Nick Thompson
7660162d41
Add concept and include test.
2017-05-18 17:33:45 -06:00
Nick Thompson
4801e2d8bf
Add namespace boost::math::quadrature. Remove throw when condition number of summation exceeds precision of type; how to properly mollify the condition number is not clear and should be done consistently rather than ad-hoc.
2017-05-11 21:03:00 -06:00
Nick Thompson
48a0cf714b
Put license information in each file. Do not throw when condition number is approaching an undefined value; use mollification. Improve documentation.
2017-05-02 12:02:02 -06:00
Nick Thompson
fff12aa16b
Improve documentation for trapezoidal quadrature, explaining the role of the L1 norm calculation. Throw correct error type.
2017-03-28 13:56:18 -05:00
Nick Thompson
9f58f0d337
Add facility to check L1 norm and hence condition number of the quadrature sum. Throw when condition number exceeds the number of significant digits of the type.
2017-03-26 13:45:50 -05:00
Nick Thompson
136e7411f5
Adaptive Trapezoidal Quadrature
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This routine estimates the definite integral of a function f.
Assuming that f is periodic, it can be shown that this routine converges exponentially fast.
In fact, the test cases given exhibit exponential convergence with decreasing stepsize.
A potential improvement is using the Bulirsch sequence rather than the Romberg sequence to schedule the refinements.
However, the convergence is so rapid for functions of the class specified above that there seems to be no need at present.
This code is cppcheck clean, and runs successfully under AddressSanitizer and UndefinedBehaviorSanitizer.
2017-03-05 19:05:41 -06:00
jzmaddock
4c19a1ec34
Remove unneeded parameters in new beesel J/K code.
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Also fix some multiprecision-conceptual errors.
2017-01-29 19:18:36 +00:00
jzmaddock
38eb9d3e38
Update docs for new Bessel K0 and K1 approximation code.
2017-01-24 18:35:54 +00:00
jzmaddock
fe66909b23
Reorder some declarations to keep GCC happy.
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Remove some dead code.
2017-01-23 19:34:34 +00:00
jzmaddock
7922883e7b
Add improved approximations for K0 and K1.
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Based on http://www.advanpix.com/2016/01/05/rational-approximations-for-the-modified-bessel-function-of-the-second-kind-k1-for-computations-with-double-precision/
2017-01-23 17:45:51 +00:00
jzmaddock
2dc47a631a
Improve constant initialization for I0 and I1.
2017-01-23 17:45:00 +00:00
jzmaddock
cc8e300bae
Update I0 and I1 to use better approximations from Pavel Holoborodko
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See: http://www.advanpix.com/2015/11/11/rational-approximations-for-the-modified-bessel-function-of-the-first-kind-i0-computations-double-precision/
2017-01-18 18:56:27 +00:00
pabristow
78320adb7a
return 0 to T(0) in float_distance changed because fixed-point requires explicit construction
2016-12-05 16:41:18 +00:00
jzmaddock
1844134d07
Changes to call correct error handlers in C99 annex F cases.
2016-11-30 18:57:11 +00:00
zerotypos-found
3871f6a7e8
Fix issues in the inspection report
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- Remove Non-ASCII characters (i.e. replace dashes with hyphens).
- Protect min from macro expansion.
2016-10-25 11:56:09 +09:00
jzmaddock
37fe39f2d9
Merge pull request #50 from kartikmohta/fix/boost-zero-polynomial-evaluate
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Fix boost::math::polynomial::evaluate for the zero polynomial
2016-10-19 19:33:24 +01:00
jzmaddock
3370ea2f79
Add missing #include.
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Fixes https://svn.boost.org/trac/boost/ticket/12537 .
2016-10-19 19:27:37 +01:00
jzmaddock
21ab379ee9
Merge branch 'develop' of https://github.com/boostorg/math into develop
2016-10-19 19:22:51 +01:00
jzmaddock
4787d870c6
Suppress some msvc warnings.
