Theoretica
A C++ numerical and automatic mathematical library
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constants.h
Go to the documentation of this file.
1
7
8#ifndef THEORETICA_CONSTANTS_H
9#define THEORETICA_CONSTANTS_H
10
11
12#include <limits>
13#include <cstdint>
14
17#ifndef THEORETICA_DISABLE_X86
18
19#ifndef THEORETICA_X86
20#if defined(__amd64__) || defined(__amd64) || defined(__x86_64__) \
21 || defined(_M_AMD64) || defined(_M_X64) || defined(i386) \
22 || defined(__i386) || defined(__i386__) || defined(_M_IX86) \
23 || defined(_X86_) || defined(_M_I86) || defined(__X86__)
24
28#define THEORETICA_X86
29#endif
30#endif
31#endif
32
33
36#ifndef THEORETICA_ALGEBRA_ELEMENT_TOL
37#define THEORETICA_ALGEBRA_ELEMENT_TOL (10*MACH_EPSILON)
38#endif
39
40
42#ifndef THEORETICA_ALGEBRA_EIGEN_TOL
43#define THEORETICA_ALGEBRA_EIGEN_TOL 1E-08
44#endif
45
46
48#ifndef THEORETICA_ALGEBRA_EIGEN_ITER
49#define THEORETICA_ALGEBRA_EIGEN_ITER 100
50#endif
51
52
54#ifndef THEORETICA_CORE_TAYLOR_ORDER
55#define THEORETICA_CORE_TAYLOR_ORDER 12
56#endif
57
59#ifndef THEORETICA_CALCULUS_INTEGRAL_STEPS
60#define THEORETICA_CALCULUS_INTEGRAL_STEPS 100
61#endif
62
63// Default tolerance for integral approximation
64#ifndef THEORETICA_CALCULUS_INTEGRAL_TOL
65#define THEORETICA_CALCULUS_INTEGRAL_TOL 1E-08
66#endif
67
69#ifndef THEORETICA_OPTIMIZATION_TOL
70#define THEORETICA_OPTIMIZATION_TOL 1E-08
71#endif
72
74#ifndef THEORETICA_OPTIMIZATION_BISECTION_ITER
75#define THEORETICA_OPTIMIZATION_BISECTION_ITER 100
76#endif
77
79#ifndef THEORETICA_OPTIMIZATION_GOLDENSECTION_ITER
80#define THEORETICA_OPTIMIZATION_GOLDENSECTION_ITER 100
81#endif
82
84#ifndef THEORETICA_OPTIMIZATION_HALLEY_ITER
85#define THEORETICA_OPTIMIZATION_HALLEY_ITER 100
86#endif
87
89#ifndef THEORETICA_OPTIMIZATION_NEWTON_ITER
90#define THEORETICA_OPTIMIZATION_NEWTON_ITER 100
91#endif
92
94#ifndef THEORETICA_OPTIMIZATION_STEFFENSEN_ITER
95#define THEORETICA_OPTIMIZATION_STEFFENSEN_ITER 100
96#endif
97
99#ifndef THEORETICA_OPTIMIZATION_CHEBYSHEV_ITER
100#define THEORETICA_OPTIMIZATION_CHEBYSHEV_ITER 100
101#endif
102
104#ifndef THEORETICA_OPTIMIZATION_OSTROWSKI_ITER
105#define THEORETICA_OPTIMIZATION_OSTROWSKI_ITER 100
106#endif
107
109#ifndef THEORETICA_OPTIMIZATION_JARRAT_ITER
110#define THEORETICA_OPTIMIZATION_JARRAT_ITER 100
111#endif
112
114#ifndef THEORETICA_STATISTICS_TRYANDCATCH_ITER
115#define THEORETICA_STATISTICS_TRYANDCATCH_ITER 100
116#endif
117
119#ifndef THEORETICA_CALCULUS_DERIV_STEP
120#define THEORETICA_CALCULUS_DERIV_STEP 1E-3
121#endif
122
124#ifndef THEORETICA_OPTIMIZATION_MINGRAD_GAMMA
125#define THEORETICA_OPTIMIZATION_MINGRAD_GAMMA -0.005
126#endif
127
129#ifndef THEORETICA_OPTIMIZATION_MINGRAD_TOLERANCE
130#define THEORETICA_OPTIMIZATION_MINGRAD_TOLERANCE 1E-3
131#endif
132
