I am new to C++ and extremely surprised by the lack of accessible, common probability manipulation tools (i.e. the lack of things in Boost and the standard library). I've done a lot of scientific programming in other languages, but the standard and/or ubiquitious third party add-ons always include a full range of probability tools. A friend billed up Boost to be the equivalent ubiquitous add-on for C++, but as I read the Boost documentation, even it seems to have a dearth of what I would consider extremely elementary built-ins.
I cannot find a built in that takes some sort of array of discrete probabilities and produces an index chosen according to those probabilities. I can of course write my own function for this, but I just wanted to check whether I am missing a standard way to do this.
Having to write my own functions at such a low-level is a bad thing, I feel, but I am writing a new simulation module for a larger project that is all in C++. My usual go-to tactic would be to write it in Python and link the Python to the C++, but because several other people are going to have to manage this code once I finish it, and none of them know Python, I think it would be more prudent to deliver it to them all in C++.
More generally, what do people do in C++ for things like sampling from standard distributions, in particular something as basic as a multi-variate normal distribution?
Perhaps I'm misunderstanding your intention, but it seems to me what you want is simply std::discrete_distribution.
(Moved from comment.)
Did you look at Boost.Math.StatisticalDistributions? Specifically, its Discrete Probability Distributions?
Boost is not a library, it's a collection of libraries, so it can sometimes be difficult to find exactly what you're looking for – but that doesn't mean it isn't there. ;-]
As mentioned, you'll want to look at boost/math/distributions and friends to meet your needs.
Here's a very good, detailed tutorial on getting these working for you in Boost. You may also want to throw your weight behind stan as well, which looks quite promising within this space.
Boost's math libraries are pretty good for working with different distributions, but if you are only interested in sampling (as in the problem you mentioned in your post), then looking at the boost Random libraries might be more germane to your task. This link shows how to simulate rolling a weighted die, for example.
You should do less C++ bashing, and more question asking - we try to be helpful and respectful on SO. Questions like yours are often tagged as inflammatory.
Boost::math seems to provide exactly what you're looking for: https://www.quantnet.com/cplusplus-statistical-distributions-boost/ - I'm not 100% sure about how well it handles multi-variate distributions though (nor am I an expert on statistics).
Get it here: http://www.boost.org/doc/libs/1_49_0/libs/math/doc/html/index.html
I hear a lot about boost here and I am beginning to think it could help a lot with my software development. More so in concurrency and memory management in my particular case as we have had a lot of bugs in this area.
What are the key language features I need to polish up on to effectively benefit from using boost and to shorten the learning curve? I have seen that function objects are commonly used so I would probably need to polish up on that.
Additionally, are there any tutorials and 101 resources I can quickly look at to just get a feel and understanding on using boost.
I realise there is a lot boost offers and I have to pick the right tools for the right job but any leads will help.
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How to learn boost (no longer valid; HTTP return status 404)
Boost has an unimaginable number of libraries.
Easy ones to get started on are
noncopyable
array
circular_buffer
foreach
operators (one of my personal favorites)
smart_ptr
date_time
More advanced ones include
lambda
bind
iostreams
serialization
threads
Getting used to boost takes time, but I assure you it will make your life much better. Plus, looking at how the boost libraries are coded will help you get better at c++ coding, especially templates.
You mentioned what should you look up before trying boost. I agree that function objects are a great thing to research. Also, make sure to look up about template programming. A common problem to make sure you know is when to use the typename qualifier for dependent types. For the most part, however, the libraries are very well documented, with examples and reference materials.
Learning boost is discussed here. As for language features that are useful? All of them. C++ is a dangerous language to use if you don't know enough of it. RAII, functors/function objects and templates probably cover the most important aspects. Boost is designed similarly to the STL, so knowing your standard library is essential. Boost itself uses a lot of template metaprogramming, but as a library user, you won't often need that (unless you start playing with Boost.MPL)
Bugs related to memory management are a good indicator that it's C++, rather than Boost you need to brush up on. The techniques for handling memory safely are well known, and not specific to Boost. (With the obvious exception of Boost's smart pointers). RAII is probably the most important concept to understand to deal with this kind of issues.
