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1 // Copyright John Maddock 2008.
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2 // Use, modification and distribution are subject to the
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3 // Boost Software License, Version 1.0. (See accompanying file
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4 // LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
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5 //
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6 // Wrapper that works with mpfr::mpreal defined in gmpfrxx.h
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7 // See http://math.berkeley.edu/~wilken/code/gmpfrxx/
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8 // Also requires the gmp and mpfr libraries.
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9 //
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10
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11 #ifndef BOOST_MATH_MPREAL_BINDINGS_HPP
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12 #define BOOST_MATH_MPREAL_BINDINGS_HPP
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13
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14 #include <boost/config.hpp>
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15 #include <boost/lexical_cast.hpp>
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16
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17 #ifdef BOOST_MSVC
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18 //
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19 // We get a lot of warnings from the gmp, mpfr and gmpfrxx headers,
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20 // disable them here, so we only see warnings from *our* code:
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21 //
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22 #pragma warning(push)
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23 #pragma warning(disable: 4127 4800 4512)
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24 #endif
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25
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26 #include <mpreal.h>
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27
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28 #ifdef BOOST_MSVC
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29 #pragma warning(pop)
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30 #endif
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31
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32 #include <boost/math/tools/precision.hpp>
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33 #include <boost/math/tools/real_cast.hpp>
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34 #include <boost/math/policies/policy.hpp>
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35 #include <boost/math/distributions/fwd.hpp>
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36 #include <boost/math/special_functions/math_fwd.hpp>
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37 #include <boost/math/bindings/detail/big_digamma.hpp>
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38 #include <boost/math/bindings/detail/big_lanczos.hpp>
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39
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40 namespace mpfr{
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41
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42 template <class T>
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43 inline mpreal operator + (const mpreal& r, const T& t){ return r + mpreal(t); }
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44 template <class T>
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45 inline mpreal operator - (const mpreal& r, const T& t){ return r - mpreal(t); }
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46 template <class T>
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47 inline mpreal operator * (const mpreal& r, const T& t){ return r * mpreal(t); }
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48 template <class T>
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49 inline mpreal operator / (const mpreal& r, const T& t){ return r / mpreal(t); }
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50
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51 template <class T>
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52 inline mpreal operator + (const T& t, const mpreal& r){ return mpreal(t) + r; }
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53 template <class T>
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54 inline mpreal operator - (const T& t, const mpreal& r){ return mpreal(t) - r; }
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55 template <class T>
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56 inline mpreal operator * (const T& t, const mpreal& r){ return mpreal(t) * r; }
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57 template <class T>
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58 inline mpreal operator / (const T& t, const mpreal& r){ return mpreal(t) / r; }
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59
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60 template <class T>
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61 inline bool operator == (const mpreal& r, const T& t){ return r == mpreal(t); }
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62 template <class T>
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63 inline bool operator != (const mpreal& r, const T& t){ return r != mpreal(t); }
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64 template <class T>
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65 inline bool operator <= (const mpreal& r, const T& t){ return r <= mpreal(t); }
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66 template <class T>
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67 inline bool operator >= (const mpreal& r, const T& t){ return r >= mpreal(t); }
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68 template <class T>
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69 inline bool operator < (const mpreal& r, const T& t){ return r < mpreal(t); }
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70 template <class T>
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71 inline bool operator > (const mpreal& r, const T& t){ return r > mpreal(t); }
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72
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73 template <class T>
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74 inline bool operator == (const T& t, const mpreal& r){ return mpreal(t) == r; }
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75 template <class T>
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76 inline bool operator != (const T& t, const mpreal& r){ return mpreal(t) != r; }
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77 template <class T>
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78 inline bool operator <= (const T& t, const mpreal& r){ return mpreal(t) <= r; }
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79 template <class T>
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80 inline bool operator >= (const T& t, const mpreal& r){ return mpreal(t) >= r; }
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81 template <class T>
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82 inline bool operator < (const T& t, const mpreal& r){ return mpreal(t) < r; }
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83 template <class T>
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84 inline bool operator > (const T& t, const mpreal& r){ return mpreal(t) > r; }
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85
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86 /*
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87 inline mpfr::mpreal fabs(const mpfr::mpreal& v)
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88 {
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89 return abs(v);
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90 }
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91 inline mpfr::mpreal pow(const mpfr::mpreal& b, const mpfr::mpreal e)
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92 {
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93 mpfr::mpreal result;
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94 mpfr_pow(result.__get_mp(), b.__get_mp(), e.__get_mp(), GMP_RNDN);
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95 return result;
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96 }
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97 */
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98 inline mpfr::mpreal ldexp(const mpfr::mpreal& v, int e)
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99 {
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100 return mpfr::ldexp(v, static_cast<mp_exp_t>(e));
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101 }
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102
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103 inline mpfr::mpreal frexp(const mpfr::mpreal& v, int* expon)
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104 {
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105 mp_exp_t e;
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106 mpfr::mpreal r = mpfr::frexp(v, &e);
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107 *expon = e;
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108 return r;
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109 }
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110
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111 #if (MPFR_VERSION < MPFR_VERSION_NUM(2,4,0))
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112 mpfr::mpreal fmod(const mpfr::mpreal& v1, const mpfr::mpreal& v2)
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113 {
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114 mpfr::mpreal n;
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115 if(v1 < 0)
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116 n = ceil(v1 / v2);
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117 else
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118 n = floor(v1 / v2);
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119 return v1 - n * v2;
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120 }
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121 #endif
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122
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123 template <class Policy>
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124 inline mpfr::mpreal modf(const mpfr::mpreal& v, long long* ipart, const Policy& pol)
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125 {
