618 lines
25 KiB
Plaintext
618 lines
25 KiB
Plaintext
// Copyright (c) 2013 Christopher Kormanyos
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// Use, modification and distribution are subject to the
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// Boost Software License, Version 1.0. (See accompanying file
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// LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
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//
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// This work is based on an earlier work:
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// "Algorithm 910: A Portable C++ Multiple-Precision System for Special-Function Calculations",
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// in ACM TOMS, {VOL 37, ISSUE 4, (February 2011)} (C) ACM, 2011. http://doi.acm.org/10.1145/1916461.1916469
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//
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// This header contains implementation details for estimating the zeros
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// of cylindrical Bessel and Neumann functions on the positive real axis.
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// Support is included for both positive as well as negative order.
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// Various methods are used to estimate the roots. These include
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// empirical curve fitting and McMahon's asymptotic approximation
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// for small order, uniform asymptotic expansion for large order,
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// and iteration and root interlacing for negative order.
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//
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#ifndef _BESSEL_JY_ZERO_2013_01_18_HPP_
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#define _BESSEL_JY_ZERO_2013_01_18_HPP_
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#include <algorithm>
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#include <boost/math/constants/constants.hpp>
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#include <boost/math/special_functions/math_fwd.hpp>
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#include <boost/math/special_functions/cbrt.hpp>
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#include <boost/math/special_functions/detail/airy_ai_bi_zero.hpp>
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namespace boost { namespace math {
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namespace detail
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{
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namespace bessel_zero
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{
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template<class T>
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T equation_nist_10_21_19(const T& v, const T& a)
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{
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// Get the initial estimate of the m'th root of Jv or Yv.
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// This subroutine is used for the order m with m > 1.
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// The order m has been used to create the input parameter a.
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// This is Eq. 10.21.19 in the NIST Handbook.
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const T mu = (v * v) * 4U;
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const T mu_minus_one = mu - T(1);
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const T eight_a_inv = T(1) / (a * 8U);
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const T eight_a_inv_squared = eight_a_inv * eight_a_inv;
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const T term3 = ((mu_minus_one * 4U) * ((mu * 7U) - T(31U) )) / 3U;
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const T term5 = ((mu_minus_one * 32U) * ((((mu * 83U) - T(982U) ) * mu) + T(3779U) )) / 15U;
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const T term7 = ((mu_minus_one * 64U) * ((((((mu * 6949U) - T(153855UL)) * mu) + T(1585743UL)) * mu) - T(6277237UL))) / 105U;
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return a + (((( - term7
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* eight_a_inv_squared - term5)
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* eight_a_inv_squared - term3)
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* eight_a_inv_squared - mu_minus_one)
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* eight_a_inv);
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}
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template<typename T>
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class equation_as_9_3_39_and_its_derivative
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{
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public:
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equation_as_9_3_39_and_its_derivative(const T& zt) : zeta(zt) { }
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boost::math::tuple<T, T> operator()(const T& z) const
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{
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BOOST_MATH_STD_USING // ADL of std names, needed for acos, sqrt.
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// Return the function of zeta that is implicitly defined
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// in A&S Eq. 9.3.39 as a function of z. The function is
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// returned along with its derivative with respect to z.
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const T zsq_minus_one_sqrt = sqrt((z * z) - T(1));
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const T the_function(
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zsq_minus_one_sqrt
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- ( acos(T(1) / z) + ((T(2) / 3U) * (zeta * sqrt(zeta)))));
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const T its_derivative(zsq_minus_one_sqrt / z);
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return boost::math::tuple<T, T>(the_function, its_derivative);
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}
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private:
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const equation_as_9_3_39_and_its_derivative& operator=(const equation_as_9_3_39_and_its_derivative&);
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const T zeta;
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};
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template<class T>
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static T equation_as_9_5_26(const T& v, const T& ai_bi_root)
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{
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BOOST_MATH_STD_USING // ADL of std names, needed for log, sqrt.
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// Obtain the estimate of the m'th zero of Jv or Yv.
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// The order m has been used to create the input parameter ai_bi_root.
