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/third_party/boost/libs/math/test/
Dtest_autodiff_1.cpp16 BOOST_CHECK_EQUAL(empty1.derivative(i), 0); in BOOST_AUTO_TEST_CASE_TEMPLATE()
21 BOOST_CHECK_EQUAL(empty2.derivative(i, j), 0); in BOOST_AUTO_TEST_CASE_TEMPLATE()
29 BOOST_CHECK_EQUAL(x.derivative(i), cx); in BOOST_AUTO_TEST_CASE_TEMPLATE()
31 BOOST_CHECK_EQUAL(x.derivative(i), 1); in BOOST_AUTO_TEST_CASE_TEMPLATE()
33 BOOST_CHECK_EQUAL(x.derivative(i), 0); in BOOST_AUTO_TEST_CASE_TEMPLATE()
39 BOOST_CHECK_EQUAL(xn.derivative(i), cx); in BOOST_AUTO_TEST_CASE_TEMPLATE()
41 BOOST_CHECK_EQUAL(xn.derivative(i), 1); in BOOST_AUTO_TEST_CASE_TEMPLATE()
43 BOOST_CHECK_EQUAL(xn.derivative(i), 0); in BOOST_AUTO_TEST_CASE_TEMPLATE()
52 BOOST_CHECK_EQUAL(y.derivative(i, j), cy); in BOOST_AUTO_TEST_CASE_TEMPLATE()
54 BOOST_CHECK_EQUAL(y.derivative(i, j), 1.0); in BOOST_AUTO_TEST_CASE_TEMPLATE()
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Dtest_autodiff_3.cpp18 BOOST_CHECK_CLOSE(y.derivative(0u), atanh(static_cast<T>(x)), eps); in BOOST_AUTO_TEST_CASE_TEMPLATE()
19 BOOST_CHECK_CLOSE(y.derivative(1u), static_cast<T>(4) / 3, eps); in BOOST_AUTO_TEST_CASE_TEMPLATE()
20 BOOST_CHECK_CLOSE(y.derivative(2u), static_cast<T>(16) / 9, eps); in BOOST_AUTO_TEST_CASE_TEMPLATE()
21 BOOST_CHECK_CLOSE(y.derivative(3u), static_cast<T>(224) / 27, eps); in BOOST_AUTO_TEST_CASE_TEMPLATE()
22 BOOST_CHECK_CLOSE(y.derivative(4u), static_cast<T>(1280) / 27, eps); in BOOST_AUTO_TEST_CASE_TEMPLATE()
23 BOOST_CHECK_CLOSE(y.derivative(5u), static_cast<T>(31232) / 81, eps); in BOOST_AUTO_TEST_CASE_TEMPLATE()
35 BOOST_CHECK_CLOSE(y.derivative(0u), boost::math::constants::pi<T>() / 4, eps); in BOOST_AUTO_TEST_CASE_TEMPLATE()
36 BOOST_CHECK_CLOSE(y.derivative(1u), T(0.5), eps); in BOOST_AUTO_TEST_CASE_TEMPLATE()
37 BOOST_CHECK_CLOSE(y.derivative(2u), T(-0.5), eps); in BOOST_AUTO_TEST_CASE_TEMPLATE()
38 BOOST_CHECK_CLOSE(y.derivative(3u), T(0.5), eps); in BOOST_AUTO_TEST_CASE_TEMPLATE()
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Dtest_autodiff_2.cpp18 BOOST_CHECK_EQUAL(f.derivative(0u), 0.5); in BOOST_AUTO_TEST_CASE_TEMPLATE()
19 BOOST_CHECK_EQUAL(f.derivative(1u), -0.5); in BOOST_AUTO_TEST_CASE_TEMPLATE()
20 BOOST_CHECK_EQUAL(f.derivative(2u), 0.5); in BOOST_AUTO_TEST_CASE_TEMPLATE()
21 BOOST_CHECK_EQUAL(f.derivative(3u), 0); in BOOST_AUTO_TEST_CASE_TEMPLATE()
22 BOOST_CHECK_EQUAL(f.derivative(4u), -3); in BOOST_AUTO_TEST_CASE_TEMPLATE()
35 BOOST_CHECK_CLOSE_FRACTION(y.derivative(i), exp(cx), in BOOST_AUTO_TEST_CASE_TEMPLATE()
51 BOOST_CHECK_EQUAL(z0.derivative(0u), pow(cx, cy)); in BOOST_AUTO_TEST_CASE_TEMPLATE()
