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Author SHA1 Message Date
Nick Thompson
b2f3054e2f Compute filters in higher precision and cast back to low precision so that high-p filters are accurate. [CI SKIP] 2019-01-22 15:46:19 -07:00
Nick Thompson
9aee84a1ec Merge branch 'lanczos_smoothing' of https://github.com/boostorg/math into lanczos_smoothing [CI SKIP] 2019-01-22 12:19:05 -07:00
Nick Thompson
c9020ceb48 Consider using higher precision for calculation of filters. [CI SKIP] 2019-01-22 12:14:21 -07:00
Nick Thompson
6f5b8d757a More unit tests for acceleration filters [CI SKIP] 2019-01-22 12:14:21 -07:00
Nick Thompson
b8cc83e49e Refactor so as to not store a reference member, make call threadsafe, compute entire vector in one go. 2019-01-22 12:14:21 -07:00
Nick Thompson
941bb1a008 Add denoising second derivative. 2019-01-22 12:14:21 -07:00
Nick Thompson
bc10441044 Remove sign-compare warnings. Take advice of cppcheck. Grammar in documentation [CI SKIP] 2019-01-22 12:14:21 -07:00
Nick Thompson
119aff9ff2 Lanczos smoothing differentiators. 2019-01-22 12:14:21 -07:00
Nick Thompson
66a0dc8c87 Fix typo. 2019-01-22 12:12:11 -07:00
Nick Thompson
fedeabb06e Also change concept and include test [CI SKIP] 2019-01-22 12:12:11 -07:00
Nick Thompson
de584cc4ae Begin rearrangement. 2019-01-22 12:12:11 -07:00
Nick Thompson
1bface6481 Merge branch 'develop' into differentiation 2019-01-21 12:55:26 -07:00
Nick Thompson
e48f5b83df Merge branch 'develop' into sequence_tools [CI SKIP] 2019-01-21 10:48:28 -07:00
Nick Thompson
98f0369a5a Remove use of M_PI in catmul_rom_test. [CI SKIP] 2019-01-21 09:27:07 -07:00
jzmaddock
fbba64a30c 1F1: Fix some multiprecision errors, refactor difficult/unsolved cases into separate tests and only test where appropriate. 
[CI SKIP]
 2019-01-20 11:27:38 +00:00
jzmaddock
695486b1ce hypergeometrics: Correct all the conceptual errors, fix up concept tests and generally test many more types. 
[CI SKIP]
 2019-01-18 19:31:50 +00:00
Nick Thompson
ff366e85a2 Add variance of N-sided die as unit test [CI SKIP] 2019-01-18 10:00:43 -07:00
Nick
049d51959e
Merge branch 'develop' into sequence_tools 2019-01-17 07:28:27 -07:00
jzmaddock
d713d9bf75 CI: clang-6 on travis has no C++17 std lib support so don't expect it to work. 2019-01-16 18:46:19 +00:00
Nick Thompson
75e7832a54 Add unsigned integer tests for Hoyer sparsity. 2019-01-16 11:14:53 -07:00
jzmaddock
def238994e Improve and test the recurrence tools. 
