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libs/math/test/test_erf.cpp
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296
libs/math/test/test_erf.cpp
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// Copyright John Maddock 2006.
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// Copyright Paul A. Bristow 2007
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// Use, modification and distribution are subject to the
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// Boost Software License, Version 1.0. (See accompanying file
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// LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
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#include <pch_light.hpp>
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#include "test_erf.hpp"
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//
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// DESCRIPTION:
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// ~~~~~~~~~~~~
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//
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// This file tests the functions erf, erfc, and the inverses
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// erf_inv and erfc_inv. There are two sets of tests, spot
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// tests which compare our results with selected values computed
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// using the online special function calculator at
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// functions.wolfram.com, while the bulk of the accuracy tests
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// use values generated with NTL::RR at 1000-bit precision
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// and our generic versions of these functions.
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//
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// Note that when this file is first run on a new platform many of
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// these tests will fail: the default accuracy is 1 epsilon which
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// is too tight for most platforms. In this situation you will
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// need to cast a human eye over the error rates reported and make
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// a judgement as to whether they are acceptable. Either way please
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// report the results to the Boost mailing list. Acceptable rates of
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// error are marked up below as a series of regular expressions that
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// identify the compiler/stdlib/platform/data-type/test-data/test-function
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// along with the maximum expected peek and RMS mean errors for that
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// test.
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//
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void expected_results()
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{
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//
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// Define the max and mean errors expected for
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// various compilers and platforms.
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//
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const char* largest_type;
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#ifndef BOOST_MATH_NO_LONG_DOUBLE_MATH_FUNCTIONS
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if(boost::math::policies::digits<double, boost::math::policies::policy<> >() == boost::math::policies::digits<long double, boost::math::policies::policy<> >())
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{
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largest_type = "(long\\s+)?double|real_concept";
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}
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else
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{
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largest_type = "long double|real_concept";
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}
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#else
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largest_type = "(long\\s+)?double";
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#endif
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//
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// On MacOS X erfc has much higher error levels than
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// expected: given that the implementation is basically
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// just a rational function evaluation combined with
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// exponentiation, we conclude that exp and pow are less
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// accurate on this platform, especially when the result
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// is outside the range of a double.
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//
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add_expected_result(
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".*", // compiler
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".*", // stdlib
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"Mac OS", // platform
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largest_type, // test type(s)
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"Erf Function:.*Large.*", // test data group
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"boost::math::erfc", 4300, 1300); // test function
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add_expected_result(
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".*", // compiler
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".*", // stdlib
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"Mac OS", // platform
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largest_type, // test type(s)
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"Erf Function:.*", // test data group
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"boost::math::erfc", 40, 10); // test function
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add_expected_result(
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".*", // compiler
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".*", // stdlib
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".*", // platform
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"real_concept", // test type(s)
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"Erf Function:.*", // test data group
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"boost::math::erfc?", 20, 6); // test function
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add_expected_result(
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".*", // compiler
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".*", // stdlib
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".*", // platform
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"real_concept", // test type(s)
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"Inverse Erfc.*", // test data group
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"boost::math::erfc_inv", 80, 10); // test function
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//
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// Catch all cases come last:
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//
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add_expected_result(
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".*", // compiler
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".*", // stdlib
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".*", // platform
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".*", // test type(s)
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"Erf Function:.*", // test data group
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"boost::math::erfc?", 2, 2); // test function
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add_expected_result(
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".*aCC.*", // compiler
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".*", // stdlib
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".*", // platform
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".*", // test type(s)
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"Inverse Erfc.*", // test data group
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"boost::math::erfc_inv", 80, 10); // test function
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add_expected_result(
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".*", // compiler
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".*", // stdlib
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".*", // platform
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".*", // test type(s)
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"Inverse Erf.*", // test data group
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"boost::math::erfc?_inv", 18, 4); // test function
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//
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// Finish off by printing out the compiler/stdlib/platform names,
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// we do this to make it easier to mark up expected error rates.
