Add tests comparing to base exp. fn.

test/comp_base_exp.jl

@@ -0,0 +1,22 @@
+@testset "Comparison to base exp()" begin
+    mat = [-1.0 1 0; 1 -2 1; 0 1 -1]
+    Q = TransitionRateMatrix(mat)
+    k = 2^12
+    tvals = [0.0, 1.0]
+    p0 = [1.0, 0, 0]
+    rt = 1e-4
+    for t in tvals
+        expQ = exp(mat * t)
+        pvec = expQ * p0
+        # Standard uniformization is not very accurate
+        @test all(isapprox.(standard_uniformization(Q, 2^14, t; p0=p0), pvec, atol=1e-2))
+
+        discobs = discrete_observation_times(Q, k, t)
+        @test all(isapprox.(discobs, expQ, rtol=rt))
+        @test all(isapprox.(discobs * p0, pvec, rtol=rt))
+
+        erl = erlangization(Q, k, t)
+        @test all(isapprox.(erl, expQ, rtol=rt))
+        @test all(isapprox.(erl * p0, pvec, rtol=rt))
+    end
+end

test/runtests.jl

@@ -2,3 +2,5 @@ using Uniformization
 using Test
 
 include("basic_tests.jl")
+include("comp_base_exp.jl")
+