Currently open bug reports can be viewed here
on GitHub.
All old bug reports including closed ones can be viewed on Trac here.
Recent issues on GitHub here.
-
Correct Bessel function results at infinity, see 1143.
-
Improve Non Central T numerical stability, see scipy20693.
-
Correct
float_next
/float_prior
behaviour at infinity.
-
Prevent spurious underflow in non-central beta, see scipy20693.
-
Add improvement to Heuman Lambda precision.
-
Improve Skew Normal root finding, see 1120.
-
Lots of minor fixes and improved code coverage.
-
Add support for Single objective real-parameter
optimization: Algorithm jSO.
-
Add support for Differential
Evolution.
-
Lot's of code coverage and testing improvements through the special functions.
-
Make configuration macros have a BOOST_MATH_ prefix so in the event that
Boost.Math is used standalone but with Boost.Config (and maybe other libraries)
present, then there aren't macro name confilicts, see 1098.
-
Minor cstdfloat.hpp fixes for the latest compilers.
-
Improve the accuracy of quartic_roots, see 1055.
-
Allow non-literal types in Gauss-Kronrod, see 1077.
-
Improve ccmath error detection.
-
Remove use of deprecated std::numeric_limits<>::has_denorm, see
1028.
-
Correct non-convergence bug in non-central-t distribution, see 1035.
-
Adjust Bessel function approximation to 1F1 to avoid taking tgamma at a
negative integer, see 1034.
-
Avoid spurious overflow and divide by zero in ibeta, see 1006.
-
Improve accuracy when using Sterling's approximation to tgamma, completes
work started in 1007.
-
Fix inverse_discrete_quantile for large initial guesses, see 1007.
-
Improve Newton root finding, see 1000.
-
Fix median_absolute_deviation for non-zero centre, see 997.
-
Fix up cstdfloat.hpp for gcc-14.
-
Update to work for the new types declared in <stdfloat>.
-
Change hypergeometric_distribution to use 64 rather than 32 bit integers
to avoid unnecessary overflow and restrictions on use.
-
Added Estrin's method for polynomial evaluation.
-
Fix various issues in non-central distributions to allow for larger non-centralities
see 939.
-
Added CMake install target.
-
Fix special_functions.hpp to disable anything which can't be used in an
exception-free environment.
-
Get condition number calculation working in C++14.
-
Fix
constexpr
table driven
functions to avoid massive slowdown when the code is not actually constexpr
, see 923.
-
Improve tanh_sinh boundary handling, see 894.
-
Add Linux arm64, s390x and Apple M1 testing, fix up test cases to handle
128-bit long doubles.
-
Improve
constexpr
math functions
to better handle infinities and NaN's.
-
Make the integrators const-correct.
-
Fix tanh_sinh integrator in case the function underflows, see 898.
-
Don't use
std::cbrt
as some platforms still don't support
it.
-
Stop non-central T from raising spurious FE_INVALID exceptions, see 892.
-
Fix binomial distribution edge case.
-
Improve ibeta handling of very small arguments, see 884.
-
Improve ibeta handling of infinities and NaN's, see 874.
-
Improve error handling in powm1, see 781.
-
Improve root-finder bracketing to bracket faster when the exponent is super-large
or small.
-
Fix root finding edge cases, see 873.
-
Lot's of miscellaneous warning fixes.
-
Add assertions when using features which require C++17 for better error
messages when invoking the compiler in a lower std version.
-
BREAKING CHANGE: Fix forward declaration
of
user_rounding_error
,
see 834.
-
Fix cancellation error in binomial_distribution for extreme parameter ranges,
see scipy#17146
-
Fix spurious divide-by-zero in non-central-f PDF so that the FP error flags
don't get set spuriously, see scipy#17101.
-
Lots of gcc and clang warning fixes, lots of small cast fixes, unreachable
code, unused parameters, deprecated constructors etc.
-
Add workaround for apparent clang Mac M1 bug, see 826.
-
Fix quartic root finder when depressed cubic only has single real root,
see 825.
-
Fix recursion routines to correctly handle 1F1(-n, -n, n), see 829.
-
Modernize exception handling specifications, see 822.
-
Improve ccmath signbit and copysign to correctly handle the sign of infinities
and NaNs when
std::bitcast
is available.
-
Improve performance of the Complete Elliptic Integrals.