134#ifndef THEORETICA_OPTIMIZATION_MINGRAD_ITER
135#define THEORETICA_OPTIMIZATION_MINGRAD_ITER 50000
136#endif
137
138
139#ifndef THEORETICA_STATISTICS_RAND_PREC
140
142#ifdef THEORETICA_FLOAT_PREC
143#define THEORETICA_STATISTICS_RAND_PREC (uint64_t(1) << 23)
144#else
145#define THEORETICA_STATISTICS_RAND_PREC (uint64_t(1) << 31)
146#endif
147
148#endif
149
150
152#ifndef THEORETICA_STATISTICS_METROPOLIS_DEPTH
153#define THEORETICA_STATISTICS_METROPOLIS_DEPTH 16
154#endif
155
156
158#if (__cplusplus >= 201402L)
159#define TH_CONSTEXPR constexpr
160#else
161#define TH_CONSTEXPR
162#endif
163
164
166#if (__cplusplus >= 201703L)
167#define TH_CONSTIF constexpr
168#else
169#define TH_CONSTIF
170#endif
171
172
174namespace theoretica {
175
183
184#ifdef THEORETICA_LONG_DOUBLE_PREC
185
186 using real = long double;
187
188#elif defined(THEORETICA_FLOAT_PREC)
189
190 using real = float;
191
192#elif defined(THEORETICA_ARBITRARY_PREC)
193
194// TO-DO bigfloat arbitrary precision
195
196#else
197
198 using real = double;
199
200#endif
201
202
203 // Mathematical constants and default algorithm parameters.
204
205
207 constexpr real MACH_EPSILON = std::numeric_limits<real>::epsilon();
208
210 constexpr real PHI = 1.6180339887498948482045868;
211
213 constexpr real INVPHI = 0.6180339887498948482045868;
214
216 constexpr real PI = 3.141592653589793238462643;
217
219 constexpr real PI2 = 1.57079632679489655799898;
220
222 constexpr real PI4 = PI / 4.0;
223
225 constexpr real PIDOUBLE = PI * 2;
226
228 constexpr real TAU = PI * 2;
229
231 constexpr real INVPI = 1.0 / PI;
232
234 constexpr real SQRTPI = 1.7724538509055159927;
235
237 constexpr real E = 2.718281828459045235360287;
238
240 constexpr real LOG2E = 1.44269504088896338700465094;
241
243 constexpr real LOG210 = 3.32192809488736218170856773213;
244
246 constexpr real LOG10E = 0.434294481903;
247
249 constexpr real LN2 = 0.69314718056;
250
252 constexpr real LN10 = 2.30258509299;
253
255 constexpr real DEG2RAD = 0.017453292519943295474371680598;
256
258 constexpr real RAD2DEG = 57.2957795130823228646477218717;
259
261 constexpr real SQRT2 = 1.4142135623730950488;
262
264 constexpr real INVSQR2 = 0.7071067811865475;
265
267 constexpr real SQRT3 = 1.732050807568877;
268
271
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280
283
284 // Default tolerance for integral approximation
285 constexpr real CALCULUS_INTEGRAL_TOL = THEORETICA_CALCULUS_INTEGRAL_TOL;
286
289
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331
334
335}
336
337// Define THEORETICA_NO_NAMESPACE_ALIAS to prevent
338// defining the alias "th" for "theoretica"
339#ifndef THEORETICA_NO_NAMESPACE_ALIAS
341namespace th = theoretica;
342#endif
343
344#endif
#define THEORETICA_OPTIMIZATION_TOL
Approximation tolerance for root finding.
