summaryrefslogtreecommitdiffstats
path: root/src/boost/libs/math/minimax
diff options
context:
space:
mode:
authorDaniel Baumann <daniel.baumann@progress-linux.org>2024-04-07 18:45:59 +0000
committerDaniel Baumann <daniel.baumann@progress-linux.org>2024-04-07 18:45:59 +0000
commit19fcec84d8d7d21e796c7624e521b60d28ee21ed (patch)
tree42d26aa27d1e3f7c0b8bd3fd14e7d7082f5008dc /src/boost/libs/math/minimax
parentInitial commit. (diff)
downloadceph-19fcec84d8d7d21e796c7624e521b60d28ee21ed.tar.xz
ceph-19fcec84d8d7d21e796c7624e521b60d28ee21ed.zip
Adding upstream version 16.2.11+ds.upstream/16.2.11+dsupstream
Signed-off-by: Daniel Baumann <daniel.baumann@progress-linux.org>
Diffstat (limited to 'src/boost/libs/math/minimax')
-rw-r--r--src/boost/libs/math/minimax/Jamfile.v246
-rw-r--r--src/boost/libs/math/minimax/f.cpp404
-rw-r--r--src/boost/libs/math/minimax/main.cpp650
-rw-r--r--src/boost/libs/math/minimax/multiprecision.hpp224
4 files changed, 1324 insertions, 0 deletions
diff --git a/src/boost/libs/math/minimax/Jamfile.v2 b/src/boost/libs/math/minimax/Jamfile.v2
new file mode 100644
index 000000000..81790f9a6
--- /dev/null
+++ b/src/boost/libs/math/minimax/Jamfile.v2
@@ -0,0 +1,46 @@
+# Copyright John Maddock 2010
+# Copyright Paul A. Bristow 2018
+# 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.
+# \math_toolkit\libs\math\minimax\jamfile.v2
+# Runs minimax using multiprecision, (rather than gmp and mpfr)
+
+# bring in the rules for testing.
+import modules ;
+import path ;
+
+project
+ : requirements
+ <toolset>gcc:<cxxflags>-Wno-missing-braces
+ <toolset>darwin:<cxxflags>-Wno-missing-braces
+ <toolset>acc:<cxxflags>+W2068,2461,2236,4070,4069
+ <toolset>intel-win:<cxxflags>-nologo
+ <toolset>intel-win:<linkflags>-nologo
+ <toolset>msvc:<warnings>all
+ <toolset>msvc:<asynch-exceptions>on
+ <toolset>msvc:<cxxflags>/wd4996
+ <toolset>msvc:<cxxflags>/wd4512
+ <toolset>msvc:<cxxflags>/wd4610
+ <toolset>msvc:<cxxflags>/wd4510
+ <toolset>msvc:<cxxflags>/wd4127
+ <toolset>msvc:<cxxflags>/wd4701 # needed for lexical cast - temporary.
+ <link>static
+ <toolset>borland:<runtime-link>static
+ <include>../../..
+ <define>BOOST_ALL_NO_LIB=1
+ <define>BOOST_UBLAS_UNSUPPORTED_COMPILER=0
+ <include>.
+ <include>../include_private
+ #<include>$(ntl-path)/include
+ ;
+
+#lib mpfr : gmp : <name>mpfr ;
+
+#lib gmp : : <name>gmp ;
+
+# exe minimax : f.cpp main.cpp gmp mpfr ;
+exe minimax : f.cpp main.cpp ;
+
+install bin : minimax ;
+
diff --git a/src/boost/libs/math/minimax/f.cpp b/src/boost/libs/math/minimax/f.cpp
new file mode 100644
index 000000000..6ea405800
--- /dev/null
+++ b/src/boost/libs/math/minimax/f.cpp
@@ -0,0 +1,404 @@
+// (C) Copyright John Maddock 2006.
+// Use, modification and distribution are subject to 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)
+
+#define L22
+//#include "../tools/ntl_rr_lanczos.hpp"
+//#include "../tools/ntl_rr_digamma.hpp"
+#include "multiprecision.hpp"
+#include <boost/math/tools/polynomial.hpp>
+#include <boost/math/special_functions.hpp>
+#include <boost/math/special_functions/zeta.hpp>
+#include <boost/math/special_functions/expint.hpp>
+#include <boost/math/special_functions/lambert_w.hpp>
+
+#include <cmath>
+
+
+mp_type f(const mp_type& x, int variant)
+{
+ static const mp_type tiny = boost::math::tools::min_value<mp_type>() * 64;
+ switch(variant)
+ {
+ case 0:
+ {
+ mp_type x_ = sqrt(x == 0 ? 1e-80 : x);
+ return boost::math::erf(x_) / x_;
+ }
+ case 1:
+ {
+ mp_type x_ = 1 / x;
+ return boost::math::erfc(x_) * x_ / exp(-x_ * x_);
+ }
+ case 2:
+ {
+ return boost::math::erfc(x) * x / exp(-x * x);
+ }
+ case 3:
+ {
+ mp_type y(x);
+ if(y == 0)
+ y += tiny;
+ return boost::math::lgamma(y+2) / y - 0.5;
+ }
+ case 4:
+ //
+ // lgamma in the range [2,3], use:
+ //
+ // lgamma(x) = (x-2) * (x + 1) * (c + R(x - 2))
+ //
+ // Works well at 80-bit long double precision, but doesn't
+ // stretch to 128-bit precision.
