--- /dev/null
+// Copyright (c) 2013 Christopher Kormanyos
+// Use, modification and distribution are subject to the
+// Boost Software License, Version 1.0. (See accompanying file
+// LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
+//
+// This work is based on an earlier work:
+// "Algorithm 910: A Portable C++ Multiple-Precision System for Special-Function Calculations",
+// in ACM TOMS, {VOL 37, ISSUE 4, (February 2011)} (C) ACM, 2011. http://doi.acm.org/10.1145/1916461.1916469
+//
+// This header contains implementation details for estimating the zeros
+// of cylindrical Bessel and Neumann functions on the positive real axis.
+// Support is included for both positive as well as negative order.
+// Various methods are used to estimate the roots. These include
+// empirical curve fitting and McMahon's asymptotic approximation
+// for small order, uniform asymptotic expansion for large order,
+// and iteration and root interlacing for negative order.
+//
+#ifndef _BESSEL_JY_ZERO_2013_01_18_HPP_
+ #define _BESSEL_JY_ZERO_2013_01_18_HPP_
+
+ #include <algorithm>
+ #include <boost/math/constants/constants.hpp>
+ #include <boost/math/special_functions/math_fwd.hpp>
+ #include <boost/math/special_functions/cbrt.hpp>
+ #include <boost/math/special_functions/detail/airy_ai_bi_zero.hpp>
+
+ namespace boost { namespace math {
+ namespace detail
+ {
+ namespace bessel_zero
+ {
+ template<class T>
+ T equation_nist_10_21_19(const T& v, const T& a)
+ {
+ // Get the initial estimate of the m'th root of Jv or Yv.
+ // This subroutine is used for the order m with m > 1.
+ // The order m has been used to create the input parameter a.
+
+ // This is Eq. 10.21.19 in the NIST Handbook.
+ const T mu = (v * v) * 4U;
+ const T mu_minus_one = mu - T(1);
+ const T eight_a_inv = T(1) / (a * 8U);
+ const T eight_a_inv_squared = eight_a_inv * eight_a_inv;
+
+ const T term3 = ((mu_minus_one * 4U) * ((mu * 7U) - T(31U) )) / 3U;
+ const T term5 = ((mu_minus_one * 32U) * ((((mu * 83U) - T(982U) ) * mu) + T(3779U) )) / 15U;
+ const T term7 = ((mu_minus_one * 64U) * ((((((mu * 6949U) - T(153855UL)) * mu) + T(1585743UL)) * mu) - T(6277237UL))) / 105U;
+
+ return a + (((( - term7
+ * eight_a_inv_squared - term5)
+ * eight_a_inv_squared - term3)
+ * eight_a_inv_squared - mu_minus_one)
+ * eight_a_inv);
+ }
+
+ template<typename T>
+ class equation_as_9_3_39_and_its_derivative
+ {
+ public:
+ equation_as_9_3_39_and_its_derivative(const T& zt) : zeta(zt) { }
+
+ boost::math::tuple<T, T> operator()(const T& z) const
+ {
+ BOOST_MATH_STD_USING // ADL of std names, needed for acos, sqrt.
+
+ // Return the function of zeta that is implicitly defined
+ // in A&S Eq. 9.3.39 as a function of z. The function is
+ // returned along with its derivative with respect to z.
+
+ const T zsq_minus_one_sqrt = sqrt((z * z) - T(1));
+
+ const T the_function(
+ zsq_minus_one_sqrt
+ - ( acos(T(1) / z) + ((T(2) / 3U) * (zeta * sqrt(zeta)))));
+
+ const T its_derivative(zsq_minus_one_sqrt / z);
+
+ return boost::math::tuple<T, T>(the_function, its_derivative);
+ }
+
+ private:
+ const equation_as_9_3_39_and_its_derivative& operator=(const equation_as_9_3_39_and_its_derivative&);
+ const T zeta;
+ };
+
+ template<class T>
+ static T equation_as_9_5_26(const T& v, const T& ai_bi_root)
+ {
+ BOOST_MATH_STD_USING // ADL of std names, needed for log, sqrt.
+
+ // Obtain the estimate of the m'th zero of Jv or Yv.
+ // The order m has been used to create the input parameter ai_bi_root.
