math/doc/html/math_toolkit/main_faq.html
2019-10-31 17:55:35 +00:00

388 lines
24 KiB
HTML

<html>
<head>
<meta http-equiv="Content-Type" content="text/html; charset=US-ASCII">
<title>Boost.Math Frequently Asked Questions (FAQs)</title>
<link rel="stylesheet" href="../math.css" type="text/css">
<meta name="generator" content="DocBook XSL Stylesheets V1.79.1">
<link rel="home" href="../index.html" title="Math Toolkit 2.11.0">
<link rel="up" href="../overview.html" title="Chapter&#160;1.&#160;Overview">
<link rel="prev" href="overview_tr1.html" title="C99 and C++ TR1 C-style Functions">
<link rel="next" href="contact.html" title="Contact Info and Support">
</head>
<body bgcolor="white" text="black" link="#0000FF" vlink="#840084" alink="#0000FF">
<table cellpadding="2" width="100%"><tr>
<td valign="top"><img alt="Boost C++ Libraries" width="277" height="86" src="../../../../../boost.png"></td>
<td align="center"><a href="../../../../../index.html">Home</a></td>
<td align="center"><a href="../../../../../libs/libraries.htm">Libraries</a></td>
<td align="center"><a href="http://www.boost.org/users/people.html">People</a></td>
<td align="center"><a href="http://www.boost.org/users/faq.html">FAQ</a></td>
<td align="center"><a href="../../../../../more/index.htm">More</a></td>
</tr></table>
<hr>
<div class="spirit-nav">
<a accesskey="p" href="overview_tr1.html"><img src="../../../../../doc/src/images/prev.png" alt="Prev"></a><a accesskey="u" href="../overview.html"><img src="../../../../../doc/src/images/up.png" alt="Up"></a><a accesskey="h" href="../index.html"><img src="../../../../../doc/src/images/home.png" alt="Home"></a><a accesskey="n" href="contact.html"><img src="../../../../../doc/src/images/next.png" alt="Next"></a>
</div>
<div class="section">
<div class="titlepage"><div><div><h2 class="title" style="clear: both">
<a name="math_toolkit.main_faq"></a><a class="link" href="main_faq.html" title="Boost.Math Frequently Asked Questions (FAQs)">Boost.Math Frequently Asked Questions
(FAQs)</a>
</h2></div></div></div>
<div class="orderedlist"><ol class="orderedlist" type="1">
<li class="listitem">
<p class="simpara">
<span class="emphasis"><em>I'm a FORTRAN/NAG/SPSS/SAS/Cephes/MathCad/R user and I don't
see where the functions like dnorm(mean, sd) are in Boost.Math?</em></span>
</p>
<p class="simpara">
Nearly all are provided, and many more like mean, skewness, quantiles,
complements ... but Boost.Math makes full use of C++, and it looks a bit
different. But do not panic! See section on construction and the many examples.
Briefly, the distribution is constructed with the parameters (like location
and scale) (things after the | in representation like P(X=k|n, p) or ;
in a common represention of pdf f(x; &#956;&#963;<sup>2</sup>). Functions like pdf, cdf are called
with the name of that distribution and the random variate often called
x or k. For example, <code class="computeroutput"><span class="identifier">normal</span> <span class="identifier">my_norm</span><span class="special">(</span><span class="number">0</span><span class="special">,</span> <span class="number">1</span><span class="special">);</span> <span class="identifier">pdf</span><span class="special">(</span><span class="identifier">my_norm</span><span class="special">,</span> <span class="number">2.0</span><span class="special">);</span></code>
</p>
</li>
<li class="listitem">
<p class="simpara">
I'm a user of <a href="http://support.sas.com/rnd/app/da/new/probabilityfunctions.html" target="_top">New
SAS Functions for Computing Probabilities</a>.
</p>
<p class="simpara">
You will find the interface more familar, but to be able to select a distribution
(perhaps using a string) see the Extras/Future Directions section, and
/boost/libs/math/dot_net_example/boost_math.cpp for an example that is
used to create a C# (C sharp) utility (that you might also find useful):
see <a href="http://sourceforge.net/projects/distexplorer/" target="_top">Statistical
Distribution Explorer</a>.
</p>
</li>
<li class="listitem">
<p class="simpara">
<span class="emphasis"><em>I'm allegic to reading manuals and prefer to learn from examples.</em></span>
</p>
<p class="simpara">
Fear not - you are not alone! Many examples are available for functions
and distributions. Some are referenced directly from the text. Others can
be found at <code class="computeroutput"><span class="special">\</span><span class="identifier">boost_latest_release</span><span class="special">\</span><span class="identifier">libs</span><span class="special">\</span><span class="identifier">math</span><span class="special">\</span><span class="identifier">example</span></code>,
for example If you are a Visual Studio user, you should be able to create
projects from each of these, making sure that the Boost library is in the
include directories list (there are usually NO libraries that must be built).
