MATH-738: New implementation of Beta.logBeta(double, double), based on the NSWC
library of mathematical functions.
- increased accuracy
- deprecation of Beta.logBeta(double, double, double, int) as the new
implementation is no longer iterative.
- some private methods are tested through reflection.
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1415853 13f79535-47bb-0310-9956-ffa450edef68
This commit is contained in:
Sebastien Brisard
parent
949ba2c539
commit
f64b6a906b
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@ -16,12 +16,38 @@
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*/
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package org.apache.commons.math3.special;
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import org.apache.commons.math3.exception.NumberIsTooSmallException;
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import org.apache.commons.math3.exception.OutOfRangeException;
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import org.apache.commons.math3.util.ContinuedFraction;
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import org.apache.commons.math3.util.FastMath;
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/**
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* <p>
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* This is a utility class that provides computation methods related to the
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* Beta family of functions.
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* </p>
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* <p>
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* Implementation of {@link #logBeta(double, double)} is based on the
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* algorithms described in
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* <ul>
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* <li><a href="http://dx.doi.org/10.1145/22721.23109">Didonato and Morris
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* (1986)</a>, <em>Computation of the Incomplete Gamma Function Ratios
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* and their Inverse</em>, TOMS 12(4), 377-393,</li>
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* <li><a href="http://dx.doi.org/10.1145/131766.131776">Didonato and Morris
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* (1992)</a>, <em>Algorithm 708: Significant Digit Computation of the
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* Incomplete Beta Function Ratios</em>, TOMS 18(3), 360-373,</li>
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* </ul>
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* and implemented in the
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* <a href="http://www.dtic.mil/docs/citations/ADA476840">NSWC Library of Mathematical Functions</a>,
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* available
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* <a href="http://www.ualberta.ca/CNS/RESEARCH/Software/NumericalNSWC/site.html">here</a>.
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* This library is "approved for public release", and the
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* <a href="http://www.dtic.mil/dtic/pdf/announcements/CopyrightGuidance.pdf">Copyright guidance</a>
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* indicates that unless otherwise stated in the code, all FORTRAN functions in
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* this library are license free. Since no such notice appears in the code these
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* functions can safely be ported to Commons-Math.
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* </p>
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*
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*
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* @version $Id$
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*/
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@ -29,6 +55,47 @@ public class Beta {
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/** Maximum allowed numerical error. */
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private static final double DEFAULT_EPSILON = 1E-14;
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/** The constant value of ½log 2π. */
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private static final double HALF_LOG_TWO_PI = .9189385332046727;
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/**
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* <p>
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* The coefficients of the series expansion of the Δ function. This function
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* is defined as follows
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* </p>
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* <center>Δ(x) = log Γ(x) - (x - 0.5) log a + a - 0.5 log 2π,</center>
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* <p>
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* see equation (23) in Didonato and Morris (1992). The series expansion,
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* which applies for x ≥ 10, reads
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* </p>
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* <pre>
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* 14
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* ====
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* 1 \ 2 n
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* Δ(x) = --- > d (10 / x)
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* x / n
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* ====
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* n = 0
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* <pre>
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*/
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private static final double[] DELTA = {
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.833333333333333333333333333333E-01,
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-.277777777777777777777777752282E-04,
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.793650793650793650791732130419E-07,
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-.595238095238095232389839236182E-09,
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.841750841750832853294451671990E-11,
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-.191752691751854612334149171243E-12,
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.641025640510325475730918472625E-14,
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-.295506514125338232839867823991E-15,
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.179643716359402238723287696452E-16,
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-.139228964661627791231203060395E-17,
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.133802855014020915603275339093E-18,
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-.154246009867966094273710216533E-19,
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.197701992980957427278370133333E-20,
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-.234065664793997056856992426667E-21,
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.171348014966398575409015466667E-22
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};
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/**
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* Default constructor. Prohibit instantiation.
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*/
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@ -159,17 +226,6 @@ public class Beta {
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return ret;
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}
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/**
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* Returns the natural logarithm of the beta function B(a, b).
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*
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* @param a Parameter {@code a}.
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* @param b Parameter {@code b}.
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* @return log(B(a, b)).
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*/
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public static double logBeta(double a, double b) {
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return logBeta(a, b, DEFAULT_EPSILON, Integer.MAX_VALUE);
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}
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/**
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* Returns the natural logarithm of the beta function B(a, b).
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*
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@ -181,27 +237,272 @@ public class Beta {
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*
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* @param a Parameter {@code a}.
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* @param b Parameter {@code b}.
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* @param epsilon When the absolute value of the nth item in the
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* series is less than epsilon the approximation ceases to calculate
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* further elements in the series.
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* @param maxIterations Maximum number of "iterations" to complete.
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* @param epsilon This parameter is ignored.
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* @param maxIterations This parameter is ignored.
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* @return log(B(a, b)).
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* @deprecated as of version 3.1, this method is deprecated as the
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* computation of the beta function is no longer iterative. This method
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* internally calls {@link #logBeta(double, double)}.
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*/
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@Deprecated
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public static double logBeta(double a, double b,
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double epsilon,
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int maxIterations) {
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double ret;
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if (Double.isNaN(a) ||
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Double.isNaN(b) ||
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a <= 0.0 ||
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b <= 0.0) {
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ret = Double.NaN;
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} else {
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ret = Gamma.logGamma(a) + Gamma.logGamma(b) -
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Gamma.logGamma(a + b);
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return logBeta(a, b);
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}
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return ret;
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/**
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* Returns the value of log Γ(a + b) for 1 ≤ a, b ≤ 2. Based on the
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* <em>NSWC Library of Mathematics Subroutines</em> double precision
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* implementation, {@code DGSMLN}.
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*
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* @param a First argument.
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* @param b Second argument.
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* @return the value of {@code log(Gamma(a + b))}.
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* @throws OutOfRangeException if {@code a} or {@code b} is lower than
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* {@code 1.0} or greater than {@code 2.0}.
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*/
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private static double logGammaSum(final double a, final double b)
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throws OutOfRangeException {
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if ((a < 1.0) || (a > 2.0)) {
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throw new OutOfRangeException(a, 1.0, 2.0);
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}
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if ((b < 1.0) || (b > 2.0)) {
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throw new OutOfRangeException(b, 1.0, 2.0);
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}
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final double x = (a - 1.0) + (b - 1.0);
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if (x <= 0.5) {
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return Gamma.logGamma1p(1.0 + x);
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} else if (x <= 1.5) {
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return Gamma.logGamma1p(x) + FastMath.log1p(x);
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} else {
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return Gamma.logGamma1p(x - 1.0) + FastMath.log(x * (1.0 + x));
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}
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}
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/**
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* Returns the value of log[Γ(b) / Γ(a + b)] for a ≥ 0 and b ≥ 10. Based on
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* the <em>NSWC Library of Mathematics Subroutines</em> double precision
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* implementation, {@code DLGDIV}.
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*
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* @param a First argument.
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* @param b Second argument.
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* @return the value of {@code log(Gamma(b) / Gamma(a + b))}.
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* @throws NumberIsTooSmallException if {@code a < 0.0} or {@code b < 10.0}.
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*/
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private static double logGammaMinusLogGammaSum(final double a,
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final double b)
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throws NumberIsTooSmallException {
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if (a < 0.0) {
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throw new NumberIsTooSmallException(a, 0.0, true);
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}
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if (b < 10.0) {
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throw new NumberIsTooSmallException(b, 10.0, true);
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}
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/*
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* p = a / (a + b), q = b / (a + b), d = a + b - 0.5
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*/
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final double p;
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final double q;
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final double d;
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final double w;
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if (a <= b) {
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d = b + (a - 0.5);
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w = deltaMinusDeltaSum(a, b);
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} else {
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d = a + (b - 0.5);
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w = deltaMinusDeltaSum(b, a);
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}
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final double u = d * FastMath.log1p(a / b);
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final double v = a * (FastMath.log(b) - 1.0);
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return u <= v ? (w - u) - v : (w - v) - u;
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}
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/**
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* Returns the value of Δ(b) - Δ(a + b), with 0 ≤ a ≤ b and b ≥ 10. Based
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* on equations (26), (27) and (28) in Didonato and Morris (1992).
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*
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* @param a First argument.
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* @param b Second argument.
