test_igamma.hpp 15 KB

123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566676869707172737475767778798081828384858687888990919293949596979899100101102103104105106107108109110111112113114115116117118119120121122123124125126127128129130131132133134135136137138139140141142143144145146147148149150151152153154155156157158159160161162163164165166167168169170171172173174175176177178179180181182183184185186187188189190191192193194195196197198199200201202203204205206207208209210211212213214215216217218219220221222223224225226227228229230231232233234235236237238239240241242243244245246247248249250251252253
  1. // Copyright John Maddock 2006.
  2. // Copyright Paul A. Bristow 2007, 2009
  3. // Use, modification and distribution are subject to the
  4. // Boost Software License, Version 1.0. (See accompanying file
  5. // LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
  6. #define BOOST_MATH_OVERFLOW_ERROR_POLICY ignore_error
  7. #include <boost/math/concepts/real_concept.hpp>
  8. #include <boost/math/special_functions/math_fwd.hpp>
  9. #define BOOST_TEST_MAIN
  10. #include <boost/test/unit_test.hpp>
  11. #include <boost/test/tools/floating_point_comparison.hpp>
  12. #include <boost/math/tools/stats.hpp>
  13. #include <boost/math/tools/test.hpp>
  14. #include <boost/math/constants/constants.hpp>
  15. #include <boost/type_traits/is_floating_point.hpp>
  16. #include <boost/array.hpp>
  17. #include "functor.hpp"
  18. #include "handle_test_result.hpp"
  19. #include "table_type.hpp"
  20. #ifndef SC_
  21. #define SC_(x) static_cast<typename table_type<T>::type>(BOOST_JOIN(x, L))
  22. #endif
  23. template <class Real, class T>
  24. void do_test_gamma_2(const T& data, const char* type_name, const char* test_name)
  25. {
  26. typedef Real value_type;
  27. typedef value_type (*pg)(value_type, value_type);
  28. pg funcp;
  29. boost::math::tools::test_result<value_type> result;
  30. #if !(defined(ERROR_REPORTING_MODE) && !defined(IGAMMA_FUNCTION_TO_TEST))
  31. #ifdef IGAMMA_FUNCTION_TO_TEST
  32. funcp = IGAMMA_FUNCTION_TO_TEST;
  33. #elif defined(BOOST_MATH_NO_DEDUCED_FUNCTION_POINTERS)
  34. funcp = boost::math::tgamma<value_type, value_type>;
  35. #else
  36. funcp = boost::math::tgamma;
  37. #endif
  38. std::cout << "Testing " << test_name << " with type " << type_name
  39. << "\n~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~\n";
  40. //
  41. // test tgamma(T, T) against data:
  42. //
  43. if(Real(data[0][2]) > 0)
  44. {
  45. result = boost::math::tools::test_hetero<Real>(
  46. data,
  47. bind_func<Real>(funcp, 0, 1),
  48. extract_result<Real>(2));
  49. handle_test_result(result, data[result.worst()], result.worst(), type_name, "tgamma (incomplete)", test_name);
  50. //
  51. // test tgamma_lower(T, T) against data:
  52. //
  53. #ifdef IGAMMAL_FUNCTION_TO_TEST
  54. funcp = IGAMMAL_FUNCTION_TO_TEST;
  55. #elif defined(BOOST_MATH_NO_DEDUCED_FUNCTION_POINTERS)
  56. funcp = boost::math::tgamma_lower<value_type, value_type>;
  57. #else
  58. funcp = boost::math::tgamma_lower;
  59. #endif
  60. result = boost::math::tools::test_hetero<Real>(
  61. data,
  62. bind_func<Real>(funcp, 0, 1),
  63. extract_result<Real>(4));
  64. handle_test_result(result, data[result.worst()], result.worst(), type_name, "tgamma_lower", test_name);
  65. }
  66. #endif
  67. #if !(defined(ERROR_REPORTING_MODE) && !defined(GAMMAQ_FUNCTION_TO_TEST))
