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<div class="titlepage"><div><div><h2 class="title" style="clear: both">
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<a name="math_toolkit.main_faq"></a><a class="link" href="main_faq.html" title="Boost.Math Frequently Asked Questions (FAQs)">Boost.Math Frequently Asked Questions
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(FAQs)</a>
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</h2></div></div></div>
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<div class="orderedlist"><ol class="orderedlist" type="1">
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<li class="listitem">
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<p class="simpara">
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<span class="emphasis"><em>I'm a FORTRAN/NAG/SPSS/SAS/Cephes/MathCad/R user and I don't
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see where the functions like dnorm(mean, sd) are in Boost.Math?</em></span>
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</p>
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<p class="simpara">
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Nearly all are provided, and many more like mean, skewness, quantiles,
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complements ... but Boost.Math makes full use of C++, and it looks a bit
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different. But do not panic! See section on construction and the many examples.
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Briefly, the distribution is constructed with the parameters (like location
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and scale) (things after the | in representation like P(X=k|n, p) or ;
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in a common representation of pdf f(x; μσ<sup>2</sup>). Functions like pdf, cdf are
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called with the name of that distribution and the random variate often
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called x or k. For example, <code class="computeroutput"><span class="identifier">normal</span>
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<span class="identifier">my_norm</span><span class="special">(</span><span class="number">0</span><span class="special">,</span> <span class="number">1</span><span class="special">);</span> <span class="identifier">pdf</span><span class="special">(</span><span class="identifier">my_norm</span><span class="special">,</span> <span class="number">2.0</span><span class="special">);</span></code>
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</p>
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</li>
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<li class="listitem">
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<p class="simpara">
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I'm a user of <a href="http://support.sas.com/rnd/app/da/new/probabilityfunctions.html" target="_top">New
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SAS Functions for Computing Probabilities</a>.
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</p>
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<p class="simpara">
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You will find the interface more familiar, but to be able to select a distribution
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(perhaps using a string) see the Extras/Future Directions section, and
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/boost/libs/math/dot_net_example/boost_math.cpp for an example that is
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used to create a C# (C sharp) utility (that you might also find useful):
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see <a href="http://sourceforge.net/projects/distexplorer/" target="_top">Statistical
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Distribution Explorer</a>.
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</p>
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</li>
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<li class="listitem">
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<p class="simpara">
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<span class="emphasis"><em>I'm allergic to reading manuals and prefer to learn from examples.</em></span>
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</p>
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<p class="simpara">
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Fear not - you are not alone! Many examples are available for functions
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and distributions. Some are referenced directly from the text. Others can
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be found at <code class="computeroutput"><span class="special">\</span><span class="identifier">boost_latest_release</span><span class="special">\</span><span class="identifier">libs</span><span class="special">\</span><span class="identifier">math</span><span class="special">\</span><span class="identifier">example</span></code>,
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for example If you are a Visual Studio user, you should be able to create
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projects from each of these, making sure that the Boost library is in the
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include directories list (there are usually NO libraries that must be built).
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</p>
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</li>
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<li class="listitem">
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<p class="simpara">
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<span class="emphasis"><em>How do I make sure that the Boost library is in the Visual Studio
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include directories list?</em></span>
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</p>
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<p class="simpara">
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You can add an include path, for example, your Boost place /boost-latest_release,
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for example <code class="computeroutput"><span class="identifier">X</span><span class="special">:/</span><span class="identifier">boost_1_70_0</span><span class="special">/</span></code>
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if you have a separate partition X for Boost releases. Or you can use an
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environment variable BOOST_ROOT set to your Boost place, and include that.
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Visual Studio before 2010 provided Tools, Options, VC++ Directories to
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control directories: Visual Studio 2010 instead provides property sheets
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to assist. You may find it convenient to create a new one adding \boost-latest_release;
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to the existing include items in $(IncludePath).
