Merge branch 'develop' into issue1169

build.jam

@@ -0,0 +1,48 @@
+# Copyright René Ferdinand Rivera Morell 2023-2024
+# Distributed under the Boost Software License, Version 1.0.
+# (See accompanying file LICENSE_1_0.txt or copy at
+# http://www.boost.org/LICENSE_1_0.txt)
+
+require-b2 5.2 ;
+
+constant boost_dependencies :
+    /boost/assert//boost_assert
+    /boost/concept_check//boost_concept_check
+    /boost/config//boost_config
+    /boost/core//boost_core
+    /boost/integer//boost_integer
+    /boost/lexical_cast//boost_lexical_cast
+    /boost/predef//boost_predef
+    /boost/random//boost_random
+    /boost/static_assert//boost_static_assert
+    /boost/throw_exception//boost_throw_exception ;
+
+project /boost/math
+    : common-requirements
+        <include>include
+    ;
+
+explicit
+    [ alias boost_math : : : : <library>$(boost_dependencies) ]
+    [ alias boost_math_c99 : build//boost_math_c99 ]
+    [ alias boost_math_c99f : build//boost_math_c99f ]
+    [ alias boost_math_c99l : build//boost_math_c99l ]
+    [ alias boost_math_tr1 : build//boost_math_tr1 ]
+    [ alias boost_math_tr1f : build//boost_math_tr1f ]
+    [ alias boost_math_tr1l : build//boost_math_tr1l ]
+    [ alias all :
+        boost_math
+        boost_math_c99 boost_math_c99f boost_math_c99l
+        boost_math_tr1 boost_math_tr1f boost_math_tr1l
+        example test ]
+    [ alias testing : : : :
+        <include>test
+        <include>include_private ]
+    ;
+
+call-if : boost-library math
+    : install boost_math
+        boost_math_c99 boost_math_c99f boost_math_c99l
+        boost_math_tr1 boost_math_tr1f boost_math_tr1l
+    ;
+

build/Jamfile.v2

@@ -1,16 +1,18 @@
 # copyright John Maddock 2008
-# Distributed under the Boost Software License, Version 1.0. 
-# (See accompanying file LICENSE_1_0.txt or copy at 
+# Distributed under the Boost Software License, Version 1.0.
+# (See accompanying file LICENSE_1_0.txt or copy at
 # http://www.boost.org/LICENSE_1_0.txt.
 
 import testing ;
 import pch ;
-import ../../config/checks/config : requires ;
+import-search /boost/config/checks ;
+import config : requires ;
 
-project  
-    : requirements 
-      <toolset>intel-win:<cxxflags>-nologo 
-      <toolset>intel-win:<linkflags>-nologo 
+project
+    : common-requirements <library>$(boost_dependencies)
+    : requirements
+      <toolset>intel-win:<cxxflags>-nologo
+      <toolset>intel-win:<linkflags>-nologo
       #<toolset>intel-linux:<pch>off
       <toolset>intel-darwin:<pch>off
       <toolset>gcc,<target-os>windows:<pch>off
@@ -20,9 +22,11 @@ project
       [ check-target-builds ../config//has_gcc_visibility "gcc visibility" : <toolset>gcc:<cxxflags>-fvisibility=hidden : ]
       [ requires cxx11_noexcept cxx11_rvalue_references sfinae_expr cxx11_auto_declarations cxx11_lambdas cxx11_unified_initialization_syntax cxx11_hdr_tuple cxx11_hdr_initializer_list cxx11_hdr_chrono cxx11_thread_local cxx11_constexpr cxx11_nullptr cxx11_numeric_limits cxx11_decltype cxx11_hdr_array cxx11_hdr_atomic cxx11_hdr_type_traits cxx11_allocator cxx11_explicit_conversion_operators ]
       [ requires cxx14_decltype_auto cxx14_generic_lambdas cxx14_return_type_deduction cxx14_variable_templates cxx14_decltype_auto cxx14_generic_lambdas cxx14_return_type_deduction ]
+    : usage-requirements
+        <define>BOOST_MATH_TR1_NO_LIB=1
     ;
 
