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<div class="section">
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<div class="titlepage"><div><div><h3 class="title">
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<a name="math_toolkit.sf_poly.hermite"></a><a class="link" href="hermite.html" title="Hermite Polynomials">Hermite Polynomials</a>
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</h3></div></div></div>
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<h5>
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<a name="math_toolkit.sf_poly.hermite.h0"></a>
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<span class="phrase"><a name="math_toolkit.sf_poly.hermite.synopsis"></a></span><a class="link" href="hermite.html#math_toolkit.sf_poly.hermite.synopsis">Synopsis</a>
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</h5>
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<pre class="programlisting"><span class="preprocessor">#include</span> <span class="special"><</span><span class="identifier">boost</span><span class="special">/</span><span class="identifier">math</span><span class="special">/</span><span class="identifier">special_functions</span><span class="special">/</span><span class="identifier">hermite</span><span class="special">.</span><span class="identifier">hpp</span><span class="special">></span>
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</pre>
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<pre class="programlisting"><span class="keyword">namespace</span> <span class="identifier">boost</span><span class="special">{</span> <span class="keyword">namespace</span> <span class="identifier">math</span><span class="special">{</span>
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<span class="keyword">template</span> <span class="special"><</span><span class="keyword">class</span> <span class="identifier">T</span><span class="special">></span>
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<a class="link" href="../result_type.html" title="Calculation of the Type of the Result"><span class="emphasis"><em>calculated-result-type</em></span></a> <span class="identifier">hermite</span><span class="special">(</span><span class="keyword">unsigned</span> <span class="identifier">n</span><span class="special">,</span> <span class="identifier">T</span> <span class="identifier">x</span><span class="special">);</span>
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<span class="keyword">template</span> <span class="special"><</span><span class="keyword">class</span> <span class="identifier">T</span><span class="special">,</span> <span class="keyword">class</span> <a class="link" href="../../policy.html" title="Chapter 15. Policies: Controlling Precision, Error Handling etc">Policy</a><span class="special">></span>
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<a class="link" href="../result_type.html" title="Calculation of the Type of the Result"><span class="emphasis"><em>calculated-result-type</em></span></a> <span class="identifier">hermite</span><span class="special">(</span><span class="keyword">unsigned</span> <span class="identifier">n</span><span class="special">,</span> <span class="identifier">T</span> <span class="identifier">x</span><span class="special">,</span> <span class="keyword">const</span> <a class="link" href="../../policy.html" title="Chapter 15. Policies: Controlling Precision, Error Handling etc">Policy</a><span class="special">&);</span>
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<span class="keyword">template</span> <span class="special"><</span><span class="keyword">class</span> <span class="identifier">T1</span><span class="special">,</span> <span class="keyword">class</span> <span class="identifier">T2</span><span class="special">,</span> <span class="keyword">class</span> <span class="identifier">T3</span><span class="special">></span>
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<a class="link" href="../result_type.html" title="Calculation of the Type of the Result"><span class="emphasis"><em>calculated-result-type</em></span></a> <span class="identifier">hermite_next</span><span class="special">(</span><span class="keyword">unsigned</span> <span class="identifier">n</span><span class="special">,</span> <span class="identifier">T1</span> <span class="identifier">x</span><span class="special">,</span> <span class="identifier">T2</span> <span class="identifier">Hn</span><span class="special">,</span> <span class="identifier">T3</span> <span class="identifier">Hnm1</span><span class="special">);</span>
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<span class="special">}}</span> <span class="comment">// namespaces</span>
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</pre>
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<h5>
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<a name="math_toolkit.sf_poly.hermite.h1"></a>
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<span class="phrase"><a name="math_toolkit.sf_poly.hermite.description"></a></span><a class="link" href="hermite.html#math_toolkit.sf_poly.hermite.description">Description</a>
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</h5>
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<p>
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The return type of these functions is computed using the <a class="link" href="../result_type.html" title="Calculation of the Type of the Result"><span class="emphasis"><em>result
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type calculation rules</em></span></a>: note than when there is a single
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template argument the result is the same type as that argument or <code class="computeroutput"><span class="keyword">double</span></code> if the template argument is an integer
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type.