</p>
</li>
<li class="listitem">
<p class="simpara">
<span class="emphasis"><em>How do I make sure that the Boost library is in the Visual Studio
include directories list?</em></span>
</p>
<p class="simpara">
You can add an include path, for example, your Boost place /boost-latest_release,
for example <code class="computeroutput"><span class="identifier">X</span><span class="special">:/</span><span class="identifier">boost_1_70_0</span><span class="special">/</span></code>
if you have a separate partition X for Boost releases. Or you can use an
environment variable BOOST_ROOT set to your Boost place, and include that.
Visual Studio before 2010 provided Tools, Options, VC++ Directories to
control directories: Visual Studio 2010 instead provides property sheets
to assist. You may find it convenient to create a new one adding \boost-latest_release;
to the existing include items in $(IncludePath).
</p>
</li>
<li class="listitem">
<p class="simpara">
<span class="emphasis"><em>I'm a FORTRAN/NAG/SPSS/SAS/Cephes/MathCad/R user and I don't
see where the properties like mean, median, mode, variance, skewness of
distributions are in Boost.Math?</em></span>
</p>
<p class="simpara">
They are all available (if defined for the parameters with which you constructed
the distribution) via <a class="link" href="dist_ref/nmp.html#math_toolkit.dist_ref.nmp.cdf">Cumulative
Distribution Function</a>, <a class="link" href="dist_ref/nmp.html#math_toolkit.dist_ref.nmp.pdf">Probability
Density Function</a>, <a class="link" href="dist_ref/nmp.html#math_toolkit.dist_ref.nmp.quantile">Quantile</a>,
<a class="link" href="dist_ref/nmp.html#math_toolkit.dist_ref.nmp.hazard">Hazard Function</a>,
<a class="link" href="dist_ref/nmp.html#math_toolkit.dist_ref.nmp.chf">Cumulative Hazard Function</a>,
<a class="link" href="dist_ref/nmp.html#math_toolkit.dist_ref.nmp.mean">mean</a>, <a class="link" href="dist_ref/nmp.html#math_toolkit.dist_ref.nmp.median">median</a>,
<a class="link" href="dist_ref/nmp.html#math_toolkit.dist_ref.nmp.mode">mode</a>, <a class="link" href="dist_ref/nmp.html#math_toolkit.dist_ref.nmp.variance">variance</a>,
<a class="link" href="dist_ref/nmp.html#math_toolkit.dist_ref.nmp.sd">standard deviation</a>,
<a class="link" href="dist_ref/nmp.html#math_toolkit.dist_ref.nmp.skewness">skewness</a>, <a class="link" href="dist_ref/nmp.html#math_toolkit.dist_ref.nmp.kurtosis">kurtosis</a>, <a class="link" href="dist_ref/nmp.html#math_toolkit.dist_ref.nmp.kurtosis_excess">kurtosis_excess</a>,
<a class="link" href="dist_ref/nmp.html#math_toolkit.dist_ref.nmp.range">range</a> and <a class="link" href="dist_ref/nmp.html#math_toolkit.dist_ref.nmp.support">support</a>.
</p>
</li>
<li class="listitem">
<p class="simpara">
<span class="emphasis"><em>I am a C programmer. Can I user Boost.Math with C?</em></span>
</p>
<p class="simpara">
Yes you can, including all the special functions, and TR1 functions like
isnan. They appear as C functions, by being declared as "extern C".
</p>
</li>
<li class="listitem">
<p class="simpara">
<span class="emphasis"><em>I am a C# (Basic? F# FORTRAN? Other CLI?) programmer. Can I use
Boost.Math with C#? (or ...)?</em></span>
</p>
<p class="simpara">
Yes you can, including all the special functions, and TR1 functions like
isnan. But you <span class="bold"><strong>must build the Boost.Math as a dynamic
library (.dll) and compile with the /CLI option</strong></span>. See the boost/math/dot_net_example
folder which contains an example that builds a simple statistical distribution
app with a GUI. See <a href="http://sourceforge.net/projects/distexplorer/" target="_top">Statistical
Distribution Explorer</a>
</p>
</li>
<li class="listitem">
<p class="simpara">
<span class="emphasis"><em>What these "policies" things for?</em></span>
</p>
<p class="simpara">
Policies are a powerful (if necessarily complex) fine-grain mechanism that
allow you to customise the behaviour of the Boost.Math library according
to your precise needs. See <a class="link" href="../policy.html" title="Chapter&#160;20.&#160;Policies: Controlling Precision, Error Handling etc">Policies</a>. But
if, very probably, the default behaviour suits you, you don't need to know
more.
