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<title>Introduction</title>
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<div class="section">
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<div class="titlepage"><div><div><h2 class="title" style="clear: both">
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<a name="boost_multiprecision.intro"></a><a class="link" href="intro.html" title="Introduction">Introduction</a>
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</h2></div></div></div>
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<p>
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The Multiprecision library comes in two distinct parts: an expression-template-enabled
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front end <code class="computeroutput"><span class="identifier">mp_number</span></code> that handles
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all the operator overloading, expression evaluation optimization, and code
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reduction, and a selection of backends that implement the actual arithmetic
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operations, and need conform only to the reduced interface requirements of
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the front end.
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</p>
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<p>
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The library is often used by using one of the predfined typedefs: for example
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if you wanted an arbitrary precision integer type using GMP as the underlying
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implementation then you could use:
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</p>
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<pre class="programlisting"><span class="preprocessor">#include</span> <span class="special"><</span><span class="identifier">boost</span><span class="special">/</span><span class="identifier">multiprecision</span><span class="special">/</span><span class="identifier">gmp</span><span class="special">.</span><span class="identifier">hpp</span><span class="special">></span> <span class="comment">// Defines the wrappers around the GMP library's types</span>
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<span class="identifier">boost</span><span class="special">::</span><span class="identifier">multiprecision</span><span class="special">::</span><span class="identifier">mpz_int</span> <span class="identifier">myint</span><span class="special">;</span> <span class="comment">// Arbitrary precision integer type.</span>
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</pre>
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<p>
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Alternatively one can compose your own multiprecision type, by combining <code class="computeroutput"><span class="identifier">mp_number</span></code> with one of the predefined backend
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types. For example, suppose you wanted a 300 decimal digit floating point type
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based on the MPFR library, in this case there's no predefined typedef with
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that level of precision, so instead we compose our own:
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</p>
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<pre class="programlisting"><span class="preprocessor">#include</span> <span class="special"><</span><span class="identifier">boost</span><span class="special">/</span><span class="identifier">multiprecision</span><span class="special">/</span><span class="identifier">mpfr</span><span class="special">.</span><span class="identifier">hpp</span><span class="special">></span> <span class="comment">// Defines the Backend type that wraps MPFR</span>
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<span class="keyword">namespace</span> <span class="identifier">mp</span> <span class="special">=</span> <span class="identifier">boost</span><span class="special">::</span><span class="identifier">multiprecision</span><span class="special">;</span> <span class="comment">// Reduce the typing a bit later...</span>
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<span class="keyword">typedef</span> <span class="identifier">mp</span><span class="special">::</span><span class="identifier">mp_number</span><span class="special"><</span><span class="identifier">mp</span><span class="special">::</span><span class="identifier">mpfr_float_backend</span><span class="special"><</span><span class="number">300</span><span class="special">></span> <span class="special">></span> <span class="identifier">my_float</span><span class="special">;</span>
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<span class="identifier">my_float</span> <span class="identifier">a</span><span class="special">,</span> <span class="identifier">b</span><span class="special">,</span> <span class="identifier">c</span><span class="special">;</span> <span class="comment">// These variables have 300 decimal digits precision</span>
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</pre>
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<a name="boost_multiprecision.intro.expression_templates"></a><h5>
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<a name="boost_multiprecision.intro.expression_templates-heading"></a>
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<a class="link" href="intro.html#boost_multiprecision.intro.expression_templates">Expression
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Templates</a>
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</h5>
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<p>
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Class <code class="computeroutput"><span class="identifier">mp_number</span></code> is expression-template-enabled:
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that means that rather than having a multiplication operator that looks like
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this:
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</p>
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<pre class="programlisting"><span class="keyword">template</span> <span class="special"><</span><span class="keyword">class</span> <span class="identifier">Backend</span><span class="special">></span>
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<span class="identifier">mp_number</span><span class="special"><</span><span class="identifier">Backend</span><span class="special">></span> <span class="keyword">operator</span> <span class="special">*</span> <span class="special">(</span><span class="keyword">const</span> <span class="identifier">mp_number</span><span class="special"><</span><span class="identifier">Backend</span><span class="special">>&</span> <span class="identifier">a</span><span class="special">,</span> <span class="keyword">const</span> <span class="identifier">mp_number</span><span class="special"><</span><span class="identifier">Backend</span><span class="special">>&</span> <span class="identifier">b</span><span class="special">)</span>
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<span class="special">{</span>
