755 lines
34 KiB
Plaintext
755 lines
34 KiB
Plaintext
[mathpart constants..Mathematical Constants]
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[section:constants_intro Introduction]
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Boost.Math provides a collection of mathematical constants.
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[h4 Why use Boost.Math mathematical constants?]
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* Readable. For the very many jobs just using built-in like `double`, you can just write expressions like
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``double area = pi * r * r;``
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(If that's all you want, jump direct to [link math_toolkit.tutorial.non_templ use in non-template code]!)
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* Effortless - avoiding a search of reference sources.
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* Usable with both builtin floating point types, and user-defined, possibly extended precision, types such as
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NTL, MPFR/GMP, mp_float: in the latter case the constants are computed to the necessary precision and then cached.
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* Accurate - ensuring that the values are as accurate as possible for the
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chosen floating-point type
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* No loss of accuracy from repeated rounding of intermediate computations.
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* Result is computed with higher precision and only rounded once.
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* Less risk of inaccurate result from functions pow, trig and log at [@http://en.wikipedia.org/wiki/Corner_case corner cases].
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* Less risk of [@http://docs.oracle.com/cd/E19957-01/806-3568/ncg_goldberg.html cancellation error].
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* Portable - as possible between different systems using different floating-point precisions:
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see [link math_toolkit.tutorial.templ use in template code].
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* Tested - by comparison with other published sources, or separately computed at long double precision.
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* Faster - can avoid (re-)calculation at runtime.
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* If the value returned is a builtin type then it's returned by value as a `constexpr` (C++11 feature, if available).
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* If the value is computed and cached (or constructed from a string representation and cached), then it's returned by constant reference.
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This can be
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significant if:
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* Functions pow, trig or log are used.
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* Inside an inner loop.
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* Using a high-precision UDT like __multiprecision.
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* Compiler optimizations possible with built-in types, especially `double`, are not available.
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[endsect] [/section:intro Introduction]
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[section:tutorial Tutorial]
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[section:non_templ Use in non-template code]
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When using the math constants at your chosen fixed precision in non-template code,
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you can simply add a `using namespace` declaration, for example,
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`using namespace boost::math::double_constants`,
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to make the constants of the correct precision for your code
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visible in the current scope, and then use each constant ['as a simple variable - sans brackets]:
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#include <boost/math/constants/constants.hpp>
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double area(double r)
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{
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using namespace boost::math::double_constants;
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return pi * r * r;
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}
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Had our function been written as taking a `float` rather than a `double`,
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we could have written instead:
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#include <boost/math/constants/constants.hpp>
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float area(float r)
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{
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using namespace boost::math::float_constants;
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return pi * r * r;
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}
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Likewise, constants that are suitable for use at `long double` precision
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are available in the namespace `boost::math::long_double_constants`.
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You can see the full list of available constants at [link math_toolkit.constants].
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Some examples of using constants are at [@../../example/constants_eg1.cpp constants_eg1].
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[endsect] [/section:non_templ Use in non-template code]
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[section:templ Use in template code]
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When using the constants inside a function template, we need to ensure that
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we use a constant of the correct precision for our template parameters.
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We can do this by calling the function-template versions, `pi<FPType>()`, of the constants
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like this:
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#include <boost/math/constants/constants.hpp>
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template <class Real>
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Real area(Real r)
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{
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using namespace boost::math::constants;
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return pi<Real>() * r * r;
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}
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Although this syntax is a little less "cute" than the non-template version,
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the code is no less efficient
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(at least for the built-in types `float`, `double` and `long double`) :
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the function template versions of the constants are simple inline functions that
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return a constant of the correct precision for the type used. In addition, these
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functions are declared `constexp` for those compilers that support this, allowing
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the result to be used in constant-expressions provided the template argument is a literal type.
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[tip Keep in mind the difference between the variable version,
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just `pi`, and the template-function version:
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the template-function requires both a <[~floating-point-type]>
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and function call `()` brackets, for example: `pi<double>()`.
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You cannot write `double p = pi<>()`, nor `double p = pi()`.]
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[note You can always use [*both] variable and template-function versions
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[*provided calls are fully qualified], for example:
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``
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double my_pi1 = boost::math::constants::pi<double>();
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double my_pi2 = boost::math::double_constants::pi;
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``
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]
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[warning It may be tempting to simply define
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``
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using namespace boost::math::double_constants;
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using namespace boost::math::constants;
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``
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but if you do define two namespaces, this will, of course, create ambiguity!
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``
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double my_pi = pi(); // error C2872: 'pi' : ambiguous symbol
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double my_pi2 = pi; // Context does not allow for disambiguation of overloaded function
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``
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Although the mistake above is fairly obvious,
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it is also not too difficult to do this accidentally, or worse, create it in someone elses code.
