annotate DEPENDENCIES/generic/include/boost/math/bindings/mpreal.hpp @ 125:34e428693f5d vext

Vext -> Repoint
author Chris Cannam
date Thu, 14 Jun 2018 11:15:39 +0100
parents 2665513ce2d3
children
rev   line source
Chris@16 1 // Copyright John Maddock 2008.
Chris@16 2 // Use, modification and distribution are subject to the
Chris@16 3 // Boost Software License, Version 1.0. (See accompanying file
Chris@16 4 // LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
Chris@16 5 //
Chris@16 6 // Wrapper that works with mpfr::mpreal defined in gmpfrxx.h
Chris@16 7 // See http://math.berkeley.edu/~wilken/code/gmpfrxx/
Chris@16 8 // Also requires the gmp and mpfr libraries.
Chris@16 9 //
Chris@16 10
Chris@16 11 #ifndef BOOST_MATH_MPREAL_BINDINGS_HPP
Chris@16 12 #define BOOST_MATH_MPREAL_BINDINGS_HPP
Chris@16 13
Chris@16 14 #include <boost/config.hpp>
Chris@16 15 #include <boost/lexical_cast.hpp>
Chris@16 16
Chris@16 17 #ifdef BOOST_MSVC
Chris@16 18 //
Chris@16 19 // We get a lot of warnings from the gmp, mpfr and gmpfrxx headers,
Chris@16 20 // disable them here, so we only see warnings from *our* code:
Chris@16 21 //
Chris@16 22 #pragma warning(push)
Chris@16 23 #pragma warning(disable: 4127 4800 4512)
Chris@16 24 #endif
Chris@16 25
Chris@16 26 #include <mpreal.h>
Chris@16 27
Chris@16 28 #ifdef BOOST_MSVC
Chris@16 29 #pragma warning(pop)
Chris@16 30 #endif
Chris@16 31
Chris@16 32 #include <boost/math/tools/precision.hpp>
Chris@16 33 #include <boost/math/tools/real_cast.hpp>
Chris@16 34 #include <boost/math/policies/policy.hpp>
Chris@16 35 #include <boost/math/distributions/fwd.hpp>
Chris@16 36 #include <boost/math/special_functions/math_fwd.hpp>
Chris@16 37 #include <boost/math/bindings/detail/big_digamma.hpp>
Chris@16 38 #include <boost/math/bindings/detail/big_lanczos.hpp>
Chris@16 39
Chris@16 40 namespace mpfr{
Chris@16 41
Chris@16 42 template <class T>
Chris@16 43 inline mpreal operator + (const mpreal& r, const T& t){ return r + mpreal(t); }
Chris@16 44 template <class T>
Chris@16 45 inline mpreal operator - (const mpreal& r, const T& t){ return r - mpreal(t); }
Chris@16 46 template <class T>
Chris@16 47 inline mpreal operator * (const mpreal& r, const T& t){ return r * mpreal(t); }
Chris@16 48 template <class T>
Chris@16 49 inline mpreal operator / (const mpreal& r, const T& t){ return r / mpreal(t); }
Chris@16 50
Chris@16 51 template <class T>
Chris@16 52 inline mpreal operator + (const T& t, const mpreal& r){ return mpreal(t) + r; }
Chris@16 53 template <class T>
Chris@16 54 inline mpreal operator - (const T& t, const mpreal& r){ return mpreal(t) - r; }
Chris@16 55 template <class T>
Chris@16 56 inline mpreal operator * (const T& t, const mpreal& r){ return mpreal(t) * r; }
Chris@16 57 template <class T>
Chris@16 58 inline mpreal operator / (const T& t, const mpreal& r){ return mpreal(t) / r; }
Chris@16 59
Chris@16 60 template <class T>
Chris@16 61 inline bool operator == (const mpreal& r, const T& t){ return r == mpreal(t); }
Chris@16 62 template <class T>
Chris@16 63 inline bool operator != (const mpreal& r, const T& t){ return r != mpreal(t); }
Chris@16 64 template <class T>
Chris@16 65 inline bool operator <= (const mpreal& r, const T& t){ return r <= mpreal(t); }
Chris@16 66 template <class T>
Chris@16 67 inline bool operator >= (const mpreal& r, const T& t){ return r >= mpreal(t); }
Chris@16 68 template <class T>
Chris@16 69 inline bool operator < (const mpreal& r, const T& t){ return r < mpreal(t); }
