mirror of
https://github.com/boostorg/math.git
synced 2025-05-11 21:33:52 +00:00
e4a01104d0
Fix igamma_large support on device Add GPU support to toms748 Add GPU support to igamma_inv Add GPU markers to gamma_inva Add GPU Markers to lgamma_small Remove STL usage from gamma Remove NVRTC workaround Fix fraction use of STL headers Mark gamma functions in fwd Disable declval on all GPU platforms Disable more unneeded code on device Add forward decl for NVRTC tgamma Disable unneeded items for all GPU Change workaround for missing overloads Rearrange definition location Add include path to cuda now that workaround is removed Fix NVRTC incompatibility with recursion and forward decls Add tgamma_ratio CUDA and NVRTC testing Fix NVRTC handling of gamma_p_derivative Add gamma_p_derivative CUDA and NVRTC testing Remove recursion from gamma_incomplete_imp Add SYCL testing of igamma, igamma_inv, and igamma_inva Ignore literal-range warnings Remove use of static const char* for function name Fix missing CUDA header Remove calls under NVRTC to fwd decl Add more nvrtc workarounds Use builtin erfc instead of header cycle Add CUDA and NVRTC testing of gamma_p_inv Adjust tolerances Add GPU support to chi squared dist Fix static local variable Add chi squared dist SYCL testing Add chi squared dist CUDA testing Add chi squared dist NVRTC testing Add GPU support to weibull dist Add weibull dist SYCL testing Add weibull dist CUDA testing Add weibull dist NVRTC testing
235 lines
11 KiB
C++
235 lines
11 KiB
C++
// Copyright John Maddock 2006.
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// Copyright Paul A. Bristow 2007, 2009
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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 <boost/math/concepts/real_concept.hpp>
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#include <boost/math/special_functions/math_fwd.hpp>
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#include <boost/math/special_functions/gamma.hpp>
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#define BOOST_TEST_MAIN
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#include <boost/test/unit_test.hpp>
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#include <boost/test/results_collector.hpp>
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#include <boost/test/unit_test.hpp>
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#include <boost/test/tools/floating_point_comparison.hpp>
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#include <boost/math/tools/stats.hpp>
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#include "../include_private/boost/math/tools/test.hpp"
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#include <boost/math/constants/constants.hpp>
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#include <boost/type_traits/is_floating_point.hpp>
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#include <boost/array.hpp>
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#include "functor.hpp"
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#include "handle_test_result.hpp"
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#include "table_type.hpp"
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#ifndef SC_
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#define SC_(x) static_cast<typename table_type<T>::type>(BOOST_JOIN(x, L))
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#endif
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#define BOOST_CHECK_CLOSE_EX(a, b, prec, i) \
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{\
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unsigned int failures = boost::unit_test::results_collector.results( boost::unit_test::framework::current_test_case().p_id ).p_assertions_failed;\
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BOOST_CHECK_CLOSE(a, b, prec); \
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if(failures != boost::unit_test::results_collector.results( boost::unit_test::framework::current_test_case().p_id ).p_assertions_failed)\
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{\
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std::cerr << "Failure was at row " << i << std::endl;\
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std::cerr << std::setprecision(35); \
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std::cerr << "{ " << data[i][0] << " , " << data[i][1] << " , " << data[i][2];\
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std::cerr << " , " << data[i][3] << " , " << data[i][4] << " , " << data[i][5] << " } " << std::endl;\
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}\
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}
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template <class Real, class T>
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void do_test_gamma_2(const T& data, const char* type_name, const char* test_name)
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{
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//
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// test gamma_p_inv(T, T) against data:
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//
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using namespace std;
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typedef Real value_type;
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std::cout << test_name << " with type " << type_name << std::endl;
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//
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// These sanity checks test for a round trip accuracy of one half
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// of the bits in T, unless T is type float, in which case we check
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// for just one decimal digit. The problem here is the sensitivity
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// of the functions, not their accuracy. This test data was generated
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// for the forward functions, which means that when it is used as
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// the input to the inverses then it is necessarily inexact. This rounding
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// of the input is what makes the data unsuitable for use as an accuracy check,
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// and also demonstrates that you can't in general round-trip these functions.
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// It is however a useful sanity check.
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//
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value_type precision = static_cast<value_type>(ldexp(1.0, 1-boost::math::policies::digits<value_type, boost::math::policies::policy<> >()/2)) * 100;
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if(boost::math::policies::digits<value_type, boost::math::policies::policy<> >() < 50)
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precision = 1; // 1% or two decimal digits, all we can hope for when the input is truncated to float
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for(unsigned i = 0; i < data.size(); ++i)
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{
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//
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// These inverse tests are thrown off if the output of the
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// incomplete gamma is too close to 1: basically there is insuffient
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// information left in the value we're using as input to the inverse
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// to be able to get back to the original value.
