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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
/*
Copyright (C) 2003 Ferdinando Ametrano
This file is part of QuantLib, a free-software/open-source library
for financial quantitative analysts and developers - http://quantlib.org/
QuantLib is free software: you can redistribute it and/or modify it
under the terms of the QuantLib license. You should have received a
copy of the license along with this program; if not, please email
<quantlib-dev@lists.sf.net>. The license is also available online at
<http://quantlib.org/license.shtml>.
This program 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 license for more details.
*/
#include "factorial.hpp"
#include "utilities.hpp"
#include <ql/math/factorial.hpp>
#include <ql/math/distributions/gammadistribution.hpp>
using namespace QuantLib;
using namespace boost::unit_test_framework;
void FactorialTest::testFactorial() {
BOOST_MESSAGE("Testing factorial numbers...");
Natural i;
Real expected = 1.0;
Real calculated = Factorial::get(0);
if (calculated!=expected)
BOOST_ERROR("Factorial(0)\n"
<< std::setprecision(16) << QL_SCIENTIFIC
<< " calculated: " << calculated << "\n"
<< " expected: " << expected);
for (i=1; i<28; i++) {
expected *= i;
calculated = Factorial::get(i);
if (calculated!=expected)
BOOST_ERROR("Factorial(" << i << ")\n"
<< std::setprecision(16) << QL_SCIENTIFIC
<< " calculated: " << calculated << "\n"
<< " expected: " << expected);
}
// Borland cannot manage i>=171
// ????????????????????????????
for (i=28; i<171; i++) {
expected *= i;
calculated = Factorial::get(i);
if (std::fabs(calculated-expected)/expected > 1.0e-9)
BOOST_ERROR("Factorial(" << i << ")\n"
<< std::setprecision(16) << QL_SCIENTIFIC
<< " calculated: " << calculated << "\n"
<< " expected: " << expected << "\n"
<< " rel. error: "
<< std::fabs(calculated-expected)/expected);
}
}
void FactorialTest::testGammaFunction() {
BOOST_MESSAGE("Testing Gamma function...");
Real expected = 0.0;
Real calculated = GammaFunction().logValue(1);
if (std::fabs(calculated) > 1.0e-15)
BOOST_ERROR("GammaFunction(1)\n"
<< std::setprecision(16) << QL_SCIENTIFIC
<< " calculated: " << calculated << "\n"
<< " expected: " << expected);
for (Size i=2; i<9000; i++) {
expected += std::log(Real(i));
calculated = GammaFunction().logValue(i+1);
if (std::fabs(calculated-expected)/expected > 1.0e-9)
BOOST_ERROR("GammaFunction(" << i << ")\n"
<< std::setprecision(16) << QL_SCIENTIFIC
<< " calculated: " << calculated << "\n"
<< " expected: " << expected << "\n"
<< " rel. error: "
<< std::fabs(calculated-expected)/expected);
}
}
test_suite* FactorialTest::suite() {
test_suite* suite = BOOST_TEST_SUITE("Factorial tests");
suite->add(BOOST_TEST_CASE(&FactorialTest::testFactorial));
suite->add(BOOST_TEST_CASE(&FactorialTest::testGammaFunction));
return suite;
}
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