Chris@16 70 template <class T>
Chris@16 71 inline bool operator > (const mpreal& r, const T& t){ return r > mpreal(t); }
Chris@16 72
Chris@16 73 template <class T>
Chris@16 74 inline bool operator == (const T& t, const mpreal& r){ return mpreal(t) == r; }
Chris@16 75 template <class T>
Chris@16 76 inline bool operator != (const T& t, const mpreal& r){ return mpreal(t) != r; }
Chris@16 77 template <class T>
Chris@16 78 inline bool operator <= (const T& t, const mpreal& r){ return mpreal(t) <= r; }
Chris@16 79 template <class T>
Chris@16 80 inline bool operator >= (const T& t, const mpreal& r){ return mpreal(t) >= r; }
Chris@16 81 template <class T>
Chris@16 82 inline bool operator < (const T& t, const mpreal& r){ return mpreal(t) < r; }
Chris@16 83 template <class T>
Chris@16 84 inline bool operator > (const T& t, const mpreal& r){ return mpreal(t) > r; }
Chris@16 85
Chris@16 86 /*
Chris@16 87 inline mpfr::mpreal fabs(const mpfr::mpreal& v)
Chris@16 88 {
Chris@16 89 return abs(v);
Chris@16 90 }
Chris@16 91 inline mpfr::mpreal pow(const mpfr::mpreal& b, const mpfr::mpreal e)
Chris@16 92 {
Chris@16 93 mpfr::mpreal result;
Chris@16 94 mpfr_pow(result.__get_mp(), b.__get_mp(), e.__get_mp(), GMP_RNDN);
Chris@16 95 return result;
Chris@16 96 }
Chris@16 97 */
Chris@16 98 inline mpfr::mpreal ldexp(const mpfr::mpreal& v, int e)
Chris@16 99 {
Chris@16 100 return mpfr::ldexp(v, static_cast<mp_exp_t>(e));
Chris@16 101 }
Chris@16 102
Chris@16 103 inline mpfr::mpreal frexp(const mpfr::mpreal& v, int* expon)
Chris@16 104 {
Chris@16 105 mp_exp_t e;
Chris@16 106 mpfr::mpreal r = mpfr::frexp(v, &e);
Chris@16 107 *expon = e;
Chris@16 108 return r;
Chris@16 109 }
Chris@16 110
Chris@16 111 #if (MPFR_VERSION < MPFR_VERSION_NUM(2,4,0))
Chris@16 112 mpfr::mpreal fmod(const mpfr::mpreal& v1, const mpfr::mpreal& v2)
Chris@16 113 {
Chris@16 114 mpfr::mpreal n;
Chris@16 115 if(v1 < 0)
Chris@16 116 n = ceil(v1 / v2);
Chris@16 117 else
Chris@16 118 n = floor(v1 / v2);
Chris@16 119 return v1 - n * v2;
Chris@16 120 }
Chris@16 121 #endif
Chris@16 122
Chris@16 123 template <class Policy>
Chris@16 124 inline mpfr::mpreal modf(const mpfr::mpreal& v, long long* ipart, const Policy& pol)
Chris@16 125 {
Chris@16 126 *ipart = lltrunc(v, pol);
Chris@16 127 return v - boost::math::tools::real_cast<mpfr::mpreal>(*ipart);
Chris@16 128 }
Chris@16 129 template <class Policy>
Chris@16 130 inline int iround(mpfr::mpreal const& x, const Policy& pol)
Chris@16 131 {
Chris@16 132 return boost::math::tools::real_cast<int>(boost::math::round(x, pol));
Chris@16 133 }
Chris@16 134
Chris@16 135 template <class Policy>
Chris@16 136 inline long lround(mpfr::mpreal const& x, const Policy& pol)
Chris@16 137 {
Chris@16 138 return boost::math::tools::real_cast<long>(boost::math::round(x, pol));
Chris@16 139 }
Chris@16 140
Chris@16 141 template <class Policy>
Chris@16 142 inline long long llround(mpfr::mpreal const& x, const Policy& pol)
Chris@16 143 {
Chris@16 144 return boost::math::tools::real_cast<long long>(boost::math::round(x, pol));
Chris@16 145 }
Chris@16 146
Chris@16 147 template <class Policy>
Chris@16 148 inline int itrunc(mpfr::mpreal const& x, const Policy& pol)
Chris@16 149 {
Chris@16 150 return boost::math::tools::real_cast<int>(boost::math::trunc(x, pol));
Chris@16 151 }
Chris@16 152
Chris@16 153 template <class Policy>
Chris@16 154 inline long ltrunc(mpfr::mpreal const& x, const Policy& pol)
Chris@16 155 {
Chris@16 156 return boost::math::tools::real_cast<long>(boost::math::trunc(x, pol));
