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math.c 18 KB

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  1. #include "test/jemalloc_test.h"
  2. #define MAX_REL_ERR 1.0e-9
  3. #define MAX_ABS_ERR 1.0e-9
  4. #include <float.h>
  5. #ifdef __PGI
  6. #undef INFINITY
  7. #endif
  8. #ifndef INFINITY
  9. #define INFINITY (DBL_MAX + DBL_MAX)
  10. #endif
  11. static bool
  12. double_eq_rel(double a, double b, double max_rel_err, double max_abs_err) {
  13. double rel_err;
  14. if (fabs(a - b) < max_abs_err) {
  15. return true;
  16. }
  17. rel_err = (fabs(b) > fabs(a)) ? fabs((a-b)/b) : fabs((a-b)/a);
  18. return (rel_err < max_rel_err);
  19. }
  20. static uint64_t
  21. factorial(unsigned x) {
  22. uint64_t ret = 1;
  23. unsigned i;
  24. for (i = 2; i <= x; i++) {
  25. ret *= (uint64_t)i;
  26. }
  27. return ret;
  28. }
  29. TEST_BEGIN(test_ln_gamma_factorial) {
  30. unsigned x;
  31. /* exp(ln_gamma(x)) == (x-1)! for integer x. */
  32. for (x = 1; x <= 21; x++) {
  33. assert_true(double_eq_rel(exp(ln_gamma(x)),
  34. (double)factorial(x-1), MAX_REL_ERR, MAX_ABS_ERR),
  35. "Incorrect factorial result for x=%u", x);
  36. }
  37. }
  38. TEST_END
  39. /* Expected ln_gamma([0.0..100.0] increment=0.25). */
  40. static const double ln_gamma_misc_expected[] = {
  41. INFINITY,
  42. 1.28802252469807743, 0.57236494292470008, 0.20328095143129538,
  43. 0.00000000000000000, -0.09827183642181320, -0.12078223763524518,
  44. -0.08440112102048555, 0.00000000000000000, 0.12487171489239651,
  45. 0.28468287047291918, 0.47521466691493719, 0.69314718055994529,
  46. 0.93580193110872523, 1.20097360234707429, 1.48681557859341718,
  47. 1.79175946922805496, 2.11445692745037128, 2.45373657084244234,
  48. 2.80857141857573644, 3.17805383034794575, 3.56137591038669710,
  49. 3.95781396761871651, 4.36671603662228680, 4.78749174278204581,
  50. 5.21960398699022932, 5.66256205985714178, 6.11591589143154568,
  51. 6.57925121201010121, 7.05218545073853953, 7.53436423675873268,
  52. 8.02545839631598312, 8.52516136106541467, 9.03318691960512332,
  53. 9.54926725730099690, 10.07315123968123949, 10.60460290274525086,
  54. 11.14340011995171231, 11.68933342079726856, 12.24220494005076176,
  55. 12.80182748008146909, 13.36802367147604720, 13.94062521940376342,
  56. 14.51947222506051816, 15.10441257307551943, 15.69530137706046524,
  57. 16.29200047656724237, 16.89437797963419285, 17.50230784587389010,
  58. 18.11566950571089407, 18.73434751193644843, 19.35823122022435427,
  59. 19.98721449566188468, 20.62119544270163018, 21.26007615624470048,
  60. 21.90376249182879320, 22.55216385312342098, 23.20519299513386002,
  61. 23.86276584168908954, 24.52480131594137802, 25.19122118273868338,
  62. 25.86194990184851861, 26.53691449111561340, 27.21604439872720604,
  63. 27.89927138384089389, 28.58652940490193828, 29.27775451504081516,
  64. 29.97288476399884871, 30.67186010608067548, 31.37462231367769050,
  65. 32.08111489594735843, 32.79128302226991565, 33.50507345013689076,
  66. 34.22243445715505317, 34.94331577687681545, 35.66766853819134298,
  67. 36.39544520803305261, 37.12659953718355865, 37.86108650896109395,
  68. 38.59886229060776230, 39.33988418719949465, 40.08411059791735198,
  69. 40.83150097453079752, 41.58201578195490100, 42.33561646075348506,
  70. 43.09226539146988699, 43.85192586067515208, 44.61456202863158893,
  71. 45.38013889847690052, 46.14862228684032885, 46.91997879580877395,
  72. 47.69417578616628361, 48.47118135183522014, 49.25096429545256882,
  73. 50.03349410501914463, 50.81874093156324790, 51.60667556776436982,