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<span class="identifier">mp_number</span><span class="special"><</span><span class="identifier">Backend</span><span class="special">></span> <span class="identifier">result</span><span class="special">(</span><span class="identifier">a</span><span class="special">);</span>
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<span class="identifier">result</span> <span class="special">*=</span> <span class="identifier">b</span><span class="special">;</span>
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<span class="keyword">return</span> <span class="identifier">result</span><span class="special">;</span>
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<span class="special">}</span>
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</pre>
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<p>
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Instead the operator looks more like this:
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</p>
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<pre class="programlisting"><span class="keyword">template</span> <span class="special"><</span><span class="keyword">class</span> <span class="identifier">Backend</span><span class="special">></span>
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<span class="emphasis"><em>unmentionable-type</em></span> <span class="keyword">operator</span> <span class="special">*</span> <span class="special">(</span><span class="keyword">const</span> <span class="identifier">mp_number</span><span class="special"><</span><span class="identifier">Backend</span><span class="special">>&</span> <span class="identifier">a</span><span class="special">,</span> <span class="keyword">const</span> <span class="identifier">mp_number</span><span class="special"><</span><span class="identifier">Backend</span><span class="special">>&</span> <span class="identifier">b</span><span class="special">);</span>
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</pre>
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<p>
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Where the "unmentionable" return type is an implementation detail
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that, rather than containing the result of the multiplication, contains instructions
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on how to compute the result. In effect it's just a pair of references to the
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arguments of the function, plus some compile-time information that stores what
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the operation is.
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</p>
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<p>
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The great advantage of this method is the <span class="emphasis"><em>elimination of temporaries</em></span>:
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for example the "naive" implementation of <code class="computeroutput"><span class="keyword">operator</span><span class="special">*</span></code> above, requires one temporary for computing
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the result, and at least another one to return it. It's true that sometimes
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this overhead can be reduced by using move-semantics, but it can't be eliminated
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completely. For example, lets suppose we're evaluating a polynomial via Horners
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method, something like this:
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</p>
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<pre class="programlisting"><span class="identifier">T</span> <span class="identifier">a</span><span class="special">[</span><span class="number">7</span><span class="special">]</span> <span class="special">=</span> <span class="special">{</span> <span class="comment">/* some values */</span> <span class="special">};</span>
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<span class="comment">//....</span>
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<span class="identifier">y</span> <span class="special">=</span> <span class="special">(((((</span><span class="identifier">a</span><span class="special">[</span><span class="number">6</span><span class="special">]</span> <span class="special">*</span> <span class="identifier">x</span> <span class="special">+</span> <span class="identifier">a</span><span class="special">[</span><span class="number">5</span><span class="special">])</span> <span class="special">*</span> <span class="identifier">x</span> <span class="special">+</span> <span class="identifier">a</span><span class="special">[</span><span class="number">4</span><span class="special">])</span> <span class="special">*</span> <span class="identifier">x</span> <span class="special">+</span> <span class="identifier">a</span><span class="special">[</span><span class="number">3</span><span class="special">])</span> <span class="special">*</span> <span class="identifier">x</span> <span class="special">+</span> <span class="identifier">a</span><span class="special">[</span><span class="number">2</span><span class="special">])</span> <span class="special">*</span> <span class="identifier">x</span> <span class="special">+</span> <span class="identifier">a</span><span class="special">[</span><span class="number">1</span><span class="special">])</span> <span class="special">*</span> <span class="identifier">x</span> <span class="special">+</span> <span class="identifier">a</span><span class="special">[</span><span class="number">0</span><span class="special">];</span>
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</pre>
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<p>
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If type <code class="computeroutput"><span class="identifier">T</span></code> is an <code class="computeroutput"><span class="identifier">mp_number</span></code>, then this expression is evaluated
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<span class="emphasis"><em>without creating a single temporary value</em></span>, in contrast
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if we were using the C++ wrapper that ships with GMP - <code class="computeroutput"><span class="identifier">mpf_class</span></code>
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- then this expression would result in no less than 11 temporaries (this is
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true even though mpf_class does use expression templates to reduce the number
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of temporaries somewhat). Had we used an even simpler wrapper around GMP or
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MPFR like <code class="computeroutput"><span class="identifier">mpclass</span></code> things would
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have been even worse and no less that 24 temporaries are created for this simple
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expression (note - we actually measure the number of memory allocations performed
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rather than the number of temporaries directly).
