Adding upstream version 16.2.11+ds.upstream/16.2.11+dsupstream

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

1 files changed, 339 insertions, 0 deletions

diff --git a/src/boost/libs/math/test/test_rayleigh.cpp b/src/boost/libs/math/test/test_rayleigh.cpp
new file mode 100644
index 000000000..a0293c656
--- /dev/null
+++ b/src/boost/libs/math/test/test_rayleigh.cpp
@@ -0,0 +1,339 @@
+// Copyright John Maddock 2006.
+
+// 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)
+
+// test_rayleigh.cpp
+
+#ifdef _MSC_VER
+#  pragma warning(disable: 4127) // conditional expression is constant.
+#  pragma warning(disable: 4100) // unreferenced formal parameter.
+#endif
+
+#include <boost/math/concepts/real_concept.hpp> // for real_concept
+#include <boost/math/distributions/rayleigh.hpp>
+    using boost::math::rayleigh_distribution;
+#include <boost/math/tools/test.hpp>
+
+#define BOOST_TEST_MAIN
+#include <boost/test/unit_test.hpp> // Boost.Test
+#include <boost/test/tools/floating_point_comparison.hpp>
+#include "test_out_of_range.hpp"
+
+#include <iostream>
+   using std::cout;
+   using std::endl;
+   using std::setprecision;
+
+template <class RealType>
+void test_spot(RealType s, RealType x, RealType p, RealType q, RealType tolerance)
+{
+   BOOST_CHECK_CLOSE(
+      ::boost::math::cdf(
+         rayleigh_distribution<RealType>(s),
+         x),
+         p,
+         tolerance); // %
+   BOOST_CHECK_CLOSE(
+      ::boost::math::cdf(
+         complement(rayleigh_distribution<RealType>(s),
+         x)),
+         q,
+         tolerance); // %
+   // Special extra tests for p and q near to unity.
+   if(p < 0.999)
+   {
+      BOOST_CHECK_CLOSE(
+         ::boost::math::quantile(
+            rayleigh_distribution<RealType>(s),
+            p),
+            x,
+            tolerance); // %
+   }
+   if(q < 0.999)
+   {
+      BOOST_CHECK_CLOSE(
+         ::boost::math::quantile(
+            complement(rayleigh_distribution<RealType>(s),
+            q)),
+            x,
+            tolerance); // %
+   }
+   if(std::numeric_limits<RealType>::has_infinity)
+   {
+      RealType inf = std::numeric_limits<RealType>::infinity();
+      BOOST_CHECK_EQUAL(pdf(rayleigh_distribution<RealType>(s), inf), 0);
+      BOOST_CHECK_EQUAL(cdf(rayleigh_distribution<RealType>(s), inf), 1);
+      BOOST_CHECK_EQUAL(cdf(complement(rayleigh_distribution<RealType>(s), inf)), 0);
+   }
+} // void test_spot
+
+template <class RealType>
+void test_spots(RealType T)
+{
+   using namespace std; // ADL of std names.
+   // Basic sanity checks.
+   // 50 eps as a percentage, up to a maximum of double precision
+   // (that's the limit of our test data: obtained by punching
+   // numbers into a calculator).
+   RealType tolerance = (std::max)(
+      static_cast<RealType>(boost::math::tools::epsilon<double>()),
+      boost::math::tools::epsilon<RealType>());
+   tolerance *= 10 * 100; // 10 eps as a percent
+   cout << "Tolerance for type " << typeid(T).name()  << " is " << tolerance << " %" << endl;
+
+  using namespace boost::math::constants;
+
+   // Things that are errors:
+   rayleigh_distribution<RealType> dist(0.5);
+
+   check_out_of_range<rayleigh_distribution<RealType> >(1);
+   BOOST_MATH_CHECK_THROW(
+       quantile(dist,
+       RealType(1.)), // quantile unity should overflow.
+       std::overflow_error);
+   BOOST_MATH_CHECK_THROW(
+       quantile(complement(dist,
+       RealType(0.))), // quantile complement zero should overflow.
+       std::overflow_error);
+   BOOST_MATH_CHECK_THROW(
+       pdf(dist, RealType(-1)), // Bad negative x.
+       std::domain_error);
+   BOOST_MATH_CHECK_THROW(
+       cdf(dist, RealType(-1)), // Bad negative x.
+       std::domain_error);
+   BOOST_MATH_CHECK_THROW(
+       cdf(rayleigh_distribution<RealType>(-1), // bad sigma < 0
+       RealType(1)),
+       std::domain_error);
+   BOOST_MATH_CHECK_THROW(
+       cdf(rayleigh_distribution<RealType>(0), // bad sigma == 0
+       RealType(1)),
+       std::domain_error);
+   BOOST_MATH_CHECK_THROW(
+       quantile(dist, RealType(-1)), // negative quantile probability.
