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1709 Commits

Author SHA1 Message Date
Nick Thompson
f099ceec9e [CI SKIP] Remove now-unused type_traits header 2018-04-06 09:48:03 +08:00
Nick Thompson
08bfb88181 Get rid of std::result_of/std::invoke_result in favor of typedef decltype(f(a)). 2018-04-05 20:23:54 +08:00
Nick Thompson
d5aac62f64 auto return requires trailing return type in C++11 mode. 2018-04-03 12:24:24 +08:00
Nick Thompson
90273e12a7 Fix C++11/C++17 incompatibility by typdefs. Increase default max refinements. 2018-04-03 11:07:03 +08:00
Nick Thompson
9bfcbf4a24 Merge branch 'develop' into contour_integration 2018-03-31 14:55:17 +08:00
Nick Thompson
8448d9be98 Make sure that a minimum number of function calls have been achieve before exit in Monte-Carlo integration. 2018-03-22 11:02:16 +08:00
Nick Thompson
3fb1409f49 Compile and include test also need to have C++11 support now. 2018-03-20 19:16:25 +08:00
Nick Thompson
3da4c17f1c [CI SKIP] Remove auto. 2018-03-18 14:25:36 +08:00
jzmaddock
64e29bd874 naive_monte_carlo: Set a maximum number of retries and add some diagnostic info for when things go wrong. 2018-03-17 19:05:52 +00:00
jzmaddock
581d203254 naive_monte_carlo: Need to make sure the seed changes between outer loops in m_integrate. 
Otherwise we go round and round and never complete if the first inner loop fails.
 2018-03-16 11:47:38 +00:00
Nick Thompson
d30b7d62ef Update trapezoidal quadrature so that it can handle contour integrals. 2018-03-16 15:33:25 +08:00
jzmaddock
1ae4e63551 naive_monte_carlo: change tail recursion to do-while loop. 2018-03-15 19:29:38 +00:00
Nick Thompson
529a76b72c Use uint64_t rather than size_t to get some reproducibility on 32 bit platforms. Make sure that the final variance is within the error bounds. 2018-03-13 13:17:22 +08:00
Casey Carter
4921880587 Use constexpr when compiling with clang 
Clang compilers do not define `__clang`, they define `__clang__`. (https://godbolt.org/g/R7gX4h)
 2018-03-06 17:39:15 -08:00
jzmaddock
e348578b0f erfc: improve accuracy in exp calculation, add error plot generator program. 2018-03-02 19:23:41 +00:00
jzmaddock
b5c4200ea5 Update std_real_concept_tests: we were missing a couple of test cases. 2018-02-24 18:39:14 +00:00
jzmaddock
0e9a9d340a Merge branch 'develop' of https://github.com/boostorg/math into develop 
# Please enter a commit message to explain why this merge is necessary,
# especially if it merges an updated upstream into a topic branch.
#
# Lines starting with '#' will be ignored, and an empty message aborts
# the commit.
 2018-02-24 16:58:13 +00:00
jzmaddock
7017d658f7 next.hpp: fix forward declaration of real_concept. 
[CI SKIP]
 2018-02-24 13:13:08 +00:00
jzmaddock
73f85b699a ellint_d: Add some diagnostic code to try and track down some long double errors. 
[CI SKIP]
 2018-02-24 13:12:25 +00:00
jzmaddock
324a047f1e Uncomment #define BOOST_MATH_NO_LONG_DOUBLE_MATH_FUNCTIONS which appears to have been accidentally disabled. 
Disable some long double tests when BOOST_MATH_NO_LONG_DOUBLE_MATH_FUNCTIONS is set.
 2018-02-22 18:25:02 +00:00
jzmaddock
3fa8aadde2 monte carlo integration: document and/or make explicit the semantics of all atomic operations. 2018-02-21 18:11:28 +00:00
jzmaddock
ce7a8bc918 monte carlo integration: Change to use unique_ptr rather than map internally. 
Fix msvc object size issues.
 2018-02-19 19:39:00 +00:00
Nick Thompson
578a1a6ed1 [ci skip] Revert to boost::atomic as std::atomic made things worse. 2018-02-18 22:19:04 -06:00
Nick Thompson
33ce9eb94e Swap out boost::atomic with std::atomic to determine how widespread compiler support is via the CI system. Replace RNG with RandomNumberGenerator to protect against weird macros. 2018-02-18 17:19:42 -06:00
Nick Thompson
cfd81335e9 [ci skip] Fix merge conflict from develop 2018-02-17 18:05:02 -06:00
Nick Thompson
ca66072ac9 [ci skip] Fix infinite limit transforms. Add user option to provide alternative random number generator. Allow deterministic seed for testing, though this is still not fully deterministic. Reduce time between observations. 2018-02-17 17:41:06 -06:00
jzmaddock
c5805cc8bc Merge pull request #112 from boostorg/NAThompson-patch-1 
[ci skip] Fix typo in error message.
 2018-02-17 09:19:17 +00:00
jzmaddock
dce923bdf5 Merge branch 'develop' into naive_monte_carlo 2018-02-16 18:12:31 +00:00
jzmaddock
70e67bbc2d polynomial_gcd.hpp: Fix namespace name for gcd_range. 2018-02-16 18:07:28 +00:00
jzmaddock
6b9364dd3a Merge branch 'develop' into naive_monte_carlo 2018-02-16 18:05:52 +00:00
jzmaddock
073e7a7196 Merge branch 'develop' into naive_monte_carlo 2018-02-16 17:59:00 +00:00
Nick
f97fd25005 Fix build by using boost::integer::gcd over boost::math::gcd 2018-02-16 10:27:21 -06:00
Nick
5b9e412189 Fix typo in error message. 2018-02-15 18:36:12 -06:00
jzmaddock
49cbe80df1 naive_monte_carlo: add missing include, suppress some warnings and fix some min/max issues. 2018-02-15 20:10:18 +00:00
jzmaddock
5d5d063abe std_real_concept: update to allow testing in C++03 mode while retaining Nicks C++11 concepts when required. 2018-02-15 20:09:28 +00:00
jzmaddock
c4190aa7e2 Merge pull request #109 from boostorg/gcd_deprecation 
Put explicit deprecation warning on boost/math/common_facto…
 2018-02-15 11:55:27 +00:00
Nick Thompson
2bb193f93e [ci skip] Use boost::atomic<Real> instead of std::atomic<Real>. 2018-02-14 18:09:03 -06:00
jzmaddock
edd4b44d40 Merge pull request #97 from DanielaE/fix/replace-deprecated-allocator-members 
Most members of std::allocate are deprecated in C++17
 2018-02-14 20:34:28 +00:00
jzmaddock
c6b734a791 Merge pull request #110 from boostorg/pr64 
Integration test PR64
 2018-02-13 19:47:54 +00:00
Nick Thompson
a069b60588 [ci skip] Perturb boundaries rather than range of random number generator to ensure that singularities aren't hit in the integrand. Note that this breaks the double infinite limits; I need to let that one stew a bit before figuring out how to deal with it. Let the user specify if the integrand is singular, since peeling a high-dimensional orange leaves almost nothing. 2018-02-12 15:57:25 -06:00
jzmaddock
7403cbbd43 Make table driven functions constexpr: 
unchecked_factorial, unchecked_bernoulli_b2n and prime.
 2018-02-11 19:59:26 +00:00
Nick Thompson
36fc4bd783 [ci skip] Use BOOST_HEADER_DEPRECATED to deprecated header instead of one-off hacks. 2018-02-11 12:15:18 -06:00
jzmaddock
d32258fcea Numeric differentiation: make some trivial changes so we don't need C++17. 
Update Jamfile to exclude testing compilers which can't handle the tests.
 2018-02-11 17:52:22 +00:00
jzmaddock
f4dfb9088f Merge branch 'numerical_differentiation_2' of https://github.com/NAThompson/math into pr64 
Fixed Conflicts:
   include/boost/math/concepts/std_real_concept.hpp
   test/Jamfile.v2