52 BOOST_CHECK_EQUAL(z0.derivative(1u), cy * pow(cx, cy - 1)); in BOOST_AUTO_TEST_CASE_TEMPLATE()
53 BOOST_CHECK_EQUAL(z0.derivative(2u), cy * (cy - 1) * pow(cx, cy - 2)); in BOOST_AUTO_TEST_CASE_TEMPLATE()
54 BOOST_CHECK_EQUAL(z0.derivative(3u), in BOOST_AUTO_TEST_CASE_TEMPLATE()
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Dtest_autodiff_8.cpp19 BOOST_CHECK(isNearZero(autodiff_v.derivative(0u) - anchor_v)); in BOOST_AUTO_TEST_CASE_TEMPLATE()
36 BOOST_CHECK(isNearZero(autodiff_v.derivative(0u) - anchor_v)); in BOOST_AUTO_TEST_CASE_TEMPLATE()
52 BOOST_CHECK(isNearZero(autodiff_v.derivative(0u) - anchor_v)); in BOOST_AUTO_TEST_CASE_TEMPLATE()
67 .derivative(0u) - in BOOST_AUTO_TEST_CASE_TEMPLATE()
71 .derivative(0u) - in BOOST_AUTO_TEST_CASE_TEMPLATE()
75 .derivative(0u) - in BOOST_AUTO_TEST_CASE_TEMPLATE()
79 .derivative(0u) - in BOOST_AUTO_TEST_CASE_TEMPLATE()
83 .derivative(0u) - in BOOST_AUTO_TEST_CASE_TEMPLATE()
87 .derivative(0u) - in BOOST_AUTO_TEST_CASE_TEMPLATE()
91 .derivative(0u) - in BOOST_AUTO_TEST_CASE_TEMPLATE()
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Dtest_autodiff_6.cpp25 BOOST_CHECK_CLOSE(boost::math::ellint_1(make_fvar<T, m>(k)).derivative(0u), in BOOST_AUTO_TEST_CASE_TEMPLATE()
30 .derivative(0u), in BOOST_AUTO_TEST_CASE_TEMPLATE()
45 BOOST_CHECK_CLOSE(boost::math::ellint_2(make_fvar<T, m>(k)).derivative(0u), in BOOST_AUTO_TEST_CASE_TEMPLATE()
50 .derivative(0u), in BOOST_AUTO_TEST_CASE_TEMPLATE()
79 .derivative(0u), in BOOST_AUTO_TEST_CASE_TEMPLATE()
95 BOOST_CHECK_CLOSE(boost::math::ellint_d(make_fvar<T, m>(k)).derivative(0u), in BOOST_AUTO_TEST_CASE_TEMPLATE()
100 .derivative(0u), in BOOST_AUTO_TEST_CASE_TEMPLATE()
128 .derivative(0u), in BOOST_AUTO_TEST_CASE_TEMPLATE()
159 .derivative(0u), in BOOST_AUTO_TEST_CASE_TEMPLATE()
198 .derivative(0u), in BOOST_AUTO_TEST_CASE_TEMPLATE()
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Dtest_autodiff_5.cpp33 BOOST_CHECK_EQUAL(autodiff_v.derivative(0u), anchor_v); in BOOST_AUTO_TEST_CASE_TEMPLATE()
44 BOOST_CHECK_CLOSE(boost::math::cbrt(make_fvar<T, m>(x)).derivative(0u), in BOOST_AUTO_TEST_CASE_TEMPLATE()
60 boost::math::chebyshev_t(n, make_fvar<T, m>(x)).derivative(0u), in BOOST_AUTO_TEST_CASE_TEMPLATE()
64 boost::math::chebyshev_u(n, make_fvar<T, m>(x)).derivative(0u), in BOOST_AUTO_TEST_CASE_TEMPLATE()
68 boost::math::chebyshev_t_prime(n, make_fvar<T, m>(x)).derivative(0u), in BOOST_AUTO_TEST_CASE_TEMPLATE()
98 BOOST_CHECK_CLOSE(boost::math::cos_pi(make_fvar<T, m>(x)).derivative(0u), in BOOST_AUTO_TEST_CASE_TEMPLATE()
116 BOOST_CHECK_CLOSE(autodiff_v.derivative(0u), anchor_v, in BOOST_AUTO_TEST_CASE_TEMPLATE()
