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 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 301 302 303 304 305 306 307 308 309 310 311 312 313 314 315 316 317 318 319 320 321 322 323 324 325 326 327 328 329 330 331 332 333 334 335 336 337 338 339 340 341 342 343 344 345 346 347 348 349 350 351 352 353 354 355 356 357 358 359 360 361 362 363 364 365 366 367 368 369 370 371 372 373 374 375 376 377 378 379 380 381 382 383 384 385 386 387 388 389 390 391 392 393 394 395 396 397 398 399 400 401 402 403 404 405 406 407 408 409 410 411 412 413 414 415 416 417 418 419 420 421 422 423 424 425 426 427 428 429 430 431 432 433 434 435 436 437 438 439 440 441 442 443 444 445 446 447 448 449 450 451 452 453 454 455 456 457 458 459 460 461 462 463 464 465 466 467 468 469 470 471 472 473 474 475 476 477 478 479 480 481 482 483 484 485 486 487 488 489 490 491 492 493 494 495 496 497 498 499 500 501 502 503 504 505 506 507 508 509 510 511 512 513 514 515 516 517 518 519 520 521 522 523 524 525 526 527 528 529 530 531 532 533 534 535 536 537 538 539 540 541 542 543 544 545 546 547 548 549 550 551 552 553 554 555 556 557 558
|
///////////////////////////////////////////////////////////////////////////////
// Copyright 2013 Nikhar Agrawal
// Copyright 2013 Christopher Kormanyos
// Copyright 2014 John Maddock
// Copyright 2013 Paul Bristow
// Distributed under 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_POLYGAMMA_DETAIL_2013_07_30_HPP_
#define _BOOST_POLYGAMMA_DETAIL_2013_07_30_HPP_
#include <cmath>
#include <limits>
#include <boost/cstdint.hpp>
#include <boost/math/policies/policy.hpp>
#include <boost/math/special_functions/bernoulli.hpp>
#include <boost/math/special_functions/trunc.hpp>
#include <boost/math/special_functions/zeta.hpp>
#include <boost/math/special_functions/digamma.hpp>
#include <boost/math/special_functions/sin_pi.hpp>
#include <boost/math/special_functions/cos_pi.hpp>
#include <boost/math/special_functions/pow.hpp>
#include <boost/mpl/if.hpp>
#include <boost/mpl/int.hpp>
#include <boost/static_assert.hpp>
#include <boost/type_traits/is_convertible.hpp>
#ifdef _MSC_VER
#pragma once
#pragma warning(push)
#pragma warning(disable:4702) // Unreachable code (release mode only warning)
#endif
namespace boost { namespace math { namespace detail{
template<class T, class Policy>
T polygamma_atinfinityplus(const int n, const T& x, const Policy& pol, const char* function) // for large values of x such as for x> 400
{
// See http://functions.wolfram.com/GammaBetaErf/PolyGamma2/06/02/0001/
BOOST_MATH_STD_USING
//
// sum == current value of accumulated sum.
// term == value of current term to be added to sum.
// part_term == value of current term excluding the Bernoulli number part
//
if(n + x == x)
{
// x is crazy large, just concentrate on the first part of the expression and use logs:
if(n == 1) return 1 / x;
T nlx = n * log(x);
if((nlx < tools::log_max_value<T>()) && (n < (int)max_factorial<T>::value))
return ((n & 1) ? 1 : -1) * boost::math::factorial<T>(n - 1) * pow(x, -n);
else
return ((n & 1) ? 1 : -1) * exp(boost::math::lgamma(T(n), pol) - n * log(x));
}
T term, sum, part_term;
T x_squared = x * x;
//
// Start by setting part_term to:
//
// (n-1)! / x^(n+1)
//
// which is common to both the first term of the series (with k = 1)
// and to the leading part.
