mirror of
https://github.com/saitohirga/WSJT-X.git
synced 2024-11-17 17:42:02 -05:00
637 lines
27 KiB
Plaintext
637 lines
27 KiB
Plaintext
[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).
|
|
]
|
|
|
|
|
|
|
|
|