// (C) Copyright Nick Thompson, 2019 // Use, modification and distribution are subject to 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) #define BOOST_TEST_MODULE condition_number_test #include #include #include #include #include #include #include #include using std::abs; using boost::math::constants::half; using boost::math::constants::ln_two; using boost::multiprecision::cpp_bin_float_50; using boost::math::tools::summation_condition_number; using boost::math::tools::evaluation_condition_number; template void test_summation_condition_number() { Real tol = 1000*std::numeric_limits::epsilon(); auto cond = summation_condition_number(); // I've checked that the condition number increases with max_n, // and that the computed sum gets more accurate with increasing max_n. // But the CI system would die with more terms. Real max_n = 10000; for (Real n = 1; n < max_n; n += 2) { cond += 1/n; cond -= 1/(n+1); } BOOST_CHECK_CLOSE_FRACTION(cond.sum(), ln_two(), tol); BOOST_TEST(cond() > 14); } template void test_exponential_sum() { using std::exp; using std::abs; Real eps = std::numeric_limits::epsilon(); for (Real x = -20; x <= -1; x += 0.5) { auto cond = summation_condition_number(1); size_t n = 1; Real term = x; while(n++ < 1000) { cond += term; term *= (x/n); } BOOST_CHECK_CLOSE_FRACTION(exp(x), cond.sum(), eps*cond()); BOOST_CHECK_CLOSE_FRACTION(exp(2*abs(x)), cond(), eps*cond()); } } template void test_evaluation_condition_number() { using std::abs; using std::log; using std::sqrt; using std::exp; using std::sin; using std::tan; Real tol = sqrt(std::numeric_limits::epsilon()); auto f1 = [](auto x) { return log(x); }; for (Real x = 1.125; x < 8; x += 0.125) { Real cond = evaluation_condition_number(f1, x); BOOST_CHECK_CLOSE_FRACTION(cond, 1/log(x), tol); } auto f2 = [](auto x) { return exp(x); }; for (Real x = 1.125; x < 8; x += 0.125) { Real cond = evaluation_condition_number(f2, x); BOOST_CHECK_CLOSE_FRACTION(cond, x, tol); } auto f3 = [](auto x) { return sin(x); }; for (Real x = 1.125; x < 8; x += 0.125) { Real cond = evaluation_condition_number(f3, x); BOOST_CHECK_CLOSE_FRACTION(cond, abs(x/tan(x)), tol); } // Test a function which right differentiable: using boost::math::constants::e; auto f4 = [](Real x) { return boost::math::lambert_w0(x); }; Real cond = evaluation_condition_number(f4, -1/e()); if (std::is_same_v) { BOOST_CHECK_GE(cond, 30); } else { BOOST_CHECK_GE(cond, 4900); } } BOOST_AUTO_TEST_CASE(numerical_differentiation_test) { test_summation_condition_number(); test_summation_condition_number(); test_evaluation_condition_number(); test_evaluation_condition_number(); test_evaluation_condition_number(); test_evaluation_condition_number(); test_exponential_sum(); }