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C++20 modernization: use new standard mathematical constants

mr#2134
Sébastien Villemot 2023-05-25 19:04:56 +02:00
parent 0f7ab97e69
commit e86aeaf787
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GPG Key ID: 2CECE9350ECEBE4A
3 changed files with 7 additions and 5 deletions
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5
mex/sources/bytecode/Evaluate.cc
View File

@ -22,6 +22,7 @@
#include <limits>
#include <stack>
#include <cfenv>
#include <numbers>
#include <dynmex.h>
@ -1877,13 +1878,13 @@ Evaluate::evaluateBlock(int it_, double *__restrict__ y, const double *__restric
switch (op3)
{
case TrinaryOpcode::normcdf:
Stack.push(0.5*(1+erf((v1-v2)/v3/M_SQRT2)));
Stack.push(0.5*(1+erf((v1-v2)/v3/numbers::sqrt2)));
#ifdef DEBUG
tmp_out << " |normcdf(" << v1 << ", " << v2 << ", " << v3 << ")|";
#endif
break;
case TrinaryOpcode::normpdf:
Stack.push(1/(v3*sqrt(2*M_PI)*exp(pow((v1-v2)/v3, 2)/2)));
Stack.push(1/(v3*sqrt(2*numbers::pi)*exp(pow((v1-v2)/v3, 2)/2)));
#ifdef DEBUG
tmp_out << " |normpdf(" << v1 << ", " << v2 << ", " << v3 << ")|";
#endif

5
mex/sources/sobol/gaussian.hh
View File

@ -2,7 +2,7 @@
**
** Pseudo code of the algorithm is given at http://home.online.no/~pjacklam/notes/invnorm
**
** Copyright © 2010-2019 Dynare Team
** Copyright © 2010-2023 Dynare Team
**
** This file is part of Dynare.
**
@ -25,6 +25,7 @@
#include <cmath>
#include <limits>
#include <algorithm>
#include <numbers>
#include <omp.h>
@ -106,7 +107,7 @@ icdf(const T uniform)
{
T tmp, tmp_;
tmp = .5*erfc(-gaussian/sqrt(2.0))-uniform;
tmp_ = tmp*sqrt(2*M_PI)*exp(.5*gaussian*gaussian);
tmp_ = tmp*sqrt(2*numbers::pi)*exp(.5*gaussian*gaussian);
gaussian = gaussian - tmp_/(1+.5*gaussian*tmp_);
}
if (uniform == 0)

2
preprocessor

@ -1 +1 @@
Subproject commit 150547b560c1259225712369df330a5e3266a2d7
Subproject commit 3cc531315bd5abe5fe9d53145ec3c3de6723f1e0