// We can then get to the leading term by:
//
// part_term * (n + 2 * x) / 2
//
// and to the first term in the series
// (excluding the Bernoulli number) by:
//
// part_term n * (n + 1) / (2x)
//
// If either the factorial would overflow,
// or the power term underflows, this just gets set to 0 and then we
// know that we have to use logs for the initial terms:
//
part_term = ((n > (int)boost::math::max_factorial<T>::value) && (T(n) * n > tools::log_max_value<T>()))
? T(0) : static_cast<T>(boost::math::factorial<T>(n - 1, pol) * pow(x, -n - 1));
if(part_term == 0)
{
// Either n is very large, or the power term underflows,
// set the initial values of part_term, term and sum via logs:
part_term = static_cast<T>(boost::math::lgamma(n, pol) - (n + 1) * log(x));
sum = exp(part_term + log(n + 2 * x) - boost::math::constants::ln_two<T>());
part_term += log(T(n) * (n + 1)) - boost::math::constants::ln_two<T>() - log(x);
part_term = exp(part_term);
}
else
{
sum = part_term * (n + 2 * x) / 2;
part_term *= (T(n) * (n + 1)) / 2;
part_term /= x;
}
//
// If the leading term is 0, so is the result:
//
if(sum == 0)
return sum;
for(unsigned k = 1;;)
{
term = part_term * boost::math::bernoulli_b2n<T>(k, pol);
sum += term;
//
// Normal termination condition:
//
if(fabs(term / sum) < tools::epsilon<T>())
break;
//
// Increment our counter, and move part_term on to the next value:
//
++k;
part_term *= T(n + 2 * k - 2) * (n - 1 + 2 * k);
part_term /= (2 * k - 1) * 2 * k;
part_term /= x_squared;
//
// Emergency get out termination condition:
//
if(k > policies::get_max_series_iterations<Policy>())
{
return policies::raise_evaluation_error(function, "Series did not converge, closest value was %1%", sum, pol);
}
}
if((n - 1) & 1)
sum = -sum;
return sum;
}
template<class T, class Policy>
T polygamma_attransitionplus(const int n, const T& x, const Policy& pol, const char* function)
{
// See: http://functions.wolfram.com/GammaBetaErf/PolyGamma2/16/01/01/0017/
// Use N = (0.4 * digits) + (4 * n) for target value for x:
BOOST_MATH_STD_USING
const int d4d = static_cast<int>(0.4F * policies::digits_base10<T, Policy>());
const int N = d4d + (4 * n);
const int m = n;
const int iter = N - itrunc(x);
if(iter > (int)policies::get_max_series_iterations<Policy>())
return policies::raise_evaluation_error<T>(function, ("Exceeded maximum series evaluations evaluating at n = " + boost::lexical_cast<std::string>(n) + " and x = %1%").c_str(), x, pol);
const int minus_m_minus_one = -m - 1;
T z(x);
T sum0(0);
T z_plus_k_pow_minus_m_minus_one(0);
// Forward recursion to larger x, need to check for overflow first though:
if(log(z + iter) * minus_m_minus_one > -tools::log_max_value<T>())
{
for(int k = 1; k <= iter; ++k)
{
z_plus_k_pow_minus_m_minus_one = pow(z, minus_m_minus_one);
sum0 += z_plus_k_pow_minus_m_minus_one;
z += 1;
}
sum0 *= boost::math::factorial<T>(n);
}
else
{
for(int k = 1; k <= iter; ++k)
{
T log_term = log(z) * minus_m_minus_one + boost::math::lgamma(T(n + 1), pol);
sum0 += exp(log_term);
z += 1;
}
}
if((n - 1) & 1)
sum0 = -sum0;
return sum0 + polygamma_atinfinityplus(n, z, pol, function);
}
template <class T, class Policy>
T polygamma_nearzero(int n, T x, const Policy& pol, const char* function)
{
BOOST_MATH_STD_USING
//
// If we take this expansion for polygamma: http://functions.wolfram.com/06.15.06.0003.02
// and substitute in this expression for polygamma(n, 1): http://functions.wolfram.com/06.15.03.0009.01
// we get an alternating series for polygamma when x is small in terms of zeta functions of
// integer arguments (which are easy to evaluate, at least when the integer is even).
