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