+ //
+ if(x == 0)
+ {
+ return boost::lexical_cast<mp_type>("0.42278433509846713939348790991759756895784066406008") / 3;
+ }
+ return boost::math::lgamma(x+2) / (x * (x+3));
+ case 5:
+ {
+ //
+ // lgamma in the range [1,2], use:
+ //
+ // lgamma(x) = (x - 1) * (x - 2) * (c + R(x - 1))
+ //
+ // works well over [1, 1.5] but not near 2 :-(
+ //
+ mp_type r1 = boost::lexical_cast<mp_type>("0.57721566490153286060651209008240243104215933593992");
+ mp_type r2 = boost::lexical_cast<mp_type>("0.42278433509846713939348790991759756895784066406008");
+ if(x == 0)
+ {
+ return r1;
+ }
+ if(x == 1)
+ {
+ return r2;
+ }
+ return boost::math::lgamma(x+1) / (x * (x - 1));
+ }
+ case 6:
+ {
+ //
+ // lgamma in the range [1.5,2], use:
+ //
+ // lgamma(x) = (2 - x) * (1 - x) * (c + R(2 - x))
+ //
+ // works well over [1.5, 2] but not near 1 :-(
+ //
+ mp_type r1 = boost::lexical_cast<mp_type>("0.57721566490153286060651209008240243104215933593992");
+ mp_type r2 = boost::lexical_cast<mp_type>("0.42278433509846713939348790991759756895784066406008");
+ if(x == 0)
+ {
+ return r2;
+ }
+ if(x == 1)
+ {
+ return r1;
+ }
+ return boost::math::lgamma(2-x) / (x * (x - 1));
+ }
+ case 7:
+ {
+ //
+ // erf_inv in range [0, 0.5]
+ //
+ mp_type y = x;
+ if(y == 0)
+ y = boost::math::tools::epsilon<mp_type>() / 64;
+ return boost::math::erf_inv(y) / (y * (y+10));
+ }
+ case 8:
+ {
+ //
+ // erfc_inv in range [0.25, 0.5]
+ // Use an y-offset of 0.25, and range [0, 0.25]
+ // abs error, auto y-offset.
+ //
+ mp_type y = x;
+ if(y == 0)
+ y = boost::lexical_cast<mp_type>("1e-5000");
+ return sqrt(-2 * log(y)) / boost::math::erfc_inv(y);
+ }
+ case 9:
+ {
+ mp_type x2 = x;
+ if(x2 == 0)
+ x2 = boost::lexical_cast<mp_type>("1e-5000");
+ mp_type y = exp(-x2*x2); // sqrt(-log(x2)) - 5;
+ return boost::math::erfc_inv(y) / x2;
+ }
+ case 10:
+ {
+ //
+ // Digamma over the interval [1,2], set x-offset to 1
+ // and optimise for absolute error over [0,1].
+ //
+ int current_precision = get_working_precision();
+ if(current_precision < 1000)
+ set_working_precision(1000);
+ //
+ // This value for the root of digamma is calculated using our
+ // differentiated lanczos approximation. It agrees with Cody
+ // to ~ 25 digits and to Morris to 35 digits. See:
+ // TOMS ALGORITHM 708 (Didonato and Morris).
+ // and Math. Comp. 27, 123-127 (1973) by Cody, Strecok and Thacher.
+ //
+ //mp_type root = boost::lexical_cast<mp_type>("1.4616321449683623412626595423257213234331845807102825466429633351908372838889871");
+ //
+ // Actually better to calculate the root on the fly, it appears to be more
+ // accurate: convergence is easier with the 1000-bit value, the approximation
+ // produced agrees with functions.mathworld.com values to 35 digits even quite
+ // near the root.
+ //
+ static boost::math::tools::eps_tolerance<mp_type> tol(1000);
+ static boost::uintmax_t max_iter = 1000;
+ mp_type (*pdg)(mp_type) = &boost::math::digamma;
+ static const mp_type root = boost::math::tools::bracket_and_solve_root(pdg, mp_type(1.4), mp_type(1.5), true, tol, max_iter).first;
+
+ mp_type x2 = x;
+ double lim = 1e-65;
+ if(fabs(x2 - root) < lim)
+ {
+ //
+ // This is a problem area:
+ // x2-root suffers cancellation error, so does digamma.
+ // That gets compounded again when Remez calculates the error
+ // function. This cludge seems to stop the worst of the problems:
+ //
+ static const mp_type a = boost::math::digamma(root - lim) / -lim;
+ static const mp_type b = boost::math::digamma(root + lim) / lim;
+ mp_type fract = (x2 - root + lim) / (2*lim);
+ mp_type r = (1-fract) * a + fract * b;
+ std::cout << "In root area: " << r;
+ return r;
+ }
+ mp_type result = boost::math::digamma(x2) / (x2 - root);
+ if(current_precision < 1000)
+ set_working_precision(current_precision);
+ return result;
+ }
+ case 11:
+ // expm1:
+ if(x == 0)
+ {
+ static mp_type lim = 1e-80;
+ static mp_type a = boost::math::expm1(-lim);
+ static mp_type b = boost::math::expm1(lim);
+ static mp_type l = (b-a) / (2 * lim);
+ return l;
+ }
+ return boost::math::expm1(x) / x;
+ case 12:
+ // demo, and test case:
+ return exp(x);
+ case 13:
+ // K(k):
+ {
+ return boost::math::ellint_1(x);
+ }
+ case 14:
+ // K(k)
+ {
+ return boost::math::ellint_1(1-x) / log(x);
+ }
+ case 15:
+ // E(k)
+ {
+ // x = 1-k^2
+ mp_type z = 1 - x * log(x);
+ return boost::math::ellint_2(sqrt(1-x)) / z;
+ }
+ case 16:
+ // Bessel I0(x) over [0,16]:
+ {
+ return boost::math::cyl_bessel_i(0, sqrt(x));
+ }
+ case 17:
+ // Bessel I0(x) over [16,INF]
+ {
+ mp_type z = 1 / (mp_type(1)/16 - x);