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* @return the value of {@code Delta(b) - Delta(a + b)}
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* @throws OutOfRangeException if {@code a < 0} or {@code a > b}
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* @throws NumberIsTooSmallException if {@code b < 10}
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*/
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private static double deltaMinusDeltaSum(final double a,
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final double b)
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throws OutOfRangeException, NumberIsTooSmallException {
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if ((a < 0) || (a > b)) {
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throw new OutOfRangeException(a, 0, b);
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}
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if (b < 10) {
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throw new NumberIsTooSmallException(b, 10, true);
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}
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final double h = a / b;
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final double p = h / (1.0 + h);
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final double q = 1.0 / (1.0 + h);
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final double q2 = q * q;
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/*
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* s[i] = 1 + q + ... - q**(2 * i)
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*/
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final double[] s = new double[DELTA.length];
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s[0] = 1.0;
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for (int i = 1; i < s.length; i++) {
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s[i] = 1.0 + (q + q2 * s[i - 1]);
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}
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/*
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* w = Delta(b) - Delta(a + b)
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*/
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final double sqrtT = 10.0 / b;
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final double t = sqrtT * sqrtT;
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double w = DELTA[DELTA.length - 1] * s[s.length - 1];
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for (int i = DELTA.length - 2; i >= 0; i--) {
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w = t * w + DELTA[i] * s[i];
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}
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return w * p / b;
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}
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/**
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* Returns the value of Δ(p) + Δ(q) - Δ(p + q), with p, q ≥ 10. Based on
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* the <em>NSWC Library of Mathematics Subroutines</em> double precision
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* implementation, {@code DBCORR}.
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*
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* @param p First argument.
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* @param q Second argument.
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* @return the value of {@code Delta(p) + Delta(q) - Delta(p + q)}.
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* @throws NumberIsTooSmallException if {@code p < 10.0} or {@code q < 10.0}.
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*/
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private static double sumDeltaMinusDeltaSum(final double p,
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final double q) {
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if (p < 10.0) {
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throw new NumberIsTooSmallException(p, 10.0, true);
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}
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if (q < 10.0) {
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throw new NumberIsTooSmallException(q, 10.0, true);
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}
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final double a = FastMath.min(p, q);
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final double b = FastMath.max(p, q);
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final double sqrtT = 10.0 / a;
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final double t = sqrtT * sqrtT;
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double z = DELTA[DELTA.length - 1];
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for (int i = DELTA.length - 2; i >= 0; i--) {
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z = t * z + DELTA[i];
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}
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return z / a + deltaMinusDeltaSum(a, b);
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}
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/**
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* Returns the value of log B(p, q) for 0 ≤ x ≤ 1 and p, q > 0. Based on the
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* <em>NSWC Library of Mathematics Subroutines</em> implementation,
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* {@code DBETLN}.
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*
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* @param p First argument.
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* @param q Second argument.
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* @return the value of {@code log(Beta(p, q))}, {@code NaN} if
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* {@code p <= 0} or {@code q <= 0}.
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*/
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public static final double logBeta(final double p, final double q) {
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if (Double.isNaN(p) || Double.isNaN(q) || (p <= 0.0) || (q <= 0.0)) {
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return Double.NaN;
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}
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final double a = FastMath.min(p, q);
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final double b = FastMath.max(p, q);
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if (a >= 10.0) {
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final double w = sumDeltaMinusDeltaSum(a, b);
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final double h = a / b;
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final double c = h / (1.0 + h);
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final double u = -(a - 0.5) * FastMath.log(c);
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final double v = b * FastMath.log1p(h);
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if (u <= v) {
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return (((-0.5 * FastMath.log(b) + HALF_LOG_TWO_PI) + w) - u) - v;
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} else {
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return (((-0.5 * FastMath.log(b) + HALF_LOG_TWO_PI) + w) - v) - u;
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}
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} else if (a > 2.0) {
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if (b > 1000.0) {
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final int n = (int) FastMath.floor(a - 1.0);
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double prod = 1.0;
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double ared = a;
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for (int i = 0; i < n; i++) {
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ared -= 1.0;
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prod *= ared / (1.0 + ared / b);
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}
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return (FastMath.log(prod) - n * FastMath.log(b)) +
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(Gamma.logGamma(ared) +
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logGammaMinusLogGammaSum(ared, b));
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} else {
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double prod1 = 1.0;
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double ared = a;
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while (ared > 2.0) {
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ared -= 1.0;
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final double h = ared / b;
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prod1 *= h / (1.0 + h);
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}
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if (b < 10.0) {
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double prod2 = 1.0;
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double bred = b;
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while (bred > 2.0) {
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bred -= 1.0;
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prod2 *= bred / (ared + bred);
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}
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return FastMath.log(prod1) +
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FastMath.log(prod2) +
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(Gamma.logGamma(ared) +
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(Gamma.logGamma(bred) -
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logGammaSum(ared, bred)));
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} else {
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return FastMath.log(prod1) +
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Gamma.logGamma(ared) +
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logGammaMinusLogGammaSum(ared, b);
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}
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}
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} else if (a >= 1.0) {
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if (b > 2.0) {
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if (b < 10.0) {
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double prod = 1.0;
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double bred = b;
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while (bred > 2.0) {
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bred -= 1.0;
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prod *= bred / (a + bred);
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}
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return FastMath.log(prod) +
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(Gamma.logGamma(a) +
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(Gamma.logGamma(bred) -
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logGammaSum(a, bred)));
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} else {
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return Gamma.logGamma(a) +
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logGammaMinusLogGammaSum(a, b);
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}
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} else {
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return Gamma.logGamma(a) +
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Gamma.logGamma(b) -
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logGammaSum(a, b);
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}
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} else {
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if (b >= 10.0) {
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return Gamma.logGamma(a) +
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logGammaMinusLogGammaSum(a, b);
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} else {
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// The following command is the original NSWC implementation.
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// return Gamma.logGamma(a) +
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// (Gamma.logGamma(b) - Gamma.logGamma(a + b));
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// The following command turns out to be more accurate.
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return FastMath.log(Gamma.gamma(a) * Gamma.gamma(b) /
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Gamma.gamma(a + b));
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}
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}
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}
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}
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@ -16,13 +16,63 @@
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*/
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package org.apache.commons.math3.special;
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import java.lang.reflect.InvocationTargetException;
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import java.lang.reflect.Method;
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import org.apache.commons.math3.TestUtils;
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import org.apache.commons.math3.exception.MathIllegalArgumentException;
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import org.apache.commons.math3.exception.NumberIsTooSmallException;
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import org.apache.commons.math3.exception.OutOfRangeException;
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import org.apache.commons.math3.util.FastMath;
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import org.junit.Assert;
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import org.junit.Test;
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/**
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* @version $Id$
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*/
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public class BetaTest {
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/*
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* Use reflection to test private methods.
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*/
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private static final Method LOG_GAMMA_SUM_METHOD;
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private static final Method LOG_GAMMA_MINUS_LOG_GAMMA_SUM_METHOD;
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private static final Method SUM_DELTA_MINUS_DELTA_SUM_METHOD;
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static {
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final Class<Beta> b;
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final Class<Double> d = Double.TYPE;
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b = Beta.class;
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Method m = null;
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try {
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m = b.getDeclaredMethod("logGammaSum", d, d);
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} catch (NoSuchMethodException e) {
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Assert.fail(e.getMessage());
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}
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LOG_GAMMA_SUM_METHOD = m;
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LOG_GAMMA_SUM_METHOD.setAccessible(true);
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m = null;
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try {
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m = b.getDeclaredMethod("logGammaMinusLogGammaSum",d, d);
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} catch (NoSuchMethodException e) {
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Assert.fail(e.getMessage());
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}
|
||||
LOG_GAMMA_MINUS_LOG_GAMMA_SUM_METHOD = m;
|
||||
LOG_GAMMA_MINUS_LOG_GAMMA_SUM_METHOD.setAccessible(true);
|
||||
|
||||
m = null;
|
||||
try {
|
||||
m = b.getDeclaredMethod("sumDeltaMinusDeltaSum",d, d);
|
||||
} catch (NoSuchMethodException e) {
|
||||
Assert.fail(e.getMessage());
|
||||
}
|
||||
SUM_DELTA_MINUS_DELTA_SUM_METHOD = m;
|
||||
SUM_DELTA_MINUS_DELTA_SUM_METHOD.setAccessible(true);
|
||||
}
|
||||
|
||||
private void testRegularizedBeta(double expected, double x,
|
||||
double a, double b) {
|
||||
double actual = Beta.regularizedBeta(x, a, b);
|
||||
|
|
@ -118,4 +168,792 @@ public class BetaTest {
|
|||
public void testLogBetaPositivePositive() {
|
||||
testLogBeta(-0.693147180559945, 1.0, 2.0);
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* Reference data for the {@link Gamma#logGammaSum(double, double)}
|
||||
* function. This data was generated with the following
|
||||
* <a href="http://maxima.sourceforge.net/">Maxima</a> script.