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</p>
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<p>
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This library also extends expression template support to standard library functions
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like <code class="computeroutput"><span class="identifier">abs</span></code> or <code class="computeroutput"><span class="identifier">sin</span></code>
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with <code class="computeroutput"><span class="identifier">mp_number</span></code> arguments. This
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means that an expression such as:
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</p>
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<pre class="programlisting"><span class="identifier">y</span> <span class="special">=</span> <span class="identifier">abs</span><span class="special">(</span><span class="identifier">x</span><span class="special">);</span>
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</pre>
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<p>
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can be evaluated without a single temporary being calculated. Even expressions
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like:
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</p>
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<pre class="programlisting"><span class="identifier">y</span> <span class="special">=</span> <span class="identifier">sin</span><span class="special">(</span><span class="identifier">x</span><span class="special">);</span>
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</pre>
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<p>
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get this treatment, so that variable 'y' is used as "working storage"
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within the implementation of <code class="computeroutput"><span class="identifier">sin</span></code>,
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thus reducing the number of temporaries used by one. Of course, should you
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write:
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</p>
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<pre class="programlisting"><span class="identifier">x</span> <span class="special">=</span> <span class="identifier">sin</span><span class="special">(</span><span class="identifier">x</span><span class="special">);</span>
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</pre>
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<p>
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Then we clearly can't use <code class="computeroutput"><span class="identifier">x</span></code>
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as working storage during the calculation, so then a temporary variable is
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created in this case.
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</p>
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<p>
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Given the comments above, you might be forgiven for thinking that expression-templates
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are some kind of universal-panacea: sadly though, all tricks like this have
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their downsides. For one thing, expression template libraries like this one,
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tend to be slower to compile than their simpler cousins, they're also harder
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to debug (should you actually want to step through our code!), and rely on
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compiler optimizations being turned on to give really good performance. Also
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since the return type from expressions involving <code class="computeroutput"><span class="identifier">mp_number</span></code>'s
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is an "unmentionable implementation detail", you have to be careful
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to cast the result of an expression to the actual number type when passing
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an expression to a template function. For example given:
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</p>
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<pre class="programlisting"><span class="keyword">template</span> <span class="special"><</span><span class="keyword">class</span> <span class="identifier">T</span><span class="special">></span>
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<span class="keyword">void</span> <span class="identifier">my_proc</span><span class="special">(</span><span class="keyword">const</span> <span class="identifier">T</span><span class="special">&);</span>
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</pre>
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<p>
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Then calling:
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</p>
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<pre class="programlisting"><span class="identifier">my_proc</span><span class="special">(</span><span class="identifier">a</span><span class="special">+</span><span class="identifier">b</span><span class="special">);</span>
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</pre>
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<p>
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Will very likely result in obscure error messages inside the body of <code class="computeroutput"><span class="identifier">my_proc</span></code> - since we've passed it an expression
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template type, and not a number type. Instead we probably need:
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</p>
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<pre class="programlisting"><span class="identifier">my_proc</span><span class="special">(</span><span class="identifier">my_mp_number_type</span><span class="special">(</span><span class="identifier">a</span><span class="special">+</span><span class="identifier">b</span><span class="special">));</span>
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</pre>
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<p>
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Having said that, these situations don't occur that often - or indeed not at
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all for non-template functions. In addition all the functions in the Boost.Math
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library will automatically convert expression-template arguments to the underlying
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number type without you having to do anything, so:
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</p>
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<pre class="programlisting"><span class="identifier">mpfr_float_100</span> <span class="identifier">a</span><span class="special">(</span><span class="number">20</span><span class="special">),</span> <span class="identifier">delta</span><span class="special">(</span><span class="number">0.125</span><span class="special">);</span>
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<span class="identifier">boost</span><span class="special">::</span><span class="identifier">math</span><span class="special">::</span><span class="identifier">gamma_p</span><span class="special">(</span><span class="identifier">a</span><span class="special">,</span> <span class="identifier">a</span> <span class="special">+</span> <span class="identifier">delta</span><span class="special">);</span>
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</pre>
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<p>
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Will work just fine, with the <code class="computeroutput"><span class="identifier">a</span> <span class="special">+</span> <span class="identifier">delta</span></code> expression
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template argument getting converted to an <code class="computeroutput"><span class="identifier">mpfr_float_100</span></code>
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internally by the Boost.Math library.