//
// In order to avoid spurious overflow, save the n! term for later, and rescale at the end:
//
T scale = boost::math::factorial<T>(n, pol);
//
// "factorial_part" contains everything except the zeta function
// evaluations in each term:
//
T factorial_part = 1;
//
// "prefix" is what we'll be adding the accumulated sum to, it will
// be n! / z^(n+1), but since we're scaling by n! it's just
// 1 / z^(n+1) for now:
//
T prefix = pow(x, n + 1);
if(prefix == 0)
return boost::math::policies::raise_overflow_error<T>(function, 0, pol);
prefix = 1 / prefix;
//
// First term in the series is necessarily < zeta(2) < 2, so
// ignore the sum if it will have no effect on the result anyway:
//
if(prefix > 2 / policies::get_epsilon<T, Policy>())
return ((n & 1) ? 1 : -1) *
(tools::max_value<T>() / prefix < scale ? policies::raise_overflow_error<T>(function, 0, pol) : prefix * scale);
//
// As this is an alternating series we could accelerate it using
// "Convergence Acceleration of Alternating Series",
// Henri Cohen, Fernando Rodriguez Villegas, and Don Zagier, Experimental Mathematics, 1999.
// In practice however, it appears not to make any difference to the number of terms
// required except in some edge cases which are filtered out anyway before we get here.
//
T sum = prefix;
for(unsigned k = 0;;)
{
// Get the k'th term:
T term = factorial_part * boost::math::zeta(T(k + n + 1), pol);
sum += term;
// Termination condition:
if(fabs(term) < fabs(sum * boost::math::policies::get_epsilon<T, Policy>()))
break;
//
// Move on k and factorial_part:
//
++k;
factorial_part *= (-x * (n + k)) / k;
//
// Last chance exit:
//
if(k > policies::get_max_series_iterations<Policy>())
return policies::raise_evaluation_error<T>(function, "Series did not converge, best value is %1%", sum, pol);
}
//
// We need to multiply by the scale, at each stage checking for oveflow:
//
if(boost::math::tools::max_value<T>() / scale < sum)
return boost::math::policies::raise_overflow_error<T>(function, 0, pol);
sum *= scale;
return n & 1 ? sum : T(-sum);
}
//
// Helper function which figures out which slot our coefficient is in
// given an angle multiplier for the cosine term of power:
//
template <class Table>
typename Table::value_type::reference dereference_table(Table& table, unsigned row, unsigned power)
{
return table[row][power / 2];
}
template <class T, class Policy>
T poly_cot_pi(int n, T x, T xc, const Policy& pol, const char* function)
{
BOOST_MATH_STD_USING
// Return n'th derivative of cot(pi*x) at x, these are simply
// tabulated for up to n = 9, beyond that it is possible to
// calculate coefficients as follows:
//
// The general form of each derivative is:
//
// pi^n * SUM{k=0, n} C[k,n] * cos^k(pi * x) * csc^(n+1)(pi * x)
//
// With constant C[0,1] = -1 and all other C[k,n] = 0;
// Then for each k < n+1:
// C[k-1, n+1] -= k * C[k, n];
// C[k+1, n+1] += (k-n-1) * C[k, n];
//
// Note that there are many different ways of representing this derivative thanks to
// the many trigomonetric identies available. In particular, the sum of powers of
// cosines could be replaced by a sum of cosine multiple angles, and indeed if you
// plug the derivative into Mathematica this is the form it will give. The two
// forms are related via the Chebeshev polynomials of the first kind and
// T_n(cos(x)) = cos(n x). The polynomial form has the great advantage that
// all the cosine terms are zero at half integer arguments - right where this
// function has it's minumum - thus avoiding cancellation error in this region.
//
// And finally, since every other term in the polynomials is zero, we can save
// space by only storing the non-zero terms. This greatly complexifies
// subscripting the tables in the calculation, but halves the storage space
// (and complexity for that matter).