|
||||
*
|
||||
* <pre>
|
||||
* kill(all);
|
||||
*
|
||||
* fpprec : 64;
|
||||
* gsumln(a, b) := log(gamma(a + b));
|
||||
*
|
||||
* x : [1.0b0, 1.125b0, 1.25b0, 1.375b0, 1.5b0, 1.625b0, 1.75b0, 1.875b0, 2.0b0];
|
||||
*
|
||||
* for i : 1 while i <= length(x) do
|
||||
* for j : 1 while j <= length(x) do block(
|
||||
* a : x[i],
|
||||
* b : x[j],
|
||||
* print("{", float(a), ",", float(b), ",", float(gsumln(a, b)), "},")
|
||||
* );
|
||||
* </pre>
|
||||
*/
|
||||
private static final double[][] LOG_GAMMA_SUM_REF = {
|
||||
{ 1.0 , 1.0 , 0.0 },
|
||||
{ 1.0 , 1.125 , .05775985153034387 },
|
||||
{ 1.0 , 1.25 , .1248717148923966 },
|
||||
{ 1.0 , 1.375 , .2006984603774558 },
|
||||
{ 1.0 , 1.5 , .2846828704729192 },
|
||||
{ 1.0 , 1.625 , .3763336820249054 },
|
||||
{ 1.0 , 1.75 , .4752146669149371 },
|
||||
{ 1.0 , 1.875 , .5809359740231859 },
|
||||
{ 1.0 , 2.0 , .6931471805599453 },
|
||||
{ 1.125 , 1.0 , .05775985153034387 },
|
||||
{ 1.125 , 1.125 , .1248717148923966 },
|
||||
{ 1.125 , 1.25 , .2006984603774558 },
|
||||
{ 1.125 , 1.375 , .2846828704729192 },
|
||||
{ 1.125 , 1.5 , .3763336820249054 },
|
||||
{ 1.125 , 1.625 , .4752146669149371 },
|
||||
{ 1.125 , 1.75 , .5809359740231859 },
|
||||
{ 1.125 , 1.875 , .6931471805599453 },
|
||||
{ 1.125 , 2.0 , 0.811531653906724 },
|
||||
{ 1.25 , 1.0 , .1248717148923966 },
|
||||
{ 1.25 , 1.125 , .2006984603774558 },
|
||||
{ 1.25 , 1.25 , .2846828704729192 },
|
||||
{ 1.25 , 1.375 , .3763336820249054 },
|
||||
{ 1.25 , 1.5 , .4752146669149371 },
|
||||
{ 1.25 , 1.625 , .5809359740231859 },
|
||||
{ 1.25 , 1.75 , .6931471805599453 },
|
||||
{ 1.25 , 1.875 , 0.811531653906724 },
|
||||
{ 1.25 , 2.0 , .9358019311087253 },
|
||||
{ 1.375 , 1.0 , .2006984603774558 },
|
||||
{ 1.375 , 1.125 , .2846828704729192 },
|
||||
{ 1.375 , 1.25 , .3763336820249054 },
|
||||
{ 1.375 , 1.375 , .4752146669149371 },
|
||||
{ 1.375 , 1.5 , .5809359740231859 },
|
||||
{ 1.375 , 1.625 , .6931471805599453 },
|
||||
{ 1.375 , 1.75 , 0.811531653906724 },
|
||||
{ 1.375 , 1.875 , .9358019311087253 },
|
||||
{ 1.375 , 2.0 , 1.06569589786406 },
|
||||
{ 1.5 , 1.0 , .2846828704729192 },
|
||||
{ 1.5 , 1.125 , .3763336820249054 },
|
||||
{ 1.5 , 1.25 , .4752146669149371 },
|
||||
{ 1.5 , 1.375 , .5809359740231859 },
|
||||
{ 1.5 , 1.5 , .6931471805599453 },
|
||||
{ 1.5 , 1.625 , 0.811531653906724 },
|
||||
{ 1.5 , 1.75 , .9358019311087253 },
|
||||
{ 1.5 , 1.875 , 1.06569589786406 },
|
||||
{ 1.5 , 2.0 , 1.200973602347074 },
|
||||
{ 1.625 , 1.0 , .3763336820249054 },
|
||||
{ 1.625 , 1.125 , .4752146669149371 },
|
||||
{ 1.625 , 1.25 , .5809359740231859 },
|
||||
{ 1.625 , 1.375 , .6931471805599453 },
|
||||
{ 1.625 , 1.5 , 0.811531653906724 },
|
||||
{ 1.625 , 1.625 , .9358019311087253 },
|
||||
{ 1.625 , 1.75 , 1.06569589786406 },
|
||||
{ 1.625 , 1.875 , 1.200973602347074 },
|
||||
{ 1.625 , 2.0 , 1.341414578068493 },
|
||||
{ 1.75 , 1.0 , .4752146669149371 },
|
||||
{ 1.75 , 1.125 , .5809359740231859 },
|
||||
{ 1.75 , 1.25 , .6931471805599453 },
|
||||
{ 1.75 , 1.375 , 0.811531653906724 },
|
||||
{ 1.75 , 1.5 , .9358019311087253 },
|
||||
{ 1.75 , 1.625 , 1.06569589786406 },
|
||||
{ 1.75 , 1.75 , 1.200973602347074 },
|
||||
{ 1.75 , 1.875 , 1.341414578068493 },
|
||||
{ 1.75 , 2.0 , 1.486815578593417 },
|
||||
{ 1.875 , 1.0 , .5809359740231859 },
|
||||
{ 1.875 , 1.125 , .6931471805599453 },
|
||||
{ 1.875 , 1.25 , 0.811531653906724 },
|
||||
{ 1.875 , 1.375 , .9358019311087253 },
|
||||
{ 1.875 , 1.5 , 1.06569589786406 },
|
||||
{ 1.875 , 1.625 , 1.200973602347074 },
|
||||
{ 1.875 , 1.75 , 1.341414578068493 },
|
||||
{ 1.875 , 1.875 , 1.486815578593417 },
|
||||
{ 1.875 , 2.0 , 1.6369886482725 },
|
||||
{ 2.0 , 1.0 , .6931471805599453 },
|
||||
{ 2.0 , 1.125 , 0.811531653906724 },
|
||||
{ 2.0 , 1.25 , .9358019311087253 },
|
||||
{ 2.0 , 1.375 , 1.06569589786406 },
|
||||
{ 2.0 , 1.5 , 1.200973602347074 },
|
||||
{ 2.0 , 1.625 , 1.341414578068493 },
|
||||
{ 2.0 , 1.75 , 1.486815578593417 },
|
||||
{ 2.0 , 1.875 , 1.6369886482725 },
|
||||
{ 2.0 , 2.0 , 1.791759469228055 },
|
||||
};
|
||||
|
||||
private static double logGammaSum(final double a, final double b) {
|
||||
|
||||
/*
|
||||
* Use reflection to access private method.