What are the key language features I need to polish up on to effectively benefit from using boost and to shorten the learning curve?
Templates
Functors
Exceptions
STL
Iterators
Algorithms
Containers
... among others.
are there any tutorials and 101 resources I can quickly look at to just get a feel and understanding on using boost.
Boost is well documented. Start here.
There are too many libraries to get lost. I'd say start with something simple, maybe smart pointers or Boost.Test (Unit Test framework) -- which will quickly help you get started. Also, try to think of a problem you cannot solve with the STL easily. Then look up Boost documentation or post here.
If you are comfortable with functional programming look at MPL/Lambda libraries.
The first ting IMO are smart pointers. Integration into new code is simple, and usually not a problem for existing code. They make memory management easy, and work for many other ressources, too.
C++ gives you the power to manage your own memory, smart pointers let you (mostly) wing it when you don't need to.
The second would be - as you mentioned - function objects, they close a big gap within C++ that is traditionally solved through inheritance, which is to strong of a coupling in many cases.
I have only little experience with boost outside these two, but most of the remainder is fairly "situational" - you may or may not need it. Get an overview over the libraries, and see what you need.
boost::any and boost::variant are good of you need a variant data type, with two different approaches.
boost::regex if you need some text parsing.
boost::thread and boost::filesystem help you write portable code. If you already have good platform specific libraries, you might not need them - but they are better than API or C++ level in any case.
Maybe you like my introduction to boost smart pointers, and a rather unorthodox use for them.
Try Björn Karlsson's book: Beyond the C++ Standard Library: An Introduction to Boost. Its pretty straightforward and easy to grasp. I read this after I'd finished Scott Meyers three c++ books (effective series).
After reading Beyond the C++ Standard Library: An Introduction to Boost, I would recommend casually browsing the documentation on boost.org, just to get an idea of what's available. You can do a deep dive into a specific boost library when it looks like a good fit for a particular application.
I think shared_ptr sould be the easiest place to start .
Start using it inplaces of simple pointer or auto_ptr data types.
You can also look into weak_ptr.
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Lots of the answers to C++ questions here contain the response:
"You should be using boost::(insert
your favourite smart pointer here) or
even better boost::(insert your
favourite mega complex boost type
here)"
I'm not at all convinced that this is doing any favours to the questioners who, by and large, are obvious C++ novices. My reasons are as follows:
Using smart pointers without
understanding what is going on under
the hood is going to lead to a
generation of C++ programmers who
lack some of the basic skills of a
programmer. Pretty much this seems to
have happened in the Java field
already.
Deciding which type of smart pointer
to use depends very much on the
problem domain being addressed. This
is almost always missing from the
questions posted here, so simply
saying "use a shared pointer" is
likely to be at the least unhelpful
and possibly totally wrong.
Boost is not yet part of the C++
standard and may not be available on
the specific platform the questioner
is using. Installing it is a bit
painful (I just did it using Jam) and
is way overkill if all you want are a
few smart pointers.
If you are writing FOSS code, you
don't want the code to be heavily
dependent on external libraries that,
once again, your users may not have.
I've been put off using FOSS code on
a number of occasions simply because
of the Byzantine complexity of the
dependencies between libraries.
To conclude, I'm not saying don't recommend Boost, but that we should be more careful when doing so.
Few points:
Using anything without understanding is considered harmful. But it is only the ignorant technology user (and his manager) who gets burned in the end.
You don't have to install boost to get the smart pointers - they are header only. And installation itself is rather straightforward, in the simplest approach just typing one or two commands.
Many of the Boost libraries and solutions are present in TR1 or will be present in C++0x
You will always depend on external libraries... Try to choose the one that have a bright future in terms of maintenance and support.
Unless you want to roll-out your custom solution - which would have some advantages and disadvantages.
C++ is not a novice-friendly language. With apologies to Scott Meyers, a beginner isn't learning just one language with C++, but four:
The C parts
Object Oriented parts: classes, inheritance, polymorphism, etc.