-
Add some missing #include's for the hypergeometric functions, see 811.
-
Avoid setting spurious overflow flag in Bessel IK calculation.
-
Avoid spurious overflow in
ibeta_power_term
by avoiding taking the log of 0
.
-
Make sure
ibeta_power_terms
triggers an underflow error when required, see 799.
-
Use
nullptr
rather than zeros.
-
Fix right-end-point derivative error in cubic B spline.
-
Deprecated C++11 support: from 2023 we
will require C++14 as a minimum standard. This will mean GCC-5 or MSVC-14.1
as a minimal requirement.
-
Add
constexpr
fma support,
see 734.
-
Add support for the Chatterjee Correlation Coefficient, see 770.
-
Added support for the logarithm of the PDF for all the distributions.
-
Improve support for building with no exception or RTTI support.
-
Some minor bug fixes for 1F1 corner cases, see 778.
-
Added
logaddexp
and logsumexp
to
compute log(ex1 + ex2 + ... + exN).
-
Added color map visualization
as one of our internal tools.
-
Added root finding of quartic
polynomials.
-
Extended the list of std lib math functions available for
use in
constexpr
contexts.
-
Fixed pathological case in cubic root finding, see #759.
-
Added deduction guides for the distribution classes to prevent erroneous
deduction from constructors in C++17, see #754.
-
Fixed building of bernoulli.hpp on platforms with no std::thread etc, see
#748.
-
Begin comprehensively removing C-style casts in favour of static_cast's
(warning suppression).
-
Improved the performance of the Double-Exponential integrators, see #706.
-
Add support for cubic roots.
-
Add support for
constexpr
versions of various standard library
math routines.
-
Add support for Bezier polynomials.
-
Improve worst-case tanh-sinh integration performance.
-
Disable inadvertant use of integral types in integration routines.
-
Minor update for erf approximations when the result is with 2ulp of 1.
-
Allow Bernoulli code to be used on platforms with no atomic integers.
-
Improve the mode of the non-central Chi Squared distribution.
-
Improve certain edge cases for <cstdfloat> complex-valued elementary
functions, see #507.
-
This library can now be used entirely standalone, without the rest of Boost:
either use a compiler which supports
__has_include
or define BOOST_MATH_STANDALONE
to enable standalone mode.
-
Add Bilinear Uniform Interpolation.
-
Add Fibonacci
Numbers.
-
Fix Hypergeometric Distribution kertosis, see #639.
-
Fix closed Catmull-Rom curves to have the same start/end point. See #636.
-
Correct Bernoulli number caching in multi-threading multiprecision case.
-
Re-enabled the ability to build in environments with no std lib threading
support. See #621.
-
Correct Gini-coefficient parrellel calculation.
-
Breaking Change: C++03 support is now
removed, a C++11 or later conformant compiler is now required to use this
library.
-
Added Z-test.
-
Added execution policy support to univariate and bivariate statistics:
enables parallel execution (requires C++17 and
<execution>
).
-
Big update/improvement on CI testing.
-
Bivariate statistics now have integer support.
-
T-Test now has integer support.
-
Linear regression now has integer support.
-
Correct PDF of the beta distribution at the endpoints.
-
Correct use of Stirling's approximation in certain multiprecision cases,
fixes #396.
-
Eliminate -Wimplicit-int-float-conversion on clang.
-
Fix some constexpr issues in quaternion/octonion.
-
Minor performance fix to tanh_sinh integration.
-
Update hypergeometric functions internal scaling to allow for 64-bit (long
long) exponents with multiprecision types.
-
IMPORTANT: C++03 support is now deprecated and will be removed from March
2021.
-
Added Cubic Hermite Interpolation.
-
Added Modified Akima Interpolation.
-
Added PCHIP Interpolation.
-
Added Quintic Hermite Interpolation.
-
Added entropy to numerous distributions.
-
Allow trivial quadrature case where the two end points are equal, and in
addition allow bounds to be interchanged.
-
Fix exp_sinh quadrature to work with complex types over a non-native range.
-
Fix miscellaneous compiler warnings in factorial.hpp.
-
Use std::chrono rather than boost::chrono in timed pFq calculations.
-
Remove much of the old boost::mpl dependencies to improve constexpr support.
-
Catmull-Rom interpolator now works in C++11.
-
Cardinal quadratic B-spline interpolation.
