Re: [Boost-users] Is there a C++ implementation for numerical quadrature/cubature?

Subject: Re: [Boost-users] Is there a C++ implementation for numerical quadrature/cubature?
From: John Maddock (jz.maddock_at_[hidden])
Date: 2017-08-20 07:22:51

On 20/08/2017 03:09, Easior Lars via Boost-users wrote:
>>>>>> "JMvB" == John Maddock via Boost-users <boost-users_at_[hidden]> writes:
> Thank you for your useful information.
>
>      JMvB> * The next release will have fairly simple adaptive trapezoidal quadrature.
>      JMvB> * I'm trying to quash the last few CI failures for double-exponential quadrature
>      JMvB> now (tanh-sinh, exp-sinh and sinh-sinh) - that looks to be a remarkably efficient
>      JMvB> and general purpose integrator (and yes it works very well with arbitrary
>      JMvB> precision types).  That's targeted for 1.66.
>      JMvB> * We have the bits in place for adaptive Gauss-Konrad, but haven't worked out the
>      JMvB> details yet.... not sure if that one will make 1.66 or a later release.
>
> I have forked boost math library on GitHub and want to make some
> testing. However, I have three issues to ask you:
>
> * Which branch does the quadrature exist in? develop or other branch?

Currently branch "pr66", I'm hoping to get the double-exponential in 
develop in the next week or so.

> * Can I build boost library just only with math module? I guess, I
>    should checkout all of boost modules in order to success in
>    building boost library.

There's nothing to build to use the math lib - just place the headers in 
libs/math/include in your include path *before* the rest of boost.

>      JMvB> If you wanted to try out the double-exponential code now, it's here:
>      JMvB> https://github.com/boostorg/math/pull/72, I've currently broken the tests (!),
>      JMvB> but the headers are all ready to go, and if you'd like to give the new code a
>      JMvB> test drive and report back that would be great. As with most quadrature routines,
>      JMvB> it's fairly easy to break if you're cunning enough (which is why the tests are
>      JMvB> currently broken!), but it does handle endpoint singularities very well, and is a
>      JMvB> lot more robust and efficient than I expected.  I've put a PDF build of the docs
>      JMvB> from that branch here: https://www.dropbox.com/s/9uwe1tujc0p12b5/math.pdf?dl=0you
>      JMvB> will need to navigate to the tools->quadrature section (page 745).
> * Can you tell how to build Boost.math documentation? I found it is
>    diffcult to build Boost documentations by boostbook. Is there any
>    guideline to do this?
>    

If you just want to read the docs, then I'd suggest you stick to the PDF 
I posted to: https://www.dropbox.com/s/9uwe1tujc0p12b5/math.pdf?dl=0

However, the quadrature docs haven't been proof-read yet, so patches are 
welcome ;)

To build the Math lib docs you will need to:

* Copy tools/build/example/user-config.jam to your home directory.
* Install xsltproc, the docbook xsl stylesheets 
(https://sourceforge.net/projects/docbook/files/docbook-xsl/), and the 
docbook 4.2 DTD (http://docbook.org/xml/4.2/).
* In user-config.jam add to the end:

using xsltproc ;

using boostbook
     : path-to-xsl-stylesheets
     : path-to-xml-dtd-4.2
     ;

using quickbook ;

Then cd into libs/math/doc and:

../../../b2 release

which will build the html docs.  Additional Boost tools (quickbook and 
auto_index) will get built on demand.

There's more information at 
https://svn.boost.org/trac10/wiki/BoostDocs/GettingStarted but it's more 
complex than it needs to be as it covers what you need to do 
*everything* with *any* library.

HTH, John.

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