| [section:high_precision Using Boost.Math with High-Precision Floating-Point Libraries] |
| |
| The special functions, distributions, constants and tools in this library |
| can be used with a number of high-precision libraries, including: |
| |
| * __multiprecision |
| * __e_float |
| * __NTL |
| * __GMP |
| * __MPFR |
| * __float128 |
| |
| The last four have some license restrictions; |
| only __multiprecision when using the `cpp_float` backend |
| can provide an unrestricted [@http://www.boost.org/LICENSE_1_0.txt Boost] license. |
| |
| At present, the price of a free license is slightly lower speed. |
| |
| Of course, the main cost of higher precision is very much decreased |
| (usually at least hundred-fold) computation speed, and big increases in memory use. |
| |
| Some libraries offer true |
| [@http://en.wikipedia.org/wiki/Arbitrary-precision_arithmetic arbitrary-precision arithmetic] |
| where the precision is limited only by available memory and compute time, but most are used |
| at some arbitrarily-fixed precision, say 100 decimal digits, like __multiprecision `cpp_dec_float_100`. |
| |
| __multiprecision can operate in both ways, but the most popular choice is likely to be about a hundred |
| decimal digits, though examples of computing about a million digits have been demonstrated. |
| |
| [section:why_high_precision Why use a high-precision library rather than built-in floating-point types?] |
| |
| For nearly all applications, the built-in floating-point types, `double` |
| (and `long double` if this offers higher precision than `double`) |
| offer enough precision, typically a dozen decimal digits. |
| |
| Some reasons why one would want to use a higher precision: |
| |
| * A much more precise result (many more digits) is just a requirement. |
| * The range of the computed value exceeds the range of the type: factorials are the textbook example. |
| * Using `double` is (or may be) too inaccurate. |
| * Using `long double` (or may be) is too inaccurate. |
| * Using an extended-precision type implemented in software as |
| [@http://en.wikipedia.org/wiki/Double-double_(arithmetic)#Double-double_arithmetic double-double] |
| ([@http://en.wikipedia.org/wiki/Darwin_(operating_system) Darwin]) is sometimes unpredictably inaccurate. |
| * Loss of precision or inaccuracy caused by extreme arguments or cancellation error. |
| * An accuracy as good as possible for a chosen built-in floating-point type is required. |
| * As a reference value, for example, to determine the inaccuracy |
| of a value computed with a built-in floating point type, |
| (perhaps even using some quick'n'dirty algorithm). |
| The accuracy of many functions and distributions in Boost.Math has been measured in this way |
| from tables of very high precision (up to 1000 decimal digits). |
| |
| Many functions and distributions have differences from exact values |
| that are only a few least significant bits - computation noise. |
| Others, often those for which analytical solutions are not available, |
| require approximations and iteration: |
| these may lose several decimal digits of precision. |
| |
| Much larger loss of precision can occur for [@http://en.wikipedia.org/wiki/Boundary_case boundary] |
| or [@http://en.wikipedia.org/wiki/Corner_case corner cases], |
| often caused by [@http://en.wikipedia.org/wiki/Loss_of_significance cancellation errors]. |
| |
| (Some of the worst and most common examples of |
| [@http://en.wikipedia.org/wiki/Loss_of_significance cancellation error or loss of significance] |
| can be avoided by using __complements: see __why_complements). |
| |
| If you require a value which is as accurate as can be represented in the floating-point type, |
| and is thus the closest representable value and has an error less than 1/2 a |
| [@http://en.wikipedia.org/wiki/Least_significant_bit least significant bit] or |
| [@http://en.wikipedia.org/wiki/Unit_in_the_last_place ulp] |
| it may be useful to use a higher-precision type, |
| for example, `cpp_dec_float_50`, to generate this value. |
| Conversion of this value to a built-in floating-point type ('float', `double` or `long double`) |
| will not cause any further loss of precision. |
| A decimal digit string will also be 'read' precisely by the compiler |