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</p>
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</li>
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<li class="listitem">
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<p class="simpara">
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<span class="emphasis"><em>I'm a FORTRAN/NAG/SPSS/SAS/Cephes/MathCad/R user and I don't
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see where the properties like mean, median, mode, variance, skewness of
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distributions are in Boost.Math?</em></span>
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</p>
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<p class="simpara">
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They are all available (if defined for the parameters with which you constructed
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the distribution) via <a class="link" href="dist_ref/nmp.html#math_toolkit.dist_ref.nmp.cdf">Cumulative
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Distribution Function</a>, <a class="link" href="dist_ref/nmp.html#math_toolkit.dist_ref.nmp.pdf">Probability
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Density Function</a>, <a class="link" href="dist_ref/nmp.html#math_toolkit.dist_ref.nmp.quantile">Quantile</a>,
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<a class="link" href="dist_ref/nmp.html#math_toolkit.dist_ref.nmp.hazard">Hazard Function</a>,
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<a class="link" href="dist_ref/nmp.html#math_toolkit.dist_ref.nmp.chf">Cumulative Hazard Function</a>,
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<a class="link" href="dist_ref/nmp.html#math_toolkit.dist_ref.nmp.mean">mean</a>, <a class="link" href="dist_ref/nmp.html#math_toolkit.dist_ref.nmp.median">median</a>,
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<a class="link" href="dist_ref/nmp.html#math_toolkit.dist_ref.nmp.mode">mode</a>, <a class="link" href="dist_ref/nmp.html#math_toolkit.dist_ref.nmp.variance">variance</a>,
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<a class="link" href="dist_ref/nmp.html#math_toolkit.dist_ref.nmp.sd">standard deviation</a>,
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<a class="link" href="dist_ref/nmp.html#math_toolkit.dist_ref.nmp.skewness">skewness</a>, <a class="link" href="dist_ref/nmp.html#math_toolkit.dist_ref.nmp.kurtosis">kurtosis</a>, <a class="link" href="dist_ref/nmp.html#math_toolkit.dist_ref.nmp.kurtosis_excess">kurtosis_excess</a>,
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<a class="link" href="dist_ref/nmp.html#math_toolkit.dist_ref.nmp.range">range</a> and <a class="link" href="dist_ref/nmp.html#math_toolkit.dist_ref.nmp.support">support</a>.
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</p>
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</li>
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<li class="listitem">
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<p class="simpara">
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<span class="emphasis"><em>I am a C programmer. Can I user Boost.Math with C?</em></span>
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</p>
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<p class="simpara">
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Yes you can, including all the special functions, and TR1 functions like
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isnan. They appear as C functions, by being declared as "extern C".
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</p>
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</li>
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<li class="listitem">
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<p class="simpara">
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<span class="emphasis"><em>I am a C# (Basic? F# FORTRAN? Other CLI?) programmer. Can I use
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Boost.Math with C#? (or ...)?</em></span>
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</p>
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<p class="simpara">
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Yes you can, including all the special functions, and TR1 functions like
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isnan. But you <span class="bold"><strong>must build the Boost.Math as a dynamic
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library (.dll) and compile with the /CLI option</strong></span>. See the boost/math/dot_net_example
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folder which contains an example that builds a simple statistical distribution
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app with a GUI. See <a href="http://sourceforge.net/projects/distexplorer/" target="_top">Statistical
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Distribution Explorer</a>
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</p>
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</li>
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<li class="listitem">
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<p class="simpara">
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<span class="emphasis"><em>What these "policies" things for?</em></span>
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</p>
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<p class="simpara">
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Policies are a powerful (if necessarily complex) fine-grain mechanism that
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allow you to customise the behaviour of the Boost.Math library according
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to your precise needs. See <a class="link" href="../policy.html" title="Chapter 21. Policies: Controlling Precision, Error Handling etc">Policies</a>. But
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if, very probably, the default behaviour suits you, you don't need to know
|
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more.
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</p>
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</li>
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<li class="listitem">
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<p class="simpara">
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<span class="emphasis"><em>I am a C user and expect to see global C-style<code class="computeroutput"><span class="special">::</span><span class="identifier">errno</span></code> set for overflow/errors etc?</em></span>
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||
</p>
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<p class="simpara">
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You can achieve what you want - see <a class="link" href="pol_ref/error_handling_policies.html" title="Error Handling Policies">error
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handling policies</a> and <a class="link" href="pol_tutorial/user_def_err_pol.html" title="Calling User Defined Error Handlers">user
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error handling</a> and many examples.
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</p>
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</li>
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<li class="listitem">
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<p class="simpara">
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<span class="emphasis"><em>I am a C user and expect to silently return a max value for overflow?</em></span>
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</p>
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<p class="simpara">
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You (and C++ users too) can return whatever you want on overflow - see
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||
<a class="link" href="error_handling.html#math_toolkit.error_handling.overflow_error">overflow_error</a>
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and <a class="link" href="pol_ref/error_handling_policies.html" title="Error Handling Policies">error
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handling policies</a> and several examples.