+ // Here, v is larger than about 2.2. The estimate is computed
+ // from Abramowitz and Stegun Eqs. 9.5.22 and 9.5.26, page 371.
+ //
+ // The inversion of z as a function of zeta is mentioned in the text
+ // following A&S Eq. 9.5.26. Here, we accomplish the inversion by
+ // performing a Taylor expansion of Eq. 9.3.39 for large z to order 2
+ // and solving the resulting quadratic equation, thereby taking
+ // the positive root of the quadratic.
+ // In other words: (2/3)(-zeta)^(3/2) approx = z + 1/(2z) - pi/2.
+ // This leads to: z^2 - [(2/3)(-zeta)^(3/2) + pi/2]z + 1/2 = 0.
+ //
+ // With this initial estimate, Newton-Raphson iteration is used
+ // to refine the value of the estimate of the root of z
+ // as a function of zeta.
+
+ const T v_pow_third(boost::math::cbrt(v));
+ const T v_pow_minus_two_thirds(T(1) / (v_pow_third * v_pow_third));
+
+ // Obtain zeta using the order v combined with the m'th root of
+ // an airy function, as shown in A&S Eq. 9.5.22.
+ const T zeta = v_pow_minus_two_thirds * (-ai_bi_root);
+
+ const T zeta_sqrt = sqrt(zeta);
+
+ // Set up a quadratic equation based on the Taylor series
+ // expansion mentioned above.
+ const T b = -((((zeta * zeta_sqrt) * 2U) / 3U) + boost::math::constants::half_pi<T>());
+
+ // Solve the quadratic equation, taking the positive root.
+ const T z_estimate = (-b + sqrt((b * b) - T(2))) / 2U;
+
+ // Establish the range, the digits, and the iteration limit
+ // for the upcoming root-finding.
+ const T range_zmin = (std::max<T>)(z_estimate - T(1), T(1));
+ const T range_zmax = z_estimate + T(1);
+
+ const int digits2_of_t = int(float(std::numeric_limits<T>::digits)
+ * ( log(float(std::numeric_limits<T>::radix))
+ / log(float(2))));
+
+ const int digits2_for_root = (std::min)(digits2_of_t, std::numeric_limits<double>::digits);
+
+ boost::uintmax_t iteration_count = boost::uintmax_t(std::numeric_limits<T>::digits10 * 2);
+
+ // Calculate the root of z as a function of zeta.
+ const T z = boost::math::tools::newton_raphson_iterate(
+ boost::math::detail::bessel_zero::equation_as_9_3_39_and_its_derivative<T>(zeta),
+ z_estimate,
+ range_zmin,
+ range_zmax,
+ digits2_for_root,
+ iteration_count);
+
+ static_cast<void>(iteration_count);
+
+ // Continue with the implementation of A&S Eq. 9.3.39.
+ const T zsq_minus_one = (z * z) - T(1);
+ const T zsq_minus_one_sqrt = sqrt(zsq_minus_one);
+
+ // This is A&S Eq. 9.3.42.
+ const T b0_term_5_24 = T(5) / ((zsq_minus_one * zsq_minus_one_sqrt) * 24U);
+ const T b0_term_1_8 = T(1) / ( zsq_minus_one_sqrt * 8U);
+ const T b0_term_5_48 = T(5) / ((zeta * zeta) * 48U);
+
+ const T b0 = -b0_term_5_48 + ((b0_term_5_24 + b0_term_1_8) / zeta_sqrt);
+
+ // This is the second line of A&S Eq. 9.5.26 for f_k with k = 1.
+ const T f1 = ((z * zeta_sqrt) * b0) / zsq_minus_one_sqrt;
+
+ // This is A&S Eq. 9.5.22 expanded to k = 1 (i.e., one term in the series).
