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Author SHA1 Message Date
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
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
f4e658bdc0 Merge branch 'naive_monte_carlo' of https://github.com/boostorg/math into naive_monte_carlo 2018-02-18 17:11:22 -06:00
Nick Thompson
a66f6ae486 [ci skip] Spelling errors omg 2018-02-18 13:50:48 -06:00
jzmaddock
87df736c6c Update docs. 
Also will trigger a CI build.
 2018-02-18 08:37:29 +00:00
Nick Thompson
64ccdd6e7f [ci skip] Document that the integrand must be square integrable. 2018-02-17 19:35:24 -06:00
Nick Thompson
cfd81335e9 [ci skip] Fix merge conflict from develop 2018-02-17 18:05:02 -06:00
Nick Thompson
ba3afd7ab2 [ci skip] Update docs to reflect that an RNG may be passed to the routine. 2018-02-17 18:02:47 -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
10f7cc90c1
Merge pull request #115 from boostorg/remove_gcd_tests 
[ci skip] Remove gcd tests from boost.math
 2018-02-17 09:20:24 +00:00
jzmaddock
c5805cc8bc
Merge pull request #112 from boostorg/NAThompson-patch-1 
[ci skip] Fix typo in error message.
 2018-02-17 09:19:17 +00:00
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
7de42634fa Merge branch 'develop' into remove_gcd_tests 2018-02-16 15:41:41 -06:00
Nick Thompson
d30f2d5927 [ci skip] Remove gcd tests from boost.math 2018-02-16 12:43:15 -06:00
jzmaddock
197d3b9e70 naive_monte_carlo: Update docs. 
[CI SKIP]
 2018-02-16 18:32:47 +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
jzmaddock
fc47227ae1
Merge pull request #113 from boostorg/NAThompson-patch-2 
Fix build by using `boost::integer::gcd` over `boost::math::gcd`
 2018-02-16 17:17:26 +00:00
Nick
f97fd25005
Fix build by using boost::integer::gcd over boost::math::gcd 2018-02-16 10:27:21 -06:00
Nick Thompson
8aa064fd2b [ci skip] Document how to specify whether the integrand is singular or not. 2018-02-15 20:26:12 -06:00
Nick
5b9e412189
Fix typo in error message. 2018-02-15 18:36:12 -06:00
jzmaddock
9d5ac9143b naive_monte_carlo: suppress known test failures, and fix lots of warnings. 2018-02-15 20:11:23 +00:00
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 
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 
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 
Integration test PR64
 2018-02-13 19:47:54 +00:00
jzmaddock
c4f9640a82
Merge pull request #111 from boostorg/constexpr_tables 
Make table driven functions constexpr:
 2018-02-13 19:47:40 +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
af0ccb7362 Fix missing include. 2018-02-12 08:52:20 +00:00
jzmaddock
7403cbbd43 Make table driven functions constexpr: 
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
8ca22fd8f1 Numerical differentiation: Update and regenerate docs. 2018-02-11 17:55:46 +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
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 
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