History and What's New

Significantly improved performance for the incomplete gamma function and it's inverse.

Added support for MPFR as a bignum type.
Added some full specializations of the policy classes to reduce compile times.
Added logistic and hypergeometric distributions, from Gautam Sewani's Google Summer of Code project.
Added Laplace distribution submitted by Thijs van den Berg.
Updated performance test code to include new distributions, and improved the performance of the non-central distributions.
Added SSE2 optimised Lanczos approximation code, from Gautam Sewani's Google Summer of Code project.
Fixed bug in cyl_bessel_i that used an incorrect approximation for ν = 0.5, also effects the non-central Chi Square Distribution when ν = 3, see bug report #2877.
Fixed minor bugs #2873.

Added Policy based framework that allows fine grained control over function behaviour.
Breaking change: Changed default behaviour for domain, pole and overflow errors to throw an exception (based on review feedback), this behaviour can be customised using Policy's.
Breaking change: Changed exception thrown when an internal evaluation error occurs to boost::math::evaluation_error.
Breaking change: Changed discrete quantiles to return an integer result: this is anything up to 20 times faster than finding the true root, this behaviour can be customised using Policy's.
Polynomial/rational function evaluation is now customisable and hopefully faster than before.
Added performance test program.

Moved Xiaogang Zhang's Bessel Functions code into the library, and brought them into line with the rest of the code.
Added C# "Distribution Explorer" demo application.

Implemented the main probability distribution and density functions.
Implemented digamma.
Added more factorial functions.
Implemented the Hermite, Legendre and Laguerre polynomials plus the spherical harmonic functions from TR1.
Moved Xiaogang Zhang's elliptic integral code into the library, and brought them into line with the rest of the code.
Moved Hubert Holin's existing Boost.Math special functions into this library and brought them into line with the rest of the code.

Implement preview release of the statistical distributions.
Added statistical distributions tutorial.
Implemented root finding algorithms.
Implemented the inverses of the incomplete gamma and beta functions.
Rewrite erf/erfc as rational approximations (valid to 128-bit precision).
Integrated the statistical results generated from the test data with Boost.Test: uses a database of expected results, indexed by test, floating point type, platform, and compiler.
Improved lgamma near 1 and 2 (rational approximations).
Improved erf/erfc inverses (rational approximations).
Implemented Rational function generation (the Remez method).

Implement gamma/beta/erf functions along with their incomplete counterparts.
Generate high quality test data, against which future improvements can be judged.
Provide tools for the evaluation of infinite series, continued fractions, and rational functions.
Provide tools for testing against tabulated test data, and collecting statistics on error rates.
Provide sufficient docs for people to be able to find their way around the library.

SVN Revisions:

Sandbox and trunk last synchonised at revision: 56669.