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// Here, v is larger than about 2.2. The estimate is computed
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// from Abramowitz and Stegun Eqs. 9.5.22 and 9.5.26, page 371.
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//
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// The inversion of z as a function of zeta is mentioned in the text
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// following A&S Eq. 9.5.26. Here, we accomplish the inversion by
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// performing a Taylor expansion of Eq. 9.3.39 for large z to order 2
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// and solving the resulting quadratic equation, thereby taking
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// the positive root of the quadratic.
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// In other words: (2/3)(-zeta)^(3/2) approx = z + 1/(2z) - pi/2.
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// This leads to: z^2 - [(2/3)(-zeta)^(3/2) + pi/2]z + 1/2 = 0.
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//
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// With this initial estimate, Newton-Raphson iteration is used
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// to refine the value of the estimate of the root of z
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// as a function of zeta.
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const T v_pow_third(boost::math::cbrt(v));
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const T v_pow_minus_two_thirds(T(1) / (v_pow_third * v_pow_third));
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// Obtain zeta using the order v combined with the m'th root of
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// an airy function, as shown in A&S Eq. 9.5.22.
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const T zeta = v_pow_minus_two_thirds * (-ai_bi_root);
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const T zeta_sqrt = sqrt(zeta);
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// Set up a quadratic equation based on the Taylor series
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// expansion mentioned above.
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const T b = -((((zeta * zeta_sqrt) * 2U) / 3U) + boost::math::constants::half_pi<T>());
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// Solve the quadratic equation, taking the positive root.
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const T z_estimate = (-b + sqrt((b * b) - T(2))) / 2U;
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// Establish the range, the digits, and the iteration limit
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// for the upcoming root-finding.
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const T range_zmin = (std::max<T>)(z_estimate - T(1), T(1));
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const T range_zmax = z_estimate + T(1);
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const int my_digits10 = static_cast<int>(static_cast<float>(boost::math::tools::digits<T>() * 0.301F));
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// Select the maximum allowed iterations based on the number
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// of decimal digits in the numeric type T, being at least 12.
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const boost::uintmax_t iterations_allowed = static_cast<boost::uintmax_t>((std::max)(12, my_digits10 * 2));
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boost::uintmax_t iterations_used = iterations_allowed;
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// Calculate the root of z as a function of zeta.
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const T z = boost::math::tools::newton_raphson_iterate(
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boost::math::detail::bessel_zero::equation_as_9_3_39_and_its_derivative<T>(zeta),
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z_estimate,
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range_zmin,
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range_zmax,
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(std::min)(boost::math::tools::digits<T>(), boost::math::tools::digits<float>()),
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iterations_used);
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static_cast<void>(iterations_used);
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// Continue with the implementation of A&S Eq. 9.3.39.
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const T zsq_minus_one = (z * z) - T(1);
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const T zsq_minus_one_sqrt = sqrt(zsq_minus_one);
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// This is A&S Eq. 9.3.42.
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const T b0_term_5_24 = T(5) / ((zsq_minus_one * zsq_minus_one_sqrt) * 24U);
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const T b0_term_1_8 = T(1) / ( zsq_minus_one_sqrt * 8U);
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const T b0_term_5_48 = T(5) / ((zeta * zeta) * 48U);
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const T b0 = -b0_term_5_48 + ((b0_term_5_24 + b0_term_1_8) / zeta_sqrt);
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// This is the second line of A&S Eq. 9.5.26 for f_k with k = 1.
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const T f1 = ((z * zeta_sqrt) * b0) / zsq_minus_one_sqrt;
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// This is A&S Eq. 9.5.22 expanded to k = 1 (i.e., one term in the series).
