diff options
Diffstat (limited to 'test/array.cpp')
-rw-r--r-- | test/array.cpp | 326 |
1 files changed, 1 insertions, 325 deletions
diff --git a/test/array.cpp b/test/array.cpp index 6347c8067..d734e604a 100644 --- a/test/array.cpp +++ b/test/array.cpp @@ -234,12 +234,7 @@ template<typename ArrayType> void array_real(const ArrayType& m) VERIFY_IS_APPROX(m1.sinh(), sinh(m1)); VERIFY_IS_APPROX(m1.cosh(), cosh(m1)); VERIFY_IS_APPROX(m1.tanh(), tanh(m1)); -#if EIGEN_HAS_C99_MATH - VERIFY_IS_APPROX(m1.lgamma(), lgamma(m1)); - VERIFY_IS_APPROX(m1.digamma(), digamma(m1)); - VERIFY_IS_APPROX(m1.erf(), erf(m1)); - VERIFY_IS_APPROX(m1.erfc(), erfc(m1)); -#endif // EIGEN_HAS_C99_MATH + VERIFY_IS_APPROX(m1.arg(), arg(m1)); VERIFY_IS_APPROX(m1.round(), round(m1)); VERIFY_IS_APPROX(m1.floor(), floor(m1)); @@ -313,88 +308,6 @@ template<typename ArrayType> void array_real(const ArrayType& m) m1 += ArrayType::Constant(rows,cols,Scalar(tiny)); VERIFY_IS_APPROX(s1/m1, s1 * m1.inverse()); - - -#if EIGEN_HAS_C99_MATH - // check special functions (comparing against numpy implementation) - if (!NumTraits<Scalar>::IsComplex) - { - - { - // Test various propreties of igamma & igammac. These are normalized - // gamma integrals where - // igammac(a, x) = Gamma(a, x) / Gamma(a) - // igamma(a, x) = gamma(a, x) / Gamma(a) - // where Gamma and gamma are considered the standard unnormalized - // upper and lower incomplete gamma functions, respectively. - ArrayType a = m1.abs() + 2; - ArrayType x = m2.abs() + 2; - ArrayType zero = ArrayType::Zero(rows, cols); - ArrayType one = ArrayType::Constant(rows, cols, Scalar(1.0)); - ArrayType a_m1 = a - one; - ArrayType Gamma_a_x = Eigen::igammac(a, x) * a.lgamma().exp(); - ArrayType Gamma_a_m1_x = Eigen::igammac(a_m1, x) * a_m1.lgamma().exp(); - ArrayType gamma_a_x = Eigen::igamma(a, x) * a.lgamma().exp(); - ArrayType gamma_a_m1_x = Eigen::igamma(a_m1, x) * a_m1.lgamma().exp(); - - // Gamma(a, 0) == Gamma(a) - VERIFY_IS_APPROX(Eigen::igammac(a, zero), one); - - // Gamma(a, x) + gamma(a, x) == Gamma(a) - VERIFY_IS_APPROX(Gamma_a_x + gamma_a_x, a.lgamma().exp()); - - // Gamma(a, x) == (a - 1) * Gamma(a-1, x) + x^(a-1) * exp(-x) - VERIFY_IS_APPROX(Gamma_a_x, (a - 1) * Gamma_a_m1_x + x.pow(a-1) * (-x).exp()); - - // gamma(a, x) == (a - 1) * gamma(a-1, x) - x^(a-1) * exp(-x) - VERIFY_IS_APPROX(gamma_a_x, (a - 1) * gamma_a_m1_x - x.pow(a-1) * (-x).exp()); - } - - // Check exact values of igamma and igammac against a third party calculation. - Scalar a_s[] = {Scalar(0), Scalar(1), Scalar(1.5), Scalar(4), Scalar(0.0001), Scalar(1000.5)}; - Scalar x_s[] = {Scalar(0), Scalar(1), Scalar(1.5), Scalar(4), Scalar(0.0001), Scalar(1000.5)}; - - // location i*6+j corresponds to a_s[i], x_s[j]. - Scalar nan = std::numeric_limits<Scalar>::quiet_NaN(); - Scalar igamma_s[][6] = {{0.0, nan, nan, nan, nan, nan}, - {0.0, 0.6321205588285578, 0.7768698398515702, - 0.9816843611112658, 9.999500016666262e-05, 1.0}, - {0.0, 0.4275932955291202, 0.608374823728911, - 0.9539882943107686, 7.522076445089201e-07, 1.0}, - {0.0, 0.01898815687615381, 