Merge to Master for 1.90

.drone.star

@@ -18,6 +18,7 @@ def main(ctx):
   things_to_test = [ "special_fun", "distribution_tests", "mp", "misc", "interpolators", "quadrature", "autodiff", "long-running-tests", "float128_tests", "concepts" ]
   gcc13_things_to_test = [ "special_fun", "distribution_tests", "mp", "misc", "interpolators", "quadrature", "autodiff", "long-running-tests", "float128_tests", "concepts", "new_floats" ]
   sanitizer_test = [ "special_fun", "distribution_tests", "misc", "interpolators", "quadrature", "float128_tests" ]
+  reverse_mode_autodiff_test = [ "test_reverse_mode_autodiff", "autodiff-long-running-tests" ]
   gnu_5_stds = [ "gnu++14", "c++14" ]
   gnu_6_stds = [ "gnu++14", "c++14", "gnu++17", "c++17" ]
   clang_6_stds = [ "c++14", "c++17" ]
@@ -68,6 +69,10 @@ def main(ctx):
     for cxx in gcc13_stds:
       result.append(linux_cxx("Ubuntu g++-13 " + cxx + " " + suite, "g++-13", packages="g++-13", buildtype="boost", image="cppalliance/droneubuntu2404:1", environment={'TOOLSET': 'gcc', 'COMPILER': 'g++-13', 'CXXSTD': cxx, 'TEST_SUITE': suite, }, globalenv=globalenv))
       result.append(linux_cxx("Ubuntu g++-14 " + cxx + " " + suite, "g++-14", packages="g++-14", buildtype="boost", image="cppalliance/droneubuntu2404:1", environment={'TOOLSET': 'gcc', 'COMPILER': 'g++-14', 'CXXSTD': cxx, 'TEST_SUITE': suite, }, globalenv=globalenv))
+  for suite in reverse_mode_autodiff_test:
+    for cxx in gcc13_stds:
+      result.append(linux_cxx("Ubuntu g++-13 " + cxx + " " + suite, "g++-13", packages="g++-13", buildtype="boost", image="cppalliance/droneubuntu2404:1", environment={'TOOLSET': 'gcc', 'COMPILER': 'g++-13', 'CXXSTD': cxx, 'TEST_SUITE': suite, }, globalenv=globalenv))
+      result.append(linux_cxx("Ubuntu g++-14 " + cxx + " " + suite, "g++-14", packages="g++-14", buildtype="boost", image="cppalliance/droneubuntu2404:1", environment={'TOOLSET': 'gcc', 'COMPILER': 'g++-14', 'CXXSTD': cxx, 'TEST_SUITE': suite, }, globalenv=globalenv))
 
   return result
 

.github/workflows/codecov.yml

@@ -53,10 +53,12 @@ jobs:
               compiler: gcc-12,     cxxstd: '20',          os: ubuntu-22.04, install: 'g++-12-multilib', address-model: '64', suite: 'interpolators' }
           - { name: Collect coverage autodiff, coverage: yes,
               compiler: gcc-12,     cxxstd: '20',          os: ubuntu-22.04, install: 'g++-12-multilib', address-model: '64', suite: 'autodiff' }
+          - { name: Collect coverage reverse-autodiff, coverage: yes,
+              compiler: gcc-12,     cxxstd: '20',          os: ubuntu-22.04, install: 'g++-12-multilib', address-model: '64', suite: 'test_reverse_mode_autodiff' }
     timeout-minutes: 360
     runs-on: ${{matrix.os}}
     container: ${{matrix.container}}
-    env: {B2_USE_CCACHE: 1}
+    env: {B2_USE_CCACHE: 0}
 
     steps:
       - name: Setup environment

.gitignore

@@ -10,10 +10,12 @@ test/cuda
 **/.temps/*
 build/*
 .vscode/*
-*.svg
+#*.svg
 tools/bin/**
 .idea/*
-
+# autogenerated for table in reverse mode docs
+doc/differentiation/compilation_table.txt
+test/test_reverse_mode_autodiff_special_functions_compile/generated_jam_compile_commands.txt
 # CMake Related Options
 *.a
 *.o
@@ -28,3 +30,4 @@ cmake-build-debug/*
 build.ninja
 .ninja*
 a.out
+

CMakeLists.txt

@@ -3,9 +3,9 @@
 # Distributed under the Boost Software License, Version 1.0.
 # https://www.boost.org/LICENSE_1_0.txt
 