</p>
</li>
<li class="listitem">
<p class="simpara">
<span class="emphasis"><em>I am a C user and expect to see global C-style<code class="computeroutput"><span class="special">::</span><span class="identifier">errno</span></code> set for overflow/errors etc?</em></span>
</p>
<p class="simpara">
You can achieve what you want - see <a class="link" href="pol_ref/error_handling_policies.html" title="Error Handling Policies">error
handling policies</a> and <a class="link" href="pol_tutorial/user_def_err_pol.html" title="Calling User Defined Error Handlers">user
error handling</a> and many examples.
</p>
</li>
<li class="listitem">
<p class="simpara">
<span class="emphasis"><em>I am a C user and expect to silently return a max value for overflow?</em></span>
</p>
<p class="simpara">
You (and C++ users too) can return whatever you want on overflow - see
<a class="link" href="error_handling.html#math_toolkit.error_handling.overflow_error">overflow_error</a>
and <a class="link" href="pol_ref/error_handling_policies.html" title="Error Handling Policies">error
handling policies</a> and several examples.
</p>
</li>
<li class="listitem">
<p class="simpara">
<span class="emphasis"><em>I don't want any error message for overflow etc?</em></span>
</p>
<p class="simpara">
You can control exactly what happens for all the abnormal conditions, including
the values returned. See <a class="link" href="error_handling.html#math_toolkit.error_handling.domain_error">domain_error</a>,
<a class="link" href="error_handling.html#math_toolkit.error_handling.overflow_error">overflow_error</a>
<a class="link" href="pol_ref/error_handling_policies.html" title="Error Handling Policies">error handling
policies</a> <a class="link" href="pol_tutorial/user_def_err_pol.html" title="Calling User Defined Error Handlers">user
error handling</a> etc and examples.
</p>
</li>
<li class="listitem">
<p class="simpara">
<span class="emphasis"><em>My environment doesn't allow and/or I don't want exceptions.
Can I still user Boost.Math?</em></span>
</p>
<p class="simpara">
Yes but you must customise the error handling: see <a class="link" href="pol_tutorial/user_def_err_pol.html" title="Calling User Defined Error Handlers">user
error handling</a> and <a class="link" href="pol_ref/policy_defaults.html" title="Using Macros to Change the Policy Defaults">changing
policies defaults</a> .
</p>
</li>
<li class="listitem">
<p class="simpara">
<span class="emphasis"><em>The docs are several hundreds of pages long! Can I read the docs
off-line or on paper?</em></span>
</p>
<p class="simpara">
Yes - you can download the Boost current release of most documentation
as a zip of pdfs (including Boost.Math) from Sourceforge, for example
<a href="https://sourceforge.net/projects/boost/files/boost-docs/1.45.0/boost_pdf_1_45_0.tar.gz/download" target="_top">https://sourceforge.net/projects/boost/files/boost-docs/1.45.0/boost_pdf_1_45_0.tar.gz/download</a>.
And you can print any pages you need (or even print all pages - but be
warned that there are several hundred!). Both html and pdf versions are
highly hyperlinked. The entire Boost.Math pdf can be searched with Adobe
Reader, Edit, Find ... This can often find what you seek, a partial substitute
for a full index.
</p>
</li>
<li class="listitem">
<p class="simpara">
<span class="emphasis"><em>I want a compact version for an embedded application. Can I use
float precision?</em></span>
</p>
<p class="simpara">
Yes - by selecting RealType template parameter as float: for example normal_distribution&lt;float&gt;
your_normal(mean, sd); (But double may still be used internally, so space
saving may be less that you hope for). You can also change the promotion
policy, but accuracy might be much reduced.
</p>
</li>
<li class="listitem">
<p class="simpara">
<span class="emphasis"><em>I seem to get somewhat different results compared to other programs.
Why?</em></span>
</p>
<p class="simpara">
We hope Boost.Math to be more accurate: our priority is accuracy (over
speed). See the section on accuracy. But for evaluations that require iterations
there are parameters which can change the required accuracy (see <a class="link" href="../policy.html" title="Chapter&#160;20.&#160;Policies: Controlling Precision, Error Handling etc">Policies</a>). You might be able to squeeze a little
more (or less) accuracy at the cost of runtime.
