1730 Commits

Author SHA1 Message Date
Warren Weckesser
dd02f2278a DOC: Fix a typo in the example test driver program in special_tut.qbk. 2025-01-24 21:16:32 -05:00
Warren Weckesser
742b5cccdd DOC: Update description of the Cauchy cdf and its complement.
Also add a missing closing parenthesis in the pdf expression.
2025-01-22 15:11:29 -05:00
Matt Borland
8f843fd131
Merge branch 'master' into develop 2024-10-29 08:51:15 -04:00
Matt Borland
bbb8eee1d6
Add GPU support to expint
Add SYCL testing of expint

Add markers to forward decls

Add CUDA testing of expint

Fix static variable usage under NVRTC

Add NVRTC testing

Add configurable definition of complex

Add function aliases

Add GPU support to gegenbauer polynomials

Add SYCL testing of gegenbauer

Add NVCC testing of gegenbauer

Add NVRTC testing of gegenbauer

Add GPU support for hankel

Add SYCL testing of hankel

Add NVCC testing of cyl_hankel_1

Add comprehensive NVCC testing

Add NVRTC testing of cyl and sph hankel

Update docs

Fix writing cuda::std::complex<T> to stdout

Add GPU support to hermite

Add SYCL testing of hermite

Add CUDA testing of hermite

Add NVRTC testing of hermite

Add markers to hermite docs
2024-09-17 15:24:02 -04:00
Matt Borland
1324401c92
Add GPU support to airy functions
Add SYCL testing of ariy functions

Add CUDA testing of airy functions

Add NVRTC testing of airy functions

Add GPU support to ellint rc

Add GPU support to ellint rd

Add GPU support to ellint rf

Add GPU support to ellint rg

Add GPU support to ellint rj

Add GPU support to ellint d

Add GPU support to ellint_1

Markup forward and add ellint_3 return type def for NVRTC platform

Add CUDA testing of ellint 1

NVRTC fixes

Add NVRTC testing of ellint_1

Add GPU support to ellint_2

Add CUDA testing of ellint_2

Fix NVRTC errors

Add NVRTC testing of ellint_2

Add GPU support to atanh

Add GPU support to ellint_3

Add NVRTC testing of ellint_3

Add CUDA testing of ellint_3

Replace use of static const char*

Add SYCL testing of ellint_1

Add SYCL testing of ellint 2 with slight tolerance bump

Remove recursion from ellint_rj

Add ellint_d CUDA testing

Add NVRTC testing of ellint_d

Add SYCL testing of ellint_d

Remove SYCL ellint_3 support

Update docs

Add GPU support to jacobi zeta

Add CUDA testing of jacobi zeta

Add NVRTC testing of jacobi zeta

Add SYCL testing of jacobi zeta

Add GPU support to heuman_lambda

Add NVRTC testing of heuman lambda

Add CUDA testing of heuman_lambda

Add SYCL testing of heuman lambda

Add markers to docs

Add marker for CUDA only functions in the docs
2024-09-16 14:04:14 -04:00
Matt Borland
b5214b5935
Add device only impl
Add function for device only impl

Fix function signatures

Fix arrays

Add basic test for compilation

Allow serial implementation to be run on host under NVCC

Add verification steps

Add arrays of levels coefficient sizes

Cleanup test set

Add double test set

Add structure for the doubles support

Save space by using pointer to different size arrays rather than 2d

Separate the double precision weights into their own arrays

Remove stray call to std::abs

Add NVRTC testing

Add documentation section

Add device function signature for sinh_sinh_integrate

Add float coefficients

Add double coeffs

Add device specific impl

Add sinh_sinh CUDA testing

Add sinh_sinh NVRTC testing
2024-09-12 10:25:17 -04:00
Matt Borland
e9cd6c96fd
Add GPU support to normal dist
Add SYCL testing of normal dist