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return (v * z) + (f1 / v);
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}
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namespace cyl_bessel_j_zero_detail
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{
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template<class T>
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T equation_nist_10_21_40_a(const T& v)
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{
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const T v_pow_third(boost::math::cbrt(v));
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const T v_pow_minus_two_thirds(T(1) / (v_pow_third * v_pow_third));
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return v * ((((( + T(0.043)
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* v_pow_minus_two_thirds - T(0.0908))
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* v_pow_minus_two_thirds - T(0.00397))
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* v_pow_minus_two_thirds + T(1.033150))
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* v_pow_minus_two_thirds + T(1.8557571))
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* v_pow_minus_two_thirds + T(1));
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}
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template<class T, class Policy>
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class function_object_jv
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{
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public:
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function_object_jv(const T& v,
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const Policy& pol) : my_v(v),
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my_pol(pol) { }
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T operator()(const T& x) const
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{
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return boost::math::cyl_bessel_j(my_v, x, my_pol);
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}
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private:
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const T my_v;
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const Policy& my_pol;
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const function_object_jv& operator=(const function_object_jv&);
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};
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template<class T, class Policy>
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class function_object_jv_and_jv_prime
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{
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public:
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function_object_jv_and_jv_prime(const T& v,
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const bool order_is_zero,
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const Policy& pol) : my_v(v),
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my_order_is_zero(order_is_zero),
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my_pol(pol) { }
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boost::math::tuple<T, T> operator()(const T& x) const
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{
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// Obtain Jv(x) and Jv'(x).
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// Chris's original code called the Bessel function implementation layer direct,
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// but that circumvented optimizations for integer-orders. Call the documented
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// top level functions instead, and let them sort out which implementation to use.
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T j_v;
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T j_v_prime;
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if(my_order_is_zero)
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{
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j_v = boost::math::cyl_bessel_j(0, x, my_pol);
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j_v_prime = -boost::math::cyl_bessel_j(1, x, my_pol);
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}
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else
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{
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j_v = boost::math::cyl_bessel_j( my_v, x, my_pol);
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const T j_v_m1 (boost::math::cyl_bessel_j(T(my_v - 1), x, my_pol));
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j_v_prime = j_v_m1 - ((my_v * j_v) / x);
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}
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// Return a tuple containing both Jv(x) and Jv'(x).
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return boost::math::make_tuple(j_v, j_v_prime);
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}
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private:
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const T my_v;
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const bool my_order_is_zero;
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const Policy& my_pol;
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const function_object_jv_and_jv_prime& operator=(const function_object_jv_and_jv_prime&);
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};
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template<class T> bool my_bisection_unreachable_tolerance(const T&, const T&) { return false; }
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template<class T, class Policy>
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T initial_guess(const T& v, const int m, const Policy& pol)
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{
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BOOST_MATH_STD_USING // ADL of std names, needed for floor.
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// Compute an estimate of the m'th root of cyl_bessel_j.
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T guess;
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// There is special handling for negative order.
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if(v < 0)
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{
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if((m == 1) && (v > -0.5F))
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{
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// For small, negative v, use the results of empirical curve fitting.
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// Mathematica(R) session for the coefficients:
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// Table[{n, BesselJZero[n, 1]}, {n, -(1/2), 0, 1/10}]
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// N[%, 20]
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// Fit[%, {n^0, n^1, n^2, n^3, n^4, n^5, n^6}, n]
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guess = ((((( - T(0.2321156900729)
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* v - T(0.1493247777488))
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* v - T(0.15205419167239))
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* v + T(0.07814930561249))
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* v - T(0.17757573537688))
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* v + T(1.542805677045663))
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* v + T(2.40482555769577277);
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return guess;
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}
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// Create the positive order and extract its positive floor integer part.
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const T vv(-v);
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const T vv_floor(floor(vv));
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// The to-be-found root is bracketed by the roots of the
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// Bessel function whose reflected, positive integer order
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// is less than, but nearest to vv.
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T root_hi = boost::math::detail::bessel_zero::cyl_bessel_j_zero_detail::initial_guess(vv_floor, m, pol);
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T root_lo;
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if(m == 1)
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{
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// The estimate of the first root for negative order is found using
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// an adaptive range-searching algorithm.
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root_lo = T(root_hi - 0.1F);
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const bool hi_end_of_bracket_is_negative = (boost::math::cyl_bessel_j(v, root_hi, pol) < 0);
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while((root_lo > boost::math::tools::epsilon<T>()))
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{
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const bool lo_end_of_bracket_is_negative = (boost::math::cyl_bessel_j(v, root_lo, pol) < 0);
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if(hi_end_of_bracket_is_negative != lo_end_of_bracket_is_negative)
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{
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break;
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}
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root_hi = root_lo;
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// Decrease the lower end of the bracket using an adaptive algorithm.
