X-Git-Url: https://git.donarmstrong.com/?p=rsem.git;a=blobdiff_plain;f=boost%2Fmath%2Fspecial_functions%2Fairy.hpp;fp=boost%2Fmath%2Fspecial_functions%2Fairy.hpp;h=554fb58d812ba44e01f22f2b2f870d7f44e6b452;hp=0000000000000000000000000000000000000000;hb=2d71eb92104693ca9baa5a2e1c23eeca776d8fd3;hpb=da57529b92adbb7ae74a89861cb39fb35ac7c62d diff --git a/boost/math/special_functions/airy.hpp b/boost/math/special_functions/airy.hpp new file mode 100644 index 0000000..554fb58 --- /dev/null +++ b/boost/math/special_functions/airy.hpp @@ -0,0 +1,437 @@ +// Copyright John Maddock 2012. +// 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) + +#ifndef BOOST_MATH_AIRY_HPP +#define BOOST_MATH_AIRY_HPP + +#include +#include +#include +#include + +namespace boost{ namespace math{ + +namespace detail{ + +template +T airy_ai_imp(T x, const Policy& pol) +{ + BOOST_MATH_STD_USING + + if(x < 0) + { + T p = (-x * sqrt(-x) * 2) / 3; + T v = T(1) / 3; + T j1 = boost::math::cyl_bessel_j(v, p, pol); + T j2 = boost::math::cyl_bessel_j(-v, p, pol); + T ai = sqrt(-x) * (j1 + j2) / 3; + //T bi = sqrt(-x / 3) * (j2 - j1); + return ai; + } + else if(fabs(x * x * x) / 6 < tools::epsilon()) + { + T tg = boost::math::tgamma(constants::twothirds(), pol); + T ai = 1 / (pow(T(3), constants::twothirds()) * tg); + //T bi = 1 / (sqrt(boost::math::cbrt(T(3))) * tg); + return ai; + } + else + { + T p = 2 * x * sqrt(x) / 3; + T v = T(1) / 3; + //T j1 = boost::math::cyl_bessel_i(-v, p, pol); + //T j2 = boost::math::cyl_bessel_i(v, p, pol); + // + // Note that although we can calculate ai from j1 and j2, the accuracy is horrible + // as we're subtracting two very large values, so use the Bessel K relation instead: + // + T ai = cyl_bessel_k(v, p, pol) * sqrt(x / 3) / boost::math::constants::pi(); //sqrt(x) * (j1 - j2) / 3; + //T bi = sqrt(x / 3) * (j1 + j2); + return ai; + } +} + +template +T airy_bi_imp(T x, const Policy& pol) +{ + BOOST_MATH_STD_USING + + if(x < 0) + { + T p = (-x * sqrt(-x) * 2) / 3; + T v = T(1) / 3; + T j1 = boost::math::cyl_bessel_j(v, p, pol); + T j2 = boost::math::cyl_bessel_j(-v, p, pol); + //T ai = sqrt(-x) * (j1 + j2) / 3; + T bi = sqrt(-x / 3) * (j2 - j1); + return bi; + } + else if(fabs(x * x * x) / 6 < tools::epsilon()) + { + T tg = boost::math::tgamma(constants::twothirds(), pol); + //T ai = 1 / (pow(T(3), constants::twothirds()) * tg); + T bi = 1 / (sqrt(boost::math::cbrt(T(3))) * tg); + return bi; + } + else + { + T p = 2 * x * sqrt(x) / 3; + T v = T(1) / 3; + T j1 = boost::math::cyl_bessel_i(-v, p, pol); + T j2 = boost::math::cyl_bessel_i(v, p, pol); + T bi = sqrt(x / 3) * (j1 + j2); + return bi; + } +} + +template +T airy_ai_prime_imp(T x, const Policy& pol) +{ + BOOST_MATH_STD_USING + + if(x < 0) + { + T p = (-x * sqrt(-x) * 2) / 3; + T v = T(2) / 3; + T j1 = boost::math::cyl_bessel_j(v, p, pol); + T j2 = boost::math::cyl_bessel_j(-v, p, pol); + T aip = -x * (j1 - j2) / 3; + return aip; + } + else if(fabs(x * x) / 2 < tools::epsilon()) + { + T tg = boost::math::tgamma(constants::third(), pol); + T aip = 1 / (boost::math::cbrt(T(3)) * tg); + return -aip; + } + else + { + T p = 2 * x * sqrt(x) / 3; + T v = T(2) / 3; + //T j1 = boost::math::cyl_bessel_i(-v, p, pol); + //T j2 = boost::math::cyl_bessel_i(v, p, pol); + // + // Note that although