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1[section:error_test Relative Error and Testing]
2
3[h4 Synopsis]
4
5``
6#include <boost/math/tools/test.hpp>
7``
8
9[important
10The header `boost/math/tools/test.hpp` is located under `libs/math/include_private`
11and is NOT installed to the usual locations by default; you will need to add `libs/math/include_private`
12to your compiler's include path in order to use this header.]
13
14   template <class T>
15   T relative_error(T a, T b);
16
17   template <class A, class F1, class F2>
18   test_result<see-below> test(const A& a, F1 test_func, F2 expect_func);
19
20[h4 Description]
21
22   template <class T>
23   T relative_error(T a, T v);
24
25Returns the relative error between /a/ and /v/ using the usual formula:
26
27[equation error1]
28
29In addition the value returned is zero if:
30
31* Both /a/ and /v/ are infinite.
32* Both /a/ and /v/ are denormalised numbers or zero.
33
34Otherwise if only one of /a/ and /v/ is zero then the value returned is 1.
35
36   template <class A, class F1, class F2>
37   test_result<see-below> test(const A& a, F1 test_func, F2 expect_func);
38
39This function is used for testing a function against tabulated test data.
40
41The return type contains statistical data on the relative errors (max, mean,
42variance, and the number of test cases etc), as well as the row of test data that
43caused the largest relative error.  Public members of type test_result are:
44
45[variablelist
46[[`unsigned worst()const;`][Returns the row at which the worst error occurred.]]
47[[`T min()const;`][Returns the smallest relative error found.]]
48[[`T max()const;`][Returns the largest relative error found.]]
49[[`T mean()const;`][Returns the mean error found.]]
50[[`boost::uintmax_t count()const;`][Returns the number of test cases.]]
51[[`T variance()const;`][Returns the variance of the errors found.]]
52[[`T variance1()const;`][Returns the unbiased variance of the errors found.]]
53[[`T rms()const`][Returns the Root Mean Square, or quadratic mean of the errors.]]
54[[`test_result& operator+=(const test_result& t)`][Combines two test_result's into
55a single result.]]
56]
57
58The template parameter of test_result, is the same type as the values in the two
59dimensional array passed to function /test/, roughly that's
60`A::value_type::value_type`.
61
62Parameter /a/ is a matrix of test data: and must be a standard library Sequence type,
63that contains another Sequence type:
64typically it will be a two dimensional instance of
65[^boost::array].  Each row
66of /a/ should contain all the parameters that are passed to the function
67under test as well as the expected result.
68
69Parameter /test_func/ is the function under test, it is invoked with each row
70of test data in /a/.  Typically type F1 is created with Boost.Lambda: see
71the example below.
72
73Parameter /expect_func/ is a functor that extracts the expected result
74from a row of test data in /a/.  Typically type F2 is created with Boost.Lambda: see
75the example below.
76
77If the function under test returns a non-finite value when a finite result is
78expected, or if a gross error is found, then a message is sent to `std::cerr`,
79and a call to BOOST_ERROR() made (which means that including this header requires
80you use Boost.Test).  This is mainly a debugging/development aid
81(and a good place for a breakpoint).
82
83[h4 Example]
84
85Suppose we want to test the `tgamma` and `lgamma` functions, we can create a
86two-dimensional matrix of test data, each row is one test case, and contains
87three elements: the input value, and the expected results for the `tgamma` and
88`lgamma` functions respectively.
89
90   static const boost::array<boost::array<TestType, 3>, NumberOfTests>
91      factorials = {
92         /* big array of test data goes here */
93      };
94
95Now we can invoke the test function to test tgamma:
96
97   using namespace boost::math::tools;
98   using namespace boost::lambda;
99
100   // get a pointer to the function under test:
101   TestType (*funcp)(TestType) = boost::math::tgamma;
102
103   // declare something to hold the result:
104   test_result<TestType> result;
105   //
106   // and test tgamma against data:
107   //
108   result = test(
109      factorials,
110      bind(funcp, ret<TestType>(_1[0])), // calls tgamma with factorials[row][0]
111      ret<TestType>(_1[1])               // extracts the expected result from factorials[row][1]
112   );
113   //
114   // Print out some results:
115   //
116   std::cout << "The Mean was " << result.mean() << std::endl;
117   std::cout << "The worst error was " << (result.max)() << std::endl;
118   std::cout << "The worst error was at row " << result.worst_case() << std::endl;
119   //
120   // same again with lgamma this time:
121   //
122   funcp = boost::math::lgamma;
123   result = test(
124      factorials,
125      bind(funcp, ret<TestType>(_1[0])), // calls tgamma with factorials[row][0]
126      ret<TestType>(_1[2])               // extracts the expected result from factorials[row][2]
127   );
128   //
129   // etc ...
130   //
131
132[endsect] [/section:error_test Relative Error and Testing]
133
134[/
135  Copyright 2006 John Maddock and Paul A. Bristow.
136  Distributed under the Boost Software License, Version 1.0.
137  (See accompanying file LICENSE_1_0.txt or copy at
138  http://www.boost.org/LICENSE_1_0.txt).
139]
140