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Diffstat (limited to 'src/boost/libs/math/test/test_owens_t.cpp')
| -rw-r--r-- | src/boost/libs/math/test/test_owens_t.cpp | 247 |
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 @@ -0,0 +1,247 @@ +// 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 + + +*/ + + + |