math/test/logaddexp_test.cpp
Matt Borland e8c40e309c
Implement logaddexp (#763)
* Implement logaddexp

* Disable test for ASAN

* Implement logsumexp

* Add performance file and include results in the docs

* Address review comments

* Simplify overflow test and comply with min/max guidelines

* Minor cleanup

* FIxes to comments and docs [ci skip]

* Return status code.

Co-authored-by: Nick Thompson <nathompson7@protonmail.com>
2022-02-24 07:55:25 -08:00

55 lines
1.6 KiB
C++

// (C) Copyright Matt Borland 2022.
// Distributed under 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 "math_unit_test.hpp"
#include <limits>
#include <boost/math/special_functions/logaddexp.hpp>
#include <boost/math/constants/constants.hpp>
template <typename Real>
void test()
{
using boost::math::logaddexp;
using std::log;
using std::exp;
constexpr Real nan_val = std::numeric_limits<Real>::quiet_NaN();
constexpr Real inf_val = std::numeric_limits<Real>::infinity();
// NAN
CHECK_NAN(logaddexp(nan_val, Real(1)));
CHECK_NAN(logaddexp(Real(1), nan_val));
CHECK_NAN(logaddexp(nan_val, nan_val));
// INF
CHECK_EQUAL(logaddexp(inf_val, Real(1)), inf_val);
CHECK_EQUAL(logaddexp(Real(1), inf_val), inf_val);
CHECK_EQUAL(logaddexp(inf_val, inf_val), inf_val);
// Equal values
constexpr Real ln2 = boost::math::constants::ln_two<Real>();
CHECK_ULP_CLOSE(Real(2) + ln2, logaddexp(Real(2), Real(2)), 1);
CHECK_ULP_CLOSE(Real(1e-50) + ln2, logaddexp(Real(1e-50), Real(1e-50)), 1);
// Spot check
// https://numpy.org/doc/stable/reference/generated/numpy.logaddexp.html
// Calculated at higher precision using wolfram alpha
Real x1 = 1e-50l;
Real x2 = 2.5e-50l;
Real spot1 = static_cast<Real>(exp(x1));
Real spot2 = static_cast<Real>(exp(x2));
Real spot12 = logaddexp(x1, x2);
CHECK_ULP_CLOSE(log(spot1 + spot2), spot12, 1);
}
int main (void)
{
test<float>();
test<double>();
test<long double>();
return boost::math::test::report_errors();
}