Mercurial > hg > vamp-build-and-test
comparison DEPENDENCIES/generic/include/boost/math/bindings/mpfr.hpp @ 16:2665513ce2d3
Add boost headers
author | Chris Cannam |
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date | Tue, 05 Aug 2014 11:11:38 +0100 |
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children | c530137014c0 |
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1 // Copyright John Maddock 2008. | |
2 // Use, modification and distribution are subject to the | |
3 // Boost Software License, Version 1.0. (See accompanying file | |
4 // LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt) | |
5 // | |
6 // Wrapper that works with mpfr_class defined in gmpfrxx.h | |
7 // See http://math.berkeley.edu/~wilken/code/gmpfrxx/ | |
8 // Also requires the gmp and mpfr libraries. | |
9 // | |
10 | |
11 #ifndef BOOST_MATH_MPLFR_BINDINGS_HPP | |
12 #define BOOST_MATH_MPLFR_BINDINGS_HPP | |
13 | |
14 #include <boost/config.hpp> | |
15 #include <boost/lexical_cast.hpp> | |
16 | |
17 #ifdef BOOST_MSVC | |
18 // | |
19 // We get a lot of warnings from the gmp, mpfr and gmpfrxx headers, | |
20 // disable them here, so we only see warnings from *our* code: | |
21 // | |
22 #pragma warning(push) | |
23 #pragma warning(disable: 4127 4800 4512) | |
24 #endif | |
25 | |
26 #include <gmpfrxx.h> | |
27 | |
28 #ifdef BOOST_MSVC | |
29 #pragma warning(pop) | |
30 #endif | |
31 | |
32 #include <boost/math/tools/precision.hpp> | |
33 #include <boost/math/tools/real_cast.hpp> | |
34 #include <boost/math/policies/policy.hpp> | |
35 #include <boost/math/distributions/fwd.hpp> | |
36 #include <boost/math/special_functions/math_fwd.hpp> | |
37 #include <boost/math/bindings/detail/big_digamma.hpp> | |
38 #include <boost/math/bindings/detail/big_lanczos.hpp> | |
39 | |
40 inline mpfr_class fabs(const mpfr_class& v) | |
41 { | |
42 return abs(v); | |
43 } | |
44 template <class T, class U> | |
45 inline mpfr_class fabs(const __gmp_expr<T,U>& v) | |
46 { | |
47 return abs(static_cast<mpfr_class>(v)); | |
48 } | |
49 | |
50 inline mpfr_class pow(const mpfr_class& b, const mpfr_class& e) | |
51 { | |
52 mpfr_class result; | |
53 mpfr_pow(result.__get_mp(), b.__get_mp(), e.__get_mp(), GMP_RNDN); | |
54 return result; | |
55 } | |
56 /* | |
57 template <class T, class U, class V, class W> | |
58 inline mpfr_class pow(const __gmp_expr<T,U>& b, const __gmp_expr<V,W>& e) | |
59 { | |
60 return pow(static_cast<mpfr_class>(b), static_cast<mpfr_class>(e)); | |
61 } | |
62 */ | |
63 inline mpfr_class ldexp(const mpfr_class& v, int e) | |
64 { | |
65 //int e = mpfr_get_exp(*v.__get_mp()); | |
66 mpfr_class result(v); | |
67 mpfr_set_exp(result.__get_mp(), e); | |
68 return result; | |
69 } | |
70 template <class T, class U> | |
71 inline mpfr_class ldexp(const __gmp_expr<T,U>& v, int e) | |
72 { | |
73 return ldexp(static_cast<mpfr_class>(v), e); | |
74 } | |
75 | |
76 inline mpfr_class frexp(const mpfr_class& v, int* expon) | |
77 { | |
78 int e = mpfr_get_exp(v.__get_mp()); | |
79 mpfr_class result(v); | |
80 mpfr_set_exp(result.__get_mp(), 0); | |
81 *expon = e; | |
82 return result; | |
83 } | |
84 template <class T, class U> | |
85 inline mpfr_class frexp(const __gmp_expr<T,U>& v, int* expon) | |
86 { | |
87 return frexp(static_cast<mpfr_class>(v), expon); | |
88 } | |
89 | |
90 inline mpfr_class fmod(const mpfr_class& v1, const mpfr_class& v2) | |
91 { | |
92 mpfr_class n; | |
93 if(v1 < 0) | |
94 n = ceil(v1 / v2); | |
95 else | |
96 n = floor(v1 / v2); | |
97 return v1 - n * v2; | |
98 } | |
99 template <class T, class U, class V, class W> | |
100 inline mpfr_class fmod(const __gmp_expr<T,U>& v1, const __gmp_expr<V,W>& v2) | |
101 { | |
102 return fmod(static_cast<mpfr_class>(v1), static_cast<mpfr_class>(v2)); | |
103 } | |
104 | |
105 template <class Policy> | |
106 inline mpfr_class modf(const mpfr_class& v, long long* ipart, const Policy& pol) | |
107 { | |
108 *ipart = lltrunc(v, pol); | |
109 return v - boost::math::tools::real_cast<mpfr_class>(*ipart); | |
110 } | |
111 template <class T, class U, class Policy> | |
112 inline mpfr_class modf(const __gmp_expr<T,U>& v, long long* ipart, const Policy& pol) | |
113 { | |
114 return modf(static_cast<mpfr_class>(v), ipart, pol); | |
