jzmaddock
298c83e71c
1F1: improve method selection logic.
...
The only really gross failures now are exceptions due to non-convergence.
There are also some large errors in certain regions - notable b large and negative, a large and positive, we don't currently have a method that works for that, need to investigate Miller type methods.
[CI SKIP]
2018-12-15 11:59:25 +00:00
jzmaddock
d907eb347a
1F1: Improve bessel approximation fallback methods.
2018-12-15 11:57:16 +00:00
jzmaddock
b8a94228ad
1F1: rewrite the large-z asymptotic approximation to prevent moving into the divergent area.
2018-12-15 11:56:44 +00:00
Nick Thompson
efdafa2643
Add notes about beliefs about M2M4; add notes about potential improvements [CI SKIP]
2018-12-14 13:02:12 -07:00
Nick Thompson
3c13c588b0
Pearson's correlation coefficient [CI SKIP]
2018-12-14 12:27:10 -07:00
Nick Thompson
dc521aeb11
Clarify a case where solution to M2M4 estimator system does not exist. Split off a degenerate case where the signal is constant. [CI SKIP]
2018-12-13 11:45:52 -07:00
Nick Thompson
d940760e0b
Implement the M2M4 SNR estimator.
2018-12-12 22:40:30 -07:00
Nick Thompson
87f4bc9b11
Add skewness and kurtosis [CI SKIP]
2018-12-11 14:01:28 -07:00
Nick Thompson
b0b0a6bb59
Add oracle_snr to signal_statistics [CI SKIP]
2018-12-11 10:53:33 -07:00
Nick Thompson
fb2ae307d6
Computation of covariance. [CI SKIP]
2018-12-10 14:38:42 -07:00
jzmaddock
0816bf0e87
1F1: improve bessel function failure modes, and improve selection logic.
2018-12-10 19:26:56 +00:00
Nick Thompson
94ceca1e43
Split descriptive_statistics.hpp into univariate_statistics.hpp and a currently-hypothetical bivariate_statistics.hpp [CI SKIP]
2018-12-10 12:05:05 -07:00
jzmaddock
ce6b50fb90
1F1: Fix up issues with very small a.
...
[CI SKIP]
2018-12-09 16:45:09 +00:00
jzmaddock
a6e2b2107e
1F1: change parameters to hypergeometric_1F1_AS_13_3_6.
...
In case we're applying Kummer's relation and then calling this.
[CI SKIP]
2018-12-09 08:47:56 +00:00
Nick Thompson
1a246db791
Change from vector_functionals.hpp to descriptive_statistics.hpp and norms.hpp.
2018-12-08 20:53:14 -07:00
Nick Thompson
38dd139b0a
Get rid of grotesque typedefs and change to using declaration. [CI SKIP]
2018-12-08 20:11:38 -07:00
Nick Thompson
5f143244f5
Fully qualify std::nth_element, add tests for std::array. [CI SKIP]
2018-12-08 14:09:21 -07:00
Nick Thompson
37c9b68aa6
Merge branch 'develop' into sequence_tools [CI SKIP]
2018-12-08 12:29:36 -07:00
Nick Thompson
b7dabe272c
Add branches for integral input types where sensible. [CI SKIP]
2018-12-08 12:29:05 -07:00
Nick Thompson
5a0ff712bd
Add range calls. [CI SKIP]
2018-12-08 11:11:35 -07:00
Nick Thompson
bce92d78ba
Add Shannon entropy and kick off build.
2018-12-07 18:44:40 -07:00
Nick Thompson
60f653a1fe
L1 and L2 norms. [CI SKIP]
2018-12-07 15:05:14 -07:00
Nick Thompson
53d4ffe99e
Merge branch 'develop' into sequence_tools
2018-12-07 10:35:50 -07:00
Nick Thompson
01c004bb06
Remove useless termination criteria [CI SKIP]
2018-12-07 10:17:33 -07:00
Nick Thompson
d2bf1b18fd
Merge branch 'develop' into complex_newton
2018-12-07 09:03:08 -07:00
Nick Thompson
a9985e3e1c
Hoyer sparsity [CI SKIP]
2018-12-07 09:02:25 -07:00
jzmaddock
0152cfa2a9
Incomplete gamma: add asymptotic approximation for large argument.
...
Allows the functions to be used with very large (or infinite) argument.
Fixes: https://github.com/boostorg/math/issues/168 .
2018-12-07 09:37:50 +00:00
Nick Thompson
aa43b5b52b
Vector functionals, first pass [CI SKIP]
2018-12-06 20:33:05 -07:00
Nick Thompson
37336e2372
Merge branch 'develop' into complex_newton
2018-12-04 14:28:52 -07:00
jzmaddock
847b39a0ab
1F1: rework recurrence relations.
...
[CI SKIP]
2018-12-04 19:24:34 +00:00
Nick Thompson
6e25e27d01
Merge branch 'develop' into complex_newton
2018-12-04 11:09:06 -07:00
Nick Thompson
baddf9509a
The move constructor is 30% faster than the copy; hence remove the data copy and only allow move construction. [CI SKIP]
2018-12-02 13:34:51 -07:00
Nick Thompson
fd519a73d6
Implement suggestions from code review [CI SKIP]
2018-12-02 11:18:41 -07:00
jzmaddock
fad061124f
1F1: Slowly improving accuracy for small a, b, z.
...
Also added a new bessel approximation (which is not that useful to be honest).
[CI SKIP]
2018-12-02 18:04:27 +00:00
jzmaddock
c0f236e251
Merge branch 'develop' into catmull_rom
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Fixed Conflicts:
doc/Jamfile.v2
Corrected some doc formatting, and regenerated the docs.
2018-12-01 19:38:16 +00:00
jzmaddock
33d3d0942f
Merge branch 'polynomial_constructor' into develop
2018-12-01 11:21:27 +00:00
jzmaddock
7abcd6ef4a
roots.hpp: Don't allow division by zero (or overflow) even though it's harmless in this case.
...
Fixes: https://github.com/boostorg/math/issues/164
2018-12-01 10:09:39 +00:00
jzmaddock
889793b51e
Add missing file.
2018-11-30 19:59:06 +00:00
jzmaddock
db408fde2b
roots.hpp: clean up code so that there is no division by zero possible.
...
Fixes: https://github.com/boostorg/math/issues/160 .
2018-11-30 19:54:34 +00:00
jzmaddock
451afc3102
Fix polynomial template constructors.
2018-11-30 19:31:51 +00:00
Nick Thompson
d46f746cb3
Move to clustered roots termination criteria rather than range magnitude. [CI SKIP]
2018-11-28 16:31:13 -07:00
Nick Thompson
66373a0b22
Fix failing unit test by using semi-scale invariant termination criteria. [CI SKIP]
2018-11-28 14:35:34 -07:00
jzmaddock
4041d6ee55
Merge branch 'hypergeometric_soc_2014' of https://github.com/boostorg/math into hypergeometric_soc_2014
2018-11-28 19:19:21 +00:00
jzmaddock
19150f8c0b
1F1: add addition theorem routines.
...
None of these are used yet...
[CI SKIP]
2018-11-28 19:18:58 +00:00
Nick Thompson
3ab69d00ee
Complex Newton's method. Zero derivatives handled by Muller's Method.
2018-11-25 00:19:11 -07:00
Nick Thompson
fb71b01cfc
Remove initialization order warning [CI SKIP]
2018-11-24 17:41:03 -07:00
jzmaddock
2a0f5f111c
1F1: more changes to negative a and b domain.
...
* Bessel approximation is now good for b-2a <= 0 via Tricomi's relations.
* Selection condition based on convergence is now more rigorous, or at least more conservative. But...
* Error rates are much higher because a poorly converging bessel approximation has slightly less cancellation than the generic series. Hopefully this can be fixed via https://dlmf.nist.gov/13.13 . And...
* We need to rewrite these new versions to use recurrence relations on the Bessel functions (but these need to be backwards, so we would calculate and cache say 50 evaluations, then the next 50 and so on). And...
* Bessel approximations can underflow spuriously when b is large.... really need a log_bessel_j to fix this as we will be multiplying by tgamma(b).
[CI SKIP]
2018-11-24 12:10:10 +00:00
Nick Thompson
5c790ac358
Polynomials now work with float128 [CI SKIP]
2018-11-15 01:58:46 -07:00
Nick Thompson
207303585a
Small changes so that we can template the polynomials on complex types.