[CI SKIP]
 2019-01-15 19:31:31 +00:00
Nick Thompson
f3af883c6d Patch up univariate statistics for some integer types. [CI SKIP] 2019-01-12 14:57:16 -07:00
Nick Thompson
ce7fdbe581 Take care of integer overflow. [CI SKIP] 2019-01-12 12:53:53 -07:00
Nick Thompson
fb4f7748cd Refactor kurtosis calculation to use first_four_moments. 2019-01-11 15:19:48 -07:00
Nick Thompson
8d267da5e1 Add hamming_distance, l1_distance, l2_distance, sup_distance, lp_distance. Add more tests for integer datatypes. [CI SKIP] 2019-01-11 14:23:39 -07:00
Nick Thompson
df447ae00d Rename 'absolute_median' to 'median_absolute_deviation' [CI SKIP] 2019-01-07 10:50:06 -07:00
Nick Thompson
bfa7619954 Refactor so as to not store a reference member, make call threadsafe, compute entire vector in one go. 2019-01-04 12:50:58 -07:00
Nick Thompson
95f993c9bc Add denoising second derivative. 2019-01-03 11:55:29 -07:00
Nick Thompson
e070ed17e7 Remove sign-compare warnings. Take advice of cppcheck. Grammar in documentation [CI SKIP] 2019-01-02 12:38:58 -07:00
Nick Thompson
7bbf05e8ba Lanczos smoothing differentiators. 2018-12-31 20:11:25 -07:00
Nick Thompson
bf7b29f13c Fix typo. 2018-12-29 18:41:38 -07:00
Nick Thompson
a27c4bc96c Also change concept and include test [CI SKIP] 2018-12-27 20:38:27 -07:00
Nick Thompson
a250691ed1 Begin rearrangement. 2018-12-27 18:59:44 -07:00
Nick Thompson
7c82eb75cf Test for scale invariance of M2M4 SNR estimator. [CI SKIP] 2018-12-27 15:02:36 -07:00
Nick Thompson
bee2889e85 Change solve_quadratic to quadratic_roots. [CI SKIP] 2018-12-27 12:44:46 -07:00
Nick Thompson
eab2b5260e Solve quadratic equations 2018-12-26 18:30:02 -07:00
Nick Thompson
4848accb77 Add unit tests demonstrating that the kurtosis of various continuous distributions is calculated correctly. Add excess_kurtosis to make clear the working definition of kurtosis. [CI SKIP] 2018-12-25 23:00:46 -07:00
jzmaddock
456538ddd4 Merge branch 'develop' into hypergeometric_soc_2014 
[CI SKIP]
 2018-12-20 09:09:29 +00:00
Nick Thompson
aa91164f0e Documentation cleanup [CI SKIP] 2018-12-17 15:11:15 -07:00
Nick Thompson
d509957642 Instead of using 'population_stat' in calls, simply call 'stat', and provide 'sample_stat' when an unbiased estimator of stat exists. [CI SKIP] 2018-12-17 14:39:30 -07:00
Nick Thompson
b93acf94b2 Do not add Shannon entropy and Shannon cost until I have an use for them; without a use, serious design errors are easily made. [CI SKIP] 2018-12-17 11:45:38 -07:00
Nick Thompson
1e3e547427 Apply fine-tooth comb to Hoyer sparsity. [CI SKIP] 2018-12-17 11:02:24 -07:00
Nick Thompson
4d85b85a5c Do not allow computation of sparsity of a vector with a single element. [CI SKIP] 2018-12-17 00:18:16 -07:00
Nick Thompson
cee62a833c Add unit tests for Gini coefficient for uniform and exponential distribution of values. [CI SKIP] 2018-12-16 23:05:00 -07:00
Nick Thompson
3c13c588b0 Pearson's correlation coefficient [CI SKIP] 2018-12-14 12:27:10 -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
1bf2d261b8 Merge branch 'develop' into sequence_tools [CI SKIP] 2018-12-10 15:24:32 -07:00
Nick Thompson
fb2ae307d6 Computation of covariance. [CI SKIP] 2018-12-10 14:38:42 -07:00
jzmaddock
0f3365c576 test_roots.cpp: Fix macro usage (again), also split up CI tests a bit more to handle timeouts. 2018-12-10 19:31:42 +00:00
jzmaddock
0816bf0e87 1F1: improve bessel function failure modes, and improve selection logic. 2018-12-10 19:26:56 +00:00
Nick Thompson
9ec255e82a Merge branch 'develop' into sequence_tools [CI SKIP] 2018-12-10 12:19:03 -07:00
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
bf1b9729be test_roots.cpp: Fix Boost.Config macro usage from merged PR. 2018-12-09 08:54:02 +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
