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dc373ee0099b2e3153667fa6b330c010a9682fd0
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1576 Commits

Author SHA1 Message Date
Nick
dc373ee009 Merge pull request #107 from boostorg/ooura_fourier_transform 
Ooura's method for computing Fourier sin and Fourier cosine… [CI SKIP]
 2019-06-24 09:40:59 -04:00
Nick Thompson
118b18c248 Merge branch 'develop' into issue204 2019-06-22 09:29:01 -04:00
Nick Thompson
91ef47c0eb Merge branch 'develop' into ooura_fourier_transform [CI SKIP] 2019-06-22 09:20:55 -04:00
Nick Thompson
95eef16b0b Ooura Fourier integrals: Use (std::numeric_limits<Real>::min)() to compiile on windows. 2019-06-20 07:14:23 -04:00
Nick Thompson
3a8a44a327 Merge branch 'develop' into vector_barycentric 2019-06-19 07:21:03 -04:00
Nick Thompson
442fa8c2ad Make sure that vector interpolant agrees with scalar interpolant. [CI SKIP] 2019-06-19 07:21:00 -04:00
Nick Thompson
2d770b9d32 Vector barycentric rational: Enable compilation with containers which do not have multiplication/division/addition defined on them. 2019-06-17 08:28:45 -04:00
Nick Thompson
119c286bc6 Merge branch 'develop' into ooura_fourier_transform 2019-06-14 09:05:24 -04:00
Nick Thompson
6cd90d38d2 Improve documentation and kick off build. 2019-06-14 08:55:47 -04:00
jzmaddock
050679a933 Update test_roots.cpp to test in the negative half of the domain as well as the positive half. 
Fix resulting bugs discovered.
Completes fix for https://github.com/boostorg/math/issues/216.
 2019-06-14 08:36:16 +01:00
Nick Thompson
81c92932a4 Get rid of scoped_lock to compile on clang. [CI SKIP] 2019-06-13 18:16:24 -04:00
Nick Thompson
f38e74570b Ooura Fourier Integrals: Return {I, err} rather than I [CI SKIP] 2019-06-12 07:09:09 -04:00
Nick Thompson
a6ca778176 Ooura Fourier Sine: Add levels after precomputed levels are exhausted. [CI SKIP] 2019-06-11 09:00:03 -04:00
Nick Thompson
f595b6a8f6 Cleanup before refactoring. [CI SKIP] 2019-06-11 07:21:24 -04:00
Nick Thompson
e659c69fc2 The nodes and weights must be computed in higher precision than the working precision or else the error decreases to a point and then begins to increase. [CI SKIP] 2019-06-07 13:26:34 -04:00
Nick Thompson
43d76caa25 Precompute nodes and weights. This is somewhat suboptimal, since it requires a priori assumptions about the asymptotic behavior of the integrand. But the alternative is that the class is slow. [CI SKIP] 2019-06-07 12:49:23 -04:00
Nick Thompson
b06fbdbc5f merge develop [CI SKIP] 2019-06-04 11:54:51 -04:00
jzmaddock
9432e32afa Merge pull request #210 from boostorg/catmull_cxx11 
Backport catmull_rom.hpp to C++11.
 2019-05-30 21:03:48 +01:00
Nick
18feb0fc2a Documentation, more unit tests [CI SKIP] 2019-05-30 13:25:53 -04:00
Nick Thompson
9e21a89675 fix move constructor use [CI SKIP] 2019-05-30 11:12:38 -04:00
Nick
2f725f0299 Tests for vector-valued barycentric rational. [CI SKIP] 2019-05-29 15:52:23 -04:00
jzmaddock
e415650f86 prime: Correct value of max_prime and add test. 
Fixes https://github.com/boostorg/math/issues/214.
 2019-05-26 11:45:35 +01:00
jzmaddock
0531fd715c catmull_rom: further split up test case to avoid over large obj files. 2019-05-26 10:03:53 +01:00
jzmaddock
aa44b78885 Split catmull_rom_test into 2 and fix clang conversion issue. 2019-05-25 18:27:08 +01:00
jzmaddock
bbcd180273 catmull_rom - second try at back porting to C++11. 2019-05-23 08:54:11 +01:00
jzmaddock
1b10acf47f Backport catmull_rom.hpp to C++11. 
See https://github.com/boostorg/math/issues/208.
 2019-05-22 19:38:34 +01:00
jzmaddock
9803ed1fa0 Merge pull request #207 from boostorg/ellint-range 
Update the range of the elliptic integrals to support the k > 1 case.
 2019-05-20 13:34:50 +01:00
jzmaddock
d11eb67c67 ellint_d: extend range to k > 1 same ellint_1/2/3. 2019-05-19 08:54:17 +01:00
jzmaddock
a033166f7f Elliptic Integrals: extend range of ellint_1/2/3. 
See https://github.com/boostorg/math/issues/183.
 2019-05-18 19:36:22 +01:00
Nick Thompson
c8062fbc90 Allow generic random access containers other than std::vector for Catmull-Rom. 2019-05-16 18:03:57 -04:00
jzmaddock
e414e316ab Merge pull request #191 from boostorg/float128_patches_2 
Next set of float128 patches for better std lib support.
 2019-04-27 19:03:48 +01:00
jzmaddock
df9bb98a12 float128 tests: disable NaN check on Mingw. 2019-04-26 20:03:47 +01:00
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
05360ce5e8 Big reformat of cstdfloat header and code, removes the tabs. 2019-03-27 18:29:25 +00:00
jzmaddock
a9201f9a44 Add more cstdfloat functions for __float128 2019-03-26 19:57:11 +00:00
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