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1541 Commits

Author SHA1 Message Date
John Maddock
067e778d75 Merge branch 'autodiff' of https://github.com/pulver/math into autodiff 2019-04-23 18:04:27 +01:00
Nick
165cf9e480 Vectorize mean calculation. 2019-04-13 17:22:24 -04:00
jzmaddock
390fc04bf0 Add libfftw3 support to the tests and fix up one failure that results. 2019-03-02 19:55:44 +00:00
pulver
2ffd44200a Merge branch 'develop' into autodiff 2019-02-28 08:45:53 -05:00
jzmaddock
510ef0d054 Correct expected iterations in test_root_iterations.cpp 2019-02-26 09:18:45 +00:00
jzmaddock
24b1fe51e5 CI: split quadrature tests into a separate group to try to avoid timeouts. 2019-02-24 13:13:57 +00:00
jzmaddock
640f6cc510 test_root_iterations.cpp: adjust expected result for vc10. 2019-02-24 13:06:21 +00:00
Matt Pulver
b7ea8cef5c Revert test_autodiff_4 - these two tests break test_autodiff_3. Attempt to fix asinh() test that fails on gcc-mingw for unknown reason. 2019-02-23 11:56:16 -05:00
Matt Pulver
fd1262bdcf Move 2 test_autodiff_4 tests back into test_autodiff_3. 2019-02-22 18:05:43 -05:00
Nick Thompson
aff668f28c Remove long double and multiprecision tests so build unbreaks. 2019-02-21 10:16:35 -07:00
Matt Pulver
418887e137 Move round_and_trunc and iround_and_itrunc tests from _4 to _3. Drop lambert_w0 test. 2019-02-21 08:51:13 -05:00
jzmaddock
a3bb22494a Root finding: correct bug where we could incorrectly terminate when the last iteration was pathological and we had to bisect. Fixes: https://github.com/boostorg/math/issues/184. 2019-02-20 20:53:00 +00:00
Matt Pulver
f03c562721 Remove mixed_partials_test and black_scholes_test. These are in the examples folder. 2019-02-19 18:25:04 -05:00
Matt Pulver
7fb4062e97 Split autodiff tests into 4 files due to mingw 'too many sections'. Comment out unused #include <boost/multiprecision/cpp_bin_float.hpp> (tested in examples). 2019-02-18 18:40:26 -05:00
Matt Pulver
992b6aae15 Split autodiff tests into 3 files due to mingw 'too many sections'. Doc: improve General Functions subsection. 2019-02-17 11:14:08 -05:00
pulver
4d8622d9bd Merge branch 'develop' into autodiff 2019-02-16 15:06:12 -05:00
Matt Pulver
bd14611c59 Split autodiff tests into 2 files due to mingw 'too many sections'. 2019-02-16 15:04:21 -05:00
Matt Pulver
1bf3ba6bd2 Fix example compiler requirements. Add <toolset>gcc-mingw:<cxxflags>-Wa,-mbig-obj to test/Jamefile.v2. Minor doc/code updates. 2019-02-14 10:54:42 -05:00
Matt Pulver
9418a4e2d4 Doc: Add sections Migrating Code, and Function Writing Guidelines. Additional math function overloads: acosh, asinh, atanh, cosh, erf, lambert_w0, sinc, sinh, tanh. Attempt to fix appveyor errors. 2019-02-12 07:43:04 -05:00
Nick Thompson
8e78096977 Add more C++11 feature requirements to barycentric_rational. 2019-02-11 21:42:12 -07:00
Nick Thompson
c60af18460 Merge branch 'develop' into barycentric_move_constructor 2019-02-11 09:46:28 -07:00
Nick Thompson
210c53151c Increase Lanczos smoothing error rate for Windows (again). 2019-02-10 10:45:33 -07:00
Nick Thompson
cac1059c78 Barycentric rational test still generates object too big. 2019-02-09 18:20:03 -07:00
Nick Thompson