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Therefore is it prudent to avoid this risk by [*localising the scope of such definitions], as shown above.]
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[tip Be very careful with the type provided as parameter.
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For example, providing an [*integer] instead of a floating-point type can be disastrous (a C++ feature).
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``cout << "Area = " << area(2) << endl; // Area = 12!!!``
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You should get a compiler warning
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[pre
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warning : 'return' : conversion from 'double' to 'int', possible loss of data
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] [/pre]
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Failure to heed this warning can lead to very wrong answers!
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You can also avoid this by being explicit about the type of `Area`.
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``cout << "Area = " << area<double>(2) << endl; // Area = 12.566371``
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]
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[endsect] [/section:templ Use in template code]
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[section:user_def Use With User-Defined Types]
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The most common example of a high-precision user-defined type will probably be __multiprecision.
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The syntax for using the function-call constants with user-defined types is the same
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as it is in the template class, which is to say we use:
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#include <boost/math/constants/constants.hpp>
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boost::math::constants::pi<UserDefinedType>();
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For example:
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boost::math::constants::pi<boost::multiprecision::cpp_dec_float_50>();
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giving [pi] with a precision of 50 decimal digits.
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However, since the precision of the user-defined type may be much greater than that
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of the built-in floating point types, how the value returned is created is as follows:
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* If the precision of the type is known at compile time:
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* If the precision is less than or equal to that of a `float` and the type is constructable from a `float`
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then our code returns a `float` literal. If the user-defined type is a literal type
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then the function call that returns the constant will be a `constexp`.
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* If the precision is less than or equal to that of a `double` and the type is constructable from a `double`
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then our code returns a `double` literal. If the user-defined type is a literal type
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then the function call that returns the constant will be a `constexp`.
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* If the precision is less than or equal to that of a `long double` and the type is constructable from a `long double`
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then our code returns a `long double` literal. If the user-defined type is a literal type
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then the function call that returns the constant will be a `constexp`.
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* If the precision is less than or equal to that of a `__float128` (and the compiler supports such a type)
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and the type is constructable from a `__float128`
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then our code returns a `__float128` literal. If the user-defined type is a literal type
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then the function call that returns the constant will be a `constexp`.
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* If the precision is less than 100 decimal digits, then the constant will be constructed
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(just the once, then cached in a thread-safe manner) from a string representation of the constant.
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In this case the value is returned as a const reference to the cached value.
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* Otherwise the value is computed (just once, then cached in a thread-safe manner).
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In this case the value is returned as a const reference to the cached value.
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* If the precision is unknown at compile time then:
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* If the runtime precision (obtained from a call to `boost::math::tools::digits<T>()`) is
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less than 100 decimal digits, then the constant is constructed "on the fly" from the string
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representation of the constant.
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* Otherwise the value is constructed "on the fly" by calculating then value of the constant
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using the current default precision of the type. Note that this can make use of the constants
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rather expensive.
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In addition, it is possible to pass a `Policy` type as a second template argument, and use this to control
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the precision:
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#include <boost/math/constants/constants.hpp>
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typedef boost::math::policies::policy<boost::math::policies::digits2<80> > my_policy_type;
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boost::math::constants::pi<MyType, my_policy_type>();
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[note Boost.Math doesn't know how to control the internal precision of `MyType`, the policy
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just controls how the selection process above is carried out, and the calculation precision
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if the result is computed.]
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It is also possible to control which method is used to construct the constant by specialising
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the traits class `construction_traits`:
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namespace boost{ namespace math{ namespace constant{
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template <class T, class Policy>
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struct construction_traits
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{
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typedef mpl::int_<N> type;
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};
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}}} // namespaces
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Where ['N] takes one of the following values:
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[table
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[[['N]][Meaning]]
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[[0][The precision is unavailable at compile time;
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either construct from a decimal digit string or calculate on the fly depending upon the runtime precision.]]
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[[1][Return a float precision constant.]]
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[[2][Return a double precision constant.]]
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[[3][Return a long double precision constant.]]
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[[4][Construct the result from the string representation, and cache the result.]]
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[[Any other value ['N]][Sets the compile time precision to ['N] bits.]]
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]
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[h5 Custom Specializing a constant]
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In addition, for user-defined types that need special handling, it's possible to partially-specialize
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the internal structure used by each constant. For example, suppose we're using the C++ wrapper around MPFR
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`mpfr_class`: this has its own representation of Pi which we may well wish to use in place of the above
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mechanism. We can achieve this by specialising the class template `boost::math::constants::detail::constant_pi`:
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namespace boost{ namespace math{ namespace constants{ namespace detail{
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template<>
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struct constant_pi<mpfr_class>
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{
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template<int N>
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static mpfr_class get(const mpl::int_<N>&)
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{
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// The template param N is one of the values in the table above,
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// we can either handle all cases in one as is the case here,
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// or overload "get" for the different options.
