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257 lines
7.5 KiB
257 lines
7.5 KiB
// (C) Copyright John Maddock 2006. |
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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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#ifndef BOOST_MATH_TOOLS_TEST_HPP |
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#define BOOST_MATH_TOOLS_TEST_HPP |
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#ifdef _MSC_VER |
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#pragma once |
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#endif |
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#include <boost/math/tools/config.hpp> |
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#include <boost/math/tools/stats.hpp> |
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#include <boost/math/special_functions/fpclassify.hpp> |
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#include <boost/test/test_tools.hpp> |
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#include <stdexcept> |
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namespace boost{ namespace math{ namespace tools{ |
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template <class T> |
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struct test_result |
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{ |
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private: |
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boost::math::tools::stats<T> stat; // Statistics for the test. |
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unsigned worst_case; // Index of the worst case test. |
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public: |
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test_result() { worst_case = 0; } |
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void set_worst(int i){ worst_case = i; } |
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void add(const T& point){ stat.add(point); } |
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// accessors: |
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unsigned worst()const{ return worst_case; } |
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T min BOOST_PREVENT_MACRO_SUBSTITUTION()const{ return (stat.min)(); } |
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T max BOOST_PREVENT_MACRO_SUBSTITUTION()const{ return (stat.max)(); } |
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T total()const{ return stat.total(); } |
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T mean()const{ return stat.mean(); } |
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boost::uintmax_t count()const{ return stat.count(); } |
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T variance()const{ return stat.variance(); } |
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T variance1()const{ return stat.variance1(); } |
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T rms()const{ return stat.rms(); } |
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test_result& operator+=(const test_result& t) |
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{ |
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if((t.stat.max)() > (stat.max)()) |
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worst_case = t.worst_case; |
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stat += t.stat; |
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return *this; |
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} |
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}; |
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template <class T> |
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struct calculate_result_type |
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{ |
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typedef typename T::value_type row_type; |
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typedef typename row_type::value_type value_type; |
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}; |
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template <class T> |
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T relative_error(T a, T b) |
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{ |
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BOOST_MATH_STD_USING |
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#ifdef BOOST_MATH_NO_LONG_DOUBLE_MATH_FUNCTIONS |
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// |
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// If math.h has no long double support we can't rely |
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// on the math functions generating exponents outside |
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// the range of a double: |
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// |
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T min_val = (std::max)( |
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tools::min_value<T>(), |
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static_cast<T>((std::numeric_limits<double>::min)())); |
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T max_val = (std::min)( |
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tools::max_value<T>(), |
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static_cast<T>((std::numeric_limits<double>::max)())); |
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#else |
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T min_val = tools::min_value<T>(); |
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T max_val = tools::max_value<T>(); |
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#endif |
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if((a != 0) && (b != 0)) |
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{ |
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// TODO: use isfinite: |
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if(fabs(b) >= max_val) |
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{ |
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if(fabs(a) >= max_val) |
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return 0; // one infinity is as good as another! |
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} |
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// If the result is denormalised, treat all denorms as equivalent: |
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if((a < min_val) && (a > 0)) |
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a = min_val; |
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else if((a > -min_val) && (a < 0)) |
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a = -min_val; |
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if((b < min_val) && (b > 0)) |
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b = min_val; |
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else if((b > -min_val) && (b < 0)) |
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b = -min_val; |
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return (std::max)(fabs((a-b)/a), fabs((a-b)/b)); |
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} |
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// Handle special case where one or both are zero: |
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if(min_val == 0) |
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return fabs(a-b); |
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if(fabs(a) < min_val) |
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a = min_val; |
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if(fabs(b) < min_val) |
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b = min_val; |
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return (std::max)(fabs((a-b)/a), fabs((a-b)/b)); |
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} |
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#if defined(macintosh) || defined(__APPLE__) || defined(__APPLE_CC__) |
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template <> |
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inline double relative_error<double>(double a, double b) |
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{ |
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BOOST_MATH_STD_USING |
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// |
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// On Mac OS X we evaluate "double" functions at "long double" precision, |
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// but "long double" actually has a very slightly narrower range than "double"! |
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// Therefore use the range of "long double" as our limits since results outside |
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// that range may have been truncated to 0 or INF: |
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// |
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double min_val = (std::max)((double)tools::min_value<long double>(), tools::min_value<double>()); |
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double max_val = (std::min)((double)tools::max_value<long double>(), tools::max_value<double>()); |
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if((a != 0) && (b != 0)) |
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{ |
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// TODO: use isfinite: |
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if(b > max_val) |
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{ |
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if(a > max_val) |