+       std::domain_error);
+   BOOST_MATH_CHECK_THROW(
+       quantile(dist, RealType(2)), // > unity  quantile probability.
+       std::domain_error);
+
+   test_spot(
+      static_cast<RealType>(1.L), // sigma
+      static_cast<RealType>(1.L), // x
+      static_cast<RealType>(1 - exp_minus_half<RealType>()), // p
+      static_cast<RealType>(exp_minus_half<RealType>()), // q
+      tolerance);
+
+   test_spot(
+      static_cast<RealType>(0.5L), // sigma
+      static_cast<RealType>(0.5L), // x
+      static_cast<RealType>(1 - exp_minus_half<RealType>()), // p
+      static_cast<RealType>(exp_minus_half<RealType>()), //q
+      tolerance);
+
+   test_spot(
+      static_cast<RealType>(3.L), // sigma
+      static_cast<RealType>(3.L), // x
+      static_cast<RealType>(1 - exp_minus_half<RealType>()), // p
+      static_cast<RealType>(exp_minus_half<RealType>()), //q
+      tolerance);
+
+   BOOST_CHECK_CLOSE(
+      ::boost::math::pdf(
+         rayleigh_distribution<RealType>(1.L),
+         static_cast<RealType>(1.L)),              // x
+         static_cast<RealType>(exp_minus_half<RealType>()), // probability.
+         tolerance); // %
+   BOOST_CHECK_CLOSE(
+      ::boost::math::pdf(
+         rayleigh_distribution<RealType>(0.5L),
+         static_cast<RealType>(0.5L)),              // x
+         static_cast<RealType>(2 * exp_minus_half<RealType>()), // probability.
+         tolerance); // %
+   BOOST_CHECK_CLOSE(
+      ::boost::math::pdf(
+         rayleigh_distribution<RealType>(2.L),
+         static_cast<RealType>(2.L)),              // x
+         static_cast<RealType>(exp_minus_half<RealType>() /2),  // probability.
+         tolerance); // %
+
+   BOOST_CHECK_CLOSE(
+      ::boost::math::mean(
+         rayleigh_distribution<RealType>(1.L)),
+         static_cast<RealType>(root_half_pi<RealType>()),
+         tolerance); // %
+   BOOST_CHECK_CLOSE(
+      ::boost::math::variance(
+         rayleigh_distribution<RealType>(root_two<RealType>())),
+         static_cast<RealType>(four_minus_pi<RealType>()),
+         tolerance * 100); // %
+
+   BOOST_CHECK_CLOSE(
+      ::boost::math::mode(
+         rayleigh_distribution<RealType>(1.L)),
+         static_cast<RealType>(1.L),
+         tolerance); // %
+
+   BOOST_CHECK_CLOSE(
+      ::boost::math::median(
+         rayleigh_distribution<RealType>(1.L)),
+         static_cast<RealType>(sqrt(log(4.L))),  // sigma * sqrt(log_four)
+         tolerance); // %
+
+   BOOST_CHECK_CLOSE(
+      ::boost::math::skewness(
+         rayleigh_distribution<RealType>(1.L)),
+         static_cast<RealType>(2.L * root_pi<RealType>()) * (pi<RealType>() - 3) / (pow((4 - pi<RealType>()), static_cast<RealType>(1.5L))),
+         tolerance * 100); // %
+
+   BOOST_CHECK_CLOSE(
+      ::boost::math::skewness(
+         rayleigh_distribution<RealType>(1.L)),
+         static_cast<RealType>(0.63111065781893713819189935154422777984404221106391L),
+         tolerance * 100); // %
+
+   BOOST_CHECK_CLOSE(
+     ::boost::math::kurtosis_excess(
+     rayleigh_distribution<RealType>(1.L)),
+     -static_cast<RealType>(6 * pi<RealType>() * pi<RealType>() - 24 * pi<RealType>() + 16) /
+        ((4 - pi<RealType>()) * (4 - pi<RealType>())),
+        // static_cast<RealType>(0.2450893006876380628486604106197544154170667057995L),
+         tolerance * 1000); // %
+
+   BOOST_CHECK_CLOSE(
+      ::boost::math::kurtosis(
+         rayleigh_distribution<RealType>(1.L)),
+         static_cast<RealType>(3.2450893006876380628486604106197544154170667057995L),
+         tolerance * 100); // %
+
+
+   BOOST_CHECK_CLOSE(
+      ::boost::math::kurtosis_excess(rayleigh_distribution<RealType>(2)),
+      ::boost::math::kurtosis(rayleigh_distribution<RealType>(2)) -3,
+         tolerance* 100); // %
+
+
+   RealType expected_entropy = 1 + log(boost::math::constants::root_two<RealType>()) + boost::math::constants::euler<RealType>()/2;
+   BOOST_CHECK_CLOSE(
+      ::boost::math::entropy(rayleigh_distribution<RealType>(2)),
+      expected_entropy,
+         tolerance* 100);
+   return;
+
+} // template <class RealType>void test_spots(RealType)
+
+BOOST_AUTO_TEST_CASE( test_main )
+{
+  // Check that can generate rayleigh distribution using the two convenience methods:
+   boost::math::rayleigh ray1(1.); // Using typedef
+   rayleigh_distribution<> ray2(1.); // Using default RealType double.