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mpfr_class result;
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mpfr_const_pi(result.get_mpfr_t(), GMP_RNDN);
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return result;
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}
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};
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}}}} // namespaces
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[h5 Diagnosing what meta-programmed code is doing]
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Finally, since it can be tricky to diagnose what meta-programmed code is doing, there is a
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diagnostic routine that prints information about how this library will handle a specific type,
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it can be used like this:
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#include <boost/math/constants/info.hpp>
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int main()
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{
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boost::math::constants::print_info_on_type<MyType>();
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}
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If you wish, you can also pass an optional std::ostream argument to the `print_info_on_type` function.
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Typical output for a user-defined type looks like this:
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[pre
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Information on the Implementation and Handling of
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Mathematical Constants for Type class boost::math::concepts::real_concept
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Checking for std::numeric_limits<class boost::math::concepts::real_concept> specialisation: no
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boost::math::policies::precision<class boost::math::concepts::real_concept, Policy>
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reports that there is no compile type precision available.
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boost::math::tools::digits<class boost::math::concepts::real_concept>()
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reports that the current runtime precision is
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53 binary digits.
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No compile time precision is available, the construction method
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will be decided at runtime and results will not be cached
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- this may lead to poor runtime performance.
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Current runtime precision indicates that
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the constant will be constructed from a string on each call.
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]
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[endsect] [/section:user_def Use With User Defined Types]
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[endsect] [/section:tutorial Tutorial]
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[section:constants The Mathematical Constants]
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This section lists the mathematical constants, their use(s) (and sometimes rationale for their inclusion).
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[table Mathematical Constants
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[[name] [formula] [Value (6 decimals)] [Uses and Rationale]]
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[[[*Rational fractions]] [] [] [] ]
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[[half] [1/2] [0.5] [] ]
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[[third] [1/3] [0.333333] [] ]
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[[two_thirds] [2/3] [0.66667] [] ]
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[[three_quarters] [3/4] [0.75] [] ]
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[[[*two and related]] [] [] [] ]
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[[root_two] [[radic]2] [1.41421] [Equivalent to POSIX constant M_SQRT2] ]
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[[root_three] [[radic]3] [1.73205] [] ]
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[[half_root_two] [[radic]2 /2] [0.707106] [] ]
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[[ln_two] [ln(2)] [0.693147] [Equivalent to POSIX constant M_LN2] ]
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[[ln_ten] [ln(10)] [2.30258] [Equivalent to POSIX constant M_LN10] ]
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[[ln_ln_two] [ln(ln(2))] [-0.366512] [Gumbel distribution median] ]
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[[root_ln_four] [[radic]ln(4)] [1.177410] [] ]
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[[one_div_root_two] [1/[radic]2] [0.707106] [Equivalent to POSIX constant M_SQRT1_2] ]
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[[[*[pi] and related]] [] [] [] ]
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[[pi] [pi] [3.14159] [Ubiquitous. Archimedes constant [@http://en.wikipedia.org/wiki/Pi [pi]]. Equivalent to POSIX constant M_PI]]
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[[half_pi] [[pi]/2] [1.570796] [Equivalent to POSIX constant M_PI2] ]
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[[third_pi] [[pi]/3] [1.04719] [] ]
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[[quarter_pi] [[pi]/4] [0.78539816] [Equivalent to POSIX constant M_PI_4] ]
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[[sixth_pi] [[pi]/6] [0.523598] [] ]
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[[two_pi] [2[pi]] [6.28318] [Many uses, most simply, circumference of a circle]]
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[[two_thirds_pi] [2/3 [pi]] [2.09439] [[@http://en.wikipedia.org/wiki/Sphere#Volume_of_a_sphere volume of a hemi-sphere] = 4/3 [pi] r[cubed]]]
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[[three_quarters_pi] [3/4 [pi]] [2.35619] [ = 3/4 [pi] ]]
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[[four_thirds_pi] [4/3 [pi]] [4.18879] [[@http://en.wikipedia.org/wiki/Sphere#Volume_of_a_sphere volume of a sphere] = 4/3 [pi] r[cubed]]]