5212ce1276 Merge branch 'develop' into barycentric_move_constructor [CI SKIP] 2019-02-09 18:10:11 -07:00
Nick Thompson
8c762558e3 Increase error rates for Lanczos smoothing. 2019-02-09 16:44:57 -07:00
Nick Thompson
8024c4eae0 Remove instantiation of std::complex on multiprecision types. 2019-02-09 09:46:45 -07:00
Nick Thompson
4a6d80e059 Fix object size too big in MSVC 14 in Catmull-Rom tests. 2019-02-07 18:28:49 -07:00
Nick Thompson
0d27687236 MSVC 14 does not like uint8_t. 2019-02-06 15:04:15 -05:00
pulver
04aeb5fdd9 Merge branch 'develop' into autodiff 2019-02-03 20:59:39 -05:00
Matt Pulver
7748f2ea19 Feedback from boostorg/math/#176 2019-02-03 20:45:35 -05:00
Nick Thompson
93ccc669d9 Remove integer tests for median absolute deviation; need to think more on how this should work (which it can) [CI SKIP] 2019-02-02 11:14:06 -07:00
Nick Thompson
3d70e49874 Refactor all tests to use summation condition numbers. Kick off build. 2019-02-01 22:23:02 -07:00
Nick Thompson
3f5ca2b8da Refactor moment sums to use the condition number class [CI SKIP] 2019-02-01 16:28:42 -07:00
Nick Thompson
c6d6f876d5 Take advice from https://codereview.stackexchange.com/questions/210762/discrete-lanczos-derivatives [CI SKIP] 2019-02-01 15:25:00 -07:00
Nick Thompson
6742ed83f6 Merge branch 'develop' into barycentric_move_constructor [CI SKIP] 2019-02-01 11:21:23 -07:00
Nick Thompson
9362bae4fc Add extra cxx11 feature tests to example. Prevent macro substitution of min. Decrease length of unit tests for barycentric_rational from 90 seconds to 24 seconds. 2019-02-01 11:19:56 -07:00
Nick Thompson
50e6c83e47 Test condition number as well as error rate [CI SKIP] 2019-01-29 18:51:44 -07:00
Nick Thompson
c8dfc96f88 Merge commit [CI SKIP] 2019-01-29 17:34:41 -07:00
Nick Thompson
680719b0c8 Add test for exponential sum [CI SKIP] 2019-01-29 17:23:04 -07:00
Nick Thompson
4c48f2d6e2 Lanczos smoothing now works with boost::range [CI SKIP] 2019-01-29 12:46:52 -07:00
Nick Thompson
037b6fe5eb Add tests for std::array and boost::numeric::ublas::vector. Clean up docs. [CI SKIP] 2019-01-28 14:06:14 -07:00
Nick Thompson
1a00352994 Second attempt at condition numbers file. [CI SKIP] 2019-01-28 13:48:36 -07:00
Nick Thompson
c00623da74 Add move constructor for barycentric rational interpolation. 2019-01-27 16:28:31 -07:00
Nick Thompson
224ec2e8db Test scaling properties of the Lanczos derivative based on spacing [CI SKIP] 2019-01-27 13:11:52 -07:00
Nick Thompson
a1cade5a90 Save an xorpd instruction by initializing not to zero, but to the first value. Save a division for each element by dividing the filters by the spacing (square of the spacing for the second derivative). [CI SKIP] 2019-01-26 21:34:16 -07:00
Nick
590647f8c3 Merge pull request #171 from boostorg/differentiation 
Rearrangement of file layout for differentiation [CI SKIP]
 2019-01-24 11:22:22 -07:00
Nick Thompson
bdc0b231ea Merge branch 'develop' into lanczos_smoothing 2019-01-24 09:57:27 -07:00
Nick Thompson
0f3e643fa7 Change gen.max() to (gen.max)() to hopefully prevent macro substitution. [CI SKIP] 2019-01-24 09:56:42 -07:00
Matt Pulver
ad96b617cc Add differentiation/autodiff.hpp. 2019-01-23 14:17:02 -05:00
Nick Thompson
1dd2f435a9 Fix typo. 2019-01-23 14:17:02 -05:00