|
||||
*/
|
||||
try {
|
||||
return ((Double) LOG_GAMMA_SUM_METHOD.invoke(null, a, b)).doubleValue();
|
||||
} catch (final IllegalAccessException e) {
|
||||
Assert.fail(e.getMessage());
|
||||
} catch (final IllegalArgumentException e) {
|
||||
Assert.fail(e.getMessage());
|
||||
} catch (final InvocationTargetException e) {
|
||||
final Throwable te = e.getTargetException();
|
||||
if (te instanceof MathIllegalArgumentException) {
|
||||
throw (MathIllegalArgumentException) te;
|
||||
}
|
||||
Assert.fail(e.getMessage());
|
||||
}
|
||||
return Double.NaN;
|
||||
}
|
||||
|
||||
@Test
|
||||
public void testLogGammaSum() {
|
||||
final int ulps = 2;
|
||||
for (int i = 0; i < LOG_GAMMA_SUM_REF.length; i++) {
|
||||
final double[] ref = LOG_GAMMA_SUM_REF[i];
|
||||
final double a = ref[0];
|
||||
final double b = ref[1];
|
||||
final double expected = ref[2];
|
||||
final double actual = logGammaSum(a, b);
|
||||
final double tol = ulps * FastMath.ulp(expected);
|
||||
final StringBuilder builder = new StringBuilder();
|
||||
builder.append(a).append(", ").append(b);
|
||||
Assert.assertEquals(builder.toString(), expected, actual, tol);
|
||||
}
|
||||
}
|
||||
|
||||
@Test(expected = OutOfRangeException.class)
|
||||
public void testLogGammaSumPrecondition1() {
|
||||
|
||||
logGammaSum(0.0, 1.0);
|
||||
}
|
||||
|
||||
@Test(expected = OutOfRangeException.class)
|
||||
public void testLogGammaSumPrecondition2() {
|
||||
|
||||
logGammaSum(3.0, 1.0);
|
||||
}
|
||||
|
||||
@Test(expected = OutOfRangeException.class)
|
||||
public void testLogGammaSumPrecondition3() {
|
||||
|
||||
logGammaSum(1.0, 0.0);
|
||||
}
|
||||
|
||||
@Test(expected = OutOfRangeException.class)
|
||||
public void testLogGammaSumPrecondition4() {
|
||||
|
||||
logGammaSum(1.0, 3.0);
|
||||
}
|
||||
|
||||
private static final double[][] LOG_GAMMA_MINUS_LOG_GAMMA_SUM_REF = {
|
||||
// { 0.0 , 8.0 , 0.0 },
|
||||
// { 0.0 , 9.0 , 0.0 },
|
||||
{ 0.0 , 10.0 , 0.0 },
|
||||
{ 0.0 , 11.0 , 0.0 },
|
||||
{ 0.0 , 12.0 , 0.0 },
|
||||
{ 0.0 , 13.0 , 0.0 },
|
||||
{ 0.0 , 14.0 , 0.0 },
|
||||
{ 0.0 , 15.0 , 0.0 },
|
||||
{ 0.0 , 16.0 , 0.0 },
|
||||
{ 0.0 , 17.0 , 0.0 },
|
||||
{ 0.0 , 18.0 , 0.0 },
|
||||
// { 1.0 , 8.0 , - 2.079441541679836 },
|
||||
// { 1.0 , 9.0 , - 2.19722457733622 },
|
||||
{ 1.0 , 10.0 , - 2.302585092994046 },
|
||||
{ 1.0 , 11.0 , - 2.397895272798371 },
|
||||
{ 1.0 , 12.0 , - 2.484906649788 },
|
||||
{ 1.0 , 13.0 , - 2.564949357461537 },
|
||||
{ 1.0 , 14.0 , - 2.639057329615258 },
|
||||
{ 1.0 , 15.0 , - 2.70805020110221 },
|
||||
{ 1.0 , 16.0 , - 2.772588722239781 },
|
||||
{ 1.0 , 17.0 , - 2.833213344056216 },
|
||||
{ 1.0 , 18.0 , - 2.890371757896165 },
|
||||
// { 2.0 , 8.0 , - 4.276666119016055 },
|
||||
// { 2.0 , 9.0 , - 4.499809670330265 },
|
||||
{ 2.0 , 10.0 , - 4.700480365792417 },
|
||||
{ 2.0 , 11.0 , - 4.882801922586371 },
|
||||
{ 2.0 , 12.0 , - 5.049856007249537 },
|
||||
{ 2.0 , 13.0 , - 5.204006687076795 },
|
||||
{ 2.0 , 14.0 , - 5.347107530717468 },
|
||||
{ 2.0 , 15.0 , - 5.480638923341991 },
|
||||
{ 2.0 , 16.0 , - 5.605802066295998 },
|
||||
{ 2.0 , 17.0 , - 5.723585101952381 },
|
||||
{ 2.0 , 18.0 , - 5.834810737062605 },
|
||||
// { 3.0 , 8.0 , - 6.579251212010101 },
|
||||
// { 3.0 , 9.0 , - 6.897704943128636 },
|
||||
{ 3.0 , 10.0 , - 7.185387015580416 },
|
||||
{ 3.0 , 11.0 , - 7.447751280047908 },
|
||||
{ 3.0 , 12.0 , - 7.688913336864796 },
|
||||
{ 3.0 , 13.0 , - 7.912056888179006 },
|
||||
{ 3.0 , 14.0 , - 8.11969625295725 },
|
||||
{ 3.0 , 15.0 , - 8.313852267398207 },
|
||||
{ 3.0 , 16.0 , - 8.496173824192162 },
|
||||
{ 3.0 , 17.0 , - 8.668024081118821 },
|
||||
{ 3.0 , 18.0 , - 8.830543010616596 },
|
||||
// { 4.0 , 8.0 , - 8.977146484808472 },
|
||||
// { 4.0 , 9.0 , - 9.382611592916636 },
|
||||
{ 4.0 , 10.0 , - 9.750336373041954 },
|
||||
{ 4.0 , 11.0 , - 10.08680860966317 },
|
||||
{ 4.0 , 12.0 , - 10.39696353796701 },
|
||||
{ 4.0 , 13.0 , - 10.68464561041879 },
|
||||
{ 4.0 , 14.0 , - 10.95290959701347 },
|
||||
{ 4.0 , 15.0 , - 11.20422402529437 },
|
||||
{ 4.0 , 16.0 , - 11.4406128033586 },
|
||||
{ 4.0 , 17.0 , - 11.66375635467281 },
|
||||
{ 4.0 , 18.0 , - 11.87506544834002 },
|
||||
// { 5.0 , 8.0 , - 11.46205313459647 },
|
||||
// { 5.0 , 9.0 , - 11.94756095037817 },
|
||||
{ 5.0 , 10.0 , - 12.38939370265721 },
|
||||
{ 5.0 , 11.0 , - 12.79485881076538 },
|
||||
{ 5.0 , 12.0 , - 13.16955226020679 },
|
||||
{ 5.0 , 13.0 , - 13.517858954475 },
|
||||
{ 5.0 , 14.0 , - 13.84328135490963 },
|
||||
{ 5.0 , 15.0 , - 14.14866300446081 },
|
||||
{ 5.0 , 16.0 , - 14.43634507691259 },
|
||||
{ 5.0 , 17.0 , - 14.70827879239624 },
|
||||
{ 5.0 , 18.0 , - 14.96610790169833 },
|
||||
// { 6.0 , 8.0 , - 14.02700249205801 },
|
||||
// { 6.0 , 9.0 , - 14.58661827999343 },
|
||||
{ 6.0 , 10.0 , - 15.09744390375942 },
|
||||
{ 6.0 , 11.0 , - 15.56744753300516 },
|
||||
{ 6.0 , 12.0 , - 16.002765604263 },
|
||||
{ 6.0 , 13.0 , - 16.40823071237117 },
|
||||
{ 6.0 , 14.0 , - 16.78772033407607 },
|
||||
{ 6.0 , 15.0 , - 17.14439527801481 },
|
||||
{ 6.0 , 16.0 , - 17.48086751463602 },
|
||||
{ 6.0 , 17.0 , - 17.79932124575455 },
|
||||
{ 6.0 , 18.0 , - 18.10160211762749 },
|
||||
// { 7.0 , 8.0 , - 16.66605982167327 },
|
||||
// { 7.0 , 9.0 , - 17.29466848109564 },
|
||||
{ 7.0 , 10.0 , - 17.8700326259992 },
|
||||
{ 7.0 , 11.0 , - 18.40066087706137 },
|
||||
{ 7.0 , 12.0 , - 18.89313736215917 },
|
||||
{ 7.0 , 13.0 , - 19.35266969153761 },
|
||||
{ 7.0 , 14.0 , - 19.78345260763006 },
|
||||
{ 7.0 , 15.0 , - 20.18891771573823 },
|
||||
{ 7.0 , 16.0 , - 20.57190996799433 },
|
||||
{ 7.0 , 17.0 , - 20.9348154616837 },
|
||||
{ 7.0 , 18.0 , - 21.27965594797543 },
|
||||
// { 8.0 , 8.0 , - 19.37411002277548 },
|
||||
// { 8.0 , 9.0 , - 20.06725720333542 },
|
||||
{ 8.0 , 10.0 , - 20.70324597005542 },
|
||||
{ 8.0 , 11.0 , - 21.29103263495754 },
|
||||
{ 8.0 , 12.0 , - 21.83757634132561 },
|
||||
{ 8.0 , 13.0 , - 22.3484019650916 },
|
||||
{ 8.0 , 14.0 , - 22.82797504535349 },
|
||||
{ 8.0 , 15.0 , - 23.27996016909654 },
|
||||
{ 8.0 , 16.0 , - 23.70740418392348 },
|
||||
{ 8.0 , 17.0 , - 24.11286929203165 },
|
||||
{ 8.0 , 18.0 , - 24.49853177284363 },
|
||||
// { 9.0 , 8.0 , - 22.14669874501526 },
|
||||
// { 9.0 , 9.0 , - 22.90047054739164 },
|
||||
{ 9.0 , 10.0 , - 23.59361772795159 },
|
||||
{ 9.0 , 11.0 , - 24.23547161412398 },
|
||||
{ 9.0 , 12.0 , - 24.8333086148796 },
|
||||
{ 9.0 , 13.0 , - 25.39292440281502 },
|
||||
{ 9.0 , 14.0 , - 25.9190174987118 },
|
||||
{ 9.0 , 15.0 , - 26.41545438502569 },
|
||||
{ 9.0 , 16.0 , - 26.88545801427143 },
|
||||
{ 9.0 , 17.0 , - 27.33174511689985 },
|
||||
{ 9.0 , 18.0 , - 27.75662831086511 },
|
||||
// { 10.0 , 8.0 , - 24.97991208907148 },
|
||||
// { 10.0 , 9.0 , - 25.7908423052878 },
|
||||
{ 10.0 , 10.0 , - 26.53805670711802 },
|
||||
{ 10.0 , 11.0 , - 27.23120388767797 },
|
||||
{ 10.0 , 12.0 , - 27.87783105260302 },
|
||||
{ 10.0 , 13.0 , - 28.48396685617334 },
|
||||
{ 10.0 , 14.0 , - 29.05451171464095 },
|
||||
{ 10.0 , 15.0 , - 29.59350821537364 },
|
||||
{ 10.0 , 16.0 , - 30.10433383913963 },
|
||||
{ 10.0 , 17.0 , - 30.58984165492133 },
|
||||
{ 10.0 , 18.0 , - 31.05246517686944 },
|
||||
};
|
||||
|
||||
private static double logGammaMinusLogGammaSum(final double a, final double b) {
|
||||
|
||||
/*
|
||||
* Use reflection to access private method.
