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			637 lines
		
	
	
		
			27 KiB
		
	
	
	
		
			Plaintext
		
	
	
	
	
	
| [section:high_precision Using Boost.Math with High-Precision Floating-Point Libraries]
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| 
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| The special functions, distributions, constants and tools in this library
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| can be used with a number of high-precision libraries, including:
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| 
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| * __multiprecision
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| * __e_float
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| * __NTL
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| * __GMP
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| * __MPFR
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| * __float128
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| 
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| The last four have some license restrictions;
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| only __multiprecision when using the `cpp_float` backend
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| can provide an unrestricted [@http://www.boost.org/LICENSE_1_0.txt Boost] license.
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| 
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| At present, the price of a free license is slightly lower speed.
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| 
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| Of course, the main cost of higher precision is very much decreased
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| (usually at least hundred-fold) computation speed, and big increases in memory use.
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| 
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| Some libraries offer true
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| [@http://en.wikipedia.org/wiki/Arbitrary-precision_arithmetic arbitrary-precision arithmetic]
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| where the precision is limited only by available memory and compute time, but most are used
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| at some arbitrarily-fixed precision, say 100 decimal digits, like __multiprecision `cpp_dec_float_100`.
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| 
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| __multiprecision can operate in both ways, but the most popular choice is likely to be about a hundred
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| decimal digits, though examples of computing about a million digits have been demonstrated.
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| 
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| [section:why_high_precision  Why use a high-precision library rather than built-in floating-point types?]
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| 
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| For nearly all applications, the built-in floating-point types, `double`
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| (and `long double` if this offers higher precision than `double`)
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| offer enough precision, typically a dozen decimal digits.
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| 
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| Some reasons why one would want to use a higher precision:
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| 
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| * A much more precise result (many more digits) is just a requirement.
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| * The range of the computed value exceeds the range of the type: factorials are the textbook example.
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| * Using `double` is (or may be) too inaccurate.
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| * Using `long double` (or may be) is too inaccurate.
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| * Using an extended-precision type implemented in software as
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| [@http://en.wikipedia.org/wiki/Double-double_(arithmetic)#Double-double_arithmetic double-double]
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| ([@http://en.wikipedia.org/wiki/Darwin_(operating_system) Darwin]) is sometimes unpredictably inaccurate.
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| * Loss of precision or inaccuracy caused by extreme arguments or cancellation error.
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| * An accuracy as good as possible for a chosen built-in floating-point type is required.
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| * As a reference value, for example, to determine the inaccuracy
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| of a value computed with a built-in floating point type,
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| (perhaps even using some quick'n'dirty algorithm).
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| The accuracy of many functions and distributions in Boost.Math has been measured in this way
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| from tables of very high precision (up to 1000 decimal digits).
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| 
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| Many functions and distributions have differences from exact values
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| that are only a few least significant bits - computation noise.
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| Others, often those for which analytical solutions are not available,
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| require approximations and iteration:
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| these may lose several decimal digits of precision.
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| 
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| Much larger loss of precision can occur for [@http://en.wikipedia.org/wiki/Boundary_case boundary]
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| or [@http://en.wikipedia.org/wiki/Corner_case corner cases],
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| often caused by [@http://en.wikipedia.org/wiki/Loss_of_significance cancellation errors].
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| 
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| (Some of the worst and most common examples of
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| [@http://en.wikipedia.org/wiki/Loss_of_significance cancellation error or loss of significance]
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| can be avoided by using __complements: see __why_complements).
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| 
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| If you require a value which is as accurate as can be represented in the floating-point type,
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| and is thus the closest representable value and has an error less than 1/2 a
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| [@http://en.wikipedia.org/wiki/Least_significant_bit least significant bit] or
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| [@http://en.wikipedia.org/wiki/Unit_in_the_last_place ulp]
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| it may be useful to use a higher-precision type,
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| for example, `cpp_dec_float_50`, to generate this value.
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| Conversion of this value to a built-in floating-point type ('float', `double` or `long double`)
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| will not cause any further loss of precision.
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| A decimal digit string will also be 'read' precisely by the compiler
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| into a built-in floating-point type to the nearest representable value.
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| 
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| [note In contrast, reading a value from an `std::istream` into a built-in floating-point type
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| is [*not guaranteed by the C++ Standard] to give the nearest representable value.]
