1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 301 302 303 304 305 306 307 308 309 310 311 312 313 314 315 316 317 318 319 320 321 322 323 324 325 326 327 328 329 330 331 332 333 334 335
|
/* specfunc/laguerre.c
*
* Copyright (C) 2007 Brian Gough
* Copyright (C) 1996, 1997, 1998, 1999, 2000 Gerard Jungman
*
* This program is free software; you can redistribute it and/or modify
* it under the terms of the GNU General Public License as published by
* the Free Software Foundation; either version 3 of the License, or (at
* your option) any later version.
*
* This program is distributed in the hope that it will be useful, but
* WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
* General Public License for more details.
*
* You should have received a copy of the GNU General Public License
* along with this program; if not, write to the Free Software
* Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA.
*/
/* Author: G. Jungman */
#include <config.h>
#include <gsl/gsl_math.h>
#include <gsl/gsl_errno.h>
#include <gsl/gsl_sf_exp.h>
#include <gsl/gsl_sf_gamma.h>
#include <gsl/gsl_sf_laguerre.h>
#include "error.h"
/*-*-*-*-*-*-*-*-*-*-*-* Private Section *-*-*-*-*-*-*-*-*-*-*-*/
/* based on the large 2b-4a asymptotic for 1F1
* [Abramowitz+Stegun, 13.5.21]
* L^a_n(x) = (a+1)_n / n! 1F1(-n,a+1,x)
*
* The second term (ser_term2) is from Slater,"The Confluent
* Hypergeometric Function" p.73. I think there may be an error in
* the first term of the expression given there, comparing with AS
* 13.5.21 (cf sin(a\pi+\Theta) vs sin(a\pi) + sin(\Theta)) - but the
* second term appears correct.
*
*/
static
int
laguerre_large_n(const int n, const double alpha, const double x,
gsl_sf_result * result)
{
const double a = -n;
const double b = alpha + 1.0;
const double eta = 2.0*b - 4.0*a;
const double cos2th = x/eta;
const double sin2th = 1.0 - cos2th;
const double eps = asin(sqrt(cos2th)); /* theta = pi/2 - eps */
const double pre_h = 0.25*M_PI*M_PI*eta*eta*cos2th*sin2th;
gsl_sf_result lg_b;
gsl_sf_result lnfact;
int stat_lg = gsl_sf_lngamma_e(b+n, &lg_b);
int stat_lf = gsl_sf_lnfact_e(n, &lnfact);
double pre_term1 = 0.5*(1.0-b)*log(0.25*x*eta);
double pre_term2 = 0.25*log(pre_h);
double lnpre_val = lg_b.val - lnfact.val + 0.5*x + pre_term1 - pre_term2;
double lnpre_err = lg_b.err + lnfact.err + GSL_DBL_EPSILON * (fabs(pre_term1)+fabs(pre_term2));
double phi1 = 0.25*eta*(2*eps + sin(2.0*eps));
double ser_term1 = -sin(phi1);
double A1 = (1.0/12.0)*(5.0/(4.0*sin2th)+(3.0*b*b-6.0*b+2.0)*sin2th - 1.0);
double ser_term2 = -A1 * cos(phi1)/(0.25*eta*sin(2.0*eps));
double ser_val = ser_term1 + ser_term2;
double ser_err = ser_term2*ser_term2 + GSL_DBL_EPSILON * (fabs(ser_term1) + fabs(ser_term2));
int stat_e = gsl_sf_exp_mult_err_e(lnpre_val, lnpre_err, ser_val, ser_err, result);
result->err += 2.0 * GSL_SQRT_DBL_EPSILON * fabs(result->val);
return GSL_ERROR_SELECT_3(stat_e, stat_lf, stat_lg);
}
/* Evaluate polynomial based on confluent hypergeometric representation.