115 } | |
116 | |
117 template <class Policy> | |
118 inline int iround(mpfr_class const& x, const Policy&) | |
119 { | |
120 return boost::math::tools::real_cast<int>(boost::math::round(x, typename boost::math::policies::normalise<Policy, boost::math::policies::rounding_error< boost::math::policies::throw_on_error> >::type())); | |
121 } | |
122 template <class T, class U, class Policy> | |
123 inline int iround(__gmp_expr<T,U> const& x, const Policy& pol) | |
124 { | |
125 return iround(static_cast<mpfr_class>(x), pol); | |
126 } | |
127 | |
128 template <class Policy> | |
129 inline long lround(mpfr_class const& x, const Policy&) | |
130 { | |
131 return boost::math::tools::real_cast<long>(boost::math::round(x, typename boost::math::policies::normalise<Policy, boost::math::policies::rounding_error< boost::math::policies::throw_on_error> >::type())); | |
132 } | |
133 template <class T, class U, class Policy> | |
134 inline long lround(__gmp_expr<T,U> const& x, const Policy& pol) | |
135 { | |
136 return lround(static_cast<mpfr_class>(x), pol); | |
137 } | |
138 | |
139 template <class Policy> | |
140 inline long long llround(mpfr_class const& x, const Policy&) | |
141 { | |
142 return boost::math::tools::real_cast<long long>(boost::math::round(x, typename boost::math::policies::normalise<Policy, boost::math::policies::rounding_error< boost::math::policies::throw_on_error> >::type())); | |
143 } | |
144 template <class T, class U, class Policy> | |
145 inline long long llround(__gmp_expr<T,U> const& x, const Policy& pol) | |
146 { | |
147 return llround(static_cast<mpfr_class>(x), pol); | |
148 } | |
149 | |
150 template <class Policy> | |
151 inline int itrunc(mpfr_class const& x, const Policy&) | |
152 { | |
153 return boost::math::tools::real_cast<int>(boost::math::trunc(x, typename boost::math::policies::normalise<Policy, boost::math::policies::rounding_error< boost::math::policies::throw_on_error> >::type())); | |
154 } | |
155 template <class T, class U, class Policy> | |
156 inline int itrunc(__gmp_expr<T,U> const& x, const Policy& pol) | |
157 { | |
158 return itrunc(static_cast<mpfr_class>(x), pol); | |
159 } | |
160 | |
161 template <class Policy> | |
162 inline long ltrunc(mpfr_class const& x, const Policy&) | |
163 { | |
164 return boost::math::tools::real_cast<long>(boost::math::trunc(x, typename boost::math::policies::normalise<Policy, boost::math::policies::rounding_error< boost::math::policies::throw_on_error> >::type())); | |
165 } | |
166 template <class T, class U, class Policy> | |
167 inline long ltrunc(__gmp_expr<T,U> const& x, const Policy& pol) | |
168 { | |
169 return ltrunc(static_cast<mpfr_class>(x), pol); | |
170 } | |
171 | |
172 template <class Policy> | |
173 inline long long lltrunc(mpfr_class const& x, const Policy&) | |
174 { | |
175 return boost::math::tools::real_cast<long long>(boost::math::trunc(x, typename boost::math::policies::normalise<Policy, boost::math::policies::rounding_error< boost::math::policies::throw_on_error> >::type())); | |
176 } | |
177 template <class T, class U, class Policy> | |
178 inline long long lltrunc(__gmp_expr<T,U> const& x, const Policy& pol) | |
179 { | |
180 return lltrunc(static_cast<mpfr_class>(x), pol); | |
181 } | |
182 | |
183 namespace boost{ namespace math{ | |
184 | |
185 #if defined(__GNUC__) && (__GNUC__ < 4) | |
186 using ::iround; | |
187 using ::lround; | |
188 using ::llround; | |
189 using ::itrunc; | |
190 using ::ltrunc; | |
191 using ::lltrunc; | |
192 using ::modf; | |
193 #endif | |
194 | |
195 namespace lanczos{ | |
196 | |
197 struct mpfr_lanczos | |
198 { | |
199 static mpfr_class lanczos_sum(const mpfr_class& z) | |
200 { | |
201 unsigned long p = z.get_dprec(); | |
202 if(p <= 72) | |
203 return lanczos13UDT::lanczos_sum(z); | |
204 else if(p <= 120) | |
205 return lanczos22UDT::lanczos_sum(z); | |
206 else if(p <= 170) | |
207 return lanczos31UDT::lanczos_sum(z); | |
208 else //if(p <= 370) approx 100 digit precision: | |
209 return lanczos61UDT::lanczos_sum(z); | |
210 } | |
211 static mpfr_class lanczos_sum_expG_scaled(const mpfr_class& z) | |
212 { | |
213 unsigned long p = z.get_dprec(); | |
214 if(p <= 72) | |
215 return lanczos13UDT::lanczos_sum_expG_scaled(z); | |
