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20 Commits

Author SHA1 Message Date
jzmaddock
3dcc909803 Chebyshev coverage improvements. 2024-02-22 11:56:17 +00:00
Nick
fccad84bf5 Random search (#1071) 2024-01-24 17:26:24 -08:00
Nick
de9a1a0ee5 Fix race conditions in differential evolution (#1063)
Through a combination of silly mistakes, I missed a pile of race conditions in the OpenMP threading.

Switch to C++ threading. Note that this change requires serial generation of trial vectors.

Hopefully I can figure out to parallelize the generation of trial vectors to reduce the serial section a la Ahmdahl's law,
while simultaneously keeping thread sanitizer happy.
2024-01-17 10:20:41 -08:00
Nick
7887d43f83 Numerical evaluation of Fourier transform of Daubechies scaling funct… (#921)
* Numerical evaluation of Fourier transform of Daubechies scaling functions.

* Update example/calculate_fourier_transform_daubechies_constants.cpp

Co-authored-by: Matt Borland <matt@mattborland.com>

* Update example/fourier_transform_daubechies_ulp_plot.cpp

Co-authored-by: Matt Borland <matt@mattborland.com>

* Update include/boost/math/special_functions/fourier_transform_daubechies_scaling.hpp

Co-authored-by: Matt Borland <matt@mattborland.com>

* Update include/boost/math/special_functions/fourier_transform_daubechies_scaling.hpp

Co-authored-by: Matt Borland <matt@mattborland.com>

* Rename include file to reflect it implements both the scaling and wavelet.

* Add performance to docs.

* Update test/math_unit_test.hpp

Co-authored-by: Matt Borland <matt@mattborland.com>

* Add boost-no-inspect to files with non-ASCII characters.

---------

Co-authored-by: Matt Borland <matt@mattborland.com>
2023-06-13 08:05:00 -07:00
Matt Borland
e5eae18f14 Chatterjee Correlation Coefficient (#770)
* Implement rank vector

[ci skip]

* Add documentation. Admittedly terrible.

* Add unit tests.

* Cleanup method of detecting if execution policies are valid or not

[ci skip]

* Implement and test chatterjee correlation

[ci skip]

* Add spot checks and special handling for constant Y

[ci skip]

* Add performance file

[ci skip]

* Add execution policy support to rank

[ci skip]

* Remove duplicates from v when generating the order vector

[ci skip]

* Fix macro error for use of <execution>

[ci skip]

* Use explicit types instead of auto to avoid warnings 

[ci skip]

* Add execution policy testing to rank

[ci skip]

* Add threaded implementation

[ci skip]

* Added threaded testing

* Fix formatting and ASCII issues in test

* Fix more ASCII issues

* refactoring

* Fix threaded impl

* Remove non-ASCII apostrophe

[ci skip]

* Doc fixes and add test comparing generally to paper values

* Significantly tighten tolerance around expected values from paper

* Change tolerance for sin comparison

Co-authored-by: Nick Thompson <nathompson7@protonmail.com>
2022-05-25 08:13:24 -07:00
Matt Borland
e1601f129a Complete CI test with standalone mode (#680) 2022-01-14 08:12:22 -08:00
Nick
60d54e565f Quartic roots. (#718) 2022-01-02 17:58:09 -08:00
Matt Borland
d59c734c5e Remove boost.assert 2021-03-14 12:22:26 +03:00
Nick
cbd2af2890 Cohen acceleration (#415)
* Cohen acceleration

Accelerates convergence of an alternating series by a method designed by Cohen, Villegas, and Zagier.
2020-08-09 09:55:56 -04:00
Nick
1ac89b2b02 Simple continued fraction (#377)
* Simple continued fraction [CI SKIP]

* Comments on error analysis [CI SKIP]

* Simple continued fraction [CI SKIP]

* Clarify comment and kick off build.
2020-06-26 14:50:04 -04:00
Nick
4e0e8eb005 Add Feigenbaum constant. (#351)
* Add Feigenbaum constant.

* Add isnan to real_concept. Convert test_constants.cpp to math_unit_test.cpp.

* Reduce ULP tolerance to 2, which is the minimum that passes on my machine.

* Improvements to Feigenbaum.

* Ok this is pretty complicated . . . [CI SKIP]

* Take jzmaddock's suggestion to remove additions to real_concept.

* Remove test the demonstrates throw.

* Use BOOST_STATIC_ASSERT_MSG to retain C++03 compatibility.

* More precise conversion from binary to decimal.

* Plastic constant.

* Fix typos.

* New tests [CI SKIP]

* bugfix in test [CI SKIP]

* Update docs for new constants [CI SKIP]

* Fix outdated instructions [CI SKIP]

* Do C++11 check for new constants.

* Update constants.qbk [CI SKIP]

* Hopefully green up build

* Constants still *work* in C++03, but now they must be tested in C++11 mode.

* Remove boost::math::isnan.

* Test file requires C++17.
2020-06-04 21:57:38 -04:00
Nick
0a4551bf15 Add CHECK_EQUAL and CHECK_NAN to math_unit_test.hpp [CI SKIP] 2020-05-31 13:27:43 -04:00
Nick
c59659f4ed Reinch's modification to Clenshaw recurrence (#339)
* Reinch's modification to Clenshaw recurrence. [CI SKIP]

* Convert Chebyshev tests to math_unit_test.hpp

* Performance of translated Chebyshev Clenshaw recurrence. [CI SKIP]

* Prepare to use modified Clenshaw recurrence in Chebyshev transform.

* Remove unused headers from Chebyshev transform test [CI SKIP]

* Update Chebyshev transform tests to use math_unit_test.hpp
2020-04-25 09:01:05 -04:00
Nick
d71fba9875 Improvements for math_unit_test (#331)
* CHECK_LE for math_unit_test.hpp

* CHECK_CONDITIONED_ERROR

* Always accept 1ULP accurate evaluation

* Use new features of math_unit_test to test wavelet_transform.
2020-04-25 08:56:59 -04:00
Nick
c3a4b837d0 Restore default colors to the terminal after changing them for error messages [CI SKIP] 2019-10-22 10:05:14 -04:00
pabristow
0ab00c3f9d [CI SKIP] changes to get inspect program problem-free, but one test failure in recurrence.cpp 2019-08-23 09:25:22 +01:00
NAThompson
a173f8ff0b Cardinal B-splines: Remove 'hides location declaration warnings'. Fix overload error on MSVC. 2019-07-16 07:56:13 -04:00
NAThompson
f5cc5a1cc4 Cardinal B-splines: Update math_unit_test to support expected values which are integers. [CI SKIP] 2019-07-15 10:30:40 -04:00
Nick Thompson
b2c2f0e644 Whittaker-Shannon interpolation: Derivative works, but is not sufficiently accurate. Some floating point manipulations are still required. [CI SKIP] 2019-06-19 09:42:50 -04:00
Nick Thompson
a1149ce7f0 Whittaker-Shannon interpolation: Use PIMPL idiom. [CI SKIP] 2019-06-19 06:53:01 -04:00