1 | // Special functions -*- C++ -*-
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2 |
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3 | // Copyright (C) 2006-2021 Free Software Foundation, Inc.
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4 | //
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5 | // This file is part of the GNU ISO C++ Library. This library is free
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6 | // software; you can redistribute it and/or modify it under the
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7 | // terms of the GNU General Public License as published by the
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8 | // Free Software Foundation; either version 3, or (at your option)
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9 | // any later version.
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10 | //
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11 | // This library is distributed in the hope that it will be useful,
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12 | // but WITHOUT ANY WARRANTY; without even the implied warranty of
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13 | // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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14 | // GNU General Public License for more details.
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15 | //
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16 | // Under Section 7 of GPL version 3, you are granted additional
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17 | // permissions described in the GCC Runtime Library Exception, version
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18 | // 3.1, as published by the Free Software Foundation.
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19 |
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20 | // You should have received a copy of the GNU General Public License and
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21 | // a copy of the GCC Runtime Library Exception along with this program;
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22 | // see the files COPYING3 and COPYING.RUNTIME respectively. If not, see
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23 | // <http://www.gnu.org/licenses/>.
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24 |
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25 | /** @file tr1/hypergeometric.tcc
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26 | * This is an internal header file, included by other library headers.
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27 | * Do not attempt to use it directly. @headername{tr1/cmath}
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28 | */
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29 |
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30 | //
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31 | // ISO C++ 14882 TR1: 5.2 Special functions
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32 | //
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33 |
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34 | // Written by Edward Smith-Rowland based:
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35 | // (1) Handbook of Mathematical Functions,
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36 | // ed. Milton Abramowitz and Irene A. Stegun,
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37 | // Dover Publications,
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38 | // Section 6, pp. 555-566
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39 | // (2) The Gnu Scientific Library, http://www.gnu.org/software/gsl
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40 |
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41 | #ifndef _GLIBCXX_TR1_HYPERGEOMETRIC_TCC
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42 | #define _GLIBCXX_TR1_HYPERGEOMETRIC_TCC 1
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43 |
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44 | namespace std _GLIBCXX_VISIBILITY(default)
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45 | {
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46 | _GLIBCXX_BEGIN_NAMESPACE_VERSION
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47 |
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48 | #if _GLIBCXX_USE_STD_SPEC_FUNCS
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49 | # define _GLIBCXX_MATH_NS ::std
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50 | #elif defined(_GLIBCXX_TR1_CMATH)
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51 | namespace tr1
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52 | {
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53 | # define _GLIBCXX_MATH_NS ::std::tr1
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54 | #else
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55 | # error do not include this header directly, use <cmath> or <tr1/cmath>
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56 | #endif
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57 | // [5.2] Special functions
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58 |
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59 | // Implementation-space details.
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60 | namespace __detail
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61 | {
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62 | /**
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63 | * @brief This routine returns the confluent hypergeometric function
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64 | * by series expansion.
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65 | *
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66 | * @f[
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67 | * _1F_1(a;c;x) = \frac{\Gamma(c)}{\Gamma(a)}
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68 | * \sum_{n=0}^{\infty}
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69 | * \frac{\Gamma(a+n)}{\Gamma(c+n)}
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70 | * \frac{x^n}{n!}
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71 | * @f]
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72 | *
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73 | * If a and b are integers and a < 0 and either b > 0 or b < a
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74 | * then the series is a polynomial with a finite number of
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75 | * terms. If b is an integer and b <= 0 the confluent
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76 | * hypergeometric function is undefined.
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77 | *
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78 | * @param __a The "numerator" parameter.
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79 | * @param __c The "denominator" parameter.
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80 | * @param __x The argument of the confluent hypergeometric function.
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81 | * @return The confluent hypergeometric function.
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82 | */
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83 | template<typename _Tp>
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84 | _Tp
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85 | __conf_hyperg_series(_Tp __a, _Tp __c, _Tp __x)
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86 | {
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87 | const _Tp __eps = std::numeric_limits<_Tp>::epsilon();
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88 |
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89 | _Tp __term = _Tp(1);
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90 | _Tp __Fac = _Tp(1);
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91 | const unsigned int __max_iter = 100000;
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92 | unsigned int __i;
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93 | for (__i = 0; __i < __max_iter; ++__i)
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94 | {
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95 | __term *= (__a + _Tp(__i)) * __x
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96 | / ((__c + _Tp(__i)) * _Tp(1 + __i));
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97 | if (std::abs(__term) < __eps)
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98 | {
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99 | break;
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100 | }
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101 | __Fac += __term;
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102 | }
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103 | if (__i == __max_iter)
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104 | std::__throw_runtime_error(__N("Series failed to converge "
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105 | "in __conf_hyperg_series."));
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106 |
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107 | return __Fac;
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108 | }
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109 |
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110 |
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111 | /**
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112 | * @brief Return the hypogeometric function @f$ _2F_1(a,b;c;x) @f$
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113 | * by an iterative procedure described in
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114 | * Luke, Algorithms for the Computation of Mathematical Functions.
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115 | *
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116 | * Like the case of the 2F1 rational approximations, these are
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117 | * probably guaranteed to converge for x < 0, barring gross
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118 | * numerical instability in the pre-asymptotic regime.