-cmake_minimum_required(VERSION 3.5...3.16)
+cmake_minimum_required(VERSION 3.8...3.16)
 
-project(boost_math VERSION 1.89.0 LANGUAGES CXX)
+project(boost_math VERSION 1.90.0 LANGUAGES CXX)
 
 add_library(boost_math INTERFACE)
 
@@ -45,6 +45,8 @@ else()
 
 endif()
 
+target_compile_features(boost_math INTERFACE cxx_std_14)
+
 if(BUILD_TESTING AND EXISTS "${CMAKE_CURRENT_SOURCE_DIR}/test/CMakeLists.txt")
 
   add_subdirectory(test)

doc/constants/constants.qbk

@@ -340,6 +340,7 @@ This section lists the mathematical constants, their use(s) (and sometimes ratio
 [[pi_minus_three] [[pi]-3] [0.141593] [] ]
 [[four_minus_pi] [4 -[pi]] [0.858407] [] ]
 [[pi_pow_e] [[pi][super e]] [22.4591] [] ]
+[[log_pi] [ln([pi])] [1.14473] [] ]
 
 [[pi_sqr] [[pi][super 2]] [9.86960] [] ]
 [[pi_sqr_div_six] [[pi][super 2]/6] [1.64493] [] ]

doc/html/math_toolkit/dist_ref/dists/holtsmark_dist.html

@@ -0,0 +1,207 @@
+<html>
+<head>
+<meta http-equiv="Content-Type" content="text/html; charset=UTF-8">
+<title>Holtsmark Distribution</title>
+<link rel="stylesheet" href="../../../math.css" type="text/css">
+<meta name="generator" content="DocBook XSL Stylesheets Vsnapshot">
+<link rel="home" href="../../../index.html" title="Math Toolkit 4.2.1">
+<link rel="up" href="../dists.html" title="Distributions">
+<link rel="prev" href="geometric_dist.html" title="Geometric Distribution">
+<link rel="next" href="hyperexponential_dist.html" title="Hyperexponential Distribution">
+<meta name="viewport" content="width=device-width, initial-scale=1">
+</head>
+<body bgcolor="white" text="black" link="#0000FF" vlink="#840084" alink="#0000FF">
+<table cellpadding="2" width="100%"><tr>
+<td valign="top"><img alt="Boost C++ Libraries" width="277" height="86" src="../../../../../../../boost.png"></td>
+<td align="center"><a href="../../../../../../../index.html">Home</a></td>
+<td align="center"><a href="../../../../../../../libs/libraries.htm">Libraries</a></td>
+<td align="center"><a href="http://www.boost.org/users/people.html">People</a></td>
+<td align="center"><a href="http://www.boost.org/users/faq.html">FAQ</a></td>
+<td align="center"><a href="../../../../../../../more/index.htm">More</a></td>
+</tr></table>
+<hr>
+<div class="spirit-nav">
+<a accesskey="p" href="geometric_dist.html"><img src="../../../../../../../doc/src/images/prev.png" alt="Prev"></a><a accesskey="u" href="../dists.html"><img src="../../../../../../../doc/src/images/up.png" alt="Up"></a><a accesskey="h" href="../../../index.html"><img src="../../../../../../../doc/src/images/home.png" alt="Home"></a><a accesskey="n" href="hyperexponential_dist.html"><img src="../../../../../../../doc/src/images/next.png" alt="Next"></a>
+</div>
+<div class="section">
+<div class="titlepage"><div><div><h4 class="title">
+<a name="math_toolkit.dist_ref.dists.holtsmark_dist"></a><a class="link" href="holtsmark_dist.html" title="Holtsmark Distribution">Holtsmark
+        Distribution</a>
+</h4></div></div></div>
+<pre class="programlisting"><span class="preprocessor">#include</span> <span class="special">&lt;</span><span class="identifier">boost</span><span class="special">/</span><span class="identifier">math</span><span class="special">/</span><span class="identifier">distributions</span><span class="special">/</span><span class="identifier">holtsmark</span><span class="special">.</span><span class="identifier">hpp</span><span class="special">&gt;</span></pre>
+<pre class="programlisting"><span class="keyword">template</span> <span class="special">&lt;</span><span class="keyword">class</span> <span class="identifier">RealType</span> <span class="special">=</span> <span class="keyword">double</span><span class="special">,</span>
+          <span class="keyword">class</span> <a class="link" href="../../../policy.html" title="Chapter 22. Policies: Controlling Precision, Error Handling etc">Policy</a>   <span class="special">=</span> <a class="link" href="../../pol_ref/pol_ref_ref.html" title="Policy Class Reference">policies::policy&lt;&gt;</a> <span class="special">&gt;</span>
+<span class="keyword">class</span> <span class="identifier">holtsmark_distribution</span><span class="special">;</span>