+ return boost::math::cyl_bessel_i(0, z) * sqrt(z) / exp(z);
+ }
+ case 18:
+ // Zeta over [0, 1]
+ {
+ return boost::math::zeta(1 - x) * x - x;
+ }
+ case 19:
+ // Zeta over [1, n]
+ {
+ return boost::math::zeta(x) - 1 / (x - 1);
+ }
+ case 20:
+ // Zeta over [a, b] : a >> 1
+ {
+ return log(boost::math::zeta(x) - 1);
+ }
+ case 21:
+ // expint[1] over [0,1]:
+ {
+ mp_type tiny = boost::lexical_cast<mp_type>("1e-5000");
+ mp_type z = (x <= tiny) ? tiny : x;
+ return boost::math::expint(1, z) - z + log(z);
+ }
+ case 22:
+ // expint[1] over [1,N],
+ // Note that x varies from [0,1]:
+ {
+ mp_type z = 1 / x;
+ return boost::math::expint(1, z) * exp(z) * z;
+ }
+ case 23:
+ // expin Ei over [0,R]
+ {
+ static const mp_type root =
+ boost::lexical_cast<mp_type>("0.372507410781366634461991866580119133535689497771654051555657435242200120636201854384926049951548942392");
+ mp_type z = x < (std::numeric_limits<long double>::min)() ? (std::numeric_limits<long double>::min)() : x;
+ return (boost::math::expint(z) - log(z / root)) / (z - root);
+ }
+ case 24:
+ // Expint Ei for large x:
+ {
+ static const mp_type root =
+ boost::lexical_cast<mp_type>("0.372507410781366634461991866580119133535689497771654051555657435242200120636201854384926049951548942392");
+ mp_type z = x < (std::numeric_limits<long double>::min)() ? (std::numeric_limits<long double>::max)() : mp_type(1 / x);
+ return (boost::math::expint(z) - z) * z * exp(-z);
+ //return (boost::math::expint(z) - log(z)) * z * exp(-z);
+ }
+ case 25:
+ // Expint Ei for large x:
+ {
+ return (boost::math::expint(x) - x) * x * exp(-x);
+ }
+ case 26:
+ {
+ //
+ // erf_inv in range [0, 0.5]
+ //
+ mp_type y = x;
+ if(y == 0)
+ y = boost::math::tools::epsilon<mp_type>() / 64;
+ y = sqrt(y);
+ return boost::math::erf_inv(y) / (y);
+ }
+ case 28:
+ {
+ // log1p over [-0.5,0.5]
+ mp_type y = x;
+ if(fabs(y) < 1e-100)
+ y = (y == 0) ? 1e-100 : boost::math::sign(y) * 1e-100;
+ return (boost::math::log1p(y) - y + y * y / 2) / (y);
+ }
+ case 29:
+ {
+ // cbrt over [0.5, 1]
+ return boost::math::cbrt(x);
+ }
+ case 30:
+ {
+ // trigamma over [x,y]
+ mp_type y = x;
+ y = sqrt(y);
+ return boost::math::trigamma(x) * (x * x);
+ }
+ case 31:
+ {
+ // trigamma over [x, INF]
+ if(x == 0) return 1;
+ mp_type y = (x == 0) ? (std::numeric_limits<double>::max)() / 2 : mp_type(1/x);
+ return boost::math::trigamma(y) * y;
+ }
+ case 32:
+ {
+ // I0 over [N, INF]
+ // Don't need to go past x = 1/1000 = 1e-3 for double, or
+ // 1/15000 = 0.0006 for long double, start at 1/7.75=0.13
+ mp_type arg = 1 / x;
+ return sqrt(arg) * exp(-arg) * boost::math::cyl_bessel_i(0, arg);
+ }
+ case 33:
+ {
+ // I0 over [0, N]
+ mp_type xx = sqrt(x) * 2;
+ return (boost::math::cyl_bessel_i(0, xx) - 1) / x;
+ }
+ case 34:
+ {
+ // I1 over [0, N]
+ mp_type xx = sqrt(x) * 2;
+ return (boost::math::cyl_bessel_i(1, xx) * 2 / xx - 1 - x / 2) / (x * x);
+ }
+ case 35:
+ {
+ // I1 over [N, INF]
+ mp_type xx = 1 / x;
+ return boost::math::cyl_bessel_i(1, xx) * sqrt(xx) * exp(-xx);
+ }
+ case 36:
+ {
+ // K0 over [0, 1]
+ mp_type xx = sqrt(x);
+ return boost::math::cyl_bessel_k(0, xx) + log(xx) * boost::math::cyl_bessel_i(0, xx);
+ }
+ case 37:
+ {
+ // K0 over [1, INF]
+ mp_type xx = 1 / x;
+ return boost::math::cyl_bessel_k(0, xx) * exp(xx) * sqrt(xx);
+ }
+ case 38:
+ {
+ // K1 over [0, 1]
+ mp_type xx = sqrt(x);
+ return (boost::math::cyl_bessel_k(1, xx) - log(xx) * boost::math::cyl_bessel_i(1, xx) - 1 / xx) / xx;
+ }
+ case 39:
+ {
+ // K1 over [1, INF]
+ mp_type xx = 1 / x;
+ return boost::math::cyl_bessel_k(1, xx) * sqrt(xx) * exp(xx);
+ }
+ // Lambert W0
+ case 40:
+ return boost::math::lambert_w0(x);
+ case 41:
+ {
+ if (x == 0)
+ return 1;
+ return boost::math::lambert_w0(x) / x;
+ }
+ case 42:
+ {
+ static const mp_type e1 = exp(mp_type(-1));
+ return x / -boost::math::lambert_w0(-e1 + x);
+ }
+ case 43:
+ {
+ mp_type xx = 1 / x;
+ return 1 / boost::math::lambert_w0(xx);
+ }
+ case 44:
+ {
+ mp_type ex = exp(x);
+ return boost::math::lambert_w0(ex) - x;
+ }
+ }
+ return 0;
+}
+
+void show_extra(
+ const boost::math::tools::polynomial<mp_type>& n,
+ const boost::math::tools::polynomial<mp_type>& d,
+ const mp_type& x_offset,
+ const mp_type& y_offset,
+ int variant)
+{
+ switch(variant)
+ {
+ default:
+ // do nothing here...
+ ;
+ }
+}
+
diff --git a/src/boost/libs/math/minimax/main.cpp b/src/boost/libs/math/minimax/main.cpp
new file mode 100644
index 000000000..6ff018762
--- /dev/null
+++ b/src/boost/libs/math/minimax/main.cpp
@@ -0,0 +1,650 @@
+// (C) Copyright John Maddock 2006.