  74. 52.39726942748592364, 53.19049452616926743, 53.98632346204390586,
  75. 54.78472939811231157, 55.58568604486942633, 56.38916764371992940,
  76. 57.19514895105859864, 58.00360522298051080, 58.81451220059079787,
  77. 59.62784609588432261, 60.44358357816834371, 61.26170176100199427,
  78. 62.08217818962842927, 62.90499082887649962, 63.73011805151035958,
  79. 64.55753862700632340, 65.38723171073768015, 66.21917683354901385,
  80. 67.05335389170279825, 67.88974313718154008, 68.72832516833013017,
  81. 69.56908092082363737, 70.41199165894616385, 71.25703896716800045,
  82. 72.10420474200799390, 72.95347118416940191, 73.80482079093779646,
  83. 74.65823634883015814, 75.51370092648485866, 76.37119786778275454,
  84. 77.23071078519033961, 78.09222355331530707, 78.95572030266725960,
  85. 79.82118541361435859, 80.68860351052903468, 81.55795945611502873,
  86. 82.42923834590904164, 83.30242550295004378, 84.17750647261028973,
  87. 85.05446701758152983, 85.93329311301090456, 86.81397094178107920,
  88. 87.69648688992882057, 88.58082754219766741, 89.46697967771913795,
  89. 90.35493026581838194, 91.24466646193963015, 92.13617560368709292,
  90. 93.02944520697742803, 93.92446296229978486, 94.82121673107967297,
  91. 95.71969454214321615, 96.61988458827809723, 97.52177522288820910,
  92. 98.42535495673848800, 99.33061245478741341, 100.23753653310367895,
  93. 101.14611615586458981, 102.05634043243354370, 102.96819861451382394,
  94. 103.88168009337621811, 104.79677439715833032, 105.71347118823287303,
  95. 106.63176026064346047, 107.55163153760463501, 108.47307506906540198,
  96. 109.39608102933323153, 110.32063971475740516, 111.24674154146920557,
  97. 112.17437704317786995, 113.10353686902013237, 114.03421178146170689,
  98. 114.96639265424990128, 115.90007047041454769, 116.83523632031698014,
  99. 117.77188139974506953, 118.70999700805310795, 119.64957454634490830,
  100. 120.59060551569974962, 121.53308151543865279, 122.47699424143097247,
  101. 123.42233548443955726, 124.36909712850338394, 125.31727114935689826,
  102. 126.26684961288492559, 127.21782467361175861, 128.17018857322420899,
  103. 129.12393363912724453, 130.07905228303084755, 131.03553699956862033,
  104. 131.99338036494577864, 132.95257503561629164, 133.91311374698926784,
  105. 134.87498931216194364, 135.83819462068046846, 136.80272263732638294,
  106. 137.76856640092901785, 138.73571902320256299, 139.70417368760718091,
  107. 140.67392364823425055, 141.64496222871400732, 142.61728282114600574,
  108. 143.59087888505104047, 144.56574394634486680, 145.54187159633210058,
  109. 146.51925549072063859, 147.49788934865566148, 148.47776695177302031,
  110. 149.45888214327129617, 150.44122882700193600, 151.42480096657754984,
  111. 152.40959258449737490, 153.39559776128982094, 154.38281063467164245,
  112. 155.37122539872302696, 156.36083630307879844, 157.35163765213474107,
  113. 158.34362380426921391, 159.33678917107920370, 160.33112821663092973,
  114. 161.32663545672428995, 162.32330545817117695, 163.32113283808695314,
  115. 164.32011226319519892, 165.32023844914485267, 166.32150615984036790,
  116. 167.32391020678358018, 168.32744544842768164, 169.33210678954270634,
  117. 170.33788918059275375, 171.34478761712384198, 172.35279713916281707,
  118. 173.36191283062726143, 174.37212981874515094, 175.38344327348534080,
  119. 176.39584840699734514, 177.40934047306160437, 178.42391476654847793,
  120. 179.43956662288721304, 180.45629141754378111, 181.47408456550741107,
  121. 182.49294152078630304, 183.51285777591152737, 184.53382886144947861,
  122. 185.55585034552262869, 186.57891783333786861, 187.60302696672312095,
