started with multilevel test

mlmc/tests/estimators/TestMultilevelMonteCarlo.cpp

 #include "TestMultilevelMonteCarlo.hpp"
 
 
+
+INSTANTIATE_TEST_SUITE_P(TestMultilevelMonteCarlo, TestMultilevelMonteCarlo, Values(
+  TestParams{"StochasticDummyScalarGeneratorProblem", "GeneratorValue", "DummyPDESolver"},
+  TestParams{"StochasticLaplace2DTest", "L2", "LagrangeElliptic"},
+  TestParams{"StochasticLaplace2DTest", "Outflow", "HybridElliptic"}
+  // Todo add more test cases
+));
+
+TEST_P(TestMultilevelMonteCarlo, TestSeriellAgainstParallel) {
+  EXPECT_NEAR(mlmcParallel->aggregate.mean.Q, mlmcSeriell->aggregate.mean.Q, MeanTolerance());
+  EXPECT_NEAR(mlmcParallel->aggregate.mean.Y, mlmcSeriell->aggregate.mean.Y, MeanTolerance());
+  EXPECT_NEAR(mlmcParallel->aggregate.sVar.Q, mlmcSeriell->aggregate.sVar.Q, SVarTolerance());
+  EXPECT_NEAR(mlmcParallel->aggregate.sVar.Y, mlmcSeriell->aggregate.sVar.Y, SVarTolerance());
+}
+
+TEST_P(TestMultilevelMonteCarlo, TestWithEpsilon) {
+  EXPECT_LE(mlmcSeriell->TotalError(), epsilon);
+  EXPECT_LE(mlmcParallel->TotalError(), epsilon);
+}
+
 int main(int argc, char **argv) {
   return MppTest(
     MppTestBuilder(argc, argv).
-      WithConfigEntry("Model", "LagrangeElliptic").
-      WithConfigEntry("Quantity", "L2").
-      WithConfigEntry("degree", 1).
-      WithConfigEntry("maxLevel", 8).
-      WithConfigEntry("MCParallel", false).
-      WithConfigEntry("StochasticField", "LogNormal").
-      WithConfigEntry("lambda", "[0.15, 0.15]").
-      WithConfigEntry("Mean", 0.0).
-      WithConfigEntry("sigma", 1.0).
-      WithConfigEntry("smoothing", 1.8).
-      WithConfigEntry("PDESolverPlotting", 1).
       WithConfigEntry("GeneratorVerbose", 0).
       WithConfigEntry("PDESolverVerbose", 0).
       WithConfigEntry("NewtonVerbose", 0).
       WithConfigEntry("LinearVerbose", 0).
-      WithConfigEntry("ConfigVerbose", 1).
-      WithConfigEntry("MeshVerbose", 1).
-      WithConfigEntry("MainVerbose", 1).
-      WithConfigEntry("MLMCVerbose", 1).
-      WithConfigEntry("MCVerbose", 1).
+      WithConfigEntry("ConfigVerbose", 0).
+      WithConfigEntry("MeshVerbose", 0).
+      WithConfigEntry("MainVerbose", 0).
+      WithConfigEntry("MLMCVerbose", 0).
+      WithConfigEntry("MCVerbose", 0).
       WithScreenLogging().
       WithPPM()
   ).RUN_ALL_MPP_TESTS();

mlmc/tests/estimators/TestMultilevelMonteCarlo.hpp

@@ -3,24 +3,62 @@
 
 #include "MultilevelEstimator.hpp"
 
-#include "TestEnvironment.hpp"
+#include "TestMonteCarlo.hpp"
 
 
-struct TestParams {
+class TestMultilevelMonteCarlo : public TestWithParam<TestParams> {
+protected:
+  double epsilon = 0.003;
+
   Levels levels{3, 4, 5};
+
   Samples samples{12, 6, 3};
-};
 
-class TestMultilevelMonteCarlo : public TestWithParam<TestParams> {
-protected:
-  EstimatorMap estimatorMap;
+  MeshesCreator meshesCreator;
+
+  PDESolverCreator pdeSolverCreator;
+
+  EstimatorMap estMapSeriell;
+
+  EstimatorMap estMapParallel;
+
+  std::unique_ptr<Estimator> mlmcSeriell;
+
+  std::unique_ptr<Estimator> mlmcParallel;
+
+  double MeanTolerance() { return mlmcSeriell->TotalError(); }
+
+  double SVarTolerance() { return mlmcSeriell->TotalError(); }
+
+  TestMultilevelMonteCarlo() :
+    meshesCreator(MeshesCreator().
+      WithDistribute("RCB").
+      WithoutOverlap()),
+
+    pdeSolverCreator(PDESolverCreator().
+      WithProblem(GetParam().problemName).
+      WithQuantity(GetParam().quantity).
+      WithModel(GetParam().model)),
+
+    mlmcSeriell(EstimatorCreator("MultilevelMonteCarlo").
+      WithPDESolverCreator(pdeSolverCreator).
+      WithMeshesCreator(meshesCreator).
+      WithInitSamples(samples).
+      WithInitLevel(levels).
+      WithEpsilon(epsilon).
+      WithParallel(false).
+      CreateUnique()),
 
-  MultilevelEstimator mlmc;
+    mlmcParallel(EstimatorCreator("MultilevelMonteCarlo").
+      WithPDESolverCreator(pdeSolverCreator).
+      WithMeshesCreator(meshesCreator).
+      WithInitSamples(samples).
+      WithInitLevel(levels).
+      WithEpsilon(epsilon).
+      WithParallel(true).
+      CreateUnique()) {
 
-  TestMultilevelMonteCarlo() {
-    CreateMonteCarloMap(estimatorMap, GetParam().levels, GetParam().samples);
-    mlmc = MultilevelEstimator(estimatorMap);
-    mlmc.Method();
+    mlmcSeriell->Method();
   }
 };