[Boost-commit] svn:boost r80028 - trunk/libs/math/test

Subject: [Boost-commit] svn:boost r80028 - trunk/libs/math/test
From: pbristow_at_[hidden]
Date: 2012-08-14 03:56:17

Author: pbristow
Date: 2012-08-14 03:56:17 EDT (Tue, 14 Aug 2012)
New Revision: 80028
URL: http://svn.boost.org/trac/boost/changeset/80028

Log:
Reverted to previous version to get back lost content.
Text files modified: 
   trunk/libs/math/test/test_owens_t.cpp |   323 +++++++++++++++++++++++++++++++++++++-- 
   1 files changed, 303 insertions(+), 20 deletions(-)

Modified: trunk/libs/math/test/test_owens_t.cpp
==============================================================================
--- trunk/libs/math/test/test_owens_t.cpp	(original)
+++ trunk/libs/math/test/test_owens_t.cpp	2012-08-14 03:56:17 EDT (Tue, 14 Aug 2012)
@@ -1,6 +1,7 @@
+// test_owens_t.cpp
+
 // Copyright Paul A. Bristow 2012.
 // Copyright Benjamin Sobotta 2012.
-// Copyright John Maddock 2012.
 
 // Use, modification and distribution are subject to the
 // Boost Software License, Version 1.0.
@@ -17,10 +18,12 @@
 // 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).
 
-// test_owens_t.cpp
+#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.
@@ -28,9 +31,41 @@
 
 #include <boost/math/special_functions/owens_t.hpp> // for owens_t function.
 using boost::math::owens_t;
+#include <boost/math/distributions/normal.hpp>
+
+#include <boost/test/test_exec_monitor.hpp>
+#include <boost/test/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"
+
+//
+// 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 <boost/test/test_exec_monitor.hpp> // for test_main.
-#include <boost/test/floating_point_comparison.hpp> // for BOOST_CHECK_CLOSE and  BOOST_CHECK_CLOSE_fraction.
+#include "owens_t_T7.hpp"
 
 #include <iostream>
 using std::cout;
@@ -38,13 +73,65 @@
 #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
+         "boost::math::owens_t", 500, 100);  // test function
+   }
+   else
+   {
+      add_expected_result(
+         ".*",                            // compiler
+         ".*",                            // stdlib
+         ".*",                            // platform
+         largest_type,                    // test type(s)
+         ".*",      // test data group
+         "boost::math::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;
+}
+
+
 template <class RealType>
 void test_spot(
-     RealType h,    // 
-     RealType a,    // Chi Square statistic
+     RealType h,    //
+     RealType a,    //
      RealType tol)   // Test tolerance
 {
-  BOOST_CHECK_CLOSE_FRACTION(owens_t(h, a), 3.89119302347013668966224771378e-2, tol);
+  BOOST_CHECK_CLOSE_FRACTION(owens_t(h, a), 3.89119302347013668966224771378e-2L, tol);
 }
 
 
@@ -53,27 +140,143 @@
 {
   // Basic sanity checks, test data is as accurate as long double,
   // so set tolerance to a few epsilon expressed as a fraction.
-  RealType tolerance = boost::math::tools::epsilon<RealType>() * 3;
+  RealType tolerance = boost::math::tools::epsilon<RealType>() * 30; // most OK with 3 eps tolerance.
   cout << "Tolerance = " << tolerance << "." << endl;
 
   using  ::boost::math::owens_t;
+  using ::boost::math::normal_distribution;
+  BOOST_MATH_STD_USING // ADL of std names.
 