| into a built-in floating-point type to the nearest representable value. |
| |
| [note In contrast, reading a value from an `std::istream` into a built-in floating-point type |
| is [*not guaranteed by the C++ Standard] to give the nearest representable value.] |
| |
| William Kahan coined the term |
| [@http://en.wikipedia.org/wiki/Rounding#The_table-maker.27s_dilemma Table-Maker's Dilemma] |
| for the problem of correctly rounding functions. |
| Using a much higher precision (50 or 100 decimal digits) |
| is a practical way of generating (almost always) correctly rounded values. |
| |
| [endsect] [/section:why_high_precision Why use a high-precision library rather than built-in floating-point types?] |
| |
| [section:use_multiprecision Using Boost.Multiprecision] |
| |
| [*All new projects are recommended to use __multiprecision.] |
| |
| [import ../../example/big_seventh.cpp] |
| |
| [big_seventh_example_1] |
| |
| [import ../../example/fft_sines_table.cpp] |
| |
| [fft_sines_table_example_1] |
| |
| The table output is: |
| |
| [fft_sines_table_example_output] |
| |
| [fft_sines_table_example_check] |
| |
| |
| [/TODO another example needed here] |
| |
| [/import ../../example/ibeta_mp_example.cpp] |
| |
| [/ibeta_mp_example_1] |
| |
| [/The program output is:] |
| |
| [/ibeta_mp_output_1] |
| |
| [endsect] [/section:use_multiprecision Using Boost.Multiprecision] |
| |
| [section:float128 Using with GCC's __float128 datatype] |
| |
| At present support for GCC's native `__float128` datatype is extremely limited: the numeric constants |
| will all work with that type, and that's about it. If you want to use the distributions or special |
| functions then you will need to provide your own wrapper header that: |
| |
| * Provides std::numeric_limits<__float128> support. |
| * Provides overloads of the standard library math function for type `__float128`and which forward to the libquadmath equivalents. |
| |
| Ultimately these facilities should be provided by GCC and `libstdc++`. |
| |
| [endsect] |
| |
| [section:use_mpfr Using With MPFR or GMP - High-Precision Floating-Point Library] |
| |
| The special functions and tools in this library can be used with |
| [@http://www.mpfr.org MPFR] (an arbitrary precision number type based on the __GMP), |
| either via the bindings in [@../../../../boost/math/bindings/mpfr.hpp boost/math/bindings/mpfr.hpp], |
| or via [@../../../../boost/math/bindings/mpfr.hpp boost/math/bindings/mpreal.hpp]. |
| |
| [*New projects are recommended to use __multiprecision with GMP/MPFR backend instead.] |
| |
| In order to use these bindings you will need to have installed [@http://www.mpfr.org MPFR] |
| plus its dependency the [@http://gmplib.org GMP library]. You will also need one of the |
| two supported C++ wrappers for MPFR: |
| [@http://math.berkeley.edu/~wilken/code/gmpfrxx/ gmpfrxx (or mpfr_class)], |
| or [@http://www.holoborodko.com/pavel/mpfr/ mpfr-C++ (mpreal)]. |
| |
| Unfortunately neither `mpfr_class` nor `mpreal` quite satisfy our conceptual requirements, |
| so there is a very thin set of additional interfaces and some helper traits defined in |
| [@../../../../boost/math/bindings/mpfr.hpp boost/math/bindings/mpfr.hpp] and |
| [@../../../../boost/math/bindings/mpreal.hpp boost/math/bindings/mpreal.hpp] |
| that you should use in place of including 'gmpfrxx.h' or 'mpreal.h' directly. |
| The classes `mpfr_class` or `mpreal` are |
| then usable unchanged once this header is included, so for example `mpfr_class`'s |
| performance-enhancing expression templates are preserved and fully supported by this library: |
| |
| #include <boost/math/bindings/mpfr.hpp> |
| #include <boost/math/special_functions/gamma.hpp> |
| |
| int main() |
| { |
| mpfr_class::set_dprec(500); // 500 bit precision |
| // |
| // Note that the argument to tgamma is |
| // an expression template - that's just fine here. |
| // |
| mpfr_class v = boost::math::tgamma(sqrt(mpfr_class(2))); |
| std::cout << std::setprecision(50) << v << std::endl; |
| } |
| |
| Alternatively use with `mpreal` would look like: |
| |
| #include <boost/math/bindings/mpreal.hpp> |
| #include <boost/math/special_functions/gamma.hpp> |
| |
| int main() |
| { |