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if(root_lo > 0.5F)
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{
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root_lo -= 0.5F;
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}
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else
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{
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root_lo *= 0.75F;
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}
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}
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}
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else
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{
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root_lo = boost::math::detail::bessel_zero::cyl_bessel_j_zero_detail::initial_guess(vv_floor, m - 1, pol);
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}
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// Perform several steps of bisection iteration to refine the guess.
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boost::uintmax_t number_of_iterations(12U);
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// Do the bisection iteration.
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const boost::math::tuple<T, T> guess_pair =
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boost::math::tools::bisect(
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boost::math::detail::bessel_zero::cyl_bessel_j_zero_detail::function_object_jv<T, Policy>(v, pol),
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root_lo,
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root_hi,
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boost::math::detail::bessel_zero::cyl_bessel_j_zero_detail::my_bisection_unreachable_tolerance<T>,
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number_of_iterations);
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return (boost::math::get<0>(guess_pair) + boost::math::get<1>(guess_pair)) / 2U;
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}
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if(m == 1U)
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{
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// Get the initial estimate of the first root.
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if(v < 2.2F)
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{
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// For small v, use the results of empirical curve fitting.
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// Mathematica(R) session for the coefficients:
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// Table[{n, BesselJZero[n, 1]}, {n, 0, 22/10, 1/10}]
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// N[%, 20]
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// Fit[%, {n^0, n^1, n^2, n^3, n^4, n^5, n^6}, n]
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guess = ((((( - T(0.0008342379046010)
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* v + T(0.007590035637410))
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* v - T(0.030640914772013))
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* v + T(0.078232088020106))
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* v - T(0.169668712590620))
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* v + T(1.542187960073750))
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* v + T(2.4048359915254634);
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}
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else
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{
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// For larger v, use the first line of Eqs. 10.21.40 in the NIST Handbook.
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guess = boost::math::detail::bessel_zero::cyl_bessel_j_zero_detail::equation_nist_10_21_40_a(v);
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}
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}
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else
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{
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if(v < 2.2F)
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{
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// Use Eq. 10.21.19 in the NIST Handbook.
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const T a(((v + T(m * 2U)) - T(0.5)) * boost::math::constants::half_pi<T>());
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guess = boost::math::detail::bessel_zero::equation_nist_10_21_19(v, a);
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}
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else
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{
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// Get an estimate of the m'th root of airy_ai.
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const T airy_ai_root(boost::math::detail::airy_zero::airy_ai_zero_detail::initial_guess<T>(m));
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// Use Eq. 9.5.26 in the A&S Handbook.
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guess = boost::math::detail::bessel_zero::equation_as_9_5_26(v, airy_ai_root);
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}
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}
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return guess;
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}
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} // namespace cyl_bessel_j_zero_detail
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namespace cyl_neumann_zero_detail
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{
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template<class T>
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T equation_nist_10_21_40_b(const T& v)
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{
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const T v_pow_third(boost::math::cbrt(v));
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const T v_pow_minus_two_thirds(T(1) / (v_pow_third * v_pow_third));
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return v * ((((( - T(0.001)
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* v_pow_minus_two_thirds - T(0.0060))
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* v_pow_minus_two_thirds + T(0.01198))
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* v_pow_minus_two_thirds + T(0.260351))
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* v_pow_minus_two_thirds + T(0.9315768))
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* v_pow_minus_two_thirds + T(1));
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}
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template<class T, class Policy>
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class function_object_yv
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{
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public:
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function_object_yv(const T& v,
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const Policy& pol) : my_v(v),
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my_pol(pol) { }
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T operator()(const T& x) const
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{
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return boost::math::cyl_neumann(my_v, x, my_pol);
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}
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private:
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const T my_v;
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const Policy& my_pol;
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const function_object_yv& operator=(const function_object_yv&);
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};
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template<class T, class Policy>
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class function_object_yv_and_yv_prime
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{
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public:
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function_object_yv_and_yv_prime(const T& v,
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const Policy& pol) : my_v(v),
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my_pol(pol) { }
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boost::math::tuple<T, T> operator()(const T& x) const
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{
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const T half_epsilon(boost::math::tools::epsilon<T>() / 2U);
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const bool order_is_zero = ((my_v > -half_epsilon) && (my_v < +half_epsilon));
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// Obtain Yv(x) and Yv'(x).