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| 
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| William Kahan coined the term
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| [@http://en.wikipedia.org/wiki/Rounding#The_table-maker.27s_dilemma Table-Maker's Dilemma]
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| for the problem of correctly rounding functions.
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| Using a much higher precision (50 or 100 decimal digits)
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| is a practical way of generating (almost always) correctly rounded values.
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| 
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| [endsect] [/section:why_high_precision  Why use a high-precision library rather than built-in floating-point types?]
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| 
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| [section:use_multiprecision Using Boost.Multiprecision]
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| 
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| [*All new projects are recommended to use __multiprecision.]
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| 
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| [import ../../example/big_seventh.cpp]
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| 
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| [big_seventh_example_1]
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| 
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| [import ../../example/fft_sines_table.cpp]
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| 
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| [fft_sines_table_example_1]
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| 
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| The table output is:
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| 
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| [fft_sines_table_example_output]
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| 
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| [fft_sines_table_example_check]
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| 
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| 
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| [/TODO another example needed here]
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| 
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| [/import ../../example/ibeta_mp_example.cpp]
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| 
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| [/ibeta_mp_example_1]
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| 
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| [/The program output is:]
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| 
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| [/ibeta_mp_output_1]
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| 
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| [endsect] [/section:use_multiprecision Using Boost.Multiprecision]
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| 
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| [section:float128 Using with GCC's __float128 datatype]
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| 
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| At present support for GCC's native `__float128` datatype is extremely limited: the numeric constants
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| will all work with that type, and that's about it.  If you want to use the distributions or special
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| functions then you will need to provide your own wrapper header that:
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| 
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| * Provides std::numeric_limits<__float128> support.
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| * Provides overloads of the standard library math function for type `__float128`and which forward to the libquadmath equivalents.
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| 
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| Ultimately these facilities should be provided by GCC and `libstdc++`.
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| 
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| [endsect]
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| 
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| [section:use_mpfr Using With MPFR or GMP - High-Precision Floating-Point Library]
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| 
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| The special functions and tools in this library can be used with
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| [@http://www.mpfr.org MPFR] (an arbitrary precision number type based on the __GMP),
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| either via the bindings in [@../../../../boost/math/bindings/mpfr.hpp boost/math/bindings/mpfr.hpp],
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| or via [@../../../../boost/math/bindings/mpfr.hpp boost/math/bindings/mpreal.hpp].
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| 
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| [*New projects are recommended to use __multiprecision with GMP/MPFR backend instead.]
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| 
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| In order to use these bindings you will need to have installed [@http://www.mpfr.org MPFR]
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| plus its dependency the [@http://gmplib.org GMP library].  You will also need one of the
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| two supported C++ wrappers for MPFR:
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| [@http://math.berkeley.edu/~wilken/code/gmpfrxx/ gmpfrxx (or mpfr_class)],
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| or [@http://www.holoborodko.com/pavel/mpfr/ mpfr-C++ (mpreal)].
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| 
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| Unfortunately neither `mpfr_class` nor `mpreal` quite satisfy our conceptual requirements,
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| so there is a very thin set of additional interfaces and some helper traits defined in
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| [@../../../../boost/math/bindings/mpfr.hpp boost/math/bindings/mpfr.hpp] and
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| [@../../../../boost/math/bindings/mpreal.hpp boost/math/bindings/mpreal.hpp]
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| that you should use in place of including 'gmpfrxx.h' or 'mpreal.h' directly.
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| The classes `mpfr_class` or `mpreal` are
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| then usable unchanged once this header is included, so for example `mpfr_class`'s
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| performance-enhancing expression templates are preserved and fully supported by this library:
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| 
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|    #include <boost/math/bindings/mpfr.hpp>
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|    #include <boost/math/special_functions/gamma.hpp>
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| 
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|    int main()
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|    {
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|       mpfr_class::set_dprec(500); // 500 bit precision
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|       //
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|       // Note that the argument to tgamma is
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|       // an expression template - that's just fine here.