0.06564245437845008, - 0.5665298796332909, 4.166333347221828e-18, 1.0}, - {0.0, 0.9999780593618628, 0.9999899967080838, - 0.9999996219837988, 0.9991370418689945, 1.0}, - {0.0, 0.0, 0.0, 0.0, 0.0, 0.5042041932513908}}; - Scalar igammac_s[][6] = {{nan, nan, nan, nan, nan, nan}, - {1.0, 0.36787944117144233, 0.22313016014842982, - 0.018315638888734182, 0.9999000049998333, 0.0}, - {1.0, 0.5724067044708798, 0.3916251762710878, - 0.04601170568923136, 0.9999992477923555, 0.0}, - {1.0, 0.9810118431238462, 0.9343575456215499, - 0.4334701203667089, 1.0, 0.0}, - {1.0, 2.1940638138146658e-05, 1.0003291916285e-05, - 3.7801620118431334e-07, 0.0008629581310054535, - 0.0}, - {1.0, 1.0, 1.0, 1.0, 1.0, 0.49579580674813944}}; - for (int i = 0; i < 6; ++i) { - for (int j = 0; j < 6; ++j) { - if ((std::isnan)(igamma_s[i][j])) { - VERIFY((std::isnan)(numext::igamma(a_s[i], x_s[j]))); - } else { - VERIFY_IS_APPROX(numext::igamma(a_s[i], x_s[j]), igamma_s[i][j]); - } - - if ((std::isnan)(igammac_s[i][j])) { - VERIFY((std::isnan)(numext::igammac(a_s[i], x_s[j]))); - } else { - VERIFY_IS_APPROX(numext::igammac(a_s[i], x_s[j]), igammac_s[i][j]); - } - } - } - } -#endif // EIGEN_HAS_C99_MATH - // check inplace transpose m3 = m1; m3.transposeInPlace(); @@ -537,242 +450,8 @@ template<typename ArrayType> void min_max(const ArrayType& m) } -template<typename X, typename Y> -void verify_component_wise(const X& x, const Y& y) -{ - for(Index i=0; i<x.size(); ++i) - { - if((numext::isfinite)(y(i))) - VERIFY_IS_APPROX( x(i), y(i) ); - else if((numext::isnan)(y(i))) - VERIFY((numext::isnan)(x(i))); - else - VERIFY_IS_EQUAL( x(i), y(i) ); - } -} - -// check special functions (comparing against numpy implementation) -template<typename ArrayType> void array_special_functions() -{ - using std::abs; - using std::sqrt; - typedef typename ArrayType::Scalar Scalar; - typedef typename NumTraits<Scalar>::Real RealScalar; - - Scalar plusinf = std::numeric_limits<Scalar>::infinity(); - Scalar nan = std::numeric_limits<Scalar>::quiet_NaN(); - - // Check the zeta function against scipy.special.zeta - { - ArrayType x(7), q(7), res(7), ref(7); - x << 1.5, 4, 10.5, 10000.5, 3, 1, 0.9; - q << 2, 1.5, 3, 1.0001, -2.5, 1.2345, 1.2345; - ref << 1.61237534869, 0.234848505667, 1.03086757337e-5, 0.367879440865, 0.054102025820864097, plusinf, nan; - CALL_SUBTEST( verify_component_wise(ref, ref); ); - CALL_SUBTEST( res = x.zeta(q); verify_component_wise(res, ref); ); - CALL_SUBTEST( res = zeta(x,q); verify_component_wise(res, ref); ); - } - - // digamma - { - ArrayType x(7), res(7), ref(7); - x << 1, 1.5, 4, -10.5, 10000.5, 0, -1; - ref << -0.5772156649015329, 0.03648997397857645, 1.2561176684318, 2.398239129535781, 9.210340372392849, plusinf, plusinf; - CALL_SUBTEST( verify_component_wise(ref, ref); ); - - CALL_SUBTEST( res = x.digamma(); verify_component_wise(res, ref); ); - CALL_SUBTEST( res = digamma(x); verify_component_wise(res, ref); ); - } - - -#if EIGEN_HAS_C99_MATH - { - ArrayType n(11), x(11), res(11), ref(11); - n << 1, 1, 1, 1.5, 17, 31, 28, 8, 42, 147, 170; - x << 2, 3, 25.5, 1.5, 4.7, 11.8, 