Dtest_autodiff_4.cpp53 BOOST_CHECK_EQUAL(x.derivative(0u), y); in BOOST_AUTO_TEST_CASE_TEMPLATE()
81 static_cast<T>(fabs(v.derivative(Nw, Nx, Ny, Nz) / answer - 1)); in BOOST_AUTO_TEST_CASE_TEMPLATE()
97 BOOST_CHECK_CLOSE(autodiff_v.derivative(0u), anchor_v, in BOOST_AUTO_TEST_CASE_TEMPLATE()
114 BOOST_CHECK_CLOSE(autodiff_v.derivative(0u), anchor_v, in BOOST_AUTO_TEST_CASE_TEMPLATE()
134 BOOST_CHECK_CLOSE(autodiff_v.derivative(0u), anchor_v, in BOOST_AUTO_TEST_CASE_TEMPLATE()
165 BOOST_CHECK_CLOSE(autodiff_v.derivative(0u), anchor_v, in BOOST_AUTO_TEST_CASE_TEMPLATE()
181 BOOST_CHECK_CLOSE(autodiff_v.derivative(0u), anchor_v, in BOOST_AUTO_TEST_CASE_TEMPLATE()
188 BOOST_CHECK_CLOSE(autodiff_v.derivative(0u), anchor_v, in BOOST_AUTO_TEST_CASE_TEMPLATE()
Dtest_ibeta_derivative.hpp29 T derivative; in ibeta_forwarder() local
30 …ost::math::detail::ibeta_imp(a, b, x, boost::math::policies::policy<>(), false, true, &derivative); in ibeta_forwarder()
31 return derivative; in ibeta_forwarder()
/third_party/boost/libs/math/example/
Dautodiff_black_scholes.cpp89 << "autodiff black-scholes call price = " << call_price.derivative(0, 0, 0, 0) << '\n' in main()
90 << "autodiff black-scholes put price = " << put_price.derivative(0, 0, 0, 0) << '\n' in main()
92 << "autodiff call delta = " << call_price.derivative(1, 0, 0, 0) << '\n' in main()
94 << "autodiff call vega = " << call_price.derivative(0, 1, 0, 0) << '\n' in main()
96 << "autodiff call theta = " << -call_price.derivative(0, 0, 1, 0) in main()
99 << "autodiff call rho = " << call_price.derivative(0, 0, 0, 1) << '\n' in main()
102 << "autodiff put delta = " << put_price.derivative(1, 0, 0, 0) << '\n' in main()
104 << "autodiff put vega = " << put_price.derivative(0, 1, 0, 0) << '\n' in main()
106 << "autodiff put theta = " << -put_price.derivative(0, 0, 1, 0) << '\n' in main()
108 << "autodiff put rho = " << put_price.derivative(0, 0, 0, 1) << '\n' in main()
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Dautodiff_black_scholes_brief.cpp54 std::cout << "black-scholes call price = " << call_price.derivative(0) << '\n' in main()
55 << "black-scholes put price = " << put_price.derivative(0) << '\n' in main()
56 << "call delta = " << call_price.derivative(1) << '\n' in main()
57 << "put delta = " << put_price.derivative(1) << '\n' in main()
58 << "call gamma = " << call_price.derivative(2) << '\n' in main()
59 << "put gamma = " << put_price.derivative(2) << '\n'; in main()
/third_party/boost/libs/math/doc/differentiation/
Dautodiff.qbk37 get_type_at<RealType, sizeof...(Orders) - 1> derivative(Orders... orders) const;
82 derivative of its respective order, divided by the factorial of the order.
