Theoretica
A C++ numerical and automatic mathematical library
constants.h
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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 
174 namespace 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 
274 
277 
280 
283 
284  // Default tolerance for integral approximation
285  constexpr real CALCULUS_INTEGRAL_TOL = THEORETICA_CALCULUS_INTEGRAL_TOL;
286 
289 
292 
295 
298 
301 
304 
307 
310 
313 
316 
319 
322 
325 
328 
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
341 namespace 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
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