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</p>
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<pre class="programlisting"><span class="keyword">template</span> <span class="special"><</span><span class="keyword">class</span> <span class="identifier">T</span><span class="special">></span>
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<a class="link" href="../result_type.html" title="Calculation of the Type of the Result"><span class="emphasis"><em>calculated-result-type</em></span></a> <span class="identifier">hermite</span><span class="special">(</span><span class="keyword">unsigned</span> <span class="identifier">n</span><span class="special">,</span> <span class="identifier">T</span> <span class="identifier">x</span><span class="special">);</span>
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<span class="keyword">template</span> <span class="special"><</span><span class="keyword">class</span> <span class="identifier">T</span><span class="special">,</span> <span class="keyword">class</span> <a class="link" href="../../policy.html" title="Chapter 15. Policies: Controlling Precision, Error Handling etc">Policy</a><span class="special">></span>
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<a class="link" href="../result_type.html" title="Calculation of the Type of the Result"><span class="emphasis"><em>calculated-result-type</em></span></a> <span class="identifier">hermite</span><span class="special">(</span><span class="keyword">unsigned</span> <span class="identifier">n</span><span class="special">,</span> <span class="identifier">T</span> <span class="identifier">x</span><span class="special">,</span> <span class="keyword">const</span> <a class="link" href="../../policy.html" title="Chapter 15. Policies: Controlling Precision, Error Handling etc">Policy</a><span class="special">&);</span>
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</pre>
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<p>
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Returns the value of the Hermite Polynomial of order <span class="emphasis"><em>n</em></span>
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at point <span class="emphasis"><em>x</em></span>:
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</p>
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<p>
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<span class="inlinemediaobject"><img src="../../../equations/hermite_0.svg"></span>
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</p>
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<p>
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The final <a class="link" href="../../policy.html" title="Chapter 15. Policies: Controlling Precision, Error Handling etc">Policy</a> argument is optional and can
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be used to control the behaviour of the function: how it handles errors,
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what level of precision to use etc. Refer to the <a class="link" href="../../policy.html" title="Chapter 15. Policies: Controlling Precision, Error Handling etc">policy
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documentation for more details</a>.
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</p>
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<p>
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The following graph illustrates the behaviour of the first few Hermite Polynomials:
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</p>
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<p>
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<span class="inlinemediaobject"><img src="../../../graphs/hermite.svg" align="middle"></span>
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</p>
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<pre class="programlisting"><span class="keyword">template</span> <span class="special"><</span><span class="keyword">class</span> <span class="identifier">T1</span><span class="special">,</span> <span class="keyword">class</span> <span class="identifier">T2</span><span class="special">,</span> <span class="keyword">class</span> <span class="identifier">T3</span><span class="special">></span>
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<a class="link" href="../result_type.html" title="Calculation of the Type of the Result"><span class="emphasis"><em>calculated-result-type</em></span></a> <span class="identifier">hermite_next</span><span class="special">(</span><span class="keyword">unsigned</span> <span class="identifier">n</span><span class="special">,</span> <span class="identifier">T1</span> <span class="identifier">x</span><span class="special">,</span> <span class="identifier">T2</span> <span class="identifier">Hn</span><span class="special">,</span> <span class="identifier">T3</span> <span class="identifier">Hnm1</span><span class="special">);</span>
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</pre>
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<p>
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Implements the three term recurrence relation for the Hermite polynomials,
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this function can be used to create a sequence of values evaluated at the
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same <span class="emphasis"><em>x</em></span>, and for rising <span class="emphasis"><em>n</em></span>.
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</p>
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<p>
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<span class="inlinemediaobject"><img src="../../../equations/hermite_1.svg"></span>
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</p>
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<p>
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For example we could produce a vector of the first 10 polynomial values using:
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</p>
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<pre class="programlisting"><span class="keyword">double</span> <span class="identifier">x</span> <span class="special">=</span> <span class="number">0.5</span><span class="special">;</span> <span class="comment">// Abscissa value</span>
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<span class="identifier">vector</span><span class="special"><</span><span class="keyword">double</span><span class="special">></span> <span class="identifier">v</span><span class="special">;</span>
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<span class="identifier">v</span><span class="special">.</span><span class="identifier">push_back</span><span class="special">(</span><span class="identifier">hermite</span><span class="special">(</span><span class="number">0</span><span class="special">,</span> <span class="identifier">x</span><span class="special">)).</span><span class="identifier">push_back</span><span class="special">(</span><span class="identifier">hermite</span><span class="special">(</span><span class="number">1</span><span class="special">,</span> <span class="identifier">x</span><span class="special">));</span>
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<span class="keyword">for</span><span class="special">(</span><span class="keyword">unsigned</span> <span class="identifier">l</span> <span class="special">=</span> <span class="number">1</span><span class="special">;</span> <span class="identifier">l</span> <span class="special"><</span> <span class="number">10</span><span class="special">;</span> <span class="special">++</span><span class="identifier">l</span><span class="special">)</span>
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<span class="identifier">v</span><span class="special">.</span><span class="identifier">push_back</span><span class="special">(</span><span class="identifier">hermite_next</span><span class="special">(</span><span class="identifier">l</span><span class="special">,</span> <span class="identifier">x</span><span class="special">,</span> <span class="identifier">v</span><span class="special">[</span><span class="identifier">l</span><span class="special">],</span> <span class="identifier">v</span><span class="special">[</span><span class="identifier">l</span><span class="special">-</span><span class="number">1</span><span class="special">]));</span>
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</pre>
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<p>
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Formally the arguments are:
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</p>
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<div class="variablelist">
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<p class="title"><b></b></p>
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<dl class="variablelist">
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<dt><span class="term">n</span></dt>
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<dd><p>
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The degree <span class="emphasis"><em>n</em></span> of the last polynomial calculated.