17.7, 30.2, 15.8, 54.1, 64; - ref << 0.644934066848, 0.394934066848, 0.0399946696496, nan, 293.334565435, 0.445487887616, -2.47810300902e-07, -8.29668781082e-09, -0.434562276666, 0.567742190178, -0.0108615497927; - CALL_SUBTEST( verify_component_wise(ref, ref); ); - - if(sizeof(RealScalar)>=8) { // double - // Reason for commented line: http://eigen.tuxfamily.org/bz/show_bug.cgi?id=1232 - // CALL_SUBTEST( res = x.polygamma(n); verify_component_wise(res, ref); ); - CALL_SUBTEST( res = polygamma(n,x); verify_component_wise(res, ref); ); - } - else { - // CALL_SUBTEST( res = x.polygamma(n); verify_component_wise(res.head(8), ref.head(8)); ); - CALL_SUBTEST( res = polygamma(n,x); verify_component_wise(res.head(8), ref.head(8)); ); - } - } -#endif - -#if EIGEN_HAS_C99_MATH - { - // Inputs and ground truth generated with scipy via: - // a = np.logspace(-3, 3, 5) - 1e-3 - // b = np.logspace(-3, 3, 5) - 1e-3 - // x = np.linspace(-0.1, 1.1, 5) - // (full_a, full_b, full_x) = np.vectorize(lambda a, b, x: (a, b, x))(*np.ix_(a, b, x)) - // full_a = full_a.flatten().tolist() # same for full_b, full_x - // v = scipy.special.betainc(full_a, full_b, full_x).flatten().tolist() - // - // Note in Eigen, we call betainc with arguments in the order (x, a, b). - ArrayType a(125); - ArrayType b(125); - ArrayType x(125); - ArrayType v(125); - ArrayType res(125); - - a << 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, - 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, - 0.03062277660168379, 0.03062277660168379, 0.03062277660168379, - 0.03062277660168379, 0.03062277660168379, 0.03062277660168379, - 0.03062277660168379, 0.03062277660168379, 0.03062277660168379, - 0.03062277660168379, 0.03062277660168379, 0.03062277660168379, - 0.03062277660168379, 0.03062277660168379, 0.03062277660168379, - 0.03062277660168379, 0.03062277660168379, 0.03062277660168379, - 0.03062277660168379, 0.03062277660168379, 0.03062277660168379, - 0.03062277660168379, 0.03062277660168379, 0.03062277660168379, - 0.03062277660168379, 0.999, 0.999, 0.999, 0.999, 0.999, 0.999, 0.999, - 0.999, 0.999, 0.999, 0.999, 0.999, 0.999, 0.999, 0.999, 0.999, 0.999, - 0.999, 0.999, 0.999, 0.999, 0.999, 0.999, 0.999, 0.999, - 31.62177660168379, 31.62177660168379, 31.62177660168379, - 31.62177660168379, 31.62177660168379, 31.62177660168379, - 31.62177660168379, 31.62177660168379, 31.62177660168379, - 31.62177660168379, 31.62177660168379, 31.62177660168379, - 31.62177660168379, 31.62177660168379, 31.62177660168379, - 31.62177660168379, 31.62177660168379, 31.62177660168379, - 31.62177660168379, 31.62177660168379, 31.62177660168379, - 31.62177660168379, 31.62177660168379, 31.62177660168379, - 31.62177660168379, 999.999, 999.999, 999.999, 999.999, 999.999, 999.999, - 999.999, 999.999, 999.999, 999.999, 999.999, 999.999, 999.999, 999.999, - 999.999, 999.999, 999.999, 999.999, 999.999, 999.999, 999.999, 999.999, - 999.999, 999.999, 999.999; - - b << 0.0, 0.0, 0.0, 0.0, 0.0, 0.03062277660168379, 0.03062277660168379, - 0.03062277660168379, 0.03062277660168379, 0.03062277660168379, 0.999, - 0.999, 