| mpfr::mpreal::set_precision(500); // 500 bit precision |
| mpfr::mpreal v = boost::math::tgamma(sqrt(mpfr::mpreal(2))); |
| std::cout << std::setprecision(50) << v << std::endl; |
| } |
| |
| For those functions that are based upon the __lanczos, the bindings |
| defines a series of approximations with up to 61 terms and accuracy |
| up to approximately 3e-113. This therefore sets the upper limit for accuracy |
| to the majority of functions defined this library when used with either `mpfr_class` or `mpreal`. |
| |
| There is a concept checking test program for mpfr support |
| [@../../../../libs/math/test/mpfr_concept_check.cpp here] and |
| [@../../../../libs/math/test/mpreal_concept_check.cpp here]. |
| |
| [endsect] [/section:use_mpfr Using With MPFR / GMP - a High-Precision Floating-Point Library] |
| |
| [section:e_float Using e_float Library] |
| |
| __multiprecision was a development from the __e_float library by Christopher Kormanyos. |
| |
| e_float can still be used with Boost.Math library via the header: |
| |
| <boost/math/bindings/e_float.hpp> |
| |
| And the type `boost::math::ef::e_float`: |
| this type is a thin wrapper class around ::e_float which provides the necessary |
| syntactic sugar to make everything "just work". |
| |
| There is also a concept checking test program for e_float support |
| [@../../../../libs/math/test/e_float_concept_check.cpp here]. |
| |
| [*New projects are recommended to use __multiprecision with `cpp_float` backend instead.] |
| |
| [endsect] [/section:e_float Using e_float Library] |
| |
| [section:use_ntl Using NTL Library] |
| |
| [@http://shoup.net/ntl/doc/RR.txt NTL::RR] |
| (an arbitrarily-fixed precision floating-point number type), |
| can be used via the bindings in |
| [@../../../../boost/math/bindings/rr.hpp boost/math/bindings/rr.hpp]. |
| For details, see [@http://shoup.net/ntl/ NTL: A Library for doing Number Theory by |
| Victor Shoup]. |
| |
| [*New projects are recommended to use __multiprecision instead.] |
| |
| Unfortunately `NTL::RR` doesn't quite satisfy our conceptual requirements, |
| so there is a very thin wrapper class `boost::math::ntl::RR` defined in |
| [@../../../../boost/math/bindings/rr.hpp boost/math/bindings/rr.hpp] that you |
| should use in place of `NTL::RR`. The class is intended to be a drop-in |
| replacement for the "real" NTL::RR that adds some syntactic sugar to keep |
| this library happy, plus some of the standard library functions not implemented |
| in NTL. |
| |
| For those functions that are based upon the __lanczos, the bindings |
| defines a series of approximations with up to 61 terms and accuracy |
| up to approximately 3e-113. This therefore sets the upper limit for accuracy |
| to the majority of functions defined this library when used with `NTL::RR`. |
| |
| There is a concept checking test program for NTL support |
| [@../../../../libs/math/test/ntl_concept_check.cpp here]. |
| |
| [endsect] [/section:use_ntl Using With NTL - a High-Precision Floating-Point Library] |
| |
| [section:using_test Using without expression templates for Boost.Test and others] |
| |
| As noted in the __multiprecision documentation, certain program constructs will not compile |
| when using expression templates. One example that many users may encounter |
| is Boost.Test (1.54 and earlier) when using macro BOOST_CHECK_CLOSE and BOOST_CHECK_CLOSE_FRACTION. |
| |
| If, for example, you wish to use any multiprecision type like `cpp_dec_float_50` |
| in place of `double` to give more precision, |
| you will need to override the default `boost::multiprecision::et_on` with |
| `boost::multiprecision::et_off`. |
| |
| [import ../../example/test_cpp_float_close_fraction.cpp] |
| |
| [expression_template_1] |
| |
| A full example code is at [@../../example/test_cpp_float_close_fraction.cpp test_cpp_float_close_fraction.cpp] |
| |
| [endsect] [/section:using_test Using without expression templates for Boost.Test and others] |
| [endsect] [/section:high_precision Using With High-Precision Floating-Point Libraries] |
| |
| [section:real_concepts Conceptual Requirements for Real Number Types] |
| |
| The functions and statistical distributions in this library can be used with |
| any type ['RealType] that meets the conceptual requirements given below. All |