2018-11-14 21:38:41 -07:00
Nick Thompson
54f475e58f
Add call operator, .prime(), .integrate(), and move constructor to polynomial.hpp
2018-11-14 17:04:57 -07:00
jzmaddock
b5eb687556
Tanh_sinh: Fix for https://github.com/boostorg/math/issues/155 .
2018-11-14 18:55:11 +00:00
jzmaddock
20cab7704e
Merge branch 'hypergeometric_soc_2014' of https://github.com/boostorg/math into hypergeometric_soc_2014
2018-11-12 19:39:18 +00:00
jzmaddock
2a3dfb5030
1F1: add some more (currently unused) evaluation methods.
2018-11-12 19:39:06 +00:00
Nick Thompson
b306f54bee
Silence incredibly verbose -Wsign-compare warning emitted from gcc 8.
2018-11-12 11:51:54 -07:00
jzmaddock
b8839ad167
1F1: Rationalise method selection logic - more tests fail but the code is in overall better shape.
...
[CI SKIP]
2018-11-10 17:51:40 +00:00
jzmaddock
bfb204937e
Hypergeometric 1F1: Tentatively fix more issues.
2018-11-07 16:23:35 +00:00
Nick Thompson
381f663517
Merge and run CI
2018-10-28 23:27:41 -06:00
Nick Thompson
3f5e730d03
Fix compilation error by including trunc.hpp
2018-10-27 16:01:20 -06:00
jzmaddock
f066827858
1F1: Improve large-z asymptotic region.
...
[CI SKIP]
2018-10-25 10:42:26 +01:00
jzmaddock
b329c74f5a
Add missing include.
2018-10-23 19:56:07 +01:00
jzmaddock
841233f034
Fix more F cases.
2018-10-23 19:50:29 +01:00
jzmaddock
62ef341156
Merge branch 'hypergeometric_soc_2014' of https://github.com/boostorg/math into hypergeometric_soc_2014
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Fixed Conflicts:
include/boost/math/special_functions/detail/hypergeometric_series.hpp
include/boost/math/special_functions/hypergeometric_1F1.hpp
2018-10-23 19:49:30 +01:00
jzmaddock
d8225e6b06
hypergeometric_1F1: rework to better handle over/underflow.
2018-10-23 19:29:02 +01:00
Nick Thompson
60edddae72
Add Laplace and Mellin transform test so that 1F1 is tested over its entire domain.
2018-10-23 10:23:23 -06:00
Nick Thompson
1791a4b597
Make casing of pFq, 0F1, 1F1, etc, uniform. Make filename casing uniform to prevent compiler warnings/errors on non-portable include paths.
2018-10-22 14:13:29 -06:00
jzmaddock
a7c68f1c87
hypergeometrics: Update Jamfile so it can build the tests.
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Fix missing includes in hypergeometric_0f1_bessel.hpp.
Remove unneeded includes from test files.
2018-10-22 18:46:15 +01:00
Nick Thompson
885cb0d998
Replace exp(z) -1 by expm1(z) to improve accuracy for small |z|.
2018-10-22 10:40:07 -06:00
jzmaddock
8de36dd6f8
hypergeometric_1F1: better comments and 2 more degenerate cases.
...
[CI SKIP]
2018-10-20 10:09:37 +01:00
jzmaddock
833b4c9b5f
hypergeometric_1F1: begin to fix up remaining difficult cases.
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Adds a checked series for those we can't fix.
[CI SKIP]
2018-10-20 09:58:11 +01:00
jzmaddock
52079d2d23
Merge branch 'develop' into hypergeometric_soc_2014
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Fixed Conflicts:
doc/equations/generate.sh
2018-10-18 11:11:13 +01:00
jzmaddock
d78af61023
Tentative fix for MacOS X test failure in relative_difference.
2018-10-15 13:48:56 +01:00
jzmaddock
5eca86157b
Modify tanh_sinh to work with complex integrals.
2018-10-08 20:45:15 +01:00
Nikita Kniazev
5152160fea
constants: Removed extra semicolons
2018-10-01 18:37:45 +03:00
jzmaddock
34e6afacc2
Fixes that allow Math to be used with multiprecision::mpfr_float.
2018-09-26 18:10:05 +01:00
jzmaddock
bfabc65564
Merge pull request #150 from boostorg/remove_endian_deprecated
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Remove deprecation warning from the BOOST_BIG_ENDIAN and BOOST_LITTLE…
2018-09-14 17:29:49 +01:00
Nick Thompson
6ec5838685
Change #if defined(BOOST_ENDIAN_*_BYTE) to #if BOOST_ENDIAN_*_BYTE on the advice of code review from pdimov.
2018-09-12 11:37:31 -06:00
Nick Thompson
a180b490f2
Remove deprecation warning from the BOOST_BIG_ENDIAN and BOOST_LITTLE_ENDIAN macros.
2018-09-12 10:20:05 -06:00
jzmaddock
95680e179d
Merge pull request #121 from boostorg/rational_derivatives
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Add derivative of barycentric rational interpolation.
2018-09-04 13:01:31 +01:00
jzmaddock
0f02355a1c
LambertW: remove dead file and move lambert_w_lookup_table.ipp into /detail/.
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[CI SKIP]
2018-09-02 18:00:07 +01:00
jzmaddock
628ffd1c80
Merge branch 'develop' into rational_derivatives
2018-09-02 12:58:59 +01:00
jzmaddock
79871fe747
LambertW: CI fixes.
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Fix definition of lambert_w0_small_z_series_term.
Move rational approximations into smaller functions to try and keep msvc happy.
2018-08-31 19:53:34 +01:00
jzmaddock
02c7df005d
LambertW: Fix more CI failures:
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Add fallback for 128-bit lambertW implementation.
Disable real_concept tests for msvc-12 and earlier as the compiler can't cope.
2018-08-31 09:56:03 +01:00
jzmaddock
982d82b2b5
LambertW: Hook up real_concept tests and fix resulting errors.
2018-08-30 19:48:27 +01:00
jzmaddock
3104f3ad79
LambertW: Fix for types with no numeric_limits.
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Configuration fix for __float128 support.
2018-08-30 18:47:40 +01:00
jzmaddock
364952fd8a
LambertW: pedantic changes to docs.
...
[CI SKIP]
2018-08-30 18:21:28 +01:00
jzmaddock
bed980e202
Merge branch 'develop' into lambertw
2018-08-30 10:17:19 +01:00
jzmaddock
3abd04ce50
LambertW: Hook up concept checks, and fix failures.
2018-08-30 08:57:35 +01:00
jzmaddock
45b86cf115
LambertW: Fix up GCC support.
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Split tests into smaller units so as not to generate over-large object files.
2018-08-29 19:34:30 +01:00
jzmaddock
10e6f0d68f
Lambert W: Add tests near the singularity.
...
Fix a couple of minor issues in the implementation to improve error rates.
NB: errors very near the singularity are still very high - this is an intrinsic property of the function - we are solving z = w exp(w) for w, but there are actually a wide range of w values which satisfy the equation once we get very close to the singularity.
2018-08-26 19:51:15 +01:00
jzmaddock
d002d1491a
LambertW: Tidy up header includes.
2018-08-22 19:31:22 +01:00
jzmaddock
5f495d259e
Correct spelling of "boost" !
2018-08-21 08:34:21 +01:00
jzmaddock
386898c089
Update continued fractions and series:
...
To support complex types, and better docs.
Fixes: https://github.com/boostorg/math/issues/129 .
2018-08-20 21:22:06 +01:00
jzmaddock
7cd5d420da
roots.hpp: suppress warning and fix logic error caused by previous commit.
2018-08-20 10:30:37 +01:00
jzmaddock
5d590c812e
Prevent logic error leading to infinite loop in toms748_solve.
...
Fixes: https://github.com/boostorg/math/issues/138 .
2018-08-19 18:57:06 +01:00
jzmaddock
d7d6b1a99b
Fix mean and standard_deviation for extreme_value_distribution.
...
Fixes: https://github.com/boostorg/math/issues/139 .
2018-08-19 17:46:52 +01:00
jzmaddock
91c193d2d2
Improve heuristics used in newton_raphson_iterate.
...
Copies heuristics already in place for halley_iterate for the case where convergence fails.
Fixes: https://github.com/boostorg/math/issues/145
2018-08-19 16:27:45 +01:00
jzmaddock
26e2e61de9
Fix erf(NaN).
...
Fixes https://github.com/boostorg/math/issues/141
2018-08-19 09:28:37 +01:00
jzmaddock
9e3bf4e3e1
Fix for platforms where we have no atomic types: fixes https://github.com/boostorg/math/issues/134 .