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return 0; // one infinity is as good as another! |
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} |
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// If the result is denormalised, treat all denorms as equivalent: |
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if((a < min_val) && (a > 0)) |
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a = min_val; |
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else if((a > -min_val) && (a < 0)) |
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a = -min_val; |
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if((b < min_val) && (b > 0)) |
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b = min_val; |
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else if((b > -min_val) && (b < 0)) |
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b = -min_val; |
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return (std::max)(fabs((a-b)/a), fabs((a-b)/b)); |
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} |
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// Handle special case where one or both are zero: |
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if(min_val == 0) |
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return fabs(a-b); |
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if(fabs(a) < min_val) |
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a = min_val; |
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if(fabs(b) < min_val) |
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b = min_val; |
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return (std::max)(fabs((a-b)/a), fabs((a-b)/b)); |
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} |
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#endif |
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template <class T> |
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void set_output_precision(T) |
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{ |
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if(std::numeric_limits<T>::digits10) |
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{ |
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std::cout << std::setprecision(std::numeric_limits<T>::digits10 + 2); |
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} |
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} |
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template <class Seq> |
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void print_row(const Seq& row) |
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{ |
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set_output_precision(row[0]); |
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for(unsigned i = 0; i < row.size(); ++i) |
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{ |
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if(i) |
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std::cout << ", "; |
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std::cout << row[i]; |
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} |
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std::cout << std::endl; |
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} |
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// |
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// Function test accepts an matrix of input values (probably a 2D boost::array) |
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// and calls two functors for each row in the array - one calculates a value |
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// to test, and one extracts the expected value from the array (or possibly |
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// calculates it at high precision). The two functors are usually simple lambda |
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// expressions. |
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// |
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template <class A, class F1, class F2> |
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test_result<typename calculate_result_type<A>::value_type> test(const A& a, F1 test_func, F2 expect_func) |
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{ |
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typedef typename A::value_type row_type; |
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typedef typename row_type::value_type value_type; |
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test_result<value_type> result; |
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for(unsigned i = 0; i < a.size(); ++i) |
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{ |
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const row_type& row = a[i]; |
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value_type point; |
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try |
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{ |
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point = test_func(row); |
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} |
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catch(const std::underflow_error&) |
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{ |
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point = 0; |
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} |
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catch(const std::overflow_error&) |
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{ |
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point = std::numeric_limits<value_type>::has_infinity ? |
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std::numeric_limits<value_type>::infinity() |
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: tools::max_value<value_type>(); |
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} |
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catch(const std::exception& e) |
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{ |
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std::cerr << e.what() << std::endl; |
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print_row(row); |
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BOOST_ERROR("Unexpected exception."); |
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// so we don't get further errors: |
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point = expect_func(row); |
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} |
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value_type expected = expect_func(row); |
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value_type err = relative_error(point, expected); |
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#ifdef BOOST_INSTRUMENT |
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if(err != 0) |
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{ |
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std::cout << row[0] << " " << err; |
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if(std::numeric_limits<value_type>::is_specialized) |
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{ |
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std::cout << " (" << err / std::numeric_limits<value_type>::epsilon() << "eps)"; |
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} |
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std::cout << std::endl; |
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} |
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#endif |
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if(!(boost::math::isfinite)(point) && (boost::math::isfinite)(expected)) |
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{ |
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std::cout << "CAUTION: Found non-finite result, when a finite value was expected at entry " << i << "\n"; |
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std::cout << "Found: " << point << " Expected " << expected << " Error: " << err << std::endl; |
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print_row(row); |
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BOOST_ERROR("Unexpected non-finite result"); |
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} |
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if(err > 0.5) |
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{ |
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std::cout << "CAUTION: Gross error found at entry " << i << ".\n"; |
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std::cout << "Found: " << point << " Expected " << expected << " Error: " << err << std::endl; |
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print_row(row); |
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BOOST_ERROR("Gross error"); |
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} |
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result.add(err); |
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if((result.max)() == err) |
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result.set_worst(i); |
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} |
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return result; |
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} |
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} // namespace tools |
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} // namespace math |
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} // namespace boost |
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#endif |
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