1 // Copyright John Maddock 2006.
2 // Copyright Paul A. Bristow 2007, 2009
3 //  Use, modification and distribution are subject to the
4 //  Boost Software License, Version 1.0. (See accompanying file
5 //  LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
6 
7 #define BOOST_MATH_OVERFLOW_ERROR_POLICY ignore_error
8 
9 #include <boost/math/concepts/real_concept.hpp>
10 #define BOOST_TEST_MAIN
11 #include <boost/test/unit_test.hpp>
12 #include <boost/test/floating_point_comparison.hpp>
13 #include <boost/math/special_functions/math_fwd.hpp>
14 #include <boost/math/tools/stats.hpp>
15 #include <boost/math/tools/test.hpp>
16 #include <boost/math/constants/constants.hpp>
17 #include <boost/type_traits/is_floating_point.hpp>
18 #include <boost/array.hpp>
19 #include "functor.hpp"
20 
21 #ifdef TEST_GSL
22 #include <gsl/gsl_errno.h>
23 #include <gsl/gsl_message.h>
24 #endif
25 
26 #include "handle_test_result.hpp"
27 #include "table_type.hpp"
28 
29 #ifndef SC_
30 #define SC_(x) static_cast<typename table_type<T>::type>(BOOST_JOIN(x, L))
31 #endif
32 
33 template <class Real, class T>
test_inverses(const T & data)34 void test_inverses(const T& data)
35 {
36    using namespace std;
37    typedef typename T::value_type row_type;
38    typedef Real                   value_type;
39 
40    value_type precision = static_cast<value_type>(ldexp(1.0, 1-boost::math::policies::digits<value_type, boost::math::policies::policy<> >()/2)) * 100;
41    if(boost::math::policies::digits<value_type, boost::math::policies::policy<> >() < 50)
42       precision = 1;   // 1% or two decimal digits, all we can hope for when the input is truncated
43 
44    for(unsigned i = 0; i < data.size(); ++i)
45    {
46       //
47       // These inverse tests are thrown off if the output of the
48       // incomplete beta is too close to 1: basically there is insuffient
49       // information left in the value we're using as input to the inverse
50       // to be able to get back to the original value.
51       //
52       if(Real(data[i][5]) == 0)
53       {
54          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>());
55          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>());
56       }
57       else if((1 - Real(data[i][5]) > 0.001)
58          && (fabs(Real(data[i][5])) > 2 * boost::math::tools::min_value<value_type>())
59          && (fabs(Real(data[i][5])) > 2 * boost::math::tools::min_value<double>()))
60       {
61          value_type inv = boost::math::ibeta_inva(Real(data[i][1]), Real(data[i][2]), Real(data[i][5]));
62          BOOST_CHECK_CLOSE(Real(data[i][0]), inv, precision);
63          inv = boost::math::ibeta_invb(Real(data[i][0]), Real(data[i][2]), Real(data[i][5]));
64          BOOST_CHECK_CLOSE(Real(data[i][1]), inv, precision);
65       }
66       else if(1 == Real(data[i][5]))
67       {
68          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>());
69          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>());
70       }
71 
72       if(Real(data[i][6]) == 0)
73       {
74          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>());
75          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>());
76       }
77       else if((1 - Real(data[i][6]) > 0.001)
78          && (fabs(Real(data[i][6])) > 2 * boost::math::tools::min_value<value_type>())
79          && (fabs(Real(data[i][6])) > 2 * boost::math::tools::min_value<double>()))
80       {
81          value_type inv = boost::math::ibetac_inva(Real(data[i][1]), Real(data[i][2]), Real(data[i][6]));
82          BOOST_CHECK_CLOSE(Real(data[i][0]), inv, precision);
83          inv = boost::math::ibetac_invb(Real(data[i][0]), Real(data[i][2]), Real(data[i][6]));
84          BOOST_CHECK_CLOSE(Real(data[i][1]), inv, precision);
85       }
86       else if(Real(data[i][6]) == 1)
87       {
88          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>());
89          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>());
90       }
91    }
92 }
93 
94 template <class Real, class T>
test_inverses2(const T & data,const char * type_name,const char * test_name)95 void test_inverses2(const T& data, const char* type_name, const char* test_name)