2018-07-30 18:15:31 +01:00
jzmaddock
bdb3f0e903
Fix for integer overflow in exponent calculation on decimal types in next.hpp: See https://github.com/boostorg/math/issues/135
2018-07-29 18:12:35 +01:00
pabristow
aaa38c3fee
first draft of no-precision policy version.
2018-07-17 17:39:27 +01:00
pabristow
691f2a5852
Integration tests improved with simpler lambert W
2018-07-11 15:42:19 +01:00
Lakshay Garg
c275bf655e
Refactor the polynomial addition function
...
* Remove in-loop calls to push_back thus eliminating the
possibility of multiple reallocations of memory to the
underlying vector.
* Remove redundant `sign` parameter from the addition method
* Delete the unused `detail::identity` struct
2018-06-25 02:46:25 -07:00
jzmaddock
838dd94193
sinc_pi: simplify and correct taylor series usage, improve tests.
...
See https://svn.boost.org/trac10/ticket/13606 .
2018-06-19 18:26:43 +01:00
jzmaddock
ed83cdda6f
Merge branch 'develop' of https://github.com/boostorg/math into develop
2018-06-17 19:16:57 +01:00
jzmaddock
658945d508
Improve sinc approximations and add better tests.
...
Fixes: https://svn.boost.org/trac10/ticket/13606 and https://svn.boost.org/trac10/ticket/13603 .
2018-06-17 19:10:46 +01:00
Nick Thompson
cb954798d7
Support for complex-valued integrands in sinh-sinh quadrature.
2018-06-12 13:11:52 +08:00
jzmaddock
2267c6af67
exp_sinh: Regenerate quad precision abscissa and weights.
2018-05-22 19:58:35 +01:00
pabristow
23ecd1a1c0
All changes before getting develop up-to-date.
2018-05-15 14:00:34 +01:00
Nick Thompson
9d22c55d4a
Merge branch 'develop' into rational_derivatives
2018-05-05 10:02:02 +08:00
Nick Thompson
0d67b045ae
[CI SKIP] Merge branch 'develop' into complex_exp_sinh
2018-05-05 10:00:42 +08:00
Nick Thompson
728b6949ed
Complex valued integrand support for exp-sinh quadrature
2018-05-03 12:19:04 +08:00
Nick Thompson
157e33a516
[CI SKIP] Merge develop
2018-05-03 09:22:53 +08:00
Nick Thompson
cc9d1cc7f9
Fix build by replacing fabs->abs.
2018-05-02 12:24:30 +08:00
Nick Thompson
60aa168556
Fix cpp_dec_float.
2018-05-02 09:31:09 +08:00
Nick Thompson
ea6acb3855
[CI SKIP] Real->{Real, Complex} integrand support for Gauss-Kronrod quadrature.
2018-05-01 15:50:55 +08:00
Nick Thompson
df0f02e412
[CI SKIP] Remove 'Control reaches end of non-void function warning.'
2018-05-01 10:45:11 +08:00
jzmaddock
e1a09b1f8e
Gauss-complex - functions can still be static, simply error return.
2018-04-30 19:54:08 +01:00
jzmaddock
60640d3497
Merge branch 'develop' into gauss_complex
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Simplify error handler return.
2018-04-30 17:59:58 +01:00
jzmaddock
2261ed0a63
Merge branch 'develop' into contour_integration
2018-04-29 09:48:36 +01:00
jzmaddock
72c56026f9
tanh_sinh: improve asserts on internal logic
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and document why they might fail.
2018-04-23 18:21:57 +01:00
jzmaddock
b4ec109b83
tanh_sinh: change calculation method used for scaling ranges:
...
"naive" method is prone to generating a point at the endpoint if the endpoint is large, subtract scaled complement from the endpoint instead.
Open questions:
1) Can this still fail if the endpoint is a very large value? For example if we have endpoints of [+large, +larger] where the difference between them is small?
2) Do we still need the asserts, or should they be replaced by some other check?
3) If the endpoints are replaced by some other check we could either massage the position to be one representable value below the endpoint, or else simply return 0. The former risks evaluating at the same point over and over as we go down levels, the latter would seem to be incorrect for functions which do not go to zero at the endpoint.
2018-04-22 19:46:34 +01:00
Nick Thompson
e56e343435
Fix build errors.
2018-04-14 09:38:02 +08:00
Nick Thompson
84d36d785c
Add derivative of barycentric rational interpolation.
2018-04-13 20:19:46 +08:00
Nick Thompson
1a75908850
std::result_of->typedef decltype(f(a)).
2018-04-06 10:51:17 +08:00
Nick Thompson
240ed8f770
Merge branch 'contour_integration' into gauss_complex
2018-04-06 09:49:41 +08:00
Nick Thompson
f099ceec9e
[CI SKIP] Remove now-unused type_traits header
2018-04-06 09:48:03 +08:00
Nick Thompson
08bfb88181
Get rid of std::result_of/std::invoke_result in favor of typedef decltype(f(a)).
2018-04-05 20:23:54 +08:00
Nick Thompson
13b2070fef
[CI SKIP] Update quadrature.
2018-04-05 20:14:16 +08:00
Nick Thompson
969a29a7a4
Merge branch 'contour_integration' into gauss_complex
2018-04-05 13:34:32 +08:00
Nick Thompson
d5aac62f64
auto return requires trailing return type in C++11 mode.
2018-04-03 12:24:24 +08:00
Nick Thompson
90273e12a7
Fix C++11/C++17 incompatibility by typdefs. Increase default max refinements.
2018-04-03 11:07:03 +08:00
Nick Thompson
9bfcbf4a24
Merge branch 'develop' into contour_integration
2018-03-31 14:55:17 +08:00
Nick Thompson
8448d9be98
Make sure that a minimum number of function calls have been achieve before exit in Monte-Carlo integration.
2018-03-22 11:02:16 +08:00
Nick Thompson
cf0201fa3d
[CI SKIP] Gaussian quadrature now works with MPC
2018-03-22 10:47:29 +08:00
Nick Thompson
7a3803de05
[CI SKIP] Small diffs to make compilation more smooth.
2018-03-21 11:15:36 +08:00
Nick Thompson
3fb1409f49
Compile and include test also need to have C++11 support now.
2018-03-20 19:16:25 +08:00
Nick Thompson
1f5cea80ff
[CI SKIP] Gaussian quadrature to support Real->Complex.
2018-03-18 20:55:11 +08:00
Nick Thompson
3da4c17f1c
[CI SKIP] Remove auto.
2018-03-18 14:25:36 +08:00
jzmaddock
64e29bd874
naive_monte_carlo: Set a maximum number of retries and add some diagnostic info for when things go wrong.
2018-03-17 19:05:52 +00:00
jzmaddock
581d203254
naive_monte_carlo: Need to make sure the seed changes between outer loops in m_integrate.
...
Otherwise we go round and round and never complete if the first inner loop fails.
2018-03-16 11:47:38 +00:00
Nick Thompson
d30b7d62ef
Update trapezoidal quadrature so that it can handle contour integrals.
2018-03-16 15:33:25 +08:00
jzmaddock
1ae4e63551
naive_monte_carlo: change tail recursion to do-while loop.
2018-03-15 19:29:38 +00:00
Nick Thompson
529a76b72c
Use uint64_t rather than size_t to get some reproducibility on 32 bit platforms. Make sure that the final variance is within the error bounds.
2018-03-13 13:17:22 +08:00
Casey Carter
4921880587
Use constexpr when compiling with clang
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Clang compilers do not define `__clang`, they define `__clang__`. (https://godbolt.org/g/R7gX4h )
2018-03-06 17:39:15 -08:00
jzmaddock
e348578b0f
erfc: improve accuracy in exp calculation, add error plot generator program.
2018-03-02 19:23:41 +00:00
pabristow
3f1e3602ba
Quadrature error diagnosis improved
2018-02-27 13:20:37 +00:00
jzmaddock
b5c4200ea5
Update std_real_concept_tests: we were missing a couple of test cases.
2018-02-24 18:39:14 +00:00
jzmaddock
0e9a9d340a
Merge branch 'develop' of https://github.com/boostorg/math into develop
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# Please enter a commit message to explain why this merge is necessary,
# especially if it merges an updated upstream into a topic branch.
#
# Lines starting with '#' will be ignored, and an empty message aborts
# the commit.
2018-02-24 16:58:13 +00:00
jzmaddock
7017d658f7
next.hpp: fix forward declaration of real_concept.
...
[CI SKIP]
2018-02-24 13:13:08 +00:00
jzmaddock
73f85b699a
ellint_d: Add some diagnostic code to try and track down some long double errors.