-    using namespace std; // ADL of std names.
- 
-   BOOST_CHECK_CLOSE_FRACTION(owens_t(static_cast<RealType>(0.0625L), static_cast<RealType>(0.25L)), static_cast<RealType>(3.89119302347013668966224771378e-2L), tolerance);
+  // Checks of six sub-methods T1 to T6.
+  BOOST_CHECK_CLOSE_FRACTION(owens_t(static_cast<RealType>(0.0625L), static_cast<RealType>(0.25L)), static_cast<RealType>(3.89119302347013668966224771378e-2L), tolerance);  // T1
+  BOOST_CHECK_CLOSE_FRACTION(owens_t(static_cast<RealType>(6.5L), static_cast<RealType>(0.4375L)), static_cast<RealType>(2.00057730485083154100907167685E-11L), tolerance); // T2
+  BOOST_CHECK_CLOSE_FRACTION(owens_t(static_cast<RealType>(7L), static_cast<RealType>( 0.96875L)), static_cast<RealType>(6.39906271938986853083219914429E-13L), tolerance); // T3
+  BOOST_CHECK_CLOSE_FRACTION(owens_t(static_cast<RealType>(4.78125L), static_cast<RealType>(0.0625L)), static_cast<RealType>(1.06329748046874638058307112826E-7L), tolerance); // T4
+  BOOST_CHECK_CLOSE_FRACTION(owens_t(static_cast<RealType>(2.L), static_cast<RealType>(0.5L)), static_cast<RealType>(8.62507798552150713113488319155E-3L), tolerance); // T5
+  BOOST_CHECK_CLOSE_FRACTION(owens_t(static_cast<RealType>(1.L), static_cast<RealType>(0.9999975L)), static_cast<RealType>(6.67418089782285927715589822405E-2L), tolerance); // T6
+  //BOOST_CHECK_CLOSE_FRACTION(owens_t(static_cast<RealType>(L), static_cast<RealType>(L)), static_cast<RealType>(L), tolerance);
+
+//   BOOST_CHECK_CLOSE_FRACTION(owens_t(static_cast<RealType>(L), static_cast<RealType>(L)), static_cast<RealType>(L), tolerance);
+
+  // Spots values using Mathematica 
+  BOOST_CHECK_CLOSE_FRACTION(owens_t(static_cast<RealType>(6.5L), static_cast<RealType>(0.4375L)), static_cast<RealType>(2.00057730485083154100907167684918851101649922551817956120806662022118024594547E-11L), tolerance);
+  BOOST_CHECK_CLOSE_FRACTION(owens_t(static_cast<RealType>(0.4375L), static_cast<RealType>(6.5L)), static_cast<RealType>(0.16540130125449396247498691826626273249659241838438244251206819782787761751256L), tolerance);
+  BOOST_CHECK_CLOSE_FRACTION(owens_t(static_cast<RealType>(7.L), static_cast<RealType>(0.96875L)), static_cast<RealType>(6.39906271938986853083219914428916013764797190941459233223182225724846022843930e-13L), tolerance);
+  BOOST_CHECK_CLOSE_FRACTION(owens_t(static_cast<RealType>(0.96875L), static_cast<RealType>(7.L)), static_cast<RealType>(0.08316748474602973770533230453272140919966614259525787470390475393923633179072L), tolerance);
+  BOOST_CHECK_CLOSE_FRACTION(owens_t(static_cast<RealType>(4.78125L), static_cast<RealType>(0.0625L)), static_cast<RealType>(1.06329748046874638058307112826015825291136503488102191050906959246644942646701e-7L), tolerance);
+  BOOST_CHECK_CLOSE_FRACTION(owens_t(static_cast<RealType>(0.0625L), static_cast<RealType>(4.78125L)), static_cast<RealType>(0.21571185819897989857261253680409017017649352928888660746045361855686569265171L), tolerance);
+  BOOST_CHECK_CLOSE_FRACTION(owens_t(static_cast<RealType>(2.L), static_cast<RealType>(0.5L)), static_cast<RealType>(0.00862507798552150713113488319154637187875641190390854291100809449487812876461L), tolerance);
+  BOOST_CHECK_CLOSE_FRACTION(owens_t(static_cast<RealType>(0.5L), static_cast<RealType>(2L)), static_cast<RealType>(0.14158060365397839346662819588111542648867283386549027383784843786494855594607L), tolerance);
+
+  // check basic properties
+  BOOST_CHECK_EQUAL(owens_t(static_cast<RealType>(0.5L), static_cast<RealType>(2L)), owens_t(static_cast<RealType>(-0.5L), static_cast<RealType>(2L)));
+  BOOST_CHECK_EQUAL(owens_t(static_cast<RealType>(0.5L), static_cast<RealType>(2L)), -owens_t(static_cast<RealType>(0.5L), static_cast<RealType>(-2L)));
+  BOOST_CHECK_EQUAL(owens_t(static_cast<RealType>(0.5L), static_cast<RealType>(2L)), -owens_t(static_cast<RealType>(-0.5L), static_cast<RealType>(-2L)));
+
+  // Special relations from Owen's original paper:
+  BOOST_CHECK_EQUAL(owens_t(static_cast<RealType>(0.5), static_cast<RealType>(0)), static_cast<RealType>(0));
+  BOOST_CHECK_EQUAL(owens_t(static_cast<RealType>(10), static_cast<RealType>(0)), static_cast<RealType>(0));
+  BOOST_CHECK_EQUAL(owens_t(static_cast<RealType>(10000), static_cast<RealType>(0)), static_cast<RealType>(0));
+
+  BOOST_CHECK_CLOSE_FRACTION(owens_t(static_cast<RealType>(0), static_cast<RealType>(2L)), atan(static_cast<RealType>(2L)) / (boost::math::constants::pi<RealType>() * 2), tolerance);
+  BOOST_CHECK_CLOSE_FRACTION(owens_t(static_cast<RealType>(0), static_cast<RealType>(0.5L)), atan(static_cast<RealType>(0.5L)) / (boost::math::constants::pi<RealType>() * 2), tolerance);
+  BOOST_CHECK_CLOSE_FRACTION(owens_t(static_cast<RealType>(0), static_cast<RealType>(2000L)), atan(static_cast<RealType>(2000L)) / (boost::math::constants::pi<RealType>() * 2), tolerance);
+  BOOST_CHECK_CLOSE_FRACTION(owens_t(static_cast<RealType>(5), static_cast<RealType>(1)), cdf(normal_distribution<RealType>(), 5) * cdf(complement(normal_distribution<RealType>(), 5)) / 2, tolerance);
+  BOOST_CHECK_CLOSE_FRACTION(owens_t(static_cast<RealType>(0.125), static_cast<RealType>(1)), cdf(normal_distribution<RealType>(), 0.125) * cdf(complement(normal_distribution<RealType>(), 0.125)) / 2, tolerance);
+  if(std::numeric_limits<RealType>::has_infinity)
+  {
+    BOOST_CHECK_CLOSE_FRACTION(owens_t(static_cast<RealType>(0.125), std::numeric_limits<RealType>::infinity()), cdf(complement(normal_distribution<RealType>(), 0.125)) / 2, tolerance);
+    BOOST_CHECK_CLOSE_FRACTION(owens_t(static_cast<RealType>(5), std::numeric_limits<RealType>::infinity()), cdf(complement(normal_distribution<RealType>(), 5)) / 2, tolerance);
+    BOOST_CHECK_CLOSE_FRACTION(owens_t(static_cast<RealType>(-0.125), std::numeric_limits<RealType>::infinity()), cdf(normal_distribution<RealType>(), -0.125) / 2, tolerance);
+    BOOST_CHECK_CLOSE_FRACTION(owens_t(static_cast<RealType>(-5), std::numeric_limits<RealType>::infinity()), cdf(normal_distribution<RealType>(), -5) / 2, tolerance);
+  }
+} // template <class RealType>void test_spots(RealType)
 
