Improved Halton sequence unit tests

mbaudin47 · May 12, 2024 · 21fcc1f · 21fcc1f
1 parent 9d9b1c0
commit 21fcc1f
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Showing 4 changed files with 27 additions and 1,017 deletions.
diff --git a/lib/test/CMakeLists.txt b/lib/test/CMakeLists.txt
@@ -227,7 +227,7 @@ ot_check_test (ProcessSample_std)
 ot_check_test (RandomGenerator_std)
 ot_check_test (SobolSequence_std)
 ot_check_test (FaureSequence_std)
-ot_check_test (HaltonSequence_std)
+ot_check_test (HaltonSequence_std IGNOREOUT)
 ot_check_test (HaselgroveSequence_std)
 ot_check_test (ReverseHaltonSequence_std)
 ot_check_test (CorrelationAnalysis_std IGNOREOUT)

diff --git a/lib/test/t_HaltonSequence_std.cxx b/lib/test/t_HaltonSequence_std.cxx
@@ -31,31 +31,42 @@ int main(int, char *[])
 
   try
   {
-    // Create a Halton sequence
+    // Create 6 points from a Halton sequence in dimension 1
+    Sample expected1D(6, 1);
+    expected1D[0] = Point({1.0 / 2.0});
+    expected1D[1] = Point({1.0 / 4.0});
+    expected1D[2] = Point({3.0 / 4.0});
+    expected1D[3] = Point({1.0 / 8.0});
+    expected1D[4] = Point({5.0 / 8.0});
+    expected1D[5] = Point({3.0 / 8.0});
+    HaltonSequence sequence1D(1);
+    fullprint << sequence1D << std::endl;
+    Sample haltonSample1D(sequence1D.generate(6));
+    assert_almost_equal(haltonSample1D, expected1D);
+
+    // Create a Halton sequence in dimension 15
     HaltonSequence sequence(15);
     fullprint << sequence << std::endl;
-
-    // Create a numerical sample of the sequence
     Sample haltonSample(sequence.generate(10));
-    fullprint << haltonSample << std::endl;
 
     // Create another Halton' sequence of dimension 2 to estimate Pi in [0; 1)^2
     UnsignedInteger dimension = 2;
     sequence = HaltonSequence(dimension);
     UnsignedInteger pointInsideCircle = 0;
-    UnsignedInteger sampleSize = 1000;
+    UnsignedInteger sampleSize = std::pow((2 * 3), 4);  // This is significant!
     for(UnsignedInteger i = 0; i < sampleSize; ++i)
     {
       Point haltonPoint(sequence.generate());
-      fullprint << haltonPoint << std::endl;
       if(haltonPoint.norm() < 1.0)
         ++ pointInsideCircle;
     }
     Scalar probabilityEstimate = 1.0 * pointInsideCircle / sampleSize;
     Scalar probability = M_PI / 4.0;
-    Scalar relativeError = std::abs(probability - probabilityEstimate) / probability;
     fullprint << "sample size=" << sampleSize << std::endl;
-    fullprint << "relative error to Pi=" << relativeError << std::endl;
+    fullprint << "computed probability =" << probabilityEstimate << std::endl;
+    fullprint << "expected probability =" << probability << std::endl;
+    Scalar rtol = 10.0 / sampleSize;
+    assert_almost_equal(probabilityEstimate, probability, rtol);
   }
 
   catch (TestFailed & ex)