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