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119 | */
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120 | template<typename _Tp>
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121 | _Tp
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122 | __conf_hyperg_luke(_Tp __a, _Tp __c, _Tp __xin)
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123 | {
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124 | const _Tp __big = std::pow(std::numeric_limits<_Tp>::max(), _Tp(0.16L));
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125 | const int __nmax = 20000;
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126 | const _Tp __eps = std::numeric_limits<_Tp>::epsilon();
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127 | const _Tp __x = -__xin;
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128 | const _Tp __x3 = __x * __x * __x;
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129 | const _Tp __t0 = __a / __c;
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130 | const _Tp __t1 = (__a + _Tp(1)) / (_Tp(2) * __c);
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131 | const _Tp __t2 = (__a + _Tp(2)) / (_Tp(2) * (__c + _Tp(1)));
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132 | _Tp __F = _Tp(1);
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133 | _Tp __prec;
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134 |
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135 | _Tp __Bnm3 = _Tp(1);
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136 | _Tp __Bnm2 = _Tp(1) + __t1 * __x;
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137 | _Tp __Bnm1 = _Tp(1) + __t2 * __x * (_Tp(1) + __t1 / _Tp(3) * __x);
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138 |
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139 | _Tp __Anm3 = _Tp(1);
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140 | _Tp __Anm2 = __Bnm2 - __t0 * __x;
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141 | _Tp __Anm1 = __Bnm1 - __t0 * (_Tp(1) + __t2 * __x) * __x
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142 | + __t0 * __t1 * (__c / (__c + _Tp(1))) * __x * __x;
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143 |
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144 | int __n = 3;
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145 | while(1)
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146 | {
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147 | _Tp __npam1 = _Tp(__n - 1) + __a;
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148 | _Tp __npcm1 = _Tp(__n - 1) + __c;
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149 | _Tp __npam2 = _Tp(__n - 2) + __a;
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150 | _Tp __npcm2 = _Tp(__n - 2) + __c;
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151 | _Tp __tnm1 = _Tp(2 * __n - 1);
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152 | _Tp __tnm3 = _Tp(2 * __n - 3);
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153 | _Tp __tnm5 = _Tp(2 * __n - 5);
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154 | _Tp __F1 = (_Tp(__n - 2) - __a) / (_Tp(2) * __tnm3 * __npcm1);
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155 | _Tp __F2 = (_Tp(__n) + __a) * __npam1
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156 | / (_Tp(4) * __tnm1 * __tnm3 * __npcm2 * __npcm1);
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157 | _Tp __F3 = -__npam2 * __npam1 * (_Tp(__n - 2) - __a)
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158 | / (_Tp(8) * __tnm3 * __tnm3 * __tnm5
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159 | * (_Tp(__n - 3) + __c) * __npcm2 * __npcm1);
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160 | _Tp __E = -__npam1 * (_Tp(__n - 1) - __c)
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161 | / (_Tp(2) * __tnm3 * __npcm2 * __npcm1);
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162 |
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163 | _Tp __An = (_Tp(1) + __F1 * __x) * __Anm1
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164 | + (__E + __F2 * __x) * __x * __Anm2 + __F3 * __x3 * __Anm3;
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165 | _Tp __Bn = (_Tp(1) + __F1 * __x) * __Bnm1
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166 | + (__E + __F2 * __x) * __x * __Bnm2 + __F3 * __x3 * __Bnm3;
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167 | _Tp __r = __An / __Bn;
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168 |
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169 | __prec = std::abs((__F - __r) / __F);
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170 | __F = __r;
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171 |
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172 | if (__prec < __eps || __n > __nmax)
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173 | break;
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174 |
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175 | if (std::abs(__An) > __big || std::abs(__Bn) > __big)
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176 | {
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177 | __An /= __big;
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178 | __Bn /= __big;
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179 | __Anm1 /= __big;
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180 | __Bnm1 /= __big;
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181 | __Anm2 /= __big;
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182 | __Bnm2 /= __big;
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183 | __Anm3 /= __big;
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184 | __Bnm3 /= __big;
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185 | }
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186 | else if (std::abs(__An) < _Tp(1) / __big
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187 | || std::abs(__Bn) < _Tp(1) / __big)
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188 | {
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189 | __An *= __big;
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190 | __Bn *= __big;
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191 | __Anm1 *= __big;
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192 | __Bnm1 *= __big;
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193 | __Anm2 *= __big;
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194 | __Bnm2 *= __big;
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195 | __Anm3 *= __big;
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196 | __Bnm3 *= __big;
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197 | }
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198 |
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199 | ++__n;
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200 | __Bnm3 = __Bnm2;
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201 | __Bnm2 = __Bnm1;
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202 | __Bnm1 = __Bn;
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203 | __Anm3 = __Anm2;
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204 | __Anm2 = __Anm1;
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205 | __Anm1 = __An;
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206 | }
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207 |
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208 | if (__n >= __nmax)
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209 | std::__throw_runtime_error(__N("Iteration failed to converge "
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210 | "in __conf_hyperg_luke."));
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211 |
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212 | return __F;
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213 | }
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214 |
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215 |
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216 | /**
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217 | * @brief Return the confluent hypogeometric function
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218 | * @f$ _1F_1(a;c;x) @f$.