-cpp-pch pch : ../src/tr1/pch.hpp : <include>../src/tr1 <link>shared:<define>BOOST_MATH_TR1_DYN_LINK=1 ; 
+cpp-pch pch : ../src/tr1/pch.hpp : <include>../src/tr1 <link>shared:<define>BOOST_MATH_TR1_DYN_LINK=1 ;
 
 C99_SOURCES = acosh
 asinh
@@ -46,7 +50,7 @@ round
 tgamma
 trunc ;
 
-TR1_SOURCES = 
+TR1_SOURCES =
 assoc_laguerre
 assoc_legendre
 beta
@@ -80,46 +84,44 @@ import targets ;
 
 obj long_double_check : ../config/has_long_double_support.cpp ;
 explicit long_double_check ;
-        
+
 # Library targets
 lib boost_math_tr1 : ../src/tr1/$(TR1_SOURCES).cpp pch
-    :         
+    :
          <link>shared:<define>BOOST_MATH_TR1_DYN_LINK=1
          <include>../src/tr1
    ;
 
 lib boost_math_tr1f : ../src/tr1/$(TR1_SOURCES)f.cpp pch
-    :         
+    :
          <link>shared:<define>BOOST_MATH_TR1_DYN_LINK=1
          <include>../src/tr1
    ;
 
 lib boost_math_tr1l : ../src/tr1/$(TR1_SOURCES)l.cpp pch
-    :         
+    :
          <link>shared:<define>BOOST_MATH_TR1_DYN_LINK=1
          <dependency>../config//has_long_double_support
          <include>../src/tr1
          [ check-target-builds ../config//has_long_double_support "long double support" : : <build>no ]
    ;
 
 lib boost_math_c99 : ../src/tr1/$(C99_SOURCES).cpp pch
-    :         
+    :
          <link>shared:<define>BOOST_MATH_TR1_DYN_LINK=1
          <include>../src/tr1
    ;
 
 lib boost_math_c99f : ../src/tr1/$(C99_SOURCES)f.cpp pch
-    :         
+    :
          <link>shared:<define>BOOST_MATH_TR1_DYN_LINK=1
          <include>../src/tr1
    ;
 
 lib boost_math_c99l : ../src/tr1/$(C99_SOURCES)l.cpp pch
-    :         
+    :
          <link>shared:<define>BOOST_MATH_TR1_DYN_LINK=1
          <dependency>../config//has_long_double_support
          <include>../src/tr1
          [ check-target-builds ../config//has_long_double_support "long double support" : : <build>no ]
    ;
-
-boost-install boost_math_c99 boost_math_c99f boost_math_c99l boost_math_tr1 boost_math_tr1f boost_math_tr1l ;

config/Jamfile.v2

@@ -9,11 +9,11 @@ import path ;
 local ntl-path = [ modules.peek : NTL_PATH ] ;
 local gmp_path = [ modules.peek : GMP_PATH ] ;
 
-lib quadmath ;
-lib fftw3 ;
-lib fftw3f ;
-lib fftw3l ;
-lib fftw3q ;
+searched-lib quadmath ;
+searched-lib fftw3 ;
+searched-lib fftw3f ;
+searched-lib fftw3l ;
+searched-lib fftw3q ;
 
 obj has_long_double_support : has_long_double_support.cpp ;
 obj has_mpfr_class : has_mpfr_class.cpp :

doc/Jamfile.v2

@@ -13,7 +13,7 @@ path-constant here : . ;
 constant here-url : [ regex.replace $(here) "\\\\" "/" ] ;
 