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//
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if(Real(data[i][5]) == 0)
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BOOST_CHECK_EQUAL(boost::math::gamma_p_inv(Real(data[i][0]), Real(data[i][5])), value_type(0));
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else if((1 - Real(data[i][5]) > 0.001)
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&& (fabs(Real(data[i][5])) > 2 * boost::math::tools::min_value<value_type>())
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&& (fabs(Real(data[i][5])) > 2 * boost::math::tools::min_value<double>()))
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{
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value_type inv = boost::math::gamma_p_inv(Real(data[i][0]), Real(data[i][5]));
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BOOST_CHECK_CLOSE_EX(Real(data[i][1]), inv, precision, i);
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}
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else if(1 == Real(data[i][5]))
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BOOST_CHECK_EQUAL(boost::math::gamma_p_inv(Real(data[i][0]), Real(data[i][5])), std::numeric_limits<value_type>::has_infinity ? std::numeric_limits<value_type>::infinity() : boost::math::tools::max_value<value_type>());
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else
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{
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// not enough bits in our input to get back to x, but we should be in
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// the same ball park:
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value_type inv = boost::math::gamma_p_inv(Real(data[i][0]), Real(data[i][5]));
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BOOST_CHECK_CLOSE_EX(Real(data[i][1]), inv, 100000, i);
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}
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if(Real(data[i][3]) == 0)
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BOOST_CHECK_EQUAL(boost::math::gamma_q_inv(Real(data[i][0]), Real(data[i][3])), std::numeric_limits<value_type>::has_infinity ? std::numeric_limits<value_type>::infinity() : boost::math::tools::max_value<value_type>());
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else if((1 - Real(data[i][3]) > 0.001) && (fabs(Real(data[i][3])) > 2 * boost::math::tools::min_value<value_type>()))
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{
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value_type inv = boost::math::gamma_q_inv(Real(data[i][0]), Real(data[i][3]));
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BOOST_CHECK_CLOSE_EX(Real(data[i][1]), inv, precision, i);
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}
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else if(1 == Real(data[i][3]))
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BOOST_CHECK_EQUAL(boost::math::gamma_q_inv(Real(data[i][0]), Real(data[i][3])), value_type(0));
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else if(fabs(Real(data[i][3])) > 2 * boost::math::tools::min_value<value_type>())
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{
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// not enough bits in our input to get back to x, but we should be in
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// the same ball park:
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value_type inv = boost::math::gamma_q_inv(Real(data[i][0]), Real(data[i][3]));
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BOOST_CHECK_CLOSE_EX(Real(data[i][1]), inv, 100, i);
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}
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}
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std::cout << std::endl;
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}
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template <class Real, class T>
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void do_test_gamma_inv(const T& data, const char* type_name, const char* test_name)
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{
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#if !(defined(ERROR_REPORTING_MODE) && !defined(GAMMAP_INV_FUNCTION_TO_TEST))
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typedef Real value_type;
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typedef value_type (*pg)(value_type, value_type);
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#ifdef GAMMAP_INV_FUNCTION_TO_TEST
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pg funcp = GAMMAP_INV_FUNCTION_TO_TEST;
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#elif defined(BOOST_MATH_NO_DEDUCED_FUNCTION_POINTERS)
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pg funcp = boost::math::gamma_p_inv<value_type, value_type>;
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#else
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pg funcp = boost::math::gamma_p_inv;
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#endif
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boost::math::tools::test_result<value_type> result;
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std::cout << "Testing " << test_name << " with type " << type_name
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<< "\n~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~\n";
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//
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// test gamma_p_inv(T, T) against data:
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//
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result = boost::math::tools::test_hetero<Real>(
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data,
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bind_func<Real>(funcp, 0, 1),
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extract_result<Real>(2));
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handle_test_result(result, data[result.worst()], result.worst(), type_name, "gamma_p_inv", test_name);
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//
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// test gamma_q_inv(T, T) against data:
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//
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#ifdef GAMMAQ_INV_FUNCTION_TO_TEST
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funcp = GAMMAQ_INV_FUNCTION_TO_TEST;
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#elif defined(BOOST_MATH_NO_DEDUCED_FUNCTION_POINTERS)
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funcp = boost::math::gamma_q_inv<value_type, value_type>;
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#else
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funcp = boost::math::gamma_q_inv;
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#endif
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result = boost::math::tools::test_hetero<Real>(
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data,
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bind_func<Real>(funcp, 0, 1),
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extract_result<Real>(3));
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handle_test_result(result, data[result.worst()], result.worst(), type_name, "gamma_q_inv", test_name);
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#endif
