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

20 Aug 2017

      On 20/08/2017 03:09, Easior Lars via Boost-users wrote:
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"JMvB" == John Maddock via Boost-users  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.
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* 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.
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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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