133 constexpr unsigned Order = 5; // Highest order derivative to be calculated.
137 std::cout << "y.derivative(" << i << ") = " << y.derivative(i) << std::endl;
142 y.derivative(0) = 16
143 y.derivative(1) = 32
144 y.derivative(2) = 48
145 y.derivative(3) = 48
146 y.derivative(4) = 24
147 y.derivative(5) = 0
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Dlanczos_smoothing.qbk41 …_derivative` class calculates a finite-difference approximation to the derivative of a noisy seque…
51 // Compute derivative of entire vector:
60 // evaluate second derivative at a point:
62 // evaluate second derivative of entire vector:
65 For memory conscious programmers, you can reuse the memory space for the derivative as follows:
76 then the variance of the computed derivative is roughly \u03C3[super 2]/p/[super 3] /n/[super -3] \…
87 If /p=2n/, then the discrete Lanczos derivative is not smoothing:
133 …n/, /p/) = (60, 4) Lanczos smoothing derivative, as well as using the (/n/, /p/) = (4, 8) (nonsmoo…
137 The original data is in orange, the smoothing derivative in blue, and the non-smoothing standard fi…
139 We can see that the smoothing derivative tracks the increase and decrease in the trend well, wherea…
Dautodiff.tex80 …''(x_0)$, $f'''(x_0)$, ... within the coefficients. Each coefficient is equal to the derivative of
131 constexpr unsigned Order = 5; // Highest order derivative to be calculated.
135 std::cout << "y.derivative(" << i << ") = " << y.derivative(i) << std::endl;
140 y.derivative(0) = 16
141 y.derivative(1) = 32
142 y.derivative(2) = 48
143 y.derivative(3) = 48
144 y.derivative(4) = 24
145 y.derivative(5) = 0
151 {\tt y.derivative(0)} &=& f(2) =&& \left.x^4\right|_{x=2} &= 16\\
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/third_party/skia/third_party/externals/opengl-registry/extensions/OES/
DOES_standard_derivatives.txt41 The standard derivative built-in functions and semantics from OpenGL 2.0 are
91 The built-in derivative functions dFdx, dFdy, and fwidth are optional, and
100 by using a fast but not entirely accurate derivative computation.
102 The expected behavior of a derivative is specified using forward/backward
141 specification is relaxed for derivative calculations, because the method
156 In some implementations, varying degrees of derivative accuracy may be
167 Returns the derivative in x using local differencing for the input argument
172 Returns the derivative in y using local differencing for the input argument
184 Returns the sum of the absolute derivative in x and y using local
196 HINT_OES derivative
/third_party/boost/libs/math/doc/interpolators/
Dcardinal_cubic_b_spline.qbk61 …l arguments to the constructor, namely the derivative of the function at the left endpoint, and th…