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219 | *
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220 | * @todo Handle b == nonpositive integer blowup - return NaN.
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221 | *
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222 | * @param __a The @a numerator parameter.
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223 | * @param __c The @a denominator parameter.
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224 | * @param __x The argument of the confluent hypergeometric function.
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225 | * @return The confluent hypergeometric function.
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226 | */
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227 | template<typename _Tp>
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228 | _Tp
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229 | __conf_hyperg(_Tp __a, _Tp __c, _Tp __x)
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230 | {
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231 | #if _GLIBCXX_USE_C99_MATH_TR1
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232 | const _Tp __c_nint = _GLIBCXX_MATH_NS::nearbyint(__c);
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233 | #else
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234 | const _Tp __c_nint = static_cast<int>(__c + _Tp(0.5L));
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235 | #endif
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236 | if (__isnan(__a) || __isnan(__c) || __isnan(__x))
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237 | return std::numeric_limits<_Tp>::quiet_NaN();
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238 | else if (__c_nint == __c && __c_nint <= 0)
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239 | return std::numeric_limits<_Tp>::infinity();
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240 | else if (__a == _Tp(0))
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241 | return _Tp(1);
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242 | else if (__c == __a)
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243 | return std::exp(__x);
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244 | else if (__x < _Tp(0))
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245 | return __conf_hyperg_luke(__a, __c, __x);
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246 | else
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247 | return __conf_hyperg_series(__a, __c, __x);
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248 | }
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249 |
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250 |
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251 | /**
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252 | * @brief Return the hypogeometric function @f$ _2F_1(a,b;c;x) @f$
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253 | * by series expansion.
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254 | *
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255 | * The hypogeometric function is defined by
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256 | * @f[
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257 | * _2F_1(a,b;c;x) = \frac{\Gamma(c)}{\Gamma(a)\Gamma(b)}
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258 | * \sum_{n=0}^{\infty}
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259 | * \frac{\Gamma(a+n)\Gamma(b+n)}{\Gamma(c+n)}
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260 | * \frac{x^n}{n!}
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261 | * @f]
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262 | *
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263 | * This works and it's pretty fast.
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264 | *
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265 | * @param __a The first @a numerator parameter.
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266 | * @param __a The second @a numerator parameter.
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267 | * @param __c The @a denominator parameter.
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268 | * @param __x The argument of the confluent hypergeometric function.
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269 | * @return The confluent hypergeometric function.
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270 | */
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271 | template<typename _Tp>
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272 | _Tp
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273 | __hyperg_series(_Tp __a, _Tp __b, _Tp __c, _Tp __x)
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274 | {
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275 | const _Tp __eps = std::numeric_limits<_Tp>::epsilon();
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276 |
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277 | _Tp __term = _Tp(1);
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278 | _Tp __Fabc = _Tp(1);
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279 | const unsigned int __max_iter = 100000;
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280 | unsigned int __i;
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281 | for (__i = 0; __i < __max_iter; ++__i)
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282 | {
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283 | __term *= (__a + _Tp(__i)) * (__b + _Tp(__i)) * __x
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284 | / ((__c + _Tp(__i)) * _Tp(1 + __i));
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285 | if (std::abs(__term) < __eps)
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286 | {
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287 | break;
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288 | }
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289 | __Fabc += __term;
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290 | }
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291 | if (__i == __max_iter)
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292 | std::__throw_runtime_error(__N("Series failed to converge "
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293 | "in __hyperg_series."));
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294 |
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295 | return __Fabc;
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296 | }
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297 |
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298 |
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299 | /**
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300 | * @brief Return the hypogeometric function @f$ _2F_1(a,b;c;x) @f$
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301 | * by an iterative procedure described in
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302 | * Luke, Algorithms for the Computation of Mathematical Functions.
