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Probability

Travis Codecov

A fast implementation of probabilities / positive floating point arithmetic using logarithms.

Usage

This library is header only, which means you can copy it and use it with a simple include:

#include "probability/probability.hpp"

We provide aliases for the most common uses:

Type Definition
log_float_t Logarithm floating point with value type float
log_double_t Logarithm floating point with value type double
log_long_double_t Logarithm floating point with value type long double
probability_float_t Probability with base type float
probability_double_t     Probability with base type double
probability_long_double_t Probability with base type long double
probability_t Alias to probability_double_t

The library defines a class LogFloatingPoint with 3 template parameters:

  • T, the value type, used for internal storage
  • ulp, the units in the last place, used to define the precision of comparisons.
  • C, the checker type, used to inject methods that verify consistency; the library provides two standard checkers: EmptyChecker (for the log_*_t types above) and ProbabilityChecker (for the probability_*_t types above).

By default, all aliases above have ulp = 0 (meaning that the precision equals the machine epsilon of the value type).

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A fast implementation of probabilities, using log-probabilities

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