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126 *ipart = lltrunc(v, pol);
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127 return v - boost::math::tools::real_cast<mpfr::mpreal>(*ipart);
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128 }
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129 template <class Policy>
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130 inline int iround(mpfr::mpreal const& x, const Policy& pol)
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131 {
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132 return boost::math::tools::real_cast<int>(boost::math::round(x, pol));
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133 }
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134
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135 template <class Policy>
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136 inline long lround(mpfr::mpreal const& x, const Policy& pol)
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137 {
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138 return boost::math::tools::real_cast<long>(boost::math::round(x, pol));
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139 }
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140
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141 template <class Policy>
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142 inline long long llround(mpfr::mpreal const& x, const Policy& pol)
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143 {
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144 return boost::math::tools::real_cast<long long>(boost::math::round(x, pol));
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145 }
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146
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147 template <class Policy>
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148 inline int itrunc(mpfr::mpreal const& x, const Policy& pol)
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149 {
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150 return boost::math::tools::real_cast<int>(boost::math::trunc(x, pol));
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151 }
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152
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153 template <class Policy>
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154 inline long ltrunc(mpfr::mpreal const& x, const Policy& pol)
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155 {
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156 return boost::math::tools::real_cast<long>(boost::math::trunc(x, pol));
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157 }
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158
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159 template <class Policy>
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160 inline long long lltrunc(mpfr::mpreal const& x, const Policy& pol)
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161 {
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162 return boost::math::tools::real_cast<long long>(boost::math::trunc(x, pol));
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163 }
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164
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165 }
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166
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167 namespace boost{ namespace math{
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168
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169 #if defined(__GNUC__) && (__GNUC__ < 4)
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170 using ::iround;
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171 using ::lround;
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172 using ::llround;
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173 using ::itrunc;
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174 using ::ltrunc;
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175 using ::lltrunc;
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176 using ::modf;
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177 #endif
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178
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179 namespace lanczos{
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180
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181 struct mpreal_lanczos
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182 {
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183 static mpfr::mpreal lanczos_sum(const mpfr::mpreal& z)
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184 {
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185 unsigned long p = z.get_default_prec();
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186 if(p <= 72)
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187 return lanczos13UDT::lanczos_sum(z);
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188 else if(p <= 120)
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189 return lanczos22UDT::lanczos_sum(z);
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190 else if(p <= 170)
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191 return lanczos31UDT::lanczos_sum(z);
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192 else //if(p <= 370) approx 100 digit precision:
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193 return lanczos61UDT::lanczos_sum(z);
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194 }
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195 static mpfr::mpreal lanczos_sum_expG_scaled(const mpfr::mpreal& z)
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196 {
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197 unsigned long p = z.get_default_prec();
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198 if(p <= 72)
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199 return lanczos13UDT::lanczos_sum_expG_scaled(z);
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200 else if(p <= 120)
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201 return lanczos22UDT::lanczos_sum_expG_scaled(z);
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202 else if(p <= 170)
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203 return lanczos31UDT::lanczos_sum_expG_scaled(z);
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204 else //if(p <= 370) approx 100 digit precision:
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205 return lanczos61UDT::lanczos_sum_expG_scaled(z);
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206 }
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207 static mpfr::mpreal lanczos_sum_near_1(const mpfr::mpreal& z)
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208 {
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209 unsigned long p = z.get_default_prec();
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210 if(p <= 72)
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211 return lanczos13UDT::lanczos_sum_near_1(z);
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212 else if(p <= 120)
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213 return lanczos22UDT::lanczos_sum_near_1(z);
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214 else if(p <= 170)
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215 return lanczos31UDT::lanczos_sum_near_1(z);
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216 else //if(p <= 370) approx 100 digit precision:
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217 return lanczos61UDT::lanczos_sum_near_1(z);
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218 }
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219 static mpfr::mpreal lanczos_sum_near_2(const mpfr::mpreal& z)
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220 {
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221 unsigned long p = z.get_default_prec();
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222 if(p <= 72)
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223 return lanczos13UDT::lanczos_sum_near_2(z);
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224 else if(p <= 120)
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225 return lanczos22UDT::lanczos_sum_near_2(z);
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226 else if(p <= 170)
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227 return lanczos31UDT::lanczos_sum_near_2(z);
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228 else //if(p <= 370) approx 100 digit precision:
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229 return lanczos61UDT::lanczos_sum_near_2(z);
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230 }
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231 static mpfr::mpreal g()
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232 {
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233 unsigned long p = mpfr::mpreal::get_default_prec();
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234 if(p <= 72)
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235 return lanczos13UDT::g();
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236 else if(p <= 120)
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237 return lanczos22UDT::g();
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238 else if(p <= 170)
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239 return lanczos31UDT::g();
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240 else //if(p <= 370) approx 100 digit precision:
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241 return lanczos61UDT::g();
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242 }
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243 };
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244
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245 template<class Policy>
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246 struct lanczos<mpfr::mpreal, Policy>
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247 {
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248 typedef mpreal_lanczos type;
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249 };
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250
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251 } // namespace lanczos
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252
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253 namespace tools
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254 {
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255
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256 template<>
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257 inline int digits<mpfr::mpreal>(BOOST_MATH_EXPLICIT_TEMPLATE_TYPE_SPEC(mpfr::mpreal))
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258 {
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259 return mpfr::mpreal::get_default_prec();