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[[one_div_two_pi] [1/(2[pi])] [1.59155] [Widely used]]
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[[root_pi] [[radic][pi]][1.77245] [Widely used]]
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[[root_half_pi] [[radic] [pi]/2] [1.25331] [Widely used]]
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[[root_two_pi][[radic] [pi]*2] [2.50662] [Widely used]]
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[[one_div_pi] [1/[pi]] [0.31830988] [Equivalent to POSIX constant M_1_PI] ]
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[[two_div_pi] [2/[pi]] [0.63661977] [Equivalent to POSIX constant M_2_PI] ]
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[[one_div_root_pi] [1/[radic][pi]] [0.564189] [] ]
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[[two_div_root_pi] [2/[radic][pi]] [1.128379] [Equivalent to POSIX constant M_2_SQRTPI] ]
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[[one_div_root_two_pi] [1/[radic](2[pi])] [0.398942] [] ]
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[[root_one_div_pi] [[radic](1/[pi]] [0.564189] [] ]
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[[pi_minus_three] [[pi]-3] [0.141593] [] ]
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[[four_minus_pi] [4 -[pi]] [0.858407] [] ]
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[[pi_pow_e] [[pi][super e]] [22.4591] [] ]
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[[pi_sqr] [[pi][super 2]] [9.86960] [] ]
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[[pi_sqr_div_six] [[pi][super 2]/6] [1.64493] [] ]
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[[pi_cubed] [[pi][super 3]] [31.00627] [] ]
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[[cbrt_pi] [[radic][super 3] [pi]] [1.46459] [] ]
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[[one_div_cbrt_pi] [1/[radic][super 3] [pi]] [0.682784] [] ]
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[[[*Euler's e and related]] [] [] [] ]
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[[e] [e] [2.71828] [[@http://en.wikipedia.org/wiki/E_(mathematical_constant) Euler's constant e], equivalent to POSIX constant M_E] ]
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[[exp_minus_half] [e [super -1/2]] [0.606530] [] ]
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[[e_pow_pi] [e [super [pi]]] [23.14069] [] ]
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[[root_e] [[radic] e] [1.64872] [] ]
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[[log10_e] [log10(e)] [0.434294] [Equivalent to POSIX constant M_LOG10E] ]
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[[one_div_log10_e] [1/log10(e)] [2.30258] [] ]
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[[log2_e] [log[sub 2](e)] [1.442695] [This is the same as 1/ln(2) and is equivalent to POSIX constant M_LOG2E] ]
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[[[*Trigonometric]] [] [] [] ]
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[[degree] [radians = [pi] / 180] [0.017453] [] ]
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[[radian] [degrees = 180 / [pi]] [57.2957] [] ]
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[[sin_one] [sin(1)] [0.841470] [] ]
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[[cos_one] [cos(1)] [0.54030] [] ]
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[[sinh_one] [sinh(1)] [1.17520] [] ]
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[[cosh_one] [cosh(1)] [1.54308] [] ]
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[[[*Phi]] [ Phidias golden ratio] [[@http://en.wikipedia.org/wiki/Golden_ratio Phidias golden ratio]] [] ]
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[[phi] [(1 + [radic]5) /2] [1.61803] [finance] ]
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[[ln_phi] [ln([phi])] [0.48121] [] ]
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[[one_div_ln_phi] [1/ln([phi])] [2.07808] [] ]
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[[[*Euler's Gamma]] [] [] [] ]
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[[euler] [euler] [0.577215] [[@http://en.wikipedia.org/wiki/Euler%E2%80%93Mascheroni_constant Euler-Mascheroni gamma constant]] ]
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[[one_div_euler] [1/euler] [1.73245] [] ]
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[[euler_sqr] [euler[super 2]] [0.333177] [] ]
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[[[*Misc]] [] [] [] ]
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[[zeta_two] [[zeta](2)] [1.64493] [[@http://en.wikipedia.org/wiki/Riemann_zeta_function Riemann zeta function]] ]
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[[zeta_three] [[zeta](3)] [1.20205] [[@http://en.wikipedia.org/wiki/Riemann_zeta_function Riemann zeta function]] ]
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[[catalan] [['K]] [0.915965] [[@http://mathworld.wolfram.com/CatalansConstant.html Catalan (or Glaisher) combinatorial constant] ]]
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[[glaisher] [['A]] [1.28242] [[@https://oeis.org/A074962/constant Decimal expansion of Glaisher-Kinkelin constant] ]]
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[[khinchin] [['k]] [2.685452] [[@https://oeis.org/A002210/constant Decimal expansion of Khinchin constant] ]]
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[[extreme_value_skewness] [12[radic]6 [zeta](3)/ [pi][super 3]] [1.139547] [Extreme value distribution] ]
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[[rayleigh_skewness] [2[radic][pi]([pi]-3)/(4 - [pi])[super 3/2]] [0.631110] [Rayleigh distribution skewness] ]
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[[rayleigh_kurtosis_excess] [-(6[pi][super 2]-24[pi]+16)/(4-[pi])[super 2]] [0.245089] [[@http://en.wikipedia.org/wiki/Rayleigh_distribution Rayleigh distribution kurtosis excess]] ]
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[[rayleigh_kurtosis] [3+(6[pi][super 2]-24[pi]+16)/(4-[pi])[super 2]] [3.245089] [Rayleigh distribution kurtosis] ]
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] [/table]
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[note Integer values are [*not included] in this list of math constants, however interesting,
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because they can be so easily and exactly constructed, even for UDT, for example: `static_cast<cpp_float>(42)`.]