*
* L^a_n(x) = (a+1)_n / n! 1F1(-n,a+1,x)
*
* assumes n > 0 and a != negative integer greater than -n
*/
static
int
laguerre_n_cp(const int n, const double a, const double x, gsl_sf_result * result)
{
gsl_sf_result lnfact;
gsl_sf_result lg1;
gsl_sf_result lg2;
double s1, s2;
int stat_f = gsl_sf_lnfact_e(n, &lnfact);
int stat_g1 = gsl_sf_lngamma_sgn_e(a+1.0+n, &lg1, &s1);
int stat_g2 = gsl_sf_lngamma_sgn_e(a+1.0, &lg2, &s2);
double poly_1F1_val = 1.0;
double poly_1F1_err = 0.0;
int stat_e;
int k;
double lnpre_val = (lg1.val - lg2.val) - lnfact.val;
double lnpre_err = lg1.err + lg2.err + lnfact.err + 2.0 * GSL_DBL_EPSILON * fabs(lnpre_val);
for(k=n-1; k>=0; k--) {
double t = (-n+k)/(a+1.0+k) * (x/(k+1));
double r = t + 1.0/poly_1F1_val;
if(r > 0.9*GSL_DBL_MAX/poly_1F1_val) {
/* internal error only, don't call the error handler */
INTERNAL_OVERFLOW_ERROR(result);
}
else {
/* Collect the Horner terms. */
poly_1F1_val = 1.0 + t * poly_1F1_val;
poly_1F1_err += GSL_DBL_EPSILON + fabs(t) * poly_1F1_err;
}
}
stat_e = gsl_sf_exp_mult_err_e(lnpre_val, lnpre_err,
poly_1F1_val, poly_1F1_err,
result);
return GSL_ERROR_SELECT_4(stat_e, stat_f, stat_g1, stat_g2);
}
/* Evaluate the polynomial based on the confluent hypergeometric
* function in a safe way, with no restriction on the arguments.
*
* assumes x != 0
*/
static
int
laguerre_n_poly_safe(const int n, const double a, const double x, gsl_sf_result * result)
{
const double b = a + 1.0;
const double mx = -x;
const double tc_sgn = (x < 0.0 ? 1.0 : (GSL_IS_ODD(n) ? -1.0 : 1.0));
gsl_sf_result tc;
int stat_tc = gsl_sf_taylorcoeff_e(n, fabs(x), &tc);
if(stat_tc == GSL_SUCCESS) {
double term = tc.val * tc_sgn;
double sum_val = term;
double sum_err = tc.err;
int k;
for(k=n-1; k>=0; k--) {
term *= ((b+k)/(n-k))*(k+1.0)/mx;
sum_val += term;
sum_err += 4.0 * GSL_DBL_EPSILON * fabs(term);
}
result->val = sum_val;
result->err = sum_err + 2.0 * GSL_DBL_EPSILON * fabs(result->val);
return GSL_SUCCESS;
}
else if(stat_tc == GSL_EOVRFLW) {
result->val = 0.0; /* FIXME: should be Inf */
result->err = 0.0;
return stat_tc;
}
else {
result->val = 0.0;
result->err = 0.0;
return stat_tc;
}
}
/*-*-*-*-*-*-*-*-*-*-*-* Functions with Error Codes *-*-*-*-*-*-*-*-*-*-*/
int
gsl_sf_laguerre_1_e(const double a, const double x, gsl_sf_result * result)
{
/* CHECK_POINTER(result) */
{
result->val = 1.0 + a - x;
result->err = 2.0 * GSL_DBL_EPSILON * (1.0 + fabs(a) + fabs(x));
return GSL_SUCCESS;
}
}
int
gsl_sf_laguerre_2_e(const double a, const double x, gsl_sf_result * result)
{
/* CHECK_POINTER(result) */
if(a == -2.0) {
result->val = 0.5*x*x;
result->err = 2.0 * GSL_DBL_EPSILON * fabs(result->val);
return GSL_SUCCESS;
}
else {
double c0 = 0.5 * (2.0+a)*(1.0+a);
double c1 = -(2.0+a);
double c2 = -0.5/(2.0+a);
result->val = c0 + c1*x*(1.0 + c2*x);
result->err = 2.0 * GSL_DBL_EPSILON * (fabs(c0) + 2.0 * fabs(c1*x) * (1.0 + 2.0 * fabs(c2*x)));
result->err += 2.0 * GSL_DBL_EPSILON * fabs(result->val);
return GSL_SUCCESS;
}
}
int
gsl_sf_laguerre_3_e(const double a, const double x, gsl_sf_result * result)
{
/* CHECK_POINTER(result) */