216 else if(p <= 120) | |
217 return lanczos22UDT::lanczos_sum_expG_scaled(z); | |
218 else if(p <= 170) | |
219 return lanczos31UDT::lanczos_sum_expG_scaled(z); | |
220 else //if(p <= 370) approx 100 digit precision: | |
221 return lanczos61UDT::lanczos_sum_expG_scaled(z); | |
222 } | |
223 static mpfr_class lanczos_sum_near_1(const mpfr_class& z) | |
224 { | |
225 unsigned long p = z.get_dprec(); | |
226 if(p <= 72) | |
227 return lanczos13UDT::lanczos_sum_near_1(z); | |
228 else if(p <= 120) | |
229 return lanczos22UDT::lanczos_sum_near_1(z); | |
230 else if(p <= 170) | |
231 return lanczos31UDT::lanczos_sum_near_1(z); | |
232 else //if(p <= 370) approx 100 digit precision: | |
233 return lanczos61UDT::lanczos_sum_near_1(z); | |
234 } | |
235 static mpfr_class lanczos_sum_near_2(const mpfr_class& z) | |
236 { | |
237 unsigned long p = z.get_dprec(); | |
238 if(p <= 72) | |
239 return lanczos13UDT::lanczos_sum_near_2(z); | |
240 else if(p <= 120) | |
241 return lanczos22UDT::lanczos_sum_near_2(z); | |
242 else if(p <= 170) | |
243 return lanczos31UDT::lanczos_sum_near_2(z); | |
244 else //if(p <= 370) approx 100 digit precision: | |
245 return lanczos61UDT::lanczos_sum_near_2(z); | |
246 } | |
247 static mpfr_class g() | |
248 { | |
249 unsigned long p = mpfr_class::get_dprec(); | |
250 if(p <= 72) | |
251 return lanczos13UDT::g(); | |
252 else if(p <= 120) | |
253 return lanczos22UDT::g(); | |
254 else if(p <= 170) | |
255 return lanczos31UDT::g(); | |
256 else //if(p <= 370) approx 100 digit precision: | |
257 return lanczos61UDT::g(); | |
258 } | |
259 }; | |
260 | |
261 template<class Policy> | |
262 struct lanczos<mpfr_class, Policy> | |
263 { | |
264 typedef mpfr_lanczos type; | |
265 }; | |
266 | |
267 } // namespace lanczos | |
268 | |
269 namespace constants{ | |
270 | |
271 template <class Real, class Policy> | |
272 struct construction_traits; | |
273 | |
274 template <class Policy> | |
275 struct construction_traits<mpfr_class, Policy> | |
276 { | |
277 typedef mpl::int_<0> type; | |
278 }; | |
279 | |
280 } | |
281 | |
282 namespace tools | |
283 { | |
284 | |
285 template <class T, class U> | |
286 struct promote_arg<__gmp_expr<T,U> > | |
287 { // If T is integral type, then promote to double. | |
288 typedef mpfr_class type; | |
289 }; | |
290 | |
291 template<> | |
292 inline int digits<mpfr_class>(BOOST_MATH_EXPLICIT_TEMPLATE_TYPE_SPEC(mpfr_class)) | |
293 { | |
294 return mpfr_class::get_dprec(); | |
295 } | |
296 | |
297 namespace detail{ | |
298 | |
299 template<class I> | |
300 void convert_to_long_result(mpfr_class const& r, I& result) | |
301 { | |
302 result = 0; | |
303 I last_result(0); | |
304 mpfr_class t(r); | |
305 double term; | |
306 do | |
307 { | |
308 term = real_cast<double>(t); | |
309 last_result = result; | |
310 result += static_cast<I>(term); | |
311 t -= term; | |
312 }while(result != last_result); | |
313 } | |
314 | |
315 } | |
316 | |
317 template <> | |
318 inline mpfr_class real_cast<mpfr_class, long long>(long long t) | |
319 { | |
320 mpfr_class result; | |
321 int expon = 0; | |
322 int sign = 1; | |
323 if(t < 0) | |
324 { | |
325 sign = -1; | |
326 t = -t; | |
327 } | |
328 while(t) | |
329 { | |
330 result += ldexp((double)(t & 0xffffL), expon); | |
331 expon += 32; | |
332 t >>= 32; | |
333 } | |
334 return result * sign; | |
335 } | |
336 template <> | |
337 inline unsigned real_cast<unsigned, mpfr_class>(mpfr_class t) | |
338 { | |
339 return t.get_ui(); | |
340 } | |
341 template <> | |
342 inline int real_cast<int, mpfr_class>(mpfr_class t) | |
343 { | |
344 return t.get_si(); | |
345 } | |
346 template <> | |
347 inline double real_cast<double, mpfr_class>(mpfr_class t) | |
348 { | |
349 return t.get_d(); | |
350 } | |
351 template <> | |
352 inline float real_cast<float, mpfr_class>(mpfr_class t) | |
353 { | |
354 return static_cast<float>(t.get_d()); | |
355 } | |
356 template <> | |
357 inline long real_cast<long, mpfr_class>(mpfr_class t) | |
358 { | |
359 long result; | |
360 detail::convert_to_long_result(t, result); | |
361 return result; | |
362 } | |
363 template <> | |
364 inline long long real_cast<long long, mpfr_class>(mpfr_class t) | |
365 { | |
366 long long result; | |
