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authorMartin Hořeňovský2023-05-01 00:51:43 +0200
committerMartin Hořeňovský2023-05-01 13:21:47 +0200
commit51fdbedd1337955bedc02b570bb2a7fb19061f2e (patch)
tree76daa3886ed4882e8233d5875ba9f92fb248e38b /src/catch2
parent10f0a5864319c0baa5c4cecb5e6138fd0c78a3e7 (diff)
downloadcatch3-51fdbedd1337955bedc02b570bb2a7fb19061f2e.tar.gz
Internal linkage for outlier_variance
Diffstat (limited to 'src/catch2')
-rw-r--r--src/catch2/benchmark/detail/catch_stats.cpp316
-rw-r--r--src/catch2/benchmark/detail/catch_stats.hpp2
2 files changed, 166 insertions, 152 deletions
diff --git a/src/catch2/benchmark/detail/catch_stats.cpp b/src/catch2/benchmark/detail/catch_stats.cpp
index a7863224..ea483a30 100644
--- a/src/catch2/benchmark/detail/catch_stats.cpp
+++ b/src/catch2/benchmark/detail/catch_stats.cpp
@@ -21,128 +21,172 @@
#include <future>
#endif
-namespace {
-
-using Catch::Benchmark::Detail::sample;
-
- template <typename URng, typename Estimator>
- static sample resample(URng& rng, unsigned int resamples,
- std::vector<double>::const_iterator first,
- std::vector<double>::const_iterator last,
- Estimator& estimator) {
- auto n = static_cast<size_t>(last - first);
- std::uniform_int_distribution<decltype(n)> dist(0, n - 1);
-
- sample out;
- out.reserve(resamples);
- // We allocate the vector outside the loop to avoid realloc per resample
- std::vector<double> resampled;
- resampled.reserve( n );
- for ( size_t i = 0; i < resamples; ++i ) {
- resampled.clear();
- for ( size_t s = 0; s < n; ++s ) {
- resampled.push_back(
- first[static_cast<std::ptrdiff_t>( dist( rng ) )] );
- }
- const auto estimate =
- estimator( resampled.begin(), resampled.end() );
- out.push_back( estimate );
- }
- std::sort(out.begin(), out.end());
- return out;
- }
-
-
- double erf_inv(double x) {
- // Code accompanying the article "Approximating the erfinv function" in GPU Computing Gems, Volume 2
- double w, p;
-
- w = -log((1.0 - x) * (1.0 + x));
-
- if (w < 6.250000) {
- w = w - 3.125000;
- p = -3.6444120640178196996e-21;
- p = -1.685059138182016589e-19 + p * w;
- p = 1.2858480715256400167e-18 + p * w;
- p = 1.115787767802518096e-17 + p * w;
- p = -1.333171662854620906e-16 + p * w;
- p = 2.0972767875968561637e-17 + p * w;
- p = 6.6376381343583238325e-15 + p * w;
- p = -4.0545662729752068639e-14 + p * w;
- p = -8.1519341976054721522e-14 + p * w;
- p = 2.6335093153082322977e-12 + p * w;
- p = -1.2975133253453532498e-11 + p * w;
- p = -5.4154120542946279317e-11 + p * w;
- p = 1.051212273321532285e-09 + p * w;
- p = -4.1126339803469836976e-09 + p * w;
- p = -2.9070369957882005086e-08 + p * w;
- p = 4.2347877827932403518e-07 + p * w;
- p = -1.3654692000834678645e-06 + p * w;
- p = -1.3882523362786468719e-05 + p * w;
- p = 0.0001867342080340571352 + p * w;
- p = -0.00074070253416626697512 + p * w;
- p = -0.0060336708714301490533 + p * w;
- p = 0.24015818242558961693 + p * w;
- p = 1.6536545626831027356 + p * w;
- } else if (w < 16.000000) {
- w = sqrt(w) - 3.250000;
- p = 2.2137376921775787049e-09;
- p = 9.0756561938885390979e-08 + p * w;
- p = -2.7517406297064545428e-07 + p * w;
- p = 1.8239629214389227755e-08 + p * w;
- p = 1.5027403968909827627e-06 + p * w;
- p = -4.013867526981545969e-06 + p * w;
- p = 2.9234449089955446044e-06 + p * w;
- p = 1.2475304481671778723e-05 + p * w;
- p = -4.7318229009055733981e-05 + p * w;
- p = 6.8284851459573175448e-05 + p * w;
- p = 2.4031110387097893999e-05 + p * w;
- p = -0.0003550375203628474796 + p * w;
- p = 0.00095328937973738049703 + p * w;
- p = -0.0016882755560235047313 + p * w;
- p = 0.0024914420961078508066 + p * w;
- p = -0.0037512085075692412107 + p * w;
- p = 0.005370914553590063617 + p * w;
- p = 1.0052589676941592334 + p * w;
- p = 3.0838856104922207635 + p * w;
- } else {