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303 | */
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304 | template<typename _Tp>
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305 | _Tp
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306 | __hyperg_luke(_Tp __a, _Tp __b, _Tp __c, _Tp __xin)
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307 | {
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308 | const _Tp __big = std::pow(std::numeric_limits<_Tp>::max(), _Tp(0.16L));
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309 | const int __nmax = 20000;
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310 | const _Tp __eps = std::numeric_limits<_Tp>::epsilon();
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311 | const _Tp __x = -__xin;
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312 | const _Tp __x3 = __x * __x * __x;
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313 | const _Tp __t0 = __a * __b / __c;
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314 | const _Tp __t1 = (__a + _Tp(1)) * (__b + _Tp(1)) / (_Tp(2) * __c);
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315 | const _Tp __t2 = (__a + _Tp(2)) * (__b + _Tp(2))
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316 | / (_Tp(2) * (__c + _Tp(1)));
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317 |
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318 | _Tp __F = _Tp(1);
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319 |
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320 | _Tp __Bnm3 = _Tp(1);
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321 | _Tp __Bnm2 = _Tp(1) + __t1 * __x;
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322 | _Tp __Bnm1 = _Tp(1) + __t2 * __x * (_Tp(1) + __t1 / _Tp(3) * __x);
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323 |
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324 | _Tp __Anm3 = _Tp(1);
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325 | _Tp __Anm2 = __Bnm2 - __t0 * __x;
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326 | _Tp __Anm1 = __Bnm1 - __t0 * (_Tp(1) + __t2 * __x) * __x
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327 | + __t0 * __t1 * (__c / (__c + _Tp(1))) * __x * __x;
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328 |
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329 | int __n = 3;
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330 | while (1)
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331 | {
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332 | const _Tp __npam1 = _Tp(__n - 1) + __a;
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333 | const _Tp __npbm1 = _Tp(__n - 1) + __b;
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334 | const _Tp __npcm1 = _Tp(__n - 1) + __c;
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335 | const _Tp __npam2 = _Tp(__n - 2) + __a;
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336 | const _Tp __npbm2 = _Tp(__n - 2) + __b;
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337 | const _Tp __npcm2 = _Tp(__n - 2) + __c;
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338 | const _Tp __tnm1 = _Tp(2 * __n - 1);
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339 | const _Tp __tnm3 = _Tp(2 * __n - 3);
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340 | const _Tp __tnm5 = _Tp(2 * __n - 5);
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341 | const _Tp __n2 = __n * __n;
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342 | const _Tp __F1 = (_Tp(3) * __n2 + (__a + __b - _Tp(6)) * __n
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343 | + _Tp(2) - __a * __b - _Tp(2) * (__a + __b))
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344 | / (_Tp(2) * __tnm3 * __npcm1);
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345 | const _Tp __F2 = -(_Tp(3) * __n2 - (__a + __b + _Tp(6)) * __n
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346 | + _Tp(2) - __a * __b) * __npam1 * __npbm1
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347 | / (_Tp(4) * __tnm1 * __tnm3 * __npcm2 * __npcm1);
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348 | const _Tp __F3 = (__npam2 * __npam1 * __npbm2 * __npbm1
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349 | * (_Tp(__n - 2) - __a) * (_Tp(__n - 2) - __b))
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350 | / (_Tp(8) * __tnm3 * __tnm3 * __tnm5
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351 | * (_Tp(__n - 3) + __c) * __npcm2 * __npcm1);
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352 | const _Tp __E = -__npam1 * __npbm1 * (_Tp(__n - 1) - __c)
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353 | / (_Tp(2) * __tnm3 * __npcm2 * __npcm1);
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354 |
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355 | _Tp __An = (_Tp(1) + __F1 * __x) * __Anm1
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356 | + (__E + __F2 * __x) * __x * __Anm2 + __F3 * __x3 * __Anm3;
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357 | _Tp __Bn = (_Tp(1) + __F1 * __x) * __Bnm1
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358 | + (__E + __F2 * __x) * __x * __Bnm2 + __F3 * __x3 * __Bnm3;
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359 | const _Tp __r = __An / __Bn;
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360 |
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361 | const _Tp __prec = std::abs((__F - __r) / __F);
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362 | __F = __r;
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363 |
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364 | if (__prec < __eps || __n > __nmax)
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365 | break;
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366 |
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367 | if (std::abs(__An) > __big || std::abs(__Bn) > __big)
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368 | {
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369 | __An /= __big;
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370 | __Bn /= __big;
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371 | __Anm1 /= __big;
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372 | __Bnm1 /= __big;
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373 | __Anm2 /= __big;
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374 | __Bnm2 /= __big;
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375 | __Anm3 /= __big;
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376 | __Bnm3 /= __big;
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377 | }
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378 | else if (std::abs(__An) < _Tp(1) / __big
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379 | || std::abs(__Bn) < _Tp(1) / __big)
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380 | {
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381 | __An *= __big;
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382 | __Bn *= __big;
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383 | __Anm1 *= __big;
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384 | __Bnm1 *= __big;
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385 | __Anm2 *= __big;
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386 | __Bnm2 *= __big;
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387 | __Anm3 *= __big;
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388 | __Bnm3 *= __big;
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389 | }
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390 |
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391 | ++__n;
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392 | __Bnm3 = __Bnm2;
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393 | __Bnm2 = __Bnm1;
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394 | __Bnm1 = __Bn;
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395 | __Anm3 = __Anm2;
|
---|
396 | __Anm2 = __Anm1;
|
---|
397 | __Anm1 = __An;
|
---|
398 | }
|
---|
399 |
|
---|
400 | if (__n >= __nmax)
|
---|
401 | std::__throw_runtime_error(__N("Iteration failed to converge "
|
---|
402 | "in __hyperg_luke."));
|
---|
403 |
|
---|
404 | return __F;
|
---|
405 | }
|
---|
406 |
|
---|
407 |
|
---|
408 | /**
|
---|
409 | * @brief Return the hypogeometric function @f$ _2F_1(a,b;c;x) @f$
|
---|
410 | * by the reflection formulae in Abramowitz & Stegun formula
|
---|
411 | * 15.3.6 for d = c - a - b not integral and formula 15.3.11 for
|
---|
412 | * d = c - a - b integral. This assumes a, b, c != negative
|
---|
413 | * integer.
