222 lines
7.0 KiB
Plaintext
222 lines
7.0 KiB
Plaintext
|
// Copyright (c) 2013 Anton Bikineev
|
||
|
// 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_BESSEL_JY_DERIVATIVES_SERIES_HPP
|
||
|
#define BOOST_MATH_BESSEL_JY_DERIVATIVES_SERIES_HPP
|
||
|
|
||
|
#ifdef _MSC_VER
|
||
|
#pragma once
|
||
|
#endif
|
||
|
|
||
|
namespace boost{ namespace math{ namespace detail{
|
||
|
|
||
|
template <class T, class Policy>
|
||
|
struct bessel_j_derivative_small_z_series_term
|
||
|
{
|
||
|
typedef T result_type;
|
||
|
|
||
|
bessel_j_derivative_small_z_series_term(T v_, T x)
|
||
|
: N(0), v(v_), term(1), mult(x / 2)
|
||
|
{
|
||
|
mult *= -mult;
|
||
|
// iterate if v == 0; otherwise result of
|
||
|
// first term is 0 and tools::sum_series stops
|
||
|
if (v == 0)
|
||
|
iterate();
|
||
|
}
|
||
|
T operator()()
|
||
|
{
|
||
|
T r = term * (v + 2 * N);
|
||
|
iterate();
|
||
|
return r;
|
||
|
}
|
||
|
private:
|
||
|
void iterate()
|
||
|
{
|
||
|
++N;
|
||
|
term *= mult / (N * (N + v));
|
||
|
}
|
||
|
unsigned N;
|
||
|
T v;
|
||
|
T term;
|
||
|
T mult;
|
||
|
};
|
||
|
//
|
||
|
// Series evaluation for BesselJ'(v, z) as z -> 0.
|
||
|
// It's derivative of http://functions.wolfram.com/Bessel-TypeFunctions/BesselJ/06/01/04/01/01/0003/
|
||
|
// Converges rapidly for all z << v.
|
||
|
//
|
||
|
template <class T, class Policy>
|
||
|
inline T bessel_j_derivative_small_z_series(T v, T x, const Policy& pol)
|
||
|
{
|
||
|
BOOST_MATH_STD_USING
|
||
|
T prefix;
|
||
|
if (v < boost::math::max_factorial<T>::value)
|
||
|
{
|
||
|
prefix = pow(x / 2, v - 1) / 2 / boost::math::tgamma(v + 1, pol);
|
||
|
}
|
||
|
else
|
||
|
{
|
||
|
prefix = (v - 1) * log(x / 2) - constants::ln_two<T>() - boost::math::lgamma(v + 1, pol);
|
||
|
prefix = exp(prefix);
|
||
|
}
|
||
|
if (0 == prefix)
|
||
|
return prefix;
|
||
|
|
||
|
bessel_j_derivative_small_z_series_term<T, Policy> s(v, x);
|
||
|
boost::uintmax_t max_iter = boost::math::policies::get_max_series_iterations<Policy>();
|
||
|
#if BOOST_WORKAROUND(__BORLANDC__, BOOST_TESTED_AT(0x582))
|
||
|
T zero = 0;
|
||
|
T result = boost::math::tools::sum_series(s, boost::math::policies::get_epsilon<T, Policy>(), max_iter, zero);
|
||
|
#else
|
||
|
T result = boost::math::tools::sum_series(s, boost::math::policies::get_epsilon<T, Policy>(), max_iter);
|
||
|
#endif
|
||
|
boost::math::policies::check_series_iterations<T>("boost::math::bessel_j_derivative_small_z_series<%1%>(%1%,%1%)", max_iter, pol);
|
||
|
return prefix * result;
|
||
|
}
|
||
|
|
||
|
template <class T, class Policy>
|
||
|
struct bessel_y_derivative_small_z_series_term_a
|
||
|
{
|
||
|
typedef T result_type;
|
||
|
|
||
|
bessel_y_derivative_small_z_series_term_a(T v_, T x)
|
||
|
: N(0), v(v_)
|
||
|
{
|
||
|
mult = x / 2;
|
||
|
mult *= -mult;
|
||
|
term = 1;
|
||
|
}
|
||
|
T operator()()
|
||
|
{
|
||
|
T r = term * (-v + 2 * N);
|
||
|
++N;
|
||
|
term *= mult / (N * (N - v));
|
||
|
return r;
|
||
|
}
|
||
|
private:
|
||
|
unsigned N;
|
||
|
T v;
|
||
|
T mult;
|
||
|
T term;
|
||
|
};
|
||
|
|
||
|
template <class T, class Policy>
|
||
|
struct bessel_y_derivative_small_z_series_term_b
|
||
|
{
|
||
|
typedef T result_type;
|
||
|
|
||
|
bessel_y_derivative_small_z_series_term_b(T v_, T x)
|
||
|
: N(0), v(v_)
|
||
|
{
|
||
|
mult = x / 2;
|
||
|
mult *= -mult;
|
||
|
term = 1;
|
||
|
}
|
||
|
T operator()()
|
||
|
{
|
||
|
T r = term * (v + 2 * N);
|
||
|
++N;
|
||
|
term *= mult / (N * (N + v));
|
||
|
return r;
|
||
|
}
|
||
|
private:
|
||
|
unsigned N;
|
||
|
T v;
|
||
|
T mult;
|
||
|
T term;
|
||
|
};
|
||
|
//
|
||
|
// Series form for BesselY' as z -> 0,
|
||
|
// It's derivative of http://functions.wolfram.com/Bessel-TypeFunctions/BesselY/06/01/04/01/01/0003/
|
||
|
// This series is only useful when the second term is small compared to the first
|
||
|
// otherwise we get catestrophic cancellation errors.
