test_igamma_inv.cpp

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//  (C) 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)

#include <boost/math/concepts/real_concept.hpp>
#include <boost/math/special_functions/gamma.hpp>
#include <boost/test/included/test_exec_monitor.hpp>
#include <boost/test/floating_point_comparison.hpp>
#include <boost/math/tools/stats.hpp>
#include <boost/math/tools/test.hpp>
#include <boost/math/constants/constants.hpp>
#include <boost/type_traits/is_floating_point.hpp>
#include <boost/array.hpp>
#include "functor.hpp"

#include "test_gamma_hooks.hpp"
#include "handle_test_result.hpp"

#if !defined(TEST_FLOAT) && !defined(TEST_DOUBLE) && !defined(TEST_LDOUBLE) && !defined(TEST_REAL_CONCEPT)
#  define TEST_FLOAT
#  define TEST_DOUBLE
#  define TEST_LDOUBLE
#  define TEST_REAL_CONCEPT
#endif

//
// DESCRIPTION:
// ~~~~~~~~~~~~
//
// This file tests the incomplete gamma function inverses 
// gamma_p_inv and gamma_q_inv. There are three sets of tests:
// 1) Spot tests which compare our results with selected values 
// computed using the online special function calculator at 
// functions.wolfram.com, 
// 2) Accuracy tests use values generated with NTL::RR at 
// 1000-bit precision and our generic versions of these functions.
// 3) Round trip sanity checks, use the test data for the forward
// functions, and verify that we can get (approximately) back
// where we started.
//
// Note that when this file is first run on a new platform many of
// these tests will fail: the default accuracy is 1 epsilon which
// is too tight for most platforms.  In this situation you will 
// need to cast a human eye over the error rates reported and make
// a judgement as to whether they are acceptable.  Either way please
// report the results to the Boost mailing list.  Acceptable rates of
// error are marked up below as a series of regular expressions that
// identify the compiler/stdlib/platform/data-type/test-data/test-function
// along with the maximum expected peek and RMS mean errors for that
// test.
//

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";
   }
   else
   {
      largest_type = "long double";
   }
#else
   largest_type = "(long\\s+)?double";
#endif
   //
   // Large exponent range causes more extreme test cases to be evaluated:
   //
   if(std::numeric_limits<long double>::max_exponent > std::numeric_limits<double>::max_exponent)
   {
      add_expected_result(
         "[^|]*",                          // compiler
         "[^|]*",                          // stdlib
         "[^|]*",                          // platform
         largest_type,                     // test type(s)
         "[^|]*small[^|]*",                    // test data group
         "[^|]*", 200000, 10000);              // test function
      add_expected_result(
         "[^|]*",                          // compiler
         "[^|]*",                          // stdlib
         "[^|]*",                          // platform
         "real_concept",                     // test type(s)
         "[^|]*small[^|]*",                   // test data group
         "[^|]*", 70000, 8000);                  // test function
   }
   //
   // These high error rates are seen on on some Linux
   // architectures:
   //
   add_expected_result(
      "[^|]*",                          // compiler
      "[^|]*",                          // stdlib
      "linux.*",                          // platform
      largest_type,                     // test type(s)
      "[^|]*medium[^|]*",                   // test data group
      "[^|]*", 350, 5);                  // test function
   add_expected_result(
      "[^|]*",                          // compiler
      "[^|]*",                          // stdlib
      "linux.*",                          // platform
      largest_type,                     // test type(s)
      "[^|]*large[^|]*",                   // test data group
      "[^|]*", 150, 5);                  // test function


   //
   // Catch all cases come last:
   //
   add_expected_result(
      "[^|]*",                          // compiler
      "[^|]*",                          // stdlib
      "[^|]*",                          // platform
      largest_type,                     // test type(s)
      "[^|]*medium[^|]*",                   // test data group
      "[^|]*", 20, 5);                  // test function
   add_expected_result(
      "[^|]*",                          // compiler
      "[^|]*",                          // stdlib
      "[^|]*",                          // platform
      largest_type,                     // test type(s)
      "[^|]*large[^|]*",                    // test data group
      "[^|]*", 5, 2);                   // test function
   add_expected_result(
      "[^|]*",                          // compiler
      "[^|]*",                          // stdlib
      "[^|]*",                          // platform
      largest_type,                     // test type(s)
      "[^|]*small[^|]*",                    // test data group
      "[^|]*", 2100, 500);              // test function
   add_expected_result(
      "[^|]*",                          // compiler
      "[^|]*",                          // stdlib
      "[^|]*",                          // platform
      "float|double",                   // test type(s)
      "[^|]*small[^|]*",                    // test data group
      "boost::math::gamma_p_inv", 500, 60);   // test function
   add_expected_result(
      "[^|]*",                          // compiler
      "[^|]*",                          // stdlib
      "[^|]*",                          // platform
      "float|double",                   // test type(s)
      "[^|]*",                          // test data group
      "boost::math::gamma_q_inv", 350, 60);   // test function
   add_expected_result(
      "[^|]*",                          // compiler
      "[^|]*",                          // stdlib
      "[^|]*",                          // platform
      "float|double",                   // test type(s)
      "[^|]*",                          // test data group
      "[^|]*", 4, 2);                   // test function
   add_expected_result(
      "[^|]*",                          // compiler
      "[^|]*",                          // stdlib
      "[^|]*",                          // platform
      "real_concept",                     // test type(s)
      "[^|]*medium[^|]*",                   // test data group
      "[^|]*", 20, 5);                  // test function
   add_expected_result(
      "[^|]*",                          // compiler
      "[^|]*",                          // stdlib
      "[^|]*",                          // platform
      "real_concept",                     // test type(s)
      "[^|]*large[^|]*",                   // test data group
      "[^|]*", 1000, 500);                  // test function
   add_expected_result(
      "[^|]*",                          // compiler
      "[^|]*",                          // stdlib
      "[^|]*",                          // platform
      "real_concept",                     // test type(s)
      "[^|]*small[^|]*",                   // test data group
      "[^|]*", 3700, 500);                  // 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;
}

#define BOOST_CHECK_CLOSE_EX(a, b, prec, i) \
   {\
      unsigned int failures = boost::unit_test::results_collector.results( boost::unit_test::framework::current_test_case().p_id ).p_assertions_failed;\
      BOOST_CHECK_CLOSE(a, b, prec); \
      if(failures != boost::unit_test::results_collector.results( boost::unit_test::framework::current_test_case().p_id ).p_assertions_failed)\
      {\
         std::cerr << "Failure was at row " << i << std::endl;\
         std::cerr << std::setprecision(35); \
         std::cerr << "{ " << data[i][0] << " , " << data[i][1] << " , " << data[i][2];\
         std::cerr << " , " << data[i][3] << " , " << data[i][4] << " , " << data[i][5] << " } " << std::endl;\
      }\
   }

template <class T>
void do_test_gamma_2(const T& data, const char* type_name, const char* test_name)
{
   //
   // test gamma_p_inv(T, T) against data:
   //
   using namespace std;
   typedef typename T::value_type row_type;
   typedef typename row_type::value_type value_type;

   std::cout << test_name << " with type " << type_name << std::endl;

   //
   // These sanity checks test for a round trip accuracy of one half
   // of the bits in T, unless T is type float, in which case we check
   // for just one decimal digit.  The problem here is the sensitivity
   // of the functions, not their accuracy.  This test data was generated
   // for the forward functions, which means that when it is used as
   // the input to the inverses then it is necessarily inexact.  This rounding
   // of the input is what makes the data unsuitable for use as an accuracy check,
   // and also demonstrates that you can't in general round-trip these functions.