The STL: containers, iterators, algorithms
Templates and metaprogramming
I would argue that if the beginner is already climbing this mountain, they should be pointed towards the more "modern" aspects of C++ from the start. To do otherwise means that the beginner will learn C-ish C++ with regular pointers, resource leaks, etc. Find themselves in a world of pain, and then discover Boost and other libraries as a way to stem the hurt.
It's a complicated picture no matter what, so why not point them in a direction that has a positive pay-off for the invested mental efort?
As for dependencies, a great deal of Boost is header-only. And Boost's liberal license should permit its inclusion in just about any project.
Do you know how the compiler works ? Do you know how the OS works ? Do you know how the processor works ? Do you know how electronics works ? Do you know how electricity works ?
At some point you are using a black box, the question is, "is my ignorance problematic for what I am currently doing?".
If you have the taste for knowledge that's a great thing - and I clearly consider that a plus when interviewing engineers - but don't forget the finality of your work : build systems that solve problems.
I disagree. No-one would suggest that you should dive in to smart pointers without a thorough understanding of what's going on behind the scenes, but used sensibly they can remove a whole host of common errors. Moreover, Boost is high-quality production code from which a C++ novice can learn a great deal, in terms of design as much as implementation. It's not all hugely complicated, either, and you can pick and choose the bits you need.
It's impossible to understand everything thoroughly all the time. So take the word of many professional C++ developers for it that many parts of boost are indeed very useful things to use in your day-to-day development.
The inclusion of quite a lot of boost in C++0X is testament that even the team that manages the evolution of the language thinks that boost is a Good Thing (tm)
C++ is a weird, tough language. It's relatively easy to learn compared to how incredibly hard it is to master. There's some really arcane stuff you can do with it. Boost::mpl builds on some of those arcane things. I love boost, but I cringe every time I see someone in my organisation use boost::mpl. The reason: even quite seasoned C++ developers have trouble wrapping their head around how it works, and the code that uses it often reflects that (it ends up looking like someone banged code out until it worked). This is not a good thing, so I partially agree that some parts of boost should not be used without caution (boost::spirit is another example).
The C++ standard is also a weird thing. Most common compilers don't implement all of the existing standard (e.g. template exports). It's only a guideline of what to expect.
If your developer doesn't have the savvy to decide which smart pointer to use in a particular situation, perhaps they shouldn't be messing around in that part of the code without senior guidance.
There are always external libraries, starting with the run-time. A lot of boost is header-only so it does not introduce new external dependencies.
Quite frankly, for beginners I think boost isn't that well-suited. I think a beginner is better off understanding how the basics work before moving up the food chain using higher level tool/libs like boost or even STL. At the beginner stage it is not about productivity, it is about understanding. I think knowing how pointers work, being able for instance to manually create a linked list or sort one are part of the fundamentals that each programmer should learn.
I think boost is a great library. I love it. My favourite library is boost::bind and boost::function, which make function pointers much more flexible and easy-to-use. It fits in very well with different frameworks and keeps the code tidy.
I also use different Boost classes. For example, I use boost::graph to create graph classes and I use boost::filesystem for working with files inside directories.
However, boost is very complex. You need to be an experienced programmer to know its worth. Moreover, you need to have atleast some experience in C++ to understand how Boost works and implications of using Boost here or there.
Therefore, I would highly recommend looking at Boost for experienced programmers, especially if they are trying to re-invent the wheel (again). It can really be what it says on the tin: a boost towards your goal.
However, if you feel that the person asking a question is a beginner and tries to understand (for example) memory allocation, telling him to try boost smart pointers is a very bad idea. It's not helpful at all. The advantages of smart pointer classes, etc. can be comprehended only when the person experienced how standard memory allocation techniques work.
To finish off, Boost is not like learning to drive a car with automatic gearbox. It's like learning to drive on a F1 racing car.
I fully agree with you. It is the reason that i first explain them how it should be done (i.e when recommending boost::variant, i explain they should in general use a discriminated union. And i try not to say it's just a "magic boost thing" but show how they in principle implemented it. When i recommend boost::shared_ptr, i explain they would need to use a pointer - but it's better to use a smart pointer that has shared ownership semantics.). I try not to say just "use boost::xxx" when i see the questioner is a beginner. It is a language that's not just as simple to use as some scripting language. One has to understand the stuff one uses, because the language does not protect the programmer from doing bad things.
