WSJT-X/boost/libs/math/minimax/f.cpp

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// (C) Copyright John Maddock 2006.
// 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)
#define L22
//#include "../tools/ntl_rr_lanczos.hpp"
//#include "../tools/ntl_rr_digamma.hpp"
#include "multiprecision.hpp"
#include <boost/math/tools/polynomial.hpp>
#include <boost/math/special_functions.hpp>
#include <boost/math/special_functions/zeta.hpp>
#include <boost/math/special_functions/expint.hpp>
#include <cmath>
mp_type f(const mp_type& x, int variant)
{
static const mp_type tiny = boost::math::tools::min_value<mp_type>() * 64;
switch(variant)
{
case 0:
{
mp_type x_ = sqrt(x == 0 ? 1e-80 : x);
return boost::math::erf(x_) / x_;
}
case 1:
{
mp_type x_ = 1 / x;
return boost::math::erfc(x_) * x_ / exp(-x_ * x_);
}
case 2:
{
return boost::math::erfc(x) * x / exp(-x * x);
}
case 3:
{
mp_type y(x);
if(y == 0)
y += tiny;
return boost::math::lgamma(y+2) / y - 0.5;
}
case 4:
//
// lgamma in the range [2,3], use:
//
// lgamma(x) = (x-2) * (x + 1) * (c + R(x - 2))
//
// Works well at 80-bit long double precision, but doesn't
// stretch to 128-bit precision.
//
if(x == 0)
{
return boost::lexical_cast<mp_type>("0.42278433509846713939348790991759756895784066406008") / 3;
}
return boost::math::lgamma(x+2) / (x * (x+3));
case 5:
{
//
// lgamma in the range [1,2], use:
//
// lgamma(x) = (x - 1) * (x - 2) * (c + R(x - 1))
//
// works well over [1, 1.5] but not near 2 :-(
//
mp_type r1 = boost::lexical_cast<mp_type>("0.57721566490153286060651209008240243104215933593992");
mp_type r2 = boost::lexical_cast<mp_type>("0.42278433509846713939348790991759756895784066406008");
if(x == 0)
{
return r1;
}
if(x == 1)
{
return r2;
}
return boost::math::lgamma(x+1) / (x * (x - 1));
}
case 6:
{
//
// lgamma in the range [1.5,2], use:
//
// lgamma(x) = (2 - x) * (1 - x) * (c + R(2 - x))
//
// works well over [1.5, 2] but not near 1 :-(
//
mp_type r1 = boost::lexical_cast<mp_type>("0.57721566490153286060651209008240243104215933593992");
mp_type r2 = boost::lexical_cast<mp_type>("0.42278433509846713939348790991759756895784066406008");
if(x == 0)
{
return r2;
}
if(x == 1)
{
return r1;
}
return boost::math::lgamma(2-x) / (x * (x - 1));
}
case 7:
{
//
// erf_inv in range [0, 0.5]
//
mp_type y = x;
if(y == 0)
y = boost::math::tools::epsilon<mp_type>() / 64;
return boost::math::erf_inv(y) / (y * (y+10));
}
case 8:
{
//
// erfc_inv in range [0.25, 0.5]
// Use an y-offset of 0.25, and range [0, 0.25]
// abs error, auto y-offset.
//
mp_type y = x;
if(y == 0)
y = boost::lexical_cast<mp_type>("1e-5000");
return sqrt(-2 * log(y)) / boost::math::erfc_inv(y);
}
case 9:
{
mp_type x2 = x;
if(x2 == 0)
x2 = boost::lexical_cast<mp_type>("1e-5000");
mp_type y = exp(-x2*x2); // sqrt(-log(x2)) - 5;
return boost::math::erfc_inv(y) / x2;
}
case 10:
{
//
// Digamma over the interval [1,2], set x-offset to 1
// and optimise for absolute error over [0,1].
//
int current_precision = get_working_precision();
if(current_precision < 1000)
set_working_precision(1000);
//
// This value for the root of digamma is calculated using our
// differentiated lanczos approximation. It agrees with Cody
// to ~ 25 digits and to Morris to 35 digits. See:
// TOMS ALGORITHM 708 (Didonato and Morris).
// and Math. Comp. 27, 123-127 (1973) by Cody, Strecok and Thacher.
//
//mp_type root = boost::lexical_cast<mp_type>("1.4616321449683623412626595423257213234331845807102825466429633351908372838889871");
//
// Actually better to calculate the root on the fly, it appears to be more
// accurate: convergence is easier with the 1000-bit value, the approximation
// produced agrees with functions.mathworld.com values to 35 digits even quite
// near the root.
//
static boost::math::tools::eps_tolerance<mp_type> tol(1000);
static boost::uintmax_t max_iter = 1000;
mp_type (*pdg)(mp_type) = &boost::math::digamma;
static const mp_type root = boost::math::tools::bracket_and_solve_root(pdg, mp_type(1.4), mp_type(1.5), true, tol, max_iter).first;
mp_type x2 = x;
double lim = 1e-65;
if(fabs(x2 - root) < lim)
{
//
// This is a problem area:
// x2-root suffers cancellation error, so does digamma.