|
---|
414 | *
|
---|
415 | * The hypogeometric function is defined by
|
---|
416 | * @f[
|
---|
417 | * _2F_1(a,b;c;x) = \frac{\Gamma(c)}{\Gamma(a)\Gamma(b)}
|
---|
418 | * \sum_{n=0}^{\infty}
|
---|
419 | * \frac{\Gamma(a+n)\Gamma(b+n)}{\Gamma(c+n)}
|
---|
420 | * \frac{x^n}{n!}
|
---|
421 | * @f]
|
---|
422 | *
|
---|
423 | * The reflection formula for nonintegral @f$ d = c - a - b @f$ is:
|
---|
424 | * @f[
|
---|
425 | * _2F_1(a,b;c;x) = \frac{\Gamma(c)\Gamma(d)}{\Gamma(c-a)\Gamma(c-b)}
|
---|
426 | * _2F_1(a,b;1-d;1-x)
|
---|
427 | * + \frac{\Gamma(c)\Gamma(-d)}{\Gamma(a)\Gamma(b)}
|
---|
428 | * _2F_1(c-a,c-b;1+d;1-x)
|
---|
429 | * @f]
|
---|
430 | *
|
---|
431 | * The reflection formula for integral @f$ m = c - a - b @f$ is:
|
---|
432 | * @f[
|
---|
433 | * _2F_1(a,b;a+b+m;x) = \frac{\Gamma(m)\Gamma(a+b+m)}{\Gamma(a+m)\Gamma(b+m)}
|
---|
434 | * \sum_{k=0}^{m-1} \frac{(m+a)_k(m+b)_k}{k!(1-m)_k}
|
---|
435 | * -
|
---|
436 | * @f]
|
---|
437 | */
|
---|
438 | template<typename _Tp>
|
---|
439 | _Tp
|
---|
440 | __hyperg_reflect(_Tp __a, _Tp __b, _Tp __c, _Tp __x)
|
---|
441 | {
|
---|
442 | const _Tp __d = __c - __a - __b;
|
---|
443 | const int __intd = std::floor(__d + _Tp(0.5L));
|
---|
444 | const _Tp __eps = std::numeric_limits<_Tp>::epsilon();
|
---|
445 | const _Tp __toler = _Tp(1000) * __eps;
|
---|
446 | const _Tp __log_max = std::log(std::numeric_limits<_Tp>::max());
|
---|
447 | const bool __d_integer = (std::abs(__d - __intd) < __toler);
|
---|
448 |
|
---|
449 | if (__d_integer)
|
---|
450 | {
|
---|
451 | const _Tp __ln_omx = std::log(_Tp(1) - __x);
|
---|
452 | const _Tp __ad = std::abs(__d);
|
---|
453 | _Tp __F1, __F2;
|
---|
454 |
|
---|
455 | _Tp __d1, __d2;
|
---|
456 | if (__d >= _Tp(0))
|
---|
457 | {
|
---|
458 | __d1 = __d;
|
---|
459 | __d2 = _Tp(0);
|
---|
460 | }
|
---|
461 | else
|
---|
462 | {
|
---|
463 | __d1 = _Tp(0);
|
---|
464 | __d2 = __d;
|
---|
465 | }
|
---|
466 |
|
---|
467 | const _Tp __lng_c = __log_gamma(__c);
|
---|
468 |
|
---|
469 | // Evaluate F1.
|
---|
470 | if (__ad < __eps)
|
---|
471 | {
|
---|
472 | // d = c - a - b = 0.
|
---|
473 | __F1 = _Tp(0);
|
---|
474 | }
|
---|
475 | else
|
---|
476 | {
|
---|
477 |
|
---|
478 | bool __ok_d1 = true;
|
---|
479 | _Tp __lng_ad, __lng_ad1, __lng_bd1;
|
---|
480 | __try
|
---|
481 | {
|
---|
482 | __lng_ad = __log_gamma(__ad);
|
---|
483 | __lng_ad1 = __log_gamma(__a + __d1);
|
---|
484 | __lng_bd1 = __log_gamma(__b + __d1);
|
---|
485 | }
|
---|
486 | __catch(...)
|
---|
487 | {
|
---|
488 | __ok_d1 = false;
|
---|
489 | }
|
---|
490 |
|
---|
491 | if (__ok_d1)
|
---|
492 | {
|
---|
493 | /* Gamma functions in the denominator are ok.
|
---|
494 | * Proceed with evaluation.
|
---|
495 | */
|
---|
496 | _Tp __sum1 = _Tp(1);
|
---|
497 | _Tp __term = _Tp(1);
|
---|
498 | _Tp __ln_pre1 = __lng_ad + __lng_c + __d2 * __ln_omx
|
---|
499 | - __lng_ad1 - __lng_bd1;
|
---|
500 |
|
---|
501 | /* Do F1 sum.
|
---|
502 | */
|
---|
503 | for (int __i = 1; __i < __ad; ++__i)
|
---|
504 | {
|
---|
505 | const int __j = __i - 1;
|
---|
506 | __term *= (__a + __d2 + __j) * (__b + __d2 + __j)
|
---|
507 | / (_Tp(1) + __d2 + __j) / __i * (_Tp(1) - __x);
|
---|
508 | __sum1 += __term;
|
---|
509 | }
|
---|
510 |
|
---|
511 | if (__ln_pre1 > __log_max)
|
---|
512 | std::__throw_runtime_error(__N("Overflow of gamma functions"
|
---|
513 | " in __hyperg_luke."));
|
---|
514 | else
|
---|
515 | __F1 = std::exp(__ln_pre1) * __sum1;
|
---|
516 | }
|
---|
517 | else
|
---|
518 | {
|
---|
519 | // Gamma functions in the denominator were not ok.