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</p>
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<p>
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One other potential pitfall that's only possible in C++11: you should never
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store an expression template using:
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</p>
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<pre class="programlisting"><span class="keyword">auto</span> <span class="identifier">my_expression</span> <span class="special">=</span> <span class="identifier">a</span> <span class="special">+</span> <span class="identifier">b</span> <span class="special">-</span> <span class="identifier">c</span><span class="special">;</span>
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</pre>
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<p>
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Unless you're absolutely sure that the lifetimes of <code class="computeroutput"><span class="identifier">a</span></code>,
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<code class="computeroutput"><span class="identifier">b</span></code> and <code class="computeroutput"><span class="identifier">c</span></code>
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will outlive that of <code class="computeroutput"><span class="identifier">my_expression</span></code>.
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</p>
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<p>
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And finally.... the performance improvements from an expression template library
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like this are often not as dramatic as the reduction in number of temporaries
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would suggest. For example if we compare this library with <code class="computeroutput"><span class="identifier">mpfr_class</span></code>
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and <code class="computeroutput"><span class="identifier">mpreal</span></code>, with all three
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using the underlying MPFR library at 50 decimal digits precision then we see
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the following typical results for polynomial execution:
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</p>
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<div class="table">
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<a name="boost_multiprecision.intro.evaluation_of_order_6_polynomial_"></a><p class="title"><b>Table 1.1. Evaluation of Order 6 Polynomial.</b></p>
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<div class="table-contents"><table class="table" summary="Evaluation of Order 6 Polynomial.">
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<colgroup>
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<col>
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<col>
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<col>
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</colgroup>
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<thead><tr>
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<th>
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<p>
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Library
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</p>
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</th>
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<th>
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<p>
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Relative Time
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</p>
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</th>
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<th>
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<p>
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Relative number of memory allocations
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</p>
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</th>
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</tr></thead>
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<tbody>
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<tr>
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<td>
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<p>
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mp_number
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</p>
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</td>
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<td>
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<p>
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1.0 (0.00793s)
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</p>
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</td>
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<td>
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<p>
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1.0 (2996 total)
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</p>
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</td>
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</tr>
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<tr>
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<td>
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<p>
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mpfr_class
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</p>
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</td>
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<td>
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<p>
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1.2 (0.00931s)
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</p>
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</td>
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<td>
|
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<p>
|
|
4.3 (12976 total)
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</p>
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</td>
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</tr>
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<tr>
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<td>
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<p>
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mpreal
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</p>
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</td>
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<td>
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<p>
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1.9 (0.0148s)
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</p>
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</td>
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<td>
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<p>
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9.3 (27947 total)
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</p>
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</td>
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</tr>
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</tbody>
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</table></div>
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</div>
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<br class="table-break"><p>
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As you can see the execution time increases a lot more slowly than the number
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of memory allocations. There are a number of reasons for this:
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</p>
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<div class="itemizedlist"><ul class="itemizedlist" type="disc">
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<li class="listitem">
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The cost of extended-precision multiplication and division is so great,
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that the times taken for these tend to swamp everything else.
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</li>
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<li class="listitem">
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The cost of an in-place multiplication (using <code class="computeroutput"><span class="keyword">operator</span><span class="special">*=</span></code>) tends to be more than an out-of-place
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<code class="computeroutput"><span class="keyword">operator</span><span class="special">*</span></code>
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(typically <code class="computeroutput"><span class="keyword">operator</span> <span class="special">*=</span></code>
|
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has to create a temporary workspace to carry out the multiplication, where
|
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as <code class="computeroutput"><span class="keyword">operator</span><span class="special">*</span></code>
|
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can use the target variable as workspace). Since the expression templates
|
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carry out their magic by converting out-of-place operators to in-place
|
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ones, we necessarily take this hit. Even so the transformation is more
|
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efficient than creating the extra temporary variable, just not by as much
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as one would hope.