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[tip If you know the approximate value of the constant, you can search for the value to find Boost.Math chosen name in this table.]
|
|
[tip Bernoulli numbers are available at __bernoulli_numbers.]
|
|
[tip Factorials are available at __factorial.]
|
|
|
|
[endsect] [/section:constants The constants]
|
|
|
|
[section:new_const Defining New Constants]
|
|
|
|
The library provides some helper code to assist in defining new constants;
|
|
the process for defining a constant called `my_constant` goes like this:
|
|
|
|
1. [*Define a function that calculates the value of the constant].
|
|
This should be a template function, and be placed in `boost/math/constants/calculate_constants.hpp`
|
|
if the constant is to be added to this library,
|
|
or else defined at the top of your source file if not.
|
|
|
|
The function should look like this:
|
|
|
|
namespace boost{ namespace math{ namespace constants{ namespace detail{
|
|
|
|
template <class Real>
|
|
template <int N>
|
|
Real constant_my_constant<Real>::compute(BOOST_MATH_EXPLICIT_TEMPLATE_TYPE_SPEC(mpl::int_<N>))
|
|
{
|
|
int required_precision = N ? N : tools::digits<Real>();
|
|
Real result = /* value computed to required_precision bits */ ;
|
|
return result;
|
|
}
|
|
|
|
}}}} // namespaces
|
|
|
|
Then define a placeholder for the constant itself:
|
|
|
|
namespace boost{ namespace math{ namespace constants{
|
|
|
|
BOOST_DEFINE_MATH_CONSTANT(my_constant, 0.0, "0");
|
|
|
|
}}}
|
|
|
|
|
|
For example, to calculate [pi]/2, add to `boost/math/constants/calculate_constants.hpp`
|
|
|
|
template <class T>
|
|
template<int N>
|
|
inline T constant_half_pi<T>::compute(BOOST_MATH_EXPLICIT_TEMPLATE_TYPE_SPEC(mpl::int_<N>))
|
|
{
|
|
BOOST_MATH_STD_USING
|
|
return pi<T, policies::policy<policies::digits2<N> > >() / static_cast<T>(2);
|
|
}
|
|
|
|
Then to `boost/math/constants/constants.hpp` add:
|
|
|
|
BOOST_DEFINE_MATH_CONSTANT(half_pi, 0.0, "0"); // Actual values are temporary, we'll replace them later.
|
|
|
|
[note Previously defined constants like pi and e can be used, but by *not simply calling* `pi<T>()`;
|
|
specifying the precision via the policy
|
|
`pi<T, policies::policy<policies::digits2<N> > >()`
|
|
is essential to ensure full accuracy.]
|
|
|
|
[warning Newly defined constants can only be used once they are included in
|
|
`boost/math/constants/constants.hpp`. So if you add
|
|
`template <class T, class N> T constant_my_constant{...}`,
|
|
then you cannot define `constant_my_constant`
|
|
until you add the temporary `BOOST_DEFINE_MATH_CONSTANT(my_constant, 0.0, "0")`.
|
|
Failing to do this will result in surprising compile errors:
|
|
``
|
|
error C2143: syntax error : missing ';' before '<'
|
|
error C2433: 'constant_root_two_div_pi' : 'inline' not permitted on data declarations
|
|
error C2888: 'T constant_root_two_div_pi' : symbol cannot be defined within namespace 'detail'
|
|
error C2988: unrecognizable template declaration/definition
|
|
``
|
|
]
|
|
|
|
2. [*You will need an arbitrary precision type to use to calculate the value]. This library
|
|
currently supports either `cpp_float`, `NTL::RR` or `mpfr_class` used via the bindings in `boost/math/bindings`.
|
|
The default is to use `NTL::RR` unless you define an alternate macro, for example,
|
|
`USE_MPFR` or `USE_CPP_FLOAT` at the start of your program.
|
|
|
|
3. It is necessary to link to the Boost.Regex library,
|
|
and probably to your chosen arbitrary precision type library.
|
|
|
|
4. You need to add `libs\math\include_private` to your compiler's include path as the needed
|
|
header is not installed in the usual places by default (this avoids a cyclic dependency between
|
|
the Math and Multiprecision library's headers).
|
|
|
|
5. The complete program to generate the constant `half_pi` using function `calculate_half_pi` is then:
|
|
|
|
#define USE_CPP_FLOAT // If required.