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
5818b07728 Make sure huge roots and tiny roots are found. [CI SKIP] 2018-12-07 10:35:02 -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
Nick Thompson
cb71b06c10 You would think a double precision complex division would be the same on every compiler. You would be wrong. 2018-12-04 14:28:04 -07:00
Nick Thompson
6e25e27d01 Merge branch 'develop' into complex_newton 2018-12-04 11:09:06 -07:00
Nick Thompson
8c6740463a Meaningless commit to kick off CI build. 2018-12-03 17:06:21 -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
5169fc9e75 Actually test the initializer list constructor [CI SKIP] 2018-12-02 12:04:31 -07:00
jzmaddock
c0f236e251 Merge branch 'develop' into catmull_rom 
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
0a46a6530a test_polynomial.cpp: Fix defect macro usage and use BOOST_NO_CXX11_UNIFIED_INITIALIZATION_SYNTAX. 2018-12-01 09:57:35 +00:00
jzmaddock
451afc3102 Fix polynomial template constructors. 2018-11-30 19:31:51 +00:00
Nick Thompson
66373a0b22 Fix failing unit test by using semi-scale invariant termination criteria. [CI SKIP] 2018-11-28 14:35:34 -07:00
Nick Thompson
24694847dc Attempt to green up build by making it more obvious that the initializer list constructor should be called. 2018-11-28 13:35:10 -07:00
Nick Thompson
af5b91a5be Let x* be the root of f. Add failing unit test for function such that f(x*) > sqrt(eps). [CI SKIP] 2018-11-26 14:10:14 -07:00
Nick Thompson
3b62d7cd72 Trivial changes to green up build. 2018-11-25 11:23:06 -07:00
Nick Thompson
f78578b42b Remove float128 tests to green up builds. Plenty of multiprecision is being tested as it stands. 2018-11-25 01:24:19 -07:00
Nick Thompson
3ab69d00ee Complex Newton's method. Zero derivatives handled by Muller's Method. 2018-11-25 00:19:11 -07:00
Nick Thompson
eb042c06d8 Only run tests requiring C++11 in C++11 mode. 2018-11-24 18:10:06 -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
22223d5434 CI: Move some tests from "misc" to "distribution_tests" for load balancing reasons. 2018-11-14 19:13:46 +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
9cad7b0ccf Apply some workarounds for failing CI tests. 2018-11-10 18:03:07 +00:00
jzmaddock
bfb204937e Hypergeometric 1F1: Tentatively fix more issues. 2018-11-07 16:23:35 +00:00
Nick Thompson
096595facc Merge branch 'develop' into catmull_rom 
Merge develop [CI SKIP]
 2018-10-31 10:42:00 -06:00
Nick Thompson
c81919ff26 Remove typos and unused variables. 2018-10-30 14:39:49 -06:00
Nick Thompson
ea0128205e Consolidate constexp constant tests into single section. Remove unused typedef from Lambert-W integral tests. Update README.md with CI status. [CI SKIP] 2018-10-30 13:38:31 -06:00
Nick Thompson
c0e93a9817 Fix excessive warnings from underflow, raise error rates slightly to fix test failures on clang 1000.11.45.2 2018-10-30 12:38:10 -06:00
Nick Thompson
26b30a36c7 Add requires syntax to green up some builds. 2018-10-29 12:31:48 -06:00
Nick Thompson
381f663517 Merge and run CI 2018-10-28 23:27:41 -06:00
jzmaddock
cd626ffc89 1F1: Correct erroneous test data. 
[CI SKIP]
 2018-10-27 13:37:27 +01:00
jzmaddock
7c800ddf0a remove stray {}'s 2018-10-23 20:08:16 +01:00
jzmaddock
62ef341156 Merge branch 'hypergeometric_soc_2014' of https://github.com/boostorg/math into hypergeometric_soc_2014 
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
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. 
Fix missing includes in hypergeometric_0f1_bessel.hpp.
Remove unneeded includes from test files.
 2018-10-22 18:46:15 +01:00
jzmaddock
833b4c9b5f hypergeometric_1F1: begin to fix up remaining difficult cases. 