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// Chris's original code called the Bessel function implementation layer direct,
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// but that circumvented optimizations for integer-orders. Call the documented
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// top level functions instead, and let them sort out which implementation to use.
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T y_v;
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T y_v_prime;
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if(order_is_zero)
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{
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y_v = boost::math::cyl_neumann(0, x, my_pol);
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y_v_prime = -boost::math::cyl_neumann(1, x, my_pol);
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}
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else
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{
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y_v = boost::math::cyl_neumann( my_v, x, my_pol);
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const T y_v_m1 (boost::math::cyl_neumann(T(my_v - 1), x, my_pol));
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y_v_prime = y_v_m1 - ((my_v * y_v) / x);
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}
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|
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// Return a tuple containing both Yv(x) and Yv'(x).
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return boost::math::make_tuple(y_v, y_v_prime);
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}
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|
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private:
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const T my_v;
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const Policy& my_pol;
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const function_object_yv_and_yv_prime& operator=(const function_object_yv_and_yv_prime&);
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};
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|
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template<class T> bool my_bisection_unreachable_tolerance(const T&, const T&) { return false; }
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|
|
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template<class T, class Policy>
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T initial_guess(const T& v, const int m, const Policy& pol)
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|
{
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|
BOOST_MATH_STD_USING // ADL of std names, needed for floor.
|
|
|
|
// Compute an estimate of the m'th root of cyl_neumann.
|
|
|
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T guess;
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|
|
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// There is special handling for negative order.
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if(v < 0)
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|
{
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// Create the positive order and extract its positive floor and ceiling integer parts.
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|
const T vv(-v);
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|
const T vv_floor(floor(vv));
|
|
|
|
// The to-be-found root is bracketed by the roots of the
|
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// Bessel function whose reflected, positive integer order
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|
// is less than, but nearest to vv.
|
|
|
|
// The special case of negative, half-integer order uses
|
|
// the relation between Yv and spherical Bessel functions
|
|
// in order to obtain the bracket for the root.
|
|
// In these special cases, cyl_neumann(-n/2, x) = sph_bessel_j(+n/2, x)
|
|
// for v = -n/2.
|
|
|
|
T root_hi;
|
|
T root_lo;
|
|
|
|
if(m == 1)
|
|
{
|
|
// The estimate of the first root for negative order is found using
|
|
// an adaptive range-searching algorithm.
|
|
// Take special precautions for the discontinuity at negative,
|
|
// half-integer orders and use different brackets above and below these.
|
|
if(T(vv - vv_floor) < 0.5F)
|
|
{
|
|
root_hi = boost::math::detail::bessel_zero::cyl_neumann_zero_detail::initial_guess(vv_floor, m, pol);
|
|
}
|
|
else
|
|
{
|
|
root_hi = boost::math::detail::bessel_zero::cyl_bessel_j_zero_detail::initial_guess(T(vv_floor + 0.5F), m, pol);
|
|
}
|
|
|
|
root_lo = T(root_hi - 0.1F);
|
|
|
|
const bool hi_end_of_bracket_is_negative = (boost::math::cyl_neumann(v, root_hi, pol) < 0);
|
|
|
|
while((root_lo > boost::math::tools::epsilon<T>()))
|
|
{
|
|
const bool lo_end_of_bracket_is_negative = (boost::math::cyl_neumann(v, root_lo, pol) < 0);
|
|
|
|
if(hi_end_of_bracket_is_negative != lo_end_of_bracket_is_negative)
|
|
{
|
|
break;
|
|
}
|
|
|
|
root_hi = root_lo;
|
|
|
|
// Decrease the lower end of the bracket using an adaptive algorithm.
