test_erf.cpp

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//  Copyright John Maddock 2006.
//  Copyright Paul A. Bristow 2007
//  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/test/included/test_exec_monitor.hpp>
#include <boost/test/floating_point_comparison.hpp>
#include <boost/math/special_functions/erf.hpp>
#include <boost/math/constants/constants.hpp>
#include <boost/type_traits/is_floating_point.hpp>
#include <boost/array.hpp>
#include "functor.hpp"

#include "test_erf_hooks.hpp"
#include "handle_test_result.hpp"

//
// DESCRIPTION:
// ~~~~~~~~~~~~
//
// This file tests the functions erf, erfc, and the inverses
// erf_inv and erfc_inv.  There are two sets of tests, spot
// tests which compare our results with selected values computed
// using the online special function calculator at
// functions.wolfram.com, while the bulk of the accuracy tests
// use values generated with NTL::RR at 1000-bit precision
// and our generic versions of these functions.
//
// 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|real_concept";
   }
   else
   {
      largest_type = "long double|real_concept";
   }
#else
   largest_type = "(long\\s+)?double";
#endif
   //
   // On MacOS X erfc has much higher error levels than
   // expected: given that the implementation is basically
   // just a rational function evaluation combined with
   // exponentiation, we conclude that exp and pow are less
   // accurate on this platform, especially when the result 
   // is outside the range of a double.
   //
   add_expected_result(
      ".*",                          // compiler
      ".*",                          // stdlib
      "Mac OS",                      // platform
      largest_type,                  // test type(s)
      "Erf Function:.*Large.*",      // test data group
      "boost::math::erfc", 4300, 1300);  // test function
   add_expected_result(
      ".*",                          // compiler
      ".*",                          // stdlib
      "Mac OS",                      // platform
      largest_type,                  // test type(s)
      "Erf Function:.*",             // test data group
      "boost::math::erfc", 40, 10);  // test function

   add_expected_result(
      ".*",                          // compiler
      ".*",                          // stdlib
      ".*",                          // platform
      "real_concept",                // test type(s)
      "Erf Function:.*",             // test data group
      "boost::math::erfc?", 20, 6);   // test function
   add_expected_result(
      ".*",                           // compiler
      ".*",                           // stdlib
      ".*",                           // platform
      "real_concept",                 // test type(s)
      "Inverse Erfc.*",               // test data group
      "boost::math::erfc_inv", 80, 10);  // test function


   //
   // Catch all cases come last:
   //
   add_expected_result(
      ".*",                          // compiler
      ".*",                          // stdlib
      ".*",                          // platform
      ".*",                          // test type(s)
      "Erf Function:.*",             // test data group
      "boost::math::erfc?", 2, 2);   // test function
   add_expected_result(
      ".*aCC.*",                     // compiler
      ".*",                          // stdlib
      ".*",                          // platform
      ".*",                          // test type(s)
      "Inverse Erfc.*",               // test data group
      "boost::math::erfc_inv", 80, 10);  // test function
   add_expected_result(
      ".*",                          // compiler
      ".*",                          // stdlib
      ".*",                          // platform
      ".*",                          // test type(s)
      "Inverse Erf.*",               // test data group
      "boost::math::erfc?_inv", 18, 4);  // 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 T>
void do_test_erf(const T& data, const char* type_name, const char* test_name)
{
   typedef typename T::value_type row_type;
   typedef typename row_type::value_type value_type;

   typedef value_type (*pg)(value_type);
#if defined(BOOST_MATH_NO_DEDUCED_FUNCTION_POINTERS)
   pg funcp = boost::math::erf<value_type>;
#else
   pg funcp = boost::math::erf;
#endif

   boost::math::tools::test_result<value_type> result;

   std::cout << "Testing " << test_name << " with type " << type_name
      << "\n~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~\n";

   //
   // test erf against data:
   //
   result = boost::math::tools::test(
      data,
      bind_func(funcp, 0),
      extract_result(1));
   handle_test_result(result, data[result.worst()], result.worst(), type_name, "boost::math::erf", test_name);
#ifdef TEST_OTHER
   if(::boost::is_floating_point<value_type>::value){
      funcp = other::erf;
      result = boost::math::tools::test(
         data,
         bind_func(funcp, 0),
         extract_result(1));
      print_test_result(result, data[result.worst()], result.worst(), type_name, "other::erf");
   }
#endif
   //
   // test erfc against data:
   //
#if defined(BOOST_MATH_NO_DEDUCED_FUNCTION_POINTERS)
   funcp = boost::math::erfc<value_type>;
#else
   funcp = boost::math::erfc;
#endif
   result = boost::math::tools::test(
      data,
      bind_func(funcp, 0),
      extract_result(2));
   handle_test_result(result, data[result.worst()], result.worst(), type_name, "boost::math::erfc", test_name);
#ifdef TEST_OTHER
   if(::boost::is_floating_point<value_type>::value){
      funcp = other::erfc;
      result = boost::math::tools::test(
         data,
         bind(funcp, 0),
         extract_result(2));
      print_test_result(result, data[result.worst()], result.worst(), type_name, "other::erfc");
   }
#endif
   std::cout << std::endl;
}

template <class T>
void do_test_erf_inv(const T& data, const char* type_name, const char* test_name)
{
   typedef typename T::value_type row_type;
   typedef typename row_type::value_type value_type;

   typedef value_type (*pg)(value_type);

   boost::math::tools::test_result<value_type> result;
   std::cout << "Testing " << test_name << " with type " << type_name
      << "\n~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~\n";
   //
   // test erf_inv against data:
   //
#if defined(BOOST_MATH_NO_DEDUCED_FUNCTION_POINTERS)
   pg funcp = boost::math::erf_inv<value_type>;
#else
   pg funcp = boost::math::erf_inv;
#endif
   result = boost::math::tools::test(
      data,
      bind_func(funcp, 0),
      extract_result(1));
   handle_test_result(result, data[result.worst()], result.worst(), type_name, "boost::math::erf_inv", test_name);
   std::cout << std::endl;
}

template <class T>
void do_test_erfc_inv(const T& data, const char* type_name, const char* test_name)
{
   typedef typename T::value_type row_type;
   typedef typename row_type::value_type value_type;

   typedef value_type (*pg)(value_type);
#if defined(BOOST_MATH_NO_DEDUCED_FUNCTION_POINTERS)
   pg funcp = boost::math::erf<value_type>;
#else
   pg funcp = boost::math::erf;
#endif

   boost::math::tools::test_result<value_type> result;
   std::cout << "Testing " << test_name << " with type " << type_name
      << "\n~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~\n";
   //
   // test erfc_inv against data:
   //
#if defined(BOOST_MATH_NO_DEDUCED_FUNCTION_POINTERS)
   funcp = boost::math::erfc_inv<value_type>;
#else
   funcp = boost::math::erfc_inv;
#endif
   result = boost::math::tools::test(
      data,
      bind_func(funcp, 0),
      extract_result(1));
   handle_test_result(result, data[result.worst()], result.worst(), type_name, "boost::math::erfc_inv", test_name);
   std::cout << std::endl;
}

template <class T>