  123. 188.62817342367162610, 189.65435291789341932, 190.68156119837468054,
  124. 191.70979404894376330, 192.73904728784492590, 193.76931676731820176,
  125. 194.80059837318714244, 195.83288802445184729, 196.86618167288995096,
  126. 197.90047530266301123, 198.93576492992946214, 199.97204660246373464,
  127. 201.00931639928148797, 202.04757043027063901, 203.08680483582807597,
  128. 204.12701578650228385, 205.16819948264117102, 206.21035215404597807,
  129. 207.25347005962987623, 208.29754948708190909, 209.34258675253678916,
  130. 210.38857820024875878, 211.43552020227099320, 212.48340915813977858,
  131. 213.53224149456323744, 214.58201366511514152, 215.63272214993284592,
  132. 216.68436345542014010, 217.73693411395422004, 218.79043068359703739,
  133. 219.84484974781133815, 220.90018791517996988, 221.95644181913033322,
  134. 223.01360811766215875, 224.07168349307951871, 225.13066465172661879,
  135. 226.19054832372759734, 227.25133126272962159, 228.31301024565024704,
  136. 229.37558207242807384, 230.43904356577689896, 231.50339157094342113,
  137. 232.56862295546847008, 233.63473460895144740, 234.70172344281823484,
  138. 235.76958639009222907, 236.83832040516844586, 237.90792246359117712,
  139. 238.97838956183431947, 240.04971871708477238, 241.12190696702904802,
  140. 242.19495136964280846, 243.26884900298270509, 244.34359696498191283,
  141. 245.41919237324782443, 246.49563236486270057, 247.57291409618682110,
  142. 248.65103474266476269, 249.72999149863338175, 250.80978157713354904,
  143. 251.89040220972316320, 252.97185064629374551, 254.05412415488834199,
  144. 255.13722002152300661, 256.22113555000953511, 257.30586806178126835,
  145. 258.39141489572085675, 259.47777340799029844, 260.56494097186322279,
  146. 261.65291497755913497, 262.74169283208021852, 263.83127195904967266,
  147. 264.92164979855277807, 266.01282380697938379, 267.10479145686849733,
  148. 268.19755023675537586, 269.29109765101975427, 270.38543121973674488,
  149. 271.48054847852881721, 272.57644697842033565, 273.67312428569374561,
  150. 274.77057798174683967, 275.86880566295326389, 276.96780494052313770,
  151. 278.06757344036617496, 279.16810880295668085, 280.26940868320008349,
  152. 281.37147075030043197, 282.47429268763045229, 283.57787219260217171,
  153. 284.68220697654078322, 285.78729476455760050, 286.89313329542699194,
  154. 287.99972032146268930, 289.10705360839756395, 290.21513093526289140,
  155. 291.32395009427028754, 292.43350889069523646, 293.54380514276073200,
  156. 294.65483668152336350, 295.76660135076059532, 296.87909700685889902,
  157. 297.99232151870342022, 299.10627276756946458, 300.22094864701409733,
  158. 301.33634706277030091, 302.45246593264130297, 303.56930318639643929,
  159. 304.68685676566872189, 305.80512462385280514, 306.92410472600477078,
  160. 308.04379504874236773, 309.16419358014690033, 310.28529831966631036,
  161. 311.40710727801865687, 312.52961847709792664, 313.65282994987899201,
  162. 314.77673974032603610, 315.90134590329950015, 317.02664650446632777,
  163. 318.15263962020929966, 319.27932333753892635, 320.40669575400545455,
  164. 321.53475497761127144, 322.66349912672620803, 323.79292633000159185,
  165. 324.92303472628691452, 326.05382246454587403, 327.18528770377525916,
  166. 328.31742861292224234, 329.45024337080525356, 330.58373016603343331,
  167. 331.71788719692847280, 332.85271267144611329, 333.98820480709991898,
  168. 335.12436183088397001, 336.26118197919845443, 337.39866349777429377,
  169. 338.53680464159958774, 339.67560367484657036, 340.81505887079896411,
  170. 341.95516851178109619, 343.09593088908627578, 344.23734430290727460,