+// Use, modification and distribution are subject to 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)
+
+#define BOOST_TEST_MODULE foobar
+#define BOOST_UBLAS_TYPE_CHECK_EPSILON (type_traits<real_type>::type_sqrt (boost::math::tools::epsilon <real_type>()))
+#define BOOST_UBLAS_TYPE_CHECK_MIN (type_traits<real_type>::type_sqrt ( boost::math::tools::min_value<real_type>()))
+#define BOOST_UBLAS_NDEBUG
+
+#include "multiprecision.hpp"
+
+#include <boost/math/tools/remez.hpp>
+#include <boost/math/tools/test.hpp>
+#include <boost/math/special_functions/binomial.hpp>
+#include <boost/spirit/include/classic_core.hpp>
+#include <boost/spirit/include/classic_actor.hpp>
+#include <boost/lexical_cast.hpp>
+#include <iostream>
+#include <iomanip>
+#include <string>
+#include <boost/test/included/unit_test.hpp> // for test_main
+#include <boost/multiprecision/cpp_bin_float.hpp>
+
+
+extern mp_type f(const mp_type& x, int variant);
+extern void show_extra(
+ const boost::math::tools::polynomial<mp_type>& n,
+ const boost::math::tools::polynomial<mp_type>& d,
+ const mp_type& x_offset,
+ const mp_type& y_offset,
+ int variant);
+
+using namespace boost::spirit::classic;
+
+mp_type a(0), b(1); // range to optimise over
+bool rel_error(true);
+bool pin(false);
+int orderN(3);
+int orderD(1);
+int target_precision = boost::math::tools::digits<long double>();
+int working_precision = target_precision * 2;
+bool started(false);
+int variant(0);
+int skew(0);
+int brake(50);
+mp_type x_offset(0), y_offset(0), x_scale(1);
+bool auto_offset_y;
+
+boost::shared_ptr<boost::math::tools::remez_minimax<mp_type> > p_remez;
+
+mp_type the_function(const mp_type& val)
+{
+ return f(x_scale * (val + x_offset), variant) + y_offset;
+}
+
+void step_some(unsigned count)
+{
+ try{
+ set_working_precision(working_precision);
+ if(!started)
+ {
+ //
+ // If we have an automatic y-offset calculate it now:
+ //
+ if(auto_offset_y)
+ {
+ mp_type fa, fb, fm;
+ fa = f(x_scale * (a + x_offset), variant);
+ fb = f(x_scale * (b + x_offset), variant);
+ fm = f(x_scale * ((a+b)/2 + x_offset), variant);
+ y_offset = -(fa + fb + fm) / 3;
+ set_output_precision(5);
+ std::cout << "Setting auto-y-offset to " << y_offset << std::endl;
+ }
+ //
+ // Truncate offsets to float precision:
+ //
+ x_offset = round_to_precision(x_offset, 20);
+ y_offset = round_to_precision(y_offset, 20);
+ //
+ // Construct new Remez state machine:
+ //
+ p_remez.reset(new boost::math::tools::remez_minimax<mp_type>(
+ &the_function,
+ orderN, orderD,
+ a, b,
+ pin,
+ rel_error,
+ skew,
+ working_precision));
+ std::cout << "Max error in interpolated form: " << std::setprecision(3) << std::scientific << boost::math::tools::real_cast<double>(p_remez->max_error()) << std::endl;
+ //
+ // Signal that we've started:
+ //
+ started = true;
+ }
+ unsigned i;
+ for(i = 0; i < count; ++i)
+ {
+ std::cout << "Stepping..." << std::endl;
+ p_remez->set_brake(brake);
+ mp_type r = p_remez->iterate();
+ set_output_precision(3);
+ std::cout
+ << "Maximum Deviation Found: " << std::setprecision(3) << std::scientific << boost::math::tools::real_cast<double>(p_remez->max_error()) << std::endl
+ << "Expected Error Term: " << std::setprecision(3) << std::scientific << boost::math::tools::real_cast<double>(p_remez->error_term()) << std::endl
+ << "Maximum Relative Change in Control Points: " << std::setprecision(3) << std::scientific << boost::math::tools::real_cast<double>(r) << std::endl;
+ }
+ }
+ catch(const std::exception& e)
+ {
+ std::cout << "Step failed with exception: " << e.what() << std::endl;
+ }
+}
+
+void step(const char*, const char*)
+{
+ step_some(1);
+}
+
+void show(const char*, const char*)
+{
+ set_working_precision(working_precision);
+ if(started)
+ {
+ boost::math::tools::polynomial<mp_type> n = p_remez->numerator();
+ boost::math::tools::polynomial<mp_type> d = p_remez->denominator();
+ std::vector<mp_type> cn = n.chebyshev();
+ std::vector<mp_type> cd = d.chebyshev();
+ int prec = 2 + (target_precision * 3010LL)/10000;
+ std::cout << std::scientific << std::setprecision(prec);
+ set_output_precision(prec);
+ boost::numeric::ublas::vector<mp_type> v = p_remez->zero_points();
+
+ std::cout << " Zeros = {\n";
+ unsigned i;
+ for(i = 0; i < v.size(); ++i)
+ {
+ std::cout << " " << v[i] << std::endl;
+ }
+ std::cout << " }\n";
+
+ v = p_remez->chebyshev_points();
+ std::cout << " Chebeshev Control Points = {\n";
+ for(i = 0; i < v.size(); ++i)
+ {
+ std::cout << " " << v[i] << std::endl;
+ }
+ std::cout << " }\n";
+
+ std::cout << "X offset: " << x_offset << std::endl;
+ std::cout << "X scale: " << x_scale << std::endl;
+ std::cout << "Y offset: " << y_offset << std::endl;
+
+ std::cout << "P = {";
+ for(i = 0; i < n.size(); ++i)
+ {
+ std::cout << " " << n[i] << "L," << std::endl;
+ }
+ std::cout << " }\n";
+