...
[CI SKIP]
2018-02-24 13:12:25 +00:00
jzmaddock
324a047f1e
Uncomment #define BOOST_MATH_NO_LONG_DOUBLE_MATH_FUNCTIONS which appears to have been accidentally disabled.
...
Disable some long double tests when BOOST_MATH_NO_LONG_DOUBLE_MATH_FUNCTIONS is set.
2018-02-22 18:25:02 +00:00
pabristow
413766bcdb
Added lost prime functions and a ref
2018-02-22 18:18:34 +00:00
jzmaddock
3fa8aadde2
monte carlo integration: document and/or make explicit the semantics of all atomic operations.
2018-02-21 18:11:28 +00:00
pabristow
036dbae137
Return to overflow on inf and tested OK using test_integrals
2018-02-20 17:03:26 +00:00
jzmaddock
ce7a8bc918
monte carlo integration: Change to use unique_ptr rather than map internally.
...
Fix msvc object size issues.
2018-02-19 19:39:00 +00:00
pabristow
2a34f3c340
Restore current files after merge went wrong.
2018-02-19 17:30:57 +00:00
pabristow
de4d578fc5
deconflict lambert_w.hpp
2018-02-19 16:54:52 +00:00
Nick Thompson
578a1a6ed1
[ci skip] Revert to boost::atomic as std::atomic made things worse.
2018-02-18 22:19:04 -06:00
Nick Thompson
33ce9eb94e
Swap out boost::atomic with std::atomic to determine how widespread compiler support is via the CI system. Replace RNG with RandomNumberGenerator to protect against weird macros.
2018-02-18 17:19:42 -06:00
Nick Thompson
cfd81335e9
[ci skip] Fix merge conflict from develop
2018-02-17 18:05:02 -06:00
Nick Thompson
ca66072ac9
[ci skip] Fix infinite limit transforms. Add user option to provide alternative random number generator. Allow deterministic seed for testing, though this is still not fully deterministic. Reduce time between observations.
2018-02-17 17:41:06 -06:00
jzmaddock
c5805cc8bc
Merge pull request #112 from boostorg/NAThompson-patch-1
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[ci skip] Fix typo in error message.
2018-02-17 09:19:17 +00:00
jzmaddock
dce923bdf5
Merge branch 'develop' into naive_monte_carlo
2018-02-16 18:12:31 +00:00
jzmaddock
70e67bbc2d
polynomial_gcd.hpp: Fix namespace name for gcd_range.
2018-02-16 18:07:28 +00:00
jzmaddock
6b9364dd3a
Merge branch 'develop' into naive_monte_carlo
2018-02-16 18:05:52 +00:00
jzmaddock
073e7a7196
Merge branch 'develop' into naive_monte_carlo
2018-02-16 17:59:00 +00:00
Nick
f97fd25005
Fix build by using boost::integer::gcd
over boost::math::gcd
2018-02-16 10:27:21 -06:00
Nick
5b9e412189
Fix typo in error message.
2018-02-15 18:36:12 -06:00
jzmaddock
49cbe80df1
naive_monte_carlo: add missing include, suppress some warnings and fix some min/max issues.
2018-02-15 20:10:18 +00:00
jzmaddock
5d5d063abe
std_real_concept: update to allow testing in C++03 mode while retaining Nicks C++11 concepts when required.
2018-02-15 20:09:28 +00:00
jzmaddock
c4190aa7e2
Merge pull request #109 from boostorg/gcd_deprecation
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Put explicit deprecation warning on boost/math/common_facto…
2018-02-15 11:55:27 +00:00
Nick Thompson
2bb193f93e
[ci skip] Use boost::atomic<Real> instead of std::atomic<Real>.
2018-02-14 18:09:03 -06:00
jzmaddock
edd4b44d40
Merge pull request #97 from DanielaE/fix/replace-deprecated-allocator-members
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Most members of std::allocate are deprecated in C++17
2018-02-14 20:34:28 +00:00
jzmaddock
c6b734a791
Merge pull request #110 from boostorg/pr64
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Integration test PR64
2018-02-13 19:47:54 +00:00
Nick Thompson
a069b60588
[ci skip] Perturb boundaries rather than range of random number generator to ensure that singularities aren't hit in the integrand. Note that this breaks the double infinite limits; I need to let that one stew a bit before figuring out how to deal with it. Let the user specify if the integrand is singular, since peeling a high-dimensional orange leaves almost nothing.
2018-02-12 15:57:25 -06:00
jzmaddock
7403cbbd43
Make table driven functions constexpr:
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unchecked_factorial, unchecked_bernoulli_b2n and prime.
2018-02-11 19:59:26 +00:00
Nick Thompson
36fc4bd783
[ci skip] Use BOOST_HEADER_DEPRECATED to deprecated header instead of one-off hacks.
2018-02-11 12:15:18 -06:00
jzmaddock
d32258fcea
Numeric differentiation: make some trivial changes so we don't need C++17.
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Update Jamfile to exclude testing compilers which can't handle the tests.
2018-02-11 17:52:22 +00:00
jzmaddock
f4dfb9088f
Merge branch 'numerical_differentiation_2' of https://github.com/NAThompson/math into pr64
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Fixed Conflicts:
include/boost/math/concepts/std_real_concept.hpp
test/Jamfile.v2
Changes:
Minor changes to get things compiling with msvc.
2018-02-11 16:33:41 +00:00
Nick Thompson
353c2e0fd4
[ci skip] Remove hyperbolic language related to complex step derivative. Ensure macro substitution of 'max' doesn't break routines. Add copyright notices.
2018-02-10 16:24:16 -06:00
Nick Thompson
0c48214260
[ci skip] Put explicit deprecation warning on boost/math/common_factor.hpp
2018-02-10 13:23:55 -06:00
Daniela Engert
f6883a6595
Most members of std::allocate are deprecated in C++17
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Replace them by their cousins from std::allocator_traits.
Signed-off-by: Daniela Engert <dani@ngrt.de>
2018-02-10 10:32:24 +01:00
Nick Thompson
0a8d5bfb37
[ci skip] Fix derivative at singularity at z = 0 of Lambert W -1.
2018-02-09 14:36:05 -06:00
Nick Thompson
8a7539c707
[ci skip] Pick the low hanging fruit of the Lambert-W derivative. Remove a few typos from the documentation.
2018-02-09 13:57:25 -06:00
Nick Thompson
4b55b42268
[ci skip] Use C++17 'if constexp' to avoid branch. Modularize stepsize logic into single call. Do not assume 3ULP evaluation in error, assume 1ULP. Add reference to great numerical analysis text which also promotes these methods and clean up documentation.
2018-02-09 11:53:44 -06:00
Nick Thompson
2718dded89
[ci skip] Ooura's method for computing Fourier sin and Fourier cosine transforms.
2018-02-06 13:15:56 -06:00
Nick Thompson
da4a027233
[ci skip] Remove 'print_coefficients()' as 'coefficients()' is implemented and 'print_coefficients()' requires including <iostream> which was previously not included in chebyshev_transform.hpp
2018-02-04 11:47:53 -06:00
Nick Thompson
5e78b298da
[ci skip] Use Unix-style paths. Add tests for lambert-W testing integrals of the Lambert-W function.
2018-02-02 21:33:54 -06:00
pabristow
b4ffbedf1e
Change to use JM W0 version.
2018-01-30 12:11:03 +00:00
jzmaddock
f0b5e17ebf
Merge branch 'develop' of https://github.com/boostorg/math into develop
2018-01-30 08:27:10 +00:00
jzmaddock
426db8d929
Math.Quaternion: Fix forward declarations of quaternion.
...
See https://github.com/boostorg/math/issues/99
2018-01-30 08:26:50 +00:00
Nick Thompson
1781d47b78
[ci skip] Clarify conditions on the template point type. Add include and concept test.
2018-01-27 14:44:15 -06:00
jzmaddock
5ad688def2
Merge pull request #100 from kuhlenough/develop
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Don't use std::fpclassify() on VxWorks as well
2018-01-25 10:16:51 +00:00
pabristow
6d73d8f517
commit so can switch to develop (problem in one polynomial nearest singularity
2018-01-23 14:38:56 +00:00
jzmaddock
bac580583b
Math: Fix the distribution explorer build files for VS2017.
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Fix lanczos.hpp to not use native code on managed builds.