  171. 345.37940706226686416, 346.52211748494903532, 347.66547389743118401,
  172. 348.80947463481720661, 349.95411804077025408, 351.09940246744753267,
  173. 352.24532627543504759, 353.39188783368263103, 354.53908551944078908,
  174. 355.68691771819692349, 356.83538282361303118, 357.98447923746385868,
  175. 359.13420536957539753
  176. };
  177. TEST_BEGIN(test_ln_gamma_misc) {
  178. unsigned i;
  179. for (i = 1; i < sizeof(ln_gamma_misc_expected)/sizeof(double); i++) {
  180. double x = (double)i * 0.25;
  181. assert_true(double_eq_rel(ln_gamma(x),
  182. ln_gamma_misc_expected[i], MAX_REL_ERR, MAX_ABS_ERR),
  183. "Incorrect ln_gamma result for i=%u", i);
  184. }
  185. }
  186. TEST_END
  187. /* Expected pt_norm([0.01..0.99] increment=0.01). */
  188. static const double pt_norm_expected[] = {
  189. -INFINITY,
  190. -2.32634787404084076, -2.05374891063182252, -1.88079360815125085,
  191. -1.75068607125216946, -1.64485362695147264, -1.55477359459685305,
  192. -1.47579102817917063, -1.40507156030963221, -1.34075503369021654,
  193. -1.28155156554460081, -1.22652812003661049, -1.17498679206608991,
  194. -1.12639112903880045, -1.08031934081495606, -1.03643338949378938,
  195. -0.99445788320975281, -0.95416525314619416, -0.91536508784281390,
  196. -0.87789629505122846, -0.84162123357291418, -0.80642124701824025,
  197. -0.77219321418868492, -0.73884684918521371, -0.70630256284008752,
  198. -0.67448975019608171, -0.64334540539291685, -0.61281299101662701,
  199. -0.58284150727121620, -0.55338471955567281, -0.52440051270804067,
  200. -0.49585034734745320, -0.46769879911450812, -0.43991316567323380,
  201. -0.41246312944140462, -0.38532046640756751, -0.35845879325119373,
  202. -0.33185334643681652, -0.30548078809939738, -0.27931903444745404,
  203. -0.25334710313579978, -0.22754497664114931, -0.20189347914185077,
  204. -0.17637416478086135, -0.15096921549677725, -0.12566134685507399,
  205. -0.10043372051146975, -0.07526986209982976, -0.05015358346473352,
  206. -0.02506890825871106, 0.00000000000000000, 0.02506890825871106,
  207. 0.05015358346473366, 0.07526986209982990, 0.10043372051146990,
  208. 0.12566134685507413, 0.15096921549677739, 0.17637416478086146,
  209. 0.20189347914185105, 0.22754497664114931, 0.25334710313579978,
  210. 0.27931903444745404, 0.30548078809939738, 0.33185334643681652,
  211. 0.35845879325119373, 0.38532046640756762, 0.41246312944140484,
  212. 0.43991316567323391, 0.46769879911450835, 0.49585034734745348,
  213. 0.52440051270804111, 0.55338471955567303, 0.58284150727121620,
  214. 0.61281299101662701, 0.64334540539291685, 0.67448975019608171,
  215. 0.70630256284008752, 0.73884684918521371, 0.77219321418868492,
  216. 0.80642124701824036, 0.84162123357291441, 0.87789629505122879,
  217. 0.91536508784281423, 0.95416525314619460, 0.99445788320975348,
  218. 1.03643338949378938, 1.08031934081495606, 1.12639112903880045,
  219. 1.17498679206608991, 1.22652812003661049, 1.28155156554460081,
  220. 1.34075503369021654, 1.40507156030963265, 1.47579102817917085,
  221. 1.55477359459685394, 1.64485362695147308, 1.75068607125217102,
  222. 1.88079360815125041, 2.05374891063182208, 2.32634787404084076
  223. };
  224. TEST_BEGIN(test_pt_norm) {
  225. unsigned i;
  226. for (i = 1; i < sizeof(pt_norm_expected)/sizeof(double); i++) {
  227. double p = (double)i * 0.01;
  228. assert_true(double_eq_rel(pt_norm(p), pt_norm_expected[i],
  229. MAX_REL_ERR, MAX_ABS_ERR),
  230. "Incorrect pt_norm result for i=%u", i);
  231. }
  232. }
  233. TEST_END
  234. /*
  235. * Expected pt_chi2(p=[0.01..0.99] increment=0.07,
  236. * df={0.1, 1.1, 10.1, 100.1, 1000.1}).
