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dgb: portable pi constant for MSVC Windows release lane (M_PI undeclared) #697

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Merged
frstrtr merged 1 commit into from
Jul 14, 2026
Merged

dgb: portable pi constant for MSVC Windows release lane (M_PI undeclared) #697

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6 changes: 5 additions & 1 deletion src/impl/dgb/coin/binomial_conf_interval.hpp
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Original file line number Diff line number Diff line change
Expand Up @@ -28,6 +28,10 @@
namespace dgb {
namespace coin {

// MSVC does not define M_PI (non-standard POSIX macro) without _USE_MATH_DEFINES;
// use a portable constexpr to keep the Windows/MSVC release lane building.
constexpr double kPi = 3.14159265358979323846;

// Oracle erf -- Abramowitz & Stegun formula 7.1.26 (util/math.py:100).
// erf(-x) = -erf(x) handled via sign capture, exactly as the oracle.
inline double erf_as7126(double x)
Expand Down Expand Up @@ -57,7 +61,7 @@ inline double ierf(double z)
{
double guess = 0.0;
for (int i = 0; i < 10; ++i) {
const double dy = 2.0 * std::exp(-guess * guess) / std::sqrt(M_PI);
const double dy = 2.0 * std::exp(-guess * guess) / std::sqrt(kPi);
const double y_over_dy = (erf_as7126(guess) - z) / dy;
const double prev = guess;
guess = guess - y_over_dy;
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