2018-01-21 10:04:38 +00:00
jzmaddock
da9d77ef2e
Hypergeometric: Begin fixing errors from large params in 1F1
2018-01-20 17:48:51 +00:00
jzmaddock
5a1f4d90ba
Hypergeometric: start testing larger arguments to 1F1 and begin to fix the errors.
2018-01-20 17:46:57 +00:00
Brian Kuhl
72997d2963
Don't use std::fpclassify() on VxWorks as well
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It doesn't exisit
2018-01-16 11:02:06 -05:00
Nick Thompson
7341a149de
More review from codereview.stackexchange.com
2018-01-12 22:59:56 -06:00
Nick Thompson
a90aac3656
Cleanup based on codereview.stackexchange.com suggestions.
2018-01-12 16:33:07 -06:00
Nick Thompson
ec3412ac28
Better comments, #include guards.
2018-01-12 13:14:34 -06:00
Nick Thompson
358d9d3496
In float precision, make sure that eps < x[j] < 1 - eps, or we hit singularities on the boundary.
2018-01-11 21:57:15 -06:00
Nick Thompson
a13c7e9ab0
Double infinite limits.
2018-01-11 12:08:53 -06:00
Nick Thompson
d5eb6e3995
Support infinite lower and upper bounds.
2018-01-11 11:39:21 -06:00
Nick Thompson
08550d4064
3 template arguments -> 1 template argument.
2018-01-10 14:08:23 -06:00
Nick Thompson
d0e52cf8c9
Policies for monte-carlo
2017-12-30 10:53:53 -07:00
Nick Thompson
0f007c23c6
Reuse temporaries to increase performance.
2017-12-23 17:06:20 -07:00
Nick Thompson
1a29ce99c6
Demonstrate affine invariance of Catmull-Rom splines.
2017-12-22 21:52:52 -07:00
Nick Thompson
4cce07e15e
Implement tangent vector computation. Fix index lookup. Close all Catmull-Rom curves and document.
2017-12-22 16:31:36 -07:00
Nick Thompson
cad34ff756
First pass at a Catmull-Rom curve interpolator.
2017-12-21 16:12:24 -07:00
jzmaddock
0dd6df4221
Math.Hypergeometric_1F1: add error handling for large recurrences.
2017-12-02 19:16:58 +00:00
jzmaddock
15a1156b4c
Math.Hypergeometric_1F1: Update tests for small random values, fix resulting errors.
2017-12-02 19:10:50 +00:00
Nick Thompson
0da69d2626
Add isfinite to std_real_concept to fix build.
2017-11-29 16:17:08 -07:00
Nick Thompson
d53284370a
Use ADL to green some more builds. Add requirements to build on Chebyshev transform.
2017-11-29 15:09:20 -07:00
Nick Thompson
401e353385
Hopefully get a few more builds green; eliminate compiler warnings.
2017-11-28 08:41:23 -06:00
jzmaddock
ef10ba37d2
Merge branch 'lambertw' of https://github.com/boostorg/math into lambertw
2017-11-27 19:08:42 +00:00
jzmaddock
3cebb614a5
Math.LambertW: fix Halley termination condition.
2017-11-27 19:06:53 +00:00
pabristow
66067c3b6b
Added include to test_value to ensure that when used standalone with GCC that supports suffix Q, multiprecision float128 is included.
2017-11-24 16:53:18 +00:00
Nick Thompson
57ba888a50
Unit test variance.
2017-11-23 14:18:05 -07:00
Nick Thompson
773076475c
Fix exception safety in threads.
2017-11-23 10:53:35 -07:00
Nick Thompson
67578ce12b
Naive Monte-Carlo integration. Still needs to handle exceptions in threads.
2017-11-21 18:49:14 -07:00
pabristow
9b9414c256
numerous minor fixes for JM 1st comments on docs 19Nov17
2017-11-20 17:03:29 +00:00
jzmaddock
be326922dc
Math: add start of 1F1 implementation.
2017-11-19 11:58:26 +00:00
pabristow
6aa9f286ff
Tests OK, including multiprecision.
2017-11-16 17:58:59 +00:00
jzmaddock
587f2d8918
Math.Hypergeometric: Add 2F0 function and tests.
...
Also fix a couple of warnings in test_data.hpp, and improve the continued fraction form in 0F1.
2017-11-15 18:27:35 +00:00
jzmaddock
1783c3a74c
Math: Fix inspection report errors.
2017-11-09 19:39:32 +00:00
pabristow
89ae728836
added graphs and updated docs to use them.
2017-11-06 17:18:33 +00:00
Nick Thompson
713f17f76a
Fix typo in error message.
2017-11-04 13:50:12 -06:00
pabristow
3c3c91709f
w-1 branch improvements and tests OK
2017-11-02 18:47:30 +00:00
jzmaddock
47fa45bee4
Import SOC headers, Test and fix up 1F0 and 0F1.
2017-10-29 19:33:39 +00:00
jzmaddock
81c8a80dd5
Update big_constant.hpp to work standalone.
2017-10-29 19:32:13 +00:00
pabristow
04121d2872
Lambert w for huge z added, and test and more docs
2017-10-28 19:13:58 +01:00
pabristow
f51d987acd
added much on W-1 branch (handling tiny z), and more docs.
2017-10-27 18:18:06 +01:00
pabristow
d01d0c4eb8
Working version with C array of precomputed lookup tables, but still inline inside
2017-10-13 09:43:39 +01:00
pabristow
dd06d2beae
100 decimal digit precision values and tests OK.
2017-10-10 15:13:49 +01:00
jzmaddock
97f61f0020
Math.Quaternion: Add workarounds for older compilers and fix up constexpr support.
2017-10-06 19:22:45 +01:00
jzmaddock
cfdd05f158
Math.Quaternion: Add move semantics.
2017-10-05 18:18:21 +01:00
jzmaddock
94e92dc5f4
Math.Quaternion: add swap method.
2017-10-05 18:12:24 +01:00
jzmaddock
68b82322ab
Math.Quaternion: remove dead code from header.
2017-10-05 13:06:20 +01:00
jzmaddock
601ee6e00f
Math.Quaternion: Rewrite test program, mostly remove valarray usage from header.
2017-10-05 12:50:24 +01:00
pabristow
39846818e1
Expanded docs using snippets.
2017-10-03 15:11:25 +01:00
John Maddock
f7acd35e51
Math.Chebyshev: tidy up and simplify fftw dispatch code with a traits class to abstract the differences.
2017-09-25 19:37:36 +01:00
John Maddock
2eabd87de1
Math.Chebyshev: Fix up chebeshev_transform for more types.
2017-09-21 19:13:36 +01:00
John Maddock
aaa6db8880
Math.Chebyshev: Fix ambiguous calls to pow with gcc-7
2017-09-21 17:56:51 +01:00
jzmaddock
9ee7a93678
Math.Chebyshev: Modify chebyshev_transform to dispatch to correct fftw3 functions.
...
Begin to hook up fftw3 tests.
2017-09-21 13:40:23 +01:00
jzmaddock
a1c18789a0
Math.chebyshev: Hook up conceptual tests and fix resulting errors.
2017-09-21 11:52:59 +01:00
jzmaddock
c7f243239e
Math.chebyshev: Backport to C++03.
2017-09-20 19:07:17 +01:00
jzmaddock
82392e3e0c
Merge branch 'develop' into chebyshev
2017-09-20 17:59:38 +01:00
Nick Thompson
dd9f2b7033
Since I cannot find a symmetry to reuse function evaluations after Chebyshev grid refinement, just give up for now and simplify the constructor accordingly.
2017-09-19 00:48:20 -06:00
Nick Thompson
956864cbd5
Recurse when grid isn't sufficiently refined. Optimization potential exists by reusing function evaluations.
2017-09-17 21:16:48 -06:00
Nick Thompson
0d85d4d11e
Performance improvements.
2017-09-17 19:30:15 -06:00
Nick Thompson
2cb935ec17
Use std::enable_if to obviate the need for C++17 if constexpr.
2017-09-17 16:23:50 -06:00
Nick Thompson
0acb51b78d
Linear time and numerically stable evaluation of derivative of Chebyshev series by a modified Clenshaw recurrence.
2017-09-17 14:02:43 -06:00
Nick Thompson
cb470280ba
Chebyshev transform
2017-09-13 17:51:50 -06:00
jzmaddock
5755e1d37e
Merge pull request #87 from boostorg/gauss
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Merge Gauss Kronrod code into develop.
2017-09-13 16:57:06 +01:00
jzmaddock
25cc8fdad7
Add Gauss and Gauss-Kronrod docs.
2017-09-09 19:18:08 +01:00
jzmaddock
4c0bec596c
Remove dead files.