</p>
</li>
<li class="listitem">
<p class="simpara">
<span class="emphasis"><em>Will my program run more slowly compared to other math functions
and statistical libraries?</em></span>
</p>
<p class="simpara">
Probably, thought not always, and not by too much: our priority is accuracy.
For most functions, making sure you have the latest compiler version with
all optimisations switched on is the key to speed. For evaluations that
require iteration, you may be able to gain a little more speed at the expense
of accuracy. See detailed suggestions and results on <a class="link" href="../perf.html" title="Chapter&#160;21.&#160;Performance">performance</a>.
</p>
</li>
<li class="listitem">
<p class="simpara">
<span class="emphasis"><em>How do I handle infinity and NaNs portably?</em></span>
</p>
<p class="simpara">
See <a class="link" href="fp_facets.html" title="Facets for Floating-Point Infinities and NaNs">nonfinite fp_facets</a> for
Facets for Floating-Point Infinities and NaNs.
</p>
</li>
<li class="listitem">
<p class="simpara">
<span class="emphasis"><em>Where are the pre-built libraries?</em></span>
</p>
<p class="simpara">
Good news - you probably don't need any! - just <code class="computeroutput"><span class="preprocessor">#include</span>
<span class="special">&lt;</span><span class="identifier">boost</span><span class="special">/</span></code><span class="emphasis"><em>math/distribution_you_want&gt;</em></span>.
But in the unlikely event that you do, see <a class="link" href="building.html" title="If and How to Build a Boost.Math Library, and its Examples and Tests">building
libraries</a>.
</p>
</li>
<li class="listitem">
<p class="simpara">
<span class="emphasis"><em>I don't see the function or distribution that I want.</em></span>
</p>
<p class="simpara">
You could try an email to ask the authors - but no promises!
</p>
</li>
<li class="listitem">
<p class="simpara">
<span class="emphasis"><em>I need more decimal digits for values/computations.</em></span>
</p>
<p class="simpara">
You can use Boost.Math with <a href="../../../../../libs/multiprecision/doc/html/index.html" target="_top">Boost.Multiprecision</a>:
typically <a href="../../../../../libs/multiprecision/doc/html/boost_multiprecision/tut/floats/cpp_dec_float.html" target="_top">cpp_dec_float</a>
is a useful user-defined type to provide a fixed number of decimal digits,
usually 50 or 100.
</p>
</li>
<li class="listitem">
<p class="simpara">
Why can't I write something really simple like <code class="computeroutput"><span class="identifier">cpp_int</span>
<span class="identifier">one</span><span class="special">(</span><span class="number">1</span><span class="special">);</span> <span class="identifier">cpp_dec_float_50</span>
<span class="identifier">two</span><span class="special">(</span><span class="number">2</span><span class="special">);</span> <span class="identifier">one</span>
<span class="special">*</span> <span class="identifier">two</span><span class="special">;</span></code>
</p>
<p class="simpara">
Because <code class="computeroutput"><span class="identifier">cpp_int</span></code> might be
bigger than <code class="computeroutput"><span class="identifier">cpp_dec_float</span> <span class="identifier">can</span> <span class="identifier">hold</span></code>,
so you must make an <span class="bold"><strong>explicit</strong></span> conversion.
See <a href="http://svn.boost.org/svn/boost/trunk/libs/multiprecision/doc/html/boost_multiprecision/intro.html" target="_top">mixed
multiprecision arithmetic</a> and <a href="http://svn.boost.org/svn/boost/trunk/libs/multiprecision/doc/html/boost_multiprecision/tut/conversions.html" target="_top">conversion</a>.
</p>
</li>
<li class="listitem">
<p class="simpara">
<span class="emphasis"><em>How do I choose between Boost.Multiprecision cpp_bin_50 and cpp_dec_50?</em></span>
</p>
<p class="simpara">
Unless you have a specific reason to choose <code class="computeroutput"><span class="identifier">cpp_dec_</span></code>,
then the default choice should be <code class="computeroutput"><span class="identifier">cpp_bin_</span></code>,
for example using the convenience <code class="computeroutput"><span class="identifier">typedefs</span></code>
like <code class="computeroutput"><span class="identifier">boost</span><span class="special">::</span><span class="identifier">multiprecision</span><span class="special">::</span><span class="identifier">cpp_bin_50</span></code> or <code class="computeroutput"><span class="identifier">boost</span><span class="special">::</span><span class="identifier">multiprecision</span><span class="special">::</span><span class="identifier">cpp_bin_100</span></code>.
</p>
<p class="simpara">
In general, both work well and give the same results and at roughly the
same speed with <code class="computeroutput"><span class="identifier">cpp_dec_50</span></code>
sometimes faster.