|
|
#include <boost/math/constants/generate.hpp>
|
|
|
|
int main()
|
|
{
|
|
BOOST_CONSTANTS_GENERATE(half_pi);
|
|
}
|
|
|
|
The output from the program is a snippet of C++ code
|
|
(actually a macro call) that can be cut and pasted
|
|
into `boost/math/constants/constants.hpp` or else into your own code, for example:
|
|
|
|
[pre
|
|
BOOST_DEFINE_MATH_CONSTANT(half_pi, 1.570796326794896619231321691639751442e+00, "1.57079632679489661923132169163975144209858469968755291048747229615390820314310449931401741267105853399107404326e+00");
|
|
]
|
|
|
|
This macro BOOST_DEFINE_MATH_CONSTANT inserts a C++ struct code snippet that
|
|
declares the `float`, `double` and `long double` versions of the constant,
|
|
plus a decimal digit string representation correct to 100 decimal
|
|
digits, and all the meta-programming machinery needed to select between them.
|
|
|
|
The result of an expanded macro for Pi is shown below.
|
|
|
|
[import ./pp_pi.hpp]
|
|
|
|
[preprocessed_pi]
|
|
|
|
|
|
[endsect] [/section:new_const Defining New Constants]
|
|
|
|
[section:constants_faq Math Constants FAQs]
|
|
|
|
[h4 Why are ['these] Constants Chosen?]
|
|
It is, of course, impossible to please everyone with a list like this.
|
|
|
|
Some of the criteria we have used are:
|
|
|
|
* Used in Boost.Math.
|
|
* Commonly used.
|
|
* Expensive to compute.
|
|
* Requested by users.
|
|
* [@http://en.wikipedia.org/wiki/Mathematical_constant Used in science and mathematics.]
|
|
* No integer values (because so cheap to construct).
|
|
|
|
(You can easily define your own if found convenient, for example: `FPT one =static_cast<FPT>(42);`).
|
|
|
|
[h4 How are constants named?]
|
|
* Not macros, so no upper case.
|
|
* All lower case (following C++ standard names).
|
|
* No CamelCase.
|
|
* Underscore as _ delimiter between words.
|
|
* Numbers spelt as words rather than decimal digits (except following pow).
|
|
* Abbreviation conventions:
|
|
* root for square root.
|
|
* cbrt for cube root.
|
|
* pow for pow function using decimal digits like pow23 for n[super 2/3].
|
|
* div for divided by or operator /.
|
|
* minus for operator -, plus for operator +.
|
|
* sqr for squared.
|
|
* cubed for cubed n[super 3].
|
|
* words for greek, like [pi], [zeta] and [Gamma].
|
|
* words like half, third, three_quarters, sixth for fractions. (Digit(s) can get muddled).
|
|
* log10 for log[sub 10]
|
|
* ln for log[sub e]
|
|
|
|
[h4 How are the constants derived?]
|
|
|
|
The constants have all been calculated using high-precision software working
|
|
with up to 300-bit precision giving about 100 decimal digits.
|
|
(The precision can be arbitrarily chosen and is limited only by compute time).
|
|
|
|
[h4 How Accurate are the constants?]
|
|
The minimum accuracy chosen (100 decimal digits) exceeds the
|
|
accuracy of reasonably-foreseeable floating-point hardware (256-bit)
|
|
and should meet most high-precision computations.
|
|
|
|
[h4 How are the constants tested?]
|
|
|
|
# Comparison using Boost.Test BOOST_CHECK_CLOSE_FRACTION using long double literals,
|
|
with at least 35 decimal digits, enough to be accurate for all long double implementations.
|
|
The tolerance is usually twice `long double epsilon`.
|
|
|
|
# Comparison with calculation at long double precision.
|
|
This often requires a slightly higher tolerance than two epsilon
|
|
because of computational noise from round-off etc,
|
|
especially when trig and other functions are called.
|
|
|
|
# Comparison with independent published values,
|
|
for example, using [@http://oeis.org/ The On-Line Encyclopedia of Integer Sequences (OEIS)]
|
|
again using at least 35 decimal digits strings.
|
|
|
|
# Comparison with independely calculated values using arbitrary precision tools like
|
|
[@http://www.wolfram.com/mathematica/ Mathematica], again using at least 35 decimal digits literal strings.
|
|
|
|
[warning We have not yet been able to [*check] that
|
|
[*all] constants are accurate at the full arbitrary precision,
|
|
at present 100 decimal digits.
|
|
But certain key values like `e` and `pi` appear to be accurate
|
|
and internal consistencies suggest that others are this accurate too.
|
|
]
|
|
|
|
[h4 Why is Portability important?]
|
|
|
|
Code written using math constants is easily portable even when using different
|
|
floating-point types with differing precision.
|
|
|
|
It is a mistake to expect that results of computations will be [*identical], but
|
|
you can achieve the [*best accuracy possible for the floating-point type in use].
|
|
|
|
This has no extra cost to the user, but reduces irritating,
|
|
and often confusing and very hard-to-trace effects,
|
|
caused by the intrinsically limited precision of floating-point calculations.
