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/* Author: G. Jungman (+modifications from O. Teytaud olivier.teytaud@inria.fr)
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*/
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#include <config.h>
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#include <stdlib.h>
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#include <gsl/gsl_ieee_utils.h>
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#include <gsl/gsl_qrng.h>
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#include <gsl/gsl_test.h>
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#include <math.h>
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void test_sobol(void)
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{
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int status = 0;
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double v[3];
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/* int i; */
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/* test in dimension 2 */
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gsl_qrng * g = gsl_qrng_alloc(gsl_qrng_sobol, 2);
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gsl_qrng_get(g, v);
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gsl_qrng_get(g, v);
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gsl_qrng_get(g, v);
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status += ( v[0] != 0.25 || v[1] != 0.75 );
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gsl_qrng_get(g, v);
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status += ( v[0] != 0.375 || v[1] != 0.375 );
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gsl_qrng_free(g);
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gsl_test (status, "Sobol d=2");
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status = 0;
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/* test in dimension 3 */
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g = gsl_qrng_alloc(gsl_qrng_sobol, 3);
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gsl_qrng_get(g, v);
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gsl_qrng_get(g, v);
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gsl_qrng_get(g, v);
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status += ( v[0] != 0.25 || v[1] != 0.75 || v[2] != 0.25 );
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gsl_qrng_get(g, v);
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status += ( v[0] != 0.375 || v[1] != 0.375 || v[2] != 0.625 );
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gsl_test (status, "Sobol d=3");
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status = 0;
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gsl_qrng_init(g);
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gsl_qrng_get(g, v);
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gsl_qrng_get(g, v);
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gsl_qrng_get(g, v);
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status += ( v[0] != 0.25 || v[1] != 0.75 || v[2] != 0.25 );
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gsl_qrng_get(g, v);
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status += ( v[0] != 0.375 || v[1] != 0.375 || v[2] != 0.625 );
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gsl_qrng_free(g);
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gsl_test (status, "Sobol d=3 (reinitialized)");
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}
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void test_halton(void)
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{
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int status = 0;
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double v[1229];
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unsigned int i;
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/* test in dimension 1229 */
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gsl_qrng * g = gsl_qrng_alloc(gsl_qrng_halton, 1229);
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for (i=0;i<30;i++)
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gsl_qrng_get(g, v);
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gsl_qrng_free(g);
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gsl_test (status, "Halton d=1229");
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status = 0;
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/* test in dimension 2 */
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/*should be
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* 0.5 0.333333
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* 0.25 0.666667
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* 0.75 0.111111
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* 0.125 0.444444*/
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g = gsl_qrng_alloc(gsl_qrng_halton, 2);
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gsl_qrng_get(g, v);
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gsl_qrng_get(g, v);
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gsl_qrng_get(g, v);
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gsl_test_rel (v[0], 3.0/4.0, 1e-3, "halton(2) k=2 v[0]");
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gsl_test_rel (v[1], 1.0/9.0, 1e-3, "halton(2) k=2 v[1]");
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gsl_qrng_get(g, v);
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gsl_test_rel (v[0], 1.0/8.0, 1e-3, "halton(2) k=3 v[0]");
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gsl_test_rel (v[1], 4.0/9.0, 1e-3, "halton(2) k=3 v[1]");
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gsl_qrng_free(g);
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/* test in dimension 3 */
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g = gsl_qrng_alloc(gsl_qrng_halton, 3);
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gsl_qrng_get(g, v);
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gsl_qrng_get(g, v);
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gsl_qrng_get(g, v);
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gsl_test_rel (v[0], 0.75, 1e-3, "halton(3) k=3 v[0]");
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gsl_test_rel (v[1], 1.0/9.0, 1e-3, "halton(3) k=3 v[1]");
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gsl_test_rel (v[2], 0.6, 1e-3, "halton(3) k=3 v[2]");
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gsl_qrng_get(g, v);
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gsl_test_rel (v[0], 0.125, 1e-3, "halton(3) k=4 v[0]");
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gsl_test_rel (v[1], 4.0/9.0, 1e-3, "halton(3) k=4 v[1]");
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gsl_test_rel (v[2], 0.8, 1e-3, "halton(3) k=4 v[2]");
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gsl_qrng_init(g);
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gsl_qrng_get(g, v);
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gsl_qrng_get(g, v);
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gsl_qrng_get(g, v);
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gsl_test_rel (v[0], 0.75, 1e-3, "halton(3) reinitialized k=3 v[0]");
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gsl_test_rel (v[1], 1.0/9.0, 1e-3, "halton(3) reinitialized k=3 v[1]");
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gsl_test_rel (v[2], 0.6, 1e-3, "halton(3) reinitialized k=3 v[2]");
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gsl_qrng_get(g, v);
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gsl_test_rel (v[0], 0.125, 1e-3, "halton(3) reinitialized k=4 v[0]");
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gsl_test_rel (v[1], 4.0/9.0, 1e-3, "halton(3) reinitialized k=4 v[1]");
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gsl_test_rel (v[2], 0.8, 1e-3, "halton(3) reinitialized k=4 v[2]");
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gsl_qrng_free(g);
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}
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void test_reversehalton(void)
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{
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int status = 0;
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double v[3];