</p>
<p class="simpara">
cpp_dec_ was developed first paving the way for cpp_bin_. cpp_dec_ has
several guard digits and is not rounded at all, using 'brute force' to
get the promised number of decimal digits correct, but making it difficult
to reason about precision and computational uncertainty, for example see
<span class="bold"><strong>https://svn.boost.org/trac10/ticket/12133</strong></span>.
It also has a fast but imprecise division operator giving surprising results
sometimes, see <span class="bold"><strong>https://svn.boost.org/trac10/ticket/11178</strong></span>.
</p>
<p class="simpara">
cpp_bin_ is correctly/exactly rounded making it possible to reason about
both the precision and rounding of the results.
</p>
</li>
<li class="listitem">
<p class="simpara">
<span class="emphasis"><em>How do I see or report bugs and features, and request new functions?</em></span>
</p>
<p class="simpara">
Currently open bug reports can be viewed <a href="https://github.com/boostorg/math/issues" target="_top">here</a>
on GITHUB.
</p>
<p class="simpara">
All old bug reports including closed ones can be viewed on Trac (now read-only)
<a href="https://svn.boost.org/trac/boost/query?status=assigned&amp;status=closed&amp;status=new&amp;status=reopened&amp;component=math&amp;col=id&amp;col=summary&amp;col=status&amp;col=type&amp;col=milestone&amp;col=component&amp;order=priority" target="_top">here</a>
and more recent issues on GIThub <a href="https://github.com/boostorg/math/issues?utf8=%E2%9C%93&amp;q=is%3Aissue" target="_top">here</a>.
</p>
</li>
<li class="listitem">
<span class="emphasis"><em>How can I tell if my compiler will work with Boost.Math?</em></span>
</li>
</ol></div>
<p>
You should start by assuming that your compiler/platform <span class="bold"><strong>will</strong></span>
compile, even if it only supports a C++03 standard.
</p>
<p>
Boost in general does <span class="bold"><strong>not</strong></span> 'support' a particular
C++ standard or compiler or platform. Each library has its own requirements,
and for Boost.Math, each individual function or distribution or tool may have
different requirements and may or may not work on any particular compiler.
</p>
<p>
So the short answer is to try it and see what works for you.
</p>
<p>
Some recent functions are written to require more recent standards, even perhaps
not-yet-standardized features. Some clues about requirements can be gleaned
from tests and examples (see jamfiles) and notes on requirements in documentation.
You can refer to the <a href="https://www.boost.org/development/tests/develop/developer/math.html" target="_top">Boost
Test Matrix</a> to see the current results for Boost.Math tests of many
compilers on many platforms. But bear in mind that the testing or demonstration
code may use C++11 or higher features like <code class="computeroutput"><span class="identifier">std</span><span class="special">::</span><span class="identifier">numeric_limits</span><span class="special">&lt;&gt;</span><span class="identifier">max_digits10</span></code>,
<code class="computeroutput"><span class="keyword">auto</span></code>, <code class="computeroutput"><span class="identifier">lambdas</span>
<span class="special">...</span></code> for convenience; these may not be
needed for your application.
</p>
</div>
<table xmlns:rev="http://www.cs.rpi.edu/~gregod/boost/tools/doc/revision" width="100%"><tr>
<td align="left"></td>
<td align="right"><div class="copyright-footer">Copyright &#169; 2006-2019 Nikhar
Agrawal, Anton Bikineev, Paul A. Bristow, Marco Guazzone, Christopher Kormanyos,
Hubert Holin, Bruno Lalande, John Maddock, Jeremy Murphy, Matthew Pulver, Johan
R&#229;de, Gautam Sewani, Benjamin Sobotta, Nicholas Thompson, Thijs van den Berg,
Daryle Walker and Xiaogang Zhang<p>
Distributed under the Boost Software License, Version 1.0. (See accompanying
file LICENSE_1_0.txt or copy at <a href="http://www.boost.org/LICENSE_1_0.txt" target="_top">http://www.boost.org/LICENSE_1_0.txt</a>)
</p>
</div></td>
</tr></table>
<hr>
<div class="spirit-nav">
<a accesskey="p" href="overview_tr1.html"><img src="../../../../../doc/src/images/prev.png" alt="Prev"></a><a accesskey="u" href="../overview.html"><img src="../../../../../doc/src/images/up.png" alt="Up"></a><a accesskey="h" href="../index.html"><img src="../../../../../doc/src/images/home.png" alt="Home"></a><a accesskey="n" href="contact.html"><img src="../../../../../doc/src/images/next.png" alt="Next"></a>
</div>
</body>
</html>