// Copyright ©2015 The Gonum Authors. All rights reserved. // Use of this source code is governed by a BSD-style // license that can be found in the LICENSE file. package quad import ( "math" "testing" "gonum.org/v1/gonum/floats/scalar" "gonum.org/v1/gonum/stat/distuv" ) func TestFixed(t *testing.T) { t.Parallel() for i, test := range []struct { f func(float64) float64 min, max float64 n []int tol []float64 ans float64 }{ // Tolerances determined from intuition and a bit of post-hoc tweaking. { f: func(x float64) float64 { return math.Exp(x) }, min: -3, max: 5, n: []int{3, 4, 6, 7, 15, 16, 300, 301}, tol: []float64{5e-2, 5e-3, 5e-6, 1e-7, 1e-14, 1e-14, 1e-14, 1e-14}, ans: math.Exp(5) - math.Exp(-3), }, { f: distuv.UnitNormal.Prob, min: math.Inf(-1), max: math.Inf(1), n: []int{15, 16, 50, 51, 300, 301}, tol: []float64{5e-3, 1e-3, 1e-7, 1e-7, 1e-14, 1e-14}, ans: 1, }, { f: func(x float64) float64 { return math.Exp(-x) }, min: 5, max: math.Inf(1), n: []int{15, 16, 50, 51, 300, 301}, tol: []float64{5e-3, 1e-3, 1e-7, 1e-7, 1e-14, 1e-14}, ans: math.Exp(-5), }, { f: func(x float64) float64 { return math.Exp(x) }, min: math.Inf(-1), max: -5, n: []int{15, 16, 50, 51, 300, 301}, tol: []float64{5e-3, 1e-3, 1e-7, 1e-7, 1e-14, 1e-14}, ans: math.Exp(-5), }, { f: func(x float64) float64 { return math.Exp(x) }, min: 3, max: 3, n: []int{15, 16, 50, 51, 300, 301}, tol: []float64{0, 0, 0, 0, 0, 0}, ans: 0, }, } { for j, n := range test.n { ans := Fixed(test.f, test.min, test.max, n, nil, 0) if !scalar.EqualWithinAbsOrRel(ans, test.ans, test.tol[j], test.tol[j]) { t.Errorf("Case %d, n = %d: Mismatch. Want %v, got %v", i, n, test.ans, ans) } ans2 := Fixed(test.f, test.min, test.max, n, nil, 3) if !scalar.EqualWithinAbsOrRel(ans2, test.ans, test.tol[j], test.tol[j]) { t.Errorf("Case %d, n = %d: Mismatch concurrent. Want %v, got %v", i, n, test.ans, ans) } } } } // legendreNonSingle wraps Legendre but does not implement FixedLocationSingle. type legendreNonSingle struct { Legendre Legendre } func (l legendreNonSingle) FixedLocations(x, weight []float64, min, max float64) { l.Legendre.FixedLocations(x, weight, min, max) } func TestFixedNonSingle(t *testing.T) { t.Parallel() // TODO(btracey): Add tests with infinite bounds when we have native support // for indefinite integrals. for i, test := range []struct { f func(float64) float64 min, max float64 n []int tol []float64 ans float64 }{ // Tolerances determined from intuition and a bit of post-hoc tweaking. { f: func(x float64) float64 { return math.Exp(x) }, min: -3, max: 5, n: []int{3, 4, 6, 7, 15, 16, 300, 301}, tol: []float64{5e-2, 5e-3, 5e-6, 1e-7, 1e-14, 1e-14, 1e-14, 1e-14}, ans: math.Exp(5) - math.Exp(-3), }, { f: func(x float64) float64 { return math.Exp(x) }, min: 3, max: 3, n: []int{3, 4, 6, 7, 15, 16, 300, 301}, tol: []float64{0, 0, 0, 0, 0, 0, 0, 0}, ans: 0, }, } { for j, n := range test.n { ans := Fixed(test.f, test.min, test.max, n, legendreNonSingle{}, 0) if !scalar.EqualWithinAbsOrRel(ans, test.ans, test.tol[j], test.tol[j]) { t.Errorf("Case = %d, n = %d: Mismatch. Want %v, got %v", i, n, test.ans, ans) } ans2 := Fixed(test.f, test.min, test.max, n, legendreNonSingle{}, 3) if !scalar.EqualWithinAbsOrRel(ans2, test.ans, test.tol[j], test.tol[j]) { t.Errorf("Case = %d, n = %d: Mismatch concurrent. Want %v, got %v", i, n, test.ans, ans) } } } }