Add CUDA testing of normal dist

Add NVRTC testing of normal dist

NVRTC fixes

Move headers for NVRTC support

Add GPU support to inverse gaussian dist

Add NVRTC testing of inverse Gaussian dist

Add CUDA testing of inverse gaussian dist

Add SYCL testing of inverse gaussian dist

Add GPU support to lognormal dist

Add SYCL testing of lognormal dist

Add CUDA testing of lognormal dist

Add nvrtc testing of lognormal dist

Add GPU support to negative binomial dist

Avoid float_prior on GPU platform

Add NVRTC testing of negative binomial dist

Fix ambiguous use of nextafter

Add CUDA testing of negative binomial dist

Fix float_prior workaround

Add SYCL testing of negative binomial dist

Add GPU support to non_central_beta dist

Add SYCL testing of nc beta dist

Add CUDA testing of nc beta dist

Enable generic dist handling on GPU

Add GPU support to brent_find_minima

Add NVRTC testing of nc beta dist

Add utility header

Replace non-functional macro with new function

Add GPU support to non central chi squared dist

Add SYCL testing of non central chi squared dist

Add missing macro definition

Markup generic quantile finder

Add CUDA testing of non central chi squared dist

Add NVRTC testing of non central chi squared dist

Add GPU support to the non-central f dist

Add SYCL testing of ncf

Add CUDA testing of ncf dist

Add NVRTC testing of ncf dist

Add GPU support to students_t dist

Add SYCL testing of students_t dist

Add CUDA testing of students_t

Add NVRTC testing of students_t dist

Workaround for header cycle

Add GPU support to pareto dist

Add SYCL testing of pareto dist

Add CUDA testing of pareto dist

Add NVRTC testing of pareto dist

Add missing header

Add GPU support to poisson dist

Add SYCL testing of poisson dist

Add CUDA testing of poisson dist

Add NVRTC testing of poisson dist

Add forward decl for NVRTC platform

Add GPU support to rayleigh dist

Add CUDA testing of rayleigh dist

Add SYCL testing of rayleigh dist

Add NVRTC testing of rayleigh dist

Add GPU support to triangular dist

Add SYCL testing of triangular dist

Add NVRTC testing of triangular dist

Add CUDA testing of triangular dist

Add GPU support to the uniform dist

Add CUDA testing of uniform dist

Add SYCL testing of uniform dist

Add NVRTC testing of uniform dist

Fix missing header

Add markers to docs
2024-09-06 12:10:18 -04:00
Matt Borland
1e9b2ccbf9
Merge pull request #1191 from boostorg/gpu_docs
Begin documenting GPU support
2024-09-06 11:28:23 -04:00
René Ferdinand Rivera Morell
41f07b0794
Add support for modular build structure. (#1160)
* Make the library modular usable.

* Fix -Wundef warnings

* Switch to library requirements instead of source. As source puts extra source in install targets.

* Add missing NO_LIB usage requirements.

* Remove boost-root relative include path.

* Add missing import-search for cconfig/predef checks.

* Add requires-b2 check to top-level build file.

* Sync upstream.

* Fix typo in test framework reference.

* Bump B2 require to 5.2

* Update copyright dates.

* Move inter-lib dependencies to a project variable and into the build targets.

* Switch to /boost/test//included target for header only mode of Boost.Test.

* Adjust doc build to avoid boost-root references.

* Update build deps.

* Fix project props not applying to the no_eh.obj compile.

* Update build deps.

* Add missing import-search.

* Fix float128_type checks to actually disable tests. Problem was that build is a non-free feature. Which can't be acquired through a usage requirement.