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 
Fixed Conflicts:
	doc/equations/generate.sh
 2018-10-18 11:11:13 +01:00
jzmaddock
4576399030 exp_sinh_quadrature_test.cpp: fix breakage in last commit. 2018-10-12 18:16:43 +01:00
jzmaddock
ad26e3fa9a Merge branch 'develop' of https://github.com/boostorg/math into develop 2018-10-12 13:24:13 +01:00
jzmaddock
4810facc7d exp_sinh_quadrature_test.cpp: don't carry out test if we're not going to check the result. 
Add /bigobj to more msvc tests.
 2018-10-12 13:23:57 +01:00
jzmaddock
049c670409 Add another test case for tanh_sinh complex support, and update docs with examples. 2018-10-11 08:49:05 +01:00
jzmaddock
5eca86157b Modify tanh_sinh to work with complex integrals. 2018-10-08 20:45:15 +01:00
jzmaddock
7abfa952cd Switch a couple of tests to release mode to reduce object file sizes. 2018-10-02 18:45:07 +01:00
jzmaddock
628ffd1c80
Merge branch 'develop' into rational_derivatives 2018-09-02 12:58:59 +01:00
jzmaddock
3b7cbe6be6 CI fixes: adjust lambertW expected error rates. 2018-09-01 18:46:33 +01:00
jzmaddock
79871fe747 LambertW: CI fixes. 
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: 
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
Nick Thompson
8004239d23 [CI SKIP] Fix build error by explicitly changing float128 to boost::multiprecision::float128 2018-08-31 09:37:00 +08:00
jzmaddock
982d82b2b5 LambertW: Hook up real_concept tests and fix resulting errors. 2018-08-30 19:48:27 +01:00
jzmaddock
424eeffdd3 LambertW: Add max_digits10 to numeric_limits specialization in std_real_concept_check.cpp. 2018-08-30 19:16:14 +01:00
jzmaddock
3104f3ad79 LambertW: Fix for types with no numeric_limits. 
Configuration fix for __float128 support.
 2018-08-30 18:47:40 +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. 
Split tests into smaller units so as not to generate over-large object files.
 2018-08-29 19:34:30 +01:00
jzmaddock
50c014abdc LambertW: further improvements to code coverage. 2018-08-28 17:23:02 +01:00
jzmaddock
460e50a1fc LambertW: Add test data for very large values. 2018-08-27 19:48:59 +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
a1d658aed1 LambertW: start to split tests into smaller chunks. 2018-08-23 10:26:17 +01:00
jzmaddock
c04b83bf15 LambertW: Moved some files around, deleted dead ones. 2018-08-22 19:33:49 +01:00
jzmaddock
5edc682dac test_lambert_w.cpp: tidy up macro usage. 2018-08-22 19:32:00 +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
pabristow
c9f272ec1c Lambert W much modified to remove control of precision with policy and docs to match 2018-08-01 16:55:27 +01:00
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
60f1dae81e Update test Jamfile.v2 with more targets using /bigobj under msvc 2018-07-29 19:11:50 +01:00
jzmaddock
8e9c35a26d Fix test_classify.cpp to not negate INT_MIN: See https://github.com/boostorg/math/issues/135 2018-07-29 18:29:38 +01:00
jzmaddock
797ee52fcd Correct test_round.cpp so it doesn't invoke undefined behavior: see https://github.com/boostorg/math/issues/135 2018-07-29 18:23:22 +01:00
jzmaddock
177c642cbc Big GCC warning fix - see https://github.com/boostorg/math/issues/136 2018-07-28 11:33:41 +01:00
pabristow
dcc8544578 Major edit done and graphs now show legend lines. 2018-07-24 11:24:20 +01:00
pabristow
aaa38c3fee first draft of no-precision policy version. 2018-07-17 17:39:27 +01:00
pabristow
cf52501842 Tests pass for VS, GCC8.1, integrals and derivatives, Clang 600 without integrals and without derivatives. 2018-07-11 18:26:25 +01:00
pabristow
691f2a5852 Integration tests improved with simpler lambert W 2018-07-11 15:42:19 +01:00
jzmaddock
a2f228ca88 CI: Move some tests from misc to special_functions test group to try and avoid timeouts. 2018-07-02 13:37:49 +01:00
jzmaddock
b7074917a2 Fix gcc-8 failures in test case: 
calls to bessel functions need to be disambiguated.
