Adding upstream version 14.2.21.upstream/14.2.21upstream

Signed-off-by: Daniel Baumann <daniel.baumann@progress-linux.org>

1 files changed, 247 insertions, 0 deletions

diff --git a/src/boost/libs/math/test/test_owens_t.cpp b/src/boost/libs/math/test/test_owens_t.cpp
new file mode 100644
index 00000000..cee111db
--- /dev/null
+++ b/src/boost/libs/math/test/test_owens_t.cpp
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+// test_owens_t.cpp
+
+// Copyright Paul A. Bristow 2012.
+// Copyright Benjamin Sobotta 2012.
+
+// 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)
+
+// Tested using some 30 decimal digit accuracy values from:
+// Fast and accurate calculation of Owen's T-function
+// Mike Patefield, and David Tandy
+// Journal of Statistical Software, 5 (5), 1-25 (2000).
+// http://www.jstatsoft.org/v05/a05/paper  Table 3, page 15
+// Values of T(h,a) accurate to thirty figures were calculated using 128 bit arithmetic by
+// evaluating (9) with m = 48, the summation over k being continued until additional terms did
+// not alter the result. The resultant values Tacc(h,a) say, were validated by evaluating (8) with
+// m = 48 (i.e. 96 point Gaussian quadrature).
+
+#define BOOST_MATH_OVERFLOW_ERROR_POLICY ignore_error
+
+#ifdef _MSC_VER
+#  pragma warning (disable : 4127) // conditional expression is constant
+#  pragma warning (disable : 4305) // 'initializing' : truncation from 'double' to 'const float'
+// ?? TODO get rid of these warnings?
+#endif
+
+#include <boost/math/concepts/real_concept.hpp> // for real_concept.
+using ::boost::math::concepts::real_concept;
+
+#include <boost/math/special_functions/owens_t.hpp> // for owens_t function.
+using boost::math::owens_t;
+#include <boost/math/distributions/normal.hpp>
+
+#define BOOST_TEST_MAIN
+#include <boost/test/unit_test.hpp>
+#include <boost/test/tools/floating_point_comparison.hpp>
+#include <boost/array.hpp>
+
+#include "libs/math/test/handle_test_result.hpp"
+#include "libs/math/test/table_type.hpp"
+#include "libs/math/test/functor.hpp"
+#include "test_owens_t.hpp"
+
+//
+// Defining TEST_CPP_DEC_FLOAT enables testing of multiprecision support.
+// This requires the multiprecision library from sandbox/big_number.
+// Note that these tests *do not pass*, but they do give an idea of the 
+// error rates that can be expected....
+//
+#ifdef TEST_CPP_DEC_FLOAT
+#include <boost/multiprecision/cpp_dec_float.hpp>
+
+template <class R>
+inline R convert_to(const char* s)
+{
+   try{
+      return boost::lexical_cast<R>(s);
+   }
+   catch(const boost::bad_lexical_cast&)
+   {
+      return 0;
+   }
+}
+
+#define SC_(x) convert_to<T>(BOOST_STRINGIZE(x))
+#endif
+
+#include "owens_t_T7.hpp"
+
+#include <iostream>
+using std::cout;
+using std::endl;
+#include <limits>
+using std::numeric_limits;
+
+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|real_concept";
+   }
+   else
+   {
+      largest_type = "long double|real_concept";
+   }
+#else
+   largest_type = "(long\\s+)?double";
+#endif
+
+   //
+   // Catch all cases come last:
+   //
+   if(std::numeric_limits<long double>::digits > 60)
+   {
+      add_expected_result(
+         ".*",                            // compiler
+         ".*",                            // stdlib
+         ".*",                            // platform
+         largest_type,                    // test type(s)
+         ".*",      // test data group
+         "owens_t", 500, 100);  // test function
+   }
+   else
+   {
+      add_expected_result(
+         ".*",                            // compiler
+         ".*",                            // stdlib
+         ".*",                            // platform
+         largest_type,                    // test type(s)
+         ".*",      // test data group
+         "owens_t", 60, 5);  // 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 )
+{
+  BOOST_MATH_CONTROL_FP;
+
+  expected_results();
+
+  // Basic sanity-check spot values.
+
+  // (Parameter value, arbitrarily zero, only communicates the floating point type).
+  test_spots(0.0F); // Test float.