  237. */
  238. static const double pt_chi2_df[] = {0.1, 1.1, 10.1, 100.1, 1000.1};
  239. static const double pt_chi2_expected[] = {
  240. 1.168926411457320e-40, 1.347680397072034e-22, 3.886980416666260e-17,
  241. 8.245951724356564e-14, 2.068936347497604e-11, 1.562561743309233e-09,
  242. 5.459543043426564e-08, 1.114775688149252e-06, 1.532101202364371e-05,
  243. 1.553884683726585e-04, 1.239396954915939e-03, 8.153872320255721e-03,
  244. 4.631183739647523e-02, 2.473187311701327e-01, 2.175254800183617e+00,
  245. 0.0003729887888876379, 0.0164409238228929513, 0.0521523015190650113,
  246. 0.1064701372271216612, 0.1800913735793082115, 0.2748704281195626931,
  247. 0.3939246282787986497, 0.5420727552260817816, 0.7267265822221973259,
  248. 0.9596554296000253670, 1.2607440376386165326, 1.6671185084541604304,
  249. 2.2604828984738705167, 3.2868613342148607082, 6.9298574921692139839,
  250. 2.606673548632508, 4.602913725294877, 5.646152813924212,
  251. 6.488971315540869, 7.249823275816285, 7.977314231410841,
  252. 8.700354939944047, 9.441728024225892, 10.224338321374127,
  253. 11.076435368801061, 12.039320937038386, 13.183878752697167,
  254. 14.657791935084575, 16.885728216339373, 23.361991680031817,
  255. 70.14844087392152, 80.92379498849355, 85.53325420085891,
  256. 88.94433120715347, 91.83732712857017, 94.46719943606301,
  257. 96.96896479994635, 99.43412843510363, 101.94074719829733,
  258. 104.57228644307247, 107.43900093448734, 110.71844673417287,
  259. 114.76616819871325, 120.57422505959563, 135.92318818757556,
  260. 899.0072447849649, 937.9271278858220, 953.8117189560207,
  261. 965.3079371501154, 974.8974061207954, 983.4936235182347,
  262. 991.5691170518946, 999.4334123954690, 1007.3391826856553,
  263. 1015.5445154999951, 1024.3777075619569, 1034.3538789836223,
  264. 1046.4872561869577, 1063.5717461999654, 1107.0741966053859
  265. };
  266. TEST_BEGIN(test_pt_chi2) {
  267. unsigned i, j;
  268. unsigned e = 0;
  269. for (i = 0; i < sizeof(pt_chi2_df)/sizeof(double); i++) {
  270. double df = pt_chi2_df[i];
  271. double ln_gamma_df = ln_gamma(df * 0.5);
  272. for (j = 1; j < 100; j += 7) {
  273. double p = (double)j * 0.01;
  274. assert_true(double_eq_rel(pt_chi2(p, df, ln_gamma_df),
  275. pt_chi2_expected[e], MAX_REL_ERR, MAX_ABS_ERR),
  276. "Incorrect pt_chi2 result for i=%u, j=%u", i, j);
  277. e++;
  278. }
  279. }
  280. }
  281. TEST_END
  282. /*
  283. * Expected pt_gamma(p=[0.1..0.99] increment=0.07,
  284. * shape=[0.5..3.0] increment=0.5).