+ return (v * z) + (f1 / v);
+ }
+
+ namespace cyl_bessel_j_zero_detail
+ {
+ template<class T>
+ T equation_nist_10_21_40_a(const T& v)
+ {
+ const T v_pow_third(boost::math::cbrt(v));
+ const T v_pow_minus_two_thirds(T(1) / (v_pow_third * v_pow_third));
+
+ return v * ((((( + T(0.043)
+ * v_pow_minus_two_thirds - T(0.0908))
+ * v_pow_minus_two_thirds - T(0.00397))
+ * v_pow_minus_two_thirds + T(1.033150))
+ * v_pow_minus_two_thirds + T(1.8557571))
+ * v_pow_minus_two_thirds + T(1));
+ }
+
+ template<class T, class Policy>
+ class function_object_jv
+ {
+ public:
+ function_object_jv(const T& v,
+ const Policy& pol) : my_v(v),
+ my_pol(pol) { }
+
+ T operator()(const T& x) const
+ {
+ return boost::math::cyl_bessel_j(my_v, x, my_pol);
+ }
+
+ private:
+ const T my_v;
+ const Policy& my_pol;
+ const function_object_jv& operator=(const function_object_jv&);
+ };
+
+ template<class T, class Policy>
+ class function_object_jv_and_jv_prime
+ {
+ public:
+ function_object_jv_and_jv_prime(const T& v,
+ const bool order_is_zero,
+ const Policy& pol) : my_v(v),
+ my_order_is_zero(order_is_zero),
+ my_pol(pol) { }
+
+ boost::math::tuple<T, T> operator()(const T& x) const
+ {
+ // Obtain Jv(x) and Jv'(x).
+ // Chris's original code called the Bessel function implementation layer direct,
+ // but that circumvented optimizations for integer-orders. Call the documented
+ // top level functions instead, and let them sort out which implementation to use.
+ T j_v;
+ T j_v_prime;
+
+ if(my_order_is_zero)
+ {
+ j_v = boost::math::cyl_bessel_j(0, x, my_pol);
+ j_v_prime = -boost::math::cyl_bessel_j(1, x, my_pol);
+ }
+ else
+ {
+ j_v = boost::math::cyl_bessel_j( my_v, x, my_pol);
+ const T j_v_m1 (boost::math::cyl_bessel_j(T(my_v - 1), x, my_pol));
+ j_v_prime = j_v_m1 - ((my_v * j_v) / x);
+ }
+
+ // Return a tuple containing both Jv(x) and Jv'(x).
+ return boost::math::make_tuple(j_v, j_v_prime);
+ }
+
+ private:
+ const T my_v;
+ const bool my_order_is_zero;
+ const Policy& my_pol;
+ const function_object_jv_and_jv_prime& operator=(const function_object_jv_and_jv_prime&);
+ };
+
+ template<class T> bool my_bisection_unreachable_tolerance(const T&, const T&) { return false; }
+
+ template<class T, class Policy>
+ T initial_guess(const T& v, const int m, const Policy& pol)
+ {
+ BOOST_MATH_STD_USING // ADL of std names, needed for floor.
+
+ // Compute an estimate of the m'th root of cyl_bessel_j.
+
+ T guess;
+
+ // There is special handling for negative order.
+ if(v < 0)
+ {
+ if((m == 1) && (v > -0.5F))
+ {
+ // For small, negative v, use the results of empirical curve fitting.
+ // Mathematica(R) session for the coefficients:
+ // Table[{n, BesselJZero[n, 1]}, {n, -(1/2), 0, 1/10}]
+ // N[%, 20]
+ // Fit[%, {n^0, n^1, n^2, n^3, n^4, n^5, n^6}, n]
+ guess = ((((( - T(0.2321156900729)
+ * v - T(0.1493247777488))
+ * v - T(0.15205419167239))
+ * v + T(0.07814930561249))
+ * v - T(0.17757573537688))
+ * v + T(1.542805677045663))
+ * v + T(2.40482555769577277);
+
+ return guess;
+ }
+
+ // Create the positive order and extract its positive floor integer part.
+ const T vv(-v);
+ const T vv_floor(floor(vv));
+
+ // The to-be-found root is bracketed by the roots of the
+ // Bessel function whose reflected, positive integer order
+ // is less than, but nearest to vv.
+
+ T root_hi = boost::math::detail::bessel_zero::cyl_bessel_j_zero_detail::initial_guess(vv_floor, m, pol);
+ T root_lo;
+
+ if(m == 1)
+ {
+ // The estimate of the first root for negative order is found using
+ // an adaptive range-searching algorithm.