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|       //
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|       mpfr_class v = boost::math::tgamma(sqrt(mpfr_class(2)));
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|       std::cout << std::setprecision(50) << v << std::endl;
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|    }
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| 
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| Alternatively use with `mpreal` would look like:
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| 
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|    #include <boost/math/bindings/mpreal.hpp>
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|    #include <boost/math/special_functions/gamma.hpp>
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| 
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|    int main()
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|    {
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|       mpfr::mpreal::set_precision(500); // 500 bit precision
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|       mpfr::mpreal v = boost::math::tgamma(sqrt(mpfr::mpreal(2)));
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|       std::cout << std::setprecision(50) << v << std::endl;
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|    }
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| 
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| For those functions that are based upon the __lanczos, the bindings
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| defines a series of approximations with up to 61 terms and accuracy
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| up to approximately 3e-113.  This therefore sets the upper limit for accuracy
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| to the majority of functions defined this library when used with either `mpfr_class` or `mpreal`.
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| 
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| There is a concept checking test program for mpfr support
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| [@../../../../libs/math/test/mpfr_concept_check.cpp here] and
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| [@../../../../libs/math/test/mpreal_concept_check.cpp here].
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| 
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| [endsect] [/section:use_mpfr Using With MPFR / GMP - a High-Precision Floating-Point Library]
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| 
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| [section:e_float Using e_float Library]
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| 
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| __multiprecision was a development from the __e_float library by Christopher Kormanyos.
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| 
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| e_float can still be used with Boost.Math library via the header:
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| 
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|    <boost/math/bindings/e_float.hpp>
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| 
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| And the type `boost::math::ef::e_float`:
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| this type is a thin wrapper class around ::e_float which provides the necessary
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| syntactic sugar to make everything "just work".
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| 
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| There is also a concept checking test program for e_float support
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| [@../../../../libs/math/test/e_float_concept_check.cpp here].
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| 
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| [*New projects are recommended to use __multiprecision with `cpp_float` backend instead.]
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| 
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| [endsect] [/section:e_float Using e_float Library]
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| 
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| [section:use_ntl Using NTL Library]
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| 
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| [@http://shoup.net/ntl/doc/RR.txt NTL::RR]
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| (an arbitrarily-fixed precision floating-point number type),
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| can be used via the bindings in
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| [@../../../../boost/math/bindings/rr.hpp boost/math/bindings/rr.hpp].
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| For details, see [@http://shoup.net/ntl/ NTL: A Library for doing Number Theory by
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| Victor Shoup].
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| 
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| [*New projects are recommended to use __multiprecision instead.]
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| 
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| Unfortunately `NTL::RR` doesn't quite satisfy our conceptual requirements,
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| so there is a very thin wrapper class `boost::math::ntl::RR` defined in
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| [@../../../../boost/math/bindings/rr.hpp boost/math/bindings/rr.hpp] that you
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| should use in place of `NTL::RR`.  The class is intended to be a drop-in
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| replacement for the "real" NTL::RR that adds some syntactic sugar to keep
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| this library happy, plus some of the standard library functions not implemented
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| in NTL.
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| 
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| For those functions that are based upon the __lanczos, the bindings
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| defines a series of approximations with up to 61 terms and accuracy
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| up to approximately 3e-113.  This therefore sets the upper limit for accuracy
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| to the majority of functions defined this library when used with `NTL::RR`.
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| 
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| There is a concept checking test program for NTL support
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| [@../../../../libs/math/test/ntl_concept_check.cpp here].
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| 
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| [endsect] [/section:use_ntl Using With NTL - a High-Precision Floating-Point Library]
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| 
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| [section:using_test Using without expression templates for Boost.Test and others]
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| 
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| As noted in the __multiprecision documentation, certain program constructs will not compile
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| when using expression templates.  One example that many users may encounter
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| is Boost.Test (1.54 and earlier) when using macro BOOST_CHECK_CLOSE and BOOST_CHECK_CLOSE_FRACTION.
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| 
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| If, for example, you wish to use any multiprecision type like `cpp_dec_float_50`
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| in place of `double` to give more precision,
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| you will need to override the default `boost::multiprecision::et_on` with
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| `boost::multiprecision::et_off`.