+
+<span class="keyword">typedef</span> <span class="identifier">holtsmark_distribution</span><span class="special">&lt;&gt;</span> <span class="identifier">holtsmark</span><span class="special">;</span>
+
+<span class="keyword">template</span> <span class="special">&lt;</span><span class="keyword">class</span> <span class="identifier">RealType</span><span class="special">,</span> <span class="keyword">class</span> <a class="link" href="../../../policy.html" title="Chapter 22. Policies: Controlling Precision, Error Handling etc">Policy</a><span class="special">&gt;</span>
+<span class="keyword">class</span> <span class="identifier">holtsmark_distribution</span>
+<span class="special">{</span>
+<span class="keyword">public</span><span class="special">:</span>
+   <span class="keyword">typedef</span> <span class="identifier">RealType</span>  <span class="identifier">value_type</span><span class="special">;</span>
+   <span class="keyword">typedef</span> <span class="identifier">Policy</span>    <span class="identifier">policy_type</span><span class="special">;</span>
+
+   <span class="identifier">BOOST_MATH_GPU_ENABLED</span> <span class="identifier">holtsmark_distribution</span><span class="special">(</span><span class="identifier">RealType</span> <span class="identifier">location</span> <span class="special">=</span> <span class="number">0</span><span class="special">,</span> <span class="identifier">RealType</span> <span class="identifier">scale</span> <span class="special">=</span> <span class="number">1</span><span class="special">);</span>
+
+   <span class="identifier">BOOST_MATH_GPU_ENABLED</span> <span class="identifier">RealType</span> <span class="identifier">location</span><span class="special">()</span><span class="keyword">const</span><span class="special">;</span>
+   <span class="identifier">BOOST_MATH_GPU_ENABLED</span> <span class="identifier">RealType</span> <span class="identifier">scale</span><span class="special">()</span><span class="keyword">const</span><span class="special">;</span>
+<span class="special">};</span>
+</pre>
+<p>
+          The <a href="http://en.wikipedia.org/wiki/holtsmark_distribution" target="_top">Holtsmark
+          distribution</a> is named after Johan Peter Holtsmark. It is special
+          case of a <a href="http://en.wikipedia.org/wiki/Stable_distribution" target="_top">stable
+          distribution</a> with shape parameter α=3/2, β=0.
+        </p>
+<p>
+          <a href="http://en.wikipedia.org/wiki/Probability_distribution" target="_top">probability
+          distribution function PDF</a> given by:
+        </p>
+<div class="blockquote"><blockquote class="blockquote"><p>
+            <span class="inlinemediaobject"><img src="../../../../equations/holtsmark_ref1.svg"></span>
+
+          </p></blockquote></div>
+<p>
+          The location parameter μ is the location of the distribution, while the scale
+          parameter [c] determines the width of the distribution. If the location
+          is zero, and the scale 1, then the result is a standard holtsmark distribution.
+        </p>
+<p>
+          The distribution especially used in astrophysics for modeling gravitational
+          bodies.
+        </p>
+<p>
+          The following graph shows how the distributions moves as the location parameter
+          changes:
+        </p>
+<div class="blockquote"><blockquote class="blockquote"><p>
+            <span class="inlinemediaobject"><img src="../../../../graphs/holtsmark_pdf1.svg" align="middle"></span>
+
+          </p></blockquote></div>
+<p>
+          While the following graph shows how the shape (scale) parameter alters
+          the distribution:
+        </p>
+<div class="blockquote"><blockquote class="blockquote"><p>
+            <span class="inlinemediaobject"><img src="../../../../graphs/holtsmark_pdf2.svg" align="middle"></span>
+
+          </p></blockquote></div>
+<h5>
+<a name="math_toolkit.dist_ref.dists.holtsmark_dist.h0"></a>