+ root_lo = T(root_hi - 0.1F);
+
+ const bool hi_end_of_bracket_is_negative = (boost::math::cyl_bessel_j(v, root_hi, pol) < 0);
+
+ while((root_lo > boost::math::tools::epsilon<T>()))
+ {
+ const bool lo_end_of_bracket_is_negative = (boost::math::cyl_bessel_j(v, root_lo, pol) < 0);
+
+ if(hi_end_of_bracket_is_negative != lo_end_of_bracket_is_negative)
+ {
+ break;
+ }
+
+ root_hi = root_lo;
+
+ // Decrease the lower end of the bracket using an adaptive algorithm.
+ if(root_lo > 0.5F)
+ {
+ root_lo -= 0.5F;
+ }
+ else
+ {
+ root_lo *= 0.75F;
+ }
+ }
+ }
+ else
+ {
+ root_lo = boost::math::detail::bessel_zero::cyl_bessel_j_zero_detail::initial_guess(vv_floor, m - 1, pol);
+ }
+
+ // Perform several steps of bisection iteration to refine the guess.
+ boost::uintmax_t number_of_iterations(12U);
+
+ // Do the bisection iteration.
+ const boost::math::tuple<T, T> guess_pair =
+ boost::math::tools::bisect(
+ boost::math::detail::bessel_zero::cyl_bessel_j_zero_detail::function_object_jv<T, Policy>(v, pol),
+ root_lo,
+ root_hi,
+ boost::math::detail::bessel_zero::cyl_bessel_j_zero_detail::my_bisection_unreachable_tolerance<T>,
+ number_of_iterations);
+
+ return (boost::math::get<0>(guess_pair) + boost::math::get<1>(guess_pair)) / 2U;
+ }
+
+ if(m == 1U)
+ {
+ // Get the initial estimate of the first root.
+
+ if(v < 2.2F)
+ {
+ // For small v, use the results of empirical curve fitting.
+ // Mathematica(R) session for the coefficients:
+ // Table[{n, BesselJZero[n, 1]}, {n, 0, 22/10, 1/10}]
+ // N[%, 20]
+ // Fit[%, {n^0, n^1, n^2, n^3, n^4, n^5, n^6}, n]
+ guess = ((((( - T(0.0008342379046010)
+ * v + T(0.007590035637410))
+ * v - T(0.030640914772013))
+ * v + T(0.078232088020106))
+ * v - T(0.169668712590620))
+ * v + T(1.542187960073750))
+ * v + T(2.4048359915254634);
+ }
+ else
+ {
+ // For larger v, use the first line of Eqs. 10.21.40 in the NIST Handbook.
+ guess = boost::math::detail::bessel_zero::cyl_bessel_j_zero_detail::equation_nist_10_21_40_a(v);
+ }
+ }
+ else
+ {
+ if(v < 2.2F)
+ {
+ // Use Eq. 10.21.19 in the NIST Handbook.
+ const T a(((v + T(m * 2U)) - T(0.5)) * boost::math::constants::half_pi<T>());
+
+ guess = boost::math::detail::bessel_zero::equation_nist_10_21_19(v, a);
+ }
+ else
+ {
+ // Get an estimate of the m'th root of airy_ai.
+ const T airy_ai_root(boost::math::detail::airy_zero::airy_ai_zero_detail::initial_guess<T>(m));
+
+ // Use Eq. 9.5.26 in the A&S Handbook.
