File: discrepancy.cpp

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/* Copyright 2017-2021 PaGMO development team

This file is part of the PaGMO library.

The PaGMO library is free software; you can redistribute it and/or modify
it under the terms of either:

  * the GNU Lesser General Public License as published by the Free
    Software Foundation; either version 3 of the License, or (at your
    option) any later version.

or

  * the GNU General Public License as published by the Free Software
    Foundation; either version 3 of the License, or (at your option) any
    later version.

or both in parallel, as here.

The PaGMO library is distributed in the hope that it will be useful, but
WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY
or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU General Public License
for more details.

You should have received copies of the GNU General Public License and the
GNU Lesser General Public License along with the PaGMO library.  If not,
see https://www.gnu.org/licenses/. */

#define BOOST_TEST_MODULE discrepancy_test
#define BOOST_TEST_DYN_LINK
#include <boost/test/unit_test.hpp>

#include <stdexcept>
#include <tuple>

#include <boost/test/tools/floating_point_comparison.hpp>

#include <pagmo/detail/prime_numbers.hpp>
#include <pagmo/io.hpp>
#include <pagmo/types.hpp>
#include <pagmo/utils/discrepancy.hpp>

using namespace pagmo;

BOOST_AUTO_TEST_CASE(sample_from_simplex_test)
{
    auto case1 = sample_from_simplex({0.3, 0.1, 0.6, 0.9, 1.});
    auto result1 = std::vector<double>{0.1, 0.2, 0.3, 0.3, 0.1, 0.};
    for (auto i = 0u; i < case1.size(); ++i) {
        BOOST_CHECK_CLOSE(case1[i], result1[i], 1e-13);
    }

    auto case2 = sample_from_simplex({0., 0.9, 0.3, 1., 1., 0.2, 0.});
    auto result2 = std::vector<double>{0., 0., 0.2, 0.1, 0.6, 0.1, 0., 0.};
    for (auto i = 0u; i < case2.size(); ++i) {
        BOOST_CHECK_CLOSE(case2[i], result2[i], 1e-13);
    }

    auto case3 = sample_from_simplex({0.2});
    auto result3 = std::vector<double>{0.2, 0.8};
    for (auto i = 0u; i < case3.size(); ++i) {
        BOOST_CHECK_CLOSE(case3[i], result3[i], 1e-13);
    }

    // Check that throws if point is not in [0,1]
    BOOST_CHECK_THROW(sample_from_simplex({0.2, 2.3}), std::invalid_argument);
    BOOST_CHECK_THROW(sample_from_simplex({0.3, 0.1, 0.6, 0.9, -0.1, 1.}), std::invalid_argument);
    // Checks that input cannot be empty
    BOOST_CHECK_THROW(sample_from_simplex({}), std::invalid_argument);
}

BOOST_AUTO_TEST_CASE(van_der_corput_test)
{
    // We test explicitly the first ten elements of the Van der Corput
    // sequences corresponding to base 2 and base 10.
    std::vector<double> computed2;
    std::vector<double> computed10;
    van_der_corput ld_rng2(2);
    van_der_corput ld_rng10(10);
    for (auto i = 0u; i < 10; ++i) {
        computed2.push_back(ld_rng2());
        computed10.push_back(ld_rng10());
    }
    std::vector<double> real2{0., 0.5, 0.25, 0.75, 0.125, 0.625, 0.375, 0.875, 0.0625, 0.5625};
    std::vector<double> real10{0., 0.1, 0.2, 0.3, 0.4, 0.5, 0.6, 0.7, 0.8, 0.9};
    BOOST_CHECK(real2
                == computed2); // in base 2 no need for approximate comparison as all members are represented correctly
    for (auto i = 0u; i < 10;
         ++i) { // in base 10 we need to check with a tolerance as per floating point representation problems
        BOOST_CHECK_CLOSE(real10[i], computed10[i], 1e-13);
    }
    // We check the construction throws
    BOOST_CHECK_THROW(van_der_corput{1u}, std::invalid_argument);
    // We check here the prime number utility of PaGMO (TODO: move somewhere else?)
    BOOST_CHECK_THROW(detail::prime(1700u), std::invalid_argument);
}

BOOST_AUTO_TEST_CASE(halton_test)
{
    std::vector<std::vector<double>> computed2dim;
    halton ld_rng(2);
    for (auto i = 0u; i < 6u; ++i) {
        computed2dim.push_back(ld_rng());
    }
    std::vector<std::vector<double>> real2dim{{0., 0.},           {1. / 2., 1. / 3.}, {1. / 4., 2. / 3.},
                                              {3. / 4., 1. / 9.}, {1. / 8., 4. / 9.}, {5. / 8., 7. / 9.}};
    for (auto i = 0u; i < 6u;
         ++i) { // in base 10 we need to check with a tolerance as per floating point representation problems
        for (auto j = 0u; j < 2u; ++j) {
            BOOST_CHECK_CLOSE(real2dim[i][j], computed2dim[i][j], 1e-13);
        }
    }
}