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260 }
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261
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262 namespace detail{
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263
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264 template<class I>
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265 void convert_to_long_result(mpfr::mpreal const& r, I& result)
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266 {
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267 result = 0;
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268 I last_result(0);
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269 mpfr::mpreal t(r);
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270 double term;
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271 do
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272 {
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273 term = real_cast<double>(t);
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274 last_result = result;
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275 result += static_cast<I>(term);
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276 t -= term;
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277 }while(result != last_result);
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278 }
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279
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280 }
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281
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282 template <>
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283 inline mpfr::mpreal real_cast<mpfr::mpreal, long long>(long long t)
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284 {
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285 mpfr::mpreal result;
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286 int expon = 0;
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287 int sign = 1;
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288 if(t < 0)
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289 {
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290 sign = -1;
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291 t = -t;
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292 }
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293 while(t)
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294 {
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295 result += ldexp((double)(t & 0xffffL), expon);
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296 expon += 32;
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297 t >>= 32;
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298 }
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299 return result * sign;
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300 }
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301 /*
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302 template <>
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303 inline unsigned real_cast<unsigned, mpfr::mpreal>(mpfr::mpreal t)
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304 {
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305 return t.get_ui();
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306 }
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307 template <>
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308 inline int real_cast<int, mpfr::mpreal>(mpfr::mpreal t)
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309 {
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310 return t.get_si();
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311 }
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312 template <>
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313 inline double real_cast<double, mpfr::mpreal>(mpfr::mpreal t)
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314 {
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315 return t.get_d();
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316 }
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317 template <>
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318 inline float real_cast<float, mpfr::mpreal>(mpfr::mpreal t)
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319 {
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320 return static_cast<float>(t.get_d());
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321 }
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322 template <>
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323 inline long real_cast<long, mpfr::mpreal>(mpfr::mpreal t)
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324 {
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325 long result;
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326 detail::convert_to_long_result(t, result);
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327 return result;
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328 }
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329 */
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330 template <>
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331 inline long long real_cast<long long, mpfr::mpreal>(mpfr::mpreal t)
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332 {
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333 long long result;
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334 detail::convert_to_long_result(t, result);
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335 return result;
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336 }
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337
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338 template <>
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339 inline mpfr::mpreal max_value<mpfr::mpreal>(BOOST_MATH_EXPLICIT_TEMPLATE_TYPE_SPEC(mpfr::mpreal))
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340 {
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341 static bool has_init = false;
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342 static mpfr::mpreal val(0.5);
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343 if(!has_init)
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344 {
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345 val = ldexp(val, mpfr_get_emax());
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346 has_init = true;
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347 }
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348 return val;
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349 }
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350
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351 template <>
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352 inline mpfr::mpreal min_value<mpfr::mpreal>(BOOST_MATH_EXPLICIT_TEMPLATE_TYPE_SPEC(mpfr::mpreal))
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353 {
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354 static bool has_init = false;
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355 static mpfr::mpreal val(0.5);
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356 if(!has_init)
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357 {
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358 val = ldexp(val, mpfr_get_emin());
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|
359 has_init = true;
|
Chris@16
|
360 }
|
Chris@16
|
361 return val;
|
Chris@16
|
362 }
|
Chris@16
|
363
|
Chris@16
|
364 template <>
|
Chris@16
|
365 inline mpfr::mpreal log_max_value<mpfr::mpreal>(BOOST_MATH_EXPLICIT_TEMPLATE_TYPE_SPEC(mpfr::mpreal))
|
Chris@16
|
366 {
|
Chris@16
|
367 static bool has_init = false;
|
Chris@16
|
368 static mpfr::mpreal val = max_value<mpfr::mpreal>();
|
Chris@16
|
369 if(!has_init)
|
Chris@16
|
370 {
|
Chris@16
|
371 val = log(val);
|
Chris@16
|
372 has_init = true;
|
Chris@16
|
373 }
|
Chris@16
|
374 return val;
|
Chris@16
|
375 }
|
Chris@16
|
376
|
Chris@16
|
377 template <>
|
Chris@16
|
378 inline mpfr::mpreal log_min_value<mpfr::mpreal>(BOOST_MATH_EXPLICIT_TEMPLATE_TYPE_SPEC(mpfr::mpreal))
|
Chris@16
|
379 {
|
Chris@16
|
380 static bool has_init = false;
|
Chris@16
|
381 static mpfr::mpreal val = max_value<mpfr::mpreal>();
|
Chris@16
|
382 if(!has_init)
|
Chris@16
|
383 {
|
Chris@16
|
384 val = log(val);
|
Chris@16
|
385 has_init = true;
|
Chris@16
|
386 }
|
Chris@16
|
387 return val;
|
Chris@16
|
388 }
|
Chris@16
|
389
|
Chris@16
|
390 template <>
|
Chris@16
|
391 inline mpfr::mpreal epsilon<mpfr::mpreal>(BOOST_MATH_EXPLICIT_TEMPLATE_TYPE_SPEC(mpfr::mpreal))
|
Chris@16
|
392 {
|
Chris@16
|
393 return ldexp(mpfr::mpreal(1), 1-boost::math::policies::digits<mpfr::mpreal, boost::math::policies::policy<> >());
|
Chris@16
|
394 }
|
Chris@16
|
395
|
Chris@16
|
396 } // namespace tools
|
Chris@16
|
397
|
Chris@16
|
398 template <class Policy>
|
Chris@16
|
399 inline mpfr::mpreal skewness(const extreme_value_distribution<mpfr::mpreal, Policy>& /*dist*/)
|
Chris@16
|
400 {
|
Chris@16
|
401 //
|
Chris@16
|
402 // This is 12 * sqrt(6) * zeta(3) / pi^3:
|
Chris@16
|
403 // See http://mathworld.wolfram.com/ExtremeValueDistribution.html
|
Chris@16
|
404 //
|
Chris@16
|
405 return boost::lexical_cast<mpfr::mpreal>("1.1395470994046486574927930193898461120875997958366");
|
Chris@16
|
406 }
|
Chris@16
|
407
|
Chris@16
|
408 template <class Policy>
|
Chris@16
|
409 inline mpfr::mpreal skewness(const rayleigh_distribution<mpfr::mpreal, Policy>& /*dist*/)
|
Chris@16
|
410 {
|
Chris@16
|
411 // using namespace boost::math::constants;
|
Chris@16
|
412 return boost::lexical_cast<mpfr::mpreal>("0.63111065781893713819189935154422777984404221106391");
|
Chris@16
|
413 // Computed using NTL at 150 bit, about 50 decimal digits.
|
Chris@16
|
414 // return 2 * root_pi<RealType>() * pi_minus_three<RealType>() / pow23_four_minus_pi<RealType>();
|
Chris@16
|
415 }
|
Chris@16
|
416
|
Chris@16
|
417 template <class Policy>
|
Chris@16
|
418 inline mpfr::mpreal kurtosis(const rayleigh_distribution<mpfr::mpreal, Policy>& /*dist*/)
|
Chris@16
|
419 {
|
Chris@16
|
420 // using namespace boost::math::constants;
|
Chris@16
|
421 return boost::lexical_cast<mpfr::mpreal>("3.2450893006876380628486604106197544154170667057995");
|
Chris@16
|
422 // Computed using NTL at 150 bit, about 50 decimal digits.
|
Chris@16
|
423 // return 3 - (6 * pi<RealType>() * pi<RealType>() - 24 * pi<RealType>() + 16) /
|
Chris@16
|
424 // (four_minus_pi<RealType>() * four_minus_pi<RealType>());
|
Chris@16
|
425 }
|
Chris@16
|
426
|
Chris@16
|
427 template <class Policy>
|
Chris@16
|
428 inline mpfr::mpreal kurtosis_excess(const rayleigh_distribution<mpfr::mpreal, Policy>& /*dist*/)
|
Chris@16
|
429 {
|
Chris@16
|
430 //using namespace boost::math::constants;
|
Chris@16
|
431 // Computed using NTL at 150 bit, about 50 decimal digits.