Definition constants.h:70
#define THEORETICA_OPTIMIZATION_MINGRAD_ITER
Maximum number of iterations for gradient descent minimization.
Definition constants.h:135
#define THEORETICA_STATISTICS_METROPOLIS_DEPTH
Default depth of the Metropolis algorithm.
Definition constants.h:153
#define THEORETICA_OPTIMIZATION_STEFFENSEN_ITER
Maximum number of iterations for Steffensen root finding.
Definition constants.h:95
#define THEORETICA_ALGEBRA_EIGEN_ITER
Maximum number of iterations for eigensolvers.
Definition constants.h:49
#define THEORETICA_OPTIMIZATION_GOLDENSECTION_ITER
Maximum number of iterations for golden section search.
Definition constants.h:80
#define THEORETICA_OPTIMIZATION_CHEBYSHEV_ITER
Maximum number of iterations for Chebyshev root finding.
Definition constants.h:100
#define THEORETICA_STATISTICS_RAND_PREC
Default precision for random number generation using rand_uniform()
Definition constants.h:145
#define THEORETICA_ALGEBRA_EIGEN_TOL
Tolerance for eigensolvers.
Definition constants.h:43
#define THEORETICA_OPTIMIZATION_HALLEY_ITER
Maximum number of iterations for Halley's method.
Definition constants.h:85
#define THEORETICA_CORE_TAYLOR_ORDER
Order of Taylor series approximations.
Definition constants.h:55
#define THEORETICA_OPTIMIZATION_OSTROWSKI_ITER
Maximum number of iterations for Ostrowski root finding.
Definition constants.h:105
#define THEORETICA_OPTIMIZATION_MINGRAD_TOLERANCE
Default tolerance for gradient descent minimization.
Definition constants.h:130
#define THEORETICA_STATISTICS_TRYANDCATCH_ITER
Maximum number of failed iterations for the Try-and-Catch algorithm.
Definition constants.h:115
#define THEORETICA_OPTIMIZATION_JARRAT_ITER
Maximum number of iterations for Jarrat root finding.
Definition constants.h:110
#define THEORETICA_ALGEBRA_ELEMENT_TOL
THEORETICA_DISABLE_X86 Define this macro to disable Assembly x86 optimizations.
Definition constants.h:37
#define THEORETICA_OPTIMIZATION_MINGRAD_GAMMA
Default step size for gradient descent minimization.
Definition constants.h:125
#define THEORETICA_CALCULUS_DERIV_STEP
Default variation for derivative approximation.
Definition constants.h:120
#define THEORETICA_OPTIMIZATION_NEWTON_ITER
Maximum number of iterations for Newton-Raphson root finding.
Definition constants.h:90
#define THEORETICA_CALCULUS_INTEGRAL_STEPS
Default number of steps for integral approximation.
Definition constants.h:60
#define THEORETICA_OPTIMIZATION_BISECTION_ITER
Maximum number of iterations for bisection.
Definition constants.h:75
Main namespace of the library which contains all functions and objects.
Definition algebra.h:27
double real
A real number, defined as a floating point type.
Definition constants.h:198
constexpr unsigned int OPTIMIZATION_JARRAT_ITER
Maximum number of iterations for the Jarrat algorithm.
Definition constants.h:312
constexpr unsigned int STATISTICS_METROPOLIS_DEPTH
Default depth of the Metropolis algorithm.
Definition constants.h:333
constexpr real PI2
Half of Pi.
Definition constants.h:219
constexpr uint64_t STATISTICS_RAND_PREC
Default precision for random number generation using rand_uniform()
Definition constants.h:330
std::remove_reference_t< decltype(std::declval< Structure >()[0])> vector_element_t
Extract the type of a vector (or any indexable container) from its operator[].
Definition core_traits.h:134
constexpr real SQRTPI
The square root of Pi.
Definition constants.h:234
constexpr real LN10
The natural logarithm of 10.
Definition constants.h:252
constexpr real LOG210
The binary logarithm of 10.