-
Domain of elliptic integrals extended.
-
sin_pi and cos_pi performance improvements.
-
Forward-mode automatic differentiation.
-
Vector valued barycentric rational interpolation.
-
Ooura's method for evaluation of Fourier integrals.
-
Multiple compatibility issues with Multiprecision fixed.
-
Lambert-W fixed on a rare architecture.
-
Add Lanczos smoothing derivatives
-
Move
numerical_differentiation.hpp
from boost/math/tools/
to boost/math/differentiation/finite_difference.hpp
.
-
Add mean, variance, skewness, kurtosis, median, Gini coefficient, and median
absolute deviation to
tools/univariate_statistics.hpp
.
-
Add correlation coefficients and covariance to
tools/bivariate_statistics.hpp
-
Add absolute Gini coefficient, Hoyer sparsity, oracle SNR, and the M2M4 SNR
estimator to
tools/signal_statistics.hpp
.
-
Add total variation, l0, l1, l2, and sup norms, as well as corresponding
distance functions to
tools/norms.hpp
.
-
Add move constructors for polynomials, support complex coefficients, add
.prime()
and .integrate()
methods.
-
Add
quadratic_roots
to
tools/roots.hpp
.
-
Add support for complex-valued functions to Newton's method in
roots.hpp
.
-
Add Catmull-Rom interpolator.
-
Fix bug in
newton_raphson_iterate
where we could terminate incorrectly under certain exceptional cases.
-
Suppressed warnings from use of
Q
suffix on constants when compiling with g++ -Wall
-pedantic
.
-
Add LambertW functions.
-
Update integration routines to support complex valued integrands and contour
integrals.
-
Added the derivative of the Barycentric rational approximation.
-
Updated continued fraction and series evaluation code to support complex
types.
-
Minor fixes to better support variable precision floating point types.
-
Removed use of deprecated Boost.Endian in favour of Predef.
-
Prevent logic error leading to infinite loop in toms748_solve. See #138.
-
Fix mean and standard_deviation for extreme_value_distribution. See #139.
-
Improve heuristics used in newton_raphson_iterate. See #145.
-
Fix result of
erf(NaN)
.
See #141.
-
Big push to reduce GCC warnings. See #136.
-
Refactor polynomial addition. See PR132.
-
Fix for vxWorks having a
real
function in the global namespace. See PR131.
-
Improve
sinc
approximations
and add better tests.
-
Fix typo in Student's T hypothesis testing documentation, see #143.
-
Continue to improve numerical integration routines, and in particular add
support for contour integrals.
-
Improve accuracy of erfc function's rational approximations.
-
Add Gauss and Gauss-Kronrod quadrature routines.
-
Add double-exponential (tanh-sinh, exp-sinh and sinh-sinh) quadrature routines.
-
Add Chebyshev polynomial evaluation, roots, integration, differentiation,
and interpolation routines.
New Features:
Patches:
-
Improve polynomial GCD algorithms, with thanks to Jeremy Murphy.
-
Removed gcd/lcm routines from Boost.Math - these are now in Boost.Integer.
Patches:
-
Big push to ensure all functions in also in C99 are compatible with Annex
F.
-
Improved accuracy of the Bessel functions I0, I1, K0 and K1, see 12066.
Patches:
-
Fixed evaluation of zero polynomial in polynomial.hpp, see 12532.
-
Fixed missing header include in boost/math/tools/tuple.hpp, see 12537.
New Features:
-
Enabled all the special function code to work correctly with types whose
precision can change at runtime: for example type
mpfr_float
from Boost.Multiprecision.
Patches:
-
Fix tgamma_delta_ratio for cases where the delta is small compared to the
base.
-
Fix misc GCC-4.4 test failures.
New Features:
-
Polynomial arithmetic added to tools.
New Features:
-
Promote the root finding and function minimization code to first class
citizens - these are now officially supported as part of the library.
-
Allow the library to be used and tested with compiler exception handling
support turned off. To better facilitate this the default error handling
policies have been changed to errno_on_error but only
when the compiler has no exception handling support.
Patches:
-
Fix behaviour of the non-central chi-squared distribution when the non-centrality
parameter is zero to match the chi-squared, see 11557.
-
Fix comments in code for the hypergeometric to match what it actually does,
also fixes the parameter access functions to return the correct values.