  68. //
  69. // test gamma_q(T, T) against data:
  70. //
  71. #ifdef GAMMAQ_FUNCTION_TO_TEST
  72. funcp = GAMMAQ_FUNCTION_TO_TEST;
  73. #elif defined(BOOST_MATH_NO_DEDUCED_FUNCTION_POINTERS)
  74. funcp = boost::math::gamma_q<value_type, value_type>;
  75. #else
  76. funcp = boost::math::gamma_q;
  77. #endif
  78. result = boost::math::tools::test_hetero<Real>(
  79. data,
  80. bind_func<Real>(funcp, 0, 1),
  81. extract_result<Real>(3));
  82. handle_test_result(result, data[result.worst()], result.worst(), type_name, "gamma_q", test_name);
  83. //
  84. // test gamma_p(T, T) against data:
  85. //
  86. #ifdef GAMMAP_FUNCTION_TO_TEST
  87. funcp = GAMMAP_FUNCTION_TO_TEST;
  88. #elif defined(BOOST_MATH_NO_DEDUCED_FUNCTION_POINTERS)
  89. funcp = boost::math::gamma_p<value_type, value_type>;
  90. #else
  91. funcp = boost::math::gamma_p;
  92. #endif
  93. result = boost::math::tools::test_hetero<Real>(
  94. data,
  95. bind_func<Real>(funcp, 0, 1),
  96. extract_result<Real>(5));
  97. handle_test_result(result, data[result.worst()], result.worst(), type_name, "gamma_p", test_name);
  98. std::cout << std::endl;
  99. #endif
  100. }
  101. template <class T>
  102. void test_gamma(T, const char* name)
  103. {
  104. //
  105. // The actual test data is rather verbose, so it's in a separate file
  106. //
  107. // First the data for the incomplete gamma function, each
  108. // row has the following 6 entries:
  109. // Parameter a, parameter z,
  110. // Expected tgamma(a, z), Expected gamma_q(a, z)
  111. // Expected tgamma_lower(a, z), Expected gamma_p(a, z)
  112. //
  113. # include "igamma_med_data.ipp"
  114. do_test_gamma_2<T>(igamma_med_data, name, "tgamma(a, z) medium values");
  115. # include "igamma_small_data.ipp"
  116. do_test_gamma_2<T>(igamma_small_data, name, "tgamma(a, z) small values");
  117. # include "igamma_big_data.ipp"
  118. do_test_gamma_2<T>(igamma_big_data, name, "tgamma(a, z) large values");
  119. # include "igamma_int_data.ipp"
  120. do_test_gamma_2<T>(igamma_int_data, name, "tgamma(a, z) integer and half integer values");
  121. }
  122. template <class T>
  123. void test_spots(T)
  124. {
  125. //
  126. // basic sanity checks, tolerance is 10 epsilon expressed as a percentage:
  127. //
  128. T tolerance = boost::math::tools::epsilon<T>() * 1000;
  129. #if (defined(macintosh) || defined(__APPLE__) || defined(__APPLE_CC__))
  130. tolerance *= 10;
  131. #endif
  132. // An extra fudge factor for real_concept which has a less accurate tgamma:
  133. T tolerance_tgamma_extra = std::numeric_limits<T>::is_specialized ? 1 : 10;
  134. BOOST_CHECK_CLOSE(::boost::math::tgamma(static_cast<T>(5), static_cast<T>(1)), static_cast<T>(23.912163676143750903709045060494956383977723517065L), tolerance);
  135. BOOST_CHECK_CLOSE(::boost::math::tgamma(static_cast<T>(5), static_cast<T>(5)), static_cast<T>(10.571838841565097874621959975919877646444998907920L), tolerance);
  136. BOOST_CHECK_CLOSE(::boost::math::tgamma(static_cast<T>(5), static_cast<T>(10)), static_cast<T>(0.70206451384706574414638719662835463671916532623256L), tolerance);
  137. BOOST_CHECK_CLOSE(::boost::math::tgamma(static_cast<T>(5), static_cast<T>(100)), static_cast<T>(3.8734332808745531496973774140085644548465762343719e-36L), tolerance);
  138. BOOST_CHECK_CLOSE(::boost::math::tgamma(static_cast<T>(0.5), static_cast<T>(0.5)), static_cast<T>(0.56241823159440712427949495730204306902676756479651L), tolerance * tolerance_tgamma_extra);