|
||||
*/
|
||||
try {
|
||||
final Method m = LOG_GAMMA_MINUS_LOG_GAMMA_SUM_METHOD;
|
||||
return ((Double) m.invoke(null, a, b)).doubleValue();
|
||||
} catch (final IllegalAccessException e) {
|
||||
Assert.fail(e.getMessage());
|
||||
} catch (final IllegalArgumentException e) {
|
||||
Assert.fail(e.getMessage());
|
||||
} catch (final InvocationTargetException e) {
|
||||
final Throwable te = e.getTargetException();
|
||||
if (te instanceof MathIllegalArgumentException) {
|
||||
throw (MathIllegalArgumentException) te;
|
||||
}
|
||||
Assert.fail(e.getMessage());
|
||||
}
|
||||
return Double.NaN;
|
||||
}
|
||||
|
||||
@Test
|
||||
public void testLogGammaMinusLogGammaSum() {
|
||||
final int ulps = 4;
|
||||
for (int i = 0; i < LOG_GAMMA_MINUS_LOG_GAMMA_SUM_REF.length; i++) {
|
||||
final double[] ref = LOG_GAMMA_MINUS_LOG_GAMMA_SUM_REF[i];
|
||||
final double a = ref[0];
|
||||
final double b = ref[1];
|
||||
final double expected = ref[2];
|
||||
final double actual = logGammaMinusLogGammaSum(a, b);
|
||||
final double tol = ulps * FastMath.ulp(expected);
|
||||
final StringBuilder builder = new StringBuilder();
|
||||
builder.append(a).append(", ").append(b);
|
||||
Assert.assertEquals(builder.toString(), expected, actual, tol);
|
||||
}
|
||||
}
|
||||
|
||||
@Test(expected = NumberIsTooSmallException.class)
|
||||
public void testLogGammaMinusLogGammaSumPrecondition1() {
|
||||
logGammaMinusLogGammaSum(-1.0, 8.0);
|
||||
}
|
||||
|
||||
@Test(expected = NumberIsTooSmallException.class)
|
||||
public void testLogGammaMinusLogGammaSumPrecondition2() {
|
||||
logGammaMinusLogGammaSum(1.0, 7.0);
|
||||
}
|
||||
|
||||
private static final double[][] SUM_DELTA_MINUS_DELTA_SUM_REF = {
|
||||
{ 10.0 , 10.0 , .01249480717472882 },
|
||||
{ 10.0 , 11.0 , .01193628470267385 },
|
||||
{ 10.0 , 12.0 , .01148578547212797 },
|
||||
{ 10.0 , 13.0 , .01111659739668398 },
|
||||
{ 10.0 , 14.0 , .01080991216314295 },
|
||||
{ 10.0 , 15.0 , .01055214134859758 },
|
||||
{ 10.0 , 16.0 , .01033324912491747 },
|
||||
{ 10.0 , 17.0 , .01014568069918883 },
|
||||
{ 10.0 , 18.0 , .009983653199146491 },
|
||||
{ 10.0 , 19.0 , .009842674320242729 },
|
||||
{ 10.0 , 20.0 , 0.0097192081956071 },
|
||||
{ 11.0 , 10.0 , .01193628470267385 },
|
||||
{ 11.0 , 11.0 , .01135973290745925 },
|
||||
{ 11.0 , 12.0 , .01089355537047828 },
|
||||
{ 11.0 , 13.0 , .01051064829297728 },
|
||||
{ 11.0 , 14.0 , 0.0101918899639826 },
|
||||
{ 11.0 , 15.0 , .009923438811859604 },
|
||||
{ 11.0 , 16.0 , .009695052724952705 },
|
||||
{ 11.0 , 17.0 , 0.00949900745283617 },
|
||||
{ 11.0 , 18.0 , .009329379874933402 },
|
||||
{ 11.0 , 19.0 , 0.00918156080743147 },
|
||||
{ 11.0 , 20.0 , 0.00905191635141762 },
|
||||
{ 12.0 , 10.0 , .01148578547212797 },
|
||||
{ 12.0 , 11.0 , .01089355537047828 },
|
||||
{ 12.0 , 12.0 , .01041365883144029 },
|
||||
{ 12.0 , 13.0 , .01001867865848564 },
|
||||
{ 12.0 , 14.0 , 0.00968923999191334 },
|
||||
{ 12.0 , 15.0 , .009411294976563555 },
|
||||
{ 12.0 , 16.0 , .009174432043268762 },
|
||||
{ 12.0 , 17.0 , .008970786693291802 },
|
||||
{ 12.0 , 18.0 , .008794318926790865 },
|
||||
{ 12.0 , 19.0 , .008640321527910711 },
|
||||
{ 12.0 , 20.0 , .008505077879954796 },
|
||||
{ 13.0 , 10.0 , .01111659739668398 },
|
||||
{ 13.0 , 11.0 , .01051064829297728 },
|
||||
{ 13.0 , 12.0 , .01001867865848564 },
|
||||
{ 13.0 , 13.0 , .009613018147953376 },
|
||||
{ 13.0 , 14.0 , .009274085618154277 },
|
||||
{ 13.0 , 15.0 , 0.0089876637564166 },
|
||||
{ 13.0 , 16.0 , .008743200745261382 },
|
||||
{ 13.0 , 17.0 , .008532715206686251 },
|
||||
{ 13.0 , 18.0 , .008350069108807093 },
|
||||
{ 13.0 , 19.0 , .008190472517984874 },
|
||||
{ 13.0 , 20.0 , .008050138630244345 },
|
||||
{ 14.0 , 10.0 , .01080991216314295 },
|
||||
{ 14.0 , 11.0 , 0.0101918899639826 },
|
||||
{ 14.0 , 12.0 , 0.00968923999191334 },
|
||||
{ 14.0 , 13.0 , .009274085618154277 },
|
||||
{ 14.0 , 14.0 , .008926676241967286 },
|
||||
{ 14.0 , 15.0 , .008632654302369184 },
|
||||
{ 14.0 , 16.0 , .008381351102615795 },
|
||||
{ 14.0 , 17.0 , .008164687232662443 },
|
||||
{ 14.0 , 18.0 , .007976441942841219 },
|
||||
{ 14.0 , 19.0 , .007811755112234388 },
|
||||
{ 14.0 , 20.0 , .007666780069317652 },
|
||||
{ 15.0 , 10.0 , .01055214134859758 },
|
||||
{ 15.0 , 11.0 , .009923438811859604 },
|
||||
{ 15.0 , 12.0 , .009411294976563555 },
|
||||
{ 15.0 , 13.0 , 0.0089876637564166 },
|
||||
{ 15.0 , 14.0 , .008632654302369184 },
|
||||
{ 15.0 , 15.0 , 0.00833179217417291 },
|
||||
{ 15.0 , 16.0 , .008074310643041299 },
|
||||
{ 15.0 , 17.0 , .007852047581145882 },
|
||||
{ 15.0 , 18.0 , .007658712051540045 },
|
||||
{ 15.0 , 19.0 , .007489384065757007 },
|
||||
{ 15.0 , 20.0 , .007340165635725612 },
|
||||
{ 16.0 , 10.0 , .01033324912491747 },
|
||||
{ 16.0 , 11.0 , .009695052724952705 },
|
||||
{ 16.0 , 12.0 , .009174432043268762 },
|
||||
{ 16.0 , 13.0 , .008743200745261382 },
|
||||
{ 16.0 , 14.0 , .008381351102615795 },
|
||||
{ 16.0 , 15.0 , .008074310643041299 },
|
||||
{ 16.0 , 16.0 , .007811229919967624 },
|
||||
{ 16.0 , 17.0 , .007583876618287594 },
|
||||
{ 16.0 , 18.0 , .007385899933505551 },
|
||||
{ 16.0 , 19.0 , .007212328560607852 },
|
||||
{ 16.0 , 20.0 , .007059220321091879 },
|
||||
{ 17.0 , 10.0 , .01014568069918883 },
|
||||
{ 17.0 , 11.0 , 0.00949900745283617 },
|