See 11556.
-
Stopped using hidden visibility library build with the Oracle compiler
as it leads to unresolved externals from the C++ standard library. See
11547.
-
Fix unintended use of __declspec when building with Oracle C++. See 11546.
-
Fix corner case bug in root bracketing code, see 11532.
-
Add some missing typecasts in arguments to std::max in Bernoulli code.
See 11453.
-
Fix mistaken assumptions about the possible values for FLT_EVAL_METHOD.
See 11429.
-
Completely revamped performance testing and error-rate measuring code so
we can more easily document how well (or not!) we're doing. This information
will hopefully get more frequently updated in future as it's more or less
automatically generated - see the reporting sub-directory
for more information.
-
Fix some corner cases in the beta, incomplete beta, and incomplete beta
derivative. With thanks to Rocco Romeo.
-
Reorganized the Bessel functions internally to improve the performance
of Jn and Yn.
-
Fixed skewness formula for triangular distribution, see #11768.
-
Fixed some examples so they compile on Unix platforms which have an ::exception
struct declared, see #11827.
-
Correct mistake in triangular distribution skewness formula 11768,
reported by Juan Leni.
Patch release for Boost-1.58:
-
Minor patch
for Haiku support.
-
Fix the decimal digit count for 128-bit floating point types.
-
Fix a few documentation typos.
-
Added two new special functions - trigamma
and polygamma.
-
Fixed namespace scope constants so they are constexpr on conforming compilers,
see https://svn.boost.org/trac/boost/ticket/10901.
-
Fixed various cases of spurious under/overflow in the incomplete beta and
gamma functions, plus the elliptic integrals, with thanks to Rocco Romeo.
-
Fix 3-arg legendre_p
and legendre_q functions
to not call the policy based overload if the final argument is not actually
a policy.
-
Cleaned up some dead code in the incomplete beta function, see #10985.
-
Fixed extreme-value pdf for large valued inputs, see #10938.
-
Large update to the Elliptic integral code to use Carlson's latest algorithms
- these should be more stable, more accurate and slightly faster than before.
Also added support for Carlson's RG integral.
-
Added ellint_d, jacobi_zeta and heuman_lambda elliptic
integrals.
-
Switched documentation to use SVG rather than PNG graphs and equations
- browsers seem to have finally caught up!
-
Added Hyperexponential
Distribution.
-
Fix some spurious overflows in the incomplete gamma functions (with thanks
to Rocco Romeo).
-
Fix bug in derivative of incomplete beta when a = b = 0.5 - this also effects
several non-central distributions, see 10480.
-
Fixed some corner cases in round.
-
Don't support 80-bit floats in cstdfloat.hpp if standard library support
is broken.
-
Breaking change: moved a number of non-core
headers that are predominantly used for internal maintenance into
libs/math/include_private
. The headers effected
are boost/math/tools/test_data.hpp
, boost/math/tools/remez.hpp
,
boost/math/constants/generate.hpp
, boost/math/tools/solve.hpp
,
boost/math/tools/test.hpp
. You can continue to use these headers
by adding libs/math/include_private
to your compiler's include
path.
-
Breaking change: A number of distributions
and special functions were returning the maximum finite value rather than
raising an overflow_error,
this has now been fixed, which means these functions now behave as documented.
However, since the default behavior on raising an overflow_error
is to throw a
std::overflow_error
exception, applications
which have come to reply rely on these functions not throwing may experience
exceptions where they did not before. The special functions involved are
gamma_p_inva,
gamma_q_inva,
ibeta_inva,
ibetac_inva,
ibeta_invb,
ibetac_invb,
gamma_p_inv, gamma_q_inv. The distributions
involved are Pareto
Distribution, Beta
Distribution, Geometric
Distribution, Negative
Binomial Distribution, Binomial
Distribution, Chi
Squared Distribution, Gamma
Distribution, Inverse
chi squared Distribution, Inverse
Gamma Distribution. See #10111.
-
Fix round and trunc functions so they can
be used with integer arguments, see #10066.
-
Fix Halley iteration to handle zero derivative (with non-zero second derivative),
see #10046.
-
Fix Geometric distribution use of Policies, see #9833.
-
Fix corner cases in the negative binomial distribution, see #9834.
-
Fix compilation failures on Mac OS.