// That gets compounded again when Remez calculates the error
// function. This cludge seems to stop the worst of the problems:
//
static const mp_type a = boost::math::digamma(root - lim) / -lim;
static const mp_type b = boost::math::digamma(root + lim) / lim;
mp_type fract = (x2 - root + lim) / (2*lim);
mp_type r = (1-fract) * a + fract * b;
std::cout << "In root area: " << r;
return r;
}
mp_type result = boost::math::digamma(x2) / (x2 - root);
if(current_precision < 1000)
set_working_precision(current_precision);
return result;
}
case 11:
// expm1:
if(x == 0)
{
static mp_type lim = 1e-80;
static mp_type a = boost::math::expm1(-lim);
static mp_type b = boost::math::expm1(lim);
static mp_type l = (b-a) / (2 * lim);
return l;
}
return boost::math::expm1(x) / x;
case 12:
// demo, and test case:
return exp(x);
case 13:
// K(k):
{
return boost::math::ellint_1(x);
}
case 14:
// K(k)
{
return boost::math::ellint_1(1-x) / log(x);
}
case 15:
// E(k)
{
// x = 1-k^2
mp_type z = 1 - x * log(x);
return boost::math::ellint_2(sqrt(1-x)) / z;
}
case 16:
// Bessel I0(x) over [0,16]:
{
return boost::math::cyl_bessel_i(0, sqrt(x));
}
case 17:
// Bessel I0(x) over [16,INF]
{
mp_type z = 1 / (mp_type(1)/16 - x);
return boost::math::cyl_bessel_i(0, z) * sqrt(z) / exp(z);
}
case 18:
// Zeta over [0, 1]
{
return boost::math::zeta(1 - x) * x - x;
}
case 19:
// Zeta over [1, n]
{
return boost::math::zeta(x) - 1 / (x - 1);
}
case 20:
// Zeta over [a, b] : a >> 1
{
return log(boost::math::zeta(x) - 1);
}
case 21:
// expint[1] over [0,1]:
{
mp_type tiny = boost::lexical_cast<mp_type>("1e-5000");
mp_type z = (x <= tiny) ? tiny : x;
return boost::math::expint(1, z) - z + log(z);
}
case 22:
// expint[1] over [1,N],
// Note that x varies from [0,1]:
{
mp_type z = 1 / x;
return boost::math::expint(1, z) * exp(z) * z;
}
case 23:
// expin Ei over [0,R]
{
static const mp_type root =
boost::lexical_cast<mp_type>("0.372507410781366634461991866580119133535689497771654051555657435242200120636201854384926049951548942392");
mp_type z = x < (std::numeric_limits<long double>::min)() ? (std::numeric_limits<long double>::min)() : x;
return (boost::math::expint(z) - log(z / root)) / (z - root);
}
case 24:
// Expint Ei for large x:
{
static const mp_type root =
boost::lexical_cast<mp_type>("0.372507410781366634461991866580119133535689497771654051555657435242200120636201854384926049951548942392");
mp_type z = x < (std::numeric_limits<long double>::min)() ? (std::numeric_limits<long double>::max)() : mp_type(1 / x);
return (boost::math::expint(z) - z) * z * exp(-z);
//return (boost::math::expint(z) - log(z)) * z * exp(-z);
}
case 25:
// Expint Ei for large x:
{
return (boost::math::expint(x) - x) * x * exp(-x);
}
case 26:
{
//
// erf_inv in range [0, 0.5]
//
mp_type y = x;
if(y == 0)
y = boost::math::tools::epsilon<mp_type>() / 64;
y = sqrt(y);
return boost::math::erf_inv(y) / (y);
}
case 28:
{
// log1p over [-0.5,0.5]
mp_type y = x;
if(fabs(y) < 1e-100)
y = (y == 0) ? 1e-100 : boost::math::sign(y) * 1e-100;
return (boost::math::log1p(y) - y + y * y / 2) / (y);
}
case 29:
{
// cbrt over [0.5, 1]
return boost::math::cbrt(x);
}
case 30:
{
// trigamma over [x,y]
mp_type y = x;
y = sqrt(y);
return boost::math::trigamma(x) * (x * x);
}
case 31:
{
// trigamma over [x, INF]
if(x == 0) return 1;
mp_type y = (x == 0) ? (std::numeric_limits<double>::max)() / 2 : mp_type(1/x);
return boost::math::trigamma(y) * y;
}
}
return 0;
}
void show_extra(
const boost::math::tools::polynomial<mp_type>& n,
const boost::math::tools::polynomial<mp_type>& d,
const mp_type& x_offset,
const mp_type& y_offset,
int variant)
{
switch(variant)
{
default:
// do nothing here...
;
}
}