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27 <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
29 </h2></div></div></div>
30 <div class="orderedlist"><ol class="orderedlist" type="1">
33 <span class="emphasis"><em>I'm a FORTRAN/NAG/SPSS/SAS/Cephes/MathCad/R user and I don't
34 see where the functions like dnorm(mean, sd) are in Boost.Math?</em></span>
37 Nearly all are provided, and many more like mean, skewness, quantiles,
38 complements ... but Boost.Math makes full use of C++, and it looks a bit
39 different. But do not panic! See section on construction and the many examples.
40 Briefly, the distribution is constructed with the parameters (like location
41 and scale) (things after the | in representation like P(X=k|n, p) or ;
42 in a common represention of pdf f(x; μσ<sup>2</sup>). Functions like pdf, cdf are called
43 with the name of that distribution and the random variate often called
44 x or k. For example, <code class="computeroutput"><span class="identifier">normal</span> <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>
49 I'm a user of <a href="http://support.sas.com/rnd/app/da/new/probabilityfunctions.html" target="_top">New
50 SAS Functions for Computing Probabilities</a>.
53 You will find the interface more familar, but to be able to select a distribution
54 (perhaps using a string) see the Extras/Future Directions section, and
55 /boost/libs/math/dot_net_example/boost_math.cpp for an example that is
56 used to create a C# (C sharp) utility (that you might also find useful):
57 see <a href="http://sourceforge.net/projects/distexplorer/" target="_top">Statistical
58 Distribution Explorer</a>.
63 <span class="emphasis"><em>I'm allegic to reading manuals and prefer to learn from examples.</em></span>
66 Fear not - you are not alone! Many examples are available for functions
67 and distributions. Some are referenced directly from the text. Others can
68 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>,
69 for example If you are a Visual Studio user, you should be able to create
70 projects from each of these, making sure that the Boost library is in the
71 include directories list (there are usually NO libraries that must be built).
76 <span class="emphasis"><em>How do I make sure that the Boost library is in the Visual Studio
77 include directories list?</em></span>
80 You can add an include path, for example, your Boost place /boost-latest_release,
81 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>
82 if you have a separate partition X for Boost releases. Or you can use an
83 environment variable BOOST_ROOT set to your Boost place, and include that.
84 Visual Studio before 2010 provided Tools, Options, VC++ Directories to
85 control directories: Visual Studio 2010 instead provides property sheets
86 to assist. You may find it convenient to create a new one adding \boost-latest_release;
87 to the existing include items in $(IncludePath).
92 <span class="emphasis"><em>I'm a FORTRAN/NAG/SPSS/SAS/Cephes/MathCad/R user and I don't
93 see where the properties like mean, median, mode, variance, skewness of
94 distributions are in Boost.Math?</em></span>
97 They are all available (if defined for the parameters with which you constructed
98 the distribution) via <a class="link" href="dist_ref/nmp.html#math_toolkit.dist_ref.nmp.cdf">Cumulative
99 Distribution Function</a>, <a class="link" href="dist_ref/nmp.html#math_toolkit.dist_ref.nmp.pdf">Probability
100 Density Function</a>, <a class="link" href="dist_ref/nmp.html#math_toolkit.dist_ref.nmp.quantile">Quantile</a>,
101 <a class="link" href="dist_ref/nmp.html#math_toolkit.dist_ref.nmp.hazard">Hazard Function</a>,
102 <a class="link" href="dist_ref/nmp.html#math_toolkit.dist_ref.nmp.chf">Cumulative Hazard Function</a>,
103 <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>,
104 <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>,
105 <a class="link" href="dist_ref/nmp.html#math_toolkit.dist_ref.nmp.sd">standard deviation</a>,
106 <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>,
107 <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>.
110 <li class="listitem">
112 <span class="emphasis"><em>I am a C programmer. Can I user Boost.Math with C?</em></span>
115 Yes you can, including all the special functions, and TR1 functions like
116 isnan. They appear as C functions, by being declared as "extern C".
119 <li class="listitem">
121 <span class="emphasis"><em>I am a C# (Basic? F# FORTRAN? Other CLI?) programmer. Can I use
122 Boost.Math with C#? (or ...)?</em></span>
125 Yes you can, including all the special functions, and TR1 functions like
126 isnan. But you <span class="bold"><strong>must build the Boost.Math as a dynamic
127 library (.dll) and compile with the /CLI option</strong></span>. See the boost/math/dot_net_example
128 folder which contains an example that builds a simple statistical distribution
129 app with a GUI. See <a href="http://sourceforge.net/projects/distexplorer/" target="_top">Statistical
130 Distribution Explorer</a>
133 <li class="listitem">
135 <span class="emphasis"><em>What these "policies" things for?</em></span>
138 Policies are a powerful (if necessarily complex) fine-grain mechanism that
139 allow you to customise the behaviour of the Boost.Math library according
140 to your precise needs. See <a class="link" href="../policy.html" title="Chapter 20. Policies: Controlling Precision, Error Handling etc">Policies</a>. But
141 if, very probably, the default behaviour suits you, you don't need to know
145 <li class="listitem">
147 <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>
150 You can achieve what you want - see <a class="link" href="pol_ref/error_handling_policies.html" title="Error Handling Policies">error
151 handling policies</a> and <a class="link" href="pol_tutorial/user_def_err_pol.html" title="Calling User Defined Error Handlers">user
152 error handling</a> and many examples.