 2018-07-02 13:36:59 +01:00
Brian Kuhl
bb6bdc4c61 Use <boost::math::policies::real> instead of <real> 
Dinkum STL declares and inline real() function in the global namespace that clang can not distinguish from policies::real otherwise
 2018-06-24 22:41:39 -04:00
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
47b022cb3a exp_sinh_quadrature_test.cpp: adjust expected error rates for real_concept. 2018-06-18 08:59:41 +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
jzmaddock
7532ed9891
Merge pull request #128 from boostorg/complex_sinh_sinh 
Support for complex-valued integrands in sinh-sinh quadrature.
 2018-06-12 18:00:14 +01:00
Nick Thompson
cb954798d7 Support for complex-valued integrands in sinh-sinh quadrature. 2018-06-12 13:11:52 +08:00
jzmaddock
52c1f1c932 Fix 2 minor CI failures. 2018-06-02 13:35:26 +01:00
jzmaddock
ed79dd53f0 Try not to break std lib code when concept testing are own. 
See: https://github.com/boostorg/math/issues/126.
 2018-06-01 09:18:07 +01:00
jzmaddock
c43027e86f tanh_sinh_quadrature_test.cpp: Up expected error rate on one failing test. 2018-05-25 11:13:36 +01:00
jzmaddock
5839b19968 Update exp_sinh_quadrature_test.cpp to fix msvc test failure. 2018-05-21 18:28:40 +01:00
pabristow
23ecd1a1c0 All changes before getting develop up-to-date. 2018-05-15 14:00:34 +01:00
Nick Thompson
8e8d02f3cb Loosen up exp-sinh quadrature error to green build. 2018-05-06 10:25:39 +08:00
Nick Thompson
e0ffb3878d Loosen up error bound to green up build. 2018-05-05 14:40:20 +08:00
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
jzmaddock
f73932460a Merge branch 'develop' into warning_removal_2 
Restrict warning suppression to gcc > 4.8.
 2018-05-04 19:27:47 +01:00
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
60aa168556 Fix cpp_dec_float. 2018-05-02 09:31:09 +08:00
jzmaddock
219fa40821 Gauss - update tests to use static integrate member. 2018-05-01 19:04:37 +01:00
Nick Thompson
ea6acb3855 [CI SKIP] Real->{Real, Complex} integrand support for Gauss-Kronrod quadrature. 2018-05-01 15:50:55 +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 
Simplify error handler return.
 2018-04-30 17:59:58 +01:00
jzmaddock
5720a040ee Update test_trapezoidal.cpp error rates and fix float128 build settings. 2018-04-30 08:45:21 +01:00
Nick Thompson
27015f14bb [CI SKIP] Failing unit test for complex_128 2018-04-25 09:48:22 +08:00
Nick Thompson
e56e343435 Fix build errors. 2018-04-14 09:38:02 +08:00
Nick Thompson
f97ac993bd Try to fix build error. 2018-04-13 23:32:02 +08:00
Nick Thompson
84d36d785c Add derivative of barycentric rational interpolation. 2018-04-13 20:19:46 +08:00
Nick
aa3c3fdc01
Forgot to comment mpc.hpp before build 2018-04-06 20:42:58 -05:00
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
175d1e7e2c Increase error bound in bump function due to floating point reordering due to refactoring to support R->C functions. 2018-04-05 08:34:08 +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
37ec3fcaed [CI SKIP] Increase max refinements so that a larger number of digits can be recovered. 2018-04-01 16:43:04 +08:00
Nick Thompson
9bfcbf4a24 Merge branch 'develop' into contour_integration 2018-03-31 14:55:17 +08:00
Nick Thompson
c830e50506 Add erfc computed via trapezoidal quadrature. 2018-03-31 14:25:11 +08:00
Nick Thompson
6c427b81a4 [CI SKIP] Constructor disallowed by mpc.hpp 2018-03-31 13:00:56 +08:00
Nick Thompson
cf0201fa3d [CI SKIP] Gaussian quadrature now works with MPC 2018-03-22 10:47:29 +08:00
Nick Thompson
