, 0.3267822266, 0.5113525392 },
{ 0.5784912111, 0.7674560549, 0.9835205080, 0.6143798830, 0.1656494141, 0.6392822267, 0.4488525392 },
{ 0.8284912111, 0.0174560547, 0.4210205079, 0.3487548829, 0.9312744143, 0.2603759766, 0.5777587892 },
{ 0.3284912110, 0.5174560548, 0.6710205080, 0.7237548830, 0.0562744141, 0.6978759767, 0.3902587892 },
{ 0.4534912110, 0.1424560547, 0.8585205080, 0.2081298829, 0.6343994142, 0.4439697267, 0.6910400392 },
{ 0.9534912112, 0.6424560548, 0.1085205078, 0.8331298830, 0.2593994141, 0.5064697267, 0.2535400391 },
{ 0.7034912111, 0.3924560548, 0.5460205079, 0.0675048828, 0.5250244142, 0.3775634767, 0.6324462892 },
{ 0.2034912110, 0.8924560549, 0.2960205079, 0.9425048830, 0.4000244142, 0.5650634767, 0.3199462891 },
{ 0.1409912110, 0.0799560547, 0.7491455080, 0.8018798830, 0.2281494141, 0.0924072266, 0.9644775393 },
{ 0.6409912111, 0.5799560548, 0.4991455079, 0.1768798829, 0.8531494143, 0.9049072268, 0.0269775391 },
{ 0.8909912111, 0.3299560548, 0.9366455080, 0.9112548830, 0.1187744141, 0.0260009766, 0.9058837893 },
{ 0.3909912110, 0.8299560549, 0.1866455079, 0.0362548828, 0.9937744143, 0.9635009768, 0.0933837891 },
{ 0.2659912110, 0.4549560548, 0.3741455079, 0.5206298829, 0.3218994141, 0.2095947266, 0.7691650392 },
{ 0.7659912111, 0.9549560549, 0.6241455080, 0.3956298829, 0.6968994142, 0.7720947267, 0.2066650391 },
{ 0.5159912111, 0.2049560547, 0.0616455078, 0.6300048830, 0.4625244142, 0.1431884766, 0.8355712893 },
{ 0.0159912109, 0.7049560549, 0.8116455080, 0.2550048829, 0.5875244142, 0.8306884768, 0.1480712891 },
{ 0.0238037109, 0.1190185547, 0.0186767578, 0.1827392579, 0.9136962893, 0.5960693361, 0.2923583985 },
{ 0.5238037111, 0.6190185548, 0.7686767580, 0.8077392580, 0.0386962891, 0.4085693360, 0.7298583986 },
{ 0.7738037111, 0.3690185548, 0.3311767579, 0.0421142578, 0.8043212892, 0.5374755861, 0.3587646485 },
{ 0.2738037110, 0.8690185549, 0.5811767579, 0.9171142580, 0.1793212891, 0.4749755860, 0.6712646486 },
{ 0.3988037110, 0.4940185548, 0.8936767580, 0.4014892579, 0.5074462892, 0.7288818361, 0.4720458985 },
{ 0.8988037111, 0.9940185549, 0.1436767578, 0.5264892579, 0.3824462892, 0.2913818360, 0.5345458986 },
{ 0.6488037111, 0.2440185547, 0.7061767580, 0.2608642579, 0.6480712892, 0.6702880861, 0.4134521485 },
{ 0.1488037110, 0.7440185549, 0.4561767579, 0.6358642580, 0.2730712891, 0.3577880860, 0.6009521486 },
{ 0.2113037110, 0.3065185548, 0.5030517579, 0.6202392580, 0.1011962891, 0.8616943361, 0.2454833985 },
{ 0.7113037111, 0.8065185549, 0.2530517579, 0.4952392579, 0.9761962893, 0.1741943360, 0.8079833986 },
{ 0.9613037112, 0.0565185547, 0.8155517580, 0.7296142580, 0.2418212891, 0.8031005861, 0.1868896485 },
{ 0.4613037110, 0.5565185548, 0.0655517578, 0.3546142579, 0.8668212893, 0.2406005860, 0.8743896486 },
{ 0.3363037110, 0.1815185547, 0.3780517579, 0.8389892580, 0.4449462892, 0.9945068362, 0.0501708984 },
{ 0.8363037111, 0.6815185548, 0.6280517580, 0.2139892579, 0.5699462892, 0.0570068360, 0.9876708987 },
{ 0.5863037111, 0.4315185548, 0.1905517579, 0.9483642580, 0.3355712891, 0.9359130862, 0.1165771485 },
{ 0.0863037110, 0.9315185549, 0.9405517580, 0.0733642578, 0.7105712892, 0.1234130860, 0.9290771487 },
{ 0.1175537110, 0.4002685548, 0.2999267579, 0.2901611329, 0.1617431641, 0.0023193359, 0.6986083986 },
{ 0.6175537111, 0.9002685549, 0.5499267579, 0.6651611330, 0.7867431642, 0.9398193362, 0.2611083985 },
{ 0.8675537111, 0.1502685547, 0.1124267578, 0.4307861329, 0.0523681641, 0.0687255860, 0.6400146486 },
{ 0.3675537110, 0.6502685548, 0.8624267580, 0.5557861329, 0.9273681643, 0.8812255861, 0.3275146485 },
{ 0.4925537111, 0.0252685547, 0.6749267580, 0.0089111328, 0.2554931641, 0.1351318360, 0.5032958986 },
{ 0.9925537112, 0.5252685548, 0.4249267579, 0.8839111330, 0.6304931642, 0.8226318361, 0.4407958985 },
{ 0.7425537111, 0.2752685548, 0.9874267580, 0.1495361328, 0.3961181642, 0.2015380860, 0.5697021486 },
