WSJT-X/boost/libs/math/test/test_owens_t.cpp

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// 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/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
*/