71 If you know the derivative at the endpoint, you may pass it to the constructor via
79 and to evaluate the derivative of the interpolant we use
83 Be aware that the accuracy guarantees on the derivative of the spline are an order lower than the g…
86 The last interesting member is the second derivative, evaluated via
90 The basis functions of the spline are cubic polynomials, so the second derivative is simply linear …
93 The problem is especially pronounced at the boundaries, where the second derivative is totally unco…
94 Use the second derivative of the cubic B-spline interpolator only in desperation.
106 …tiable, then the interpolant is ['[bigo](h[super 4])] accurate and the derivative is ['[bigo](h[su…
Dcardinal_quintic_b_spline.qbk21 …// If you don't know the value of the derivative at the endpoints, leave them as NaNs and the rout…
52 For example, the second derivative of the cubic spline interpolator is a piecewise linear function,…
53 The graph of the second derivative of the quintic /B/-spline is therefore more visually appealing, …
69 // Evaluate the derivative of the interpolant:
71 // Evaluate the second derivative of the interpolant:
/third_party/openGLES/extensions/OES/
DOES_standard_derivatives.txt51 The standard derivative built-in functions and semantics from OpenGL 2.0 are
101 The built-in derivative functions dFdx, dFdy, and fwidth are optional, and
110 by using a fast but not entirely accurate derivative computation.
112 The expected behavior of a derivative is specified using forward/backward
151 specification is relaxed for derivative calculations, because the method
166 In some implementations, varying degrees of derivative accuracy may be
177 Returns the derivative in x using local differencing for the input argument
182 Returns the derivative in y using local differencing for the input argument
194 Returns the sum of the absolute derivative in x and y using local
206 HINT_OES derivative
/third_party/skia/third_party/externals/opengl-registry/extensions/ARB/
DARB_derivative_control.txt48 For example, for the coarse-granularity derivative, a single x derivative
49 could be computed for each 2x2 group of pixels, using that same derivative
50 value for all 4 pixels. For the fine-granularity derivative, two
55 To select the coarse derivative, use:
61 To select the fine derivative, use:
154 "In some implementations, varying degrees of derivative accuracy for dFdx
164 "Returns the partial derivative of p with respect to the window x
170 "Returns the partial derivative of p with respect to the window y
180 "Returns the partial derivative of p with respect to the window x
189 "Returns the partial derivative of p with respect to the window y
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/third_party/openGLES/extensions/ARB/
DARB_derivative_control.txt58 For example, for the coarse-granularity derivative, a single x derivative
59 could be computed for each 2x2 group of pixels, using that same derivative
60 value for all 4 pixels. For the fine-granularity derivative, two
65 To select the coarse derivative, use:
71 To select the fine derivative, use:
164 "In some implementations, varying degrees of derivative accuracy for dFdx
174 "Returns the partial derivative of p with respect to the window x
180 "Returns the partial derivative of p with respect to the window y
190 "Returns the partial derivative of p with respect to the window x
199 "Returns the partial derivative of p with respect to the window y
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/third_party/boost/libs/local_function/test/
Dreturn_derivative_seq.cpp16 boost::function<int (int)> derivative(boost::function<int (int)>& f, int dx) { in derivative() function
30 boost::function<int (int)> d2 = derivative(a2, 2); in main()
Dreturn_derivative.cpp21 boost::function<int (int)> derivative(boost::function<int (int)>& f, int dx) { in derivative() function
35 boost::function<int (int)> d2 = derivative(a2, 2); in main()
/third_party/boost/libs/stl_interfaces/
DLICENSE_1_0.txt6 execute, and transmit the Software, and to prepare derivative works of the
13 all derivative works of the Software, unless such copies or derivative
/third_party/boost/libs/beast/doc/docca/
DLICENSE_1_0.txt6 execute, and transmit the Software, and to prepare derivative works of the
13 all derivative works of the Software, unless such copies or derivative
/third_party/boost/libs/beast/
DLICENSE_1_0.txt6 execute, and transmit the Software, and to prepare derivative works of the
13 all derivative works of the Software, unless such copies or derivative
/third_party/boost/libs/concept_check/
DLICENSE6 execute, and transmit the Software, and to prepare derivative works of the
13 all derivative works of the Software, unless such copies or derivative

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