update source to Ceph Pacific 16.2.2

[ceph.git] / ceph / src / boost / libs / math / example / autodiff_multiprecision.cpp

//           Copyright Matthew Pulver 2018 - 2019.
// Distributed under the Boost Software License, Version 1.0.
//      (See accompanying file LICENSE_1_0.txt or copy at
//           https://www.boost.org/LICENSE_1_0.txt)

#include <boost/math/differentiation/autodiff.hpp>
#include <boost/multiprecision/cpp_bin_float.hpp>
#include <iostream>

using namespace boost::math::differentiation;

template <typename W, typename X, typename Y, typename Z>
promote<W, X, Y, Z> f(const W& w, const X& x, const Y& y, const Z& z) {
  using namespace std;
  return exp(w * sin(x * log(y) / z) + sqrt(w * z / (x * y))) + w * w / tan(z);
}

int main() {
  using float50 = boost::multiprecision::cpp_bin_float_50;

  constexpr unsigned Nw = 3;  // Max order of derivative to calculate for w
  constexpr unsigned Nx = 2;  // Max order of derivative to calculate for x
  constexpr unsigned Ny = 4;  // Max order of derivative to calculate for y
  constexpr unsigned Nz = 3;  // Max order of derivative to calculate for z
  // Declare 4 independent variables together into a std::tuple.
  auto const variables = make_ftuple<float50, Nw, Nx, Ny, Nz>(11, 12, 13, 14);
  auto const& w = std::get<0>(variables);  // Up to Nw derivatives at w=11
  auto const& x = std::get<1>(variables);  // Up to Nx derivatives at x=12
  auto const& y = std::get<2>(variables);  // Up to Ny derivatives at y=13
  auto const& z = std::get<3>(variables);  // Up to Nz derivatives at z=14
  auto const v = f(w, x, y, z);
  // Calculated from Mathematica symbolic differentiation.
  float50 const answer("1976.319600747797717779881875290418720908121189218755");
  std::cout << std::setprecision(std::numeric_limits<float50>::digits10)
            << "mathematica   : " << answer << '\n'
            << "autodiff      : " << v.derivative(Nw, Nx, Ny, Nz) << '\n'
            << std::setprecision(3)
            << "relative error: " << (v.derivative(Nw, Nx, Ny, Nz) / answer - 1) << '\n';
  return 0;
}
/*
Output:
mathematica   : 1976.3196007477977177798818752904187209081211892188
autodiff      : 1976.3196007477977177798818752904187209081211892188
relative error: 2.67e-50
**/