+          <span class="phrase"><a name="math_toolkit.dist_ref.dists.holtsmark_dist.member_functions"></a></span><a class="link" href="holtsmark_dist.html#math_toolkit.dist_ref.dists.holtsmark_dist.member_functions">Member
+          Functions</a>
+        </h5>
+<pre class="programlisting"><span class="identifier">BOOST_MATH_GPU_ENABLED</span> <span class="identifier">holtsmark_distribution</span><span class="special">(</span><span class="identifier">RealType</span> <span class="identifier">location</span> <span class="special">=</span> <span class="number">0</span><span class="special">,</span> <span class="identifier">RealType</span> <span class="identifier">scale</span> <span class="special">=</span> <span class="number">1</span><span class="special">);</span>
+</pre>
+<p>
+          Constructs a holtsmark distribution, with location parameter <span class="emphasis"><em>location</em></span>
+          and scale parameter <span class="emphasis"><em>scale</em></span>. When these parameters take
+          their default values (location = 0, scale = 1) then the result is a Standard
+          holtsmark Distribution.
+        </p>
+<p>
+          Requires scale &gt; 0, otherwise calls <a class="link" href="../../error_handling.html#math_toolkit.error_handling.domain_error">domain_error</a>.
+        </p>
+<pre class="programlisting"><span class="identifier">BOOST_MATH_GPU_ENABLED</span> <span class="identifier">RealType</span> <span class="identifier">location</span><span class="special">()</span><span class="keyword">const</span><span class="special">;</span>
+</pre>
+<p>
+          Returns the location parameter of the distribution.
+        </p>
+<pre class="programlisting"><span class="identifier">BOOST_MATH_GPU_ENABLED</span> <span class="identifier">RealType</span> <span class="identifier">scale</span><span class="special">()</span><span class="keyword">const</span><span class="special">;</span>
+</pre>
+<p>
+          Returns the scale parameter of the distribution.
+        </p>
+<h5>
+<a name="math_toolkit.dist_ref.dists.holtsmark_dist.h1"></a>
+          <span class="phrase"><a name="math_toolkit.dist_ref.dists.holtsmark_dist.non_member_accessors"></a></span><a class="link" href="holtsmark_dist.html#math_toolkit.dist_ref.dists.holtsmark_dist.non_member_accessors">Non-member
+          Accessors</a>
+        </h5>
+<p>
+          All the <a class="link" href="../nmp.html" title="Non-Member Properties">usual non-member accessor
+          functions</a> that are generic to all distributions are supported:
+          <a class="link" href="../nmp.html#math_toolkit.dist_ref.nmp.cdf">Cumulative Distribution Function</a>,
+          <a class="link" href="../nmp.html#math_toolkit.dist_ref.nmp.pdf">Probability Density Function</a>,
+          <a class="link" href="../nmp.html#math_toolkit.dist_ref.nmp.quantile">Quantile</a>, <a class="link" href="../nmp.html#math_toolkit.dist_ref.nmp.hazard">Hazard Function</a>, <a class="link" href="../nmp.html#math_toolkit.dist_ref.nmp.chf">Cumulative Hazard Function</a>,
+          __logcdf, __logpdf, <a class="link" href="../nmp.html#math_toolkit.dist_ref.nmp.mean">mean</a>,
+          <a class="link" href="../nmp.html#math_toolkit.dist_ref.nmp.median">median</a>, <a class="link" href="../nmp.html#math_toolkit.dist_ref.nmp.mode">mode</a>,
+          <a class="link" href="../nmp.html#math_toolkit.dist_ref.nmp.variance">variance</a>, <a class="link" href="../nmp.html#math_toolkit.dist_ref.nmp.sd">standard deviation</a>, <a class="link" href="../nmp.html#math_toolkit.dist_ref.nmp.skewness">skewness</a>, <a class="link" href="../nmp.html#math_toolkit.dist_ref.nmp.kurtosis">kurtosis</a>,
+          <a class="link" href="../nmp.html#math_toolkit.dist_ref.nmp.kurtosis_excess">kurtosis_excess</a>,
+          <a class="link" href="../nmp.html#math_toolkit.dist_ref.nmp.range">range</a> and <a class="link" href="../nmp.html#math_toolkit.dist_ref.nmp.support">support</a>. For this distribution
+          all non-member accessor functions are marked with <code class="computeroutput"><span class="identifier">BOOST_MATH_GPU_ENABLED</span></code>
+          and can be run on both host and device.
+        </p>
+<p>