||||
{ 17.0 , 12.0 , .008970786693291802 },
|
||||
{ 17.0 , 13.0 , .008532715206686251 },
|
||||
{ 17.0 , 14.0 , .008164687232662443 },
|
||||
{ 17.0 , 15.0 , .007852047581145882 },
|
||||
{ 17.0 , 16.0 , .007583876618287594 },
|
||||
{ 17.0 , 17.0 , .007351882161431358 },
|
||||
{ 17.0 , 18.0 , .007149662089534654 },
|
||||
{ 17.0 , 19.0 , .006972200907152378 },
|
||||
{ 17.0 , 20.0 , .006815518216094137 },
|
||||
{ 18.0 , 10.0 , .009983653199146491 },
|
||||
{ 18.0 , 11.0 , .009329379874933402 },
|
||||
{ 18.0 , 12.0 , .008794318926790865 },
|
||||
{ 18.0 , 13.0 , .008350069108807093 },
|
||||
{ 18.0 , 14.0 , .007976441942841219 },
|
||||
{ 18.0 , 15.0 , .007658712051540045 },
|
||||
{ 18.0 , 16.0 , .007385899933505551 },
|
||||
{ 18.0 , 17.0 , .007149662089534654 },
|
||||
{ 18.0 , 18.0 , .006943552208153373 },
|
||||
{ 18.0 , 19.0 , .006762516574228829 },
|
||||
{ 18.0 , 20.0 , .006602541598043117 },
|
||||
{ 19.0 , 10.0 , .009842674320242729 },
|
||||
{ 19.0 , 11.0 , 0.00918156080743147 },
|
||||
{ 19.0 , 12.0 , .008640321527910711 },
|
||||
{ 19.0 , 13.0 , .008190472517984874 },
|
||||
{ 19.0 , 14.0 , .007811755112234388 },
|
||||
{ 19.0 , 15.0 , .007489384065757007 },
|
||||
{ 19.0 , 16.0 , .007212328560607852 },
|
||||
{ 19.0 , 17.0 , .006972200907152378 },
|
||||
{ 19.0 , 18.0 , .006762516574228829 },
|
||||
{ 19.0 , 19.0 , .006578188655176814 },
|
||||
{ 19.0 , 20.0 , .006415174623476747 },
|
||||
{ 20.0 , 10.0 , 0.0097192081956071 },
|
||||
{ 20.0 , 11.0 , 0.00905191635141762 },
|
||||
{ 20.0 , 12.0 , .008505077879954796 },
|
||||
{ 20.0 , 13.0 , .008050138630244345 },
|
||||
{ 20.0 , 14.0 , .007666780069317652 },
|
||||
{ 20.0 , 15.0 , .007340165635725612 },
|
||||
{ 20.0 , 16.0 , .007059220321091879 },
|
||||
{ 20.0 , 17.0 , .006815518216094137 },
|
||||
{ 20.0 , 18.0 , .006602541598043117 },
|
||||
{ 20.0 , 19.0 , .006415174623476747 },
|
||||
{ 20.0 , 20.0 , .006249349445691423 },
|
||||
};
|
||||
|
||||
private static double sumDeltaMinusDeltaSum(final double a,
|
||||
final double b) {
|
||||
|
||||
/*
|
||||
* Use reflection to access private method.
|
||||
*/
|
||||
try {
|
||||
final Method m = SUM_DELTA_MINUS_DELTA_SUM_METHOD;
|
||||
return ((Double) m.invoke(null, a, b)).doubleValue();
|
||||
} catch (final IllegalAccessException e) {
|
||||
Assert.fail(e.getMessage());
|
||||
} catch (final IllegalArgumentException e) {
|
||||
Assert.fail(e.getMessage());
|
||||
} catch (final InvocationTargetException e) {
|
||||
final Throwable te = e.getTargetException();
|
||||
if (te instanceof MathIllegalArgumentException) {
|
||||
throw (MathIllegalArgumentException) te;
|
||||
}
|
||||
Assert.fail(e.getMessage());
|
||||
}
|
||||
return Double.NaN;
|
||||
}
|
||||
|
||||
@Test
|
||||
public void testSumDeltaMinusDeltaSum() {
|
||||
|
||||
final int ulps = 3;
|
||||
for (int i = 0; i < SUM_DELTA_MINUS_DELTA_SUM_REF.length; i++) {
|
||||
final double[] ref = SUM_DELTA_MINUS_DELTA_SUM_REF[i];
|
||||
final double a = ref[0];
|
||||
final double b = ref[1];
|
||||
final double expected = ref[2];
|
||||
final double actual = sumDeltaMinusDeltaSum(a, b);
|
||||
final double tol = ulps * FastMath.ulp(expected);
|
||||
final StringBuilder builder = new StringBuilder();
|
||||
builder.append(a).append(", ").append(b);
|
||||
Assert.assertEquals(builder.toString(), expected, actual, tol);
|
||||
}
|
||||
}
|
||||
|
||||
@Test(expected = NumberIsTooSmallException.class)
|
||||
public void testSumDeltaMinusDeltaSumPrecondition1() {
|
||||
|
||||
sumDeltaMinusDeltaSum(9.0, 10.0);
|
||||
}
|
||||
|
||||
@Test(expected = NumberIsTooSmallException.class)
|
||||
public void testSumDeltaMinusDeltaSumPrecondition2() {
|
||||
|
||||
sumDeltaMinusDeltaSum(10.0, 9.0);
|
||||
}
|
||||
|
||||
private static final double[][] LOG_BETA_REF = {
|
||||
{ 0.125 , 0.125 , 2.750814190409515 },
|
||||
{ 0.125 , 0.25 , 2.444366899981226 },
|
||||
{ 0.125 , 0.5 , 2.230953804989556 },
|
||||
{ 0.125 , 1.0 , 2.079441541679836 },
|
||||
{ 0.125 , 2.0 , 1.961658506023452 },
|
||||
{ 0.125 , 3.0 , 1.901033884207018 },
|
||||
{ 0.125 , 4.0 , 1.860211889686763 },
|
||||
{ 0.125 , 5.0 , 1.829440231020009 },
|
||||
{ 0.125 , 6.0 , 1.804747618429637 },
|
||||
{ 0.125 , 7.0 , 1.784128331226902 },
|
||||
{ 0.125 , 8.0 , 1.766428754127501 },
|
||||
{ 0.125 , 9.0 , 1.750924567591535 },
|
||||
{ 0.125 , 10.0 , 1.7371312454592 },
|
||||
{ 0.125 , 1000.0 , 1.156003642015969 },
|
||||
{ 0.125 , 1001.0 , 1.155878649827818 },
|
||||
{ 0.125 , 10000.0 , .8681312798751318 },
|
||||
{ 0.25 , 0.125 , 2.444366899981226 },
|
||||
{ 0.25 , 0.25 , 2.003680106471455 },
|
||||
{ 0.25 , 0.5 , 1.657106516191482 },
|
||||
{ 0.25 , 1.0 , 1.386294361119891 },
|
||||
{ 0.25 , 2.0 , 1.163150809805681 },
|
||||
{ 0.25 , 3.0 , 1.045367774149297 },
|
||||
{ 0.25 , 4.0 , 0.965325066475761 },
|
||||
{ 0.25 , 5.0 , .9047004446593261 },
|
||||
{ 0.25 , 6.0 , .8559102804898941 },
|
||||
{ 0.25 , 7.0 , 0.815088285969639 },
|
||||
{ 0.25 , 8.0 , .7799969661583689 },
|
||||
{ 0.25 , 9.0 , .7492253074916152 },
|
||||
{ 0.25 , 10.0 , .7218263333035008 },
|
||||
{ 0.25 , 1000.0 , - .4388225372378877 },
|
||||
{ 0.25 , 1001.0 , - .4390725059930951 },
|
||||
{ 0.25 , 10000.0 , - 1.014553193217846 },
|
||||
{ 0.5 , 0.125 , 2.230953804989556 },
|
||||
{ 0.5 , 0.25 , 1.657106516191482 },
|
||||