|
---|
520 | // So the F1 term is zero.
|
---|
521 | __F1 = _Tp(0);
|
---|
522 | }
|
---|
523 | } // end F1 evaluation
|
---|
524 |
|
---|
525 | // Evaluate F2.
|
---|
526 | bool __ok_d2 = true;
|
---|
527 | _Tp __lng_ad2, __lng_bd2;
|
---|
528 | __try
|
---|
529 | {
|
---|
530 | __lng_ad2 = __log_gamma(__a + __d2);
|
---|
531 | __lng_bd2 = __log_gamma(__b + __d2);
|
---|
532 | }
|
---|
533 | __catch(...)
|
---|
534 | {
|
---|
535 | __ok_d2 = false;
|
---|
536 | }
|
---|
537 |
|
---|
538 | if (__ok_d2)
|
---|
539 | {
|
---|
540 | // Gamma functions in the denominator are ok.
|
---|
541 | // Proceed with evaluation.
|
---|
542 | const int __maxiter = 2000;
|
---|
543 | const _Tp __psi_1 = -__numeric_constants<_Tp>::__gamma_e();
|
---|
544 | const _Tp __psi_1pd = __psi(_Tp(1) + __ad);
|
---|
545 | const _Tp __psi_apd1 = __psi(__a + __d1);
|
---|
546 | const _Tp __psi_bpd1 = __psi(__b + __d1);
|
---|
547 |
|
---|
548 | _Tp __psi_term = __psi_1 + __psi_1pd - __psi_apd1
|
---|
549 | - __psi_bpd1 - __ln_omx;
|
---|
550 | _Tp __fact = _Tp(1);
|
---|
551 | _Tp __sum2 = __psi_term;
|
---|
552 | _Tp __ln_pre2 = __lng_c + __d1 * __ln_omx
|
---|
553 | - __lng_ad2 - __lng_bd2;
|
---|
554 |
|
---|
555 | // Do F2 sum.
|
---|
556 | int __j;
|
---|
557 | for (__j = 1; __j < __maxiter; ++__j)
|
---|
558 | {
|
---|
559 | // Values for psi functions use recurrence;
|
---|
560 | // Abramowitz & Stegun 6.3.5
|
---|
561 | const _Tp __term1 = _Tp(1) / _Tp(__j)
|
---|
562 | + _Tp(1) / (__ad + __j);
|
---|
563 | const _Tp __term2 = _Tp(1) / (__a + __d1 + _Tp(__j - 1))
|
---|
564 | + _Tp(1) / (__b + __d1 + _Tp(__j - 1));
|
---|
565 | __psi_term += __term1 - __term2;
|
---|
566 | __fact *= (__a + __d1 + _Tp(__j - 1))
|
---|
567 | * (__b + __d1 + _Tp(__j - 1))
|
---|
568 | / ((__ad + __j) * __j) * (_Tp(1) - __x);
|
---|
569 | const _Tp __delta = __fact * __psi_term;
|
---|
570 | __sum2 += __delta;
|
---|
571 | if (std::abs(__delta) < __eps * std::abs(__sum2))
|
---|
572 | break;
|
---|
573 | }
|
---|
574 | if (__j == __maxiter)
|
---|
575 | std::__throw_runtime_error(__N("Sum F2 failed to converge "
|
---|
576 | "in __hyperg_reflect"));
|
---|
577 |
|
---|
578 | if (__sum2 == _Tp(0))
|
---|
579 | __F2 = _Tp(0);
|
---|
580 | else
|
---|
581 | __F2 = std::exp(__ln_pre2) * __sum2;
|
---|
582 | }
|
---|
583 | else
|
---|
584 | {
|
---|
585 | // Gamma functions in the denominator not ok.
|
---|
586 | // So the F2 term is zero.
|
---|
587 | __F2 = _Tp(0);
|
---|
588 | } // end F2 evaluation
|
---|
589 |
|
---|
590 | const _Tp __sgn_2 = (__intd % 2 == 1 ? -_Tp(1) : _Tp(1));
|
---|
591 | const _Tp __F = __F1 + __sgn_2 * __F2;
|
---|
592 |
|
---|
593 | return __F;
|
---|
594 | }
|
---|
595 | else
|
---|
596 | {
|
---|
597 | // d = c - a - b not an integer.
|
---|
598 |
|
---|
599 | // These gamma functions appear in the denominator, so we
|
---|
600 | // catch their harmless domain errors and set the terms to zero.
|
---|
601 | bool __ok1 = true;
|
---|
602 | _Tp __sgn_g1ca = _Tp(0), __ln_g1ca = _Tp(0);
|
---|
603 | _Tp __sgn_g1cb = _Tp(0), __ln_g1cb = _Tp(0);
|
---|
604 | __try
|
---|
605 | {
|
---|
606 | __sgn_g1ca = __log_gamma_sign(__c - __a);
|
---|
607 | __ln_g1ca = __log_gamma(__c - __a);
|
---|
608 | __sgn_g1cb = __log_gamma_sign(__c - __b);
|
---|
609 | __ln_g1cb = __log_gamma(__c - __b);
|
---|
610 | }
|
---|
611 | __catch(...)