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/* test in dimension 2 */
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gsl_qrng * g = gsl_qrng_alloc(gsl_qrng_reversehalton, 2);
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gsl_qrng_get(g, v);
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gsl_qrng_get(g, v);
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gsl_qrng_get(g, v);
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/* should be
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* 0.5 0.666667
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* 0.25 0.333333
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* 0.75 0.222222
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* 0.125 0.888889*/
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gsl_test_rel (v[0], 3.0/4.0, 1e-3, "reversehalton(2) k=2 v[0]");
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gsl_test_rel (v[1], 2.0/9.0, 1e-3, "reversehalton(2) k=2 v[1]");
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gsl_qrng_get(g, v);
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gsl_test_rel (v[0], 1.0/8.0, 1e-3, "reversehalton(2) k=2 v[0]");
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gsl_test_rel (v[1], 8.0/9.0, 1e-3, "reversehalton(2) k=2 v[1]");
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gsl_qrng_free(g);
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/* test in dimension 3 */
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g = gsl_qrng_alloc(gsl_qrng_reversehalton, 3);
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gsl_qrng_get(g, v);
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gsl_qrng_get(g, v);
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gsl_qrng_get(g, v);
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gsl_test_rel (v[0], 0.75, 1e-3, "reversehalton(3) k=3 v[0]");
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gsl_test_rel (v[1], 2.0/9.0, 1e-3, "reversehalton(3) k=3 v[1]");
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gsl_test_rel (v[2], 0.4, 1e-3, "reversehalton(3) k=3 v[2]");
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gsl_qrng_get(g, v);
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gsl_test_rel (v[0], 0.125, 1e-3, "reversehalton(3) k=3 v[0]");
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gsl_test_rel (v[1], 8.0/9.0, 1e-3, "reversehalton(3) k=3 v[1]");
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gsl_test_rel (v[2], 0.2, 1e-3, "reversehalton(3) k=3 v[2]");
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status = 0;
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gsl_qrng_init(g);
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gsl_qrng_get(g, v);
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gsl_qrng_get(g, v);
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gsl_qrng_get(g, v);
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gsl_test_rel (v[0], 0.75, 1e-3, "reversehalton(3) reinitialized k=3 v[0]");
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gsl_test_rel (v[1], 2.0/9.0, 1e-3, "reversehalton(3) reinitialized k=3 v[1]");
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gsl_test_rel (v[2], 0.4, 1e-3, "reversehalton(3) reinitialized k=3 v[2]");
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gsl_qrng_get(g, v);
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gsl_test_rel (v[0], 0.125, 1e-3, "reversehalton(3) reinitialized k=3 v[0]");
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gsl_test_rel (v[1], 8.0/9.0, 1e-3, "reversehalton(3) reinitialized k=3 v[1]");
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gsl_test_rel (v[2], 0.2, 1e-3, "reversehalton(3) reinitialized k=3 v[2]");
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gsl_qrng_free(g);
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}
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void test_nied2(void)
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{
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int status = 0;
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double v[3];
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/* int i; */
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/* test in dimension 2 */
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gsl_qrng * g = gsl_qrng_alloc(gsl_qrng_niederreiter_2, 2);
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gsl_qrng_get(g, v);
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gsl_qrng_get(g, v);
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gsl_qrng_get(g, v);
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status += ( v[0] != 0.75 || v[1] != 0.25 );
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gsl_qrng_get(g, v);
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status += ( v[0] != 0.25 || v[1] != 0.75 );
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gsl_qrng_get(g, v);
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gsl_qrng_get(g, v);
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gsl_qrng_get(g, v);
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status += ( v[0] != 0.625 || v[1] != 0.125 );
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gsl_qrng_free(g);
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gsl_test (status, "Niederreiter d=2");
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status = 0;
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/* test in dimension 3 */
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g = gsl_qrng_alloc(gsl_qrng_niederreiter_2, 3);
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gsl_qrng_get(g, v);
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gsl_qrng_get(g, v);
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gsl_qrng_get(g, v);
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status += ( v[0] != 0.75 || v[1] != 0.25 || v[2] != 0.3125 );
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gsl_qrng_get(g, v);
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status += ( v[0] != 0.25 || v[1] != 0.75 || v[2] != 0.5625 );
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gsl_qrng_get(g, v);
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gsl_qrng_get(g, v);
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gsl_qrng_get(g, v);
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status += ( v[0] != 0.625 || v[1] != 0.125 || v[2] != 0.6875 );
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gsl_test (status, "Niederreiter d=3");
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status = 0;
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gsl_qrng_init(g);
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gsl_qrng_get(g, v);
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gsl_qrng_get(g, v);
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gsl_qrng_get(g, v);
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status += ( v[0] != 0.75 || v[1] != 0.25 || v[2] != 0.3125 );
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gsl_qrng_get(g, v);
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status += ( v[0] != 0.25 || v[1] != 0.75 || v[2] != 0.5625 );
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gsl_qrng_get(g, v);
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gsl_qrng_get(g, v);
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gsl_qrng_get(g, v);
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status += ( v[0] != 0.625 || v[1] != 0.125 || v[2] != 0.6875 );
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gsl_qrng_free(g);
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gsl_test (status, "Niederreiter d=3 (reinitialized)");
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}
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int main()
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{
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gsl_ieee_env_setup ();
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test_sobol();
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test_halton();
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test_reversehalton();
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test_nied2();
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exit (gsl_test_summary ());
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}
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