|
Chris@16
|
432 return boost::lexical_cast<mpfr::mpreal>("0.2450893006876380628486604106197544154170667057995");
|
Chris@16
|
433 // return -(6 * pi<RealType>() * pi<RealType>() - 24 * pi<RealType>() + 16) /
|
Chris@16
|
434 // (four_minus_pi<RealType>() * four_minus_pi<RealType>());
|
Chris@16
|
435 } // kurtosis
|
Chris@16
|
436
|
Chris@16
|
437 namespace detail{
|
Chris@16
|
438
|
Chris@16
|
439 //
|
Chris@16
|
440 // Version of Digamma accurate to ~100 decimal digits.
|
Chris@16
|
441 //
|
Chris@16
|
442 template <class Policy>
|
Chris@16
|
443 mpfr::mpreal digamma_imp(mpfr::mpreal x, const mpl::int_<0>* , const Policy& pol)
|
Chris@16
|
444 {
|
Chris@16
|
445 //
|
Chris@16
|
446 // This handles reflection of negative arguments, and all our
|
Chris@16
|
447 // empfr_classor handling, then forwards to the T-specific approximation.
|
Chris@16
|
448 //
|
Chris@16
|
449 BOOST_MATH_STD_USING // ADL of std functions.
|
Chris@16
|
450
|
Chris@16
|
451 mpfr::mpreal result = 0;
|
Chris@16
|
452 //
|
Chris@16
|
453 // Check for negative arguments and use reflection:
|
Chris@16
|
454 //
|
Chris@16
|
455 if(x < 0)
|
Chris@16
|
456 {
|
Chris@16
|
457 // Reflect:
|
Chris@16
|
458 x = 1 - x;
|
Chris@16
|
459 // Argument reduction for tan:
|
Chris@16
|
460 mpfr::mpreal remainder = x - floor(x);
|
Chris@16
|
461 // Shift to negative if > 0.5:
|
Chris@16
|
462 if(remainder > 0.5)
|
Chris@16
|
463 {
|
Chris@16
|
464 remainder -= 1;
|
Chris@16
|
465 }
|
Chris@16
|
466 //
|
Chris@16
|
467 // check for evaluation at a negative pole:
|
Chris@16
|
468 //
|
Chris@16
|
469 if(remainder == 0)
|
Chris@16
|
470 {
|
Chris@16
|
471 return policies::raise_pole_error<mpfr::mpreal>("boost::math::digamma<%1%>(%1%)", 0, (1-x), pol);
|
Chris@16
|
472 }
|
Chris@16
|
473 result = constants::pi<mpfr::mpreal>() / tan(constants::pi<mpfr::mpreal>() * remainder);
|
Chris@16
|
474 }
|
Chris@16
|
475 result += big_digamma(x);
|
Chris@16
|
476 return result;
|
Chris@16
|
477 }
|
Chris@16
|
478 //
|
Chris@16
|
479 // Specialisations of this function provides the initial
|
Chris@16
|
480 // starting guess for Halley iteration:
|
Chris@16
|
481 //
|
Chris@16
|
482 template <class Policy>
|
Chris@16
|
483 mpfr::mpreal erf_inv_imp(const mpfr::mpreal& p, const mpfr::mpreal& q, const Policy&, const boost::mpl::int_<64>*)
|
Chris@16
|
484 {
|
Chris@16
|
485 BOOST_MATH_STD_USING // for ADL of std names.
|
Chris@16
|
486
|
Chris@16
|
487 mpfr::mpreal result = 0;
|
Chris@16
|
488
|
Chris@16
|
489 if(p <= 0.5)
|
Chris@16
|
490 {
|
Chris@16
|
491 //
|
Chris@16
|
492 // Evaluate inverse erf using the rational approximation:
|
Chris@16
|
493 //
|
Chris@16
|
494 // x = p(p+10)(Y+R(p))
|
Chris@16
|
495 //
|
Chris@16
|
496 // Where Y is a constant, and R(p) is optimised for a low
|
Chris@16
|
497 // absolute empfr_classor compared to |Y|.
|
Chris@16
|
498 //
|
Chris@16
|
499 // double: Max empfr_classor found: 2.001849e-18
|
Chris@16
|
500 // long double: Max empfr_classor found: 1.017064e-20
|
Chris@16
|
501 // Maximum Deviation Found (actual empfr_classor term at infinite precision) 8.030e-21
|
Chris@16
|
502 //
|
Chris@16
|
503 static const float Y = 0.0891314744949340820313f;
|
Chris@16
|
504 static const mpfr::mpreal P[] = {
|
Chris@16
|
505 -0.000508781949658280665617,
|
Chris@16
|
506 -0.00836874819741736770379,
|
Chris@16
|
507 0.0334806625409744615033,
|
Chris@16
|
508 -0.0126926147662974029034,
|
Chris@16
|
509 -0.0365637971411762664006,
|
Chris@16
|
510 0.0219878681111168899165,
|
Chris@16
|
511 0.00822687874676915743155,
|
Chris@16
|
512 -0.00538772965071242932965
|
Chris@16
|
513 };
|
Chris@16
|
514 static const mpfr::mpreal Q[] = {
|
Chris@16
|
515 1,
|
Chris@16
|
516 -0.970005043303290640362,
|
Chris@16
|
517 -1.56574558234175846809,
|
Chris@16
|
518 1.56221558398423026363,
|
Chris@16
|
519 0.662328840472002992063,
|
Chris@16
|
520 -0.71228902341542847553,
|
Chris@16
|
521 -0.0527396382340099713954,
|
Chris@16
|
522 0.0795283687341571680018,
|
Chris@16
|
523 -0.00233393759374190016776,
|
Chris@16
|
524 0.000886216390456424707504
|
Chris@16
|
525 };
|
Chris@16
|
526 mpfr::mpreal g = p * (p + 10);
|
Chris@16
|
527 mpfr::mpreal r = tools::evaluate_polynomial(P, p) / tools::evaluate_polynomial(Q, p);
|
Chris@16
|
528 result = g * Y + g * r;
|
Chris@16
|
529 }
|
Chris@16
|
530 else if(q >= 0.25)
|
Chris@16
|
531 {
|
Chris@16
|
532 //
|
Chris@16
|
533 // Rational approximation for 0.5 > q >= 0.25
|
Chris@16
|
534 //
|
Chris@16
|
535 // x = sqrt(-2*log(q)) / (Y + R(q))
|
Chris@16
|
536 //
|
Chris@16
|
537 // Where Y is a constant, and R(q) is optimised for a low
|
Chris@16
|
538 // absolute empfr_classor compared to Y.