{ 0.5 , 0.5 , 1.1447298858494 },
|
||||
{ 0.5 , 1.0 , .6931471805599453 },
|
||||
{ 0.5 , 2.0 , .2876820724517809 },
|
||||
{ 0.5 , 3.0 , .06453852113757118 },
|
||||
// { 0.5 , 4.0 , - .08961215868968714 },
|
||||
{ 0.5 , 5.0 , - .2073951943460706 },
|
||||
{ 0.5 , 6.0 , - .3027053741503954 },
|
||||
{ 0.5 , 7.0 , - .3827480818239319 },
|
||||
{ 0.5 , 8.0 , - .4517409533108833 },
|
||||
{ 0.5 , 9.0 , - .5123655751273182 },
|
||||
{ 0.5 , 10.0 , - .5664327963975939 },
|
||||
{ 0.5 , 1000.0 , - 2.881387696571577 },
|
||||
{ 0.5 , 1001.0 , - 2.881887571613228 },
|
||||
{ 0.5 , 10000.0 , - 4.032792743063396 },
|
||||
{ 1.0 , 0.125 , 2.079441541679836 },
|
||||
{ 1.0 , 0.25 , 1.386294361119891 },
|
||||
{ 1.0 , 0.5 , .6931471805599453 },
|
||||
{ 1.0 , 1.0 , 0.0 },
|
||||
{ 1.0 , 2.0 , - .6931471805599453 },
|
||||
{ 1.0 , 3.0 , - 1.09861228866811 },
|
||||
{ 1.0 , 4.0 , - 1.386294361119891 },
|
||||
{ 1.0 , 5.0 , - 1.6094379124341 },
|
||||
{ 1.0 , 6.0 , - 1.791759469228055 },
|
||||
{ 1.0 , 7.0 , - 1.945910149055313 },
|
||||
{ 1.0 , 8.0 , - 2.079441541679836 },
|
||||
{ 1.0 , 9.0 , - 2.19722457733622 },
|
||||
{ 1.0 , 10.0 , - 2.302585092994046 },
|
||||
{ 1.0 , 1000.0 , - 6.907755278982137 },
|
||||
{ 1.0 , 1001.0 , - 6.90875477931522 },
|
||||
{ 1.0 , 10000.0 , - 9.210340371976184 },
|
||||
{ 2.0 , 0.125 , 1.961658506023452 },
|
||||
{ 2.0 , 0.25 , 1.163150809805681 },
|
||||
{ 2.0 , 0.5 , .2876820724517809 },
|
||||
{ 2.0 , 1.0 , - .6931471805599453 },
|
||||
{ 2.0 , 2.0 , - 1.791759469228055 },
|
||||
{ 2.0 , 3.0 , - 2.484906649788 },
|
||||
{ 2.0 , 4.0 , - 2.995732273553991 },
|
||||
{ 2.0 , 5.0 , - 3.401197381662155 },
|
||||
{ 2.0 , 6.0 , - 3.737669618283368 },
|
||||
{ 2.0 , 7.0 , - 4.02535169073515 },
|
||||
{ 2.0 , 8.0 , - 4.276666119016055 },
|
||||
{ 2.0 , 9.0 , - 4.499809670330265 },
|
||||
{ 2.0 , 10.0 , - 4.700480365792417 },
|
||||
{ 2.0 , 1000.0 , - 13.81651005829736 },
|
||||
{ 2.0 , 1001.0 , - 13.81850806096003 },
|
||||
{ 2.0 , 10000.0 , - 18.4207807389527 },
|
||||
{ 3.0 , 0.125 , 1.901033884207018 },
|
||||
{ 3.0 , 0.25 , 1.045367774149297 },
|
||||
{ 3.0 , 0.5 , .06453852113757118 },
|
||||
{ 3.0 , 1.0 , - 1.09861228866811 },
|
||||
{ 3.0 , 2.0 , - 2.484906649788 },
|
||||
{ 3.0 , 3.0 , - 3.401197381662155 },
|
||||
{ 3.0 , 4.0 , - 4.0943445622221 },
|
||||
{ 3.0 , 5.0 , - 4.653960350157523 },
|
||||
{ 3.0 , 6.0 , - 5.123963979403259 },
|
||||
{ 3.0 , 7.0 , - 5.529429087511423 },
|
||||
{ 3.0 , 8.0 , - 5.886104031450156 },
|
||||
{ 3.0 , 9.0 , - 6.20455776256869 },
|
||||
{ 3.0 , 10.0 , - 6.492239835020471 },
|
||||
{ 3.0 , 1000.0 , - 20.03311615938222 },
|
||||
{ 3.0 , 1001.0 , - 20.03611166836202 },
|
||||
{ 3.0 , 10000.0 , - 26.9381739103716 },
|
||||
{ 4.0 , 0.125 , 1.860211889686763 },
|
||||
{ 4.0 , 0.25 , 0.965325066475761 },
|
||||
// { 4.0 , 0.5 , - .08961215868968714 },
|
||||
{ 4.0 , 1.0 , - 1.386294361119891 },
|
||||
{ 4.0 , 2.0 , - 2.995732273553991 },
|
||||
{ 4.0 , 3.0 , - 4.0943445622221 },
|
||||
{ 4.0 , 4.0 , - 4.941642422609304 },
|
||||
{ 4.0 , 5.0 , - 5.634789603169249 },
|
||||
{ 4.0 , 6.0 , - 6.222576268071369 },
|
||||
{ 4.0 , 7.0 , - 6.733401891837359 },
|
||||
{ 4.0 , 8.0 , - 7.185387015580416 },
|
||||
{ 4.0 , 9.0 , - 7.590852123688581 },
|
||||
{ 4.0 , 10.0 , - 7.958576903813898 },
|
||||
{ 4.0 , 1000.0 , - 25.84525465867605 },
|
||||
{ 4.0 , 1001.0 , - 25.84924667994559 },
|
||||
{ 4.0 , 10000.0 , - 35.05020194868867 },
|
||||
{ 5.0 , 0.125 , 1.829440231020009 },
|
||||
{ 5.0 , 0.25 , .9047004446593261 },
|
||||
{ 5.0 , 0.5 , - .2073951943460706 },
|
||||
{ 5.0 , 1.0 , - 1.6094379124341 },
|
||||
{ 5.0 , 2.0 , - 3.401197381662155 },
|
||||
{ 5.0 , 3.0 , - 4.653960350157523 },
|
||||
{ 5.0 , 4.0 , - 5.634789603169249 },
|
||||
{ 5.0 , 5.0 , - 6.445719819385578 },
|
||||
{ 5.0 , 6.0 , - 7.138866999945524 },
|
||||
{ 5.0 , 7.0 , - 7.745002803515839 },
|
||||
{ 5.0 , 8.0 , - 8.283999304248526 },
|
||||
{ 5.0 , 9.0 , - 8.769507120030227 },
|
||||
{ 5.0 , 10.0 , - 9.211339872309265 },
|
||||
{ 5.0 , 1000.0 , - 31.37070759780783 },
|
||||
{ 5.0 , 1001.0 , - 31.37569513931887 },
|
||||
{ 5.0 , 10000.0 , - 42.87464787956629 },
|
||||
{ 6.0 , 0.125 , 1.804747618429637 },
|
||||
{ 6.0 , 0.25 , .8559102804898941 },
|
||||
{ 6.0 , 0.5 , - .3027053741503954 },
|
||||
{ 6.0 , 1.0 , - 1.791759469228055 },
|
||||
{ 6.0 , 2.0 , - 3.737669618283368 },
|
||||
{ 6.0 , 3.0 , - 5.123963979403259 },
|
||||
{ 6.0 , 4.0 , - 6.222576268071369 },
|
||||
{ 6.0 , 5.0 , - 7.138866999945524 },
|
||||
{ 6.0 , 6.0 , - 7.927324360309794 },
|
||||
{ 6.0 , 7.0 , - 8.620471540869739 },
|
||||
{ 6.0 , 8.0 , - 9.239510749275963 },
|
||||
{ 6.0 , 9.0 , - 9.799126537211386 },
|
||||
{ 6.0 , 10.0 , - 10.30995216097738 },
|
||||
{ 6.0 , 1000.0 , - 36.67401250586691 },
|
||||
{ 6.0 , 1001.0 , - 36.67999457754446 },
|
||||
{ 6.0 , 10000.0 , - 50.47605021415003 },
|
||||
{ 7.0 , 0.125 , 1.784128331226902 },
|
||||
{ 7.0 , 0.25 , 0.815088285969639 },
|
||||
{ 7.0 , 0.5 , - .3827480818239319 },
|
||||
{ 7.0 , 1.0 , - 1.945910149055313 },
|
||||
{ 7.0 , 2.0 , - 4.02535169073515 },
|
||||
{ 7.0 , 3.0 , - 5.529429087511423 },
|
||||
{ 7.0 , 4.0 , - 6.733401891837359 },
|
||||
{ 7.0 , 5.0 , - 7.745002803515839 },
|
||||
{ 7.0 , 6.0 , - 8.620471540869739 },
|
||||
{ 7.0 , 7.0 , - 9.39366142910322 },
|
||||
{ 7.0 , 8.0 , - 10.08680860966317 },
|