  139. BOOST_CHECK_CLOSE(::boost::math::tgamma(static_cast<T>(0.5), static_cast<T>(9)/10), static_cast<T>(0.31853210360412109873859360390443790076576777747449L), tolerance*10);
  140. BOOST_CHECK_CLOSE(::boost::math::tgamma(static_cast<T>(0.5), static_cast<T>(5)), static_cast<T>(0.0027746032604128093194908357272603294120210079791437L), tolerance * tolerance_tgamma_extra);
  141. BOOST_CHECK_CLOSE(::boost::math::tgamma(static_cast<T>(0.5), static_cast<T>(100)), static_cast<T>(3.7017478604082789202535664481339075721362102520338e-45L), tolerance * tolerance_tgamma_extra);
  142. BOOST_CHECK_CLOSE(::boost::math::tgamma_lower(static_cast<T>(5), static_cast<T>(1)), static_cast<T>(0.087836323856249096290954939505043616022276482935091L), tolerance);
  143. BOOST_CHECK_CLOSE(::boost::math::tgamma_lower(static_cast<T>(5), static_cast<T>(5)), static_cast<T>(13.428161158434902125378040024080122353555001092080L), tolerance);
  144. BOOST_CHECK_CLOSE(::boost::math::tgamma_lower(static_cast<T>(5), static_cast<T>(10)), static_cast<T>(23.297935486152934255853612803371645363280834673767L), tolerance);
  145. BOOST_CHECK_CLOSE(::boost::math::tgamma_lower(static_cast<T>(5), static_cast<T>(100)), static_cast<T>(23.999999999999999999999999999999999996126566719125L), tolerance);
  146. BOOST_CHECK_CLOSE(::boost::math::gamma_q(static_cast<T>(5), static_cast<T>(1)), static_cast<T>(0.99634015317265628765454354418728984933240514654437L), tolerance);
  147. BOOST_CHECK_CLOSE(::boost::math::gamma_q(static_cast<T>(5), static_cast<T>(5)), static_cast<T>(0.44049328506521241144258166566332823526854162116334L), tolerance);
  148. BOOST_CHECK_CLOSE(::boost::math::gamma_q(static_cast<T>(5), static_cast<T>(10)), static_cast<T>(0.029252688076961072672766133192848109863298555259690L), tolerance);
  149. BOOST_CHECK_CLOSE(::boost::math::gamma_q(static_cast<T>(5), static_cast<T>(100)), static_cast<T>(1.6139305336977304790405739225035685228527400976549e-37L), tolerance);
  150. BOOST_CHECK_CLOSE(::boost::math::gamma_q(static_cast<T>(1.5), static_cast<T>(2)), static_cast<T>(0.26146412994911062220282207597592120190281060919079L), tolerance);
  151. BOOST_CHECK_CLOSE(::boost::math::gamma_q(static_cast<T>(20.5), static_cast<T>(22)), static_cast<T>(0.34575332043467326814971590879658406632570278929072L), tolerance);
  152. BOOST_CHECK_CLOSE(::boost::math::gamma_p(static_cast<T>(5), static_cast<T>(1)), static_cast<T>(0.0036598468273437123454564558127101506675948534556288L), tolerance);
  153. BOOST_CHECK_CLOSE(::boost::math::gamma_p(static_cast<T>(5), static_cast<T>(5)), static_cast<T>(0.55950671493478758855741833433667176473145837883666L), tolerance);
  154. BOOST_CHECK_CLOSE(::boost::math::gamma_p(static_cast<T>(5), static_cast<T>(10)), static_cast<T>(0.97074731192303892732723386680715189013670144474031L), tolerance);
  155. BOOST_CHECK_CLOSE(::boost::math::gamma_p(static_cast<T>(5), static_cast<T>(100)), static_cast<T>(0.9999999999999999999999999999999999998386069466302L), tolerance);
  156. BOOST_CHECK_CLOSE(::boost::math::gamma_p(static_cast<T>(1.5), static_cast<T>(2)), static_cast<T>(0.73853587005088937779717792402407879809718939080921L), tolerance);
  157. BOOST_CHECK_CLOSE(::boost::math::gamma_p(static_cast<T>(20.5), static_cast<T>(22)), static_cast<T>(0.65424667956532673185028409120341593367429721070928L), tolerance);
  158. // naive check on derivative function:
  159. using namespace std; // For ADL of std functions
  160. tolerance = boost::math::tools::epsilon<T>() * 5000; // 50 eps
  161. BOOST_CHECK_CLOSE(::boost::math::gamma_p_derivative(static_cast<T>(20.5), static_cast<T>(22)),
  162. exp(static_cast<T>(-22)) * pow(static_cast<T>(22), static_cast<T>(19.5)) / boost::math::tgamma(static_cast<T>(20.5)), tolerance);
  163. // Bug reports from Rocco Romeo:
  164. BOOST_CHECK_CLOSE(::boost::math::tgamma(static_cast<T>(20), ldexp(T(1), -40)), static_cast<T>(1.21645100408832000000e17L), tolerance);
  165. BOOST_CHECK_CLOSE(::boost::math::tgamma_lower(static_cast<T>(20), ldexp(T(1), -40)), static_cast<T>(7.498484069471659696438206828760307317022658816757448882e-243L), tolerance);
  166. BOOST_CHECK_CLOSE(::boost::math::gamma_p(static_cast<T>(20), ldexp(T(1), -40)), static_cast<T>(6.164230243774976473534975936127139110276824507876192062e-260L), tolerance);
  167. BOOST_CHECK_CLOSE(::boost::math::tgamma(static_cast<T>(30), ldexp(T(1), -30)), static_cast<T>(8.841761993739701954543616000000e30L), tolerance);
  168. BOOST_CHECK_CLOSE(::boost::math::tgamma_lower(static_cast<T>(30), ldexp(T(1), -30)), static_cast<T>(3.943507283668378474979245322638092813837393749566146974e-273L), tolerance);
  169. #ifdef __SUNPRO_CC
  170. BOOST_CHECK_CLOSE(::boost::math::gamma_p(static_cast<T>(30), ldexp(T(1), -30)), static_cast<T>(4.460092102072560946444018923090222645613009128135650652e-304L), tolerance * 8);
  171. #else
  172. BOOST_CHECK_CLOSE(::boost::math::gamma_p(static_cast<T>(30), ldexp(T(1), -30)), static_cast<T>(4.460092102072560946444018923090222645613009128135650652e-304L), tolerance);
  173. #endif
  174. BOOST_CHECK_CLOSE(::boost::math::gamma_p_derivative(static_cast<T>(2), ldexp(T(1), -575)), static_cast<T>(8.08634922390438981326119906687585206568664784377654648227177e-174L), tolerance);
  175. //typedef boost::math::policies::policy<boost::math::policies::overflow_error<boost::math::policies::throw_on_error> > throw_policy;
  176. if(std::numeric_limits<T>::max_exponent <= 1024 && std::numeric_limits<T>::has_infinity)
  177. {
  178. BOOST_CHECK_EQUAL(::boost::math::tgamma(static_cast<T>(176), static_cast<T>(100)), std::numeric_limits<T>::infinity());
  179. //BOOST_MATH_CHECK_THROW(::boost::math::tgamma(static_cast<T>(176), static_cast<T>(100), throw_policy()), std::overflow_error);
  180. BOOST_CHECK_EQUAL(::boost::math::tgamma(static_cast<T>(530), static_cast<T>(2000)), std::numeric_limits<T>::infinity());
  181. BOOST_CHECK_EQUAL(::boost::math::tgamma(static_cast<T>(740), static_cast<T>(2500)), std::numeric_limits<T>::infinity());
  182. BOOST_CHECK_EQUAL(::boost::math::tgamma(static_cast<T>(530.5), static_cast<T>(2000)), std::numeric_limits<T>::infinity());
  183. BOOST_CHECK_EQUAL(::boost::math::tgamma(static_cast<T>(740.5), static_cast<T>(2500)), std::numeric_limits<T>::infinity());
  184. BOOST_CHECK_EQUAL(::boost::math::tgamma_lower(static_cast<T>(10000.0f), static_cast<T>(10000.0f / 4)), std::numeric_limits<T>::infinity());
  185. }
  186. if(std::numeric_limits<T>::max_exponent >= 1024)
  187. {
  188. BOOST_CHECK_CLOSE(::boost::math::tgamma(static_cast<T>(170), static_cast<T>(165)), static_cast<T>(2.737338337642022829223832094019477918166996032112404370e304L), tolerance);
  189. BOOST_CHECK_CLOSE(::boost::math::tgamma_lower(static_cast<T>(170), static_cast<T>(165)), static_cast<T>(1.531729671362682445715419794880088619901822603944331733e304L), tolerance);