we can calculate ai from j1 and j2, the accuracy is horrible + // as we're subtracting two very large values, so use the Bessel K relation instead: + // + T aip = -cyl_bessel_k(v, p, pol) * x / (boost::math::constants::root_three() * boost::math::constants::pi()); + return aip; + } +} + +template +T airy_bi_prime_imp(T x, const Policy& pol) +{ + BOOST_MATH_STD_USING + + if(x < 0) + { + T p = (-x * sqrt(-x) * 2) / 3; + T v = T(2) / 3; + T j1 = boost::math::cyl_bessel_j(v, p, pol); + T j2 = boost::math::cyl_bessel_j(-v, p, pol); + T aip = -x * (j1 + j2) / constants::root_three(); + return aip; + } + else if(fabs(x * x) / 2 < tools::epsilon()) + { + T tg = boost::math::tgamma(constants::third(), pol); + T bip = sqrt(boost::math::cbrt(T(3))) / tg; + return bip; + } + else + { + T p = 2 * x * sqrt(x) / 3; + T v = T(2) / 3; + T j1 = boost::math::cyl_bessel_i(-v, p, pol); + T j2 = boost::math::cyl_bessel_i(v, p, pol); + T aip = x * (j1 + j2) / boost::math::constants::root_three(); + return aip; + } +} + +template +T airy_ai_zero_imp(unsigned m, const Policy& pol) +{ + BOOST_MATH_STD_USING // ADL of std names, needed for log, sqrt. + + // Handle case when the zero'th zero is requested. + if(m == 0U) + { + return policies::raise_domain_error("boost::math::airy_ai_zero<%1%>(%1%,%1%)", + "The requested rank of the zero is %1%, but must be 1 or more !", static_cast(m), pol); + } + + // Set up the initial guess for the upcoming root-finding. + const T guess_root = boost::math::detail::airy_zero::airy_ai_zero_detail::initial_guess(m); + + // Select the maximum allowed iterations, being at least 24. + boost::uintmax_t number_of_iterations = (std::max)(24, int(std::numeric_limits::digits10)); + + // Select the desired number of binary digits of precision. + // Account for the radix of number representations having non-two radix! + const int my_digits2 = int(float(std::numeric_limits::digits) + * ( log(float(std::numeric_limits::radix)) + / log(2.0F))); + + // Use a dynamic tolerance because the roots get closer the higher m gets. + T tolerance; + + if (m <= 10U) { tolerance = T(0.3F); } + else if(m <= 100U) { tolerance = T(0.1F); } + else if(m <= 1000U) { tolerance = T(0.05F); } + else { tolerance = T(1) / sqrt(T(m)); } + + // Perform the root-finding using Newton-Raphson iteration from Boost.Math. + const T am = + boost::math::tools::newton_raphson_iterate( + boost::math::detail::airy_zero::airy_ai_zero_detail::function_object_ai_and_ai_prime(pol), + guess_root, + T(guess_root - tolerance), + T(guess_root + tolerance), + my_digits2, + number_of_iterations); + + static_cast(number_of_iterations); + + return am; +} + +template +T airy_bi_zero_imp(unsigned m, const Policy& pol) +{ + BOOST_MATH_STD_USING // ADL of std names, needed for log, sqrt. + + // Handle case when the zero'th zero is requested. + if(m == 0U) + { + return policies::raise_domain_error("boost::math::airy_bi_zero<%1%>(%1%,%1%)", + "The requested rank of the zero is %1%, but must be 1 or more !", static_cast(m), pol); + } + // Set up the initial guess for the upcoming root-finding. + const T guess_root = boost::math::detail::airy_zero::airy_bi_zero_detail::initial_guess(m); + + // Select the maximum allowed iterations, being at least 24. + boost::uintmax_t number_of_iterations = (std::max)(24, int(std::numeric_limits::digits10)); + + // Select the desired number of binary digits of precision. + // Account for the radix of number representations having non-two radix! + const int my_digits2 = int(float(std::numeric_limits::digits) + * ( log(float(std::numeric_limits::radix)) + / log(2.0F))); + + // Use a dynamic tolerance because the roots get closer the higher m gets. + T tolerance; + + if (m <= 10U) { tolerance = T(0.3F); } + else if(m <= 100U) { tolerance = T(0.1F); } + else if(m <= 1000U) { tolerance = T(0.05F); } + else { tolerance = T(1) / sqrt(T(m)); } + + // Perform the root-finding using Newton-Raphson iteration from Boost.Math. + const T bm = + boost::math::tools::newton_raphson_iterate( + boost::math::detail::airy_zero::airy_bi_zero_detail::function_object_bi_and_bi_prime(pol), + guess_root, + T(guess_root - tolerance), + T(guess_root + tolerance), + my_digits2, + number_of_iterations); + + static_cast(number_of_iterations); + + return bm; +} + +} // namespace detail + +template +inline typename tools::promote_args::type airy_ai(T x, const Policy&) +{ + BOOST_FPU_EXCEPTION_GUARD + typedef typename tools::promote_args::type result_type; + typedef typename policies::evaluation::type value_type; + typedef typename policies::normalise< + Policy, + policies::promote_float, + policies::promote_double, + policies::discrete_quantile<>, + policies::assert_undefined<> >::type forwarding_policy; + + return policies::checked_narrowing_cast(detail::airy_ai_imp(static_cast(x), forwarding_policy()), "boost::math::airy<%1%>(%1%)"); +} + +template +inline typename tools::promote_args::type airy_ai(T x) +{ + return airy_ai(x, policies::policy<>()); +} + +template +inline typename tools::promote_args::type airy_bi(T x, const Policy&) +{ + BOOST_FPU_EXCEPTION_GUARD + typedef typename tools::promote_args::type result_type; + typedef typename policies::evaluation::type value_type; + typedef typename policies::normalise< + Policy, + policies::promote_float, + policies::promote_double, + policies::discrete_quantile<>, + policies::assert_undefined<> >::type forwarding_policy; + + return policies::checked_narrowing_cast(detail::airy_bi_imp(static_cast(x), forwarding_policy()), "boost::math::airy<%1%>(%1%)"); +} + +template +inline typename tools::promote_args::type airy_bi(T x) +{ + return airy_bi(x, policies::policy<>()); +} + +template +inline typename tools::promote_args::type airy_ai_prime(T x, const Policy&) +{ + BOOST_FPU_EXCEPTION_GUARD + typedef typename tools::promote_args::type result_type; + typedef typename policies::evaluation::type value_type; + typedef typename policies::normalise< + Policy, + policies::promote_float, + policies::promote_double, + policies::discrete_quantile<>, + policies::assert_undefined<> >::type forwarding_policy; + + return policies::checked_narrowing_cast(detail::airy_ai_prime_imp(static_cast(x), forwarding_policy()), "boost::math::airy<%1%>(%1%)"); +} + +template +inline typename tools::promote_args::type airy_ai_prime(T x) +{ + return airy_ai_prime(x, policies::policy<>()); +} + +template +inline typename tools::promote_args::type airy_bi_prime(T x, const Policy&) +{ + BOOST_FPU_EXCEPTION_GUARD + typedef typename tools::promote_args::type result_type; + typedef typename policies::evaluation::type