+ std::cout << "Q = {";
+ for(i = 0; i < d.size(); ++i)
+ {
+ std::cout << " " << d[i] << "L," << std::endl;
+ }
+ std::cout << " }\n";
+
+ std::cout << "CP = {";
+ for(i = 0; i < cn.size(); ++i)
+ {
+ std::cout << " " << cn[i] << "L," << std::endl;
+ }
+ std::cout << " }\n";
+
+ std::cout << "CQ = {";
+ for(i = 0; i < cd.size(); ++i)
+ {
+ std::cout << " " << cd[i] << "L," << std::endl;
+ }
+ std::cout << " }\n";
+
+ show_extra(n, d, x_offset, y_offset, variant);
+ }
+ else
+ {
+ std::cerr << "Nothing to display" << std::endl;
+ }
+}
+
+void do_graph(unsigned points)
+{
+ set_working_precision(working_precision);
+ mp_type step = (b - a) / (points - 1);
+ mp_type x = a;
+ while(points > 1)
+ {
+ set_output_precision(10);
+ std::cout << std::setprecision(10) << std::setw(30) << std::left
+ << boost::lexical_cast<std::string>(x) << the_function(x) << std::endl;
+ --points;
+ x += step;
+ }
+ std::cout << std::setprecision(10) << std::setw(30) << std::left
+ << boost::lexical_cast<std::string>(b) << the_function(b) << std::endl;
+}
+
+void graph(const char*, const char*)
+{
+ do_graph(3);
+}
+
+template <class T>
+mp_type convert_to_rr(const T& val)
+{
+ return val;
+}
+template <class Backend, boost::multiprecision::expression_template_option ET>
+mp_type convert_to_rr(const boost::multiprecision::number<Backend, ET>& val)
+{
+ return boost::lexical_cast<mp_type>(val.str());
+}
+
+template <class T>
+void do_test(T, const char* name)
+{
+ set_working_precision(working_precision);
+ if(started)
+ {
+ //
+ // We want to test the approximation at fixed precision:
+ // either float, double or long double. Begin by getting the
+ // polynomials:
+ //
+ boost::math::tools::polynomial<T> n, d;
+ boost::math::tools::polynomial<mp_type> nr, dr;
+ nr = p_remez->numerator();
+ dr = p_remez->denominator();
+ n = nr;
+ d = dr;
+
+ std::vector<mp_type> cn1, cd1;
+ cn1 = nr.chebyshev();
+ cd1 = dr.chebyshev();
+ std::vector<T> cn, cd;
+ for(unsigned i = 0; i < cn1.size(); ++i)
+ {
+ cn.push_back(boost::math::tools::real_cast<T>(cn1[i]));
+ }
+ for(unsigned i = 0; i < cd1.size(); ++i)
+ {
+ cd.push_back(boost::math::tools::real_cast<T>(cd1[i]));
+ }
+ //
+ // We'll test at the Chebeshev control points which is where
+ // (in theory) the largest deviation should occur. For good
+ // measure we'll test at the zeros as well:
+ //
+ boost::numeric::ublas::vector<mp_type>
+ zeros(p_remez->zero_points()),
+ cheb(p_remez->chebyshev_points());
+
+ mp_type max_error(0), cheb_max_error(0);
+
+ //
+ // Do the tests at the zeros:
+ //
+ std::cout << "Starting tests at " << name << " precision...\n";
+ std::cout << "Absissa Error (Poly) Error (Cheb)\n";
+ for(unsigned i = 0; i < zeros.size(); ++i)
+ {
+ mp_type true_result = the_function(zeros[i]);
+ T absissa = boost::math::tools::real_cast<T>(zeros[i]);
+ mp_type test_result = convert_to_rr(n.evaluate(absissa) / d.evaluate(absissa));
+ mp_type cheb_result = convert_to_rr(boost::math::tools::evaluate_chebyshev(cn, absissa) / boost::math::tools::evaluate_chebyshev(cd, absissa));
+ mp_type err, cheb_err;
+ if(rel_error)
+ {
+ err = boost::math::tools::relative_error(test_result, true_result);
+ cheb_err = boost::math::tools::relative_error(cheb_result, true_result);
+ }
+ else
+ {
+ err = fabs(test_result - true_result);
+ cheb_err = fabs(cheb_result - true_result);
+ }
+ if(err > max_error)
+ max_error = err;
+ if(cheb_err > cheb_max_error)
+ cheb_max_error = cheb_err;
+ std::cout << std::setprecision(6) << std::setw(15) << std::left << absissa
+ << std::setw(15) << std::left << boost::math::tools::real_cast<T>(err) << boost::math::tools::real_cast<T>(cheb_err) << std::endl;
+ }
+ //
+ // Do the tests at the Chebeshev control points:
+ //
+ for(unsigned i = 0; i < cheb.size(); ++i)
+ {
+ mp_type true_result = the_function(cheb[i]);
+ T absissa = boost::math::tools::real_cast<T>(cheb[i]);
+ mp_type test_result = convert_to_rr(n.evaluate(absissa) / d.evaluate(absissa));
+ mp_type cheb_result = convert_to_rr(boost::math::tools::evaluate_chebyshev(cn, absissa) / boost::math::tools::evaluate_chebyshev(cd, absissa));
+ mp_type err, cheb_err;
+ if(rel_error)
+ {
+ err = boost::math::tools::relative_error(test_result, true_result);
+ cheb_err = boost::math::tools::relative_error(cheb_result, true_result);
+ }
+ else
+ {
+ err = fabs(test_result - true_result);
+ cheb_err = fabs(cheb_result - true_result);
+ }
+ if(err > max_error)
+ max_error = err;
+ std::cout << std::setprecision(6) << std::setw(15) << std::left << absissa
+ << std::setw(15) << std::left << boost::math::tools::real_cast<T>(err) <<
+ boost::math::tools::real_cast<T>(cheb_err) << std::endl;
+ }
+ std::string msg = "Max Error found at ";
+ msg += name;
+ msg += " precision = ";
+ msg.append(62 - 17 - msg.size(), ' ');
+ std::cout << msg << std::setprecision(6) << "Poly: " << std::setw(20) << std::left
