public void NormalCdfIntegralTest()
{
Assert.True(0 <= NormalCdfIntegral(190187183095334850882507750944849586799124505055478568794871547478488387682304.0, -190187183095334850882507750944849586799124505055478568794871547478488387682304.0, -1, 0.817880416082724044547388352452631856079457366800004151664125953519049673808376291470533145141236089924006896061006277409614237094627499958581030715374379576478204968748786874650796450332240045653919846557755590765736997127532958984375e-78).Mantissa);
Assert.True(0 <= NormalCdfIntegral(213393529.2046706974506378173828125, -213393529.2046706974506378173828125, -1, 0.72893668811495072384656764856902984306419313043079455383121967315673828125e-9).Mantissa);
Assert.True(0 < NormalCdfIntegral(-0.421468532207607216033551367218024097383022308349609375, 0.42146843802130329326161017888807691633701324462890625, -0.99999999999999989, 0.62292398855983019004972723654291189010479001808562316000461578369140625e-8).Mantissa);
// Checking all cases takes a long time.
const int limit = 2_000_000;
int count = 0;
Parallel.ForEach(OperatorTests.Doubles(), x =>
{
if (count > limit)
{
return;
}
foreach (var y in OperatorTests.Doubles())
{
if (count > limit)
{
break;
}
foreach (var r in OperatorTests.Doubles().Where(d => d >= -1 && d <= 1))
{
if (count > limit)
{
break;
}
MMath.NormalCdfIntegral(x, y, r);
Interlocked.Add(ref count, 1);
}
}
});
}
public void WeightedAverageTest()
{
Assert.Equal(Environment.Is64BitProcess ? 3.86361619394904E-311 : 3.86361619394162E-311, MMath.WeightedAverage(0.82912896852490248, 2.5484859206000203E-311, 3.50752234977395E-313, 31.087830618727477));
Assert.Equal(MMath.WeightedAverage(0.1, double.MinValue, 0.01, double.MinValue), double.MinValue);
Assert.Equal(MMath.WeightedAverage(0.1, -double.Epsilon, double.MaxValue, -double.Epsilon), -double.Epsilon);
Assert.Equal(MMath.WeightedAverage(1e-100, 2e-250, 1e-100, 4e-250), MMath.Average(2e-250, 4e-250));
Assert.Equal(MMath.WeightedAverage(1e100, 2e250, 1e100, 4e250), MMath.Average(2e250, 4e250));
Assert.Equal(MMath.WeightedAverage(0, 0, 0.1, -double.Epsilon), -double.Epsilon);
Assert.Equal(MMath.WeightedAverage(0.1, -double.Epsilon, 0, double.NegativeInfinity), -double.Epsilon);
Assert.False(double.IsNaN(MMath.WeightedAverage(1.7976931348623157E+308, double.NegativeInfinity, 4.94065645841247E-324, double.NegativeInfinity)));
Assert.False(double.IsNaN(MMath.WeightedAverage(0.01, double.NegativeInfinity, double.MaxValue, double.MaxValue)));
Assert.False(double.IsNaN(MMath.WeightedAverage(0.01, double.NegativeInfinity, double.Epsilon, double.NegativeInfinity)));
Assert.Equal(double.MaxValue, MMath.WeightedAverage(double.MaxValue, double.MaxValue, double.MaxValue, double.MaxValue));
const int limit = 2_000_000;
int count = 0;
Parallel.ForEach(OperatorTests.DoublesAtLeastZero(), wa =>
{
Parallel.ForEach(OperatorTests.DoublesAtLeastZero(), wb =>
{
if (count > limit)
{
return;
}
Trace.WriteLine($"wa = {wa}, wb = {wb}");
foreach (var a in OperatorTests.Doubles())
{
if (count > limit)
{
break;
}
foreach (var b in OperatorTests.Doubles())
{
if (count > limit)
{
break;
}
if (double.IsNaN(a + b))
{
continue;
}
double midpoint = MMath.WeightedAverage(wa, a, wb, b);
Assert.True(midpoint >= System.Math.Min(a, b), $"Failed assertion: MMath.WeightedAverage({wa:r}, {a:r}, {wb:r}, {b:r}) {midpoint} >= {System.Math.Min(a, b)}");