|
Chris@16
|
539 //
|
Chris@16
|
540 // double : Max empfr_classor found: 7.403372e-17
|
Chris@16
|
541 // long double : Max empfr_classor found: 6.084616e-20
|
Chris@16
|
542 // Maximum Deviation Found (empfr_classor term) 4.811e-20
|
Chris@16
|
543 //
|
Chris@16
|
544 static const float Y = 2.249481201171875f;
|
Chris@16
|
545 static const mpfr::mpreal P[] = {
|
Chris@16
|
546 -0.202433508355938759655,
|
Chris@16
|
547 0.105264680699391713268,
|
Chris@16
|
548 8.37050328343119927838,
|
Chris@16
|
549 17.6447298408374015486,
|
Chris@16
|
550 -18.8510648058714251895,
|
Chris@16
|
551 -44.6382324441786960818,
|
Chris@16
|
552 17.445385985570866523,
|
Chris@16
|
553 21.1294655448340526258,
|
Chris@16
|
554 -3.67192254707729348546
|
Chris@16
|
555 };
|
Chris@16
|
556 static const mpfr::mpreal Q[] = {
|
Chris@16
|
557 1,
|
Chris@16
|
558 6.24264124854247537712,
|
Chris@16
|
559 3.9713437953343869095,
|
Chris@16
|
560 -28.6608180499800029974,
|
Chris@16
|
561 -20.1432634680485188801,
|
Chris@16
|
562 48.5609213108739935468,
|
Chris@16
|
563 10.8268667355460159008,
|
Chris@16
|
564 -22.6436933413139721736,
|
Chris@16
|
565 1.72114765761200282724
|
Chris@16
|
566 };
|
Chris@16
|
567 mpfr::mpreal g = sqrt(-2 * log(q));
|
Chris@16
|
568 mpfr::mpreal xs = q - 0.25;
|
Chris@16
|
569 mpfr::mpreal r = tools::evaluate_polynomial(P, xs) / tools::evaluate_polynomial(Q, xs);
|
Chris@16
|
570 result = g / (Y + r);
|
Chris@16
|
571 }
|
Chris@16
|
572 else
|
Chris@16
|
573 {
|
Chris@16
|
574 //
|
Chris@16
|
575 // For q < 0.25 we have a series of rational approximations all
|
Chris@16
|
576 // of the general form:
|
Chris@16
|
577 //
|
Chris@16
|
578 // let: x = sqrt(-log(q))
|
Chris@16
|
579 //
|
Chris@16
|
580 // Then the result is given by:
|
Chris@16
|
581 //
|
Chris@16
|
582 // x(Y+R(x-B))
|
Chris@16
|
583 //
|
Chris@16
|
584 // where Y is a constant, B is the lowest value of x for which
|
Chris@16
|
585 // the approximation is valid, and R(x-B) is optimised for a low
|
Chris@16
|
586 // absolute empfr_classor compared to Y.
|
Chris@16
|
587 //
|
Chris@16
|
588 // Note that almost all code will really go through the first
|
Chris@16
|
589 // or maybe second approximation. After than we're dealing with very
|
Chris@16
|
590 // small input values indeed: 80 and 128 bit long double's go all the
|
Chris@16
|
591 // way down to ~ 1e-5000 so the "tail" is rather long...
|
Chris@16
|
592 //
|
Chris@16
|
593 mpfr::mpreal x = sqrt(-log(q));
|
Chris@16
|
594 if(x < 3)
|
Chris@16
|
595 {
|
Chris@16
|
596 // Max empfr_classor found: 1.089051e-20
|
Chris@16
|
597 static const float Y = 0.807220458984375f;
|
Chris@16
|
598 static const mpfr::mpreal P[] = {
|
Chris@16
|
599 -0.131102781679951906451,
|
Chris@16
|
600 -0.163794047193317060787,
|
Chris@16
|
601 0.117030156341995252019,
|
Chris@16
|
602 0.387079738972604337464,
|
Chris@16
|
603 0.337785538912035898924,
|
Chris@16
|
604 0.142869534408157156766,
|
Chris@16
|
605 0.0290157910005329060432,
|
Chris@16
|
606 0.00214558995388805277169,
|
Chris@16
|
607 -0.679465575181126350155e-6,
|
Chris@16
|
608 0.285225331782217055858e-7,
|
Chris@16
|
609 -0.681149956853776992068e-9
|
Chris@16
|
610 };
|
Chris@16
|
611 static const mpfr::mpreal Q[] = {
|
Chris@16
|
612 1,
|
Chris@16
|
613 3.46625407242567245975,
|
Chris@16
|
614 5.38168345707006855425,
|
Chris@16
|
615 4.77846592945843778382,
|
Chris@16
|
616 2.59301921623620271374,
|
Chris@16
|
617 0.848854343457902036425,
|
Chris@16
|
618 0.152264338295331783612,
|
Chris@16
|
619 0.01105924229346489121
|
Chris@16
|
620 };
|
Chris@16
|
621 mpfr::mpreal xs = x - 1.125;
|
Chris@16
|
622 mpfr::mpreal R = tools::evaluate_polynomial(P, xs) / tools::evaluate_polynomial(Q, xs);
|
Chris@16
|
623 result = Y * x + R * x;
|
Chris@16
|
624 }
|
Chris@16
|
625 else if(x < 6)
|
Chris@16
|
626 {
|
Chris@16
|
627 // Max empfr_classor found: 8.389174e-21
|
Chris@16
|
628 static const float Y = 0.93995571136474609375f;
|
Chris@16
|
629 static const mpfr::mpreal P[] = {
|
Chris@16
|
630 -0.0350353787183177984712,
|
Chris@16
|
631 -0.00222426529213447927281,
|
Chris@16
|
632 0.0185573306514231072324,
|
Chris@16
|
633 0.00950804701325919603619,
|
Chris@16
|
634 0.00187123492819559223345,
|
Chris@16
|
635 0.000157544617424960554631,
|
Chris@16
|
636 0.460469890584317994083e-5,