Chris@16 157 }
Chris@16 158
Chris@16 159 template <class Policy>
Chris@16 160 inline long long lltrunc(mpfr::mpreal const& x, const Policy& pol)
Chris@16 161 {
Chris@16 162 return boost::math::tools::real_cast<long long>(boost::math::trunc(x, pol));
Chris@16 163 }
Chris@16 164
Chris@16 165 }
Chris@16 166
Chris@16 167 namespace boost{ namespace math{
Chris@16 168
Chris@16 169 #if defined(__GNUC__) && (__GNUC__ < 4)
Chris@16 170 using ::iround;
Chris@16 171 using ::lround;
Chris@16 172 using ::llround;
Chris@16 173 using ::itrunc;
Chris@16 174 using ::ltrunc;
Chris@16 175 using ::lltrunc;
Chris@16 176 using ::modf;
Chris@16 177 #endif
Chris@16 178
Chris@16 179 namespace lanczos{
Chris@16 180
Chris@16 181 struct mpreal_lanczos
Chris@16 182 {
Chris@16 183 static mpfr::mpreal lanczos_sum(const mpfr::mpreal& z)
Chris@16 184 {
Chris@16 185 unsigned long p = z.get_default_prec();
Chris@16 186 if(p <= 72)
Chris@16 187 return lanczos13UDT::lanczos_sum(z);
Chris@16 188 else if(p <= 120)
Chris@16 189 return lanczos22UDT::lanczos_sum(z);
Chris@16 190 else if(p <= 170)
Chris@16 191 return lanczos31UDT::lanczos_sum(z);
Chris@16 192 else //if(p <= 370) approx 100 digit precision:
Chris@16 193 return lanczos61UDT::lanczos_sum(z);
Chris@16 194 }
Chris@16 195 static mpfr::mpreal lanczos_sum_expG_scaled(const mpfr::mpreal& z)
Chris@16 196 {
Chris@16 197 unsigned long p = z.get_default_prec();
Chris@16 198 if(p <= 72)
Chris@16 199 return lanczos13UDT::lanczos_sum_expG_scaled(z);
Chris@16 200 else if(p <= 120)
Chris@16 201 return lanczos22UDT::lanczos_sum_expG_scaled(z);
Chris@16 202 else if(p <= 170)
Chris@16 203 return lanczos31UDT::lanczos_sum_expG_scaled(z);
Chris@16 204 else //if(p <= 370) approx 100 digit precision:
Chris@16 205 return lanczos61UDT::lanczos_sum_expG_scaled(z);
Chris@16 206 }
Chris@16 207 static mpfr::mpreal lanczos_sum_near_1(const mpfr::mpreal& z)
Chris@16 208 {
Chris@16 209 unsigned long p = z.get_default_prec();
Chris@16 210 if(p <= 72)
Chris@16 211 return lanczos13UDT::lanczos_sum_near_1(z);
Chris@16 212 else if(p <= 120)
Chris@16 213 return lanczos22UDT::lanczos_sum_near_1(z);
Chris@16 214 else if(p <= 170)
Chris@16 215 return lanczos31UDT::lanczos_sum_near_1(z);
Chris@16 216 else //if(p <= 370) approx 100 digit precision:
Chris@16 217 return lanczos61UDT::lanczos_sum_near_1(z);
Chris@16 218 }
Chris@16 219 static mpfr::mpreal lanczos_sum_near_2(const mpfr::mpreal& z)
Chris@16 220 {
Chris@16 221 unsigned long p = z.get_default_prec();
Chris@16 222 if(p <= 72)
Chris@16 223 return lanczos13UDT::lanczos_sum_near_2(z);
Chris@16 224 else if(p <= 120)
Chris@16 225 return lanczos22UDT::lanczos_sum_near_2(z);
Chris@16 226 else if(p <= 170)
Chris@16 227 return lanczos31UDT::lanczos_sum_near_2(z);
Chris@16 228 else //if(p <= 370) approx 100 digit precision:
Chris@16 229 return lanczos61UDT::lanczos_sum_near_2(z);
Chris@16 230 }
Chris@16 231 static mpfr::mpreal g()
Chris@16 232 {
Chris@16 233 unsigned long p = mpfr::mpreal::get_default_prec();
Chris@16 234 if(p <= 72)
Chris@16 235 return lanczos13UDT::g();
Chris@16 236 else if(p <= 120)
Chris@16 237 return lanczos22UDT::g();
Chris@16 238 else if(p <= 170)
Chris@16 239 return lanczos31UDT::g();
Chris@16 240 else //if(p <= 370) approx 100 digit precision:
Chris@16 241 return lanczos61UDT::g();
Chris@16 242 }
Chris@16 243 };
Chris@16 244
Chris@16 245 template<class Policy>
Chris@16 246 struct lanczos<mpfr::mpreal, Policy>
Chris@16 247 {