+          Note however that the holtsmark distribution does not have a skewness,
+          kurtosis, etc. See <a class="link" href="../../pol_ref/assert_undefined.html" title="Mathematically Undefined Function Policies">mathematically
+          undefined function</a> to control whether these should fail to compile
+          with a BOOST_STATIC_ASSERTION_FAILURE, which is the default.
+        </p>
+<p>
+          Alternately, the functions <a class="link" href="../nmp.html#math_toolkit.dist_ref.nmp.skewness">skewness</a>,
+          <a class="link" href="../nmp.html#math_toolkit.dist_ref.nmp.kurtosis">kurtosis</a> and
+          <a class="link" href="../nmp.html#math_toolkit.dist_ref.nmp.kurtosis_excess">kurtosis_excess</a>
+          will all return a <a class="link" href="../../error_handling.html#math_toolkit.error_handling.domain_error">domain_error</a>
+          if called.
+        </p>
+<p>
+          The domain of the random variable is [-[max_value], +[min_value]].
+        </p>
+<h5>
+<a name="math_toolkit.dist_ref.dists.holtsmark_dist.h2"></a>
+          <span class="phrase"><a name="math_toolkit.dist_ref.dists.holtsmark_dist.accuracy"></a></span><a class="link" href="holtsmark_dist.html#math_toolkit.dist_ref.dists.holtsmark_dist.accuracy">Accuracy</a>
+        </h5>
+<p>
+          The error is within 4 epsilon.
+        </p>
+<p>
+          Errors in the PDF at 64-bit double precision:
+        </p>
+<p>
+          <span class="inlinemediaobject"><img src="../../../../graphs/holtsmark_pdf_accuracy_64.png"></span>
+        </p>
+<p>
+          Errors in the CDF-complement at 64-bit double precision:
+        </p>
+<p>
+          <span class="inlinemediaobject"><img src="../../../../graphs/holtsmark_ccdf_accuracy_64.png"></span>
+        </p>
+<h5>
+<a name="math_toolkit.dist_ref.dists.holtsmark_dist.h3"></a>
+          <span class="phrase"><a name="math_toolkit.dist_ref.dists.holtsmark_dist.implementation"></a></span><a class="link" href="holtsmark_dist.html#math_toolkit.dist_ref.dists.holtsmark_dist.implementation">Implementation</a>
+        </h5>
+<p>
+          See references.
+        </p>
+<h5>
+<a name="math_toolkit.dist_ref.dists.holtsmark_dist.h4"></a>
+          <span class="phrase"><a name="math_toolkit.dist_ref.dists.holtsmark_dist.references"></a></span><a class="link" href="holtsmark_dist.html#math_toolkit.dist_ref.dists.holtsmark_dist.references">References</a>
+        </h5>
+<div class="itemizedlist"><ul class="itemizedlist" style="list-style-type: disc; ">
+<li class="listitem">
+              <a href="http://en.wikipedia.org/wiki/holtsmark_distribution" target="_top">Holtsmark
+              Distribution</a>
+            </li>
+<li class="listitem">
+              T. Yoshimura, Numerical Evaluation and High Precision Approximation
+              Formula for Holtsmark Distribution, DOI: 10.36227/techrxiv.172054657.73020014/v1,
+              2024.
+            </li>
+</ul></div>
+</div>
+<div class="copyright-footer">Copyright © 2006-2021 Nikhar Agrawal, Anton Bikineev, Matthew Borland,
+      Paul A. Bristow, Marco Guazzone, Christopher Kormanyos, Hubert Holin, Bruno
+      Lalande, John Maddock, Evan Miller, Jeremy Murphy, Matthew Pulver, Johan Råde,
+      Gautam Sewani, Benjamin Sobotta, Nicholas Thompson, Thijs van den Berg, Daryle
+      Walker and Xiaogang Zhang<p>
+        Distributed under the Boost Software License, Version 1.0. (See accompanying
+        file LICENSE_1_0.txt or copy at <a href="http://www.boost.org/LICENSE_1_0.txt" target="_top">http://www.boost.org/LICENSE_1_0.txt</a>)
+      </p>
+</div>
+<hr>
+<div class="spirit-nav">
+<a accesskey="p" href="geometric_dist.html"><img src="../../../../../../../doc/src/images/prev.png" alt="Prev"></a><a accesskey="u" href="../dists.html"><img src="../../../../../../../doc/src/images/up.png" alt="Up"></a><a accesskey="h" href="../../../index.html"><img src="../../../../../../../doc/src/images/home.png" alt="Home"></a><a accesskey="n" href="hyperexponential_dist.html"><img src="../../../../../../../doc/src/images/next.png" alt="Next"></a>
+</div>
+</body>
+</html>