//
T s = fabs(x) < fabs(xc) ? boost::math::sin_pi(x, pol) : boost::math::sin_pi(xc, pol);
T c = boost::math::cos_pi(x, pol);
switch(n)
{
case 1:
return -constants::pi<T, Policy>() / (s * s);
case 2:
{
return 2 * constants::pi<T, Policy>() * constants::pi<T, Policy>() * c / boost::math::pow<3>(s, pol);
}
case 3:
{
int P[] = { -2, -4 };
return boost::math::pow<3>(constants::pi<T, Policy>(), pol) * tools::evaluate_even_polynomial(P, c) / boost::math::pow<4>(s, pol);
}
case 4:
{
int P[] = { 16, 8 };
return boost::math::pow<4>(constants::pi<T, Policy>(), pol) * c * tools::evaluate_even_polynomial(P, c) / boost::math::pow<5>(s, pol);
}
case 5:
{
int P[] = { -16, -88, -16 };
return boost::math::pow<5>(constants::pi<T, Policy>(), pol) * tools::evaluate_even_polynomial(P, c) / boost::math::pow<6>(s, pol);
}
case 6:
{
int P[] = { 272, 416, 32 };
return boost::math::pow<6>(constants::pi<T, Policy>(), pol) * c * tools::evaluate_even_polynomial(P, c) / boost::math::pow<7>(s, pol);
}
case 7:
{
int P[] = { -272, -2880, -1824, -64 };
return boost::math::pow<7>(constants::pi<T, Policy>(), pol) * tools::evaluate_even_polynomial(P, c) / boost::math::pow<8>(s, pol);
}
case 8:
{
int P[] = { 7936, 24576, 7680, 128 };
return boost::math::pow<8>(constants::pi<T, Policy>(), pol) * c * tools::evaluate_even_polynomial(P, c) / boost::math::pow<9>(s, pol);
}
case 9:
{
int P[] = { -7936, -137216, -185856, -31616, -256 };
return boost::math::pow<9>(constants::pi<T, Policy>(), pol) * tools::evaluate_even_polynomial(P, c) / boost::math::pow<10>(s, pol);
}
case 10:
{
int P[] = { 353792, 1841152, 1304832, 128512, 512 };
return boost::math::pow<10>(constants::pi<T, Policy>(), pol) * c * tools::evaluate_even_polynomial(P, c) / boost::math::pow<11>(s, pol);
}
case 11:
{
int P[] = { -353792, -9061376, -21253376, -8728576, -518656, -1024};
return boost::math::pow<11>(constants::pi<T, Policy>(), pol) * tools::evaluate_even_polynomial(P, c) / boost::math::pow<12>(s, pol);
}
case 12:
{
int P[] = { 22368256, 175627264, 222398464, 56520704, 2084864, 2048 };
return boost::math::pow<12>(constants::pi<T, Policy>(), pol) * c * tools::evaluate_even_polynomial(P, c) / boost::math::pow<13>(s, pol);
}
#ifndef BOOST_NO_LONG_LONG
case 13:
{
long long P[] = { -22368256LL, -795300864LL, -2868264960LL, -2174832640LL, -357888000LL, -8361984LL, -4096 };
return boost::math::pow<13>(constants::pi<T, Policy>(), pol) * tools::evaluate_even_polynomial(P, c) / boost::math::pow<14>(s, pol);
}
case 14:
{
long long P[] = { 1903757312LL, 21016670208LL, 41731645440LL, 20261765120LL, 2230947840LL, 33497088LL, 8192 };
return boost::math::pow<14>(constants::pi<T, Policy>(), pol) * c * tools::evaluate_even_polynomial(P, c) / boost::math::pow<15>(s, pol);
}
case 15:
{
long long P[] = { -1903757312LL, -89702612992LL, -460858269696LL, -559148810240LL, -182172651520LL, -13754155008LL, -134094848LL, -16384 };
return boost::math::pow<15>(constants::pi<T, Policy>(), pol) * tools::evaluate_even_polynomial(P, c) / boost::math::pow<16>(s, pol);
}
case 16:
{
long long P[] = { 209865342976LL, 3099269660672LL, 8885192097792LL, 7048869314560LL, 1594922762240LL, 84134068224LL, 536608768LL, 32768 };
return boost::math::pow<16>(constants::pi<T, Policy>(), pol) * c * tools::evaluate_even_polynomial(P, c) / boost::math::pow<17>(s, pol);
}
case 17:
{
long long P[] = { -209865342976LL, -12655654469632LL, -87815735738368LL, -155964390375424LL, -84842998005760LL, -13684856848384LL, -511780323328LL, -2146926592LL, -65536 };