 xml math : math.qbk :
-        <quickbook-define>enable_index 
+        <quickbook-define>enable_index
         <quickbook-define>__base_path__=$(here-url)
         <format>pdf:<quickbook-define>__build_pdf
         <format>html:<quickbook-define>__build_html
@@ -25,7 +25,7 @@ boostbook standalone
         # Path for links to Boost:
         <xsl:param>boost.root=../../../..
         <xsl:param>html.stylesheet=math.css
-        
+
         # Some general style settings:
         <xsl:param>table.footnote.number.format=1
         <xsl:param>footnote.number.format=1
@@ -46,11 +46,11 @@ boostbook standalone
         # Index on type:
         <xsl:param>index.on.type=1
         <xsl:param>boost.noexpand.chapter.toc=1
-        
+
         #<xsl:param>root.filename="sf_dist_and_tools"
         #<xsl:param>graphicsize.extension=1
         #<xsl:param>use.extensions=1
-        
+
         # PDF Options:
         # TOC Generation: this is needed for FOP-0.9 and later:
         <xsl:param>fop1.extensions=0
@@ -74,23 +74,23 @@ boostbook standalone
         # better use SVG's instead:
         <format>pdf:<xsl:param>admon.graphics.extension=".svg"
         <format>pdf:<xsl:param>admon.graphics.path=$(here)/../../../doc/src/images/
-        <format>pdf:<xsl:param>use.role.for.mediaobject=1 
+        <format>pdf:<xsl:param>use.role.for.mediaobject=1
         <format>pdf:<xsl:param>preferred.mediaobject.role=print
         <format>pdf:<xsl:param>img.src.path=$(images_location)/
         <format>pdf:<xsl:param>draft.mode="no"
         <format>pdf:<xsl:param>boost.url.prefix=http\://www.boost.org/doc/libs/release/libs/math/doc/html
         <auto-index>on <format>pdf:<auto-index-internal>off
         <format>html:<auto-index-internal>on
         <auto-index-script>$(here)/index.idx
-        <auto-index-prefix>$(here)/../../.. 
+        <auto-index-prefix>$(here)/../include
         #<auto-index-verbose>on
         <format>pdf:<xsl:param>index.on.type=1
     ;
 
 install pdfinstall : standalone/<format>pdf : <location>. <install-type>PDF <name>math.pdf ;
 explicit pdfinstall ; # b2 pdf pdfinstall to do this pdf file copy.
 
-install css_install : math.css : <location>$(here)/html ; 
+install css_install : math.css : <location>$(here)/html ;
 
 ###############################################################################
 alias boostdoc ;

doc/constants/constants.qbk

@@ -227,6 +227,11 @@ either construct from a decimal digit string or calculate on the fly depending u
 [[Any other value ['N]][Sets the compile time precision to ['N] bits.]]
 ]
 
+[h5 GPU Support]
+
+All Boost.Math constants are marked with `BOOST_MATH_GPU_ENABLED` and can be used on both host and device.
+Note that when running on device you are limited to using only `float` and `double` types.
+
 [h5 Custom Specializing a constant]
 
 In addition, for user-defined types that need special handling, it's possible to partially-specialize

doc/distributions/arcsine.qbk

@@ -21,11 +21,11 @@
       typedef Policy    policy_type;
 
       // Constructor from two range parameters, x_min and x_max:
-      arcsine_distribution(RealType x_min = 0, RealType x_max = 1);
+      BOOST_MATH_GPU_ENABLED arcsine_distribution(RealType x_min = 0, RealType x_max = 1);
 
       // Range Parameter accessors:
-      RealType x_min() const;
-      RealType x_max() const;
+      BOOST_MATH_GPU_ENABLED RealType x_min() const;
+      BOOST_MATH_GPU_ENABLED RealType x_max() const;
    };
    }} // namespaces
 
@@ -103,8 +103,8 @@ constructs a 'Standard 01' arcsine distribution.
 
 [h5 Parameter Accessors]
 
-   RealType x_min() const;
-   RealType x_max() const;
+   BOOST_MATH_GPU_ENABLED RealType x_min() const;
+   BOOST_MATH_GPU_ENABLED RealType x_max() const;
 
 Return the parameter ['x_min] or  ['x_max] from which this distribution was constructed.
 
@@ -116,6 +116,8 @@ So, for example:
 
 All the [link math_toolkit.dist_ref.nmp usual non-member accessor functions]
 that are generic to all distributions are supported: __usual_accessors.
+For this distribution all non-member accessor functions are marked with `BOOST_MATH_GPU_ENABLED` and can
+be run on both host and device.
 
