Commit Graph

5028 Commits

Author SHA1 Message Date
jzmaddock
60640d3497 Merge branch 'develop' into gauss_complex
Simplify error handler return.
2018-04-30 17:59:58 +01:00
jzmaddock
51c3af89e2 Merge branch 'contour_integration' into develop 2018-04-30 08:46:27 +01:00
jzmaddock
5720a040ee Update test_trapezoidal.cpp error rates and fix float128 build settings. 2018-04-30 08:45:21 +01:00
jzmaddock
2261ed0a63 Merge branch 'develop' into contour_integration 2018-04-29 09:48:36 +01:00
Nick Thompson
27015f14bb [CI SKIP] Failing unit test for complex_128 2018-04-25 09:48:22 +08:00
Nick Thompson
cfdbb333e7 [CI SKIP] Remove warning in example 2018-04-24 21:20:40 +08:00
jzmaddock
72c56026f9 tanh_sinh: improve asserts on internal logic
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
c9e51c99a5 Add travis_wait so the build doesn't timeout with no output. 2018-04-14 16:47:21 +08:00
Nick Thompson
4d36de3160 Updates to travis: Do not speak unless there is an error, stop on first error. 2018-04-14 13:44:07 +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
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
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
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
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
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
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
d59c11fbf4 [CI SKIP] Revert change from pi<Real>()->M_PI. 2018-03-19 09:56:56 +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
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
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
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