462 lines
14 KiB
C++
462 lines
14 KiB
C++
/*
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* Copyright Nick Thompson, 2020
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* Use, modification and distribution are subject to the
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* Boost Software License, Version 1.0. (See accompanying file
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* LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
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*/
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#include "math_unit_test.hpp"
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#include <numeric>
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#include <utility>
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#include <random>
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#include <array>
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#include <vector>
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#include <boost/math/interpolators/cubic_hermite.hpp>
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#include <boost/math/special_functions/next.hpp>
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#include <boost/circular_buffer.hpp>
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#ifdef BOOST_HAS_FLOAT128
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#include <boost/multiprecision/float128.hpp>
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using boost::multiprecision::float128;
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#endif
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using boost::math::interpolators::cubic_hermite;
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using boost::math::interpolators::cardinal_cubic_hermite;
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using boost::math::interpolators::cardinal_cubic_hermite_aos;
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template<typename Real>
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void test_constant()
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{
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Real x0 = 0;
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std::vector<Real> x{x0,1,2,3, 9, 22, 81};
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std::vector<Real> y(x.size());
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for (auto & t : y)
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{
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t = 7;
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}
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std::vector<Real> dydx(x.size(), Real(0));
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auto x_copy = x;
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auto y_copy = y;
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auto dydx_copy = dydx;
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auto hermite_spline = cubic_hermite(std::move(x_copy), std::move(y_copy), std::move(dydx_copy));
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// Now check the boundaries:
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Real tlo = x.front();
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Real thi = x.back();
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int samples = 5000;
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int i = 0;
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while (i++ < samples)
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{
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CHECK_ULP_CLOSE(Real(7), hermite_spline(tlo), 2);
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CHECK_ULP_CLOSE(Real(7), hermite_spline(thi), 2);
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CHECK_ULP_CLOSE(Real(0), hermite_spline.prime(tlo), 2);
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CHECK_ULP_CLOSE(Real(0), hermite_spline.prime(thi), 2);
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tlo = boost::math::nextafter(tlo, std::numeric_limits<Real>::max());
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thi = boost::math::nextafter(thi, std::numeric_limits<Real>::lowest());
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}
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boost::circular_buffer<Real> x_buf(x.size());
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for (auto & t : x) {
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x_buf.push_back(t);
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}
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boost::circular_buffer<Real> y_buf(x.size());
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for (auto & t : y) {
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y_buf.push_back(t);
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}
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boost::circular_buffer<Real> dydx_buf(x.size());
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for (auto & t : dydx) {
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dydx_buf.push_back(t);
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}
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auto circular_hermite_spline = cubic_hermite(std::move(x_buf), std::move(y_buf), std::move(dydx_buf));
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for (Real t = x[0]; t <= x.back(); t += 0.25) {
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CHECK_ULP_CLOSE(Real(7), circular_hermite_spline(t), 2);
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CHECK_ULP_CLOSE(Real(0), circular_hermite_spline.prime(t), 2);
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}
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circular_hermite_spline.push_back(x.back() + 1, 7, 0);
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CHECK_ULP_CLOSE(Real(0), circular_hermite_spline.prime(x.back()+1), 2);
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}
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template<typename Real>
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void test_linear()
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{
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std::vector<Real> x{0,1,2,3};
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std::vector<Real> y{0,1,2,3};
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std::vector<Real> dydx{1,1,1,1};
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auto x_copy = x;
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auto y_copy = y;
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auto dydx_copy = dydx;
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auto hermite_spline = cubic_hermite(std::move(x_copy), std::move(y_copy), std::move(dydx_copy));
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CHECK_ULP_CLOSE(y[0], hermite_spline(x[0]), 0);
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CHECK_ULP_CLOSE(Real(1)/Real(2), hermite_spline(Real(1)/Real(2)), 10);
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CHECK_ULP_CLOSE(y[1], hermite_spline(x[1]), 0);
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CHECK_ULP_CLOSE(Real(3)/Real(2), hermite_spline(Real(3)/Real(2)), 10);
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CHECK_ULP_CLOSE(y[2], hermite_spline(x[2]), 0);
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CHECK_ULP_CLOSE(Real(5)/Real(2), hermite_spline(Real(5)/Real(2)), 10);
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CHECK_ULP_CLOSE(y[3], hermite_spline(x[3]), 0);
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x.resize(45);
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y.resize(45);
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dydx.resize(45);
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for (size_t i = 0; i < x.size(); ++i) {
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x[i] = i;
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y[i] = i;
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dydx[i] = 1;
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}