return boost::math::pow<17>(constants::pi<T, Policy>(), pol) * tools::evaluate_even_polynomial(P, c) / boost::math::pow<18>(s, pol);
}
case 18:
{
long long P[] = { 29088885112832LL, 553753414467584LL, 2165206642589696LL, 2550316668551168LL, 985278548541440LL, 115620218667008LL, 3100738912256LL, 8588754944LL, 131072 };
return boost::math::pow<18>(constants::pi<T, Policy>(), pol) * c * tools::evaluate_even_polynomial(P, c) / boost::math::pow<19>(s, pol);
}
case 19:
{
long long P[] = { -29088885112832LL, -2184860175433728LL, -19686087844429824LL, -48165109676113920LL, -39471306959486976LL, -11124607890751488LL, -965271355195392LL, -18733264797696LL, -34357248000LL, -262144 };
return boost::math::pow<19>(constants::pi<T, Policy>(), pol) * tools::evaluate_even_polynomial(P, c) / boost::math::pow<20>(s, pol);
}
case 20:
{
long long P[] = { 4951498053124096LL, 118071834535526400LL, 603968063567560704LL, 990081991141490688LL, 584901762421358592LL, 122829335169859584LL, 7984436548730880LL, 112949304754176LL, 137433710592LL, 524288 };
return boost::math::pow<20>(constants::pi<T, Policy>(), pol) * c * tools::evaluate_even_polynomial(P, c) / boost::math::pow<21>(s, pol);
}
#endif
}
//
// We'll have to compute the coefficients up to n,
// complexity is O(n^2) which we don't worry about for now
// as the values are computed once and then cached.
// However, if the final evaluation would have too many
// terms just bail out right away:
//
if((unsigned)n / 2u > policies::get_max_series_iterations<Policy>())
return policies::raise_evaluation_error<T>(function, "The value of n is so large that we're unable to compute the result in reasonable time, best guess is %1%", 0, pol);
#if 0 && defined(BOOST_HAS_THREADS)
static boost::detail::lightweight_mutex m;
boost::detail::lightweight_mutex::scoped_lock l(m);
#endif
static int digits = tools::digits<T>();
static std::vector<std::vector<T> > table(1, std::vector<T>(1, T(-1)));
int current_digits = tools::digits<T>();
if(digits != current_digits)
{
// Oh my... our precision has changed!
table = std::vector<std::vector<T> >(1, std::vector<T>(1, T(-1)));
digits = current_digits;
}
int index = n - 1;
if(index >= (int)table.size())
{
for(int i = (int)table.size() - 1; i < index; ++i)
{
int offset = i & 1; // 1 if the first cos power is 0, otherwise 0.
int sin_order = i + 2; // order of the sin term
int max_cos_order = sin_order - 1; // largest order of the polynomial of cos terms
int max_columns = (max_cos_order - offset) / 2; // How many entries there are in the current row.
int next_offset = offset ? 0 : 1;
int next_max_columns = (max_cos_order + 1 - next_offset) / 2; // How many entries there will be in the next row
table.push_back(std::vector<T>(next_max_columns + 1, T(0)));
for(int column = 0; column <= max_columns; ++column)
{
int cos_order = 2 * column + offset; // order of the cosine term in entry "column"
BOOST_ASSERT(column < (int)table[i].size());
BOOST_ASSERT((cos_order + 1) / 2 < (int)table[i + 1].size());
table[i + 1][(cos_order + 1) / 2] += ((cos_order - sin_order) * table[i][column]) / (sin_order - 1);
if(cos_order)
table[i + 1][(cos_order - 1) / 2] += (-cos_order * table[i][column]) / (sin_order - 1);
}
}
}
T sum = boost::math::tools::evaluate_even_polynomial(&table[index][0], c, table[index].size());
if(index & 1)
sum *= c; // First coeffient is order 1, and really an odd polynomial.