+template <class RealType> // Any floating-point type RealType.
+void check_against_T7(RealType)
+{
+  // Basic sanity checks, test data is as accurate as long double,
+  // so set tolerance to a few epsilon expressed as a fraction.
+  RealType tolerance = boost::math::tools::epsilon<RealType>() * 150; // most OK with 3 eps tolerance.
+  cout << "Tolerance = " << tolerance << "." << endl;
 
+  using  ::boost::math::owens_t;
+  using namespace std; // ADL of std names.
+
+  // apply log scale because points near zero are more interesting
+  for(RealType a = static_cast<RealType>(-10.0l); a < static_cast<RealType>(3l); a+= static_cast<RealType>(0.2l))
+    for(RealType h = static_cast<RealType>(-10.0l); h < static_cast<RealType>(3.5l); h+= static_cast<RealType>(0.2l))
+    {
+      const RealType expa = exp(a);
+      const RealType exph = exp(h);
+      const RealType t = boost::math::owens_t(exph, expa);
+      RealType t7 = boost::math::owens_t_T7(exph,expa);
+      //if(!boost::math::isnormal(t) || !boost::math::isnormal(t7))
+      //   std::cout << "a = " << expa << " h = " << exph << " t = " << t << " t7 = " << t7 << std::endl;
+      BOOST_CHECK_CLOSE_FRACTION(t, t7, tolerance);
+    }
+    
 } // template <class RealType>void test_spots(RealType)
 
+template <class Real, class T>
+void do_test_owens_t(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);
+#if defined(BOOST_MATH_NO_DEDUCED_FUNCTION_POINTERS)
+   pg funcp = boost::math::owens_t<value_type>;
+#else
+   pg funcp = boost::math::owens_t;
+#endif
+
+   boost::math::tools::test_result<value_type> result;
+
+   std::cout << "Testing " << test_name << " with type " << type_name
+      << "\n~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~\n";
+
+   //
+   // test hermite against data:
+   //
+   result = boost::math::tools::test_hetero<Real>(
+      data, 
+      bind_func<Real>(funcp, 0, 1), 
+      extract_result<Real>(2));
+   handle_test_result(result, data[result.worst()], result.worst(), type_name, "boost::math::owens_t", test_name);
+
+   std::cout << std::endl;
+}
+
+template <class T>
+void test_owens_t(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
+   // three items, input value a, input value b and erf(a, b):
+   // 
+#  include "owens_t.ipp"
+
+   do_test_owens_t<T>(owens_t, name, "Owens T (medium small values)");
+
+#include "owens_t_large_data.ipp"
+
+   do_test_owens_t<T>(owens_t_large_data, name, "Owens T (large and diverse values)");
+}
+
+
 int test_main(int, char* [])
 {
   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(0.0F); // Test float.
   test_spots(0.0); // Test double.
 #ifndef BOOST_MATH_NO_LONG_DOUBLE_MATH_FUNCTIONS
   test_spots(0.0L); // Test long double.
@@ -81,6 +284,30 @@
   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
   return 0;
 } // int test_main(int, char* [])
 
@@ -88,17 +315,73 @@
 
 Output:
 
-test_owens_t.cpp
-  Generating code
-  Finished generating code
-  test_owens_t.vcxproj -> J:\Cpp\MathToolkit\test\Math_test\Release\test_owens_t.exe
+  Description: Autorun "J:\Cpp\MathToolkit\test\Math_test\Debug\test_owens_t.exe"
   Running 1 test case...
-  Tolerance = 6.66134e-016.
-  Tolerance = 6.66134e-016.
-  Tolerance = 6.66134e-016.
+  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
 
+
 */