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</p>
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</li>
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<li class="listitem">
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<p class="simpara">
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<span class="emphasis"><em>I don't want any error message for overflow etc?</em></span>
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</p>
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<p class="simpara">
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You can control exactly what happens for all the abnormal conditions, including
|
||
the values returned. See <a class="link" href="error_handling.html#math_toolkit.error_handling.domain_error">domain_error</a>,
|
||
<a class="link" href="error_handling.html#math_toolkit.error_handling.overflow_error">overflow_error</a>
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||
<a class="link" href="pol_ref/error_handling_policies.html" title="Error Handling Policies">error handling
|
||
policies</a> <a class="link" href="pol_tutorial/user_def_err_pol.html" title="Calling User Defined Error Handlers">user
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error handling</a> etc and examples.
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</p>
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</li>
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<li class="listitem">
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<p class="simpara">
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<span class="emphasis"><em>My environment doesn't allow and/or I don't want exceptions.
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Can I still user Boost.Math?</em></span>
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</p>
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<p class="simpara">
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Yes but you must customise the error handling: see <a class="link" href="pol_tutorial/user_def_err_pol.html" title="Calling User Defined Error Handlers">user
|
||
error handling</a> and <a class="link" href="pol_ref/policy_defaults.html" title="Using Macros to Change the Policy Defaults">changing
|
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policies defaults</a> .
|
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</p>
|
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</li>
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<li class="listitem">
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<p class="simpara">
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||
<span class="emphasis"><em>The docs are several hundreds of pages long! Can I read the docs
|
||
off-line or on paper?</em></span>
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</p>
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<p class="simpara">
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Yes - you can download the Boost current release of most documentation
|
||
as a zip of pdfs (including Boost.Math) from Sourceforge, for example
|
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<a href="https://sourceforge.net/projects/boost/files/boost-docs/1.45.0/boost_pdf_1_45_0.tar.gz/download" target="_top">https://sourceforge.net/projects/boost/files/boost-docs/1.45.0/boost_pdf_1_45_0.tar.gz/download</a>.
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And you can print any pages you need (or even print all pages - but be
|
||
warned that there are several hundred!). Both html and pdf versions are
|
||
highly hyperlinked. The entire Boost.Math pdf can be searched with Adobe
|
||
Reader, Edit, Find ... This can often find what you seek, a partial substitute
|
||
for a full index.
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</p>
|
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</li>
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<li class="listitem">
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<p class="simpara">
|
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<span class="emphasis"><em>I want a compact version for an embedded application. Can I use
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float precision?</em></span>
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</p>
|
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<p class="simpara">
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Yes - by selecting RealType template parameter as float: for example normal_distribution<float>
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your_normal(mean, sd); (But double may still be used internally, so space
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saving may be less that you hope for). You can also change the promotion
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||
policy, but accuracy might be much reduced.
|
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</p>
|
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</li>
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<li class="listitem">
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<p class="simpara">
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<span class="emphasis"><em>I seem to get somewhat different results compared to other programs.
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Why?</em></span>
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||
</p>
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<p class="simpara">
|
||
We hope Boost.Math to be more accurate: our priority is accuracy (over
|
||
speed). See the section on accuracy. But for evaluations that require iterations
|
||
there are parameters which can change the required accuracy (see <a class="link" href="../policy.html" title="Chapter 21. Policies: Controlling Precision, Error Handling etc">Policies</a>). You might be able to squeeze a little
|
||
more (or less) accuracy at the cost of runtime.
|
||
</p>
|
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</li>
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<li class="listitem">
|
||
<p class="simpara">
|
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<span class="emphasis"><em>Will my program run more slowly compared to other math functions
|
||
and statistical libraries?</em></span>
|
||
</p>
|
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<p class="simpara">
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Probably, thought not always, and not by too much: our priority is accuracy.
|
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For most functions, making sure you have the latest compiler version with
|
||
all optimisations switched on is the key to speed. For evaluations that
|
||
require iteration, you may be able to gain a little more speed at the expense
|
||
of accuracy. See detailed suggestions and results on <a class="link" href="../perf.html" title="Chapter 22. Performance">performance</a>.