* GPU Batch 7

Fix igamma_large support on device

Add GPU support to toms748

Add GPU support to igamma_inv

Add GPU markers to gamma_inva

Add GPU Markers to lgamma_small

Remove STL usage from gamma

Remove NVRTC workaround

Fix fraction use of STL headers

Mark gamma functions in fwd

Disable declval on all GPU platforms

Disable more unneeded code on device

Add forward decl for NVRTC tgamma

Disable unneeded items for all GPU

Change workaround for missing overloads

Rearrange definition location

Add include path to cuda now that workaround is removed

Fix NVRTC incompatibility with recursion and forward decls

Add tgamma_ratio CUDA and NVRTC testing

Fix NVRTC handling of gamma_p_derivative

Add gamma_p_derivative CUDA and NVRTC testing

Remove recursion from gamma_incomplete_imp

Add SYCL testing of igamma, igamma_inv, and igamma_inva

Ignore literal-range warnings

Remove use of static const char* for function name

Fix missing CUDA header

Remove calls under NVRTC to fwd decl

Add more nvrtc workarounds

Use builtin erfc instead of header cycle

Add CUDA and NVRTC testing of gamma_p_inv

Adjust tolerances

Add GPU support to chi squared dist

Fix static local variable

Add chi squared dist SYCL testing

Add chi squared dist CUDA testing

Add chi squared dist NVRTC testing

Add GPU support to weibull dist

Add weibull dist SYCL testing

Add weibull dist CUDA testing

Add weibull dist NVRTC testing

* Fix policy macro definition for MSVC platforms

* Don't add quadmath lib for has_128bit_floatmax_t check. It was accidentally copy+pasted.

* Fix incorrect name for float128 type check that caused it to not apear.

---------

Co-authored-by: Matt Borland <matt@mattborland.com>
2024-09-06 08:45:23 -04:00
Matt Borland
45c774137d
Update docs 2024-09-04 11:05:38 -04:00
Matt Borland
b8c33953e6
Fix missing end section 2024-09-03 10:33:56 -04:00
Matt Borland
2def550bfe
Replace broken umalut-o with oe (Ersatzschreibung) 2024-09-03 10:10:48 -04:00
Matt Borland
e6db32aa0a
Add markers to Newton-Rhapson 2024-09-03 10:10:44 -04:00
Matt Borland
846b7a60d1
Add markers to special functions 2024-09-03 10:10:41 -04:00
Matt Borland
a3adb94aca
Add GPU markers to supported dists docs 2024-09-03 10:10:38 -04:00
Matt Borland
82adb328e7
Annotate GPU markers in constants doc with type caveat 2024-09-03 10:10:35 -04:00
Matt Borland
814cb6e49f
Add overview 2024-09-03 10:10:30 -04:00
dschmitz89
98622966ec DOC: fix Cauchy CDF formula 2024-08-23 20:34:35 +02:00
Matt Borland
65096bee14
Add formulas for logcdf and logpdf to the tables 2024-08-13 10:01:08 -04:00
Matt Borland
d892e03070
Add notes to individual dist docs for specializations 2024-08-12 14:11:43 -04:00
Matt Borland
0d7c944752
Update non-members docs and __usual_accessors macro 2024-08-12 14:02:22 -04:00
Matt Borland
3714b9e5a0
Document logpdf, logcdf, and specializations 2024-08-12 09:59:38 -04:00
jzmaddock
4c2cdc2cf6 Regenerate docs. 2024-08-06 13:18:32 +01:00
jzmaddock
14c177413c Update history. 2024-08-06 13:07:45 +01:00
jzmaddock
4b9c5b0e78 Update history. 2024-08-06 13:06:09 +01:00
jzmaddock
1e7958da38 Add holtsmark/mapairy/saspoint5 to doc build. 2024-07-25 19:15:39 +01:00
John Maddock
e03fd8bf4f Merge branch 'stat_saspoint5' of https://github.com/tk-yoshimura/boost_math into map_airy_etc 2024-07-25 11:01:48 +01:00
John Maddock
bb25838e82 Merge branch 'stat_holtsmark' of https://github.com/tk-yoshimura/boost_math into map_airy_etc 2024-07-25 11:01:03 +01:00
John Maddock
02e08e165a Merge branch 'stat_mapairy' of https://github.com/tk-yoshimura/boost_math into map_airy_etc 2024-07-25 11:00:19 +01:00
tk-yoshimura
e407cadd0d Add saspoint5 document graphs 2024-07-23 23:21:22 +09:00
tk-yoshimura
f2a0fc9723 Add holtsmark document graphs 2024-07-23 23:12:01 +09:00
tk-yoshimura
72afe90646 Add mapairy document graphs 2024-07-23 22:56:27 +09:00
tk-yoshimura
d3f7123186 Fix: saspoint5 document about accuracy 2024-07-22 10:32:54 +09:00
jzmaddock
07d97df50c
Landau Integration testing (#1159)
* Add landau distribution