|
|
if(root_lo > 0.5F)
|
|
{
|
|
root_lo -= 0.5F;
|
|
}
|
|
else
|
|
{
|
|
root_lo *= 0.75F;
|
|
}
|
|
}
|
|
}
|
|
else
|
|
{
|
|
if(T(vv - vv_floor) < 0.5F)
|
|
{
|
|
root_lo = boost::math::detail::bessel_zero::cyl_neumann_zero_detail::initial_guess(vv_floor, m - 1, pol);
|
|
root_hi = boost::math::detail::bessel_zero::cyl_neumann_zero_detail::initial_guess(vv_floor, m, pol);
|
|
root_lo += 0.01F;
|
|
root_hi += 0.01F;
|
|
}
|
|
else
|
|
{
|
|
root_lo = boost::math::detail::bessel_zero::cyl_bessel_j_zero_detail::initial_guess(T(vv_floor + 0.5F), m - 1, pol);
|
|
root_hi = boost::math::detail::bessel_zero::cyl_bessel_j_zero_detail::initial_guess(T(vv_floor + 0.5F), m, pol);
|
|
root_lo += 0.01F;
|
|
root_hi += 0.01F;
|
|
}
|
|
}
|
|
|
|
// Perform several steps of bisection iteration to refine the guess.
|
|
boost::uintmax_t number_of_iterations(12U);
|
|
|
|
// Do the bisection iteration.
|
|
const boost::math::tuple<T, T> guess_pair =
|
|
boost::math::tools::bisect(
|
|
boost::math::detail::bessel_zero::cyl_neumann_zero_detail::function_object_yv<T, Policy>(v, pol),
|
|
root_lo,
|
|
root_hi,
|
|
boost::math::detail::bessel_zero::cyl_neumann_zero_detail::my_bisection_unreachable_tolerance<T>,
|
|
number_of_iterations);
|
|
|
|
return (boost::math::get<0>(guess_pair) + boost::math::get<1>(guess_pair)) / 2U;
|
|
}
|
|
|
|
if(m == 1U)
|
|
{
|
|
// Get the initial estimate of the first root.
|
|
|
|
if(v < 2.2F)
|
|
{
|
|
// For small v, use the results of empirical curve fitting.
|
|
// Mathematica(R) session for the coefficients:
|
|
// Table[{n, BesselYZero[n, 1]}, {n, 0, 22/10, 1/10}]
|
|
// N[%, 20]
|
|
// Fit[%, {n^0, n^1, n^2, n^3, n^4, n^5, n^6}, n]
|
|
guess = ((((( - T(0.0025095909235652)
|
|
* v + T(0.021291887049053))
|
|
* v - T(0.076487785486526))
|
|
* v + T(0.159110268115362))
|
|
* v - T(0.241681668765196))
|
|
* v + T(1.4437846310885244))
|
|
* v + T(0.89362115190200490);
|
|
}
|
|
else
|
|
{
|
|
// For larger v, use the second line of Eqs. 10.21.40 in the NIST Handbook.
|
|
guess = boost::math::detail::bessel_zero::cyl_neumann_zero_detail::equation_nist_10_21_40_b(v);
|
|
}
|
|
}
|
|
else
|
|
{
|
|
if(v < 2.2F)
|
|
{
|
|
// Use Eq. 10.21.19 in the NIST Handbook.
|
|
const T a(((v + T(m * 2U)) - T(1.5)) * boost::math::constants::half_pi<T>());
|
|
|
|
guess = boost::math::detail::bessel_zero::equation_nist_10_21_19(v, a);
|
|
}
|
|
else
|
|
{
|
|
// Get an estimate of the m'th root of airy_bi.
|
|
const T airy_bi_root(boost::math::detail::airy_zero::airy_bi_zero_detail::initial_guess<T>(m));
|
|
|
|
// Use Eq. 9.5.26 in the A&S Handbook.
|
|
guess = boost::math::detail::bessel_zero::equation_as_9_5_26(v, airy_bi_root);
|
|
}
|
|
}
|
|
|
|
return guess;
|
|
}
|
|
} // namespace cyl_neumann_zero_detail
|
|
} // namespace bessel_zero
|
|
} } } // namespace boost::math::detail
|
|
|
|
#endif // _BESSEL_JY_ZERO_2013_01_18_HPP_
|