| the built-in floating-point types like `double` will meet these requirements. |
| (Built-in types are also called __fundamental_types). |
| |
| User-defined types that meet the conceptual requirements can also be used. |
| For example, with [link math_toolkit.high_precision.use_ntl a thin wrapper class] |
| one of the types provided with [@http://shoup.net/ntl/ NTL (RR)] can be used. |
| But now that __multiprecision library is available, |
| this has become the preferred real-number type, |
| typically __cpp_dec_float or __cpp_bin_float. |
| |
| Submissions of binding to other extended precision types would also still be welcome. |
| |
| The guiding principal behind these requirements is that a ['RealType] |
| behaves just like a built-in floating-point type. |
| |
| [h4 Basic Arithmetic Requirements] |
| |
| These requirements are common to all of the functions in this library. |
| |
| In the following table /r/ is an object of type `RealType`, /cr/ and |
| /cr2/ are objects |
| of type `const RealType`, and /ca/ is an object of type `const arithmetic-type` |
| (arithmetic types include all the built in integers and floating point types). |
| |
| [table |
| [[Expression][Result Type][Notes]] |
| [[`RealType(cr)`][RealType] |
| [RealType is copy constructible.]] |
| [[`RealType(ca)`][RealType] |
| [RealType is copy constructible from the arithmetic types.]] |
| [[`r = cr`][RealType&][Assignment operator.]] |
| [[`r = ca`][RealType&][Assignment operator from the arithmetic types.]] |
| [[`r += cr`][RealType&][Adds cr to r.]] |
| [[`r += ca`][RealType&][Adds ar to r.]] |
| [[`r -= cr`][RealType&][Subtracts cr from r.]] |
| [[`r -= ca`][RealType&][Subtracts ca from r.]] |
| [[`r *= cr`][RealType&][Multiplies r by cr.]] |
| [[`r *= ca`][RealType&][Multiplies r by ca.]] |
| [[`r /= cr`][RealType&][Divides r by cr.]] |
| [[`r /= ca`][RealType&][Divides r by ca.]] |
| [[`-r`][RealType][Unary Negation.]] |
| [[`+r`][RealType&][Identity Operation.]] |
| [[`cr + cr2`][RealType][Binary Addition]] |
| [[`cr + ca`][RealType][Binary Addition]] |
| [[`ca + cr`][RealType][Binary Addition]] |
| [[`cr - cr2`][RealType][Binary Subtraction]] |
| [[`cr - ca`][RealType][Binary Subtraction]] |
| [[`ca - cr`][RealType][Binary Subtraction]] |
| [[`cr * cr2`][RealType][Binary Multiplication]] |
| [[`cr * ca`][RealType][Binary Multiplication]] |
| [[`ca * cr`][RealType][Binary Multiplication]] |
| [[`cr / cr2`][RealType][Binary Subtraction]] |
| [[`cr / ca`][RealType][Binary Subtraction]] |
| [[`ca / cr`][RealType][Binary Subtraction]] |
| [[`cr == cr2`][bool][Equality Comparison]] |
| [[`cr == ca`][bool][Equality Comparison]] |
| [[`ca == cr`][bool][Equality Comparison]] |
| [[`cr != cr2`][bool][Inequality Comparison]] |
| [[`cr != ca`][bool][Inequality Comparison]] |
| [[`ca != cr`][bool][Inequality Comparison]] |
| [[`cr <= cr2`][bool][Less than equal to.]] |
| [[`cr <= ca`][bool][Less than equal to.]] |
| [[`ca <= cr`][bool][Less than equal to.]] |
| [[`cr >= cr2`][bool][Greater than equal to.]] |
| [[`cr >= ca`][bool][Greater than equal to.]] |
| [[`ca >= cr`][bool][Greater than equal to.]] |
| [[`cr < cr2`][bool][Less than comparison.]] |
| [[`cr < ca`][bool][Less than comparison.]] |
| [[`ca < cr`][bool][Less than comparison.]] |
| [[`cr > cr2`][bool][Greater than comparison.]] |
| [[`cr > ca`][bool][Greater than comparison.]] |
| [[`ca > cr`][bool][Greater than comparison.]] |
| [[`boost::math::tools::digits<RealType>()`][int] |
| [The number of digits in the significand of RealType.]] |
| [[`boost::math::tools::max_value<RealType>()`][RealType] |
| [The largest representable number by type RealType.]] |
| [[`boost::math::tools::min_value<RealType>()`][RealType] |
| [The smallest representable number by type RealType.]] |
| [[`boost::math::tools::log_max_value<RealType>()`][RealType] |
| [The natural logarithm of the largest representable number by type RealType.]] |
| [[`boost::math::tools::log_min_value<RealType>()`][RealType] |
| [The natural logarithm of the smallest representable number by type RealType.]] |
| [[`boost::math::tools::epsilon<RealType>()`][RealType] |
| [The machine epsilon of RealType.]] |
| ] |
| |
| Note that: |
| |