Assert.True(midpoint <= System.Math.Max(a, b), $"Failed assertion: MMath.WeightedAverage({wa:r}, {a:r}, {wb:r}, {b:r}) {midpoint} <= {System.Math.Max(a, b)}");
if (wa == wb)
{
Assert.Equal(MMath.Average(a, b), midpoint);
}
Interlocked.Add(ref count, 1);
}
}
});
});
}
public void WeightedAverageTest()
{
Assert.Equal(MMath.WeightedAverage(0.1, double.MinValue, 0.01, double.MinValue), double.MinValue);
Assert.Equal(MMath.WeightedAverage(0.1, -double.Epsilon, double.MaxValue, -double.Epsilon), -double.Epsilon);
Assert.Equal(MMath.WeightedAverage(1e-100, 2e-250, 1e-100, 4e-250), MMath.Average(2e-250, 4e-250));
Assert.Equal(MMath.WeightedAverage(1e100, 2e250, 1e100, 4e250), MMath.Average(2e250, 4e250));
Assert.Equal(MMath.WeightedAverage(0, 0, 0.1, -double.Epsilon), -double.Epsilon);
Assert.Equal(MMath.WeightedAverage(0.1, -double.Epsilon, 0, double.NegativeInfinity), -double.Epsilon);
Assert.False(double.IsNaN(MMath.WeightedAverage(1.7976931348623157E+308, double.NegativeInfinity, 4.94065645841247E-324, double.NegativeInfinity)));
Assert.False(double.IsNaN(MMath.WeightedAverage(0.01, double.NegativeInfinity, double.MaxValue, double.MaxValue)));
Assert.False(double.IsNaN(MMath.WeightedAverage(0.01, double.NegativeInfinity, double.Epsilon, double.NegativeInfinity)));
Assert.Equal(double.MaxValue, MMath.WeightedAverage(double.MaxValue, double.MaxValue, double.MaxValue, double.MaxValue));
const int limit = 2_000_000;
int count = 0;
Parallel.ForEach(OperatorTests.DoublesAtLeastZero(), wa =>
{
Parallel.ForEach(OperatorTests.DoublesAtLeastZero(), wb =>
{
if (count > limit)
{
return;
}
Trace.WriteLine($"wa = {wa}, wb = {wb}");
foreach (var a in OperatorTests.Doubles())
{
if (count > limit)
{
break;
}
foreach (var b in OperatorTests.Doubles())
{
if (count > limit)
{
break;
}
if (double.IsNaN(a + b))
{
continue;
}
double midpoint = MMath.WeightedAverage(wa, a, wb, b);
Assert.True(midpoint >= System.Math.Min(a, b), $"Failed assertion: {midpoint} >= {System.Math.Min(a, b)}, wa={wa:r}, a={a:r}, wb={wb:r}, b={b:r}");
Assert.True(midpoint <= System.Math.Max(a, b), $"Failed assertion: {midpoint} <= {System.Math.Max(a, b)}, wa={wa:r}, a={a:r}, wb={wb:r}, b={b:r}");
if (wa == wb)
{
Assert.Equal(MMath.Average(a, b), midpoint);
}
Interlocked.Add(ref count, 1);
}
}
});
});
}
public void WeightedAverage_IsMonotonic()
{
// Checking all cases takes a long time.
const int limit = 2_000_000;
int count = 0;
Parallel.ForEach(OperatorTests.DoublesAtLeastZero(), wa =>
{
Parallel.ForEach(OperatorTests.DoublesAtLeastZero(), wb =>
{
Parallel.ForEach(OperatorTests.Doubles(), a =>
{
if (count > limit)
{
return;
}
Trace.WriteLine($"wa = {wa}, wb = {wb}, a = {a}");
foreach (var b in OperatorTests.Doubles())
{
if (count > limit)
{
break;
}
if (double.IsNaN(a + b))
{
continue;
}
double midpoint = MMath.WeightedAverage(wa, a, wb, b);
foreach (var inc in OperatorTests.DoublesAtLeastZero())
{
if (count > limit)
{
break;
}
var a2 = a + inc;
if (a2 == a)
{
continue;
}
if (double.IsNaN(a2 + b))
{
continue;
}
double midpoint2 = MMath.WeightedAverage(wa, a2, wb, b);
Assert.True(midpoint2 >= midpoint, $"Failed assertion: {midpoint2} >= {midpoint}, wa={wa:r}, a={a:r}, a2={a2:r}, wb={wb:r}, b={b:r}");
Interlocked.Add(ref count, 1);
}
}
});
});
});
}
public bool Equals(OperatorTests other)
{
return(!ReferenceEquals(null, other));
}