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</p></dd>
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<dt><span class="term">x</span></dt>
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<dd><p>
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The abscissa value
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</p></dd>
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<dt><span class="term">Hn</span></dt>
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<dd><p>
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The value of the polynomial evaluated at degree <span class="emphasis"><em>n</em></span>.
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</p></dd>
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<dt><span class="term">Hnm1</span></dt>
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<dd><p>
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The value of the polynomial evaluated at degree <span class="emphasis"><em>n-1</em></span>.
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</p></dd>
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</dl>
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</div>
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<h5>
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<a name="math_toolkit.sf_poly.hermite.h2"></a>
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<span class="phrase"><a name="math_toolkit.sf_poly.hermite.accuracy"></a></span><a class="link" href="hermite.html#math_toolkit.sf_poly.hermite.accuracy">Accuracy</a>
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</h5>
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<p>
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The following table shows peak errors (in units of epsilon) for various domains
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of input arguments. Note that only results for the widest floating point
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type on the system are given as narrower types have <a class="link" href="../relative_error.html#math_toolkit.relative_error.zero_error">effectively
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zero error</a>.
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</p>
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<div class="table">
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<a name="math_toolkit.sf_poly.hermite.table_hermite"></a><p class="title"><b>Table 6.37. Error rates for hermite</b></p>
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<div class="table-contents"><table class="table" summary="Error rates for hermite">
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<colgroup>
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<col>
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<col>
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<col>
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<col>
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<col>
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</colgroup>
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<thead><tr>
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<th>
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</th>
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<th>
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<p>
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Microsoft Visual C++ version 12.0<br> Win32<br> double
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</p>
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</th>
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<th>
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<p>
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GNU C++ version 5.1.0<br> linux<br> double
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</p>
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</th>
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<th>
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<p>
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GNU C++ version 5.1.0<br> linux<br> long double
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</p>
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</th>
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<th>
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<p>
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Sun compiler version 0x5130<br> Sun Solaris<br> long double
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</p>
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</th>
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</tr></thead>
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<tbody><tr>
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<td>
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<p>
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Hermite Polynomials
|
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</p>
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</td>
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<td>
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<p>
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<span class="blue">Max = 4.46ε (Mean = 1.41ε)</span>
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</p>
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</td>
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<td>
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<p>
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<span class="blue">Max = 0ε (Mean = 0ε)</span>
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</p>
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</td>
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<td>
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<p>
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<span class="blue">Max = 6.24ε (Mean = 2.07ε)</span>
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</p>
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</td>
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<td>
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<p>
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<span class="blue">Max = 6.24ε (Mean = 2.07ε)</span>
|
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</p>
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</td>
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</tr></tbody>
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</table></div>
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</div>
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<br class="table-break"><p>
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Note that the worst errors occur when the degree increases, values greater
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than ~120 are very unlikely to produce sensible results, especially in the
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associated polynomial case when the order is also large. Further the relative
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errors are likely to grow arbitrarily large when the function is very close
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to a root.
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</p>
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<h5>
|
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<a name="math_toolkit.sf_poly.hermite.h3"></a>
|
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<span class="phrase"><a name="math_toolkit.sf_poly.hermite.testing"></a></span><a class="link" href="hermite.html#math_toolkit.sf_poly.hermite.testing">Testing</a>
|
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</h5>
|
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<p>
|
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A mixture of spot tests of values calculated using functions.wolfram.com,
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and randomly generated test data are used: the test data was computed using
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<a href="http://shoup.net/ntl/doc/RR.txt" target="_top">NTL::RR</a> at 1000-bit
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precision.
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</p>
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<h5>
|
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<a name="math_toolkit.sf_poly.hermite.h4"></a>
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<span class="phrase"><a name="math_toolkit.sf_poly.hermite.implementation"></a></span><a class="link" href="hermite.html#math_toolkit.sf_poly.hermite.implementation">Implementation</a>
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</h5>
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<p>
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These functions are implemented using the stable three term recurrence relations.
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These relations guarantee low absolute error but cannot guarantee low relative
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error near one of the roots of the polynomials.
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</p>
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</div>
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<table xmlns:rev="http://www.cs.rpi.edu/~gregod/boost/tools/doc/revision" width="100%"><tr>
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<td align="left"></td>
|
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<td align="right"><div class="copyright-footer">Copyright © 2006-2010, 2012-2014 Nikhar Agrawal,
|
||
|
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Anton Bikineev, Paul A. Bristow, Marco Guazzone, Christopher Kormanyos, Hubert
|
||
|
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Holin, Bruno Lalande, John Maddock, Jeremy Murphy, Johan Råde, Gautam Sewani,
|
||
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Benjamin Sobotta, Thijs van den Berg, Daryle Walker and Xiaogang Zhang<p>
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Distributed under the Boost Software License, Version 1.0. (See accompanying
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file LICENSE_1_0.txt or copy at <a href="http://www.boost.org/LICENSE_1_0.txt" target="_top">http://www.boost.org/LICENSE_1_0.txt</a>)
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