  285. */
  286. static const double pt_gamma_shape[] = {0.5, 1.0, 1.5, 2.0, 2.5, 3.0};
  287. static const double pt_gamma_expected[] = {
  288. 7.854392895485103e-05, 5.043466107888016e-03, 1.788288957794883e-02,
  289. 3.900956150232906e-02, 6.913847560638034e-02, 1.093710833465766e-01,
  290. 1.613412523825817e-01, 2.274682115597864e-01, 3.114117323127083e-01,
  291. 4.189466220207417e-01, 5.598106789059246e-01, 7.521856146202706e-01,
  292. 1.036125427911119e+00, 1.532450860038180e+00, 3.317448300510606e+00,
  293. 0.01005033585350144, 0.08338160893905107, 0.16251892949777497,
  294. 0.24846135929849966, 0.34249030894677596, 0.44628710262841947,
  295. 0.56211891815354142, 0.69314718055994529, 0.84397007029452920,
  296. 1.02165124753198167, 1.23787435600161766, 1.51412773262977574,
  297. 1.89711998488588196, 2.52572864430825783, 4.60517018598809091,
  298. 0.05741590094955853, 0.24747378084860744, 0.39888572212236084,
  299. 0.54394139997444901, 0.69048812513915159, 0.84311389861296104,
  300. 1.00580622221479898, 1.18298694218766931, 1.38038096305861213,
  301. 1.60627736383027453, 1.87396970522337947, 2.20749220408081070,
  302. 2.65852391865854942, 3.37934630984842244, 5.67243336507218476,
  303. 0.1485547402532659, 0.4657458011640391, 0.6832386130709406,
  304. 0.8794297834672100, 1.0700752852474524, 1.2629614217350744,
  305. 1.4638400448580779, 1.6783469900166610, 1.9132338090606940,
  306. 2.1778589228618777, 2.4868823970010991, 2.8664695666264195,
  307. 3.3724415436062114, 4.1682658512758071, 6.6383520679938108,
  308. 0.2771490383641385, 0.7195001279643727, 0.9969081732265243,
  309. 1.2383497880608061, 1.4675206597269927, 1.6953064251816552,
  310. 1.9291243435606809, 2.1757300955477641, 2.4428032131216391,
  311. 2.7406534569230616, 3.0851445039665513, 3.5043101122033367,
  312. 4.0575997065264637, 4.9182956424675286, 7.5431362346944937,
  313. 0.4360451650782932, 0.9983600902486267, 1.3306365880734528,
  314. 1.6129750834753802, 1.8767241606994294, 2.1357032436097660,
  315. 2.3988853336865565, 2.6740603137235603, 2.9697561737517959,
  316. 3.2971457713883265, 3.6731795898504660, 4.1275751617770631,
  317. 4.7230515633946677, 5.6417477865306020, 8.4059469148854635
  318. };
  319. TEST_BEGIN(test_pt_gamma_shape) {
  320. unsigned i, j;
  321. unsigned e = 0;
  322. for (i = 0; i < sizeof(pt_gamma_shape)/sizeof(double); i++) {
  323. double shape = pt_gamma_shape[i];
  324. double ln_gamma_shape = ln_gamma(shape);
  325. for (j = 1; j < 100; j += 7) {
  326. double p = (double)j * 0.01;
  327. assert_true(double_eq_rel(pt_gamma(p, shape, 1.0,
  328. ln_gamma_shape), pt_gamma_expected[e], MAX_REL_ERR,
  329. MAX_ABS_ERR),
  330. "Incorrect pt_gamma result for i=%u, j=%u", i, j);
  331. e++;
  332. }
  333. }
  334. }
  335. TEST_END
  336. TEST_BEGIN(test_pt_gamma_scale) {
  337. double shape = 1.0;
  338. double ln_gamma_shape = ln_gamma(shape);
  339. assert_true(double_eq_rel(
  340. pt_gamma(0.5, shape, 1.0, ln_gamma_shape) * 10.0,
  341. pt_gamma(0.5, shape, 10.0, ln_gamma_shape), MAX_REL_ERR,
  342. MAX_ABS_ERR),
  343. "Scale should be trivially equivalent to external multiplication");
  344. }
  345. TEST_END
  346. int
  347. main(void) {
  348. return test(
  349. test_ln_gamma_factorial,
  350. test_ln_gamma_misc,
  351. test_pt_norm,
  352. test_pt_chi2,
  353. test_pt_gamma_shape,
  354. test_pt_gamma_scale);
  355. }