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Commit Graph

1918 Commits

Author SHA1 Message Date
pulver
2ffd44200a Merge branch 'develop' into autodiff 2019-02-28 08:45:53 -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
pulver
4d8622d9bd Merge branch 'develop' into autodiff 2019-02-16 15:06:12 -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
Nick Thompson
b44f37845a Use m_x(std::move(x)) rather than m_x{std::move(x)}. 2019-02-12 11:50:21 -07:00
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
5212ce1276 Merge branch 'develop' into barycentric_move_constructor [CI SKIP] 2019-02-09 18:10:11 -07:00
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
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
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
341c6a6c78 I dream of the day when it doesn't take me 12 builds to accomplish a simple task. 2019-01-27 23:02:17 -07:00
Nick Thompson
c00623da74 Add move constructor for barycentric rational interpolation. 2019-01-27 16:28:31 -07:00
Nick Thompson
12bc3eb885 Delete copy constructor, allow move constructor. Allow reuse of memory space for derivatives. [CI SKIP] 2019-01-27 07:24:46 -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 Thompson
d49133027a Remove (in this case harmless) division by zero to appease UBSan [CI SKIP] 2019-01-26 14:54:08 -07:00
Matt Pulver
ad96b617cc Add differentiation/autodiff.hpp. 2019-01-23 14:17:02 -05:00
Nick Thompson
afdd37bf00 Also change concept and include test [CI SKIP] 2019-01-23 14:17:01 -05:00
Nick Thompson
1f1e9974f0 Begin rearrangement. 2019-01-23 14:17:01 -05:00
Nick Thompson
175e375934 Rename filter computation functions to reflect the fact that multiple orders of differentiation may be computed. [CI SKIP] 2019-01-23 10:10:36 -07:00
Nick Thompson
b2f3054e2f Compute filters in higher precision and cast back to low precision so that high-p filters are accurate. [CI SKIP] 2019-01-22 15:46:19 -07:00
Nick Thompson
c9020ceb48 Consider using higher precision for calculation of filters. [CI SKIP] 2019-01-22 12:14:21 -07:00
Nick Thompson
b8cc83e49e Refactor so as to not store a reference member, make call threadsafe, compute entire vector in one go. 2019-01-22 12:14:21 -07:00
Nick Thompson
941bb1a008 Add denoising second derivative. 2019-01-22 12:14:21 -07:00
Nick Thompson
31ec7a9b0c Cleanup [CI SKIP] 2019-01-22 12:14:21 -07:00
Nick Thompson
bc10441044 Remove sign-compare warnings. Take advice of cppcheck. Grammar in documentation [CI SKIP] 2019-01-22 12:14:21 -07:00
Nick Thompson
119aff9ff2 Lanczos smoothing differentiators. 2019-01-22 12:14:21 -07:00
Nick Thompson
fedeabb06e Also change concept and include test [CI SKIP] 2019-01-22 12:12:11 -07:00
Nick Thompson
de584cc4ae Begin rearrangement. 2019-01-22 12:12:11 -07:00
Nick Thompson
1bface6481 Merge branch 'develop' into differentiation 2019-01-21 12:55:26 -07:00
Nick Thompson
e6f97af63f Add comment from Higham about overflow resistance. [CI SKIP] 2019-01-21 12:40:33 -07:00
Nick Thompson
c21ba1ad55 Include is_complex.hpp [CI SKIP] 2019-01-20 15:57:01 -07:00
Nick Thompson
dad9010fbe Do not include boost/type_traits.hpp; narrow the scope and include is_complex.hpp [CI SKIP] 2019-01-20 15:50:24 -07:00
Nick Thompson
8fd1d3cfae Do not include all of type traits, only include is_complex.hpp. 2019-01-19 15:00:03 -07:00
Nick Thompson
74de9889f9 Performance improvements for Hoyer sparsity [CI SKIP] 2019-01-18 20:19:27 -07:00
Nick Thompson
ff366e85a2 Add variance of N-sided die as unit test [CI SKIP] 2019-01-18 10:00:43 -07:00
Nick Thompson
8930420005 Performance improvements [CI SKIP] 2019-01-17 16:49:59 -07:00
Nick Thompson
d8514771ac Merge branch 'develop' into differentiation 2019-01-16 11:25:45 -07:00
Nick Thompson
75e7832a54 Add unsigned integer tests for Hoyer sparsity. 2019-01-16 11:14:53 -07:00
Nick Thompson
21e9e6cbc4 Merge branch 'develop' into sequence_tools [CI SKIP] 2019-01-16 10:52:30 -07:00
Nick Thompson
f3af883c6d Patch up univariate statistics for some integer types. [CI SKIP] 2019-01-12 14:57:16 -07:00
Nick Thompson
ce7fdbe581 Take care of integer overflow. [CI SKIP] 2019-01-12 12:53:53 -07:00
Nick Thompson
fb4f7748cd Refactor kurtosis calculation to use first_four_moments. 2019-01-11 15:19:48 -07:00
Nick Thompson
8d267da5e1 Add hamming_distance, l1_distance, l2_distance, sup_distance, lp_distance. Add more tests for integer datatypes. [CI SKIP] 2019-01-11 14:23:39 -07:00