+  test_spots(0.0); // Test double.
+#ifndef BOOST_MATH_NO_LONG_DOUBLE_MATH_FUNCTIONS
+  test_spots(0.0L); // Test long double.
+#if !BOOST_WORKAROUND(__BORLANDC__, BOOST_TESTED_AT(0x582))
+  test_spots(boost::math::concepts::real_concept(0.)); // Test real concept.
+#endif
+#endif
+
+  check_against_T7(0.0F); // Test float.
+  check_against_T7(0.0); // Test double.
+#ifndef BOOST_MATH_NO_LONG_DOUBLE_MATH_FUNCTIONS
+  check_against_T7(0.0L); // Test long double.
+#if !BOOST_WORKAROUND(__BORLANDC__, BOOST_TESTED_AT(0x582))
+  check_against_T7(boost::math::concepts::real_concept(0.)); // Test real concept.
+#endif
+#endif
+
+  test_owens_t(0.0F, "float"); // Test float.
+  test_owens_t(0.0, "double"); // Test double.
+#ifndef BOOST_MATH_NO_LONG_DOUBLE_MATH_FUNCTIONS
+  test_owens_t(0.0L, "long double"); // Test long double.
+#if !BOOST_WORKAROUND(__BORLANDC__, BOOST_TESTED_AT(0x582))
+  test_owens_t(boost::math::concepts::real_concept(0.), "real_concept"); // Test real concept.
+#endif
+#endif
+#ifdef TEST_CPP_DEC_FLOAT
+  typedef boost::multiprecision::mp_number<boost::multiprecision::cpp_dec_float<35> > cpp_dec_float_35;
+  test_owens_t(cpp_dec_float_35(0), "cpp_dec_float_35"); // Test real concept.
+  test_owens_t(boost::multiprecision::cpp_dec_float_50(0), "cpp_dec_float_50"); // Test real concept.
+  test_owens_t(boost::multiprecision::cpp_dec_float_100(0), "cpp_dec_float_100"); // Test real concept.
+#endif
+  
+} // BOOST_AUTO_TEST_CASE( test_main )
+
+/*
+
+Output:
+
+  Description: Autorun "J:\Cpp\MathToolkit\test\Math_test\Debug\test_owens_t.exe"
+  Running 1 test case...
+  Tests run with Microsoft Visual C++ version 10.0, Dinkumware standard library version 520, Win32
+  Tolerance = 3.57628e-006.
+  Tolerance = 6.66134e-015.
+  Tolerance = 6.66134e-015.
+  Tolerance = 6.66134e-015.
+  Tolerance = 1.78814e-005.
+  Tolerance = 3.33067e-014.
+  Tolerance = 3.33067e-014.
+  Tolerance = 3.33067e-014.
+  Testing Owens T (medium small values) with type float
+  ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
+  boost::math::owens_t<float> Max = 0 RMS Mean=0
+  
+  
+  Testing Owens T (large and diverse values) with type float
+  ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
+  boost::math::owens_t<float> Max = 0 RMS Mean=0
+  
+  
+  Testing Owens T (medium small values) with type double
+  ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
+  boost::math::owens_t<double> Max = 4.375 RMS Mean=0.9728
+      worst case at row: 81
+      { 4.4206809997558594, 0.1269868016242981, 1.0900281236140834e-006 }
+  
+  
+  Testing Owens T (large and diverse values) with type double
+  ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
+  boost::math::owens_t<double> Max = 3.781 RMS Mean=0.6206
+      worst case at row: 430
+      { 3.4516773223876953, 0.0010718167759478092, 4.413983645332431e-007 }
+  
+  
+  Testing Owens T (medium small values) with type long double
+  ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
+  boost::math::owens_t<long double> Max = 4.375 RMS Mean=0.9728
+      worst case at row: 81
+      { 4.4206809997558594, 0.1269868016242981, 1.0900281236140834e-006 }
+  
+  
+  Testing Owens T (large and diverse values) with type long double
+  ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
+  boost::math::owens_t<long double> Max = 3.781 RMS Mean=0.6206
+      worst case at row: 430
+      { 3.4516773223876953, 0.0010718167759478092, 4.413983645332431e-007 }
+  
+  
+  Testing Owens T (medium small values) with type real_concept
+  ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
+  boost::math::owens_t<real_concept> Max = 4.375 RMS Mean=1.032
+      worst case at row: 81
+      { 4.4206809997558594, 0.1269868016242981, 1.0900281236140834e-006 }
+  
+  
+  Testing Owens T (large and diverse values) with type real_concept
+  ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
+  boost::math::owens_t<real_concept> Max = 21.04 RMS Mean=1.102
+      worst case at row: 439
+      { 3.4516773223876953, 0.98384737968444824, 0.00013923002576038691 }
+  
+  
+  
+  *** No errors detected
+
+
+*/
+
+
+