 The formulae for calculating these are shown in the table below, and at
 [@http://mathworld.wolfram.com/arcsineDistribution.html Wolfram Mathworld].

doc/distributions/bernoulli.qbk

@@ -16,9 +16,9 @@
        typedef RealType  value_type;
        typedef Policy    policy_type;
 
-       bernoulli_distribution(RealType p); // Constructor.
+       BOOST_MATH_GPU_ENABLED bernoulli_distribution(RealType p); // Constructor.
        // Accessor function.
-       RealType success_fraction() const
+       BOOST_MATH_GPU_ENABLED RealType success_fraction() const
        // Probability of success (as a fraction).
     };
    }} // namespaces
@@ -51,19 +51,21 @@ and the [@http://en.wikipedia.org/wiki/Cumulative_Distribution_Function Cumulati
 
 [h4 Member Functions]
 
-   bernoulli_distribution(RealType p);
+   BOOST_MATH_GPU_ENABLED bernoulli_distribution(RealType p);
 
 Constructs a [@http://en.wikipedia.org/wiki/bernoulli_distribution
 bernoulli distribution] with success_fraction /p/.
 
-   RealType success_fraction() const
+   BOOST_MATH_GPU_ENABLED RealType success_fraction() const
 
 Returns the /success_fraction/ parameter of this distribution.
 
 [h4 Non-member Accessors]
 
 All the [link math_toolkit.dist_ref.nmp usual non-member accessor functions]
 that are generic to all distributions are supported: __usual_accessors.
+For this distribution all non-member accessor functions are marked with `BOOST_MATH_GPU_ENABLED` and can
+be run on both host and device.
 
 The domain of the random variable is 0 and 1,
 and the useful supported range is only 0 or 1.

doc/distributions/beta.qbk

@@ -19,30 +19,30 @@
       typedef RealType  value_type;
       typedef Policy    policy_type;
       // Constructor from two shape parameters, alpha & beta:
-      beta_distribution(RealType a, RealType b);
+      BOOST_MATH_GPU_ENABLED beta_distribution(RealType a, RealType b);
 
       // Parameter accessors:
-      RealType alpha() const;
-      RealType beta() const;
+      BOOST_MATH_GPU_ENABLED RealType alpha() const;
+      BOOST_MATH_GPU_ENABLED RealType beta() const;
 
       // Parameter estimators of alpha or beta from mean and variance.
-      static RealType find_alpha(
+      BOOST_MATH_GPU_ENABLED static RealType find_alpha(
         RealType mean, // Expected value of mean.
         RealType variance); // Expected value of variance.
 
-      static RealType find_beta(
+      BOOST_MATH_GPU_ENABLED static RealType find_beta(
         RealType mean, // Expected value of mean.
         RealType variance); // Expected value of variance.
 
       // Parameter estimators from
       // either alpha or beta, and x and probability.
 
-      static RealType find_alpha(
+      BOOST_MATH_GPU_ENABLED static RealType find_alpha(
         RealType beta, // from beta.
         RealType x, //  x.
         RealType probability); // cdf
 
-      static RealType find_beta(
+      BOOST_MATH_GPU_ENABLED static RealType find_beta(
         RealType alpha, // alpha.
         RealType x, // probability x.
         RealType probability); // probability cdf.
@@ -98,7 +98,7 @@ whose apex is away from the centre (where x = half).
 
 [h5 Constructor]
 
-   beta_distribution(RealType alpha, RealType beta);
+   BOOST_MATH_GPU_ENABLED beta_distribution(RealType alpha, RealType beta);
 
 Constructs a beta distribution with shape parameters /alpha/ and /beta/.
 
@@ -117,11 +117,11 @@ in the graph above).
 
 [h5 Parameter Accessors]
 
-   RealType alpha() const;
+   BOOST_MATH_GPU_ENABLED RealType alpha() const;
 
 Returns the parameter /alpha/ from which this distribution was constructed.
 
-   RealType beta() const;
+   BOOST_MATH_GPU_ENABLED RealType beta() const;
 
 Returns the parameter /beta/ from which this distribution was constructed.
 
@@ -182,6 +182,8 @@ Returns the value of [beta] that gives:
 
 All the [link math_toolkit.dist_ref.nmp usual non-member accessor functions]
 that are generic to all distributions are supported: __usual_accessors.
+For this distribution all non-member accessor functions are marked with `BOOST_MATH_GPU_ENABLED` and can
+be run on both host and device.
 
 The formulae for calculating these are shown in the table below, and at
 [@http://mathworld.wolfram.com/BetaDistribution.html Wolfram Mathworld].