-
Changed version number to new Boost.Math specific version now that we're
in the modular Boost world.
-
Added Bernoulli
numbers, changed arbitrary precision tgamma/lgamma to use Sterling's
approximation (from Nikhar Agrawal).
-
Added first derivatives of the Bessel functions: cyl_bessel_j_prime,
cyl_neumann_prime,
cyl_bessel_i_prime,
cyl_bessel_k_prime,
sph_bessel_prime
and sph_neumann_prime
(from Anton Bikineev).
-
Fixed buggy Student's t example code, along with docs for testing sample
means for equivalence.
-
Documented
max_iter
parameter
in root finding code better, see #9225.
-
Add option to explicitly enable/disable use of __float128 in constants
code, see #9240.
-
Cleaned up handling of negative values in Bessel I0 and I1 code (removed
dead code), see #9512.
-
Fixed handling of very small values passed to tgamma
and lgamma so they
don't generate spurious overflows (thanks to Rocco Romeo).
-
#9672 PDF and
CDF of a Laplace distribution throwing domain_error Random variate
can now be infinite.
-
Fixed several corner cases in rising_factorial,
falling_factorial
and tgamma_delta_ratio
with thanks to Rocco Romeo.
-
Fixed several corner cases in rising_factorial,
falling_factorial
and tgamma_delta_ratio
(thanks to Rocco Romeo).
-
Removed constant
pow23_four_minus_pi
whose value did not match the name (and was unused by Boost.Math),
see #9712.
-
Suppress numerous warnings (mostly from GCC-4.8 and MSVC) #8384,
#8855,
#9107,
#9109..
-
Fixed PGI compilation issue #8333.
-
Fixed PGI constant value initialization issue that caused erf to generate
incorrect results #8621.
-
Prevent macro expansion of some C99 macros that are also C++ functions
#8732
and #8733..
-
Fixed Student's T distribution to behave correctly with huge degrees of
freedom (larger than the largest representable integer) #8837.
-
Make some core functions usable with
long
double
even when the platform has
no standard library long double
support #8940.
-
Fix error handling of distributions to catch invalid scale and location
parameters when the random variable is infinite #9042
and #9126.
-
Add workaround for broken <tuple> in Intel C++ 14 #9087.
-
Improve consistency of argument reduction in the elliptic integrals #9104.
-
Fix bug in inverse incomplete beta that results in cancellation errors
when the beta function is really an arcsine or Student's T distribution.
-
Fix issue in Bessel I and K function continued fractions that causes spurious
over/underflow.
-
Add improvement to non-central chi squared distribution quantile due to
Thomas Luu, Fast and accurate
parallel computation of quantile functions for random number generation,
Doctoral Thesis 2016. Efficient
and Accurate Parallel Inversion of the Gamma Distribution, Thomas Luu
-
Major reorganization to incorporate other Boost.Math like Integer Utilities
Integer Utilities (Greatest Common Divisor and Least Common Multiple),
quaternions and octonions. Making new chapter headings.
-
Added many references to Boost.Multiprecision and
cpp_dec_float_50
as an example of a User-defined Type (UDT).
-
Added Clang to list of supported compilers.
-
Fixed constants to use a thread-safe cache of computed values when used
at arbitrary precision.
-
Added finding zeros of Bessel functions
cyl_bessel_j_zero
,
cyl_neumann_zero
, airy_ai_zero
and airy_bi_zero
(by
Christopher Kormanyos).
-
More accuracy improvements to the Bessel J and Y functions from Rocco Romeo.
-
Fixed nasty cyclic dependency bug that caused some headers to not compile
#7999.
-
Fixed bug in tgamma
that caused spurious overflow for arguments between 142.5 and 143.
-
Fixed bug in raise_rounding_error that caused it to return an incorrect
result when throwing an exception is turned off #7905.
-
Added minimal __float128 support.
-
Fixed bug in edge-cases of poisson quantile #8308.
-
Adjusted heuristics used in Halley iteration to cope with inverting the
incomplete beta in tricky regions where the derivative is flatlining. Example
is computing the quantile of the Fisher F distribution for probabilities
smaller than machine epsilon. See ticket #8314.
-
Fixed issues #7325,
#7415
and #7416,
#7183,
#7649,
#7694,
#4445,
#7492,
#7891,
#7429.
-
Fixed mistake in calculating pooled standard deviation in two-sample students
t example #7402.