* Add landau limit test case

* Add landau document

* Landau integration testing.
Hook up tests to Jamfile.
Hook up docs by adding to dist_reference.qbk.
Add std::float64_t tests.
Hook up concept tests in instantiate.hpp.
Add to distributions.hpp
Update static_asserts with better error messages.
Add header inclusion test in dist_landau_incl_test.cpp (and fix resulting errors)

* Add missing #include.

* More Landau test fixes.

* Fix C++23 stdfloat test names.

* Final (doc) update to Landau.

---------

Co-authored-by: tk-yoshimura <yoshimura8192@gmail.com>
2024-07-21 11:54:58 +01:00
tk-yoshimura
d378f70bdb Add saspoint5 document 2024-07-18 22:48:15 +09:00
tk-yoshimura
18e035a34e Fix mapairy document 2024-07-18 22:41:30 +09:00
tk-yoshimura
765e0c1e88 Add holtsmark document 2024-07-18 22:40:22 +09:00
tk-yoshimura
edfa58f0c3 Add mapairy document 2024-07-18 22:28:30 +09:00
Matt Borland
434a017db4
Merge branch 'develop' 2024-03-28 15:44:24 +01:00
Matt Borland
4d20bfd0bf
Fix X11 naming clash in roots 2024-03-27 12:40:48 +01:00
jzmaddock
4d0885ae44 Merge branch 'develop' documentation. 2024-03-03 17:40:02 +00:00
jzmaddock
7fa77fcac6 Update revision history.
Regenerate docs.
2024-03-03 17:36:56 +00:00
Matt Borland
6103836593
Merge pull request #1104 from boostorg/develop
Merge for 1.85
2024-02-29 11:52:07 +01:00
Nick Thompson
b7a62c4a29 TLC for optimization docs 2024-02-12 14:23:01 -08:00
Nick Thompson
222d266048 CMA-ES 2024-02-09 12:09:53 -08:00
Nick
fccad84bf5
Random search (#1071) 2024-01-24 17:26:24 -08:00
Nick
a1f7a305ee
Algorithm jSO (#1065)
Follows: Brest, Janez, Mirjam Sepesy Maucec, and Borko Boskovic. "Single objective real-parameter optimization: Algorithm jSO." 2017 IEEE congress on evolutionary computation (CEC). IEEE, 2017.
2024-01-22 14:06:52 -08:00
Nick
de9a1a0ee5
Fix race conditions in differential evolution (#1063)
Through a combination of silly mistakes, I missed a pile of race conditions in the OpenMP threading.

Switch to C++ threading. Note that this change requires serial generation of trial vectors.

Hopefully I can figure out to parallelize the generation of trial vectors to reduce the serial section a la Ahmdahl's law,
while simultaneously keeping thread sanitizer happy.
2024-01-17 10:20:41 -08:00
Nick
4ee83916c5
Differential evolution (#1062)
* Differential evolution

---------

Co-authored-by: Matt Borland <matt@mattborland.com>
2024-01-01 17:09:16 -08:00
Matt Borland
8332808ebc
Address review comments [CI SKIP] 2023-12-22 07:13:10 -05:00