Chris@16 248 typedef mpreal_lanczos type;
Chris@16 249 };
Chris@16 250
Chris@16 251 } // namespace lanczos
Chris@16 252
Chris@16 253 namespace tools
Chris@16 254 {
Chris@16 255
Chris@16 256 template<>
Chris@16 257 inline int digits<mpfr::mpreal>(BOOST_MATH_EXPLICIT_TEMPLATE_TYPE_SPEC(mpfr::mpreal))
Chris@16 258 {
Chris@16 259 return mpfr::mpreal::get_default_prec();
Chris@16 260 }
Chris@16 261
Chris@16 262 namespace detail{
Chris@16 263
Chris@16 264 template<class I>
Chris@16 265 void convert_to_long_result(mpfr::mpreal const& r, I& result)
Chris@16 266 {
Chris@16 267 result = 0;
Chris@16 268 I last_result(0);
Chris@16 269 mpfr::mpreal t(r);
Chris@16 270 double term;
Chris@16 271 do
Chris@16 272 {
Chris@16 273 term = real_cast<double>(t);
Chris@16 274 last_result = result;
Chris@16 275 result += static_cast<I>(term);
Chris@16 276 t -= term;
Chris@16 277 }while(result != last_result);
Chris@16 278 }
Chris@16 279
Chris@16 280 }
Chris@16 281
Chris@16 282 template <>
Chris@16 283 inline mpfr::mpreal real_cast<mpfr::mpreal, long long>(long long t)
Chris@16 284 {
Chris@16 285 mpfr::mpreal result;
Chris@16 286 int expon = 0;
Chris@16 287 int sign = 1;
Chris@16 288 if(t < 0)
Chris@16 289 {
Chris@16 290 sign = -1;
Chris@16 291 t = -t;
Chris@16 292 }
Chris@16 293 while(t)
Chris@16 294 {
Chris@16 295 result += ldexp((double)(t & 0xffffL), expon);
Chris@16 296 expon += 32;
Chris@16 297 t >>= 32;
Chris@16 298 }
Chris@16 299 return result * sign;
Chris@16 300 }
Chris@16 301 /*
Chris@16 302 template <>
Chris@16 303 inline unsigned real_cast<unsigned, mpfr::mpreal>(mpfr::mpreal t)
Chris@16 304 {
Chris@16 305 return t.get_ui();
Chris@16 306 }
Chris@16 307 template <>
Chris@16 308 inline int real_cast<int, mpfr::mpreal>(mpfr::mpreal t)
Chris@16 309 {
Chris@16 310 return t.get_si();
Chris@16 311 }
Chris@16 312 template <>
Chris@16 313 inline double real_cast<double, mpfr::mpreal>(mpfr::mpreal t)
Chris@16 314 {
Chris@16 315 return t.get_d();
Chris@16 316 }
Chris@16 317 template <>
Chris@16 318 inline float real_cast<float, mpfr::mpreal>(mpfr::mpreal t)
Chris@16 319 {
Chris@16 320 return static_cast<float>(t.get_d());
Chris@16 321 }
Chris@16 322 template <>
Chris@16 323 inline long real_cast<long, mpfr::mpreal>(mpfr::mpreal t)
Chris@16 324 {
Chris@16 325 long result;
Chris@16 326 detail::convert_to_long_result(t, result);
Chris@16 327 return result;
Chris@16 328 }
Chris@16 329 */
Chris@16 330 template <>
Chris@16 331 inline long long real_cast<long long, mpfr::mpreal>(mpfr::mpreal t)
Chris@16 332 {
Chris@16 333 long long result;
Chris@16 334 detail::convert_to_long_result(t, result);
Chris@16 335 return result;
Chris@16 336 }
Chris@16 337
Chris@16 338 template <>
Chris@16 339 inline mpfr::mpreal max_value<mpfr::mpreal>(BOOST_MATH_EXPLICIT_TEMPLATE_TYPE_SPEC(mpfr::mpreal))
Chris@16 340 {
Chris@16 341 static bool has_init = false;
Chris@16 342 static mpfr::mpreal val(0.5);
Chris@16 343 if(!has_init)
Chris@16 344 {
Chris@16 345 val = ldexp(val, mpfr_get_emax());
Chris@16 346 has_init = true;
Chris@16 347 }
Chris@16 348 return val;
Chris@16 349 }
Chris@16 350
Chris@16 351 template <>
Chris@16 352 inline mpfr::mpreal min_value<mpfr::mpreal>(BOOST_MATH_EXPLICIT_TEMPLATE_TYPE_SPEC(mpfr::mpreal))
Chris@16 353 {
Chris@16 354 static bool has_init = false;
Chris@16 355 static mpfr::mpreal val(0.5);
Chris@16 356 if(!has_init)
Chris@16 357 {
Chris@16 358 val = ldexp(val, mpfr_get_emin());
Chris@16 359 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