+ guess = boost::math::detail::bessel_zero::equation_as_9_5_26(v, airy_ai_root);
+ }
+ }
+
+ return guess;
+ }
+ } // namespace cyl_bessel_j_zero_detail
+
+ namespace cyl_neumann_zero_detail
+ {
+ template<class T>
+ T equation_nist_10_21_40_b(const T& v)
+ {
+ const T v_pow_third(boost::math::cbrt(v));
+ const T v_pow_minus_two_thirds(T(1) / (v_pow_third * v_pow_third));
+
+ return v * ((((( - T(0.001)
+ * v_pow_minus_two_thirds - T(0.0060))
+ * v_pow_minus_two_thirds + T(0.01198))
+ * v_pow_minus_two_thirds + T(0.260351))
+ * v_pow_minus_two_thirds + T(0.9315768))
+ * v_pow_minus_two_thirds + T(1));
+ }
+
+ template<class T, class Policy>
+ class function_object_yv
+ {
+ public:
+ function_object_yv(const T& v,
+ const Policy& pol) : my_v(v),
+ my_pol(pol) { }
+
+ T operator()(const T& x) const
+ {
+ return boost::math::cyl_neumann(my_v, x, my_pol);
+ }
+
+ private:
+ const T my_v;
+ const Policy& my_pol;
+ const function_object_yv& operator=(const function_object_yv&);
+ };
+
+ template<class T, class Policy>
+ class function_object_yv_and_yv_prime
+ {
+ public:
+ function_object_yv_and_yv_prime(const T& v,
+ const Policy& pol) : my_v(v),
+ my_pol(pol) { }
+
+ boost::math::tuple<T, T> operator()(const T& x) const
+ {
+ const T half_epsilon(boost::math::tools::epsilon<T>() / 2U);
+
+ const bool order_is_zero = ((my_v > -half_epsilon) && (my_v < +half_epsilon));
+
+ // Obtain Yv(x) and Yv'(x).
+ // Chris's original code called the Bessel function implementation layer direct,
+ // but that circumvented optimizations for integer-orders. Call the documented
+ // top level functions instead, and let them sort out which implementation to use.
+ T y_v;
+ T y_v_prime;
+
+ if(order_is_zero)
+ {
+ y_v = boost::math::cyl_neumann(0, x, my_pol);
+ y_v_prime = -boost::math::cyl_neumann(1, x, my_pol);
+ }
+ else
+ {
+ y_v = boost::math::cyl_neumann( my_v, x, my_pol);
+ const T y_v_m1 (boost::math::cyl_neumann(T(my_v - 1), x, my_pol));
+ y_v_prime = y_v_m1 - ((my_v * y_v) / x);
+ }
+
+ // Return a tuple containing both Yv(x) and Yv'(x).
+ return boost::math::make_tuple(y_v, y_v_prime);
+ }
+
+ private:
+ const T my_v;
+ const Policy& my_pol;
+ const function_object_yv_and_yv_prime& operator=(const function_object_yv_and_yv_prime&);
+ };
+
+ template<class T> bool my_bisection_unreachable_tolerance(const T&, const T&) { return false; }
+
+ template<class T, class Policy>
+ T initial_guess(const T& v, const int m, const Policy& pol)
+ {
+ BOOST_MATH_STD_USING // ADL of std names, needed for floor.
+
+ // Compute an estimate of the m'th root of cyl_neumann.
+
+ T guess;
+
+ // There is special handling for negative order.
+ if(v < 0)
+ {
+ // Create the positive order and extract its positive floor and ceiling integer parts.
+ const T vv(-v);
+ const T vv_floor(floor(vv));
+
+ // The to-be-found root is bracketed by the roots of the
+ // Bessel function whose reflected, positive integer order
+ // is less than, but nearest to vv.
+
+ // The special case of negative, half-integer order uses
+ // the relation between Yv and spherical Bessel functions
+ // in order to obtain the bracket for the root.
+ // In these special cases, cyl_neumann(-n/2, x) = sph_bessel_j(+n/2, x)
+ // for v = -n/2.
+
+ T root_hi;
+ T root_lo;
+
+ if(m == 1)
+ {
+ // The estimate of the first root for negative order is found using
+ // an adaptive range-searching algorithm.
+ // Take special precautions for the discontinuity at negative,
+ // half-integer orders and use different brackets above and below these.
+ if(T(vv - vv_floor) < 0.5F)
+ {
+ root_hi = boost::math::detail::bessel_zero::cyl_neumann_zero_detail::initial_guess(vv_floor, m, pol);
+ }
+ else
+ {
+ root_hi = boost::math::detail::bessel_zero::cyl_bessel_j_zero_detail::initial_guess(T(vv_floor + 0.5F), m, pol);
+ }
+
+ root_lo = T(root_hi - 0.1F);
+
+ const bool hi_end_of_bracket_is_negative = (boost::math::cyl_neumann(v, root_hi, pol) < 0);
+
+ while((root_lo > boost::math::tools::epsilon<T>()))
+ {
+ const bool lo_end_of_bracket_is_negative = (boost::math::cyl_neumann(v, root_lo, pol) < 0);
+
+ if(hi_end_of_bracket_is_negative != lo_end_of_bracket_is_negative)
+ {
+ break;
+ }
+
+ root_hi = root_lo;
+
+ // Decrease the lower end of the bracket using an adaptive algorithm.