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//
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std::cout << "Tests run with " << BOOST_COMPILER << ", "
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<< BOOST_STDLIB << ", " << BOOST_PLATFORM << std::endl;
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}
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BOOST_AUTO_TEST_CASE( test_main )
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{
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BOOST_MATH_CONTROL_FP;
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test_spots(0.0F, "float");
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test_spots(0.0, "double");
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#ifndef BOOST_MATH_NO_LONG_DOUBLE_MATH_FUNCTIONS
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test_spots(0.0L, "long double");
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#if !BOOST_WORKAROUND(__BORLANDC__, BOOST_TESTED_AT(0x582))
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test_spots(boost::math::concepts::real_concept(0.1), "real_concept");
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#endif
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#endif
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expected_results();
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test_erf(0.1F, "float");
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test_erf(0.1, "double");
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#ifndef BOOST_MATH_NO_LONG_DOUBLE_MATH_FUNCTIONS
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test_erf(0.1L, "long double");
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#ifndef BOOST_MATH_NO_REAL_CONCEPT_TESTS
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#if !BOOST_WORKAROUND(__BORLANDC__, BOOST_TESTED_AT(0x582))
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test_erf(boost::math::concepts::real_concept(0.1), "real_concept");
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#endif
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#endif
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#else
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std::cout << "<note>The long double tests have been disabled on this platform "
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"either because the long double overloads of the usual math functions are "
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"not available at all, or because they are too inaccurate for these tests "
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"to pass.</note>" << std::cout;
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#endif
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}
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/*
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Output:
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test_erf.cpp
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Compiling manifest to resources...
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Linking...
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Embedding manifest...
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Autorun "i:\boost-06-05-03-1300\libs\math\test\Math_test\debug\test_erf.exe"
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Running 1 test case...
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Testing basic sanity checks for type float
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Testing basic sanity checks for type double
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Testing basic sanity checks for type long double
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Testing basic sanity checks for type real_concept
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Tests run with Microsoft Visual C++ version 8.0, Dinkumware standard library version 405, Win32
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Testing Erf Function: Small Values with type float
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~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
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boost::math::erf<float> Max = 0 RMS Mean=0
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boost::math::erfc<float> Max = 0 RMS Mean=0
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Testing Erf Function: Medium Values with type float
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~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
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boost::math::erf<float> Max = 0 RMS Mean=0
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boost::math::erfc<float> Max = 0 RMS Mean=0
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Testing Erf Function: Large Values with type float
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~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
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boost::math::erf<float> Max = 0 RMS Mean=0
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boost::math::erfc<float> Max = 0 RMS Mean=0
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Testing Inverse Erf Function with type float
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~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
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boost::math::erf_inv<float> Max = 0 RMS Mean=0
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Testing Inverse Erfc Function with type float
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~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
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boost::math::erfc_inv<float> Max = 0 RMS Mean=0
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Testing Erf Function: Small Values with type double
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~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
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boost::math::erf<double> Max = 0 RMS Mean=0
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boost::math::erfc<double> Max = 0.7857 RMS Mean=0.06415
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worst case at row: 149
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{ 0.3343, 0.3636, 0.6364 }
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Testing Erf Function: Medium Values with type double
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~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
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boost::math::erf<double> Max = 0.9219 RMS Mean=0.1016
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worst case at row: 273
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{ 0.5252, 0.5424, 0.4576 }
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boost::math::erfc<double> Max = 1.08 RMS Mean=0.3224
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worst case at row: 287
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{ 0.8461, 0.7685, 0.2315 }
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Testing Erf Function: Large Values with type double
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~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
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boost::math::erf<double> Max = 0 RMS Mean=0
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boost::math::erfc<double> Max = 1.048 RMS Mean=0.2032
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worst case at row: 50
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{ 20.96, 1, 4.182e-193 }
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Testing Inverse Erf Function with type double
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~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
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boost::math::erf_inv<double> Max = 1.124 RMS Mean=0.5082
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worst case at row: 98
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{ 0.9881, 1.779 }