41a3a15a4d Add compiler requirements of uniform initialization syntax and (ham-handed) variadic template support to approximate std::result_of_t. 2018-03-21 13:20:02 +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
3c90b8a856 Incredibly stupid bug which makes the previous build worthless. 2018-03-20 14:35:03 +08:00
Nick Thompson
03fb931f5e [CI SKIP] Workaround for now. 2018-03-20 14:26:28 +08:00
Nick Thompson
4c2088a789 Test Modified Bessel function. 2018-03-20 10:52:56 +08:00
Nick Thompson
1f5cea80ff [CI SKIP] Gaussian quadrature to support Real->Complex. 2018-03-18 20:55:11 +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
Nick Thompson
190fb1710d [CI SKIP] The trapezoidal quadrature now works with contour integrals. 2018-03-17 23:35:44 +08:00
Nick Thompson
babead7504 Remove pile of warnings so that the build log is easier to search through. 2018-03-17 16:39:17 +08:00
Nick Thompson
d30b7d62ef Update trapezoidal quadrature so that it can handle contour integrals. 2018-03-16 15:33:25 +08:00
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
John Maddock
4dcdbc2a2a Update error rates in docs [CI SKIP] 2018-03-08 16:42:47 +00:00
jzmaddock
510d24ba5c Jamfile: turn off pch for __temporary_test.cpp as it pulls in too much stuff. 2018-03-03 08:20:23 +00:00
pabristow
3f1e3602ba Quadrature error diagnosis improved 2018-02-27 13:20:37 +00:00
jzmaddock
4060ec671d temp test: still trying to diagnose test matrix failures. 
Switched to use test_instances lib.
[CI SKIP]
 2018-02-26 18:30:59 +00:00
jzmaddock
6118910da3 Temporary test: Try again to diagnose test runner errors. 
[CI SKIP]
 2018-02-25 13:35:51 +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
36182f5fcb Add temporary test file to probe test matrix failures. 
[CI SKIP]
 2018-02-24 17:18:27 +00:00
jzmaddock
ddbc23042f Remove obsolete temporary tests. 
[CI SKIP]
 2018-02-24 17:17:46 +00:00
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
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
05474951a3 demo of a diagnosing integrating bad functions and tests of primes 2018-02-22 18:16:52 +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
0225f62108 legendre_stieltjes_test.cpp: update expected error rates. 
[CI SKIP]
 2018-02-21 19:40:56 +00:00
jzmaddock
f33bcd5488 Chebyshev expected error rates are too strict - relax them a little. 
[CI SKIP]
 2018-02-21 19:33:01 +00:00
pabristow
1e1059f37f tested OK using test_integrals 2018-02-20 17:04:28 +00:00
jzmaddock
e627adfef2
Merge pull request #94 from boostorg/naive_monte_carlo 
Naive monte carlo integration
 2018-02-20 08:11:00 +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
a24c2c174d add test_value.hpp 2018-02-19 17:14:02 +00:00
pabristow
de4d578fc5 deconflict lambert_w.hpp 2018-02-19 16:54:52 +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
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
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
Nick Thompson
73a18c91c5 [ci skip] Fix up polynomial_gcd unit test. Also fix broken chebyshev transform test. 2018-02-16 15:51:04 -06:00
Nick Thompson
d30f2d5927 [ci skip] Remove gcd tests from boost.math 2018-02-16 12:43:15 -06:00
jzmaddock
073e7a7196 Merge branch 'develop' into naive_monte_carlo 2018-02-16 17:59:00 +00:00
jzmaddock
9d5ac9143b naive_monte_carlo: suppress known test failures, and fix lots of warnings. 2018-02-15 20:11:23 +00:00
jzmaddock
c6b734a791
Merge pull request #110 from boostorg/pr64 
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: 
unchecked_factorial, unchecked_bernoulli_b2n and prime.
 2018-02-11 19:59:26 +00:00
jzmaddock
d32258fcea Numeric differentiation: make some trivial changes so we don't need C++17. 
