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cuda
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1334 Commits

Author SHA1 Message Date
jzmaddock
df5b948d14 CUDA: stop using std::pair and use thrust::pair instead on cuda. 
Fix tabular data in unchecked_factorial.hpp to make it constexpr when possible.
 2018-07-10 18:38:40 +01:00
jzmaddock
c6c13faf44 CUDA: Get everything working with lambda expressions, and tidy up example and docs. 2018-07-09 18:36:37 +01:00
jzmaddock
604ab802fc CUDA/Monte Carl: Nearly complete implementation. 
Correctly calculates variance and error now, better performance by not using thrust.
 2018-07-06 19:15:13 +01:00
jzmaddock
a70007d45e Add output from cuda_naive_monte_carlo. 2018-07-01 19:12:10 +01:00
jzmaddock
f473020a03 Refactor cuda_naive_monte_carlo into header. 
Improve it's tests.
 2018-07-01 19:11:21 +01:00
jzmaddock
64f7262233 CUDA: Add tentative CUDA-ized monte carlo integration. 
[CI SKIP]
 2018-06-17 17:51:42 +01:00
jzmaddock
800d59a646 CUDA: Fix many more warnings in headers. 
Fix up tests to synchronise after CUDA call.
Add minimal docs.
 2018-05-31 19:27:44 +01:00
jzmaddock
41ef8a3227 Merge branch 'develop' into cuda 
# Fixed Conflicts:
#	include/boost/math/distributions/detail/common_error_handling.hpp
#	include/boost/math/special_functions/detail/bessel_i0.hpp
#	include/boost/math/special_functions/detail/bessel_i1.hpp
#	include/boost/math/special_functions/detail/unchecked_factorial.hpp
#	include/boost/math/special_functions/next.hpp
 2018-05-28 08:00:59 +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
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
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