/* * Copyright Nick Thompson, 2017 * Use, modification and distribution are subject to the * Boost Software License, Version 1.0. (See accompanying file * LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt) */ #define BOOST_TEST_MODULE trapezoidal_quadrature #include #include #include #include #include #include #include using boost::multiprecision::cpp_bin_float_50; using boost::multiprecision::cpp_bin_float_100; using boost::math::quadrature::trapezoidal; template void test_constant() { std::cout << "Testing constants are integrated correctly by the adaptive trapezoidal routine on type " << boost::typeindex::type_id().pretty_name() << "\n"; auto f = [](Real)->Real { return boost::math::constants::half(); }; Real Q = trapezoidal(f, (Real) 0.0, (Real) 10.0); BOOST_CHECK_CLOSE(Q, 5.0, 100*std::numeric_limits::epsilon()); } template void test_rational_periodic() { using boost::math::constants::two_pi; using boost::math::constants::third; std::cout << "Testing that rational periodic functions are integrated correctly by trapezoidal rule on type " << boost::typeindex::type_id().pretty_name() << "\n"; auto f = [](Real x)->Real { return 1/(5 - 4*cos(x)); }; Real tol = 100*boost::math::tools::epsilon(); Real Q = trapezoidal(f, (Real) 0.0, two_pi(), tol); BOOST_CHECK_CLOSE_FRACTION(Q, two_pi()*third(), 10*tol); } template void test_bump_function() { std::cout << "Testing that bump functions are integrated correctly by trapezoidal rule on type " << boost::typeindex::type_id().pretty_name() << "\n"; auto f = [](Real x)->Real { if( x>= 1 || x <= -1) { return (Real) 0; } return (Real) exp(-(Real) 1/(1-x*x)); }; Real tol = boost::math::tools::epsilon(); Real Q = trapezoidal(f, (Real) -1, (Real) 1, tol); // 2*NIntegrate[Exp[-(1/(1 - x^2))], {x, 0, 1}, WorkingPrecision -> 210] Real Q_exp = boost::lexical_cast("0.44399381616807943782304892117055266376120178904569749730748455394704"); BOOST_CHECK_CLOSE_FRACTION(Q, Q_exp, 15*tol); } template void test_zero_function() { std::cout << "Testing that zero functions are integrated correctly by trapezoidal rule on type " << boost::typeindex::type_id().pretty_name() << "\n"; auto f = [](Real)->Real { return (Real) 0;}; Real tol = 100* boost::math::tools::epsilon(); Real Q = trapezoidal(f, (Real) -1, (Real) 1, tol); BOOST_CHECK_SMALL(Q, 100*tol); } template void test_sinsq() { std::cout << "Testing that sin(x)^2 is integrated correctly by the trapezoidal rule on type " << boost::typeindex::type_id().pretty_name() << "\n"; auto f = [](Real x)->Real { return sin(10*x)*sin(10*x); }; Real tol = 100* boost::math::tools::epsilon(); Real Q = trapezoidal(f, (Real) 0, (Real) boost::math::constants::pi(), tol); BOOST_CHECK_CLOSE_FRACTION(Q, boost::math::constants::half_pi(), tol); } template void test_slowly_converging() { using std::sqrt; std::cout << "Testing that non-periodic functions are correctly integrated by the trapezoidal rule, even if slowly, on type " << boost::typeindex::type_id().pretty_name() << "\n"; // This function is not periodic, so it should not be fast to converge: auto f = [](Real x)->Real { using std::sqrt; return sqrt(1 - x*x); }; Real tol = sqrt(sqrt(boost::math::tools::epsilon())); Real error_estimate; Real Q = trapezoidal(f, (Real) 0, (Real) 1, tol, 15, &error_estimate); BOOST_CHECK_CLOSE_FRACTION(Q, boost::math::constants::half_pi()/2, 10*tol); } template void test_rational_sin() { using std::pow; using std::sin; using boost::math::constants::two_pi; using boost::math::constants::half; std::cout << "Testing that a rational sin function is integrated correctly by the trapezoidal rule on type " << boost::typeindex::type_id().pretty_name() << "\n"; Real a = 5; auto f = [=](Real x)->Real { using std::sin; Real t = a + sin(x); return 1.0f / (t*t); }; Real expected = two_pi()*a/pow(a*a - 1, 3*half()); Real tol = 100* boost::math::tools::epsilon(); Real Q = trapezoidal(f, (Real) 0, (Real) boost::math::constants::two_pi(), tol); BOOST_CHECK_CLOSE_FRACTION(Q, expected, tol); } BOOST_AUTO_TEST_CASE(trapezoidal_quadrature) { test_constant(); test_constant(); test_constant(); test_constant(); test_constant(); test_constant(); test_rational_periodic(); test_rational_periodic(); test_rational_periodic(); test_rational_periodic(); test_rational_periodic(); test_rational_periodic(); test_bump_function(); test_bump_function(); test_bump_function(); test_rational_periodic(); test_rational_periodic(); test_zero_function(); test_zero_function(); test_zero_function(); test_zero_function(); test_zero_function(); test_zero_function(); test_sinsq(); test_sinsq(); test_sinsq(); test_sinsq(); test_sinsq(); test_sinsq(); test_slowly_converging(); test_slowly_converging(); test_slowly_converging(); test_slowly_converging(); test_rational_sin(); test_rational_sin(); test_rational_sin(); test_rational_sin(); test_rational_sin(); }