367 detail::convert_to_long_result(t, result); | |
368 return result; | |
369 } | |
370 | |
371 template <> | |
372 inline mpfr_class max_value<mpfr_class>(BOOST_MATH_EXPLICIT_TEMPLATE_TYPE_SPEC(mpfr_class)) | |
373 { | |
374 static bool has_init = false; | |
375 static mpfr_class val; | |
376 if(!has_init) | |
377 { | |
378 val = 0.5; | |
379 mpfr_set_exp(val.__get_mp(), mpfr_get_emax()); | |
380 has_init = true; | |
381 } | |
382 return val; | |
383 } | |
384 | |
385 template <> | |
386 inline mpfr_class min_value<mpfr_class>(BOOST_MATH_EXPLICIT_TEMPLATE_TYPE_SPEC(mpfr_class)) | |
387 { | |
388 static bool has_init = false; | |
389 static mpfr_class val; | |
390 if(!has_init) | |
391 { | |
392 val = 0.5; | |
393 mpfr_set_exp(val.__get_mp(), mpfr_get_emin()); | |
394 has_init = true; | |
395 } | |
396 return val; | |
397 } | |
398 | |
399 template <> | |
400 inline mpfr_class log_max_value<mpfr_class>(BOOST_MATH_EXPLICIT_TEMPLATE_TYPE_SPEC(mpfr_class)) | |
401 { | |
402 static bool has_init = false; | |
403 static mpfr_class val = max_value<mpfr_class>(); | |
404 if(!has_init) | |
405 { | |
406 val = log(val); | |
407 has_init = true; | |
408 } | |
409 return val; | |
410 } | |
411 | |
412 template <> | |
413 inline mpfr_class log_min_value<mpfr_class>(BOOST_MATH_EXPLICIT_TEMPLATE_TYPE_SPEC(mpfr_class)) | |
414 { | |
415 static bool has_init = false; | |
416 static mpfr_class val = max_value<mpfr_class>(); | |
417 if(!has_init) | |
418 { | |
419 val = log(val); | |
420 has_init = true; | |
421 } | |
422 return val; | |
423 } | |
424 | |
425 template <> | |
426 inline mpfr_class epsilon<mpfr_class>(BOOST_MATH_EXPLICIT_TEMPLATE_TYPE_SPEC(mpfr_class)) | |
427 { | |
428 return ldexp(mpfr_class(1), 1-boost::math::policies::digits<mpfr_class, boost::math::policies::policy<> >()); | |
429 } | |
430 | |
431 } // namespace tools | |
432 | |
433 namespace policies{ | |
434 | |
435 template <class T, class U, class Policy> | |
436 struct evaluation<__gmp_expr<T, U>, Policy> | |
437 { | |
438 typedef mpfr_class type; | |
439 }; | |
440 | |
441 } | |
442 | |
443 template <class Policy> | |
444 inline mpfr_class skewness(const extreme_value_distribution<mpfr_class, Policy>& /*dist*/) | |
445 { | |
446 // | |
447 // This is 12 * sqrt(6) * zeta(3) / pi^3: | |
448 // See http://mathworld.wolfram.com/ExtremeValueDistribution.html | |
449 // | |
450 return boost::lexical_cast<mpfr_class>("1.1395470994046486574927930193898461120875997958366"); | |
451 } | |
452 | |
453 template <class Policy> | |
454 inline mpfr_class skewness(const rayleigh_distribution<mpfr_class, Policy>& /*dist*/) | |
455 { | |
456 // using namespace boost::math::constants; | |
457 return boost::lexical_cast<mpfr_class>("0.63111065781893713819189935154422777984404221106391"); | |
458 // Computed using NTL at 150 bit, about 50 decimal digits. | |
459 // return 2 * root_pi<RealType>() * pi_minus_three<RealType>() / pow23_four_minus_pi<RealType>(); | |
460 } | |
461 | |
462 template <class Policy> | |
463 inline mpfr_class kurtosis(const rayleigh_distribution<mpfr_class, Policy>& /*dist*/) | |
464 { | |
465 // using namespace boost::math::constants; | |
466 return boost::lexical_cast<mpfr_class>("3.2450893006876380628486604106197544154170667057995"); | |
467 // Computed using NTL at 150 bit, about 50 decimal digits. | |
468 // return 3 - (6 * pi<RealType>() * pi<RealType>() - 24 * pi<RealType>() + 16) / | |
469 // (four_minus_pi<RealType>() * four_minus_pi<RealType>()); | |
470 } | |
471 | |
472 template <class Policy> | |
473 inline mpfr_class kurtosis_excess(const rayleigh_distribution<mpfr_class, Policy>& /*dist*/) | |
474 { | |
475 //using namespace boost::math::constants; | |
476 // Computed using NTL at 150 bit, about 50 decimal digits. | |
477 return boost::lexical_cast<mpfr_class>("0.2450893006876380628486604106197544154170667057995"); | |
478 // return -(6 * pi<RealType>() * pi<RealType>() - 24 * pi<RealType>() + 16) / | |
479 // (four_minus_pi<RealType>() * four_minus_pi<RealType>()); | |
480 } // kurtosis | |
481 | |
482 namespace detail{ | |
483 | |
484 // | |
485 // Version of Digamma accurate to ~100 decimal digits. | |
486 // | |
487 template <class Policy> | |