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| 
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| [import ../../example/test_cpp_float_close_fraction.cpp]
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| 
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| [expression_template_1]
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| 
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| A full example code is at [@../../example/test_cpp_float_close_fraction.cpp test_cpp_float_close_fraction.cpp]
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| 
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| [endsect] [/section:using_test Using without expression templates for Boost.Test and others]
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| [endsect] [/section:high_precision Using With High-Precision Floating-Point Libraries]
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| 
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| [section:real_concepts Conceptual Requirements for Real Number Types]
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| 
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| The functions and statistical distributions in this library can be used with
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| any type ['RealType] that meets the conceptual requirements given below.  All
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| the built-in floating-point types like `double` will meet these requirements.
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| (Built-in types are also called __fundamental_types).
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| 
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| User-defined types that meet the conceptual requirements can also be used.
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| For example, with [link math_toolkit.high_precision.use_ntl a thin wrapper class]
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| one of the types provided with [@http://shoup.net/ntl/ NTL (RR)] can be used.
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| But now that __multiprecision library is available,
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| this has become the preferred real-number type,
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| typically __cpp_dec_float or __cpp_bin_float.
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| 
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| Submissions of binding to other extended precision types would also still be welcome.
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| 
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| The guiding principal behind these requirements is that a ['RealType]
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| behaves just like a built-in floating-point type.
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| 
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| [h4 Basic Arithmetic Requirements]
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| 
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| These requirements are common to all of the functions in this library.
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| 
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| In the following table /r/ is an object of type `RealType`, /cr/ and
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| /cr2/ are objects
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| of type `const RealType`, and /ca/ is an object of type `const arithmetic-type`
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| (arithmetic types include all the built in integers and floating point types).
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| 
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| [table
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| [[Expression][Result Type][Notes]]
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| [[`RealType(cr)`][RealType]
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|       [RealType is copy constructible.]]
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| [[`RealType(ca)`][RealType]
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|       [RealType is copy constructible from the arithmetic types.]]
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| [[`r = cr`][RealType&][Assignment operator.]]
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| [[`r = ca`][RealType&][Assignment operator from the arithmetic types.]]
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| [[`r += cr`][RealType&][Adds cr to r.]]
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| [[`r += ca`][RealType&][Adds ar to r.]]
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| [[`r -= cr`][RealType&][Subtracts cr from r.]]
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| [[`r -= ca`][RealType&][Subtracts ca from r.]]
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| [[`r *= cr`][RealType&][Multiplies r by cr.]]
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| [[`r *= ca`][RealType&][Multiplies r by ca.]]
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| [[`r /= cr`][RealType&][Divides r by cr.]]
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| [[`r /= ca`][RealType&][Divides r by ca.]]
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| [[`-r`][RealType][Unary Negation.]]
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| [[`+r`][RealType&][Identity Operation.]]
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| [[`cr + cr2`][RealType][Binary Addition]]
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| [[`cr + ca`][RealType][Binary Addition]]
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| [[`ca + cr`][RealType][Binary Addition]]
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| [[`cr - cr2`][RealType][Binary Subtraction]]
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| [[`cr - ca`][RealType][Binary Subtraction]]
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| [[`ca - cr`][RealType][Binary Subtraction]]
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| [[`cr * cr2`][RealType][Binary Multiplication]]
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| [[`cr * ca`][RealType][Binary Multiplication]]
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| [[`ca * cr`][RealType][Binary Multiplication]]
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| [[`cr / cr2`][RealType][Binary Subtraction]]
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| [[`cr / ca`][RealType][Binary Subtraction]]
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| [[`ca / cr`][RealType][Binary Subtraction]]
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| [[`cr == cr2`][bool][Equality Comparison]]
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| [[`cr == ca`][bool][Equality Comparison]]
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| [[`ca == cr`][bool][Equality Comparison]]
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| [[`cr != cr2`][bool][Inequality Comparison]]
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| [[`cr != ca`][bool][Inequality Comparison]]
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| [[`ca != cr`][bool][Inequality Comparison]]
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| [[`cr <= cr2`][bool][Less than equal to.]]
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| [[`cr <= ca`][bool][Less than equal to.]]
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| [[`ca <= cr`][bool][Less than equal to.]]
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| [[`cr >= cr2`][bool][Greater than equal to.]]
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| [[`cr >= ca`][bool][Greater than equal to.]]
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| [[`ca >= cr`][bool][Greater than equal to.]]
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| [[`cr < cr2`][bool][Less than comparison.]]