2016-10-19 19:22:37 +01:00
Kartik Mohta
9dad3e2b62
Fix boost::math::polynomial::evaluate for the zero polynomial
2016-10-17 16:13:25 -04:00
zerotypos-found
4b9823768b
Replace tabs to whitespace
2016-10-11 12:44:32 +09:00
inkstink
c9d9f446c5
fixed typos for real this time
2016-08-19 20:42:14 -04:00
inkstink
950d3990e4
fixed typos
2016-08-19 20:33:24 -04:00
pabristow
7786c7d5a8
Added Thomas Luu references
2016-08-09 16:05:20 +01:00
jzmaddock
53403a58f7
minor Intel fix.
2016-07-29 11:41:28 +01:00
jzmaddock
d3a570e91a
Fix Intel C++ test failures
2016-07-22 09:27:15 +01:00
jzmaddock
2165b95f52
Two more GCC 4.4 workarounds
2016-07-15 02:15:30 +01:00
jzmaddock
9127a2f707
Merge branch 'develop' of https://github.com/boostorg/math into develop
2016-07-15 01:31:17 +01:00
jzmaddock
12feba86fa
Remove references to removed gcd/lcd code.
2016-07-15 18:36:55 +01:00
jzmaddock
cbb0cce89b
Disable initializer_list support for GCC-4.4 as it doesn't fully support the new syntax and there appears to be no workaround.
2016-07-15 01:24:18 +01:00
jzmaddock
5d125381f6
Enable SSE2 code for more cases.
2016-07-14 13:24:09 +01:00
jzmaddock
b043126170
Add long double specializations where appropriate.
2016-07-14 13:23:44 +01:00
jzmaddock
3891523510
Fix tgamma_delta_ratio for cases where argument is very large compared to delta.
2016-07-14 13:22:16 +01:00
jzmaddock
5e54ce2427
Fix thread_local code:
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1) Use new Boost.Config macro.
2) Fix constants to cache value and initialize on startup when used with variable precision types.
3) Fix factorials to initialize on startup with UDT types.
4) Streamline some other variable precision code.
2016-07-03 18:27:49 +01:00
jzmaddock
44a105aaf0
Tidy up clang/thread_local detection a little.
2016-06-27 19:42:09 +01:00
jzmaddock
3f0eaf7c46
Fix clang thread_local support detection
2016-06-27 18:54:38 +01:00
jzmaddock
a96792d309
Merge branch 'develop' of https://github.com/boostorg/math into develop
2016-06-05 18:29:14 +01:00
jzmaddock
afb8e89642
Change selection of thread_local to be more conservative.
2016-06-05 18:28:56 +01:00
jzmaddock
e4cd194686
Fix misc clang issues
2016-06-04 19:26:59 +01:00
jzmaddock
5ce39f2673
squash warnings and forward policies
2016-06-03 15:11:34 +01:00
jzmaddock
e946c45e9e
Fixes for cases where number type has no infinity and divide by zero is a hard error.
2016-06-01 19:25:03 +01:00
jzmaddock
5966b186f9
Add needed typecast to factorial-from-string multiprecision code
2016-06-01 00:09:49 +01:00
Daniel James
cd496c9ace
Fix typo
2016-05-31 14:04:39 +01:00
jzmaddock
1cb146a001
Merge branch 'develop' of https://github.com/boostorg/math into develop
2016-05-31 13:36:01 +01:00
jzmaddock
7499075a01
Recalculate cached constants if the precision changes in zeta.hpp.
2016-05-31 13:33:51 +01:00
jzmaddock
f02c9cba13
Calculate lgamma near 1 and 2 via series expansion in terms of zeta functions of integers.
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Likewise for tgamma1pm1.
2016-05-31 13:33:08 +01:00
jzmaddock
609e8373b8
We can calculate the limit as an int, no need to invoke FP code.
2016-05-31 13:31:52 +01:00
jzmaddock
6961f14eb3
Don't initialize erf's cached constants for variable-precision types.
2016-05-31 13:30:54 +01:00
jzmaddock
bd39b86ca1
Warning suppression.
2016-05-31 10:12:20 +01:00
jzmaddock
fb8528e47b
Allow our cached data to be recalculated if the precision changes in unchecked_factorial.hpp.
2016-05-31 10:11:35 +01:00