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x_copy = x;
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y_copy = y;
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dydx_copy = dydx;
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hermite_spline = cubic_hermite(std::move(x_copy), std::move(y_copy), std::move(dydx_copy));
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for (Real t = 0; t < x.back(); t += 0.5) {
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CHECK_ULP_CLOSE(t, hermite_spline(t), 0);
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CHECK_ULP_CLOSE(Real(1), hermite_spline.prime(t), 0);
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}
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boost::circular_buffer<Real> x_buf(x.size());
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for (auto & t : x) {
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x_buf.push_back(t);
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}
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boost::circular_buffer<Real> y_buf(x.size());
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for (auto & t : y) {
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y_buf.push_back(t);
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}
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boost::circular_buffer<Real> dydx_buf(x.size());
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for (auto & t : dydx) {
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dydx_buf.push_back(t);
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}
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auto circular_hermite_spline = cubic_hermite(std::move(x_buf), std::move(y_buf), std::move(dydx_buf));
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for (Real t = x[0]; t <= x.back(); t += 0.25) {
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CHECK_ULP_CLOSE(t, circular_hermite_spline(t), 2);
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CHECK_ULP_CLOSE(Real(1), circular_hermite_spline.prime(t), 2);
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}
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circular_hermite_spline.push_back(x.back() + 1, y.back()+1, 1);
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CHECK_ULP_CLOSE(Real(y.back() + 1), circular_hermite_spline(Real(x.back()+1)), 2);
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CHECK_ULP_CLOSE(Real(1), circular_hermite_spline.prime(Real(x.back()+1)), 2);
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}
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template<typename Real>
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void test_quadratic()
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{
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std::vector<Real> x(50);
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std::default_random_engine rd;
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std::uniform_real_distribution<Real> dis(0.1,1);
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Real x0 = dis(rd);
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x[0] = x0;
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for (size_t i = 1; i < x.size(); ++i) {
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x[i] = x[i-1] + dis(rd);
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}
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Real xmax = x.back();
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std::vector<Real> y(x.size());
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std::vector<Real> dydx(x.size());
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for (size_t i = 0; i < x.size(); ++i) {
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y[i] = x[i]*x[i]/2;
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dydx[i] = x[i];
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}
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auto s = cubic_hermite(std::move(x), std::move(y), std::move(dydx));
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for (Real t = x0; t <= xmax; t+= 0.0125)
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{
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CHECK_ULP_CLOSE(t*t/2, s(t), 5);
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CHECK_ULP_CLOSE(t, s.prime(t), 138);
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}
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}
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template<typename Real>
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void test_interpolation_condition()
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{
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for (size_t n = 4; n < 50; ++n) {
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std::vector<Real> x(n);
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std::vector<Real> y(n);
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std::vector<Real> dydx(n);
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std::default_random_engine rd;
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std::uniform_real_distribution<Real> dis(0,1);
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Real x0 = dis(rd);
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x[0] = x0;
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y[0] = dis(rd);
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for (size_t i = 1; i < n; ++i) {
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x[i] = x[i-1] + dis(rd);
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y[i] = dis(rd);
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dydx[i] = dis(rd);
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}
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auto x_copy = x;
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auto y_copy = y;
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auto dydx_copy = dydx;
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auto s = cubic_hermite(std::move(x_copy), std::move(y_copy), std::move(dydx_copy));
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//std::cout << "s = " << s << "\n";
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for (size_t i = 0; i < x.size(); ++i) {
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CHECK_ULP_CLOSE(y[i], s(x[i]), 2);
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CHECK_ULP_CLOSE(dydx[i], s.prime(x[i]), 2);
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}
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}
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}
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template<typename Real>
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void test_cardinal_constant()
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{
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Real x0 = 0;
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Real dx = 2;
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std::vector<Real> y(25);
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for (auto & t : y) {
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t = 7;
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}
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std::vector<Real> dydx(y.size(), Real(0));
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auto hermite_spline = cardinal_cubic_hermite(std::move(y), std::move(dydx), x0, dx);
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for (Real t = x0; t <= x0 + 24*dx; t += 0.25) {
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CHECK_ULP_CLOSE(Real(7), hermite_spline(t), 2);
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CHECK_ULP_CLOSE(Real(0), hermite_spline.prime(t), 2);
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}
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// Array of structs:
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std::vector<std::array<Real, 2>> data(25);
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for (auto & t : data) {
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t[0] = 7;