0.999, 0.999, 0.999, 31.62177660168379, 31.62177660168379, - 31.62177660168379, 31.62177660168379, 31.62177660168379, 999.999, - 999.999, 999.999, 999.999, 999.999, 0.0, 0.0, 0.0, 0.0, 0.0, - 0.03062277660168379, 0.03062277660168379, 0.03062277660168379, - 0.03062277660168379, 0.03062277660168379, 0.999, 0.999, 0.999, 0.999, - 0.999, 31.62177660168379, 31.62177660168379, 31.62177660168379, - 31.62177660168379, 31.62177660168379, 999.999, 999.999, 999.999, - 999.999, 999.999, 0.0, 0.0, 0.0, 0.0, 0.0, 0.03062277660168379, - 0.03062277660168379, 0.03062277660168379, 0.03062277660168379, - 0.03062277660168379, 0.999, 0.999, 0.999, 0.999, 0.999, - 31.62177660168379, 31.62177660168379, 31.62177660168379, - 31.62177660168379, 31.62177660168379, 999.999, 999.999, 999.999, - 999.999, 999.999, 0.0, 0.0, 0.0, 0.0, 0.0, 0.03062277660168379, - 0.03062277660168379, 0.03062277660168379, 0.03062277660168379, - 0.03062277660168379, 0.999, 0.999, 0.999, 0.999, 0.999, - 31.62177660168379, 31.62177660168379, 31.62177660168379, - 31.62177660168379, 31.62177660168379, 999.999, 999.999, 999.999, - 999.999, 999.999, 0.0, 0.0, 0.0, 0.0, 0.0, 0.03062277660168379, - 0.03062277660168379, 0.03062277660168379, 0.03062277660168379, - 0.03062277660168379, 0.999, 0.999, 0.999, 0.999, 0.999, - 31.62177660168379, 31.62177660168379, 31.62177660168379, - 31.62177660168379, 31.62177660168379, 999.999, 999.999, 999.999, - 999.999, 999.999; - - x << -0.1, 0.2, 0.5, 0.8, 1.1, -0.1, 0.2, 0.5, 0.8, 1.1, -0.1, 0.2, 0.5, - 0.8, 1.1, -0.1, 0.2, 0.5, 0.8, 1.1, -0.1, 0.2, 0.5, 0.8, 1.1, -0.1, 0.2, - 0.5, 0.8, 1.1, -0.1, 0.2, 0.5, 0.8, 1.1, -0.1, 0.2, 0.5, 0.8, 1.1, -0.1, - 0.2, 0.5, 0.8, 1.1, -0.1, 0.2, 0.5, 0.8, 1.1, -0.1, 0.2, 0.5, 0.8, 1.1, - -0.1, 0.2, 0.5, 0.8, 1.1, -0.1, 0.2, 0.5, 0.8, 1.1, -0.1, 0.2, 0.5, 0.8, - 1.1, -0.1, 0.2, 0.5, 0.8, 1.1, -0.1, 0.2, 0.5, 0.8, 1.1, -0.1, 0.2, 0.5, - 0.8, 1.1, -0.1, 0.2, 0.5, 0.8, 1.1, -0.1, 0.2, 0.5, 0.8, 1.1, -0.1, 0.2, - 0.5, 0.8, 1.1, -0.1, 0.2, 0.5, 0.8, 1.1, -0.1, 0.2, 0.5, 0.8, 1.1, -0.1, - 0.2, 0.5, 0.8, 1.1, -0.1, 0.2, 0.5, 0.8, 1.1, -0.1, 0.2, 0.5, - 0.8, 1.1; - - v << nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, - nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, - nan, nan, nan, 0.47972119876364683, 0.5, 0.5202788012363533, nan, nan, - 0.9518683957740043, 0.9789663010413743, 0.9931729188073435, nan, nan, - 0.999995949033062, 0.9999999999993698, 0.9999999999999999, nan, nan, - 0.9999999999999999, 0.9999999999999999, 0.9999999999999999, nan, nan, - nan, nan, nan, nan, nan, 0.006827081192655869, 0.0210336989586256, - 0.04813160422599567, nan, nan, 0.20014344256217678, 0.5000000000000001, - 0.7998565574378232, nan, nan, 0.9991401428435834, 0.999999999698403, - 0.9999999999999999, nan, nan, 0.9999999999999999, 0.9999999999999999, - 0.9999999999999999, nan, nan, nan, nan, nan, nan, nan, - 1.0646600232370887e-25, 6.301722877826246e-13, 4.050966937974938e-06, - nan, nan, 7.864342668429763e-23, 3.015969667594166e-10, - 0.0008598571564165444, nan, nan, 6.031987710123844e-08, - 0.5000000000000007, 0.9999999396801229, nan, nan, 