| # The functions `log_max_value` and `log_min_value` can be |
| synthesised from the others, and so no explicit specialisation is required. |
| # The function `epsilon` can be synthesised from the others, so no |
| explicit specialisation is required provided the precision |
| of RealType does not vary at runtime (see the header |
| [@../../../../boost/math/bindings/rr.hpp boost/math/bindings/rr.hpp] |
| for an example where the precision does vary at runtime). |
| # The functions `digits`, `max_value` and `min_value`, all get synthesised |
| automatically from `std::numeric_limits`. However, if `numeric_limits` |
| is not specialised for type RealType, then you will get a compiler error |
| when code tries to use these functions, /unless/ you explicitly specialise them. |
| For example if the precision of RealType varies at runtime, then |
| `numeric_limits` support may not be appropriate, see |
| [@../../../../boost/math/bindings/rr.hpp boost/math/bindings/rr.hpp] for examples. |
| |
| [warning |
| If `std::numeric_limits<>` is *not specialized* |
| for type /RealType/ then the default float precision of 6 decimal digits |
| will be used by other Boost programs including: |
| |
| Boost.Test: giving misleading error messages like |
| |
| ['"difference between {9.79796} and {9.79796} exceeds 5.42101e-19%".] |
| |
| Boost.LexicalCast and Boost.Serialization when converting the number |
| to a string, causing potentially serious loss of accuracy on output. |
| |
| Although it might seem obvious that RealType should require `std::numeric_limits` |
| to be specialized, this is not sensible for |
| `NTL::RR` and similar classes where the [*number of digits is a runtime parameter] |
| (whereas for `numeric_limits` everything has to be fixed at compile time). |
| ] |
| |
| [h4 Standard Library Support Requirements] |
| |
| Many (though not all) of the functions in this library make calls |
| to standard library functions, the following table summarises the |
| requirements. Note that most of the functions in this library |
| will only call a small subset of the functions listed here, so if in |
| doubt whether a user-defined type has enough standard library |
| support to be useable the best advise is to try it and see! |
| |
| In the following table /r/ is an object of type `RealType`, |
| /cr1/ and /cr2/ are objects of type `const RealType`, and |
| /i/ is an object of type `int`. |
| |
| [table |
| [[Expression][Result Type]] |
| [[`fabs(cr1)`][RealType]] |
| [[`abs(cr1)`][RealType]] |
| [[`ceil(cr1)`][RealType]] |
| [[`floor(cr1)`][RealType]] |
| [[`exp(cr1)`][RealType]] |
| [[`pow(cr1, cr2)`][RealType]] |
| [[`sqrt(cr1)`][RealType]] |
| [[`log(cr1)`][RealType]] |
| [[`frexp(cr1, &i)`][RealType]] |
| [[`ldexp(cr1, i)`][RealType]] |
| [[`cos(cr1)`][RealType]] |
| [[`sin(cr1)`][RealType]] |
| [[`asin(cr1)`][RealType]] |
| [[`tan(cr1)`][RealType]] |
| [[`atan(cr1)`][RealType]] |
| [[`fmod(cr1)`][RealType]] |
| [[`round(cr1)`][RealType]] |
| [[`iround(cr1)`][int]] |
| [[`trunc(cr1)`][RealType]] |
| [[`itrunc(cr1)`][int]] |
| ] |
| |
| Note that the table above lists only those standard library functions known to |
| be used (or likely to be used in the near future) by this library. |
| The following functions: `acos`, `atan2`, `fmod`, `cosh`, `sinh`, `tanh`, `log10`, |
| `lround`, `llround`, `ltrunc`, `lltrunc` and `modf` |
| are not currently used, but may be if further special functions are added. |
| |
| Note that the `round`, `trunc` and `modf` functions are not part of the |
| current C++ standard: they are part of the additions added to C99 which will |
| likely be in the next C++ standard. There are Boost versions of these provided |
| as a backup, and the functions are always called unqualified so that |
| argument-dependent-lookup can take place. |
| |
| In addition, for efficient and accurate results, a __lanczos is highly desirable. |
| You may be able to adapt an existing approximation from |
| [@../../../../boost/math/special_functions/lanczos.hpp |
| boost/math/special_functions/lanczos.hpp] or |
| [@../../../../boost/math/bindings/detail/big_lanczos.hpp |
| boost/math/bindings/detail/big_lanczos.hpp]: |
| in the former case you will need change |
| `static_cast`'s to `lexical_cast`'s, and the constants to /strings/ |