488 mpfr_class digamma_imp(mpfr_class x, const mpl::int_<0>* , const Policy& pol) | |
489 { | |
490 // | |
491 // This handles reflection of negative arguments, and all our | |
492 // empfr_classor handling, then forwards to the T-specific approximation. | |
493 // | |
494 BOOST_MATH_STD_USING // ADL of std functions. | |
495 | |
496 mpfr_class result = 0; | |
497 // | |
498 // Check for negative arguments and use reflection: | |
499 // | |
500 if(x < 0) | |
501 { | |
502 // Reflect: | |
503 x = 1 - x; | |
504 // Argument reduction for tan: | |
505 mpfr_class remainder = x - floor(x); | |
506 // Shift to negative if > 0.5: | |
507 if(remainder > 0.5) | |
508 { | |
509 remainder -= 1; | |
510 } | |
511 // | |
512 // check for evaluation at a negative pole: | |
513 // | |
514 if(remainder == 0) | |
515 { | |
516 return policies::raise_pole_error<mpfr_class>("boost::math::digamma<%1%>(%1%)", 0, (1-x), pol); | |
517 } | |
518 result = constants::pi<mpfr_class>() / tan(constants::pi<mpfr_class>() * remainder); | |
519 } | |
520 result += big_digamma(x); | |
521 return result; | |
522 } | |
523 // | |
524 // Specialisations of this function provides the initial | |
525 // starting guess for Halley iteration: | |
526 // | |
527 template <class Policy> | |
528 inline mpfr_class erf_inv_imp(const mpfr_class& p, const mpfr_class& q, const Policy&, const boost::mpl::int_<64>*) | |
529 { | |
530 BOOST_MATH_STD_USING // for ADL of std names. | |
531 | |
532 mpfr_class result = 0; | |
533 | |
534 if(p <= 0.5) | |
535 { | |
536 // | |
537 // Evaluate inverse erf using the rational approximation: | |
538 // | |
539 // x = p(p+10)(Y+R(p)) | |
540 // | |
541 // Where Y is a constant, and R(p) is optimised for a low | |
542 // absolute empfr_classor compared to |Y|. | |
543 // | |
544 // double: Max empfr_classor found: 2.001849e-18 | |
545 // long double: Max empfr_classor found: 1.017064e-20 | |
546 // Maximum Deviation Found (actual empfr_classor term at infinite precision) 8.030e-21 | |
547 // | |
548 static const float Y = 0.0891314744949340820313f; | |
549 static const mpfr_class P[] = { | |
550 -0.000508781949658280665617, | |
551 -0.00836874819741736770379, | |
552 0.0334806625409744615033, | |
553 -0.0126926147662974029034, | |
554 -0.0365637971411762664006, | |
555 0.0219878681111168899165, | |
556 0.00822687874676915743155, | |
557 -0.00538772965071242932965 | |
558 }; | |
559 static const mpfr_class Q[] = { | |
560 1, | |
561 -0.970005043303290640362, | |
562 -1.56574558234175846809, | |
563 1.56221558398423026363, | |
564 0.662328840472002992063, | |
565 -0.71228902341542847553, | |
566 -0.0527396382340099713954, | |
567 0.0795283687341571680018, | |
568 -0.00233393759374190016776, | |
569 0.000886216390456424707504 | |
570 }; | |
571 mpfr_class g = p * (p + 10); | |
572 mpfr_class r = tools::evaluate_polynomial(P, p) / tools::evaluate_polynomial(Q, p); | |
573 result = g * Y + g * r; | |
574 } | |
575 else if(q >= 0.25) | |
576 { | |
577 // | |
578 // Rational approximation for 0.5 > q >= 0.25 | |
579 // | |
580 // x = sqrt(-2*log(q)) / (Y + R(q)) | |
581 // | |
582 // Where Y is a constant, and R(q) is optimised for a low | |
583 // absolute empfr_classor compared to Y. | |
584 // | |
585 // double : Max empfr_classor found: 7.403372e-17 | |
586 // long double : Max empfr_classor found: 6.084616e-20 | |
587 // Maximum Deviation Found (empfr_classor term) 4.811e-20 | |
588 // | |
589 static const float Y = 2.249481201171875f; | |
590 static const mpfr_class P[] = { | |
591 -0.202433508355938759655, | |
592 0.105264680699391713268, | |
593 8.37050328343119927838, | |
594 17.6447298408374015486, | |
595 -18.8510648058714251895, | |
596 -44.6382324441786960818, | |
597 17.445385985570866523, | |
598 21.1294655448340526258, | |
599 -3.67192254707729348546 | |
600 }; | |
601 static const mpfr_class Q[] = { | |
602 1, | |
603 6.24264124854247537712, | |
604 3.9713437953343869095, | |
605 -28.6608180499800029974, | |
606 -20.1432634680485188801, | |
607 48.5609213108739935468, | |
608 10.8268667355460159008, | |
609 -22.6436933413139721736, | |
610 1.72114765761200282724 | |
611 }; | |
612 mpfr_class g = sqrt(-2 * log(q)); | |
613 mpfr_class xs = q - 0.25; | |
