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module Distribution
module MathExtension
# From GSL-1.9.
module ExponentialIntegral
class << self
def first_order x, scale = 0, with_error = false
xmaxt = -Math::LOG_FLOAT_MIN
xmax = xmaxt - Math.log(xmaxt)
result = nil
error = with_error ? nil : 0.0
if x < -xmax && !scale
raise("Overflow Error")
elsif x <= -10.0
s = 1.0 / x * ( scale ? 1.0 : Math.exp(-x))
result_c = ChebyshevSeries.eval(20.0/x+1.0, :ae11, with_error)
result_c, result_c_err = result_c if with_error
result = s * (1.0 + result_c)
error ||= (s * result_c_err) + 2.0*Float::EPSILON * (x.abs + 1.0) * result.abs
elsif x <= -4.0
s = 1.0 / x * (scale ? 1.0 : Math.exp(-x))
result_c = ChebyshevSeries.eval((40.0/x+7.0)/3.0, :ae12, with_error)
result_c, result_c_err = result_c if with_error
result = s * (1.0 + result_c)
error ||= (s * result_c_err) + 2.0*Float::EPSILON * result.abs
elsif x <= -1.0
ln_term = - Math.log(x.abs)
scale_factor = scale ? Math.exp(x) : 1.0
result_c = ChebyshevSeries.eval((2.0*x+5.0)/3.0, :e11, with_error)
result_c, result_c_err = result_c if with_error
result = scale_factor * (ln_term + result_c)
error ||= scale_factor * (result_c_err + Float::EPSILON * ln_term.abs) + 2.0*Float::EPSILON*result.abs
elsif x == 0.0
raise(ArgumentError, "Domain Error")
elsif x <= 1.0
ln_term = - Math.log(x.abs)
scale_factor = scale ? Math.exp(x) : 1.0
result_c = ChebyshevSeries.eval(x, :e12, with_error)
result_c, result_c_err = result_c if with_error
result = scale_factor * (ln_term - 0.6875 + x + result_c)
error ||= scale_factor * (result_c_err + Float::EPSILON * ln_term.abs) + 2.0*Float::EPSILON*result.abs
elsif x <= 4.0
s = 1.0 / x * (scale ? 1.0 : Math.exp(-x))
result_c = ChebyshevSeries.eval((8.0/x-5.0)/3.0, :ae13, with_error)
result_c, result_c_err = result_c if with_error
result = s * (1.0 + result_c)
error ||= (s * result_c_err) + 2.0*Float::EPSILON * result.abs
elsif x <= xmax || scale
s = 1.0 / x * (scale ? 1.0 : Math.exp(-x))
result_c = ChebyshevSeries.eval(8.0/x-1.0, :ae14, with_error)
result_c, result_c_err = result_c if with_error
result = s * (1.0 + result_c)
error ||= s * (Float::EPSILON + result_c_err) + 2.0*(x+1.0)*Float::EPSILON * result.abs
raise("Underflow Error") if result == 0.0
else
raise("Underflow Error")
end
with_error ? [result, error] : result
end
end
end
end
end
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