|
||
|
//
|
||
|
// Approximating tgamma(v) by v^v, and assuming |tgamma(-z)| < eps we end up requiring:
|
||
|
// eps/2 * v^v(x/2)^-v > (x/2)^v or log(eps/2) > v log((x/2)^2/v)
|
||
|
//
|
||
|
template <class T, class Policy>
|
||
|
inline T bessel_y_derivative_small_z_series(T v, T x, const Policy& pol)
|
||
|
{
|
||
|
BOOST_MATH_STD_USING
|
||
|
static const char* function = "bessel_y_derivative_small_z_series<%1%>(%1%,%1%)";
|
||
|
T prefix;
|
||
|
T gam;
|
||
|
T p = log(x / 2);
|
||
|
T scale = 1;
|
||
|
bool need_logs = (v >= boost::math::max_factorial<T>::value) || (boost::math::tools::log_max_value<T>() / v < fabs(p));
|
||
|
if (!need_logs)
|
||
|
{
|
||
|
gam = boost::math::tgamma(v, pol);
|
||
|
p = pow(x / 2, v + 1) * 2;
|
||
|
if (boost::math::tools::max_value<T>() * p < gam)
|
||
|
{
|
||
|
scale /= gam;
|
||
|
gam = 1;
|
||
|
if (boost::math::tools::max_value<T>() * p < gam)
|
||
|
{
|
||
|
// This term will overflow to -INF, when combined with the series below it becomes +INF:
|
||
|
return boost::math::policies::raise_overflow_error<T>(function, 0, pol);
|
||
|
}
|
||
|
}
|
||
|
prefix = -gam / (boost::math::constants::pi<T>() * p);
|
||
|
}
|
||
|
else
|
||
|
{
|
||
|
gam = boost::math::lgamma(v, pol);
|
||
|
p = (v + 1) * p + constants::ln_two<T>();
|
||
|
prefix = gam - log(boost::math::constants::pi<T>()) - p;
|
||
|
if (boost::math::tools::log_max_value<T>() < prefix)
|
||
|
{
|
||
|
prefix -= log(boost::math::tools::max_value<T>() / 4);
|
||
|
scale /= (boost::math::tools::max_value<T>() / 4);
|
||
|
if (boost::math::tools::log_max_value<T>() < prefix)
|
||
|
{
|
||
|
return boost::math::policies::raise_overflow_error<T>(function, 0, pol);
|
||
|
}
|
||
|
}
|
||
|
prefix = -exp(prefix);
|
||
|
}
|
||
|
bessel_y_derivative_small_z_series_term_a<T, Policy> s(v, x);
|
||
|
boost::uintmax_t max_iter = boost::math::policies::get_max_series_iterations<Policy>();
|
||
|
#if BOOST_WORKAROUND(__BORLANDC__, BOOST_TESTED_AT(0x582))
|
||
|
T zero = 0;
|
||
|
T result = boost::math::tools::sum_series(s, boost::math::policies::get_epsilon<T, Policy>(), max_iter, zero);
|
||
|
#else
|
||
|
T result = boost::math::tools::sum_series(s, boost::math::policies::get_epsilon<T, Policy>(), max_iter);
|
||
|
#endif
|
||
|
boost::math::policies::check_series_iterations<T>("boost::math::bessel_y_derivative_small_z_series<%1%>(%1%,%1%)", max_iter, pol);
|
||
|
result *= prefix;
|
||
|
|
||
|
p = pow(x / 2, v - 1) / 2;
|
||
|
if (!need_logs)
|
||
|
{
|
||
|
prefix = boost::math::tgamma(-v, pol) * boost::math::cos_pi(v) * p / boost::math::constants::pi<T>();
|
||
|
}
|
||
|
else
|
||
|
{
|
||
|
int sgn;
|
||
|
prefix = boost::math::lgamma(-v, &sgn, pol) + (v - 1) * log(x / 2) - constants::ln_two<T>();
|
||
|
prefix = exp(prefix) * sgn / boost::math::constants::pi<T>();
|
||
|
}
|
||
|
bessel_y_derivative_small_z_series_term_b<T, Policy> s2(v, x);
|
||
|
max_iter = boost::math::policies::get_max_series_iterations<Policy>();
|
||
|
#if BOOST_WORKAROUND(__BORLANDC__, BOOST_TESTED_AT(0x582))
|
||
|
T b = boost::math::tools::sum_series(s2, boost::math::policies::get_epsilon<T, Policy>(), max_iter, zero);
|
||
|
#else
|
||
|
T b = boost::math::tools::sum_series(s2, boost::math::policies::get_epsilon<T, Policy>(), max_iter);
|
||
|
#endif
|
||
|
result += scale * prefix * b;
|
||
|
return result;
|
||
|
}
|
||
|
|
||
|
// Calculating of BesselY'(v,x) with small x (x < epsilon) and integer x using derivatives
|
||
|
// of formulas in http://functions.wolfram.com/Bessel-TypeFunctions/BesselY/06/01/04/01/02/
|
||
|
// seems to lose precision. Instead using linear combination of regular Bessel is preferred.
|
||
|
|
||
|
}}} // namespaces
|
||
|
|
||
|
#endif // BOOST_MATH_BESSEL_JY_DERIVATVIES_SERIES_HPP
|