|
||
</p>
|
||
</li>
|
||
<li class="listitem">
|
||
<p class="simpara">
|
||
<span class="emphasis"><em>How do I handle infinity and NaNs portably?</em></span>
|
||
</p>
|
||
<p class="simpara">
|
||
See <a class="link" href="fp_facets.html" title="Facets for Floating-Point Infinities and NaNs">nonfinite fp_facets</a> for
|
||
Facets for Floating-Point Infinities and NaNs.
|
||
</p>
|
||
</li>
|
||
<li class="listitem">
|
||
<p class="simpara">
|
||
<span class="emphasis"><em>Where are the pre-built libraries?</em></span>
|
||
</p>
|
||
<p class="simpara">
|
||
Good news - you probably don't need any! - just <code class="computeroutput"><span class="preprocessor">#include</span>
|
||
<span class="special"><</span><span class="identifier">boost</span><span class="special">/</span></code><span class="emphasis"><em>math/distribution_you_want></em></span>.
|
||
But in the unlikely event that you do, see <a class="link" href="building.html" title="If and How to Build a Boost.Math Library, and its Examples and Tests">building
|
||
libraries</a>.
|
||
</p>
|
||
</li>
|
||
<li class="listitem">
|
||
<p class="simpara">
|
||
<span class="emphasis"><em>I don't see the function or distribution that I want.</em></span>
|
||
</p>
|
||
<p class="simpara">
|
||
You could try an email to ask the authors - but no promises!
|
||
</p>
|
||
</li>
|
||
<li class="listitem">
|
||
<p class="simpara">
|
||
<span class="emphasis"><em>I need more decimal digits for values/computations.</em></span>
|
||
</p>
|
||
<p class="simpara">
|
||
You can use Boost.Math with <a href="../../../../../libs/multiprecision/doc/html/index.html" target="_top">Boost.Multiprecision</a>:
|
||
typically <a href="../../../../../libs/multiprecision/doc/html/boost_multiprecision/tut/floats/cpp_dec_float.html" target="_top">cpp_dec_float</a>
|
||
is a useful user-defined type to provide a fixed number of decimal digits,
|
||
usually 50 or 100.
|
||
</p>
|
||
</li>
|
||
<li class="listitem">
|
||
<p class="simpara">
|
||
Why can't I write something really simple like <code class="computeroutput"><span class="identifier">cpp_int</span>
|
||
<span class="identifier">one</span><span class="special">(</span><span class="number">1</span><span class="special">);</span> <span class="identifier">cpp_dec_float_50</span>
|
||
<span class="identifier">two</span><span class="special">(</span><span class="number">2</span><span class="special">);</span> <span class="identifier">one</span>
|
||
<span class="special">*</span> <span class="identifier">two</span><span class="special">;</span></code>
|
||
</p>
|
||
<p class="simpara">
|
||
Because <code class="computeroutput"><span class="identifier">cpp_int</span></code> might be
|
||
bigger than <code class="computeroutput"><span class="identifier">cpp_dec_float</span> <span class="identifier">can</span> <span class="identifier">hold</span></code>,
|
||
so you must make an <span class="bold"><strong>explicit</strong></span> conversion.
|
||
See <a href="http://svn.boost.org/svn/boost/trunk/libs/multiprecision/doc/html/boost_multiprecision/intro.html" target="_top">mixed
|
||
multiprecision arithmetic</a> and <a href="http://svn.boost.org/svn/boost/trunk/libs/multiprecision/doc/html/boost_multiprecision/tut/conversions.html" target="_top">conversion</a>.
|
||
</p>
|
||
</li>
|
||
<li class="listitem">
|
||
<p class="simpara">
|
||
<span class="emphasis"><em>How do I choose between Boost.Multiprecision cpp_bin_50 and cpp_dec_50?</em></span>
|
||
</p>
|
||
<p class="simpara">
|
||
Unless you have a specific reason to choose <code class="computeroutput"><span class="identifier">cpp_dec_</span></code>,
|
||
then the default choice should be <code class="computeroutput"><span class="identifier">cpp_bin_</span></code>,
|
||
for example using the convenience <code class="computeroutput"><span class="identifier">typedefs</span></code>
|
||
like <code class="computeroutput"><span class="identifier">boost</span><span class="special">::</span><span class="identifier">multiprecision</span><span class="special">::</span><span class="identifier">cpp_bin_50</span></code> or <code class="computeroutput"><span class="identifier">boost</span><span class="special">::</span><span class="identifier">multiprecision</span><span class="special">::</span><span class="identifier">cpp_bin_100</span></code>.