+ if(root_lo > 0.5F)
+ {
+ root_lo -= 0.5F;
+ }
+ else
+ {
+ root_lo *= 0.75F;
+ }
+ }
+ }
+ else
+ {
+ if(T(vv - vv_floor) < 0.5F)
+ {
+ root_lo = boost::math::detail::bessel_zero::cyl_neumann_zero_detail::initial_guess(vv_floor, m - 1, pol);
+ root_hi = boost::math::detail::bessel_zero::cyl_neumann_zero_detail::initial_guess(vv_floor, m, pol);
+ root_lo += 0.01F;
+ root_hi += 0.01F;
+ }
+ else
+ {
+ root_lo = boost::math::detail::bessel_zero::cyl_bessel_j_zero_detail::initial_guess(T(vv_floor + 0.5F), m - 1, pol);
+ root_hi = boost::math::detail::bessel_zero::cyl_bessel_j_zero_detail::initial_guess(T(vv_floor + 0.5F), m, pol);
+ root_lo += 0.01F;
+ root_hi += 0.01F;
+ }
+ }
+
+ // Perform several steps of bisection iteration to refine the guess.
+ boost::uintmax_t number_of_iterations(12U);
+
+ // Do the bisection iteration.
+ const boost::math::tuple<T, T> guess_pair =
+ boost::math::tools::bisect(
+ boost::math::detail::bessel_zero::cyl_neumann_zero_detail::function_object_yv<T, Policy>(v, pol),
+ root_lo,
+ root_hi,
+ boost::math::detail::bessel_zero::cyl_neumann_zero_detail::my_bisection_unreachable_tolerance<T>,
+ number_of_iterations);
+
+ return (boost::math::get<0>(guess_pair) + boost::math::get<1>(guess_pair)) / 2U;
+ }
+
+ if(m == 1U)
+ {
+ // Get the initial estimate of the first root.
+
+ if(v < 2.2F)
+ {
+ // For small v, use the results of empirical curve fitting.
+ // Mathematica(R) session for the coefficients:
+ // Table[{n, BesselYZero[n, 1]}, {n, 0, 22/10, 1/10}]
+ // N[%, 20]
+ // Fit[%, {n^0, n^1, n^2, n^3, n^4, n^5, n^6}, n]
+ guess = ((((( - T(0.0025095909235652)
+ * v + T(0.021291887049053))
+ * v - T(0.076487785486526))
+ * v + T(0.159110268115362))
+ * v - T(0.241681668765196))
+ * v + T(1.4437846310885244))
+ * v + T(0.89362115190200490);
+ }
+ else
+ {
+ // For larger v, use the second line of Eqs. 10.21.40 in the NIST Handbook.
+ guess = boost::math::detail::bessel_zero::cyl_neumann_zero_detail::equation_nist_10_21_40_b(v);
+ }
+ }
+ else
+ {
+ if(v < 2.2F)
+ {
+ // Use Eq. 10.21.19 in the NIST Handbook.
+ const T a(((v + T(m * 2U)) - T(1.5)) * boost::math::constants::half_pi<T>());
+
+ guess = boost::math::detail::bessel_zero::equation_nist_10_21_19(v, a);
+ }
+ else
+ {
+ // Get an estimate of the m'th root of airy_bi.
+ const T airy_bi_root(boost::math::detail::airy_zero::airy_bi_zero_detail::initial_guess<T>(m));
+
+ // Use Eq. 9.5.26 in the A&S Handbook.
+ guess = boost::math::detail::bessel_zero::equation_as_9_5_26(v, airy_bi_root);
+ }
+ }
+
+ return guess;
+ }
+ } // namespace cyl_neumann_zero_detail
+ } // namespace bessel_zero
+ } } } // namespace boost::math::detail
+
+#endif // _BESSEL_JY_ZERO_2013_01_18_HPP_
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