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}
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template <class T>
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void test_gamma(T, const char* name)
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{
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#if !defined(TEST_UDT) && !defined(ERROR_REPORTING_MODE)
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//
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// The actual test data is rather verbose, so it's in a separate file
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//
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// First the data for the incomplete gamma function, each
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// row has the following 6 entries:
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// Parameter a, parameter z,
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// Expected tgamma(a, z), Expected gamma_q(a, z)
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// Expected tgamma_lower(a, z), Expected gamma_p(a, z)
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//
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# include "igamma_med_data.ipp"
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do_test_gamma_2<T>(igamma_med_data, name, "Running round trip sanity checks on incomplete gamma medium sized values");
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# include "igamma_small_data.ipp"
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do_test_gamma_2<T>(igamma_small_data, name, "Running round trip sanity checks on incomplete gamma small values");
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# include "igamma_big_data.ipp"
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do_test_gamma_2<T>(igamma_big_data, name, "Running round trip sanity checks on incomplete gamma large values");
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#endif
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# include "gamma_inv_data.ipp"
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do_test_gamma_inv<T>(gamma_inv_data, name, "incomplete gamma inverse(a, z) medium values");
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# include "gamma_inv_big_data.ipp"
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do_test_gamma_inv<T>(gamma_inv_big_data, name, "incomplete gamma inverse(a, z) large values");
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# include "gamma_inv_small_data.ipp"
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do_test_gamma_inv<T>(gamma_inv_small_data, name, "incomplete gamma inverse(a, z) small values");
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}
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template <class T>
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void test_spots(T, const char* type_name)
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{
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std::cout << "Running spot checks for type " << type_name << std::endl;
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//
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// basic sanity checks, tolerance is 150 epsilon expressed as a percentage:
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//
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T tolerance = boost::math::tools::epsilon<T>() * 15000;
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if(tolerance < 1e-25f)
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tolerance = 1e-25f; // limit of test data?
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BOOST_CHECK_CLOSE(::boost::math::gamma_q_inv(static_cast<T>(1)/100, static_cast<T>(1.0/128)), static_cast<T>(0.35767144525455121503672919307647515332256996883787L), tolerance);
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BOOST_CHECK_CLOSE(::boost::math::gamma_q_inv(static_cast<T>(1)/100, static_cast<T>(0.5)), static_cast<T>(4.4655350189103486773248562646452806745879516124613e-31L), tolerance*10);
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//
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// We can't test in this region against Mathworld's data as the results produced
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// by functions.wolfram.com appear to be in error, and do *not* round trip with
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// their own version of gamma_q. Using our output from the inverse as input to
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// their version of gamma_q *does* round trip however. It should be pointed out
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// that the functions in this area are very sensitive with nearly infinite
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// first derivatives, it's also questionable how useful these functions are
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// in this part of the domain.
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//
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//BOOST_CHECK_CLOSE(::boost::math::gamma_q_inv(static_cast<T>(1e-2), static_cast<T>(1.0-1.0/128)), static_cast<T>(3.8106736649978161389878528903698068142257930575497e-181L), tolerance);
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//
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BOOST_CHECK_CLOSE(::boost::math::gamma_q_inv(static_cast<T>(0.5), static_cast<T>(1.0/128)), static_cast<T>(3.5379794687984498627918583429482809311448951189097L), tolerance);
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BOOST_CHECK_CLOSE(::boost::math::gamma_q_inv(static_cast<T>(0.5), static_cast<T>(1.0/2)), static_cast<T>(0.22746821155978637597125832348982469815821055329511L), tolerance);
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BOOST_CHECK_CLOSE(::boost::math::gamma_q_inv(static_cast<T>(0.5), static_cast<T>(1.0-1.0/128)), static_cast<T>(0.000047938431649305382237483273209405461203600840052182L), tolerance);
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BOOST_CHECK_CLOSE(::boost::math::gamma_q_inv(static_cast<T>(10), static_cast<T>(1.0/128)), static_cast<T>(19.221865946801723949866005318845155649972164294057L), tolerance);
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BOOST_CHECK_CLOSE(::boost::math::gamma_q_inv(static_cast<T>(10), static_cast<T>(1.0/2)), static_cast<T>(9.6687146147141311517500637401166726067778162022664L), tolerance);
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BOOST_CHECK_CLOSE(::boost::math::gamma_q_inv(static_cast<T>(10), static_cast<T>(1.0-1.0/128)), static_cast<T>(3.9754602513640844712089002210120603689809432130520L), tolerance);
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BOOST_CHECK_CLOSE(::boost::math::gamma_q_inv(static_cast<T>(10000), static_cast<T>(1.0/128)), static_cast<T>(10243.369973939134157953734588122880006091919872879L), tolerance);
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BOOST_CHECK_CLOSE(::boost::math::gamma_q_inv(static_cast<T>(10000), static_cast<T>(1.0/2)), static_cast<T>(9999.6666686420474237369661574633153551436435884101L), tolerance);
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BOOST_CHECK_CLOSE(::boost::math::gamma_q_inv(static_cast<T>(10000), static_cast<T>(1.0-1.0/128)), static_cast<T>(9759.8597223369324083191194574874497413261589080204L), tolerance);
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}
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