|
|
|
|
A harmless symptom of this limit is a spurious least-significant digit;
|
|
at worst, slightly inaccurate constants sometimes cause iterating algorithms
|
|
to diverge wildly because internal comparisons just fail.
|
|
|
|
[h4 What is the Internal Format of the constants, and why?]
|
|
|
|
See [link math_toolkit.tutorial tutorial] above for normal use,
|
|
but this FAQ explains the internal details used for the constants.
|
|
|
|
Constants are stored as 100 decimal digit values.
|
|
However, some compilers do not accept decimal digits strings as long as this.
|
|
So the constant is split into two parts, with the first containing at least
|
|
128-bit long double precision (35 decimal digits),
|
|
and for consistency should be in scientific format with a signed exponent.
|
|
|
|
The second part is the value of the constant expressed as a string literal,
|
|
accurate to at least 100 decimal digits (in practice that means at least 102 digits).
|
|
Again for consistency use scientific format with a signed exponent.
|
|
|
|
For types with precision greater than a long double,
|
|
then if T is constructible `T `is constructible from a `const char*`
|
|
then it's directly constructed from the string,
|
|
otherwise we fall back on lexical_cast to convert to type `T`.
|
|
(Using a string is necessary because you can't use a numeric constant
|
|
since even a `long double` might not have enough digits).
|
|
|
|
So, for example, a constant like pi is internally defined as
|
|
|
|
BOOST_DEFINE_MATH_CONSTANT(pi, 3.141592653589793238462643383279502884e+00, "3.14159265358979323846264338327950288419716939937510582097494459230781640628620899862803482534211706798214808651e+00");
|
|
|
|
In this case the significand is 109 decimal digits, ensuring 100 decimal digits are exact, and exponent is zero.
|
|
|
|
See [link math_toolkit.new_const defining new constants] to calculate new constants.
|
|
|
|
A macro definition like this can be pasted into user code where convenient,
|
|
or into `boost/math/constants.hpp` if it is to be added to the Boost.Math library.
|
|
|
|
[h4 What Floating-point Types could I use?]
|
|
|
|
Apart from the built-in floating-point types `float`, `double`, `long double`,
|
|
there are several arbitrary precision floating-point classes available,
|
|
but most are not licensed for commercial use.
|
|
|
|
[h5 Boost.Multiprecision by Christopher Kormanyos]
|
|
|
|
This work is based on an earlier work called e-float:
|
|
Algorithm 910: A Portable C++ Multiple-Precision System for Special-Function Calculations,
|
|
in ACM TOMS, {VOL 37, ISSUE 4, (February 2011)} (C) ACM, 2011.
|
|
[@http://doi.acm.org/10.1145/1916461.1916469]
|
|
[@https://svn.boost.org/svn/boost/sandbox/e_float/ e_float]
|
|
but is now re-factored and available under the Boost license in the Boost-sandbox at
|
|
[@https://svn.boost.org/svn/boost/sandbox/multiprecision/ multiprecision]
|
|
where it is being refined and prepared for review.
|
|
|
|
[h5 Boost.cpp_float by John Maddock using Expression Templates]
|
|
|
|
[@https://svn.boost.org/svn/boost/sandbox/big_number/ Big Number]
|
|
which is a reworking of [@https://svn.boost.org/svn/boost/sandbox/e_float/ e_float]
|
|
by Christopher Kormanyos to use expression templates for faster execution.
|
|
|
|
[h5 NTL class quad_float]
|
|
|
|
[@http://shoup.net/ntl/ NTL] by Victor Shoup has fixed and arbitrary high precision fixed and floating-point types.
|
|
However none of these are licenced for commercial use.
|
|
|
|
#include <NTL/quad_float.h> // quad precision 106-bit, about 32 decimal digits.
|
|
using NTL::to_quad_float; // Less precise than arbitrary precision NTL::RR.
|
|
|
|
NTL class `quad_float`, which gives a form of quadruple precision,
|
|
106-bit significand (but without an extended exponent range.)
|
|
With an IEC559/IEEE 754 compatible processor,
|
|
for example Intel X86 family, with 64-bit double, and 53-bit significand,
|
|
using the significands of [*two] 64-bit doubles,
|
|
if `std::numeric_limits<double>::digits10` is 16,
|
|
then we get about twice the precision,
|
|
so `std::numeric_limits<quad_float>::digits10()` should be 32.
|
|
(the default `std::numeric_limits<RR>::digits10()` should be about 40).
|
|
(which seems to agree with experiments).
|
|
We output constants (including some noisy bits,
|
|
an approximation to `std::numeric_limits<RR>::max_digits10()`)
|
|
by adding 2 or 3 extra decimal digits, so using `quad_float::SetOutputPrecision(32 + 3);`
|
|
|
|
Apple Mac/Darwin uses a similar ['doubledouble] 106-bit for its built-in `long double` type.