|
---|
612 | {
|
---|
613 | __ok1 = false;
|
---|
614 | }
|
---|
615 |
|
---|
616 | bool __ok2 = true;
|
---|
617 | _Tp __sgn_g2a = _Tp(0), __ln_g2a = _Tp(0);
|
---|
618 | _Tp __sgn_g2b = _Tp(0), __ln_g2b = _Tp(0);
|
---|
619 | __try
|
---|
620 | {
|
---|
621 | __sgn_g2a = __log_gamma_sign(__a);
|
---|
622 | __ln_g2a = __log_gamma(__a);
|
---|
623 | __sgn_g2b = __log_gamma_sign(__b);
|
---|
624 | __ln_g2b = __log_gamma(__b);
|
---|
625 | }
|
---|
626 | __catch(...)
|
---|
627 | {
|
---|
628 | __ok2 = false;
|
---|
629 | }
|
---|
630 |
|
---|
631 | const _Tp __sgn_gc = __log_gamma_sign(__c);
|
---|
632 | const _Tp __ln_gc = __log_gamma(__c);
|
---|
633 | const _Tp __sgn_gd = __log_gamma_sign(__d);
|
---|
634 | const _Tp __ln_gd = __log_gamma(__d);
|
---|
635 | const _Tp __sgn_gmd = __log_gamma_sign(-__d);
|
---|
636 | const _Tp __ln_gmd = __log_gamma(-__d);
|
---|
637 |
|
---|
638 | const _Tp __sgn1 = __sgn_gc * __sgn_gd * __sgn_g1ca * __sgn_g1cb;
|
---|
639 | const _Tp __sgn2 = __sgn_gc * __sgn_gmd * __sgn_g2a * __sgn_g2b;
|
---|
640 |
|
---|
641 | _Tp __pre1, __pre2;
|
---|
642 | if (__ok1 && __ok2)
|
---|
643 | {
|
---|
644 | _Tp __ln_pre1 = __ln_gc + __ln_gd - __ln_g1ca - __ln_g1cb;
|
---|
645 | _Tp __ln_pre2 = __ln_gc + __ln_gmd - __ln_g2a - __ln_g2b
|
---|
646 | + __d * std::log(_Tp(1) - __x);
|
---|
647 | if (__ln_pre1 < __log_max && __ln_pre2 < __log_max)
|
---|
648 | {
|
---|
649 | __pre1 = std::exp(__ln_pre1);
|
---|
650 | __pre2 = std::exp(__ln_pre2);
|
---|
651 | __pre1 *= __sgn1;
|
---|
652 | __pre2 *= __sgn2;
|
---|
653 | }
|
---|
654 | else
|
---|
655 | {
|
---|
656 | std::__throw_runtime_error(__N("Overflow of gamma functions "
|
---|
657 | "in __hyperg_reflect"));
|
---|
658 | }
|
---|
659 | }
|
---|
660 | else if (__ok1 && !__ok2)
|
---|
661 | {
|
---|
662 | _Tp __ln_pre1 = __ln_gc + __ln_gd - __ln_g1ca - __ln_g1cb;
|
---|
663 | if (__ln_pre1 < __log_max)
|
---|
664 | {
|
---|
665 | __pre1 = std::exp(__ln_pre1);
|
---|
666 | __pre1 *= __sgn1;
|
---|
667 | __pre2 = _Tp(0);
|
---|
668 | }
|
---|
669 | else
|
---|
670 | {
|
---|
671 | std::__throw_runtime_error(__N("Overflow of gamma functions "
|
---|
672 | "in __hyperg_reflect"));
|
---|
673 | }
|
---|
674 | }
|
---|
675 | else if (!__ok1 && __ok2)
|
---|
676 | {
|
---|
677 | _Tp __ln_pre2 = __ln_gc + __ln_gmd - __ln_g2a - __ln_g2b
|
---|
678 | + __d * std::log(_Tp(1) - __x);
|
---|
679 | if (__ln_pre2 < __log_max)
|
---|
680 | {
|
---|
681 | __pre1 = _Tp(0);
|
---|
682 | __pre2 = std::exp(__ln_pre2);
|
---|
683 | __pre2 *= __sgn2;
|
---|
684 | }
|
---|
685 | else
|
---|
686 | {
|
---|
687 | std::__throw_runtime_error(__N("Overflow of gamma functions "
|
---|
688 | "in __hyperg_reflect"));
|
---|
689 | }
|
---|
690 | }
|
---|
691 | else
|
---|
692 | {
|
---|
693 | __pre1 = _Tp(0);
|
---|
694 | __pre2 = _Tp(0);
|
---|
695 | std::__throw_runtime_error(__N("Underflow of gamma functions "
|
---|
696 | "in __hyperg_reflect"));
|
---|
697 | }
|
---|
698 |
|
---|
699 | const _Tp __F1 = __hyperg_series(__a, __b, _Tp(1) - __d,
|
---|
700 | _Tp(1) - __x);
|
---|
701 | const _Tp __F2 = __hyperg_series(__c - __a, __c - __b, _Tp(1) + __d,
|
---|
702 | _Tp(1) - __x);
|
---|
703 |
|
---|
704 | const _Tp __F = __pre1 * __F1 + __pre2 * __F2;
|
---|
705 |
|
---|
706 | return __F;
|
---|
707 | }
|
---|
708 | }
|
---|
709 |
|
---|
710 |
|
---|
711 | /**
|
---|
712 | * @brief Return the hypogeometric function @f$ _2F_1(a,b;c;x) @f$.
