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require 'test_helper'
class QRngTest < GSL::TestCase
def _test_sobol(v, d, g = nil)
status = 0
if g
g.init
reinitialized = true
else
g = GSL::QRng.alloc(GSL::QRng::SOBOL, d)
end
3.times { g.get(v) }
status += (v[0] != 0.25 || v[1] != 0.75) ? 1 : 0
g.get(v)
status += (v[0] != 0.375 || v[1] != 0.375) ? 1 : 0
assert status.zero?, "Sobol d=#{d}#{' (reinitialized)' if reinitialized}"
g
end
def test_sobol
v = GSL::Vector.alloc(3)
_test_sobol(v, 2)
_test_sobol(v, 3, _test_sobol(v, 3))
end
def _test_nied2(v, d, g = nil)
status = 0
if g
g.init
reinitialized = true
else
g = GSL::QRng.alloc(GSL::QRng::NIEDERREITER_2, d)
end
3.times { g.get(v) }
status += (v[0] != 0.75 || v[1] != 0.25) ? 1 : 0
g.get(v)
status += (v[0] != 0.25 || v[1] != 0.75) ? 1 : 0
3.times { g.get(v) }
status += (v[0] != 0.625 || v[1] != 0.125) ? 1 : 0
assert status.zero?, "Niederreiter d=#{d}#{' (reinitialized)' if reinitialized}"
g
end
def test_nied2
v = GSL::Vector.alloc(3)
_test_nied2(v, 2)
_test_nied2(v, 3, _test_nied2(v, 3))
end
def _test_hdsobol(v, d, g = nil)
status = 0
if g
g.init
reinitialized = true
else
g = GSL::QRng.alloc(GSL::QRng::HDSOBOL, d)
end
3.times { g.get(v) }
status += (v[0] != 0.25 || v[1] != 0.75) ? 1 : 0
g.get(v)
status += (v[0] != 0.375 || v[1] != 0.375) ? 1 : 0
assert status.zero?, "HDSobol d=#{d}#{' (reinitialized)' if reinitialized}"
g
end
def test_hdsobol
return unless GSL::QRng.const_defined?(:HDSOBOL)
v = GSL::Vector.alloc(3)
_test_hdsobol(v, 2)
_test_hdsobol(v, 3, _test_hdsobol(v, 3))
end
end
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