614 mpfr_class r = tools::evaluate_polynomial(P, xs) / tools::evaluate_polynomial(Q, xs); | |
615 result = g / (Y + r); | |
616 } | |
617 else | |
618 { | |
619 // | |
620 // For q < 0.25 we have a series of rational approximations all | |
621 // of the general form: | |
622 // | |
623 // let: x = sqrt(-log(q)) | |
624 // | |
625 // Then the result is given by: | |
626 // | |
627 // x(Y+R(x-B)) | |
628 // | |
629 // where Y is a constant, B is the lowest value of x for which | |
630 // the approximation is valid, and R(x-B) is optimised for a low | |
631 // absolute empfr_classor compared to Y. | |
632 // | |
633 // Note that almost all code will really go through the first | |
634 // or maybe second approximation. After than we're dealing with very | |
635 // small input values indeed: 80 and 128 bit long double's go all the | |
636 // way down to ~ 1e-5000 so the "tail" is rather long... | |
637 // | |
638 mpfr_class x = sqrt(-log(q)); | |
639 if(x < 3) | |
640 { | |
641 // Max empfr_classor found: 1.089051e-20 | |
642 static const float Y = 0.807220458984375f; | |
643 static const mpfr_class P[] = { | |
644 -0.131102781679951906451, | |
645 -0.163794047193317060787, | |
646 0.117030156341995252019, | |
647 0.387079738972604337464, | |
648 0.337785538912035898924, | |
649 0.142869534408157156766, | |
650 0.0290157910005329060432, | |
651 0.00214558995388805277169, | |
652 -0.679465575181126350155e-6, | |
653 0.285225331782217055858e-7, | |
654 -0.681149956853776992068e-9 | |
655 }; | |
656 static const mpfr_class Q[] = { | |
657 1, | |
658 3.46625407242567245975, | |
659 5.38168345707006855425, | |
660 4.77846592945843778382, | |
661 2.59301921623620271374, | |
662 0.848854343457902036425, | |
663 0.152264338295331783612, | |
664 0.01105924229346489121 | |
665 }; | |
666 mpfr_class xs = x - 1.125; | |
667 mpfr_class R = tools::evaluate_polynomial(P, xs) / tools::evaluate_polynomial(Q, xs); | |
668 result = Y * x + R * x; | |
669 } | |
670 else if(x < 6) | |
671 { | |
672 // Max empfr_classor found: 8.389174e-21 | |
673 static const float Y = 0.93995571136474609375f; | |
674 static const mpfr_class P[] = { | |
675 -0.0350353787183177984712, | |
676 -0.00222426529213447927281, | |
677 0.0185573306514231072324, | |
678 0.00950804701325919603619, | |
679 0.00187123492819559223345, | |
680 0.000157544617424960554631, | |
681 0.460469890584317994083e-5, | |
682 -0.230404776911882601748e-9, | |
683 0.266339227425782031962e-11 | |
684 }; | |
685 static const mpfr_class Q[] = { | |
686 1, | |
687 1.3653349817554063097, | |
688 0.762059164553623404043, | |
689 0.220091105764131249824, | |
690 0.0341589143670947727934, | |
691 0.00263861676657015992959, | |
692 0.764675292302794483503e-4 | |
693 }; | |
694 mpfr_class xs = x - 3; | |
695 mpfr_class R = tools::evaluate_polynomial(P, xs) / tools::evaluate_polynomial(Q, xs); | |
696 result = Y * x + R * x; | |
697 } | |
698 else if(x < 18) | |
699 { | |
700 // Max empfr_classor found: 1.481312e-19 | |
701 static const float Y = 0.98362827301025390625f; | |
702 static const mpfr_class P[] = { | |
703 -0.0167431005076633737133, | |
704 -0.00112951438745580278863, | |
705 0.00105628862152492910091, | |
706 0.000209386317487588078668, | |
707 0.149624783758342370182e-4, | |
708 0.449696789927706453732e-6, | |
709 0.462596163522878599135e-8, | |
710 -0.281128735628831791805e-13, | |
711 0.99055709973310326855e-16 | |
712 }; | |
713 static const mpfr_class Q[] = { | |
714 1, | |
715 0.591429344886417493481, | |
716 0.138151865749083321638, | |
717 0.0160746087093676504695, | |
718 0.000964011807005165528527, | |
719 0.275335474764726041141e-4, | |
720 0.282243172016108031869e-6 | |
721 }; | |
722 mpfr_class xs = x - 6; | |
723 mpfr_class R = tools::evaluate_polynomial(P, xs) / tools::evaluate_polynomial(Q, xs); | |
724 result = Y * x + R * x; | |
725 } | |
726 else if(x < 44) | |
727 { | |
728 // Max empfr_classor found: 5.697761e-20 | |
729 static const float Y = 0.99714565277099609375f; | |
730 static const mpfr_class P[] = { | |
731 -0.0024978212791898131227, | |
732 -0.779190719229053954292e-5, | |
733 0.254723037413027451751e-4, | |
734 0.162397777342510920873e-5, | |
735 0.396341011304801168516e-7, | |
736 0.411632831190944208473e-9, | |
737 0.145596286718675035587e-11, | |