- w = sqrt(w) - 5.000000;
- p = -2.7109920616438573243e-11;
- p = -2.5556418169965252055e-10 + p * w;
- p = 1.5076572693500548083e-09 + p * w;
- p = -3.7894654401267369937e-09 + p * w;
- p = 7.6157012080783393804e-09 + p * w;
- p = -1.4960026627149240478e-08 + p * w;
- p = 2.9147953450901080826e-08 + p * w;
- p = -6.7711997758452339498e-08 + p * w;
- p = 2.2900482228026654717e-07 + p * w;
- p = -9.9298272942317002539e-07 + p * w;
- p = 4.5260625972231537039e-06 + p * w;
- p = -1.9681778105531670567e-05 + p * w;
- p = 7.5995277030017761139e-05 + p * w;
- p = -0.00021503011930044477347 + p * w;
- p = -0.00013871931833623122026 + p * w;
- p = 1.0103004648645343977 + p * w;
- p = 4.8499064014085844221 + p * w;
- }
- return p * x;
- }
-
- double standard_deviation(std::vector<double>::const_iterator first,
- std::vector<double>::const_iterator last) {
- auto m = Catch::Benchmark::Detail::mean(first, last);
- double variance = std::accumulate( first,
- last,
- 0.,
- [m]( double a, double b ) {
- double diff = b - m;
- return a + diff * diff;
- } ) /
- ( last - first );
- return std::sqrt( variance );
- }
-
-}
+namespace Catch {
+ namespace Benchmark {
+ namespace Detail {
+ namespace {
+
+ template <typename URng, typename Estimator>
+ static sample
+ resample( URng& rng,
+ unsigned int resamples,
+ std::vector<double>::const_iterator first,
+ std::vector<double>::const_iterator last,
+ Estimator& estimator ) {
+ auto n = static_cast<size_t>( last - first );
+ std::uniform_int_distribution<decltype( n )> dist( 0,
+ n - 1 );
+
+ sample out;
+ out.reserve( resamples );
+ // We allocate the vector outside the loop to avoid realloc
+ // per resample
+ std::vector<double> resampled;
+ resampled.reserve( n );
+ for ( size_t i = 0; i < resamples; ++i ) {
+ resampled.clear();
+ for ( size_t s = 0; s < n; ++s ) {
+ resampled.push_back(
+ first[static_cast<std::ptrdiff_t>(
+ dist( rng ) )] );
+ }
+ const auto estimate =
+ estimator( resampled.begin(), resampled.end() );
+ out.push_back( estimate );
+ }
+ std::sort( out.begin(), out.end() );
+ return out;
+ }
+
+ static double outlier_variance( Estimate<double> mean,
+ Estimate<double> stddev,
+ int n ) {
+ double sb = stddev.point;
+ double mn = mean.point / n;
+ double mg_min = mn / 2.;
+ double sg = (std::min)( mg_min / 4., sb / std::sqrt( n ) );
+ double sg2 = sg * sg;
+ double sb2 = sb * sb;
+
+ auto c_max = [n, mn, sb2, sg2]( double x ) -> double {
+ double k = mn - x;
+ double d = k * k;
+ double nd = n * d;
+ double k0 = -n * nd;
+ double k1 = sb2 - n * sg2 + nd;
+ double det = k1 * k1 - 4 * sg2 * k0;
+ return static_cast<int>( -2. * k0 /
+ ( k1 + std::sqrt( det ) ) );
+ };
+
+ auto var_out = [n, sb2, sg2]( double c ) {
+ double nc = n - c;
+ return ( nc / n ) * ( sb2 - nc * sg2 );
+ };
+
+ return (std::min)( var_out( 1 ),
+ var_out(
+ (std::min)( c_max( 0. ),
+ c_max( mg_min ) ) ) ) /
+ sb2;
+ }
+
+ static double erf_inv( double x ) {
+ // Code accompanying the article "Approximating the erfinv
+ // function" in GPU Computing Gems, Volume 2
+ double w, p;
+
+ w = -log( ( 1.0 - x ) * ( 1.0 + x ) );
+
+ if ( w < 6.250000 ) {
+ w = w - 3.125000;
+ p = -3.6444120640178196996e-21;
+ p = -1.685059138182016589e-19 + p * w;
+ p = 1.2858480715256400167e-18 + p * w;
+ p = 1.115787767802518096e-17 + p * w;
+ p = -1.333171662854620906e-16 + p * w;
+ p = 2.0972767875968561637e-17 + p * w;
+ p = 6.6376381343583238325e-15 + p * w;
+ p = -4.0545662729752068639e-14 + p * w;
+ p = -8.1519341976054721522e-14 + p * w;
+ p = 2.6335093153082322977e-12 + p * w;
+ p = -1.2975133253453532498e-11 + p * w;
+ p = -5.4154120542946279317e-11 + p * w;
+ p = 1.051212273321532285e-09 + p * w;
+ p = -4.1126339803469836976e-09 + p * w;
+ p = -2.9070369957882005086e-08 + p * w;
+ p = 4.2347877827932403518e-07 + p * w;