2017-09-06 19:56:15 +01:00
jzmaddock
d9893f5e01
Quadrature: update conceptual tests for Gauss (Kronrod) quadrature.
2017-09-06 19:53:10 +01:00
jzmaddock
e09ad4c3aa
Quadrature: finish off Gauss and Gauss-Kronrod integration code and tests.
2017-09-06 18:03:15 +01:00
pabristow
15568b8d62
Work on precision demo before holiday. OK on VS14.1 and GCC 7.1.0 but docs need much more work.
2017-09-02 12:12:10 +01:00
jzmaddock
7d2002db80
Quadrature: add gauss and gauss-kronrod quadrature.
2017-08-31 19:42:26 +01:00
pabristow
c1b8ffec7c
Needed to merge?
2017-08-31 12:50:11 +01:00
pabristow
48435ed996
Commit before merge develop to get new config file
2017-08-30 17:05:34 +01:00
jzmaddock
1527667e20
Next.hpp: Change struct to class to avoid msvc compiler warnings.
2017-08-29 20:00:32 +01:00
pabristow
c408d7ec1c
Restored test_out_of_range to original location as is used by other tests
2017-08-29 17:03:06 +01:00
pabristow
34fd59c372
students t allowing df and x infinite
2017-08-29 15:24:45 +01:00
pabristow
0f070dd259
Commit work-in-progress before fixing students t on develop
2017-08-29 08:21:59 +01:00
jzmaddock
e7e915816f
Merge branch 'gauss_konrod' of https://github.com/NAThompson/math into gauss
...
# Please enter a commit message to explain why this merge is necessary,
# especially if it merges an updated upstream into a topic branch.
#
# Lines starting with '#' will be ignored, and an empty message aborts
# the commit.
2017-08-24 11:47:26 +01:00
jzmaddock
e100973d53
Merge pull request #81 from lakshayg/noexcept
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make move constructor and operator= noexcept
2017-08-23 19:02:49 +01:00
jzmaddock
f301e2a197
Merge pull request #72 from boostorg/pr66
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PR66: Moved to here for integration testing.
2017-08-23 18:47:46 +01:00
Lakshay Garg
4fc8d43b4b
make move constructor and operator= noexcept
...
This change helps the polynomial class play well with STL
containers.
> If the move constructor for an element type in a container
> is not noexcept then the container will use the copy constructor rather
> than the move constructor -- HIC++ Version 4.0
Benchmarking shows that the number of calls to copy constructor
are reduced.
2017-08-22 12:41:32 +05:30
jzmaddock
f6495af64c
Polynomial: more simplifications and modernizations.
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Also update msvc performance results.
2017-08-21 13:15:39 +01:00
jzmaddock
d9858963d0
Merge branch 'move' of https://github.com/lakshayg/math into pr79
2017-08-20 09:16:20 +01:00
jzmaddock
b70d7b1359
Add polynomial performance test.
2017-08-20 08:28:41 +01:00
Lakshay Garg
36b272c42b
enable move semantics for polynomial
2017-08-17 09:11:40 +05:30
pabristow
26aea4e7df
Big refactor JM small_z and tag_type select code
2017-08-10 17:49:17 +01:00
jzmaddock
68c80b5fc8
Merge branch 'pr66' of https://github.com/NAThompson/math into pr66_78
...
# Please enter a commit message to explain why this merge is necessary,
# especially if it merges an updated upstream into a topic branch.
#
# Lines starting with '#' will be ignored, and an empty message aborts
# the commit.
2017-08-09 18:02:36 +01:00
jzmaddock
3770719aff
Quadrature: Remove the minimum levels requirement on tanh_sinh.
2017-08-07 19:04:42 +01:00
jzmaddock
a928ff3df3
Quadrature: Correct logic in finding the first abscissa values which are stored as complements.
2017-08-06 13:14:42 +01:00
jzmaddock
1225612a28
quadrature: Remove unneeded test case, adjust one error rate, and finally silence some warnings.
2017-08-06 12:50:53 +01:00
jzmaddock
623263e726
Disable abs overload for __float128 when building with gcc-7 and later.
2017-08-03 11:38:16 +01:00
jzmaddock
e84195d3a6
Quadrature: Update docs.
...
Also add ability to get the # levels consumed from the integrators.
[skip ci]
2017-07-28 19:26:04 +01:00
jzmaddock
c3eb9e73d9
quadrature: move the tolerance into the integrate method from the constructor.
...
Since nothing in the constructor depends on the tolerance, and we may wish to use different integration tolerances with the same integrator object.
Update the tests to match the new interface. Also add "direct" integration methods which do not adapt the range at all, but assume that we are using the integrators native range.
2017-07-25 18:26:21 +01:00
jzmaddock
27c1fa591f
sinh_sinh: add pre-computed coefficients.
2017-07-23 18:50:38 +01:00
jzmaddock
397d8ce9c9
exp_sinh: add support for pre-computed constants.
2017-07-20 19:55:44 +01:00
jzmaddock
9d86bdefa6
Fix atomic namespaces.
2017-07-20 19:54:56 +01:00
jzmaddock
eb18bcd5aa
tanh_sinh: add some missing using declarations.
2017-07-18 18:34:51 +01:00
jzmaddock
6259b8c795
tanh_sinh: add support for 2 arg user functions.
...
Update tests accordingly and get everything passing locally.
2017-07-16 19:18:20 +01:00
jzmaddock
3f9ae1db4e
tanh_sinh: fix atomic/mutex usage to work on platforms that don't support the std:: versions.
2017-07-15 19:09:23 +01:00
jzmaddock
4334ced6a7
tanh_sinh: make the new version thread safe.
2017-07-15 17:07:59 +01:00
jzmaddock
4984809487
tanh_sinh: Add support for a minimum complement value,
...
so we can prune the table size when going to extreme ends of the range isn't required.
2017-07-15 16:47:55 +01:00
jzmaddock
80125ffb2c
tanh_sinh: Hook up infinite limits code to use the available complements of abscissa values where appropriate.
2017-07-12 19:17:29 +01:00
jzmaddock
c986efa8f7
tanh_sinh: add precomputed coefficients for double/long double/__float128.
2017-07-11 18:45:28 +01:00
jzmaddock
2f837ee55a
tanh_sinh: add back pre-computed coefficients for float case.
...
Also refactored code back into one header/class.
2017-07-10 19:19:46 +01:00
jzmaddock
4a5871ac71
tanh_sinh: Rework base class to cache refinements on demand.
2017-07-10 17:07:23 +01:00
jzmaddock
18938213e7
tanh_sinh: begin transforming code to calculate and store complements of abscissa values,
...
and use these in the range transformations so that there is no cancellation error when transforming to an abscissa value very close to zero.
2017-07-09 18:22:21 +01:00
jzmaddock
8b40c2cbb1
quadrature: Fix cpp_dec_float tests.
2017-06-26 09:02:09 +01:00
jzmaddock
6f96c8b229
quadrature: Get tests clean with older compilers.
...
Also make tanh_sinh constants static members since they're constants.
2017-06-25 11:44:08 +01:00
jzmaddock
040feb0240
Get the tests hooked up and working with a variety of compilers.
2017-06-24 09:48:32 +01:00
pabristow
bf1b8e8e10
Corrected mismerge to use my new version of constants include exp_minus_one constant.
2017-06-22 18:15:18 +01:00
pabristow
555e0f416b
commit merge from develop
2017-06-22 17:05:02 +01:00
jzmaddock
b55167446f
Quadrature: Policify the code,
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Make tanh_sinh quadrature arbitrary precision.
Rework tests so the object files are not so large.
Added some more example integrals to the tanh_sinh tests.
2017-06-21 18:29:46 +01:00
jzmaddock
5e3fd1574e
Merge branch 'double_exponential' of https://github.com/NAThompson/math into pr66
2017-06-17 18:10:25 +01:00
jzmaddock
9a8324c989
Merge pull request #71 from boostorg/pr65
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PR based on #65 prepared for CI testing
2017-06-17 09:02:56 +01:00
jzmaddock
fdd959a32f
Merge branch 'cleanup' of https://github.com/NAThompson/math into pr65.
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Also made a couple of minor modifications.
2017-06-16 19:35:13 +01:00
jzmaddock
34d413e830
trapezoidal: More fixes prior to merging:
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Add new documentation section for integrators.
Remove isfinite from std_real_concept.hpp - it's not part of our conceptual requirements.
Add workarounds for older compilers that can't handle the default arguments to the function.
Restrict testing test_trapezoidal.cpp to compilers that handle lambdas.