738 -0.116765012397184275695e-17 | |
739 }; | |
740 static const mpfr_class Q[] = { | |
741 1, | |
742 0.207123112214422517181, | |
743 0.0169410838120975906478, | |
744 0.000690538265622684595676, | |
745 0.145007359818232637924e-4, | |
746 0.144437756628144157666e-6, | |
747 0.509761276599778486139e-9 | |
748 }; | |
749 mpfr_class xs = x - 18; | |
750 mpfr_class R = tools::evaluate_polynomial(P, xs) / tools::evaluate_polynomial(Q, xs); | |
751 result = Y * x + R * x; | |
752 } | |
753 else | |
754 { | |
755 // Max empfr_classor found: 1.279746e-20 | |
756 static const float Y = 0.99941349029541015625f; | |
757 static const mpfr_class P[] = { | |
758 -0.000539042911019078575891, | |
759 -0.28398759004727721098e-6, | |
760 0.899465114892291446442e-6, | |
761 0.229345859265920864296e-7, | |
762 0.225561444863500149219e-9, | |
763 0.947846627503022684216e-12, | |
764 0.135880130108924861008e-14, | |
765 -0.348890393399948882918e-21 | |
766 }; | |
767 static const mpfr_class Q[] = { | |
768 1, | |
769 0.0845746234001899436914, | |
770 0.00282092984726264681981, | |
771 0.468292921940894236786e-4, | |
772 0.399968812193862100054e-6, | |
773 0.161809290887904476097e-8, | |
774 0.231558608310259605225e-11 | |
775 }; | |
776 mpfr_class xs = x - 44; | |
777 mpfr_class R = tools::evaluate_polynomial(P, xs) / tools::evaluate_polynomial(Q, xs); | |
778 result = Y * x + R * x; | |
779 } | |
780 } | |
781 return result; | |
782 } | |
783 | |
784 inline mpfr_class bessel_i0(mpfr_class x) | |
785 { | |
786 static const mpfr_class P1[] = { | |
787 boost::lexical_cast<mpfr_class>("-2.2335582639474375249e+15"), | |
788 boost::lexical_cast<mpfr_class>("-5.5050369673018427753e+14"), | |
789 boost::lexical_cast<mpfr_class>("-3.2940087627407749166e+13"), | |
790 boost::lexical_cast<mpfr_class>("-8.4925101247114157499e+11"), | |
791 boost::lexical_cast<mpfr_class>("-1.1912746104985237192e+10"), | |
792 boost::lexical_cast<mpfr_class>("-1.0313066708737980747e+08"), | |
793 boost::lexical_cast<mpfr_class>("-5.9545626019847898221e+05"), | |
794 boost::lexical_cast<mpfr_class>("-2.4125195876041896775e+03"), | |
795 boost::lexical_cast<mpfr_class>("-7.0935347449210549190e+00"), | |
796 boost::lexical_cast<mpfr_class>("-1.5453977791786851041e-02"), | |
797 boost::lexical_cast<mpfr_class>("-2.5172644670688975051e-05"), | |
798 boost::lexical_cast<mpfr_class>("-3.0517226450451067446e-08"), | |
799 boost::lexical_cast<mpfr_class>("-2.6843448573468483278e-11"), | |
800 boost::lexical_cast<mpfr_class>("-1.5982226675653184646e-14"), | |
801 boost::lexical_cast<mpfr_class>("-5.2487866627945699800e-18"), | |
802 }; | |
803 static const mpfr_class Q1[] = { | |
804 boost::lexical_cast<mpfr_class>("-2.2335582639474375245e+15"), | |
805 boost::lexical_cast<mpfr_class>("7.8858692566751002988e+12"), | |
806 boost::lexical_cast<mpfr_class>("-1.2207067397808979846e+10"), | |
807 boost::lexical_cast<mpfr_class>("1.0377081058062166144e+07"), | |
808 boost::lexical_cast<mpfr_class>("-4.8527560179962773045e+03"), | |
809 boost::lexical_cast<mpfr_class>("1.0"), | |
810 }; | |
811 static const mpfr_class P2[] = { | |
812 boost::lexical_cast<mpfr_class>("-2.2210262233306573296e-04"), | |
813 boost::lexical_cast<mpfr_class>("1.3067392038106924055e-02"), | |
814 boost::lexical_cast<mpfr_class>("-4.4700805721174453923e-01"), | |
815 boost::lexical_cast<mpfr_class>("5.5674518371240761397e+00"), | |
816 boost::lexical_cast<mpfr_class>("-2.3517945679239481621e+01"), | |
817 boost::lexical_cast<mpfr_class>("3.1611322818701131207e+01"), | |
818 boost::lexical_cast<mpfr_class>("-9.6090021968656180000e+00"), | |
819 }; | |
820 static const mpfr_class Q2[] = { | |
821 boost::lexical_cast<mpfr_class>("-5.5194330231005480228e-04"), | |
822 boost::lexical_cast<mpfr_class>("3.2547697594819615062e-02"), | |
823 boost::lexical_cast<mpfr_class>("-1.1151759188741312645e+00"), | |
824 boost::lexical_cast<mpfr_class>("1.3982595353892851542e+01"), | |
825 boost::lexical_cast<mpfr_class>("-6.0228002066743340583e+01"), | |
826 boost::lexical_cast<mpfr_class>("8.5539563258012929600e+01"), | |
827 boost::lexical_cast<mpfr_class>("-3.1446690275135491500e+01"), | |
828 boost::lexical_cast<mpfr_class>("1.0"), | |
829 }; | |
