/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */

/*
 Copyright (C) 2003 Ferdinando Ametrano

 This file is part of QuantLib, a free-software/open-source library
 for financial quantitative analysts and developers - http://quantlib.org/

 QuantLib is free software: you can redistribute it and/or modify it
 under the terms of the QuantLib license.  You should have received a
 copy of the license along with this program; if not, please email
 <quantlib-dev@lists.sf.net>. The license is also available online at
 <http://quantlib.org/license.shtml>.

 This program is distributed in the hope that it will be useful, but WITHOUT
 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
 FOR A PARTICULAR PURPOSE.  See the license for more details.
*/

#include "factorial.hpp"
#include "utilities.hpp"
#include <ql/math/factorial.hpp>
#include <ql/math/distributions/gammadistribution.hpp>

using namespace QuantLib;
using namespace boost::unit_test_framework;

void FactorialTest::testFactorial() {

    BOOST_MESSAGE("Testing factorial numbers...");

    Natural i;
    Real expected = 1.0;
    Real calculated = Factorial::get(0);
    if (calculated!=expected)
        BOOST_ERROR("Factorial(0)\n"
                    << std::setprecision(16) << QL_SCIENTIFIC
                    << "    calculated: " << calculated << "\n"
                    << "    expected:   " << expected);
    for (i=1; i<28; i++) {
        expected *= i;
        calculated   = Factorial::get(i);
        if (calculated!=expected)
            BOOST_ERROR("Factorial(" << i << ")\n"
                        << std::setprecision(16) << QL_SCIENTIFIC
                        << "    calculated: " << calculated << "\n"
                        << "    expected:   " << expected);
    }
    // Borland cannot manage i>=171
    // ????????????????????????????
    for (i=28; i<171; i++) {
        expected *= i;
        calculated   = Factorial::get(i);
        if (std::fabs(calculated-expected)/expected > 1.0e-9)
            BOOST_ERROR("Factorial(" << i << ")\n"
                        << std::setprecision(16) << QL_SCIENTIFIC
                        << "    calculated: " << calculated << "\n"
                        << "    expected:   " << expected << "\n"
                        << "    rel. error: "
                        << std::fabs(calculated-expected)/expected);
    }
}

void FactorialTest::testGammaFunction() {

    BOOST_MESSAGE("Testing Gamma function...");

    Real expected = 0.0;
    Real calculated = GammaFunction().logValue(1);
    if (std::fabs(calculated) > 1.0e-15)
        BOOST_ERROR("GammaFunction(1)\n"
                    << std::setprecision(16) << QL_SCIENTIFIC
                    << "    calculated: " << calculated << "\n"
                    << "    expected:   " << expected);

    for (Size i=2; i<9000; i++) {
        expected  += std::log(Real(i));
        calculated = GammaFunction().logValue(i+1);
        if (std::fabs(calculated-expected)/expected > 1.0e-9)
            BOOST_ERROR("GammaFunction(" << i << ")\n"
                        << std::setprecision(16) << QL_SCIENTIFIC
                        << "    calculated: " << calculated << "\n"
                        << "    expected:   " << expected << "\n"
                        << "    rel. error: "
                        << std::fabs(calculated-expected)/expected);
    }
}


test_suite* FactorialTest::suite() {
    test_suite* suite = BOOST_TEST_SUITE("Factorial tests");
    suite->add(BOOST_TEST_CASE(&FactorialTest::testFactorial));
    suite->add(BOOST_TEST_CASE(&FactorialTest::testGammaFunction));
    return suite;
}