| (in order to ensure the coefficients aren't truncated to `long doubl`e) |
| and then specialise `lanczos_traits` for type T. Otherwise you may have to hack |
| [@../../tools/lanczos_generator.cpp |
| libs/math/tools/lanczos_generator.cpp] to find a suitable |
| approximation for your RealType. The code will still compile if you don't do |
| this, but both accuracy and efficiency will be greatly compromised in any |
| function that makes use of the gamma\/beta\/erf family of functions. |
| |
| [endsect] [/section:real_concepts Conceptual Requirements for Real Number Types] |
| |
| [section:dist_concept Conceptual Requirements for Distribution Types] |
| |
| A ['DistributionType] is a type that implements the following conceptual |
| requirements, and encapsulates a statistical distribution. |
| |
| Please note that this documentation should not be used as a substitute |
| for the |
| [link math_toolkit.dist_ref reference documentation], and |
| [link math_toolkit.stat_tut tutorial] of the statistical |
| distributions. |
| |
| In the following table, ['d] is an object of type `DistributionType`, |
| ['cd] is an object of type `const DistributionType` and ['cr] is an |
| object of a type convertible to `RealType`. |
| |
| [table |
| [[Expression][Result Type][Notes]] |
| [[DistributionType::value_type][RealType] |
| [The real-number type /RealType/ upon which the distribution operates.]] |
| [[DistributionType::policy_type][RealType] |
| [The __Policy to use when evaluating functions that depend on this distribution.]] |
| [[d = cd][Distribution&][Distribution types are assignable.]] |
| [[Distribution(cd)][Distribution][Distribution types are copy constructible.]] |
| [[pdf(cd, cr)][RealType][Returns the PDF of the distribution.]] |
| [[cdf(cd, cr)][RealType][Returns the CDF of the distribution.]] |
| [[cdf(complement(cd, cr))][RealType] |
| [Returns the complement of the CDF of the distribution, |
| the same as: `1-cdf(cd, cr)`]] |
| [[quantile(cd, cr)][RealType][Returns the quantile (or percentile) of the distribution.]] |
| [[quantile(complement(cd, cr))][RealType] |
| [Returns the quantile (or percentile) of the distribution, starting from |
| the complement of the probability, the same as: `quantile(cd, 1-cr)`]] |
| [[chf(cd, cr)][RealType][Returns the cumulative hazard function of the distribution.]] |
| [[hazard(cd, cr)][RealType][Returns the hazard function of the distribution.]] |
| [[kurtosis(cd)][RealType][Returns the kurtosis of the distribution.]] |
| [[kurtosis_excess(cd)][RealType][Returns the kurtosis excess of the distribution.]] |
| [[mean(cd)][RealType][Returns the mean of the distribution.]] |
| [[mode(cd)][RealType][Returns the mode of the distribution.]] |
| [[skewness(cd)][RealType][Returns the skewness of the distribution.]] |
| [[standard_deviation(cd)][RealType][Returns the standard deviation of the distribution.]] |
| [[variance(cd)][RealType][Returns the variance of the distribution.]] |
| ] |
| |
| [endsect] [/ section:dist_concept Conceptual Requirements for Distribution Types] |
| |
| [section:archetypes Conceptual Archetypes for Reals and Distributions] |
| |
| There are a few concept archetypes available: |
| |
| * Real concept for floating-point types. |
| * Distribution concept for statistical distributions. |
| |
| [h5:real_concept Real concept] |
| |
| `std_real_concept` is an archetype for theReal types, |
| including the built-in float, double, long double. |
| |
| ``#include <boost/concepts/std_real_concept.hpp>`` |
| |
| namespace boost{ |
| namespace math{ |
| namespace concepts |
| { |
| class std_real_concept; |
| } |
| }} // namespaces |
| |
| |
| The main purpose in providing this type is to verify |
| that standard library functions are found via a using declaration - |
| bringing those functions into the current scope - |
| and not just because they happen to be in global scope. |
| |
| In order to ensure that a call to say `pow` can be found |
| either via argument dependent lookup, or failing that then |
| in the std namespace: all calls to standard library functions |
| are unqualified, with the std:: versions found via a `using` declaration |
| to make them visible in the current scope. Unfortunately it's all |