|
||
</p>
|
||
<p class="simpara">
|
||
In general, both work well and give the same results and at roughly the
|
||
same speed with <code class="computeroutput"><span class="identifier">cpp_dec_50</span></code>
|
||
sometimes faster.
|
||
</p>
|
||
<p class="simpara">
|
||
cpp_dec_ was developed first paving the way for cpp_bin_. cpp_dec_ has
|
||
several guard digits and is not rounded at all, using 'brute force' to
|
||
get the promised number of decimal digits correct, but making it difficult
|
||
to reason about precision and computational uncertainty, for example see
|
||
<span class="bold"><strong>https://svn.boost.org/trac10/ticket/12133</strong></span>.
|
||
It also has a fast but imprecise division operator giving surprising results
|
||
sometimes, see <span class="bold"><strong>https://svn.boost.org/trac10/ticket/11178</strong></span>.
|
||
</p>
|
||
<p class="simpara">
|
||
cpp_bin_ is correctly/exactly rounded making it possible to reason about
|
||
both the precision and rounding of the results.
|
||
</p>
|
||
</li>
|
||
<li class="listitem">
|
||
<p class="simpara">
|
||
<span class="emphasis"><em>How do I see or report bugs and features, and request new functions?</em></span>
|
||
</p>
|
||
<p class="simpara">
|
||
Currently open bug reports can be viewed <a href="https://github.com/boostorg/math/issues" target="_top">here</a>
|
||
on GITHUB.
|
||
</p>
|
||
<p class="simpara">
|
||
All old bug reports including closed ones can be viewed on Trac (now read-only)
|
||
<a href="https://svn.boost.org/trac/boost/query?status=assigned&status=closed&status=new&status=reopened&component=math&col=id&col=summary&col=status&col=type&col=milestone&col=component&order=priority" target="_top">here</a>
|
||
and more recent issues on GIThub <a href="https://github.com/boostorg/math/issues?utf8=%E2%9C%93&q=is%3Aissue" target="_top">here</a>.
|
||
</p>
|
||
</li>
|
||
<li class="listitem">
|
||
<span class="emphasis"><em>How can I tell if my compiler will work with Boost.Math?</em></span>
|
||
</li>
|
||
</ol></div>
|
||
<p>
|
||
You should start by assuming that your compiler/platform <span class="bold"><strong>will</strong></span>
|
||
compile, even if it only supports a C++03 standard.
|
||
</p>
|
||
<p>
|
||
Boost in general does <span class="bold"><strong>not</strong></span> 'support' a particular
|
||
C++ standard or compiler or platform. Each library has its own requirements,
|
||
and for Boost.Math, each individual function or distribution or tool may have
|
||
different requirements and may or may not work on any particular compiler.
|
||
</p>
|
||
<p>
|
||
So the short answer is to try it and see what works for you.
|
||
</p>
|
||
<p>
|
||
Some recent functions are written to require more recent standards, even perhaps
|
||
not-yet-standardized features. Some clues about requirements can be gleaned
|
||
from tests and examples (see jamfiles) and notes on requirements in documentation.
|
||
You can refer to the <a href="https://www.boost.org/development/tests/develop/developer/math.html" target="_top">Boost
|
||
Test Matrix</a> to see the current results for Boost.Math tests of many
|
||
compilers on many platforms. But bear in mind that the testing or demonstration
|
||
code may use C++11 or higher features like <code class="computeroutput"><span class="identifier">std</span><span class="special">::</span><span class="identifier">numeric_limits</span><span class="special"><></span><span class="identifier">max_digits10</span></code>,
|
||
<code class="computeroutput"><span class="keyword">auto</span></code>, <code class="computeroutput"><span class="identifier">lambdas</span>
|
||
<span class="special">...</span></code> for convenience; these may not be
|
||
needed for your application.
|
||
</p>
|
||
</div>
|
||
<table xmlns:rev="http://www.cs.rpi.edu/~gregod/boost/tools/doc/revision" width="100%"><tr>
|
||
<td align="left"></td>
|
||
<td align="right"><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></td>
|
||
</tr></table>
|
||
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