numerical_utils.hpp File Reference

Numerical utilities for precision and convergence. More...

#include <algorithm>
#include <cmath>
#include <iterator>
#include <limits>
#include <stdexcept>

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Namespaces
namespace	statcpp

Functions
bool	statcpp::approx_equal (double a, double b, double rel_tol=default_rel_tol, double abs_tol=default_abs_tol)
	Check if two floating-point numbers are approximately equal.
bool	statcpp::is_zero (double x, double tol=default_abs_tol)
	Check if a value is close to zero.
bool	statcpp::is_finite (double x)
	Check if a value is finite (not infinity or NaN)
template<typename Iterator >
bool	statcpp::all_finite (Iterator first, Iterator last)
	Check if all values in a range are finite.
bool	statcpp::has_converged_abs (double x_new, double x_old, double tol=1e-6)
	Check for convergence based on absolute change.
bool	statcpp::has_converged_rel (double x_new, double x_old, double tol=1e-6)
	Check for convergence based on relative change.
bool	statcpp::has_converged (double x_new, double x_old, double abs_tol=1e-8, double rel_tol=1e-6)
	Check for convergence using combined absolute and relative criteria.
double	statcpp::log1p_safe (double x)
	Safely compute log(1 + x) for small x.
double	statcpp::expm1_safe (double x)
	Safely compute exp(x) - 1 for small x.
double	statcpp::clamp (double x, double min_val, double max_val)
	Clamp a value to a range [min_val, max_val].
bool	statcpp::in_range (double x, double min_val, double max_val)
	Check if a value is in range [min_val, max_val].
double	statcpp::relative_error (double x, double x_ref)
	Compute the relative error between two values.
double	statcpp::safe_divide (double numerator, double denominator, double default_value=std::numeric_limits< double >::quiet_NaN())
	Safe division with check for division by zero.
template<typename Iterator >
double	statcpp::kahan_sum (Iterator first, Iterator last)
	Compute sum with Kahan summation algorithm.
template<typename Iterator , typename Proj >
double	statcpp::kahan_sum (Iterator first, Iterator last, Proj proj)
	Compute sum with Kahan summation algorithm (with projection)
template<typename Iterator1 , typename Iterator2 >
bool	statcpp::approx_equal_range (Iterator1 first1, Iterator1 last1, Iterator2 first2, Iterator2 last2, double rel_tol=default_rel_tol, double abs_tol=default_abs_tol)
	Check if two ranges are approximately equal element-wise.

Variables
constexpr double	statcpp::epsilon = std::numeric_limits<double>::epsilon()
	Machine epsilon for double precision.
constexpr double	statcpp::default_rel_tol = 1e-9
	Default relative tolerance for floating-point comparisons.
constexpr double	statcpp::default_abs_tol = 1e-12
	Default absolute tolerance for floating-point comparisons.

Detailed Description

Numerical utilities for precision and convergence.

Definition in file numerical_utils.hpp.