155 <li class="listitem">
157 <span class="emphasis"><em>I am a C user and expect to silently return a max value for overflow?</em></span>
160 You (and C++ users too) can return whatever you want on overflow - see
161 <a class="link" href="error_handling.html#math_toolkit.error_handling.overflow_error">overflow_error</a>
162 and <a class="link" href="pol_ref/error_handling_policies.html" title="Error Handling Policies">error
163 handling policies</a> and several examples.
166 <li class="listitem">
168 <span class="emphasis"><em>I don't want any error message for overflow etc?</em></span>
171 You can control exactly what happens for all the abnormal conditions, including
172 the values returned. See <a class="link" href="error_handling.html#math_toolkit.error_handling.domain_error">domain_error</a>,
173 <a class="link" href="error_handling.html#math_toolkit.error_handling.overflow_error">overflow_error</a>
174 <a class="link" href="pol_ref/error_handling_policies.html" title="Error Handling Policies">error handling
175 policies</a> <a class="link" href="pol_tutorial/user_def_err_pol.html" title="Calling User Defined Error Handlers">user
176 error handling</a> etc and examples.
179 <li class="listitem">
181 <span class="emphasis"><em>My environment doesn't allow and/or I don't want exceptions.
182 Can I still user Boost.Math?</em></span>
185 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
186 error handling</a> and <a class="link" href="pol_ref/policy_defaults.html" title="Using Macros to Change the Policy Defaults">changing
187 policies defaults</a> .
190 <li class="listitem">
192 <span class="emphasis"><em>The docs are several hundreds of pages long! Can I read the docs
193 off-line or on paper?</em></span>
196 Yes - you can download the Boost current release of most documentation
197 as a zip of pdfs (including Boost.Math) from Sourceforge, for example
198 <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>.
199 And you can print any pages you need (or even print all pages - but be
200 warned that there are several hundred!). Both html and pdf versions are
201 highly hyperlinked. The entire Boost.Math pdf can be searched with Adobe
202 Reader, Edit, Find ... This can often find what you seek, a partial substitute
206 <li class="listitem">
208 <span class="emphasis"><em>I want a compact version for an embedded application. Can I use
209 float precision?</em></span>
212 Yes - by selecting RealType template parameter as float: for example normal_distribution<float>
213 your_normal(mean, sd); (But double may still be used internally, so space
214 saving may be less that you hope for). You can also change the promotion
215 policy, but accuracy might be much reduced.
218 <li class="listitem">
220 <span class="emphasis"><em>I seem to get somewhat different results compared to other programs.
224 We hope Boost.Math to be more accurate: our priority is accuracy (over
225 speed). See the section on accuracy. But for evaluations that require iterations
226 there are parameters which can change the required accuracy (see <a class="link" href="../policy.html" title="Chapter 20. Policies: Controlling Precision, Error Handling etc">Policies</a>). You might be able to squeeze a little
227 more (or less) accuracy at the cost of runtime.
230 <li class="listitem">
232 <span class="emphasis"><em>Will my program run more slowly compared to other math functions
233 and statistical libraries?</em></span>
236 Probably, thought not always, and not by too much: our priority is accuracy.
237 For most functions, making sure you have the latest compiler version with
238 all optimisations switched on is the key to speed. For evaluations that
239 require iteration, you may be able to gain a little more speed at the expense
240 of accuracy. See detailed suggestions and results on <a class="link" href="../perf.html" title="Chapter 21. Performance">performance</a>.
243 <li class="listitem">
245 <span class="emphasis"><em>How do I handle infinity and NaNs portably?</em></span>
248 See <a class="link" href="fp_facets.html" title="Facets for Floating-Point Infinities and NaNs">nonfinite fp_facets</a> for
249 Facets for Floating-Point Infinities and NaNs.
252 <li class="listitem">
254 <span class="emphasis"><em>Where are the pre-built libraries?</em></span>
257 Good news - you probably don't need any! - just <code class="computeroutput"><span class="preprocessor">#include</span>
258 <span class="special"><</span><span class="identifier">boost</span><span class="special">/</span></code><span class="emphasis"><em>math/distribution_you_want></em></span>.