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</li>
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</ul></div>
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<p>
|
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We'll conclude this section by providing some more performance comparisons
|
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between these three libraries, again, all are using MPFR to carry out the underlying
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arithmetic, and all are operating at the same precision (50 decimal places):
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</p>
|
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<div class="table">
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<a name="boost_multiprecision.intro.evaluation_of_boost_math_s_bessel_function_test_data"></a><p class="title"><b>Table 1.2. Evaluation of Boost.Math's Bessel function test data</b></p>
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<div class="table-contents"><table class="table" summary="Evaluation of Boost.Math's Bessel function test data">
|
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<colgroup>
|
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<col>
|
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<col>
|
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<col>
|
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</colgroup>
|
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<thead><tr>
|
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<th>
|
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<p>
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Library
|
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</p>
|
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</th>
|
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<th>
|
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<p>
|
|
Relative Time
|
|
</p>
|
|
</th>
|
|
<th>
|
|
<p>
|
|
Relative Number of Memory Allocations
|
|
</p>
|
|
</th>
|
|
</tr></thead>
|
|
<tbody>
|
|
<tr>
|
|
<td>
|
|
<p>
|
|
mp_number
|
|
</p>
|
|
</td>
|
|
<td>
|
|
<p>
|
|
1.0 (6.21s)
|
|
</p>
|
|
</td>
|
|
<td>
|
|
<p>
|
|
1.0 (2685469)
|
|
</p>
|
|
</td>
|
|
</tr>
|
|
<tr>
|
|
<td>
|
|
<p>
|
|
mpfr_class
|
|
</p>
|
|
</td>
|
|
<td>
|
|
<p>
|
|
1.04 (6.45s)
|
|
</p>
|
|
</td>
|
|
<td>
|
|
<p>
|
|
1.47 (3946007)
|
|
</p>
|
|
</td>
|
|
</tr>
|
|
<tr>
|
|
<td>
|
|
<p>
|
|
mpreal
|
|
</p>
|
|
</td>
|
|
<td>
|
|
<p>
|
|
1.53 (9.52s)
|
|
</p>
|
|
</td>
|
|
<td>
|
|
<p>
|
|
4.92 (13222940)
|
|
</p>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table></div>
|
|
</div>
|
|
<br class="table-break"><div class="table">
|
|
<a name="boost_multiprecision.intro.evaluation_of_boost_math_s_non_central_t_distribution_test_data"></a><p class="title"><b>Table 1.3. Evaluation of Boost.Math's Non-Central T distribution test data</b></p>
|
|
<div class="table-contents"><table class="table" summary="Evaluation of Boost.Math's Non-Central T distribution test data">
|
|
<colgroup>
|
|
<col>
|
|
<col>
|
|
<col>
|
|
</colgroup>
|
|
<thead><tr>
|
|
<th>
|
|
<p>
|
|
Library
|
|
</p>
|
|
</th>
|
|
<th>
|
|
<p>
|
|
Relative Time
|
|
</p>
|
|
</th>
|
|
<th>
|
|
<p>
|
|
Relative Number of Memory Allocations
|
|
</p>
|
|
</th>
|
|
</tr></thead>
|
|
<tbody>
|
|
<tr>
|
|
<td>
|
|
<p>
|
|
mp_number
|
|
</p>
|
|
</td>
|
|
<td>
|
|
<p>
|
|
1.0 (269s)
|
|
</p>
|
|
</td>
|
|
<td>
|
|
<p>
|
|
1.0 (139082551)
|
|
</p>
|
|
</td>
|
|
</tr>
|
|
<tr>
|
|
<td>
|
|
<p>
|
|
mpfr_class
|
|
</p>
|
|
</td>
|
|
<td>
|
|
<p>
|
|
1.04 (278s)
|
|
</p>
|
|
</td>
|
|
<td>
|
|
<p>
|
|
1.81 (252400791)
|
|
</p>
|
|
</td>
|
|
</tr>
|
|
<tr>
|
|
<td>
|
|
<p>
|
|
mpreal
|
|
</p>
|
|
</td>
|
|
<td>
|
|
<p>
|
|
1.49 (401s)
|
|
</p>
|
|
</td>
|
|
<td>
|
|
<p>
|
|
3.22 (447009280)
|
|
</p>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table></div>
|
|
</div>
|
|
<br class="table-break">
|
|
</div>
|
|
<table xmlns:rev="http://www.cs.rpi.edu/~gregod/boost/tools/doc/revision" width="100%"><tr>
|
|
<td align="left"></td>
|
|
<td align="right"><div class="copyright-footer">Copyright © 2011 John Maddock<p>
|
|
Distributed under the Boost Software License, Version 1.0. (See accompanying
|
|
file LICENSE_1_0.txt or copy at <a href="http://www.boost.org/LICENSE_1_0.txt" target="_top">http://www.boost.org/LICENSE_1_0.txt</a>)
|
|
</p>
|
|
</div></td>
|
|
</tr></table>
|
|
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