|
Chris@16
|
637 -0.230404776911882601748e-9,
|
Chris@16
|
638 0.266339227425782031962e-11
|
Chris@16
|
639 };
|
Chris@16
|
640 static const mpfr::mpreal Q[] = {
|
Chris@16
|
641 1,
|
Chris@16
|
642 1.3653349817554063097,
|
Chris@16
|
643 0.762059164553623404043,
|
Chris@16
|
644 0.220091105764131249824,
|
Chris@16
|
645 0.0341589143670947727934,
|
Chris@16
|
646 0.00263861676657015992959,
|
Chris@16
|
647 0.764675292302794483503e-4
|
Chris@16
|
648 };
|
Chris@16
|
649 mpfr::mpreal xs = x - 3;
|
Chris@16
|
650 mpfr::mpreal R = tools::evaluate_polynomial(P, xs) / tools::evaluate_polynomial(Q, xs);
|
Chris@16
|
651 result = Y * x + R * x;
|
Chris@16
|
652 }
|
Chris@16
|
653 else if(x < 18)
|
Chris@16
|
654 {
|
Chris@16
|
655 // Max empfr_classor found: 1.481312e-19
|
Chris@16
|
656 static const float Y = 0.98362827301025390625f;
|
Chris@16
|
657 static const mpfr::mpreal P[] = {
|
Chris@16
|
658 -0.0167431005076633737133,
|
Chris@16
|
659 -0.00112951438745580278863,
|
Chris@16
|
660 0.00105628862152492910091,
|
Chris@16
|
661 0.000209386317487588078668,
|
Chris@16
|
662 0.149624783758342370182e-4,
|
Chris@16
|
663 0.449696789927706453732e-6,
|
Chris@16
|
664 0.462596163522878599135e-8,
|
Chris@16
|
665 -0.281128735628831791805e-13,
|
Chris@16
|
666 0.99055709973310326855e-16
|
Chris@16
|
667 };
|
Chris@16
|
668 static const mpfr::mpreal Q[] = {
|
Chris@16
|
669 1,
|
Chris@16
|
670 0.591429344886417493481,
|
Chris@16
|
671 0.138151865749083321638,
|
Chris@16
|
672 0.0160746087093676504695,
|
Chris@16
|
673 0.000964011807005165528527,
|
Chris@16
|
674 0.275335474764726041141e-4,
|
Chris@16
|
675 0.282243172016108031869e-6
|
Chris@16
|
676 };
|
Chris@16
|
677 mpfr::mpreal xs = x - 6;
|
Chris@16
|
678 mpfr::mpreal R = tools::evaluate_polynomial(P, xs) / tools::evaluate_polynomial(Q, xs);
|
Chris@16
|
679 result = Y * x + R * x;
|
Chris@16
|
680 }
|
Chris@16
|
681 else if(x < 44)
|
Chris@16
|
682 {
|
Chris@16
|
683 // Max empfr_classor found: 5.697761e-20
|
Chris@16
|
684 static const float Y = 0.99714565277099609375f;
|
Chris@16
|
685 static const mpfr::mpreal P[] = {
|
Chris@16
|
686 -0.0024978212791898131227,
|
Chris@16
|
687 -0.779190719229053954292e-5,
|
Chris@16
|
688 0.254723037413027451751e-4,
|
Chris@16
|
689 0.162397777342510920873e-5,
|
Chris@16
|
690 0.396341011304801168516e-7,
|
Chris@16
|
691 0.411632831190944208473e-9,
|
Chris@16
|
692 0.145596286718675035587e-11,
|
Chris@16
|
693 -0.116765012397184275695e-17
|
Chris@16
|
694 };
|
Chris@16
|
695 static const mpfr::mpreal Q[] = {
|
Chris@16
|
696 1,
|
Chris@16
|
697 0.207123112214422517181,
|
Chris@16
|
698 0.0169410838120975906478,
|
Chris@16
|
699 0.000690538265622684595676,
|
Chris@16
|
700 0.145007359818232637924e-4,
|
Chris@16
|
701 0.144437756628144157666e-6,
|
Chris@16
|
702 0.509761276599778486139e-9
|
Chris@16
|
703 };
|
Chris@16
|
704 mpfr::mpreal xs = x - 18;
|
Chris@16
|
705 mpfr::mpreal R = tools::evaluate_polynomial(P, xs) / tools::evaluate_polynomial(Q, xs);
|
Chris@16
|
706 result = Y * x + R * x;
|
Chris@16
|
707 }
|
Chris@16
|
708 else
|
Chris@16
|
709 {
|
Chris@16
|
710 // Max empfr_classor found: 1.279746e-20
|
Chris@16
|
711 static const float Y = 0.99941349029541015625f;
|
Chris@16
|
712 static const mpfr::mpreal P[] = {
|
Chris@16
|
713 -0.000539042911019078575891,
|
Chris@16
|
714 -0.28398759004727721098e-6,
|
Chris@16
|
715 0.899465114892291446442e-6,
|
Chris@16
|
716 0.229345859265920864296e-7,
|
Chris@16
|
717 0.225561444863500149219e-9,
|
Chris@16
|
718 0.947846627503022684216e-12,
|
Chris@16
|
719 0.135880130108924861008e-14,
|
Chris@16
|
720 -0.348890393399948882918e-21
|
Chris@16
|
721 };
|
Chris@16
|
722 static const mpfr::mpreal Q[] = {
|
Chris@16
|
723 1,
|
Chris@16
|
724 0.0845746234001899436914,
|
Chris@16
|
725 0.00282092984726264681981,
|
Chris@16
|
726 0.468292921940894236786e-4,
|
Chris@16
|
727 0.399968812193862100054e-6,
|
Chris@16
|
728 0.161809290887904476097e-8,
|
Chris@16
|
729 0.231558608310259605225e-11
|
Chris@16
|
730 };
|
Chris@16
|
731 mpfr::mpreal xs = x - 44;
|
Chris@16
|
732 mpfr::mpreal R = tools::evaluate_polynomial(P, xs) / tools::evaluate_polynomial(Q, xs);
|
Chris@16
|
733 result = Y * x + R * x;
|
Chris@16
|
734 }
|
Chris@16
|
735 }
|
Chris@16
|
736 return result;
|
Chris@16
|