+ << boost::math::tools::real_cast<T>(max_error) << "Cheb: " << boost::math::tools::real_cast<T>(cheb_max_error) << std::endl;
+ }
+ else
+ {
+ std::cout << "Nothing to test: try converging an approximation first!!!" << std::endl;
+ }
+}
+
+void test_float(const char*, const char*)
+{
+ do_test(float(0), "float");
+}
+
+void test_double(const char*, const char*)
+{
+ do_test(double(0), "double");
+}
+
+void test_long(const char*, const char*)
+{
+ do_test((long double)(0), "long double");
+}
+
+void test_float80(const char*, const char*)
+{
+ do_test((boost::multiprecision::cpp_bin_float_double_extended)(0), "float80");
+}
+
+void test_float128(const char*, const char*)
+{
+ do_test((boost::multiprecision::cpp_bin_float_quad)(0), "float128");
+}
+
+void test_all(const char*, const char*)
+{
+ do_test(float(0), "float");
+ do_test(double(0), "double");
+ do_test((long double)(0), "long double");
+}
+
+template <class T>
+void do_test_n(T, const char* name, unsigned count)
+{
+ set_working_precision(working_precision);
+ if(started)
+ {
+ //
+ // We want to test the approximation at fixed precision:
+ // either float, double or long double. Begin by getting the
+ // polynomials:
+ //
+ boost::math::tools::polynomial<T> n, d;
+ boost::math::tools::polynomial<mp_type> nr, dr;
+ nr = p_remez->numerator();
+ dr = p_remez->denominator();
+ n = nr;
+ d = dr;
+
+ std::vector<mp_type> cn1, cd1;
+ cn1 = nr.chebyshev();
+ cd1 = dr.chebyshev();
+ std::vector<T> cn, cd;
+ for(unsigned i = 0; i < cn1.size(); ++i)
+ {
+ cn.push_back(boost::math::tools::real_cast<T>(cn1[i]));
+ }
+ for(unsigned i = 0; i < cd1.size(); ++i)
+ {
+ cd.push_back(boost::math::tools::real_cast<T>(cd1[i]));
+ }
+
+ mp_type max_error(0), max_cheb_error(0);
+ mp_type step = (b - a) / count;
+
+ //
+ // Do the tests at the zeros:
+ //
+ std::cout << "Starting tests at " << name << " precision...\n";
+ std::cout << "Absissa Error (poly) Error (Cheb)\n";
+ for(mp_type x = a; x <= b; x += step)
+ {
+ mp_type true_result = the_function(x);
+ //std::cout << true_result << std::endl;
+ T absissa = boost::math::tools::real_cast<T>(x);
+ mp_type test_result = convert_to_rr(n.evaluate(absissa) / d.evaluate(absissa));
+ //std::cout << test_result << std::endl;
+ mp_type cheb_result = convert_to_rr(boost::math::tools::evaluate_chebyshev(cn, absissa) / boost::math::tools::evaluate_chebyshev(cd, absissa));
+ //std::cout << cheb_result << std::endl;
+ mp_type err, cheb_err;
+ if(rel_error)
+ {
+ err = boost::math::tools::relative_error(test_result, true_result);
+ cheb_err = boost::math::tools::relative_error(cheb_result, true_result);
+ }
+ else
+ {
+ err = fabs(test_result - true_result);
+ cheb_err = fabs(cheb_result - true_result);
+ }
+ if(err > max_error)
+ max_error = err;
+ if(cheb_err > max_cheb_error)
+ max_cheb_error = cheb_err;
+ std::cout << std::setprecision(6) << std::setw(15) << std::left << boost::math::tools::real_cast<double>(absissa)
+ << (test_result < true_result ? "-" : "") << std::setw(20) << std::left
+ << boost::math::tools::real_cast<double>(err)
+ << boost::math::tools::real_cast<double>(cheb_err) << std::endl;
+ }
+ std::string msg = "Max Error found at ";
+ msg += name;
+ msg += " precision = ";
+ //msg.append(62 - 17 - msg.size(), ' ');
+ std::cout << msg << "Poly: " << std::setprecision(6)
+ //<< std::setw(15) << std::left
+ << boost::math::tools::real_cast<T>(max_error)
+ << " Cheb: " << boost::math::tools::real_cast<T>(max_cheb_error) << std::endl;
+ }
+ else
+ {
+ std::cout << "Nothing to test: try converging an approximation first!!!" << std::endl;
+ }
+}
+
+void test_n(unsigned n)
+{
+ do_test_n(mp_type(), "mp_type", n);
+}
+
+void test_float_n(unsigned n)
+{
+ do_test_n(float(0), "float", n);
+}
+
+void test_double_n(unsigned n)
+{
+ do_test_n(double(0), "double", n);
+}
+
+void test_long_n(unsigned n)
+{
+ do_test_n((long double)(0), "long double", n);
+}
+
+void test_float80_n(unsigned n)
+{
+ do_test_n((boost::multiprecision::cpp_bin_float_double_extended)(0), "float80", n);
+}
+
+void test_float128_n(unsigned n)
+{
+ do_test_n((boost::multiprecision::cpp_bin_float_quad)(0), "float128", n);
+}
+
+void rotate(const char*, const char*)
+{
+ if(p_remez)
+ {
+ p_remez->rotate();
+ }
+ else
+ {
+ std::cerr << "Nothing to rotate" << std::endl;
+ }
+}
+
+void rescale(const char*, const char*)
+{
+ if(p_remez)
+ {
+ p_remez->rescale(a, b);
+ }
+ else
+ {
+ std::cerr << "Nothing to rescale" << std::endl;
+ }
+}
+
+void graph_poly(const char*, const char*)
+{
+ int i = 50;
+ set_working_precision(working_precision);
+ if(started)
+ {
+ //
+ // We want to test the approximation at fixed precision:
+ // either float, double or long double. Begin by getting the
+ // polynomials:
+ //
+ boost::math::tools::polynomial<mp_type> n, d;
+ n = p_remez->numerator();