|
---|
713 | *
|
---|
714 | * The hypogeometric function is defined by
|
---|
715 | * @f[
|
---|
716 | * _2F_1(a,b;c;x) = \frac{\Gamma(c)}{\Gamma(a)\Gamma(b)}
|
---|
717 | * \sum_{n=0}^{\infty}
|
---|
718 | * \frac{\Gamma(a+n)\Gamma(b+n)}{\Gamma(c+n)}
|
---|
719 | * \frac{x^n}{n!}
|
---|
720 | * @f]
|
---|
721 | *
|
---|
722 | * @param __a The first @a numerator parameter.
|
---|
723 | * @param __a The second @a numerator parameter.
|
---|
724 | * @param __c The @a denominator parameter.
|
---|
725 | * @param __x The argument of the confluent hypergeometric function.
|
---|
726 | * @return The confluent hypergeometric function.
|
---|
727 | */
|
---|
728 | template<typename _Tp>
|
---|
729 | _Tp
|
---|
730 | __hyperg(_Tp __a, _Tp __b, _Tp __c, _Tp __x)
|
---|
731 | {
|
---|
732 | #if _GLIBCXX_USE_C99_MATH_TR1
|
---|
733 | const _Tp __a_nint = _GLIBCXX_MATH_NS::nearbyint(__a);
|
---|
734 | const _Tp __b_nint = _GLIBCXX_MATH_NS::nearbyint(__b);
|
---|
735 | const _Tp __c_nint = _GLIBCXX_MATH_NS::nearbyint(__c);
|
---|
736 | #else
|
---|
737 | const _Tp __a_nint = static_cast<int>(__a + _Tp(0.5L));
|
---|
738 | const _Tp __b_nint = static_cast<int>(__b + _Tp(0.5L));
|
---|
739 | const _Tp __c_nint = static_cast<int>(__c + _Tp(0.5L));
|
---|
740 | #endif
|
---|
741 | const _Tp __toler = _Tp(1000) * std::numeric_limits<_Tp>::epsilon();
|
---|
742 | if (std::abs(__x) >= _Tp(1))
|
---|
743 | std::__throw_domain_error(__N("Argument outside unit circle "
|
---|
744 | "in __hyperg."));
|
---|
745 | else if (__isnan(__a) || __isnan(__b)
|
---|
746 | || __isnan(__c) || __isnan(__x))
|
---|
747 | return std::numeric_limits<_Tp>::quiet_NaN();
|
---|
748 | else if (__c_nint == __c && __c_nint <= _Tp(0))
|
---|
749 | return std::numeric_limits<_Tp>::infinity();
|
---|
750 | else if (std::abs(__c - __b) < __toler || std::abs(__c - __a) < __toler)
|
---|
751 | return std::pow(_Tp(1) - __x, __c - __a - __b);
|
---|
752 | else if (__a >= _Tp(0) && __b >= _Tp(0) && __c >= _Tp(0)
|
---|
753 | && __x >= _Tp(0) && __x < _Tp(0.995L))
|
---|
754 | return __hyperg_series(__a, __b, __c, __x);
|
---|
755 | else if (std::abs(__a) < _Tp(10) && std::abs(__b) < _Tp(10))
|
---|
756 | {
|
---|
757 | // For integer a and b the hypergeometric function is a
|
---|
758 | // finite polynomial.
|
---|
759 | if (__a < _Tp(0) && std::abs(__a - __a_nint) < __toler)
|
---|
760 | return __hyperg_series(__a_nint, __b, __c, __x);
|
---|
761 | else if (__b < _Tp(0) && std::abs(__b - __b_nint) < __toler)
|
---|
762 | return __hyperg_series(__a, __b_nint, __c, __x);
|
---|
763 | else if (__x < -_Tp(0.25L))
|
---|
764 | return __hyperg_luke(__a, __b, __c, __x);
|
---|
765 | else if (__x < _Tp(0.5L))
|
---|
766 | return __hyperg_series(__a, __b, __c, __x);
|
---|
767 | else
|
---|
768 | if (std::abs(__c) > _Tp(10))
|
---|
769 | return __hyperg_series(__a, __b, __c, __x);
|
---|
770 | else
|
---|
771 | return __hyperg_reflect(__a, __b, __c, __x);
|
---|
772 | }
|
---|
773 | else
|
---|
774 | return __hyperg_luke(__a, __b, __c, __x);
|
---|
775 | }
|
---|
776 | } // namespace __detail
|
---|
777 | #undef _GLIBCXX_MATH_NS
|
---|
778 | #if ! _GLIBCXX_USE_STD_SPEC_FUNCS && defined(_GLIBCXX_TR1_CMATH)
|
---|
779 | } // namespace tr1
|
---|
780 | #endif
|
---|
781 |
|
---|
782 | _GLIBCXX_END_NAMESPACE_VERSION
|
---|
783 | }
|
---|
784 |
|
---|
785 | #endif // _GLIBCXX_TR1_HYPERGEOMETRIC_TCC
|
---|