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t[1] = 0;
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}
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auto hermite_spline_aos = cardinal_cubic_hermite_aos(std::move(data), x0, dx);
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for (Real t = x0; t <= x0 + 24*dx; t += 0.25) {
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if (!CHECK_ULP_CLOSE(Real(7), hermite_spline_aos(t), 2)) {
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std::cerr << " Wrong evaluation at t = " << t << "\n";
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}
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if (!CHECK_ULP_CLOSE(Real(0), hermite_spline_aos.prime(t), 2)) {
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std::cerr << " Wrong evaluation at t = " << t << "\n";
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}
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}
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// Now check the boundaries:
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Real tlo = x0;
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Real thi = x0 + (25-1)*dx;
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int samples = 5000;
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int i = 0;
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while (i++ < samples)
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{
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CHECK_ULP_CLOSE(Real(7), hermite_spline(tlo), 2);
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CHECK_ULP_CLOSE(Real(7), hermite_spline(thi), 2);
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CHECK_ULP_CLOSE(Real(7), hermite_spline_aos(tlo), 2);
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CHECK_ULP_CLOSE(Real(7), hermite_spline_aos(thi), 2);
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CHECK_ULP_CLOSE(Real(0), hermite_spline.prime(tlo), 2);
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CHECK_ULP_CLOSE(Real(0), hermite_spline.prime(thi), 2);
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CHECK_ULP_CLOSE(Real(0), hermite_spline_aos.prime(tlo), 2);
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CHECK_ULP_CLOSE(Real(0), hermite_spline_aos.prime(thi), 2);
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tlo = boost::math::nextafter(tlo, std::numeric_limits<Real>::max());
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thi = boost::math::nextafter(thi, std::numeric_limits<Real>::lowest());
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}
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}
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template<typename Real>
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void test_cardinal_linear()
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{
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Real x0 = 0;
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Real dx = 1;
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std::vector<Real> y{0,1,2,3};
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std::vector<Real> dydx{1,1,1,1};
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auto y_copy = y;
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auto dydx_copy = dydx;
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auto hermite_spline = cardinal_cubic_hermite(std::move(y_copy), std::move(dydx_copy), x0, dx);
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CHECK_ULP_CLOSE(y[0], hermite_spline(0), 0);
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CHECK_ULP_CLOSE(Real(1)/Real(2), hermite_spline(Real(1)/Real(2)), 10);
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CHECK_ULP_CLOSE(y[1], hermite_spline(1), 0);
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CHECK_ULP_CLOSE(Real(3)/Real(2), hermite_spline(Real(3)/Real(2)), 10);
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CHECK_ULP_CLOSE(y[2], hermite_spline(2), 0);
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CHECK_ULP_CLOSE(Real(5)/Real(2), hermite_spline(Real(5)/Real(2)), 10);
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CHECK_ULP_CLOSE(y[3], hermite_spline(3), 0);
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y.resize(45);
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dydx.resize(45);
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for (size_t i = 0; i < y.size(); ++i) {
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y[i] = i;
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dydx[i] = 1;
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}
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hermite_spline = cardinal_cubic_hermite(std::move(y), std::move(dydx), x0, dx);
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for (Real t = 0; t < 44; t += 0.5) {
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CHECK_ULP_CLOSE(t, hermite_spline(t), 0);
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CHECK_ULP_CLOSE(Real(1), hermite_spline.prime(t), 0);
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}
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std::vector<std::array<Real, 2>> data(45);
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for (size_t i = 0; i < data.size(); ++i) {
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data[i][0] = i;
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data[i][1] = 1;
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}
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auto hermite_spline_aos = cardinal_cubic_hermite_aos(std::move(data), x0, dx);
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for (Real t = 0; t < 44; t += 0.5) {
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CHECK_ULP_CLOSE(t, hermite_spline_aos(t), 0);
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CHECK_ULP_CLOSE(Real(1), hermite_spline_aos.prime(t), 0);
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}
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Real tlo = x0;
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Real thi = x0 + (45-1)*dx;
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int samples = 5000;
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int i = 0;
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while (i++ < samples)
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{
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CHECK_ULP_CLOSE(Real(tlo), hermite_spline(tlo), 2);
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CHECK_ULP_CLOSE(Real(thi), hermite_spline(thi), 2);
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CHECK_ULP_CLOSE(Real(1), hermite_spline.prime(tlo), 2);
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CHECK_ULP_CLOSE(Real(1), hermite_spline.prime(thi), 2);
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CHECK_ULP_CLOSE(Real(tlo), hermite_spline_aos(tlo), 2);
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CHECK_ULP_CLOSE(Real(thi), hermite_spline_aos(thi), 2);
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CHECK_ULP_CLOSE(Real(1), hermite_spline_aos.prime(tlo), 2);
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CHECK_ULP_CLOSE(Real(1), hermite_spline_aos.prime(thi), 2);
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tlo = boost::math::nextafter(tlo, std::numeric_limits<Real>::max());
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thi = boost::math::nextafter(thi, std::numeric_limits<Real>::lowest());
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}
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}
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template<typename Real>
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void test_cardinal_quadratic()
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{
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Real x0 = -1;
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Real dx = Real(1)/Real(256);
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std::vector<Real> y(50);
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std::vector<Real> dydx(y.size());