+ d = p_remez->denominator();
+
+ mp_type max_error(0);
+ mp_type step = (b - a) / i;
+
+ std::cout << "Evaluating Numerator...\n";
+ mp_type val;
+ for(val = a; val <= b; val += step)
+ std::cout << n.evaluate(val) << std::endl;
+ std::cout << "Evaluating Denominator...\n";
+ for(val = a; val <= b; val += step)
+ std::cout << d.evaluate(val) << std::endl;
+ }
+ else
+ {
+ std::cout << "Nothing to test: try converging an approximation first!!!" << std::endl;
+ }
+}
+
+BOOST_AUTO_TEST_CASE( test_main )
+{
+ std::string line;
+ real_parser<long double/*mp_type*/ > const rr_p;
+ while(std::getline(std::cin, line))
+ {
+ if(parse(line.c_str(), str_p("quit"), space_p).full)
+ return;
+ if(false == parse(line.c_str(),
+ (
+
+ str_p("range")[assign_a(started, false)] && real_p[assign_a(a)] && real_p[assign_a(b)]
+ ||
+ str_p("relative")[assign_a(started, false)][assign_a(rel_error, true)]
+ ||
+ str_p("absolute")[assign_a(started, false)][assign_a(rel_error, false)]
+ ||
+ str_p("pin")[assign_a(started, false)] && str_p("true")[assign_a(pin, true)]
+ ||
+ str_p("pin")[assign_a(started, false)] && str_p("false")[assign_a(pin, false)]
+ ||
+ str_p("pin")[assign_a(started, false)] && str_p("1")[assign_a(pin, true)]
+ ||
+ str_p("pin")[assign_a(started, false)] && str_p("0")[assign_a(pin, false)]
+ ||
+ str_p("pin")[assign_a(started, false)][assign_a(pin, true)]
+ ||
+ str_p("order")[assign_a(started, false)] && uint_p[assign_a(orderN)] && uint_p[assign_a(orderD)]
+ ||
+ str_p("order")[assign_a(started, false)] && uint_p[assign_a(orderN)]
+ ||
+ str_p("target-precision") && uint_p[assign_a(target_precision)]
+ ||
+ str_p("working-precision")[assign_a(started, false)] && uint_p[assign_a(working_precision)]
+ ||
+ str_p("variant")[assign_a(started, false)] && int_p[assign_a(variant)]
+ ||
+ str_p("skew")[assign_a(started, false)] && int_p[assign_a(skew)]
+ ||
+ str_p("brake") && int_p[assign_a(brake)]
+ ||
+ str_p("step") && int_p[&step_some]
+ ||
+ str_p("step")[&step]
+ ||
+ str_p("poly")[&graph_poly]
+ ||
+ str_p("info")[&show]
+ ||
+ str_p("graph") && uint_p[&do_graph]
+ ||
+ str_p("graph")[&graph]
+ ||
+ str_p("x-offset") && real_p[assign_a(x_offset)]
+ ||
+ str_p("x-scale") && real_p[assign_a(x_scale)]
+ ||
+ str_p("y-offset") && str_p("auto")[assign_a(auto_offset_y, true)]
+ ||
+ str_p("y-offset") && real_p[assign_a(y_offset)][assign_a(auto_offset_y, false)]
+ ||
+ str_p("test") && str_p("float80") && uint_p[&test_float80_n]
+ ||
+ str_p("test") && str_p("float80")[&test_float80]
+ ||
+ str_p("test") && str_p("float128") && uint_p[&test_float128_n]
+ ||
+ str_p("test") && str_p("float128")[&test_float128]
+ ||
+ str_p("test") && str_p("float") && uint_p[&test_float_n]
+ ||
+ str_p("test") && str_p("float")[&test_float]
+ ||
+ str_p("test") && str_p("double") && uint_p[&test_double_n]
+ ||
+ str_p("test") && str_p("double")[&test_double]
+ ||
+ str_p("test") && str_p("long") && uint_p[&test_long_n]
+ ||
+ str_p("test") && str_p("long")[&test_long]
+ ||
+ str_p("test") && str_p("all")[&test_all]
+ ||
+ str_p("test") && uint_p[&test_n]
+ ||
+ str_p("rotate")[&rotate]
+ ||
+ str_p("rescale") && real_p[assign_a(a)] && real_p[assign_a(b)] && epsilon_p[&rescale]
+
+ ), space_p).full)
+ {
+ std::cout << "Unable to parse directive: \"" << line << "\"" << std::endl;
+ }
+ else
+ {
+ std::cout << "Variant = " << variant << std::endl;
+ std::cout << "range = [" << a << "," << b << "]" << std::endl;
+ std::cout << "Relative Error = " << rel_error << std::endl;
+ std::cout << "Pin to Origin = " << pin << std::endl;
+ std::cout << "Order (Num/Denom) = " << orderN << "/" << orderD << std::endl;
+ std::cout << "Target Precision = " << target_precision << std::endl;
+ std::cout << "Working Precision = " << working_precision << std::endl;
+ std::cout << "Skew = " << skew << std::endl;
+ std::cout << "Brake = " << brake << std::endl;
+ std::cout << "X Offset = " << x_offset << std::endl;
+ std::cout << "X scale = " << x_scale << std::endl;
+ std::cout << "Y Offset = ";
+ if(auto_offset_y)
+ std::cout << "Auto (";
+ std::cout << y_offset;
+ if(auto_offset_y)
+ std::cout << ")";
+ std::cout << std::endl;
+ }
+ }
+}
diff --git a/src/boost/libs/math/minimax/multiprecision.hpp b/src/boost/libs/math/minimax/multiprecision.hpp
new file mode 100644
index 000000000..2f44ac07b
--- /dev/null
+++ b/src/boost/libs/math/minimax/multiprecision.hpp
@@ -0,0 +1,224 @@
+// (C) Copyright John Maddock 2015.
+// Use, modification and distribution are subject to 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)
+
+#ifndef BOOST_REMEZ_MULTIPRECISION_HPP
+#define BOOST_REMEZ_MULTIPRECISION_HPP
+
+#include <boost/multiprecision/cpp_bin_float.hpp>
+
+#ifdef USE_NTL
+#include <boost/math/bindings/rr.hpp>
+namespace std {
+ using boost::math::ntl::pow;
+} // workaround for spirit parser.