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 
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
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
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
Nick Thompson
cea481a3d0 [ci skip] Use deterministic seed for random unit test. 2018-01-27 14:57:08 -06:00
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
pabristow
6d73d8f517 commit so can switch to develop (problem in one polynomial nearest singularity 2018-01-23 14:38:56 +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
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
08550d4064 3 template arguments -> 1 template argument. 2018-01-10 14:08:23 -06:00
Nick Thompson
e137fffa63 Loosen up tolerance in unit tests to prevent spurious failures. 2018-01-10 12:03:42 -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
Nick Thompson
577ee425a4 Add test showing that helices are interpolated correctly by the Catmull-Rom class. 2017-12-24 13:22:30 -07:00
Nick Thompson
50af4ad3e7 Test that circles are correctly interpolated by the Catmull-Rom class. 2017-12-24 11:49:04 -07:00
Nick Thompson
0f007c23c6 Reuse temporaries to increase performance. 2017-12-23 17:06:20 -07:00
Nick Thompson
9dce6d8bb9 Catmull-Rom: Add example and test to build, update docs. 2017-12-22 23:30:31 -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
Nick Thompson
387e0db3e1 Link pthreads on linux. 2017-12-20 12:35:19 -07:00
pabristow
eff8ec3c74 Tidy before getting uptodate with develop branch 2017-12-07 16:44:33 +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
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
Nick Thompson
e83284d482 Add more feature flags. Think I still need to link pthread. 2017-11-27 22:40:28 -06:00
Nick Thompson
870b003fd3 Add requires cxx11_* to unit tests. 2017-11-27 15:52:50 -06:00
Nick Thompson
736cc6e7a3 Fix typo and hopefully build. 2017-11-27 14:33:37 -06:00
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
a0e9b34d06 Atomic long doubles don't link with gcc 7.1 2017-11-22 11:08:17 -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
80b4bf3bef Change to jamfile 2017-11-18 12:02:51 +00:00
pabristow
21ccf8b183 More testing near zero and some typos fixed. 2017-11-17 17:57:45 +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
pabristow
3c3c91709f w-1 branch improvements and tests OK 2017-11-02 18:47:30 +00:00
jzmaddock
772efdb32b Math.Quaternion: Add workarounds for older msvc versions. 2017-11-02 11:02:37 +00:00
jzmaddock
7c9f95fdac Math.Quaternion: We need libquadmath when available on the link line. 2017-11-02 10:14:40 +00:00
jzmaddock
47fa45bee4 Import SOC headers, Test and fix up 1F0 and 0F1. 2017-10-29 19:33:39 +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
cba26dfeca Math.Quaternion: add missing test file. 2017-10-07 08:06:17 +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
94e92dc5f4 Math.Quaternion: add swap method. 2017-10-05 18:12:24 +01:00
jzmaddock
601ee6e00f Math.Quaternion: Rewrite test program, mostly remove valarray usage from header. 2017-10-05 12:50:24 +01:00
John Maddock
2eabd87de1 Math.Chebyshev: Fix up chebeshev_transform for more types. 2017-09-21 19:13:36 +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
a2da7915ae Math.Chebyshev: include PCH header, and correct linker options in Jamfile.v2 
Also fix some warnings from the test cases and increase the error tolerances for type float.
 2017-09-20 18:25:07 +01:00
jzmaddock
82392e3e0c Merge branch 'develop' into chebyshev 2017-09-20 17:59:38 +01:00
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
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
fe5d59d0f1 Split tests into FFTW-dependent and FFTW-independent. Improve documentation to the extent feasible. 2017-09-16 19:58:59 -06:00
Nick Thompson
cb470280ba Chebyshev transform 2017-09-13 17:51:50 -06:00
jzmaddock
5755e1d37e Merge pull request #87 from boostorg/gauss 
Merge Gauss Kronrod code into develop.
 2017-09-13 16:57:06 +01:00
jzmaddock
c5decc566e quadrature: split up some more tests they the object files aren't too large on win x64. 2017-09-11 13:05:49 +01:00