737 }
|
Chris@16
|
738
|
Chris@16
|
739 inline mpfr::mpreal bessel_i0(mpfr::mpreal x)
|
Chris@16
|
740 {
|
Chris@16
|
741 static const mpfr::mpreal P1[] = {
|
Chris@16
|
742 boost::lexical_cast<mpfr::mpreal>("-2.2335582639474375249e+15"),
|
Chris@16
|
743 boost::lexical_cast<mpfr::mpreal>("-5.5050369673018427753e+14"),
|
Chris@16
|
744 boost::lexical_cast<mpfr::mpreal>("-3.2940087627407749166e+13"),
|
Chris@16
|
745 boost::lexical_cast<mpfr::mpreal>("-8.4925101247114157499e+11"),
|
Chris@16
|
746 boost::lexical_cast<mpfr::mpreal>("-1.1912746104985237192e+10"),
|
Chris@16
|
747 boost::lexical_cast<mpfr::mpreal>("-1.0313066708737980747e+08"),
|
Chris@16
|
748 boost::lexical_cast<mpfr::mpreal>("-5.9545626019847898221e+05"),
|
Chris@16
|
749 boost::lexical_cast<mpfr::mpreal>("-2.4125195876041896775e+03"),
|
Chris@16
|
750 boost::lexical_cast<mpfr::mpreal>("-7.0935347449210549190e+00"),
|
Chris@16
|
751 boost::lexical_cast<mpfr::mpreal>("-1.5453977791786851041e-02"),
|
Chris@16
|
752 boost::lexical_cast<mpfr::mpreal>("-2.5172644670688975051e-05"),
|
Chris@16
|
753 boost::lexical_cast<mpfr::mpreal>("-3.0517226450451067446e-08"),
|
Chris@16
|
754 boost::lexical_cast<mpfr::mpreal>("-2.6843448573468483278e-11"),
|
Chris@16
|
755 boost::lexical_cast<mpfr::mpreal>("-1.5982226675653184646e-14"),
|
Chris@16
|
756 boost::lexical_cast<mpfr::mpreal>("-5.2487866627945699800e-18"),
|
Chris@16
|
757 };
|
Chris@16
|
758 static const mpfr::mpreal Q1[] = {
|
Chris@16
|
759 boost::lexical_cast<mpfr::mpreal>("-2.2335582639474375245e+15"),
|
Chris@16
|
760 boost::lexical_cast<mpfr::mpreal>("7.8858692566751002988e+12"),
|
Chris@16
|
761 boost::lexical_cast<mpfr::mpreal>("-1.2207067397808979846e+10"),
|
Chris@16
|
762 boost::lexical_cast<mpfr::mpreal>("1.0377081058062166144e+07"),
|
Chris@16
|
763 boost::lexical_cast<mpfr::mpreal>("-4.8527560179962773045e+03"),
|
Chris@16
|
764 boost::lexical_cast<mpfr::mpreal>("1.0"),
|
Chris@16
|
765 };
|
Chris@16
|
766 static const mpfr::mpreal P2[] = {
|
Chris@16
|
767 boost::lexical_cast<mpfr::mpreal>("-2.2210262233306573296e-04"),
|
Chris@16
|
768 boost::lexical_cast<mpfr::mpreal>("1.3067392038106924055e-02"),
|
Chris@16
|
769 boost::lexical_cast<mpfr::mpreal>("-4.4700805721174453923e-01"),
|
Chris@16
|
770 boost::lexical_cast<mpfr::mpreal>("5.5674518371240761397e+00"),
|
Chris@16
|
771 boost::lexical_cast<mpfr::mpreal>("-2.3517945679239481621e+01"),
|
Chris@16
|
772 boost::lexical_cast<mpfr::mpreal>("3.1611322818701131207e+01"),
|
Chris@16
|
773 boost::lexical_cast<mpfr::mpreal>("-9.6090021968656180000e+00"),
|
Chris@16
|
774 };
|
Chris@16
|
775 static const mpfr::mpreal Q2[] = {
|
Chris@16
|
776 boost::lexical_cast<mpfr::mpreal>("-5.5194330231005480228e-04"),
|
Chris@16
|
777 boost::lexical_cast<mpfr::mpreal>("3.2547697594819615062e-02"),
|
Chris@16
|
778 boost::lexical_cast<mpfr::mpreal>("-1.1151759188741312645e+00"),
|
Chris@16
|
779 boost::lexical_cast<mpfr::mpreal>("1.3982595353892851542e+01"),
|
Chris@16
|
780 boost::lexical_cast<mpfr::mpreal>("-6.0228002066743340583e+01"),
|
Chris@16
|
781 boost::lexical_cast<mpfr::mpreal>("8.5539563258012929600e+01"),
|
Chris@16
|
782 boost::lexical_cast<mpfr::mpreal>("-3.1446690275135491500e+01"),
|
Chris@16
|
783 boost::lexical_cast<mpfr::mpreal>("1.0"),
|
Chris@16
|
784 };
|
Chris@16
|
785 mpfr::mpreal value, factor, r;
|
Chris@16
|
786
|
Chris@16
|
787 BOOST_MATH_STD_USING
|
Chris@16
|
788 using namespace boost::math::tools;
|
Chris@16
|
789
|
Chris@16
|
790 if (x < 0)
|
Chris@16
|
791 {
|
Chris@16
|
792 x = -x; // even function
|
Chris@16
|
793 }
|
Chris@16
|
794 if (x == 0)
|
Chris@16
|
795 {
|
Chris@16
|
796 return static_cast<mpfr::mpreal>(1);
|
Chris@16
|
797 }
|
Chris@16
|
798 if (x <= 15) // x in (0, 15]
|
Chris@16
|
799 {
|
Chris@16
|
800 mpfr::mpreal y = x * x;
|
Chris@16
|
801 value = evaluate_polynomial(P1, y) / evaluate_polynomial(Q1, y);
|
Chris@16
|
802 }
|
Chris@16
|
803 else // x in (15, \infty)
|
Chris@16
|
804 {
|
Chris@16
|
805 mpfr::mpreal y = 1 / x - mpfr::mpreal(1) / 15;
|
Chris@16
|
806 r = evaluate_polynomial(P2, y) / evaluate_polynomial(Q2, y);
|
Chris@16
|
807 factor = exp(x) / sqrt(x);
|
Chris@16
|
808 value = factor * r;
|
Chris@16
|
809 }
|
Chris@16
|
810
|
Chris@16
|
811 return value;
|
Chris@16
|
812 }
|
Chris@16
|