+ p = -1.3654692000834678645e-06 + p * w;
+ p = -1.3882523362786468719e-05 + p * w;
+ p = 0.0001867342080340571352 + p * w;
+ p = -0.00074070253416626697512 + p * w;
+ p = -0.0060336708714301490533 + p * w;
+ p = 0.24015818242558961693 + p * w;
+ p = 1.6536545626831027356 + p * w;
+ } else if ( w < 16.000000 ) {
+ w = sqrt( w ) - 3.250000;
+ p = 2.2137376921775787049e-09;
+ p = 9.0756561938885390979e-08 + p * w;
+ p = -2.7517406297064545428e-07 + p * w;
+ p = 1.8239629214389227755e-08 + p * w;
+ p = 1.5027403968909827627e-06 + p * w;
+ p = -4.013867526981545969e-06 + p * w;
+ p = 2.9234449089955446044e-06 + p * w;
+ p = 1.2475304481671778723e-05 + p * w;
+ p = -4.7318229009055733981e-05 + p * w;
+ p = 6.8284851459573175448e-05 + p * w;
+ p = 2.4031110387097893999e-05 + p * w;
+ p = -0.0003550375203628474796 + p * w;
+ p = 0.00095328937973738049703 + p * w;
+ p = -0.0016882755560235047313 + p * w;
+ p = 0.0024914420961078508066 + p * w;
+ p = -0.0037512085075692412107 + p * w;
+ p = 0.005370914553590063617 + p * w;
+ p = 1.0052589676941592334 + p * w;
+ p = 3.0838856104922207635 + p * w;
+ } else {
+ w = sqrt( w ) - 5.000000;
+ p = -2.7109920616438573243e-11;
+ p = -2.5556418169965252055e-10 + p * w;
+ p = 1.5076572693500548083e-09 + p * w;
+ p = -3.7894654401267369937e-09 + p * w;
+ p = 7.6157012080783393804e-09 + p * w;
+ p = -1.4960026627149240478e-08 + p * w;
+ p = 2.9147953450901080826e-08 + p * w;
+ p = -6.7711997758452339498e-08 + p * w;
+ p = 2.2900482228026654717e-07 + p * w;
+ p = -9.9298272942317002539e-07 + p * w;
+ p = 4.5260625972231537039e-06 + p * w;
+ p = -1.9681778105531670567e-05 + p * w;
+ p = 7.5995277030017761139e-05 + p * w;
+ p = -0.00021503011930044477347 + p * w;
+ p = -0.00013871931833623122026 + p * w;
+ p = 1.0103004648645343977 + p * w;
+ p = 4.8499064014085844221 + p * w;
+ }
+ return p * x;
+ }
+
+ static double
+ standard_deviation( std::vector<double>::const_iterator first,
+ std::vector<double>::const_iterator last ) {
+ auto m = Catch::Benchmark::Detail::mean( first, last );
+ double variance =
+ std::accumulate( first,
+ last,
+ 0.,
+ [m]( double a, double b ) {
+ double diff = b - m;
+ return a + diff * diff;
+ } ) /
+ ( last - first );
+ return std::sqrt( variance );
+ }
+
+ } // namespace
+ } // namespace Detail
+ } // namespace Benchmark
+} // namespace Catch
namespace Catch {
namespace Benchmark {
@@ -234,34 +278,6 @@ namespace Catch {
return result;
}
-
- double outlier_variance(Estimate<double> mean, Estimate<double> stddev, int n) {
- double sb = stddev.point;
- double mn = mean.point / n;
- double mg_min = mn / 2.;
- double sg = (std::min)(mg_min / 4., sb / std::sqrt(n));
- double sg2 = sg * sg;
- double sb2 = sb * sb;
-
- auto c_max = [n, mn, sb2, sg2](double x) -> double {
- double k = mn - x;
- double d = k * k;
- double nd = n * d;
- double k0 = -n * nd;
- double k1 = sb2 - n * sg2 + nd;
- double det = k1 * k1 - 4 * sg2 * k0;
- return static_cast<int>(-2. * k0 / (k1 + std::sqrt(det)));
- };
-
- auto var_out = [n, sb2, sg2](double c) {
- double nc = n - c;
- return (nc / n) * (sb2 - nc * sg2);
- };
-
- return (std::min)(var_out(1), var_out((std::min)(c_max(0.), c_max(mg_min)))) / sb2;
- }
-
-
bootstrap_analysis analyse_samples(double confidence_level,
unsigned int n_resamples,
std::vector<double>::iterator first,
diff --git a/src/catch2/benchmark/detail/catch_stats.hpp b/src/catch2/benchmark/detail/catch_stats.hpp
index 62ca80f2..c1ce5664 100644
--- a/src/catch2/benchmark/detail/catch_stats.hpp
+++ b/src/catch2/benchmark/detail/catch_stats.hpp
@@ -108,8 +108,6 @@ namespace Catch {
return { point, resample[lo], resample[hi], confidence_level };
}
- double outlier_variance(Estimate<double> mean, Estimate<double> stddev, int n);
-
struct bootstrap_analysis {
Estimate<double> mean;
Estimate<double> standard_deviation;