96 {
97    typedef typename T::value_type row_type;
98    typedef Real                   value_type;
99 
100    typedef value_type (*pg)(value_type, value_type, value_type);
101 #if defined(BOOST_MATH_NO_DEDUCED_FUNCTION_POINTERS)
102    pg funcp = boost::math::ibeta_inva<value_type, value_type, value_type>;
103 #else
104    pg funcp = boost::math::ibeta_inva;
105 #endif
106 
107    boost::math::tools::test_result<value_type> result;
108 
109    std::cout << "Testing " << test_name << " with type " << type_name
110       << "\n~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~\n";
111 
112    //
113    // test ibeta_inva(T, T, T) against data:
114    //
115    result = boost::math::tools::test_hetero<Real>(
116       data,
117       bind_func<Real>(funcp, 0, 1, 2),
118       extract_result<Real>(3));
119    handle_test_result(result, data[result.worst()], result.worst(), type_name, "boost::math::ibeta_inva", test_name);
120    //
121    // test ibetac_inva(T, T, T) against data:
122    //
123 #if defined(BOOST_MATH_NO_DEDUCED_FUNCTION_POINTERS)
124    funcp = boost::math::ibetac_inva<value_type, value_type, value_type>;
125 #else
126    funcp = boost::math::ibetac_inva;
127 #endif
128    result = boost::math::tools::test_hetero<Real>(
129       data,
130       bind_func<Real>(funcp, 0, 1, 2),
131       extract_result<Real>(4));
132    handle_test_result(result, data[result.worst()], result.worst(), type_name, "boost::math::ibetac_inva", test_name);
133    //
134    // test ibeta_invb(T, T, T) against data:
135    //
136 #if defined(BOOST_MATH_NO_DEDUCED_FUNCTION_POINTERS)
137    funcp = boost::math::ibeta_invb<value_type, value_type, value_type>;
138 #else
139    funcp = boost::math::ibeta_invb;
140 #endif
141    result = boost::math::tools::test_hetero<Real>(
142       data,
143       bind_func<Real>(funcp, 0, 1, 2),
144       extract_result<Real>(5));
145    handle_test_result(result, data[result.worst()], result.worst(), type_name, "boost::math::ibeta_invb", test_name);
146    //
147    // test ibetac_invb(T, T, T) against data:
148    //
149 #if defined(BOOST_MATH_NO_DEDUCED_FUNCTION_POINTERS)
150    funcp = boost::math::ibetac_invb<value_type, value_type, value_type>;
151 #else
152    funcp = boost::math::ibetac_invb;
153 #endif
154    result = boost::math::tools::test_hetero<Real>(
155       data,
156       bind_func<Real>(funcp, 0, 1, 2),
157       extract_result<Real>(6));
158    handle_test_result(result, data[result.worst()], result.worst(), type_name, "boost::math::ibetac_invb", test_name);
159 }
160 
161 template <class T>
test_beta(T,const char * name)162 void test_beta(T, const char* name)
163 {
164    //
165    // The actual test data is rather verbose, so it's in a separate file
166    //
167    // The contents are as follows, each row of data contains
168    // five items, input value a, input value b, integration limits x, beta(a, b, x) and ibeta(a, b, x):
169    //
170    std::cout << "Running sanity checks for type " << name << std::endl;
171 
172 #if !defined(TEST_DATA) || (TEST_DATA == 1)
173 #  include "ibeta_small_data.ipp"
174 
175    test_inverses<T>(ibeta_small_data);
176 #endif
177 
178 #if !defined(TEST_DATA) || (TEST_DATA == 2)
179 #  include "ibeta_data.ipp"
180 
181    test_inverses<T>(ibeta_data);
182 #endif
183 
184 #if !defined(TEST_DATA) || (TEST_DATA == 3)
185 #  include "ibeta_large_data.ipp"
186 
187    test_inverses<T>(ibeta_large_data);
188 #endif
189 
190 #if !defined(TEST_REAL_CONCEPT) || defined(FULL_TEST) || (TEST_DATA == 4)
191 #ifndef FULL_TEST
192    if(boost::is_floating_point<T>::value){
193 #endif
194    //
195    // This accuracy test is normally only enabled for "real"
196    // floating point types and not for class real_concept.
197    // The reason is that these tests are exceptionally slow
198    // to complete when T doesn't have Lanczos support defined for it.
199    //
200 #  include "ibeta_inva_data.ipp"
201 
202    test_inverses2<T>(ibeta_inva_data, name, "Inverse incomplete beta");
203 #ifndef FULL_TEST
204    }
205 #endif
206 #endif
207 }
208 
209