value_type; + typedef typename policies::normalise< + Policy, + policies::promote_float, + policies::promote_double, + policies::discrete_quantile<>, + policies::assert_undefined<> >::type forwarding_policy; + + return policies::checked_narrowing_cast(detail::airy_bi_prime_imp(static_cast(x), forwarding_policy()), "boost::math::airy<%1%>(%1%)"); +} + +template +inline typename tools::promote_args::type airy_bi_prime(T x) +{ + return airy_bi_prime(x, policies::policy<>()); +} + +template +inline T airy_ai_zero(unsigned m, const Policy& /*pol*/) +{ + BOOST_FPU_EXCEPTION_GUARD + typedef typename policies::evaluation::type value_type; + typedef typename policies::normalise< + Policy, + policies::promote_float, + policies::promote_double, + policies::discrete_quantile<>, + policies::assert_undefined<> >::type forwarding_policy; + BOOST_STATIC_ASSERT_MSG(false == std::numeric_limits::is_integer, "Airy return type must be a floating-point type."); + return policies::checked_narrowing_cast(detail::airy_ai_zero_imp(m, forwarding_policy()), "boost::math::airy_ai_zero<%1%>(unsigned)"); +} + +template +inline T airy_ai_zero(unsigned m) +{ + return airy_ai_zero(m, policies::policy<>()); +} + +template +inline OutputIterator airy_ai_zero( + unsigned start_index, + unsigned number_of_zeros, + OutputIterator out_it, + const Policy& pol) +{ + typedef T result_type; + BOOST_STATIC_ASSERT_MSG(false == std::numeric_limits::is_integer, "Airy return type must be a floating-point type."); + + for(unsigned i = 0; i < number_of_zeros; ++i) + { + *out_it = boost::math::airy_ai_zero(start_index + i, pol); + ++out_it; + } + return out_it; +} + +template +inline OutputIterator airy_ai_zero( + unsigned start_index, + unsigned number_of_zeros, + OutputIterator out_it) +{ + return airy_ai_zero(start_index, number_of_zeros, out_it, policies::policy<>()); +} + +template +inline T airy_bi_zero(unsigned m, const Policy& /*pol*/) +{ + BOOST_FPU_EXCEPTION_GUARD + typedef typename policies::evaluation::type value_type; + typedef typename policies::normalise< + Policy, + policies::promote_float, + policies::promote_double, + policies::discrete_quantile<>, + policies::assert_undefined<> >::type forwarding_policy; + BOOST_STATIC_ASSERT_MSG(false == std::numeric_limits::is_integer, "Airy return type must be a floating-point type."); + return policies::checked_narrowing_cast(detail::airy_bi_zero_imp(m, forwarding_policy()), "boost::math::airy_bi_zero<%1%>(unsigned)"); +} + +template +inline T airy_bi_zero(unsigned m) +{ + return airy_bi_zero(m, policies::policy<>()); +} + +template +inline OutputIterator airy_bi_zero( + unsigned start_index, + unsigned number_of_zeros, + OutputIterator out_it, + const Policy& pol) +{ + typedef T result_type; + BOOST_STATIC_ASSERT_MSG(false == std::numeric_limits::is_integer, "Airy return type must be a floating-point type."); + + for(unsigned i = 0; i < number_of_zeros; ++i) + { + *out_it = boost::math::airy_bi_zero(start_index + i, pol); + ++out_it; + } + return out_it; +} + +template +inline OutputIterator airy_bi_zero( + unsigned start_index, + unsigned number_of_zeros, + OutputIterator out_it) +{ + return airy_bi_zero(start_index, number_of_zeros, out_it, policies::policy<>()); +} + +}} // namespaces + +#endif // BOOST_MATH_AIRY_HPP