||||
{ 7.0 , 9.0 , - 10.71541726908554 },
|
||||
{ 7.0 , 10.0 , - 11.2907814139891 },
|
||||
{ 7.0 , 1000.0 , - 41.79599038729854 },
|
||||
{ 7.0 , 1001.0 , - 41.80296600103496 },
|
||||
{ 7.0 , 10000.0 , - 57.89523093697012 },
|
||||
{ 8.0 , 0.125 , 1.766428754127501 },
|
||||
{ 8.0 , 0.25 , .7799969661583689 },
|
||||
{ 8.0 , 0.5 , - .4517409533108833 },
|
||||
{ 8.0 , 1.0 , - 2.079441541679836 },
|
||||
{ 8.0 , 2.0 , - 4.276666119016055 },
|
||||
{ 8.0 , 3.0 , - 5.886104031450156 },
|
||||
{ 8.0 , 4.0 , - 7.185387015580416 },
|
||||
{ 8.0 , 5.0 , - 8.283999304248526 },
|
||||
{ 8.0 , 6.0 , - 9.239510749275963 },
|
||||
{ 8.0 , 7.0 , - 10.08680860966317 },
|
||||
{ 8.0 , 8.0 , - 10.84894866171006 },
|
||||
{ 8.0 , 9.0 , - 11.54209584227001 },
|
||||
{ 8.0 , 10.0 , - 12.17808460899001 },
|
||||
{ 8.0 , 1000.0 , - 46.76481113096179 },
|
||||
{ 8.0 , 1001.0 , - 46.77277930061096 },
|
||||
{ 8.0 , 10000.0 , - 65.16036091500527 },
|
||||
{ 9.0 , 0.125 , 1.750924567591535 },
|
||||
{ 9.0 , 0.25 , .7492253074916152 },
|
||||
{ 9.0 , 0.5 , - .5123655751273182 },
|
||||
{ 9.0 , 1.0 , - 2.19722457733622 },
|
||||
{ 9.0 , 2.0 , - 4.499809670330265 },
|
||||
{ 9.0 , 3.0 , - 6.20455776256869 },
|
||||
{ 9.0 , 4.0 , - 7.590852123688581 },
|
||||
{ 9.0 , 5.0 , - 8.769507120030227 },
|
||||
{ 9.0 , 6.0 , - 9.799126537211386 },
|
||||
{ 9.0 , 7.0 , - 10.71541726908554 },
|
||||
{ 9.0 , 8.0 , - 11.54209584227001 },
|
||||
{ 9.0 , 9.0 , - 12.29586764464639 },
|
||||
{ 9.0 , 10.0 , - 12.98901482520633 },
|
||||
{ 9.0 , 1000.0 , - 51.60109303791327 },
|
||||
{ 9.0 , 1001.0 , - 51.61005277928474 },
|
||||
{ 9.0 , 10000.0 , - 72.29205942547217 },
|
||||
{ 10.0 , 0.125 , 1.7371312454592 },
|
||||
{ 10.0 , 0.25 , .7218263333035008 },
|
||||
{ 10.0 , 0.5 , - .5664327963975939 },
|
||||
{ 10.0 , 1.0 , - 2.302585092994046 },
|
||||
{ 10.0 , 2.0 , - 4.700480365792417 },
|
||||
{ 10.0 , 3.0 , - 6.492239835020471 },
|
||||
{ 10.0 , 4.0 , - 7.958576903813898 },
|
||||
{ 10.0 , 5.0 , - 9.211339872309265 },
|
||||
{ 10.0 , 6.0 , - 10.30995216097738 },
|
||||
{ 10.0 , 7.0 , - 11.2907814139891 },
|
||||
{ 10.0 , 8.0 , - 12.17808460899001 },
|
||||
{ 10.0 , 9.0 , - 12.98901482520633 },
|
||||
{ 10.0 , 10.0 , - 13.73622922703655 },
|
||||
{ 10.0 , 1000.0 , - 56.32058348093065 },
|
||||
{ 10.0 , 1001.0 , - 56.33053381178382 },
|
||||
{ 10.0 , 10000.0 , - 79.30607481535498 },
|
||||
{ 1000.0 , 0.125 , 1.156003642015969 },
|
||||
{ 1000.0 , 0.25 , - .4388225372378877 },
|
||||
{ 1000.0 , 0.5 , - 2.881387696571577 },
|
||||
{ 1000.0 , 1.0 , - 6.907755278982137 },
|
||||
{ 1000.0 , 2.0 , - 13.81651005829736 },
|
||||
{ 1000.0 , 3.0 , - 20.03311615938222 },
|
||||
{ 1000.0 , 4.0 , - 25.84525465867605 },
|
||||
{ 1000.0 , 5.0 , - 31.37070759780783 },
|
||||
{ 1000.0 , 6.0 , - 36.67401250586691 },
|
||||
{ 1000.0 , 7.0 , - 41.79599038729854 },
|
||||
{ 1000.0 , 8.0 , - 46.76481113096179 },
|
||||
{ 1000.0 , 9.0 , - 51.60109303791327 },
|
||||
{ 1000.0 , 10.0 , - 56.32058348093065 },
|
||||
{ 1000.0 , 1000.0 , - 1388.482601635902 },
|
||||
{ 1000.0 , 1001.0 , - 1389.175748816462 },
|
||||
{ 1000.0 , 10000.0 , - 3353.484270767097 },
|
||||
{ 1001.0 , 0.125 , 1.155878649827818 },
|
||||
{ 1001.0 , 0.25 , - .4390725059930951 },
|
||||
{ 1001.0 , 0.5 , - 2.881887571613228 },
|
||||
{ 1001.0 , 1.0 , - 6.90875477931522 },
|
||||
{ 1001.0 , 2.0 , - 13.81850806096003 },
|
||||
{ 1001.0 , 3.0 , - 20.03611166836202 },
|
||||
{ 1001.0 , 4.0 , - 25.84924667994559 },
|
||||
{ 1001.0 , 5.0 , - 31.37569513931887 },
|
||||
{ 1001.0 , 6.0 , - 36.67999457754446 },
|
||||
{ 1001.0 , 7.0 , - 41.80296600103496 },
|
||||
{ 1001.0 , 8.0 , - 46.77277930061096 },
|
||||
{ 1001.0 , 9.0 , - 51.61005277928474 },
|
||||
{ 1001.0 , 10.0 , - 56.33053381178382 },
|
||||
{ 1001.0 , 1000.0 , - 1389.175748816462 },
|
||||
{ 1001.0 , 1001.0 , - 1389.869395872064 },
|
||||
{ 1001.0 , 10000.0 , - 3355.882166039895 },
|
||||
{ 10000.0 , 0.125 , .8681312798751318 },
|
||||
{ 10000.0 , 0.25 , - 1.014553193217846 },
|
||||
{ 10000.0 , 0.5 , - 4.032792743063396 },
|
||||
{ 10000.0 , 1.0 , - 9.210340371976184 },
|
||||
{ 10000.0 , 2.0 , - 18.4207807389527 },
|
||||
{ 10000.0 , 3.0 , - 26.9381739103716 },
|
||||
{ 10000.0 , 4.0 , - 35.05020194868867 },
|
||||
{ 10000.0 , 5.0 , - 42.87464787956629 },
|
||||
{ 10000.0 , 6.0 , - 50.47605021415003 },
|
||||
{ 10000.0 , 7.0 , - 57.89523093697012 },
|
||||
{ 10000.0 , 8.0 , - 65.16036091500527 },
|
||||
{ 10000.0 , 9.0 , - 72.29205942547217 },
|
||||
{ 10000.0 , 10.0 , - 79.30607481535498 },
|
||||
{ 10000.0 , 1000.0 , - 3353.484270767097 },
|
||||
{ 10000.0 , 1001.0 , - 3355.882166039895 },
|
||||
{ 10000.0 , 10000.0 , - 13866.28325676141 },
|
||||
};
|
||||
|
||||
@Test
|
||||
public void testLogBeta() {
|
||||
final int ulps = 3;
|
||||
for (int i = 0; i < LOG_BETA_REF.length; i++) {
|
||||
final double[] ref = LOG_BETA_REF[i];
|
||||
final double a = ref[0];
|
||||
final double b = ref[1];
|
||||
final double expected = ref[2];
|
||||
final double actual = Beta.logBeta(a, b);
|
||||
final double tol = ulps * FastMath.ulp(expected);
|
||||
final StringBuilder builder = new StringBuilder();
|
||||
builder.append(a).append(", ").append(b);
|
||||
Assert.assertEquals(builder.toString(), expected, actual, tol);
|
||||
}
|
||||
}}
|
||||
|
|
|
|||
Loading…
Reference in New Issue