-
Improve complex acos/asin/atan, see #7290,
#7291.
-
Improve accuracy in some corner cases of cyl_bessel_j
and gamma_p/gamma_q
thanks to suggestions from Rocco Romeo.
-
Improve accuracy of Bessel J and Y for integer orders thanks to suggestions
from Rocco Romeo.
-
Corrected moments for small degrees of freedom #7177
(reported by Thomas Mang).
-
Added Airy functions and Jacobi Elliptic functions.
-
Corrected failure to detect bad parameters in many distributions #6934 (reported
by Florian Schoppmann) by adding a function check_out_of_range to test
many possible bad parameters. This test revealed several distributions
where the checks for bad parameters were ineffective, and these have been
rectified.
-
Fixed issue in Hankel functions that causes incorrect values to be returned
for x < 0 and ν odd, see #7135.
-
Fixed issues #6517,
#6362,
#7053,
#2693,
#6937,
#7099.
-
Permitted infinite degrees of freedom #7259
implemented using the normal distribution (requested by Thomas Mang).
-
Much enhanced accuracy for large degrees of freedom ν and/or large non-centrality
δ
by switching to use the Students t distribution (or Normal distribution
for infinite degrees of freedom) centered at delta, when δ / (4 * ν) <
epsilon for the floating-point type in use. #7259.
It was found that the incomplete beta was suffering from serious cancellation
errors when degrees of freedom was very large. (That has now been fixed
in our code, but any code based on Didonato and Morris's original papers
(probably every implementation out there actually) will have the same issue).
See Boost-1.52 - some items were added but not listed in time for the release.
-
Promoted math constants to be 1st class citizens, including convenient
access to the most widely used built-in float, double, long double via
three namespaces.
-
Added the Owen's T function and Skew Normal distribution written by Benjamin
Sobotta: see Owens T and skew_normal_distrib.
-
Added Hankel functions cyl_hankel_1,
cyl_hankel_2, sph_hankel_1 and sph_hankel_2.
-
Corrected issue #6627
nonfinite_num_put formatting of 0.0 is incorrect based on a patch
submitted by K R Walker.
-
Changed constant initialization mechanism so that it is thread safe even
for user-defined types, also so that user defined types get the full precision
of the constant, even when
long
double
does not. So for example
128-bit rational approximations will work with UDT's and do the right thing,
even though long double
may be only 64 or 80 bits.
-
Fixed issue in
bessel_jy
which causes Y8.5(4π) to yield a NaN.
-
Deprecated wrongly named
twothirds
math constant in favour of two_thirds
(with underscore separator). (issue #6199).
-
Refactored test data and some special function code to improve support
for arbitrary precision and/or expression-template-enabled types.
-
Added new faster zeta function evaluation method.
Fixed issues:
-
Corrected CDF complement for Laplace distribution (issue #6151).
-
Corrected branch cuts on the complex inverse trig functions, to handle
signed zeros (issue #6171).
-
Fixed bug in
bessel_yn
which caused incorrect overflow errors to be raised for negative n
(issue #6367).
-
Also fixed minor/cosmetic/configuration issues #6120,
#6191,
#5982,
#6130,
#6234,
#6307,
#6192.
-
Added new series evaluation methods to the cyclic Bessel I, J, K and Y
functions. Also taken great care to avoid spurious over and underflow of
these functions. Fixes issue #5560
-
Added an example of using Inverse Chi-Squared distribution for Bayesian
statistics, provided by Thomas Mang.
-
Added tests to use improved version of lexical_cast which handles C99 nonfinites
without using globale facets.
-
Corrected wrong out-of-bound uniform distribution CDF complement values
#5733.
-
Enabled long double support on OpenBSD (issue #6014).
-
Changed nextafter and related functions to behave in the same way as other
implementations - so that nextafter(+INF, 0) is a finite value (issue
#5832).
-
Changed tuple include configuration to fix issue when using in conjunction
with Boost.Tr1 (issue #5934).
-
Changed class eps_tolerance to behave correctly when both ends of the range
are zero (issue #6001).
-
Fixed missing include guards on prime.hpp (issue #5927).
-
Removed unused/undocumented constants from constants.hpp (issue #5982).
-
Fixed missing std:: prefix in nonfinite_num_facets.hpp (issue #5914).