259 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
263 <li class="listitem">
265 <span class="emphasis"><em>I don't see the function or distribution that I want.</em></span>
268 You could try an email to ask the authors - but no promises!
271 <li class="listitem">
273 <span class="emphasis"><em>I need more decimal digits for values/computations.</em></span>
276 You can use Boost.Math with <a href="../../../../../libs/multiprecision/doc/html/index.html" target="_top">Boost.Multiprecision</a>:
277 typically <a href="../../../../../libs/multiprecision/doc/html/boost_multiprecision/tut/floats/cpp_dec_float.html" target="_top">cpp_dec_float</a>
278 is a useful user-defined type to provide a fixed number of decimal digits,
282 <li class="listitem">
284 Why can't I write something really simple like <code class="computeroutput"><span class="identifier">cpp_int</span>
285 <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>
286 <span class="identifier">two</span><span class="special">(</span><span class="number">2</span><span class="special">);</span> <span class="identifier">one</span>
287 <span class="special">*</span> <span class="identifier">two</span><span class="special">;</span></code>
290 Because <code class="computeroutput"><span class="identifier">cpp_int</span></code> might be
291 bigger than <code class="computeroutput"><span class="identifier">cpp_dec_float</span> <span class="identifier">can</span> <span class="identifier">hold</span></code>,
292 so you must make an <span class="bold"><strong>explicit</strong></span> conversion.
293 See <a href="http://svn.boost.org/svn/boost/trunk/libs/multiprecision/doc/html/boost_multiprecision/intro.html" target="_top">mixed
294 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>.
297 <li class="listitem">
299 <span class="emphasis"><em>How do I choose between Boost.Multiprecision cpp_bin_50 and cpp_dec_50?</em></span>
302 Unless you have a specific reason to choose <code class="computeroutput"><span class="identifier">cpp_dec_</span></code>,
303 then the default choice should be <code class="computeroutput"><span class="identifier">cpp_bin_</span></code>,
304 for example using the convenience <code class="computeroutput"><span class="identifier">typedefs</span></code>
305 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>.
308 In general, both work well and give the same results and at roughly the
309 same speed with <code class="computeroutput"><span class="identifier">cpp_dec_50</span></code>
313 cpp_dec_ was developed first paving the way for cpp_bin_. cpp_dec_ has
314 several guard digits and is not rounded at all, using 'brute force' to
315 get the promised number of decimal digits correct, but making it difficult
316 to reason about precision and computational uncertainty, for example see
317 <span class="bold"><strong>https://svn.boost.org/trac10/ticket/12133</strong></span>.
318 It also has a fast but imprecise division operator giving surprising results
319 sometimes, see <span class="bold"><strong>https://svn.boost.org/trac10/ticket/11178</strong></span>.
322 cpp_bin_ is correctly/exactly rounded making it possible to reason about
323 both the precision and rounding of the results.
326 <li class="listitem">
328 <span class="emphasis"><em>How do I see or report bugs and features, and request new functions?</em></span>
331 Currently open bug reports can be viewed <a href="https://github.com/boostorg/math/issues" target="_top">here</a>
335 All old bug reports including closed ones can be viewed on Trac (now read-only)
336 <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>
337 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>.
340 <li class="listitem">
341 <span class="emphasis"><em>How can I tell if my compiler will work with Boost.Math?</em></span>
345 You should start by assuming that your compiler/platform <span class="bold"><strong>will</strong></span>
346 compile, even if it only supports a C++03 standard.
349 Boost in general does <span class="bold"><strong>not</strong></span> 'support' a particular
350 C++ standard or compiler or platform. Each library has its own requirements,
351 and for Boost.Math, each individual function or distribution or tool may have
352 different requirements and may or may not work on any particular compiler.
355 So the short answer is to try it and see what works for you.
358 Some recent functions are written to require more recent standards, even perhaps
359 not-yet-standardized features. Some clues about requirements can be gleaned
360 from tests and examples (see jamfiles) and notes on requirements in documentation.
361 You can refer to the <a href="https://www.boost.org/development/tests/develop/developer/math.html" target="_top">Boost
362 Test Matrix</a> to see the current results for Boost.Math tests of many
363 compilers on many platforms. But bear in mind that the testing or demonstration
364 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>,
365 <code class="computeroutput"><span class="keyword">auto</span></code>, <code class="computeroutput"><span class="identifier">lambdas</span>
366 <span class="special">...</span></code> for convenience; these may not be
367 needed for your application.
370 <table xmlns:rev="http://www.cs.rpi.edu/~gregod/boost/tools/doc/revision" width="100%"><tr>
371 <td align="left"></td>
372 <td align="right"><div class="copyright-footer">Copyright © 2006-2019 Nikhar
373 Agrawal, Anton Bikineev, Paul A. Bristow, Marco Guazzone, Christopher Kormanyos,
374 Hubert Holin, Bruno Lalande, John Maddock, Jeremy Murphy, Matthew Pulver, Johan
375 Råde, Gautam Sewani, Benjamin Sobotta, Nicholas Thompson, Thijs van den Berg,
376 Daryle Walker and Xiaogang Zhang<p>
377 Distributed under the Boost Software License, Version 1.0. (See accompanying
378 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>)
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