813
|
Chris@16
|
814 inline mpfr::mpreal bessel_i1(mpfr::mpreal x)
|
Chris@16
|
815 {
|
Chris@16
|
816 static const mpfr::mpreal P1[] = {
|
Chris@16
|
817 static_cast<mpfr::mpreal>("-1.4577180278143463643e+15"),
|
Chris@16
|
818 static_cast<mpfr::mpreal>("-1.7732037840791591320e+14"),
|
Chris@16
|
819 static_cast<mpfr::mpreal>("-6.9876779648010090070e+12"),
|
Chris@16
|
820 static_cast<mpfr::mpreal>("-1.3357437682275493024e+11"),
|
Chris@16
|
821 static_cast<mpfr::mpreal>("-1.4828267606612366099e+09"),
|
Chris@16
|
822 static_cast<mpfr::mpreal>("-1.0588550724769347106e+07"),
|
Chris@16
|
823 static_cast<mpfr::mpreal>("-5.1894091982308017540e+04"),
|
Chris@16
|
824 static_cast<mpfr::mpreal>("-1.8225946631657315931e+02"),
|
Chris@16
|
825 static_cast<mpfr::mpreal>("-4.7207090827310162436e-01"),
|
Chris@16
|
826 static_cast<mpfr::mpreal>("-9.1746443287817501309e-04"),
|
Chris@16
|
827 static_cast<mpfr::mpreal>("-1.3466829827635152875e-06"),
|
Chris@16
|
828 static_cast<mpfr::mpreal>("-1.4831904935994647675e-09"),
|
Chris@16
|
829 static_cast<mpfr::mpreal>("-1.1928788903603238754e-12"),
|
Chris@16
|
830 static_cast<mpfr::mpreal>("-6.5245515583151902910e-16"),
|
Chris@16
|
831 static_cast<mpfr::mpreal>("-1.9705291802535139930e-19"),
|
Chris@16
|
832 };
|
Chris@16
|
833 static const mpfr::mpreal Q1[] = {
|
Chris@16
|
834 static_cast<mpfr::mpreal>("-2.9154360556286927285e+15"),
|
Chris@16
|
835 static_cast<mpfr::mpreal>("9.7887501377547640438e+12"),
|
Chris@16
|
836 static_cast<mpfr::mpreal>("-1.4386907088588283434e+10"),
|
Chris@16
|
837 static_cast<mpfr::mpreal>("1.1594225856856884006e+07"),
|
Chris@16
|
838 static_cast<mpfr::mpreal>("-5.1326864679904189920e+03"),
|
Chris@16
|
839 static_cast<mpfr::mpreal>("1.0"),
|
Chris@16
|
840 };
|
Chris@16
|
841 static const mpfr::mpreal P2[] = {
|
Chris@16
|
842 static_cast<mpfr::mpreal>("1.4582087408985668208e-05"),
|
Chris@16
|
843 static_cast<mpfr::mpreal>("-8.9359825138577646443e-04"),
|
Chris@16
|
844 static_cast<mpfr::mpreal>("2.9204895411257790122e-02"),
|
Chris@16
|
845 static_cast<mpfr::mpreal>("-3.4198728018058047439e-01"),
|
Chris@16
|
846 static_cast<mpfr::mpreal>("1.3960118277609544334e+00"),
|
Chris@16
|
847 static_cast<mpfr::mpreal>("-1.9746376087200685843e+00"),
|
Chris@16
|
848 static_cast<mpfr::mpreal>("8.5591872901933459000e-01"),
|
Chris@16
|
849 static_cast<mpfr::mpreal>("-6.0437159056137599999e-02"),
|
Chris@16
|
850 };
|
Chris@16
|
851 static const mpfr::mpreal Q2[] = {
|
Chris@16
|
852 static_cast<mpfr::mpreal>("3.7510433111922824643e-05"),
|
Chris@16
|
853 static_cast<mpfr::mpreal>("-2.2835624489492512649e-03"),
|
Chris@16
|
854 static_cast<mpfr::mpreal>("7.4212010813186530069e-02"),
|
Chris@16
|
855 static_cast<mpfr::mpreal>("-8.5017476463217924408e-01"),
|
Chris@16
|
856 static_cast<mpfr::mpreal>("3.2593714889036996297e+00"),
|
Chris@16
|
857 static_cast<mpfr::mpreal>("-3.8806586721556593450e+00"),
|
Chris@16
|
858 static_cast<mpfr::mpreal>("1.0"),
|
Chris@16
|
859 };
|
Chris@16
|
860 mpfr::mpreal value, factor, r, w;
|
Chris@16
|
861
|
Chris@16
|
862 BOOST_MATH_STD_USING
|
Chris@16
|
863 using namespace boost::math::tools;
|
Chris@16
|
864
|
Chris@16
|
865 w = abs(x);
|
Chris@16
|
866 if (x == 0)
|
Chris@16
|
867 {
|
Chris@16
|
868 return static_cast<mpfr::mpreal>(0);
|
Chris@16
|
869 }
|
Chris@16
|
870 if (w <= 15) // w in (0, 15]
|
Chris@16
|
871 {
|
Chris@16
|
872 mpfr::mpreal y = x * x;
|
Chris@16
|
873 r = evaluate_polynomial(P1, y) / evaluate_polynomial(Q1, y);
|
Chris@16
|
874 factor = w;
|
Chris@16
|
875 value = factor * r;
|
Chris@16
|
876 }
|
Chris@16
|
877 else // w in (15, \infty)
|
Chris@16
|
878 {
|
Chris@16
|
879 mpfr::mpreal y = 1 / w - mpfr::mpreal(1) / 15;
|
Chris@16
|
880 r = evaluate_polynomial(P2, y) / evaluate_polynomial(Q2, y);
|
Chris@16
|
881 factor = exp(w) / sqrt(w);
|
Chris@16
|
882 value = factor * r;
|
Chris@16
|
883 }
|
Chris@16
|
884
|
Chris@16
|
885 if (x < 0)
|
Chris@16
|
886 {
|
Chris@16
|
887 value *= -value; // odd function
|
Chris@16
|
888 }
|
Chris@16
|
889 return value;
|
Chris@16
|
890 }
|
Chris@16
|
891
|
Chris@16
|
892 } // namespace detail
|
Chris@16
|
893 } // namespace math
|
Chris@16
|
894
|
Chris@16
|
895 }
|
Chris@16
|
896
|
Chris@16
|
897 #endif // BOOST_MATH_MPLFR_BINDINGS_HPP
|
Chris@16
|
898
|