{ 0.2425537110, 0.7752685549, 0.2374267579, 0.7745361330, 0.5211181642, 0.7640380861, 0.3822021485 },
{ 0.1800537110, 0.2127685547, 0.7843017580, 0.9776611330, 0.8492431643, 0.2679443360, 0.7767333986 },
{ 0.6800537111, 0.7127685549, 0.0343017578, 0.1026611328, 0.2242431641, 0.7054443361, 0.2142333985 },
{ 0.9300537112, 0.4627685548, 0.5968017580, 0.8682861330, 0.9898681643, 0.3343505860, 0.8431396486 },
{ 0.4300537110, 0.9627685549, 0.3468017579, 0.2432861329, 0.1148681641, 0.6468505861, 0.1556396485 },
{ 0.3050537110, 0.3377685548, 0.1593017578, 0.6964111330, 0.6929931642, 0.4007568360, 0.9564208987 },
{ 0.8050537111, 0.8377685549, 0.9093017580, 0.3214111329, 0.3179931641, 0.5882568361, 0.0189208984 },
{ 0.5550537111, 0.0877685547, 0.4718017579, 0.5870361329, 0.5836181642, 0.4671630860, 0.8978271486 },
{ 0.0550537110, 0.5877685548, 0.7218017580, 0.4620361329, 0.4586181642, 0.5296630861, 0.0853271485 },
{ 0.0394287109, 0.3533935548, 0.8350830080, 0.7647705080, 0.2847900391, 0.6622314455, 0.6671142580 },
{ 0.5394287111, 0.8533935549, 0.0850830078, 0.1397705078, 0.6597900392, 0.3497314454, 0.3546142579 },
{ 0.7894287111, 0.1033935547, 0.5225830079, 0.9053955080, 0.4254150392, 0.7208251955, 0.7335205080 },
{ 0.2894287110, 0.6033935548, 0.2725830079, 0.0303955078, 0.5504150392, 0.2833251954, 0.2960205079 }
};
// Spatial dimension: 16
// N: 100
// Vectors skipped: 4095
static const double niederreiter_base2_16_100[100][16] =
{
{ 0.0003662109, 0.4705810548, 0.6358642580, 0.9561767580, 0.6715087892, 0.9793701174, 0.6053466798, 0.1983642579, 0.2217731476, 0.3769855500, 0.5390644075, 0.4707050325, 0.2744159699, 0.9942340853, 0.5396728517, 0.0626220703 },
{ 0.5003662111, 0.9705810549, 0.3858642579, 0.0811767578, 0.2965087891, 0.0418701172, 0.4178466798, 0.7608642580, 0.7530231478, 0.5957355501, 0.4453144075, 0.5019550325, 0.7431659700, 0.0254840851, 0.4615478517, 0.9219970705 },
{ 0.7503662111, 0.2205810547, 0.9483642580, 0.8155517580, 0.5621337892, 0.9207763674, 0.5467529298, 0.1397705078, 0.1895465851, 0.4092121125, 0.5087909700, 0.4404315950, 0.3046894074, 0.9639606478, 0.5555419923, 0.0784912110 },
{ 0.2503662110, 0.7205810549, 0.1983642579, 0.1905517579, 0.4371337892, 0.1082763672, 0.4842529298, 0.8272705080, 0.7832965853, 0.5654621126, 0.4775409700, 0.5341815950, 0.7109394075, 0.0577106476, 0.4461669923, 0.9066162111 },
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{ 0.7894287111, 0.1033935547, 0.5225830079, 0.9053955080, 0.4254150392, 0.7208251955, 0.7335205080, 0.6912841798, 0.5498676301, 0.6123065950, 0.3681964875, 0.3623371125, 0.1963214875, 0.6660785677, 0.2860107423, 0.8089599611 },
{ 0.2894287110, 0.6033935548, 0.2725830079, 0.0303955078, 0.5504150392, 0.2833251954, 0.2960205079, 0.2537841797, 0.4561176301, 0.3935565949, 0.6494464876, 0.6435871126, 0.7900714876, 0.3223285676, 0.7078857424, 0.1995849610 }
};
QRNG_VALIDATION_TEST_FUNCTIONS(niederreiter_base2)
QRNG_VALIDATION_TEST_DISCARD(niederreiter_base2)
BOOST_AUTO_TEST_CASE( check_generator_limits )
{
test_niederreiter_base2_max_seed();
test_niederreiter_base2_max_discard();
test_niederreiter_base2_max_dimension(BOOST_RANDOM_NIEDERREITER_BASE2_MAX_DIMENSION);
}
BOOST_AUTO_TEST_CASE( validate_niederreiter_base2 )
{
test_niederreiter_base2_values(niederreiter_base2_02_100, 4095);
test_niederreiter_base2_values(niederreiter_base2_07_100, 4095);
test_niederreiter_base2_values(niederreiter_base2_16_100, 4095);
}
BOOST_AUTO_TEST_CASE( validate_niederreiter_base2_seed )
{
test_niederreiter_base2_seed(niederreiter_base2_02_100, 4095);
test_niederreiter_base2_seed(niederreiter_base2_07_100, 4095);
test_niederreiter_base2_seed(niederreiter_base2_16_100, 4095);
}
BOOST_AUTO_TEST_CASE( validate_niederreiter_base2_discard )
{
test_niederreiter_base2_discard(niederreiter_base2_02_100, 4095);
test_niederreiter_base2_discard(niederreiter_base2_07_100, 4095);
test_niederreiter_base2_discard(niederreiter_base2_16_100, 4095);
}