  190. BOOST_CHECK_CLOSE(::boost::math::tgamma(static_cast<T>(170), static_cast<T>(170)), static_cast<T>(2.090991698081449410761040647015858316167077909285580375e304L), 10 * tolerance);
  191. BOOST_CHECK_CLOSE(::boost::math::tgamma_lower(static_cast<T>(170), static_cast<T>(170)), static_cast<T>(2.178076310923255864178211241883708221901740726771155728e304L), 10 * tolerance);
  192. BOOST_CHECK_CLOSE(::boost::math::tgamma(static_cast<T>(170), static_cast<T>(190)), static_cast<T>(2.8359275512790301602903689596273175148895758522893941392e303L), 10 * tolerance);
  193. BOOST_CHECK_CLOSE(::boost::math::tgamma_lower(static_cast<T>(170), static_cast<T>(190)), static_cast<T>(3.985475253876802258910214992936834786579861050827796689e304L), 10 * tolerance);
  194. BOOST_CHECK_CLOSE(::boost::math::tgamma(static_cast<T>(170), static_cast<T>(1000)), static_cast<T>(6.1067635957780723069200425769800190368662985052038980542e72L), 10 * tolerance);
  195. BOOST_CHECK_CLOSE(::boost::math::tgamma_lower(static_cast<T>(185), static_cast<T>(1)), static_cast<T>(0.001999286058955490074702037576083582139834300307968257924836L), tolerance);
  196. BOOST_CHECK_CLOSE(::boost::math::tgamma(static_cast<T>(185), static_cast<T>(1500)), static_cast<T>(1.037189524841404054867100938934493979112615962865368623e-67L), tolerance * 10);
  197. BOOST_CHECK_CLOSE(::boost::math::tgamma(static_cast<T>(36), ldexp(static_cast<T>(1), -26)), static_cast<T>(1.03331479663861449296666513375232000000e40L), tolerance * 10);
  198. BOOST_CHECK_CLOSE(::boost::math::tgamma(static_cast<T>(50.5), ldexp(static_cast<T>(1), -17)), static_cast<T>(4.2904629123519598109157551960589377e63L), tolerance * 10);
  199. BOOST_CHECK_CLOSE(::boost::math::tgamma(static_cast<T>(164.5), static_cast<T>(0.125)), static_cast<T>(2.5649307433687542701168405519538910e292L), tolerance * 10);
  200. }
  201. //
  202. // Check very large parameters, see: https://github.com/boostorg/math/issues/168
  203. //
  204. T max_val = boost::math::tools::max_value<T>();
  205. T large_val = max_val * 0.99f;
  206. BOOST_CHECK_EQUAL(::boost::math::tgamma(static_cast<T>(22.25), max_val), 0);
  207. BOOST_CHECK_EQUAL(::boost::math::tgamma(static_cast<T>(22.25), large_val), 0);
  208. BOOST_CHECK_EQUAL(::boost::math::tgamma_lower(static_cast<T>(22.25), max_val), boost::math::tgamma(static_cast<T>(22.25)));
  209. BOOST_CHECK_EQUAL(::boost::math::tgamma_lower(static_cast<T>(22.25), large_val), boost::math::tgamma(static_cast<T>(22.25)));
  210. BOOST_CHECK_EQUAL(::boost::math::gamma_q(static_cast<T>(22.25), max_val), 0);
  211. BOOST_CHECK_EQUAL(::boost::math::gamma_q(static_cast<T>(22.25), large_val), 0);
  212. BOOST_CHECK_EQUAL(::boost::math::gamma_p(static_cast<T>(22.25), max_val), 1);
  213. BOOST_CHECK_EQUAL(::boost::math::gamma_p(static_cast<T>(22.25), large_val), 1);
  214. if (std::numeric_limits<T>::has_infinity)
  215. {
  216. BOOST_CHECK_EQUAL(::boost::math::tgamma(static_cast<T>(22.25), std::numeric_limits<T>::infinity()), 0);
  217. BOOST_CHECK_EQUAL(::boost::math::tgamma_lower(static_cast<T>(22.25), std::numeric_limits<T>::infinity()), boost::math::tgamma(static_cast<T>(22.25)));
  218. BOOST_CHECK_EQUAL(::boost::math::gamma_q(static_cast<T>(22.25), std::numeric_limits<T>::infinity()), 0);
  219. BOOST_CHECK_EQUAL(::boost::math::gamma_p(static_cast<T>(22.25), std::numeric_limits<T>::infinity()), 1);
  220. }
  221. }