+
+  using namespace boost::math::constants;
+   // Basic sanity-check spot values.
+
+  // Double only tests.
+   BOOST_CHECK_CLOSE_FRACTION(
+      ::boost::math::pdf(
+      rayleigh_distribution<double>(1.),
+      static_cast<double>(1)), // x
+      static_cast<double>(exp_minus_half<double>()), // p
+         1e-15); // %
+
+   BOOST_CHECK_CLOSE_FRACTION(
+      ::boost::math::pdf(
+      rayleigh_distribution<double>(0.5),
+      static_cast<double>(0.5)), // x
+      static_cast<double>(2 * exp_minus_half<double>()), // p
+         1e-15); // %
+
+   BOOST_CHECK_CLOSE_FRACTION(
+      ::boost::math::pdf(
+      rayleigh_distribution<double>(2.),
+      static_cast<double>(2)), // x
+      static_cast<double>(exp_minus_half<double>() /2 ), // p
+         1e-15); // %
+
+   BOOST_CHECK_CLOSE_FRACTION(
+      ::boost::math::cdf(
+      rayleigh_distribution<double>(1.),
+      static_cast<double>(1)), // x
+      static_cast<double>(1- exp_minus_half<double>()), // p
+         1e-15); // %
+
+   BOOST_CHECK_CLOSE_FRACTION(
+      ::boost::math::cdf(
+      rayleigh_distribution<double>(2.),
+      static_cast<double>(2)), // x
+      static_cast<double>(1- exp_minus_half<double>()), // p
+         1e-15); // %
+
+   BOOST_CHECK_CLOSE_FRACTION(
+      ::boost::math::cdf(
+      rayleigh_distribution<double>(3.),
+      static_cast<double>(3)), // x
+      static_cast<double>(1- exp_minus_half<double>()), // p
+         1e-15); // %
+
+   BOOST_CHECK_CLOSE_FRACTION(
+      ::boost::math::cdf(
+      rayleigh_distribution<double>(4.),
+      static_cast<double>(4)), // x
+      static_cast<double>(1- exp_minus_half<double>()), // p
+         1e-15); // %
+
+   BOOST_CHECK_CLOSE_FRACTION(
+      ::boost::math::cdf(complement(
+      rayleigh_distribution<double>(4.),
+      static_cast<double>(4))), // x
+      static_cast<double>(exp_minus_half<double>()), // q = 1 - p
+         1e-15); // %
+
+   BOOST_CHECK_CLOSE_FRACTION(
+      ::boost::math::quantile(
+      rayleigh_distribution<double>(4.),
+      static_cast<double>(1- exp_minus_half<double>())), // x
+      static_cast<double>(4), // p
+         1e-15); // %
+
+   BOOST_CHECK_CLOSE_FRACTION(
+      ::boost::math::quantile(complement(
+      rayleigh_distribution<double>(4.),
+      static_cast<double>(exp_minus_half<double>()))), // x
+      static_cast<double>(4), // p
+         1e-15); // %
+
+   // (Parameter value, arbitrarily zero, only communicates the floating point type).
+  test_spots(0.0F); // Test float. OK at decdigits = 0 tolerance = 0.0001 %
+  test_spots(0.0); // Test double. OK at decdigits 7, tolerance = 1e07 %
+#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
+#else
+   std::cout << "<note>The long double tests have been disabled on this platform "
+      "either because the long double overloads of the usual math functions are "
+      "not available at all, or because they are too inaccurate for these tests "
+      "to pass.</note>" << std::endl;
+#endif
+
+   
+} // BOOST_AUTO_TEST_CASE( test_main )
+
+/*
+
+Output is:
+
+Autorun "i:\boost-06-05-03-1300\libs\math\test\Math_test\debug\test_rayleigh.exe"
+Running 1 test case...
+Tolerance for type float is 0.000119209 %
+Tolerance for type double is 2.22045e-013 %
+Tolerance for type long double is 2.22045e-013 %
+Tolerance for type class boost::math::concepts::real_concept is 2.22045e-013 %
+*** No errors detected
+
+*/
+
+