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for (size_t i = 0; i < y.size(); ++i) {
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Real x = x0 + i*dx;
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y[i] = x*x/2;
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dydx[i] = x;
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}
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auto s = cardinal_cubic_hermite(std::move(y), std::move(dydx), x0, dx);
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for (Real t = x0; t <= x0 + 49*dx; t+= 0.0125)
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{
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CHECK_ULP_CLOSE(t*t/2, s(t), 12);
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CHECK_ULP_CLOSE(t, s.prime(t), 70);
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}
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std::vector<std::array<Real, 2>> data(50);
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for (size_t i = 0; i < data.size(); ++i) {
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Real x = x0 + i*dx;
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data[i][0] = x*x/2;
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data[i][1] = x;
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}
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auto saos = cardinal_cubic_hermite_aos(std::move(data), x0, dx);
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for (Real t = x0; t <= x0 + 49*dx; t+= 0.0125)
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{
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CHECK_ULP_CLOSE(t*t/2, saos(t), 12);
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CHECK_ULP_CLOSE(t, saos.prime(t), 70);
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}
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auto [tlo, thi] = s.domain();
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int samples = 5000;
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int i = 0;
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while (i++ < samples)
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{
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CHECK_ULP_CLOSE(Real(tlo*tlo/2), s(tlo), 3);
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CHECK_ULP_CLOSE(Real(thi*thi/2), s(thi), 3);
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CHECK_ULP_CLOSE(Real(tlo), s.prime(tlo), 3);
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CHECK_ULP_CLOSE(Real(thi), s.prime(thi), 3);
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CHECK_ULP_CLOSE(Real(tlo*tlo/2), saos(tlo), 3);
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CHECK_ULP_CLOSE(Real(thi*thi/2), saos(thi), 3);
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CHECK_ULP_CLOSE(Real(tlo), saos.prime(tlo), 3);
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CHECK_ULP_CLOSE(Real(thi), saos.prime(thi), 3);
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tlo = boost::math::nextafter(tlo, std::numeric_limits<Real>::max());
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thi = boost::math::nextafter(thi, std::numeric_limits<Real>::lowest());
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}
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}
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template<typename Real>
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void test_cardinal_interpolation_condition()
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{
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for (size_t n = 4; n < 50; ++n) {
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std::vector<Real> y(n);
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std::vector<Real> dydx(n);
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std::default_random_engine rd;
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std::uniform_real_distribution<Real> dis(0.1,1);
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Real x0 = Real(2);
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Real dx = Real(1)/Real(128);
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for (size_t i = 0; i < n; ++i) {
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y[i] = dis(rd);
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dydx[i] = dis(rd);
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}
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auto y_copy = y;
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auto dydx_copy = dydx;
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auto s = cardinal_cubic_hermite(std::move(y_copy), std::move(dydx_copy), x0, dx);
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for (size_t i = 0; i < y.size(); ++i) {
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CHECK_ULP_CLOSE(y[i], s(x0 + i*dx), 2);
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CHECK_ULP_CLOSE(dydx[i], s.prime(x0 + i*dx), 2);
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}
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}
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}
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int main()
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{
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test_constant<float>();
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test_linear<float>();
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test_quadratic<float>();
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test_interpolation_condition<float>();
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test_cardinal_constant<float>();
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test_cardinal_linear<float>();
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test_cardinal_quadratic<float>();
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test_cardinal_interpolation_condition<float>();
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test_constant<double>();
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test_linear<double>();
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test_quadratic<double>();
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test_interpolation_condition<double>();
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test_cardinal_constant<double>();
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test_cardinal_linear<double>();
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test_cardinal_quadratic<double>();
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test_cardinal_interpolation_condition<double>();
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|
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test_constant<long double>();
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test_linear<long double>();
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test_quadratic<long double>();
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|
test_interpolation_condition<long double>();
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|
test_cardinal_constant<long double>();
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|
test_cardinal_linear<long double>();
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|
test_cardinal_quadratic<long double>();
|
|
test_cardinal_interpolation_condition<long double>();
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|
|
|
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#ifdef BOOST_HAS_FLOAT128
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|
test_constant<float128>();
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|
test_linear<float128>();
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|
test_cardinal_constant<float128>();
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|
test_cardinal_linear<float128>();
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|
#endif
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return boost::math::test::report_errors();
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}
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