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Compare summation results against forward error bound.

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This commit is contained in:
Rasmus Munk Larsen 2021-11-04 18:04:04 -07:00
parent 5c642950a5
commit 55e3ae02ac
1 changed files with 6 additions and 4 deletions
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10
unsupported/test/cxx11_tensor_reduction.cpp
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@ -501,14 +501,16 @@ void test_sum_accuracy() {
// Compute the reference value in double precsion.
double expected_sum = 0.0;
double abs_sum = 0.0;
for (int i = 0; i < num_elements; ++i) {
expected_sum += static_cast<double>(tensor(i));
abs_sum += static_cast<double>(numext::abs(tensor(i)));
}
// Scale tolerance to account for # elements. Otherwise, we periodically fail, since
// E[sum] == prescribed_mean == 0 for the first iteration.
// Test against probabilistic forward error bound. In reality, the error is much smaller
// when we use tree summation.
double err = Eigen::numext::abs(static_cast<double>(sum()) - expected_sum);
double tol = Eigen::numext::sqrt(num_elements) * static_cast<double>(test_precision<ScalarType>()) * numext::maxi(1.0, prescribed_mean);
VERIFY(err < tol);
double tol = numext::sqrt(num_elements) * NumTraits<ScalarType>::epsilon() * static_cast<ScalarType>(abs_sum);
VERIFY_LE(err, tol);
}
}