Of course it's not possible for novices to understand everything from the start on. But they should understand what their boost library solves and how it does it basically.
You can't compare this with learning processors or assembly language first. Similar it's not important to know how the bit-pattern of a null-pointer looks like. Knowledge of those are irrelevant in learning programming with C++. But pointers, array or any other basic things in C++ is not. One doesn't get around learning them before using [boost|std]::shared_ptr or [boost|std]::array successfully. These are things that has to be understood first in order to use the boost utilities successfully in my opinion. It's not about details like how to manually implement the pimpl-idiom using raw pointers - that's not the point I'm making. But the point is that one should first know basic things about pointers or the other parts a boost library helps with (for pointers, what they are and what they are good for, for example). Just look at the shared_ptr manual and try to get it without knowing about pointers. It's impossible.
And it's important to always point them to the appropriate boost manual. Boost manuals are high quality.
The consensus among almost all the answers is that boost is very valuable for experienced developers and for complex, real world, C++ software. I completely agree.
I also think that boost can be very valuable for beginners. Isn't it easier to use lexical_cast than to use ostringstream? Or to use BOOST_FOREACH instead of iterator syntax? The big problem is lack of good documentation of boost, especially for beginners. What is needed is a book that will tell you how to start with boost, which libraries are simple libraries that simplify tasks, and which libraries are more complex. Using these libraries together with good documentation will IMO make learning C++ easier.
We should encourage the use of standard canned libraries (and Boost is almost as standard as they get) whenever possible.
Some people seem to think that beginners should be taught the C side of C++ first, and then introduced to the higher-level stuff later. However, people tend to work as they're trained, so we're going to see a lot of production code written with badly managed raw pointers (well-managed raw pointers are awfully difficult sometimes), arrays (and the inevitable confusion between delete and delete []), and stuff like that. I've worked with code like that. I don't want to do it again any more than I have to.
Start beginners off with the way you want them writing code. This means teaching them about the STL containers and algorithms and some of the Boost libraries at first, so the first thing they think about when needing a group of things is a vector<>. Then teach them the lower-level constructs, so they'll know about them (or where to look them up) when they encounter them, or on the very rare occasions when they need to micro-optimize.
There's basically two types of programmers: the coders, who should be taught languages the way they should be writing them, and the enthusiast, who will learn the low-level stuff, including principles of operating systems, C, assembly code, and so on. Both are well served by learning the language they're going to use up front, while only the enthusiasts will be well served by learning from some arbitrary level of fundamentals.
I think you are mixing a lot of different concerns, not all of them related to Boost specifically:
First, should programmers (or C++ novices specifically) be encouraged to use libraries, idioms, paradigms, languages or language features they don't understand?
No, of course not. Every programmer should understand the tools they use, especially in a language like C++. However, I don't see a lot of questions here on SO where people are encouraged to not understand the code they're using. When people say they want to do X in C++, I think it's find to say "Boost has an implementation of X which works, which is more than a homebrewed solution would do, so use that".
Of course if the question is "how does X work", the question can't be answered with "use Boost's implementation". But I really don't see the problem in recommending Boost for the former kind of questions.
I also don't see how it's even possible to use Boost without understanding what's going on under the hood. C++, with or without Boost, is not Java. Using Boost in no way protects you from the complexities of the language. You still have to worry about copy constructors, pointer arithmetics, templates and everything else that can blow up in your face.
This is nothing like what happened in Java. They designed a language that removed all the subtleties. Boost doesn't do that. Quite the contrary, it has pioneered new idioms and techniques in generic programming. Using Boost is not always simple.
About the availability of Boost, I think that's a non-issue. It is available on the platforms used in the vast majority of questions, and if they're not able to use Boost, the suggestion is still not harmful, just useless.
Further, most Boost libraries are header-only and don't require you to install the whole thing. If you only want smart pointers, simply include those headers and nothing else.
About FOSS, you have a point in some cases But I'd say this is a problem for less universal libraries that users do not have. But Boost is extremely common, and if people don't have it, they should get it, as it is applicable to pretty much any problem domain. And of course, the license is compatible with any FOSS project you care to mention.