+
+typedef boost::math::ntl::RR mp_type;
+
+inline void set_working_precision(int n)
+{
+ NTL::RR::SetPrecision(working_precision);
+}
+
+inline int get_working_precision()
+{
+ return mp_type::precision(working_precision);
+}
+
+inline void set_output_precision(int n)
+{
+ NTL::RR::SetOutputPrecision(n);
+}
+
+inline mp_type round_to_precision(mp_type m, int bits)
+{
+ return NTL::RoundToPrecision(m.value(), bits);
+}
+
+
+namespace boost {
+ namespace math {
+ namespace tools {
+
+ template <>
+ inline boost::multiprecision::cpp_bin_float_double_extended real_cast<boost::multiprecision::cpp_bin_float_double_extended, mp_type>(mp_type val)
+ {
+ unsigned p = NTL::RR::OutputPrecision();
+ NTL::RR::SetOutputPrecision(20);
+ boost::multiprecision::cpp_bin_float_double_extended r = boost::lexical_cast<boost::multiprecision::cpp_bin_float_double_extended>(val);
+ NTL::RR::SetOutputPrecision(p);
+ return r;
+ }
+ template <>
+ inline boost::multiprecision::cpp_bin_float_quad real_cast<boost::multiprecision::cpp_bin_float_quad, mp_type>(mp_type val)
+ {
+ unsigned p = NTL::RR::OutputPrecision();
+ NTL::RR::SetOutputPrecision(35);
+ boost::multiprecision::cpp_bin_float_quad r = boost::lexical_cast<boost::multiprecision::cpp_bin_float_quad>(val);
+ NTL::RR::SetOutputPrecision(p);
+ return r;
+ }
+
+ }
+ }
+}
+
+#elif defined(USE_CPP_BIN_FLOAT_100)
+
+#include <boost/multiprecision/cpp_bin_float.hpp>
+
+typedef boost::multiprecision::cpp_bin_float_100 mp_type;
+
+inline void set_working_precision(int n)
+{
+}
+
+inline void set_output_precision(int n)
+{
+ std::cout << std::setprecision(n);
+ std::cerr << std::setprecision(n);
+}
+
+inline mp_type round_to_precision(mp_type m, int bits)
+{
+ int i;
+ mp_type f = frexp(m, &i);
+ f = ldexp(f, bits);
+ i -= bits;
+ f = floor(f);
+ return ldexp(f, i);
+}
+
+inline int get_working_precision()
+{
+ return std::numeric_limits<mp_type>::digits;
+}
+
+namespace boost {
+ namespace math {
+ namespace tools {
+
+ template <>
+ inline boost::multiprecision::cpp_bin_float_double_extended real_cast<boost::multiprecision::cpp_bin_float_double_extended, mp_type>(mp_type val)
+ {
+ return boost::multiprecision::cpp_bin_float_double_extended(val);
+ }
+ template <>
+ inline boost::multiprecision::cpp_bin_float_quad real_cast<boost::multiprecision::cpp_bin_float_quad, mp_type>(mp_type val)
+ {
+ return boost::multiprecision::cpp_bin_float_quad(val);
+ }
+
+ }
+ }
+}
+
+
+#elif defined(USE_MPFR_100)
+
+#include <boost/multiprecision/mpfr.hpp>
+
+typedef boost::multiprecision::mpfr_float_100 mp_type;
+
+inline void set_working_precision(int n)
+{
+}
+
+inline void set_output_precision(int n)
+{
+ std::cout << std::setprecision(n);
+ std::cerr << std::setprecision(n);
+}
+
+inline mp_type round_to_precision(mp_type m, int bits)
+{
+ mpfr_prec_round(m.backend().data(), bits, MPFR_RNDN);
+ return m;
+}
+
+inline int get_working_precision()
+{
+ return std::numeric_limits<mp_type>::digits;
+}
+
+namespace boost {
+ namespace math {
+ namespace tools {
+
+ template <>
+ inline boost::multiprecision::cpp_bin_float_double_extended real_cast<boost::multiprecision::cpp_bin_float_double_extended, mp_type>(mp_type val)
+ {
+ return boost::multiprecision::cpp_bin_float_double_extended(val);
+ }
+ template <>
+ inline boost::multiprecision::cpp_bin_float_quad real_cast<boost::multiprecision::cpp_bin_float_quad, mp_type>(mp_type val)
+ {
+ return boost::multiprecision::cpp_bin_float_quad(val);
+ }
+
+ }
+ }
+}
+
+
+#else
+
+#include <boost/multiprecision/mpfr.hpp>
+
+typedef boost::multiprecision::mpfr_float mp_type;
+
+inline void set_working_precision(int n)
+{
+ boost::multiprecision::mpfr_float::default_precision(boost::multiprecision::detail::digits2_2_10(n));
+}
+
+inline void set_output_precision(int n)
+{
+ std::cout << std::setprecision(n);
+ std::cerr << std::setprecision(n);
+}
+
+inline mp_type round_to_precision(mp_type m, int bits)
+{
+ mpfr_prec_round(m.backend().data(), bits, MPFR_RNDN);
+ return m;
+}
+
+inline int get_working_precision()
+{
+ return mp_type::default_precision();
+}
+
+namespace boost {
+ namespace math {
+ namespace tools {
+
+ template <>
+ inline boost::multiprecision::cpp_bin_float_double_extended real_cast<boost::multiprecision::cpp_bin_float_double_extended, mp_type>(mp_type val)
+ {
+ return boost::multiprecision::cpp_bin_float_double_extended(val);
+ }
+ template <>
+ inline boost::multiprecision::cpp_bin_float_quad real_cast<boost::multiprecision::cpp_bin_float_quad, mp_type>(mp_type val)
+ {
+ return boost::multiprecision::cpp_bin_float_quad(val);
+ }
+
+ }
+ }
+}
+
+
+
+#endif
+
+
+
+
+#endif // BOOST_REMEZ_MULTIPRECISION_HPP
+
+
+
+
+