Nick Thompson
9b14fff12e
Remove header deprecation warnings.
2019-08-10 08:50:12 -04:00
jzmaddock
6389878e77
naive_monte_carlo_test.cpp: correct #if block and fix Jamfile.v2 mistake (missing whitespace).
2018-07-30 09:09:19 +01:00
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
789f1ce240
Merge branch 'develop' of https://github.com/boostorg/math into develop
2018-03-15 13:27:34 +00:00
jzmaddock
ae01c2bb4e
naive_monte_carlo_test.cpp: move some tests around to avoid over-large object files.
2018-03-15 13:27:18 +00:00
Jie
f36121d554
[ci skip] Warning removal.
2018-03-15 12:19:24 +08:00
jzmaddock
96b4041ad2
naive_monte_carlo_test.cpp: split into yet smaller portions, and get rid of /bigobj.
2018-03-14 18:31:58 +00:00
jzmaddock
8263efaef3
Merge branch 'develop' of https://github.com/boostorg/math into develop
2018-03-13 18:57:22 +00:00
jzmaddock
78ac09cf3d
naive_monte_carlo_test.cpp: split into smaller units so we get fewer "object size too large" errors, and hopefully zero in on persistent but non-reproducable test failures.
2018-03-13 18:57:01 +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
Nick Thompson
c2f68a4c1d
Attempt to diagnose test failure for alternative RNGs in Monte-Carlo integration by adding more unit tests.
2018-03-13 08:11:08 +08:00
jzmaddock
0e9a9d340a
Merge branch 'develop' of https://github.com/boostorg/math into develop
...
# 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
Nick Thompson
f7f4a8999b
[ci skip] Add more informative error message to the test so that failures can understood more thoroughly.
2018-02-22 11:07:23 -06:00
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
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
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
71b9239bfc
monte carlo integration: split test into small chunks so we don't get over-large object sizes with msvc 64-bit. Add Boost.Atomic as a dependency.
2018-02-17 09:17:20 +00:00
jzmaddock
9d5ac9143b
naive_monte_carlo: suppress known test failures, and fix lots of warnings.
2018-02-15 20:11:23 +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
Nick Thompson
c55dc86c0c
Test Radovic function.
2018-01-16 10:59:30 -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
2f37a3643b
Add unit tests and clean up docs for naive_monte_carlo integration.
2018-01-09 12:27:38 -06:00