830 mpfr_class value, factor, r; | |
831 | |
832 BOOST_MATH_STD_USING | |
833 using namespace boost::math::tools; | |
834 | |
835 if (x < 0) | |
836 { | |
837 x = -x; // even function | |
838 } | |
839 if (x == 0) | |
840 { | |
841 return static_cast<mpfr_class>(1); | |
842 } | |
843 if (x <= 15) // x in (0, 15] | |
844 { | |
845 mpfr_class y = x * x; | |
846 value = evaluate_polynomial(P1, y) / evaluate_polynomial(Q1, y); | |
847 } | |
848 else // x in (15, \infty) | |
849 { | |
850 mpfr_class y = 1 / x - mpfr_class(1) / 15; | |
851 r = evaluate_polynomial(P2, y) / evaluate_polynomial(Q2, y); | |
852 factor = exp(x) / sqrt(x); | |
853 value = factor * r; | |
854 } | |
855 | |
856 return value; | |
857 } | |
858 | |
859 inline mpfr_class bessel_i1(mpfr_class x) | |
860 { | |
861 static const mpfr_class P1[] = { | |
862 static_cast<mpfr_class>("-1.4577180278143463643e+15"), | |
863 static_cast<mpfr_class>("-1.7732037840791591320e+14"), | |
864 static_cast<mpfr_class>("-6.9876779648010090070e+12"), | |
865 static_cast<mpfr_class>("-1.3357437682275493024e+11"), | |
866 static_cast<mpfr_class>("-1.4828267606612366099e+09"), | |
867 static_cast<mpfr_class>("-1.0588550724769347106e+07"), | |
868 static_cast<mpfr_class>("-5.1894091982308017540e+04"), | |
869 static_cast<mpfr_class>("-1.8225946631657315931e+02"), | |
870 static_cast<mpfr_class>("-4.7207090827310162436e-01"), | |
871 static_cast<mpfr_class>("-9.1746443287817501309e-04"), | |
872 static_cast<mpfr_class>("-1.3466829827635152875e-06"), | |
873 static_cast<mpfr_class>("-1.4831904935994647675e-09"), | |
874 static_cast<mpfr_class>("-1.1928788903603238754e-12"), | |
875 static_cast<mpfr_class>("-6.5245515583151902910e-16"), | |
876 static_cast<mpfr_class>("-1.9705291802535139930e-19"), | |
877 }; | |
878 static const mpfr_class Q1[] = { | |
879 static_cast<mpfr_class>("-2.9154360556286927285e+15"), | |
880 static_cast<mpfr_class>("9.7887501377547640438e+12"), | |
881 static_cast<mpfr_class>("-1.4386907088588283434e+10"), | |
882 static_cast<mpfr_class>("1.1594225856856884006e+07"), | |
883 static_cast<mpfr_class>("-5.1326864679904189920e+03"), | |
884 static_cast<mpfr_class>("1.0"), | |
885 }; | |
886 static const mpfr_class P2[] = { | |
887 static_cast<mpfr_class>("1.4582087408985668208e-05"), | |
888 static_cast<mpfr_class>("-8.9359825138577646443e-04"), | |
889 static_cast<mpfr_class>("2.9204895411257790122e-02"), | |
890 static_cast<mpfr_class>("-3.4198728018058047439e-01"), | |
891 static_cast<mpfr_class>("1.3960118277609544334e+00"), | |
892 static_cast<mpfr_class>("-1.9746376087200685843e+00"), | |
893 static_cast<mpfr_class>("8.5591872901933459000e-01"), | |
894 static_cast<mpfr_class>("-6.0437159056137599999e-02"), | |
895 }; | |
896 static const mpfr_class Q2[] = { | |
897 static_cast<mpfr_class>("3.7510433111922824643e-05"), | |
898 static_cast<mpfr_class>("-2.2835624489492512649e-03"), | |
899 static_cast<mpfr_class>("7.4212010813186530069e-02"), | |
900 static_cast<mpfr_class>("-8.5017476463217924408e-01"), | |
901 static_cast<mpfr_class>("3.2593714889036996297e+00"), | |
902 static_cast<mpfr_class>("-3.8806586721556593450e+00"), | |
903 static_cast<mpfr_class>("1.0"), | |
904 }; | |
905 mpfr_class value, factor, r, w; | |
906 | |
907 BOOST_MATH_STD_USING | |
908 using namespace boost::math::tools; | |
909 | |
910 w = abs(x); | |
911 if (x == 0) | |
912 { | |
913 return static_cast<mpfr_class>(0); | |
914 } | |
915 if (w <= 15) // w in (0, 15] | |
916 { | |
917 mpfr_class y = x * x; | |
918 r = evaluate_polynomial(P1, y) / evaluate_polynomial(Q1, y); | |
919 factor = w; | |
920 value = factor * r; | |
921 } | |
922 else // w in (15, \infty) | |
923 { | |
924 mpfr_class y = 1 / w - mpfr_class(1) / 15; | |
925 r = evaluate_polynomial(P2, y) / evaluate_polynomial(Q2, y); | |
926 factor = exp(w) / sqrt(w); | |
927 value = factor * r; | |
928 } | |
929 | |
930 if (x < 0) | |
931 { | |
932 value *= -value; // odd function | |
933 } | |
934 return value; | |
935 } | |
936 | |
937 } // namespace detail | |
938 | |
939 } | |
940 | |
941 template<> struct is_convertible<long double, mpfr_class> : public mpl::false_{}; | |
942 | |
943 } | |
944 | |
945 #endif // BOOST_MATH_MPLFR_BINDINGS_HPP | |
946 |