0.9999999999999999, - 0.9999999999999999, 0.9999999999999999, nan, nan, nan, nan, nan, nan, - nan, 0.0, 7.029920380986636e-306, 2.2450728208591345e-101, nan, nan, - 0.0, 9.275871147869727e-302, 1.2232913026152827e-97, nan, nan, 0.0, - 3.0891393081932924e-252, 2.9303043666183996e-60, nan, nan, - 2.248913486879199e-196, 0.5000000000004947, 0.9999999999999999, nan; - - CALL_SUBTEST(res = betainc(a, b, x); - verify_component_wise(res, v);); - } - - // Test various properties of betainc - { - ArrayType m1 = ArrayType::Random(32); - ArrayType m2 = ArrayType::Random(32); - ArrayType m3 = ArrayType::Random(32); - ArrayType one = ArrayType::Constant(32, Scalar(1.0)); - const Scalar eps = std::numeric_limits<Scalar>::epsilon(); - ArrayType a = (m1 * 4.0).exp(); - ArrayType b = (m2 * 4.0).exp(); - ArrayType x = m3.abs(); - - // betainc(a, 1, x) == x**a - CALL_SUBTEST( - ArrayType test = betainc(a, one, x); - ArrayType expected = x.pow(a); - verify_component_wise(test, expected);); - - // betainc(1, b, x) == 1 - (1 - x)**b - CALL_SUBTEST( - ArrayType test = betainc(one, b, x); - ArrayType expected = one - (one - x).pow(b); - verify_component_wise(test, expected);); - - // betainc(a, b, x) == 1 - betainc(b, a, 1-x) - CALL_SUBTEST( - ArrayType test = betainc(a, b, x) + betainc(b, a, one - x); - ArrayType expected = one; - verify_component_wise(test, expected);); - - // betainc(a+1, b, x) = betainc(a, b, x) - x**a * (1 - x)**b / (a * beta(a, b)) - CALL_SUBTEST( - ArrayType num = x.pow(a) * (one - x).pow(b); - ArrayType denom = a * (a.lgamma() + b.lgamma() - (a + b).lgamma()).exp(); - // Add eps to rhs and lhs so that component-wise test doesn't result in - // nans when both outputs are zeros. - ArrayType expected = betainc(a, b, x) - num / denom + eps; - ArrayType test = betainc(a + one, b, x) + eps; - if (sizeof(Scalar) >= 8) { // double - verify_component_wise(test, expected); - } else { - // Reason for limited test: http://eigen.tuxfamily.org/bz/show_bug.cgi?id=1232 - verify_component_wise(test.head(8), expected.head(8)); - }); - - // betainc(a, b+1, x) = betainc(a, b, x) + x**a * (1 - x)**b / (b * beta(a, b)) - CALL_SUBTEST( - // Add eps to rhs and lhs so that component-wise test doesn't result in - // nans when both outputs are zeros. - ArrayType num = x.pow(a) * (one - x).pow(b); - ArrayType denom = b * (a.lgamma() + b.lgamma() - (a + b).lgamma()).exp(); - ArrayType expected = betainc(a, b, x) + num / denom + eps; - ArrayType test = betainc(a, b + one, x) + eps; - verify_component_wise(test, expected);); - } -#endif -} - void test_array() { -#ifndef EIGEN_HAS_C99_MATH - std::cerr << "WARNING: testing of special math functions disabled" << std::endl; -#endif - for(int i = 0; i < g_repeat; i++) { CALL_SUBTEST_1( array(Array<float, 1, 1>()) ); CALL_SUBTEST_2( array(Array22f()) ); @@ -812,7 +491,4 @@ void test_array() VERIFY((internal::is_same< internal::global_math_functions_filtering_base<Xpr>::type, ArrayBase<Xpr> >::value)); - - CALL_SUBTEST_7(array_special_functions<ArrayXf>()); - CALL_SUBTEST_7(array_special_functions<ArrayXd>()); } |