|
|
|
|
[note The precision of all `doubledouble` floating-point types is rather odd and values given are only approximate.]
|
|
|
|
[*New projects should use __multiprecision.]
|
|
|
|
[h5 NTL class RR]
|
|
|
|
Arbitrary precision floating point with NTL class RR,
|
|
default is 150 bit (about 50 decimal digits)
|
|
used here with 300 bit to output 100 decimal digits,
|
|
enough for many practical non-'number-theoretic' C++ applications.
|
|
|
|
__NTL is [*not licenced for commercial use].
|
|
|
|
This class is used in Boost.Math and is an option when using big_number projects to calculate new math constants.
|
|
|
|
[*New projects should use __multiprecision.]
|
|
|
|
[h5 GMP and MPFR]
|
|
|
|
[@http://gmplib.org GMP] and [@http://www.mpfr.org/ MPFR] have also been used to compute constants,
|
|
but are licensed under the [@http://www.gnu.org/copyleft/lesser.html Lesser GPL license]
|
|
and are [*not licensed for commercial use].
|
|
|
|
[h4 What happened to a previous collection of constants proposed for Boost?]
|
|
|
|
A review concluded that the way in which the constants were presented did not meet many peoples needs.
|
|
None of the methods proposed met many users' essential requirement to allow writing simply `pi` rather than `pi()`.
|
|
Many science and engineering equations look difficult to read when because function call brackets can be confused
|
|
with the many other brackets often needed. All the methods then proposed of avoiding the brackets failed to meet all needs,
|
|
often on grounds of complexity and lack of applicability to various realistic scenarios.
|
|
|
|
So the simple namespace method, proposed on its own, but rejected at the first review,
|
|
has been added to allow users to have convenient access to float, double and long double values,
|
|
but combined with template struct and functions to allow simultaneous use
|
|
with other non-built-in floating-point types.
|
|
|
|
|
|
[h4 Why do the constants (internally) have a struct rather than a simple function?]
|
|
|
|
A function mechanism was provided by in previous versions of Boost.Math.
|
|
|
|
The new mechanism is to permit partial specialization. See Custom Specializing a constant above.
|
|
It should also allow use with other packages like [@http://www.ttmath.org/ ttmath Bignum C++ library.]
|
|
|
|
[h4 Where can I find other high precision constants?]
|
|
|
|
# Constants with very high precision and good accuracy (>40 decimal digits)
|
|
from Simon Plouffe's web based collection [@http://pi.lacim.uqam.ca/eng/].
|
|
# [@https://oeis.org/ The On-Line Encyclopedia of Integer Sequences (OEIS)]
|
|
# Checks using printed text optically scanned values and converted from:
|
|
D. E. Knuth, Art of Computer Programming, Appendix A, Table 1, Vol 1, ISBN 0 201 89683 4 (1997)
|
|
# M. Abrahamovitz & I. E. Stegun, National Bureau of Standards, Handbook of Mathematical Functions,
|
|
a reference source for formulae now superceded by
|
|
# Frank W. Olver, Daniel W. Lozier, Ronald F. Boisvert, Charles W. Clark, NIST Handbook of Mathemetical Functions, Cambridge University Press, ISBN 978-0-521-14063-8, 2010.
|
|
# John F Hart, Computer Approximations, Kreiger (1978) ISBN 0 88275 642 7.
|
|
# Some values from Cephes Mathematical Library, Stephen L. Moshier
|
|
and CALC100 100 decimal digit Complex Variable Calculator Program, a DOS utility.
|
|
# Xavier Gourdon, Pascal Sebah, 50 decimal digits constants at [@http://numbers.computation.free.fr/Constants/constants.html Number, constants and computation].
|
|
|
|
[h4 Where are Physical Constants?]
|
|
|
|
Not here in this Boost.Math collection, because physical constants:
|
|
|
|
* Are measurements, not truely constants.
|
|
* Are not truly constant and keeping changing as mensuration technology improves.
|
|
* Have a instrinsic uncertainty.
|
|
* Mathematical constants are stored and represented at varying precision, but should never be inaccurate.
|
|
|
|
Some physical constants may be available in Boost.Units.
|
|
|
|
[endsect] [/section:FAQ FAQ]
|
|
|
|
[endmathpart] [/section:constants Mathematical Constants]
|
|
|
|
[/
|
|
Copyright 2012 John Maddock and Paul A. Bristow.
|
|
Distributed under the Boost Software License, Version 1.0.
|
|
(See accompanying file LICENSE_1_0.txt or copy at
|
|
http://www.boost.org/LICENSE_1_0.txt).
|
|
]
|
|
|
|
|