Make the concept checks C++03.
Make test_trapezoidal.cpp compile with VC11's broken lambda support.
2017-06-16 18:13:42 +01:00
jzmaddock
f435cd3451
Bring trapezoidal.hpp more into line with the rest of Boost.Math:
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Add policy support for error handling and epsilon.
Fix some warnings in the test case (msvc).
2017-06-15 19:14:31 +01:00
jzmaddock
a8bb78d25b
Merge branch 'romberg' of https://github.com/NAThompson/math into pr59
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# Resolved Conflicts:
# test/Jamfile.v2
2017-06-15 18:26:48 +01:00
jzmaddock
cf0668eb62
Fix bessel N functions to behave correctly with decimal number types.
2017-06-13 18:54:48 +01:00
jzmaddock
4b90631b84
next.hpp: workarounds for std libs with no max_digist10
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Only invoke numeric_limits<>::max_digits10 for decimal multiprecision types.
Also make sure our traits classes are instantiated on the actual number type, not an expression template.
2017-06-11 19:49:43 +01:00
jzmaddock
9b2f878103
Update next.hpp and ulp.hpp to work with decimal types.
2017-06-10 11:11:58 +01:00
jzmaddock
5c3624c0b8
Address CI failures:
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* Fix bjam command line in appveyor file.
* Fix assertions triggered in bessel_i0.hpp.
* Remove common factor testing - it's moved to integer.
* Add lots of additional {} in initializers to silence clang warnings.
2017-06-04 13:12:33 +01:00
jzmaddock
0242c64eec
float_distance: Fix cases that span several orders of magnitude.
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Add more tests.
See https://github.com/boostorg/multiprecision/issues/22 .
2017-06-02 19:40:52 +01:00
jzmaddock
37783e519a
Bessel_I0: decimal number types shouldn't use numeric_limits::digits to judge precision.
2017-05-21 08:49:06 +01:00
Nick Thompson
23403b61a1
Add concept test and include test.
2017-05-18 19:02:29 -06:00
Nick Thompson
a980bd8af3
Add concept and include test.
2017-05-18 18:23:01 -06:00
Nick
1753d6e9e4
Merge branch 'develop' into romberg
2017-05-18 17:34:52 -06:00
Nick Thompson
7660162d41
Add concept and include test.
2017-05-18 17:33:45 -06:00
jzmaddock
bc37badb91
Change signbit to normalise the result when using std::signbit.
2017-05-15 18:28:32 +01:00
Nick Thompson
78409954f2
Use quadrature namespace. Add example.
2017-05-11 21:51:35 -06:00
Nick Thompson
4801e2d8bf
Add namespace boost::math::quadrature. Remove throw when condition number of summation exceeds precision of type; how to properly mollify the condition number is not clear and should be done consistently rather than ad-hoc.
2017-05-11 21:03:00 -06:00
Nick Thompson
3bfeee838d
Double exponential quadrature.
2017-05-10 22:03:21 -06:00
pabristow
369ce4312b
Halley/Luu version working for 50 decimal digits 'reference' test values.
2017-05-10 18:21:35 +01:00
jzmaddock
5db9e8870b
Legendre_stieltjes: hook up tests.
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Add concept checks.
Fix some warnings, and reduce dependencies.
2017-05-09 19:13:44 +01:00
jzmaddock
83891e2b79
Merge branch 'legendre_stieltjes' of https://github.com/NAThompson/math into stieltjes
2017-05-09 18:36:53 +01:00
jzmaddock
27ded3276d
Remove C++11 isms from, legendre_prime header and tests - we don't want to break existing C++03 code using that header.
2017-05-09 12:18:43 +01:00
jzmaddock
97a4184df9
Hook up concept checks for legendre_p_prime.
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Fix errors from above, add domain-error handling to the function.
2017-05-08 19:47:02 +01:00
jzmaddock
150a0b5afa
Merge branch 'legendre_derivatives' of https://github.com/NAThompson/math into legrende_prime
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# Please enter a commit message to explain why this merge is necessary,
# especially if it merges an updated upstream into a topic branch.
#
# Lines starting with '#' will be ignored, and an empty message aborts
# the commit.
2017-05-08 19:14:16 +01:00
jzmaddock
1d0880a9ef
Remove dependencies on format and type_index.
2017-05-06 13:16:31 +01:00
jzmaddock
87ab68456d
Improve interpolator documentation and examples.
2017-05-06 12:26:37 +01:00
jzmaddock
6e8687812f
Add concept checks for barycentric_rational.
2017-05-05 13:12:25 +01:00
jzmaddock
80e7f7027c
Merge branch 'barycentric' of https://github.com/NAThompson/math into interpolate_rat
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Fix some msvc failures.
Suppress some compiler warnings.
Added iterator based constructor.
Moved docs to better position.
# Please enter a commit message to explain why this merge is necessary,
# especially if it merges an updated upstream into a topic branch.
#
# Lines starting with '#' will be ignored, and an empty message aborts
# the commit.
2017-05-05 13:01:56 +01:00
jzmaddock
d300f98fdc
Fix msvc compiler errors in barycentric code.
2017-05-04 13:27:41 +01:00
jzmaddock
adc2234d95
Merge branch 'barycentric' of https://github.com/NAThompson/math into interpolate_rat
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# Please enter a commit message to explain why this merge is necessary,
# especially if it merges an updated upstream into a topic branch.
#
# Lines starting with '#' will be ignored, and an empty message aborts
# the commit.
2017-05-04 13:18:05 +01:00
Nick Thompson
cf35d745d1
Remove unused typedef. Fix dangling reference to policy in airy. Pipe unused variables in compile test to /dev/null to suppress compiler warnings. Remove comment within comment.
2017-05-03 10:13:18 -06:00
jzmaddock
b9362cb000
Add concept checks for cubic-spline code, and fix resulting errors.
2017-05-03 13:32:53 +01:00
jzmaddock
127178518d
Add iterator based construction to cubic B spline.
2017-05-03 13:07:54 +01:00
Nick Thompson
45226c7ef1
Numerical differentiation by finite differences and the complex step derivative.
2017-05-02 18:29:03 -06:00
jzmaddock
3141e075ed
Fix min/max usage.
2017-05-02 20:06:53 +01:00
jzmaddock
9dd532e01a
Merge branch 'develop' of https://github.com/NAThompson/math into interpolate
2017-05-02 19:30:31 +01:00
jzmaddock
6407bedb75
Bring polynomial gcd into line with new Boost.Integer code, and improve tests.
2017-05-02 19:12:18 +01:00
Nick Thompson
48a0cf714b
Put license information in each file. Do not throw when condition number is approaching an undefined value; use mollification. Improve documentation.
2017-05-02 12:02:02 -06:00
Nick Thompson
2bbadc69fb
Place copyright notices in file.
2017-05-01 18:36:26 -06:00
Nick Thompson
4b4c4e9364
Legendre-Stieltjes polynomials.
2017-04-30 15:58:10 -06:00
jzmaddock
ceae76a526
Switch to using Boost.Integer gcd/lcm.
2017-04-24 19:26:23 +01:00
Nick Thompson
a918d0f331
Return all zeros of the Legendre polynomial at once; there seems to be no benefit to having the user calculate them one at a time.
2017-04-22 15:47:22 -05:00
jzmaddock
1c10933943
polynomial.hpp should not be including private Boost.Config header.
2017-04-20 19:23:02 +01:00
jzmaddock
fafda3176c
Fix gcd tests and code for clang on Linux
2017-04-20 14:43:28 +01:00
jzmaddock
82e3949024
GCD: Don't enable variadics unless the compiler supports them.
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Update docs.
Escape from variadic GCD early when the result hits unity.
2017-04-15 18:31:01 +01:00
jzmaddock
c1ab95b6cc
Add rational and multiprecision types to common_factor_test.cpp.
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Disable rational overloads if there is no numeric_limits support as boost::rational won't compile in that case anyway.
2017-04-15 18:13:30 +01:00
Nick Thompson
4110a69416
Zeros of Legendre polynomials. This uses a root bracketing given by Szego with an asymptotic by Tricomi to get a domain and an initial guess for the root, then refines it via Newton's method.
2017-04-14 15:51:39 -05:00
Nick Thompson
21bcf34a51
Derivative of Legendre polynomials of the first kind. Used to generate the weights of Gaussian quadratures.
2017-04-12 14:16:26 -05:00
jzmaddock
70e82419d5
Fix for expression template types.
2017-04-08 20:12:23 +01:00
jzmaddock
f74da283aa
Add variadic gcd and lcm variations, update tests to match.