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Testing Inverse Erfc Function with type double
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~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
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boost::math::erfc_inv<double> Max = 1.124 RMS Mean=0.5006
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worst case at row: 98
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{ 1.988, -1.779 }
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Testing Erf Function: Small Values with type long double
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~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
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boost::math::erf<long double> Max = 0 RMS Mean=0
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boost::math::erfc<long double> Max = 0.7857 RMS Mean=0.06415
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worst case at row: 149
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{ 0.3343, 0.3636, 0.6364 }
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Testing Erf Function: Medium Values with type long double
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~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
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boost::math::erf<long double> Max = 0.9219 RMS Mean=0.1016
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worst case at row: 273
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{ 0.5252, 0.5424, 0.4576 }
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boost::math::erfc<long double> Max = 1.08 RMS Mean=0.3224
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worst case at row: 287
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{ 0.8461, 0.7685, 0.2315 }
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Testing Erf Function: Large Values with type long double
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~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
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boost::math::erf<long double> Max = 0 RMS Mean=0
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boost::math::erfc<long double> Max = 1.048 RMS Mean=0.2032
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worst case at row: 50
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{ 20.96, 1, 4.182e-193 }
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Testing Inverse Erf Function with type long double
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~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
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boost::math::erf_inv<long double> Max = 1.124 RMS Mean=0.5082
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worst case at row: 98
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{ 0.9881, 1.779 }
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Testing Inverse Erfc Function with type long double
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~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
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boost::math::erfc_inv<long double> Max = 1.124 RMS Mean=0.5006
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worst case at row: 98
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{ 1.988, -1.779 }
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Testing Erf Function: Small Values with type real_concept
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~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
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boost::math::erf<real_concept> Max = 1.271 RMS Mean=0.5381
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worst case at row: 144
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{ 0.0109, 0.0123, 0.9877 }
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boost::math::erfc<real_concept> Max = 0.7857 RMS Mean=0.07777
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worst case at row: 149
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{ 0.3343, 0.3636, 0.6364 }
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Testing Erf Function: Medium Values with type real_concept
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~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
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boost::math::erf<real_concept> Max = 22.5 RMS Mean=4.224
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worst case at row: 233
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{ -0.7852, -0.7332, 1.733 }
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Peak error greater than expected value of 20
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i:/boost-sandbox/math_toolkit/libs/math/test/handle_test_result.hpp(146): error in "test_main_caller( argc, argv )": check bounds.first >= max_error_found failed
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boost::math::erfc<real_concept> Max = 97.77 RMS Mean=8.373
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worst case at row: 289
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{ 0.9849, 0.8363, 0.1637 }
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Peak error greater than expected value of 20
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i:/boost-sandbox/math_toolkit/libs/math/test/handle_test_result.hpp(146): error in "test_main_caller( argc, argv )": check bounds.first >= max_error_found failed
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Mean error greater than expected value of 6
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i:/boost-sandbox/math_toolkit/libs/math/test/handle_test_result.hpp(151): error in "test_main_caller( argc, argv )": check bounds.second >= mean_error_found failed
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Testing Erf Function: Large Values with type real_concept
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~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
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boost::math::erf<real_concept> Max = 0 RMS Mean=0
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boost::math::erfc<real_concept> Max = 1.395 RMS Mean=0.2908
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worst case at row: 11
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{ 10.99, 1, 1.87e-054 }
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Testing Inverse Erf Function with type real_concept
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~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
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boost::math::erf_inv<real_concept> Max = 1.124 RMS Mean=0.5082
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worst case at row: 98
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{ 0.9881, 1.779 }
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Testing Inverse Erfc Function with type real_concept
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~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
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boost::math::erfc_inv<real_concept> Max = 1.124 RMS Mean=0.5006
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worst case at row: 98
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{ 1.988, -1.779 }
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Test suite "Test Program" failed with:
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181 assertions out of 184 passed
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3 assertions out of 184 failed
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1 test case out of 1 failed
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Test case "test_main_caller( argc, argv )" failed with:
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181 assertions out of 184 passed
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3 assertions out of 184 failed
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Build Time 0:15
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*/
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