-
Minor patches for Cray compiler compatibility.
-
Added changesign function to sign.hpp to facilitate addition of nonfinite
facets.
-
Addition of nonfinite facets from Johan Rade, with tests, examples of use
for C99 format infinity and NaN, and documentation.
-
Added tests and documentation of changesign from Johan Rade.
-
Added Wald, Inverse Gaussian and geometric distributions.
-
Added information about configuration macros.
-
Added support for mpreal as a real-numbered type.
-
Added warnings about potential ambiguity with std random library in distribution
and function names.
-
Added inverse gamma distribution and inverse chi_square and scaled inverse
chi_square.
-
Editorial revision of documentation, and added FAQ.
-
Fixed incorrect range and support for Rayleigh distribution.
-
Fixed numerical error in the quantile of the Student's T distribution:
the function was returning garbage values for non-integer degrees of freedom
between 2 and 3.
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Significantly improved performance for the incomplete gamma function and
its inverse.
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Added support for MPFR as a bignum type.
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Added some full specializations of the policy classes to reduce compile
times.
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Added logistic and hypergeometric distributions, from Gautam Sewani's Google
Summer of Code project.
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Added Laplace distribution submitted by Thijs van den Berg.
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Updated performance test code to include new distributions, and improved
the performance of the non-central distributions.
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Added SSE2 optimised Lanczos approximation
code, from Gautam Sewani's Google Summer of Code project.
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Fixed bug in cyl_bessel_i that used an incorrect approximation for ν = 0.5,
also effects the non-central Chi Square Distribution when ν = 3, see bug
report #2877.
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Fixed minor bugs #2873.
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Added Johan Råde's optimised floating point classification routines.
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Fixed code so that it compiles in GCC's -pedantic mode (bug report #1451).
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Improved accuracy and testing of the inverse hypergeometric functions.
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Added Noncentral Chi Squared Distribution.
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Added Noncentral Beta Distribution.
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Added Noncentral F Distribution.
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Added Noncentral T Distribution.
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Added Exponential Integral Functions.
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Added Zeta Function.
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Added Rounding and Truncation functions.
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Added Compile time powers of runtime bases.
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Added SSE2 optimizations for Lanczos evaluation.
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Added Policy based framework that allows fine grained control over function
behaviour.
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Breaking change: Changed default behaviour
for domain, pole and overflow errors to throw an exception (based on review
feedback), this behaviour can be customised using Policy's.
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Breaking change: Changed exception thrown
when an internal evaluation error occurs to boost::math::evaluation_error.
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Breaking change: Changed discrete quantiles
to return an integer result: this is anything up to 20 times faster than
finding the true root, this behaviour can be customised using Policy's.
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Polynomial/rational function evaluation is now customisable and hopefully
faster than before.
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Added performance test program.
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Moved Xiaogang Zhang's Bessel Functions code into the library, and brought
them into line with the rest of the code.
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Added C# "Distribution Explorer" demo application.
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Implemented the main probability distribution and density functions.
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Implemented digamma.
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Added more factorial functions.
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Implemented the Hermite, Legendre and Laguerre polynomials plus the spherical
harmonic functions from TR1.
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Moved Xiaogang Zhang's elliptic integral code into the library, and brought
them into line with the rest of the code.
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Moved Hubert Holin's existing Boost.Math special functions into this library
and brought them into line with the rest of the code.
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Implement preview release of the statistical distributions.
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Added statistical distributions tutorial.
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Implemented root finding algorithms.
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Implemented the inverses of the incomplete gamma and beta functions.
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Rewrite erf/erfc as rational approximations (valid to 128-bit precision).
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Integrated the statistical results generated from the test data with Boost.Test:
uses a database of expected results, indexed by test, floating point type,
platform, and compiler.
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Improved lgamma near 1 and 2 (rational approximations).
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Improved erf/erfc inverses (rational approximations).
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Implemented Rational function generation (the Remez method).
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Implement gamma/beta/erf functions along with their incomplete counterparts.
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Generate high quality test data, against which future improvements can
be judged.
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Provide tools for the evaluation of infinite series, continued fractions,
and rational functions.
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Provide tools for testing against tabulated test data, and collecting statistics
on error rates.
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Provide sufficient docs for people to be able to find their way around
the library.
SVN Revisions:
Sandbox and trunk last synchonised at revision: .