if(sum == 0)
return sum;
//
// The remaining terms are computed using logs since the powers and factorials
// get real large real quick:
//
T power_terms = n * log(boost::math::constants::pi<T>());
if(s == 0)
return sum * boost::math::policies::raise_overflow_error<T>(function, 0, pol);
power_terms -= log(fabs(s)) * (n + 1);
power_terms += boost::math::lgamma(T(n));
power_terms += log(fabs(sum));
if(power_terms > boost::math::tools::log_max_value<T>())
return sum * boost::math::policies::raise_overflow_error<T>(function, 0, pol);
return exp(power_terms) * ((s < 0) && ((n + 1) & 1) ? -1 : 1) * boost::math::sign(sum);
}
template <class T, class Policy>
struct polygamma_initializer
{
struct init
{
init()
{
// Forces initialization of our table of coefficients and mutex:
boost::math::polygamma(30, T(-2.5f), Policy());
}
void force_instantiate()const{}
};
static const init initializer;
static void force_instantiate()
{
initializer.force_instantiate();
}
};
template <class T, class Policy>
const typename polygamma_initializer<T, Policy>::init polygamma_initializer<T, Policy>::initializer;
template<class T, class Policy>
inline T polygamma_imp(const int n, T x, const Policy &pol)
{
BOOST_MATH_STD_USING
static const char* function = "boost::math::polygamma<%1%>(int, %1%)";
polygamma_initializer<T, Policy>::initializer.force_instantiate();
if(n < 0)
return policies::raise_domain_error<T>(function, "Order must be >= 0, but got %1%", static_cast<T>(n), pol);
if(x < 0)
{
if(floor(x) == x)
{
//
// Result is infinity if x is odd, and a pole error if x is even.
//
if(lltrunc(x) & 1)
return policies::raise_overflow_error<T>(function, 0, pol);
else
return policies::raise_pole_error<T>(function, "Evaluation at negative integer %1%", x, pol);
}
T z = 1 - x;
T result = polygamma_imp(n, z, pol) + constants::pi<T, Policy>() * poly_cot_pi(n, z, x, pol, function);
return n & 1 ? T(-result) : result;
}
//
// Limit for use of small-x-series is chosen
// so that the series doesn't go too divergent
// in the first few terms. Ordinarily this
// would mean setting the limit to ~ 1 / n,
// but we can tolerate a small amount of divergence:
//
T small_x_limit = (std::min)(T(T(5) / n), T(0.25f));
if(x < small_x_limit)
{
return polygamma_nearzero(n, x, pol, function);
}
else if(x > 0.4F * policies::digits_base10<T, Policy>() + 4.0f * n)
{
return polygamma_atinfinityplus(n, x, pol, function);
}
else if(x == 1)
{
return (n & 1 ? 1 : -1) * boost::math::factorial<T>(n, pol) * boost::math::zeta(T(n + 1), pol);
}
else if(x == 0.5f)
{
T result = (n & 1 ? 1 : -1) * boost::math::factorial<T>(n, pol) * boost::math::zeta(T(n + 1), pol);
if(fabs(result) >= ldexp(tools::max_value<T>(), -n - 1))
return boost::math::sign(result) * policies::raise_overflow_error<T>(function, 0, pol);
result *= ldexp(T(1), n + 1) - 1;
return result;
}
else
{
return polygamma_attransitionplus(n, x, pol, function);
}
}
} } } // namespace boost::math::detail
#ifdef _MSC_VER
#pragma warning(pop)
#endif
#endif // _BOOST_POLYGAMMA_DETAIL_2013_07_30_HPP_
|