Changes:
   Minor changes to get things compiling with msvc.
 2018-02-11 16:33:41 +00:00
Nick Thompson
353c2e0fd4 [ci skip] Remove hyperbolic language related to complex step derivative. Ensure macro substitution of 'max' doesn't break routines. Add copyright notices. 2018-02-10 16:24:16 -06:00
Nick Thompson
0c48214260 [ci skip] Put explicit deprecation warning on boost/math/common_factor.hpp 2018-02-10 13:23:55 -06:00
Daniela Engert
f6883a6595 Most members of std::allocate are deprecated in C++17 
Replace them by their cousins from std::allocator_traits.

Signed-off-by: Daniela Engert <dani@ngrt.de>
 2018-02-10 10:32:24 +01:00
Nick Thompson
4b55b42268 [ci skip] Use C++17 'if constexp' to avoid branch. Modularize stepsize logic into single call. Do not assume 3ULP evaluation in error, assume 1ULP. Add reference to great numerical analysis text which also promotes these methods and clean up documentation. 2018-02-09 11:53:44 -06:00
Nick Thompson
da4a027233 [ci skip] Remove 'print_coefficients()' as 'coefficients()' is implemented and 'print_coefficients()' requires including <iostream> which was previously not included in chebyshev_transform.hpp 2018-02-04 11:47:53 -06:00
jzmaddock
f0b5e17ebf Merge branch 'develop' of https://github.com/boostorg/math into develop 2018-01-30 08:27:10 +00:00