I'd rather work on a OSS project that used Boost to do the heavy lifting than one which reinvented its own (buggy and proprietary) wheels, with steep learning curves that could have been avoided.
So yeah, in some cases, recommending Boost is unhelpful. But I don't see how it can be harmful.
In any case, I don't see how it can be even half as harmful as teaching novices to roll their own. In C++, that's a recipe for disaster. It's the sole reason why C++ still has a reputation for being error-prone and produce buggy software. Because for far too long, people wrote everything from scratch themselves, distrusting the standard library, distrusting 3rd party code, distrusting everything that wasn't legal in C.
I'm not at all convinced that this is doing any favours to the questioners who, by and large, are obvious C++ novices. ...:
Using smart pointers without understanding what is going on under the hood is going to lead to a generation of C++ programmers who lack some of the basic skills of a programmer.
Do we tell novice programmers that they must learn assembly language before they get to read up on modern programming languages? They clearly don't know what's going on under the hood otherwise.
Should "Hello World" include an implementation of the I/O subsystem?
Personally I learned how to construct objects before I learned how to write classes. I think I learned how to use STL vectors before I learned C-style arrays. I think it's the right approach: "here's how to refer to several nearly identical variables using a std::vector, later I'll show you what's swept under the rug via C-style arrays and new[] and delete[]."
I disagree. Of course you will always know more about the internal workings of everything when coding it from scratch than when using 3rd party libraries. But time and money are limited, and using good 3rd party libraries such as boost is a very good way to save your resources.
I can see your point, but understanding something does not mean that you have to rewrite everything from scratch.
They are not "standard" but they are as standard as a library can get.
It is true that deploying them can be painful (but not all of the sublibraries require compilation); on the other hand they do not have further dependencies on their own, so I wouldn't be too worried about that part neither.
I agree with you, high level libraries hide things from you. It might be a good idea in the short run, but in the long run, the novice will have severe gaps in their understanding of the language.
It's easy for us non-novices to say "just use this library" because we've been down that long hard road of learning things the hard way, and naturally we want to save someone else the trouble of doing the same.
Novices SHOULD have to struggle with rolling their own low-level solutions to problems. And then, when they've got a better understanding of how their own solution worked, they can use the third-party solution, confident that they have some idea of what's going on under the hood. They'll use that library better!
I think this is a broader subject than just being about Boost. I completely regret picking up VB as my first language. If I had just started with ugly, hard to learn c, I'd be years ahead of where I am now.
I would agree with the point about smart pointers. I am a C++ beginner, and when asking a simple question about pointer syntax, one answer suggested smart pointers were the way to go. I know I'm not ready for boost (I'm not really ready for the STL either), so in most cases I steer myself away from that type of suggestion.
Scoped and dynamic resource ownership are general basic neeeds and boost's implementation of'em is very good an highly recommended. I use them a lot and they work fine.
Boost is a great library. I really hope that it grows in breadth and acceptance. Use it, extend it, and promote it.
One of the great things about the .NET community is that it has a great base class library. One of the fundemental problems with C++, I believe, is the minimalistic C++ standard library. Anywhere you go to develop code, FOSS or corporate, there is some selection of libraries that are used since there isn't a broad standard library. So you end up being a INSERT_YOUR_COMPANY_HERE C++ programmer and not necessarily too transferrable. Yes, you design/architecture skills transfer, but there is the learning curve with picking up familiarity with whatever set of libraries the next place is using. Where as a .NET developer will basically be using the same class library and can hit the ground running. Also, the libraries that are built (and reused) have a broader base to build on.
Just as an aside, you can use http://codepad.org for a code paste bin and it supports boost!
I have worked for companies who have viewed boost as library to avoid due in part to its past reputation as a poorly managed project. I know things have changed with the project, but commercial projects who want to use boost must be aware of the source of the code contained in the library, or at least be assured that they're not going to be liable for IP or patent infringements.
Sadly, the library has this reputation and it will take a while for it to break before it sees wide use in the commercial sector. I also feel this is a reason not to recommend it blindly.