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| [[`cr < ca`][bool][Less than comparison.]]
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| [[`ca < cr`][bool][Less than comparison.]]
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| [[`cr > cr2`][bool][Greater than comparison.]]
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| [[`cr > ca`][bool][Greater than comparison.]]
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| [[`ca > cr`][bool][Greater than comparison.]]
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| [[`boost::math::tools::digits<RealType>()`][int]
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|       [The number of digits in the significand of RealType.]]
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| [[`boost::math::tools::max_value<RealType>()`][RealType]
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|       [The largest representable number by type RealType.]]
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| [[`boost::math::tools::min_value<RealType>()`][RealType]
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|       [The smallest representable number by type RealType.]]
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| [[`boost::math::tools::log_max_value<RealType>()`][RealType]
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|       [The natural logarithm of the largest representable number by type RealType.]]
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| [[`boost::math::tools::log_min_value<RealType>()`][RealType]
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|       [The natural logarithm of the smallest representable number by type RealType.]]
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| [[`boost::math::tools::epsilon<RealType>()`][RealType]
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|       [The machine epsilon of RealType.]]
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| ]
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| 
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| Note that:
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| 
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| # The functions `log_max_value` and `log_min_value` can be
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| synthesised from the others, and so no explicit specialisation is required.
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| # The function `epsilon` can be synthesised from the others, so no
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| explicit specialisation is required provided the precision
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| of RealType does not vary at runtime (see the header
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| [@../../../../boost/math/bindings/rr.hpp boost/math/bindings/rr.hpp]
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| for an example where the precision does vary at runtime).
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| # The functions `digits`, `max_value` and `min_value`, all get synthesised
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| automatically from `std::numeric_limits`.  However, if `numeric_limits`
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| is not specialised for type RealType, then you will get a compiler error
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| when code tries to use these functions, /unless/ you explicitly specialise them.
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| For example if the precision of RealType varies at runtime, then
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| `numeric_limits` support may not be appropriate, see
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| [@../../../../boost/math/bindings/rr.hpp boost/math/bindings/rr.hpp] for examples.
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| 
 | |
| [warning
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| If `std::numeric_limits<>` is *not specialized*
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| 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%".]
 | |
| 
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| Boost.LexicalCast and Boost.Serialization when converting the number
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| to a string, causing potentially serious loss of accuracy on output.
 | |
| 
 | |
| Although it might seem obvious that RealType should require `std::numeric_limits`
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| to be specialized, this is not sensible for
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| `NTL::RR` and similar classes where the  [*number of digits is a runtime parameter]
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| (whereas for `numeric_limits` everything has to be fixed at compile time).
 | |
| ]
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| 
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| [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!
 | |
| 
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| In the following table /r/ is an object of type `RealType`,
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| /cr1/ and /cr2/ are objects of type `const RealType`, and
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| /i/ is an object of type `int`.
 | |
| 
 | |
| [table
 | |
| [[Expression][Result Type]]
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| [[`fabs(cr1)`][RealType]]
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| [[`abs(cr1)`][RealType]]
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| [[`ceil(cr1)`][RealType]]
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| [[`floor(cr1)`][RealType]]
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| [[`exp(cr1)`][RealType]]
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| [[`pow(cr1, cr2)`][RealType]]
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| [[`sqrt(cr1)`][RealType]]
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| [[`log(cr1)`][RealType]]
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| [[`frexp(cr1, &i)`][RealType]]
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| [[`ldexp(cr1, i)`][RealType]]
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| [[`cos(cr1)`][RealType]]
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| [[`sin(cr1)`][RealType]]
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| [[`asin(cr1)`][RealType]]
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| [[`tan(cr1)`][RealType]]
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| [[`atan(cr1)`][RealType]]
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| [[`fmod(cr1)`][RealType]]
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| [[`round(cr1)`][RealType]]
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| [[`iround(cr1)`][int]]
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| [[`trunc(cr1)`][RealType]]
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| [[`itrunc(cr1)`][int]]
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| ]
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| 
 | |
| Note that the table above lists only those standard library functions known to
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| be used (or likely to be used in the near future) by this library.
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| 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).
 | |
| ]
 | |
| 
 | |
| 
 | |
| 
 | |
| 
 |