| to easy to forget the `using` declaration, and call the double version of |
| the function that happens to be in the global scope by mistake. |
| |
| For example if the code calls ::pow rather than std::pow, |
| the code will cleanly compile, but truncation of long doubles to |
| double will cause a significant loss of precision. |
| In contrast a template instantiated with std_real_concept will *only* |
| compile if the all the standard library functions used have |
| been brought into the current scope with a using declaration. |
| |
| [h6 Testing the real concept] |
| |
| There is a test program |
| [@../../test/std_real_concept_check.cpp libs/math/test/std_real_concept_check.cpp] |
| that instantiates every template in this library with type |
| `std_real_concept` to verify its usage of standard library functions. |
| |
| ``#include <boost/math/concepts/real_concept.hpp>`` |
| |
| namespace boost{ |
| namespace math{ |
| namespace concepts{ |
| |
| class real_concept; |
| |
| }}} // namespaces |
| |
| `real_concept` is an archetype for |
| [link math_toolkit.real_concepts user defined real types], |
| it declares its standard library functions in its own |
| namespace: these will only be found if they are called unqualified |
| allowing argument dependent lookup to locate them. In addition |
| this type is useable at runtime: |
| this allows code that would not otherwise be exercised by the built-in |
| floating point types to be tested. There is no std::numeric_limits<> |
| support for this type, since numeric_limits is not a conceptual requirement |
| for [link math_toolkit.real_concepts RealType]s. |
| |
| NTL RR is an example of a type meeting the requirements that this type |
| models, but note that use of a thin wrapper class is required: refer to |
| [link math_toolkit.high_precision.use_ntl "Using With NTL - a High-Precision Floating-Point Library"]. |
| |
| There is no specific test case for type `real_concept`, instead, since this |
| type is usable at runtime, each individual test case as well as testing |
| `float`, `double` and `long double`, also tests `real_concept`. |
| |
| [h6:distribution_concept Distribution Concept] |
| |
| Distribution Concept models statistical distributions. |
| |
| ``#include <boost/math/concepts/distribution.hpp>`` |
| |
| namespace boost{ |
| namespace math{ |
| namespace concepts |
| { |
| template <class RealType> |
| class distribution_archetype; |
| |
| template <class Distribution> |
| struct DistributionConcept; |
| |
| }}} // namespaces |
| |
| The class template `distribution_archetype` is a model of the |
| [link math_toolkit.dist_concept Distribution concept]. |
| |
| The class template `DistributionConcept` is a |
| [@../../../../libs/concept_check/index.html concept checking class] |
| for distribution types. |
| |
| [h6 Testing the distribution concept] |
| |
| The test program |
| [@../../test/compile_test/distribution_concept_check.cpp distribution_concept_check.cpp] |
| is responsible for using `DistributionConcept` to verify that all the |
| distributions in this library conform to the |
| [link math_toolkit.dist_concept Distribution concept]. |
| |
| The class template `DistributionConcept` verifies the existence |
| (but not proper function) of the non-member accessors |
| required by the [link math_toolkit.dist_concept Distribution concept]. |
| These are checked by calls like |
| |
| v = pdf(dist, x); // (Result v is ignored). |
| |
| And in addition, those that accept two arguments do the right thing when the |
| arguments are of different types (the result type is always the same as the |
| distribution's value_type). (This is implemented by some additional |
| forwarding-functions in derived_accessors.hpp, so that there is no need for |
| any code changes. Likewise boilerplate versions of the |
| hazard\/chf\/coefficient_of_variation functions are implemented in |
| there too.) |
| |
| [endsect] [/section:archetypes Conceptual Archetypes for Reals and Distributions] |
| [/ |
| Copyright 2006, 2010, 2012 John Maddock and Paul A. Bristow. |
| Distributed under the Boost Software License, Version 1.0. |
| (See accompanying file LICENSE_1_0.txt or copy at |
| http://www.boost.org/LICENSE_1_0.txt). |
| ] |
| |
| |
| |
| |