Definition constants.h:243
constexpr real INVSQR2
The inverse of the square root of 2.
Definition constants.h:264
constexpr real ALGEBRA_ELEMENT_TOL
Tolerance for the elements of matrices.
Definition constants.h:270
constexpr real INVPI
The inverse of Pi.
Definition constants.h:231
constexpr real OPTIMIZATION_MINGRAD_TOLERANCE
Default tolerance for gradient descent minimization.
Definition constants.h:324
constexpr real OPTIMIZATION_TOL
Approximation tolerance for root finding.
Definition constants.h:288
constexpr real CALCULUS_DERIV_STEP
Default variation for derivative approximation.
Definition constants.h:318
constexpr real LOG10E
The base-10 logarithm of e.
Definition constants.h:246
constexpr unsigned int STATISTICS_TRYANDCATCH_ITER
Maximum number of failed iterations for the Try-and-Catch algorithm.
Definition constants.h:315
constexpr real INVPHI
The inverse of the Golden Section mathematical constant.
Definition constants.h:213
constexpr unsigned int OPTIMIZATION_OSTROWSKI_ITER
Maximum number of iterations for the Ostrowski algorithm.
Definition constants.h:309
constexpr real LN2
The natural logarithm of 2.
Definition constants.h:249
constexpr real LOG2E
The binary logarithm of e.
Definition constants.h:240
constexpr unsigned int OPTIMIZATION_GOLDENSECTION_ITER
Maximum number of iterations for the golden section search algorithm.
Definition constants.h:294
constexpr unsigned int OPTIMIZATION_MINGRAD_ITER
Maximum number of iterations for gradient descent minimization.
Definition constants.h:327
constexpr int CALCULUS_INTEGRAL_STEPS
Default number of steps for integral approximation.
Definition constants.h:282
constexpr real PIDOUBLE
Pi multiplied by 2.
Definition constants.h:225
constexpr real MACH_EPSILON
Machine epsilon for the real type.
Definition constants.h:207
constexpr real E
The Euler mathematical constant (e)
Definition constants.h:237
constexpr unsigned int OPTIMIZATION_CHEBYSHEV_ITER
Maximum number of iterations for the Chebyshev algorithm.
Definition constants.h:306
constexpr unsigned int OPTIMIZATION_BISECTION_ITER
Maximum number of iterations for the bisection algorithm.
Definition constants.h:291
constexpr unsigned int OPTIMIZATION_STEFFENSEN_ITER
Maximum number of iterations for the Steffensen algorithm.
Definition constants.h:303
constexpr int CORE_TAYLOR_ORDER
Order of Taylor series approximations.
Definition constants.h:279
constexpr real PI4
A quarter of Pi.
Definition constants.h:222
constexpr unsigned int OPTIMIZATION_NEWTON_ITER
Maximum number of iterations for the Newton-Raphson algorithm.
Definition constants.h:300
constexpr real PHI
The Phi (Golden Section) mathematical constant.
Definition constants.h:210
constexpr real SQRT3
The square root of 3.
Definition constants.h:267
constexpr real DEG2RAD
The scalar conversion factor from degrees to radians.
Definition constants.h:255
constexpr real ALGEBRA_EIGEN_ITER
Maximum number of iterations for eigensolvers.
Definition constants.h:276
constexpr real SQRT2
The square root of 2.
Definition constants.h:261
constexpr unsigned int OPTIMIZATION_HALLEY_ITER
Maximum number of iterations for Halley's method.
Definition constants.h:297
constexpr real RAD2DEG
The scalar conversion factor from radians to degrees.
Definition constants.h:258
constexpr real PI
The Pi mathematical constant.
Definition constants.h:216
constexpr real TAU
The Tau mathematical constant (Pi times 2)
Definition constants.h:228
constexpr real OPTIMIZATION_MINGRAD_GAMMA
Default step size for gradient descent minimization.
Definition constants.h:321
constexpr real ALGEBRA_EIGEN_TOL
Tolerance for eigensolvers.
Definition constants.h:273