2017-04-08 19:42:33 +01:00
jzmaddock
e71629f1c0
Make gcd/lcm functions constexpr and noexcept where applicable.
2017-04-08 19:13:08 +01:00
jzmaddock
8ee33649c7
Remove dead code orphaned by previous commits.
2017-04-07 09:55:31 +01:00
jzmaddock
5ca0e2ead8
Tighten up polynomial-GCD algorithm selection.
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Disallow GCD's of polynomials of bounded integers as overflow is too likely to occur.
2017-04-07 09:44:48 +01:00
jzmaddock
8e98f30cb2
Remove SFINAE-logic and replace with simpler numeric_limits based algorithm selection.
2017-04-07 09:43:40 +01:00
jzmaddock
39006ecaca
Reinstate gcd of rational numbers.
2017-04-06 19:22:45 +01:00
jzmaddock
7795ad3fd1
Merge branch 'gcd_polynomial' into gcd_cpp14
2017-04-06 11:28:32 +01:00
jzmaddock
9d0dac1df9
gcd: add the function objects back.
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Improve the gcd/lcm tests.
2017-04-04 18:29:45 +01:00
jzmaddock
e4c0fdb0f2
Make gcd/lcm independent of type_traits and mpl.
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Later we'll try and reconcile this version with that in Boost.Integer.
2017-04-02 20:10:46 +01:00
jzmaddock
8c9709b317
Fix cases where wchar_t is not an intrinsic type.
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Fixes: https://svn.boost.org/trac/boost/ticket/12944
2017-03-30 19:35:59 +01:00
Nick Thompson
fff12aa16b
Improve documentation for trapezoidal quadrature, explaining the role of the L1 norm calculation. Throw correct error type.
2017-03-28 13:56:18 -05:00
Nick Thompson
9f58f0d337
Add facility to check L1 norm and hence condition number of the quadrature sum. Throw when condition number exceeds the number of significant digits of the type.
2017-03-26 13:45:50 -05:00
pabristow
c5ee664a51
Refactored with policies and passes tests and timing.
2017-03-23 14:15:37 +00:00
pabristow
bdee37743d
Bug in values near to -exp(-1) corrected.
2017-03-13 10:03:33 +00:00
pabristow
0048d41dd6
Added new constants expminusone and sixth
2017-03-10 13:06:44 +00:00
pabristow
cea2465e3e
Need expminusone constant
2017-03-06 18:23:54 +00:00
pabristow
94d3cf4043
refactored to use local test_value.hpp
2017-03-06 18:10:52 +00:00
Nick Thompson
4efe710855
Add tests detailing the use cases which make it difficult to use std::unique_ptr for pimpl idiom. Also, test that evaluating the spline outside the interpolation region succeeds as best it can.
2017-03-06 11:12:51 -06:00
Nick Thompson
136e7411f5
Adaptive Trapezoidal Quadrature
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This routine estimates the definite integral of a function f.
Assuming that f is periodic, it can be shown that this routine converges exponentially fast.
In fact, the test cases given exhibit exponential convergence with decreasing stepsize.
A potential improvement is using the Bulirsch sequence rather than the Romberg sequence to schedule the refinements.
However, the convergence is so rapid for functions of the class specified above that there seems to be no need at present.
This code is cppcheck clean, and runs successfully under AddressSanitizer and UndefinedBehaviorSanitizer.
2017-03-05 19:05:41 -06:00
Nick Thompson
446f8c415d
Cite Kress's book 'Numerical Analysis' in MLA format.
2017-03-05 10:49:22 -06:00
Nick Thompson
2506d7ed1f
Use PIMPL so that the interpolant can be passed as a functor.
2017-03-02 17:16:21 -06:00
Nick Thompson
2b9d88d352
Fixes suggested by code review of PR #57 .
2017-03-02 11:54:55 -06:00
Nick Thompson
b157403fd9
Do not use Kahan summation to compute average; use update procedure that cannot overflow recommended by Knuth.
2017-02-27 20:58:42 -06:00
Nick Thompson
fee20ab932
Given a function f, known at evenly spaced samples y_j = f(a + jh),
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this function constructs an interpolant using compactly supported cubic b splines.
The advantage of using splines of compact support over traditional cubic splines
is that compact support makes the splines well-conditioned.
The interpolant is constructed in O(N) time and can be evaluated in constant time.
Its error is O(h^4), and obeys the interpolating condition s(x_j) = f(x_j) for all samples.
In addition, f' can be estimated from s', albeit with lower accuracy.
This routine is cppcheck clean, and is clean under AddressSanitizer and MemorySanitizer.
2017-02-23 18:21:06 -06:00
jzmaddock
4c19a1ec34
Remove unneeded parameters in new beesel J/K code.
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Also fix some multiprecision-conceptual errors.
2017-01-29 19:18:36 +00:00
jzmaddock
38eb9d3e38
Update docs for new Bessel K0 and K1 approximation code.
2017-01-24 18:35:54 +00:00
jzmaddock
fe66909b23
Reorder some declarations to keep GCC happy.
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Remove some dead code.
2017-01-23 19:34:34 +00:00
jzmaddock
7922883e7b
Add improved approximations for K0 and K1.
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Based on http://www.advanpix.com/2016/01/05/rational-approximations-for-the-modified-bessel-function-of-the-second-kind-k1-for-computations-with-double-precision/
2017-01-23 17:45:51 +00:00
jzmaddock
2dc47a631a
Improve constant initialization for I0 and I1.
2017-01-23 17:45:00 +00:00
jzmaddock
cc8e300bae
Update I0 and I1 to use better approximations from Pavel Holoborodko
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See: http://www.advanpix.com/2015/11/11/rational-approximations-for-the-modified-bessel-function-of-the-first-kind-i0-computations-double-precision/
2017-01-18 18:56:27 +00:00
pabristow
ffb025ca2c
First very rough prototype of Lambert W function, example of calculating diode current versus voltage, and some tests, including multiprecision and fixed_point types. Not yet using policies and trouble near the singularity at z=-exp(-1) and large z.
2016-12-22 18:30:27 +00:00
pabristow
78320adb7a
return 0 to T(0) in float_distance changed because fixed-point requires explicit construction
2016-12-05 16:41:18 +00:00
jzmaddock
1844134d07
Changes to call correct error handlers in C99 annex F cases.
2016-11-30 18:57:11 +00:00
zerotypos-found
3871f6a7e8
Fix issues in the inspection report
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- Remove Non-ASCII characters (i.e. replace dashes with hyphens).
- Protect min from macro expansion.
2016-10-25 11:56:09 +09:00
jzmaddock
37fe39f2d9
Merge pull request #50 from kartikmohta/fix/boost-zero-polynomial-evaluate
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Fix boost::math::polynomial::evaluate for the zero polynomial
2016-10-19 19:33:24 +01:00
jzmaddock
3370ea2f79
Add missing #include.
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Fixes https://svn.boost.org/trac/boost/ticket/12537 .
2016-10-19 19:27:37 +01:00
jzmaddock
21ab379ee9
Merge branch 'develop' of https://github.com/boostorg/math into develop
2016-10-19 19:22:51 +01:00
jzmaddock
4787d870c6
Suppress some msvc warnings.
2016-10-19 19:22:37 +01:00
Kartik Mohta
9dad3e2b62
Fix boost::math::polynomial::evaluate for the zero polynomial
2016-10-17 16:13:25 -04:00
zerotypos-found
4b9823768b
Replace tabs to whitespace
2016-10-11 12:44:32 +09:00
jzmaddock
50e7ea3863
Sub-resultant GCD is only for integer types.
2016-08-26 18:40:11 +01:00
jzmaddock
accfe2f7eb
Fix msvc compile failure, and add a using declaration so we overload boost::math::gcd.
2016-08-26 18:33:10 +01:00
jzmaddock
f888dcb129
Including polynomial.hpp should get the gcd overloads as well.
2016-08-26 18:32:27 +01:00
Jeremy W. Murphy
64c887a3c9
Add overload of gcd() for polynomials with multi-precision integral coeffs.
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And add a unit test to show that it works.
2016-08-25 23:02:03 +10:00
Jeremy W. Murphy
d817274f3f
Update some doxygen.
2016-08-25 23:00:59 +10:00
Jeremy W. Murphy
783dc6af46
Merge branch 'develop' into polynomial_ufd_gcd
2016-08-25 22:08:48 +10:00
inkstink
c9d9f446c5
fixed typos for real this time
2016-08-19 20:42:14 -04:00