if(a == -2.0) {
double x2_6 = x*x/6.0;
result->val = x2_6 * (3.0 - x);
result->err = x2_6 * (3.0 + fabs(x)) * 2.0 * GSL_DBL_EPSILON;
result->err += 2.0 * GSL_DBL_EPSILON * fabs(result->val);
return GSL_SUCCESS;
}
else if(a == -3.0) {
result->val = -x*x/6.0;
result->err = 2.0 * GSL_DBL_EPSILON * fabs(result->val);
return GSL_SUCCESS;
}
else {
double c0 = (3.0+a)*(2.0+a)*(1.0+a) / 6.0;
double c1 = -c0 * 3.0 / (1.0+a);
double c2 = -1.0/(2.0+a);
double c3 = -1.0/(3.0*(3.0+a));
result->val = c0 + c1*x*(1.0 + c2*x*(1.0 + c3*x));
result->err = 1.0 + 2.0 * fabs(c3*x);
result->err = 1.0 + 2.0 * fabs(c2*x) * result->err;
result->err = 2.0 * GSL_DBL_EPSILON * (fabs(c0) + 2.0 * fabs(c1*x) * result->err);
result->err += 2.0 * GSL_DBL_EPSILON * fabs(result->val);
return GSL_SUCCESS;
}
}
int
gsl_sf_laguerre_n_e(const int n, const double a, const double x, gsl_sf_result * result)
{
/* CHECK_POINTER(result) */
if(n < 0) {
DOMAIN_ERROR(result);
}
else if(n == 0) {
result->val = 1.0;
result->err = 0.0;
return GSL_SUCCESS;
}
else if(n == 1) {
result->val = 1.0 + a - x;
result->err = 2.0 * GSL_DBL_EPSILON * (1.0 + fabs(a) + fabs(x));
return GSL_SUCCESS;
}
else if(x == 0.0) {
double product = a + 1.0;
int k;
for(k=2; k<=n; k++) {
product *= (a + k)/k;
}
result->val = product;
result->err = 2.0 * (n + 1.0) * GSL_DBL_EPSILON * fabs(product) + GSL_DBL_EPSILON;
return GSL_SUCCESS;
}
else if(x < 0.0 && a > -1.0) {
/* In this case all the terms in the polynomial
* are of the same sign. Note that this also
* catches overflows correctly.
*/
return laguerre_n_cp(n, a, x, result);
}
else if(n < 5 || (x > 0.0 && a < -n-1)) {
/* Either the polynomial will not lose too much accuracy
* or all the terms are negative. In any case,
* the error estimate here is good. We try both
* explicit summation methods, as they have different
* characteristics. One may underflow/overflow while the
* other does not.
*/
if(laguerre_n_cp(n, a, x, result) == GSL_SUCCESS)
return GSL_SUCCESS;
else
return laguerre_n_poly_safe(n, a, x, result);
}
else if(n > 1.0e+07 && x > 0.0 && a > -1.0 && x < 2.0*(a+1.0)+4.0*n) {
return laguerre_large_n(n, a, x, result);
}
else if(a >= 0.0 || (x > 0.0 && a < -n-1)) {
gsl_sf_result lg2;
int stat_lg2 = gsl_sf_laguerre_2_e(a, x, &lg2);
double Lkm1 = 1.0 + a - x;
double Lk = lg2.val;
double Lkp1;
int k;
for(k=2; k<n; k++) {
Lkp1 = (-(k+a)*Lkm1 + (2.0*k+a+1.0-x)*Lk)/(k+1.0);
Lkm1 = Lk;
Lk = Lkp1;
}
result->val = Lk;
result->err = (fabs(lg2.err/lg2.val) + GSL_DBL_EPSILON) * n * fabs(Lk);
return stat_lg2;
}
else {
/* Despair... or magic? */
return laguerre_n_poly_safe(n, a, x, result);
}
}
/*-*-*-*-*-*-*-*-*-* Functions w/ Natural Prototypes *-*-*-*-*-*-*-*-*-*-*/
#include "eval.h"
double gsl_sf_laguerre_1(double a, double x)
{
EVAL_RESULT(gsl_sf_laguerre_1_e(a, x, &result));
}
double gsl_sf_laguerre_2(double a, double x)
{
EVAL_RESULT(gsl_sf_laguerre_2_e(a, x, &result));
}
double gsl_sf_laguerre_3(double a, double x)
{
EVAL_RESULT(gsl_sf_laguerre_3_e(a, x, &result));
}
double gsl_sf_laguerre_n(int n, double a, double x)
{
EVAL_RESULT(gsl_sf_laguerre_n_e(n, a, x, &result));
}
|