// (C) Copyright John Maddock 2006. | |
// Use, modification and distribution are subject to the | |
// Boost Software License, Version 1.0. (See accompanying file | |
// LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt) | |
#ifndef BOOST_MATH_SF_DIGAMMA_HPP | |
#define BOOST_MATH_SF_DIGAMMA_HPP | |
#ifdef _MSC_VER | |
#pragma once | |
#endif | |
#include <boost/math/tools/rational.hpp> | |
#include <boost/math/tools/promotion.hpp> | |
#include <boost/math/policies/error_handling.hpp> | |
#include <boost/math/constants/constants.hpp> | |
#include <boost/mpl/comparison.hpp> | |
namespace boost{ | |
namespace math{ | |
namespace detail{ | |
// | |
// Begin by defining the smallest value for which it is safe to | |
// use the asymptotic expansion for digamma: | |
// | |
inline unsigned digamma_large_lim(const mpl::int_<0>*) | |
{ return 20; } | |
inline unsigned digamma_large_lim(const void*) | |
{ return 10; } | |
// | |
// Implementations of the asymptotic expansion come next, | |
// the coefficients of the series have been evaluated | |
// in advance at high precision, and the series truncated | |
// at the first term that's too small to effect the result. | |
// Note that the series becomes divergent after a while | |
// so truncation is very important. | |
// | |
// This first one gives 34-digit precision for x >= 20: | |
// | |
template <class T> | |
inline T digamma_imp_large(T x, const mpl::int_<0>*) | |
{ | |
BOOST_MATH_STD_USING // ADL of std functions. | |
static const T P[] = { | |
0.083333333333333333333333333333333333333333333333333L, | |
-0.0083333333333333333333333333333333333333333333333333L, | |
0.003968253968253968253968253968253968253968253968254L, | |
-0.0041666666666666666666666666666666666666666666666667L, | |
0.0075757575757575757575757575757575757575757575757576L, | |
-0.021092796092796092796092796092796092796092796092796L, | |
0.083333333333333333333333333333333333333333333333333L, | |
-0.44325980392156862745098039215686274509803921568627L, | |
3.0539543302701197438039543302701197438039543302701L, | |
-26.456212121212121212121212121212121212121212121212L, | |
281.4601449275362318840579710144927536231884057971L, | |
-3607.510546398046398046398046398046398046398046398L, | |
54827.583333333333333333333333333333333333333333333L, | |
-974936.82385057471264367816091954022988505747126437L, | |
20052695.796688078946143462272494530559046688078946L, | |
-472384867.72162990196078431372549019607843137254902L, | |
12635724795.916666666666666666666666666666666666667L | |
}; | |
x -= 1; | |
T result = log(x); | |
result += 1 / (2 * x); | |
T z = 1 / (x*x); | |
result -= z * tools::evaluate_polynomial(P, z); | |
return result; | |
} | |
// | |
// 19-digit precision for x >= 10: | |
// | |
template <class T> | |
inline T digamma_imp_large(T x, const mpl::int_<64>*) | |
{ | |
BOOST_MATH_STD_USING // ADL of std functions. | |
static const T P[] = { | |
0.083333333333333333333333333333333333333333333333333L, | |
-0.0083333333333333333333333333333333333333333333333333L, | |
0.003968253968253968253968253968253968253968253968254L, | |
-0.0041666666666666666666666666666666666666666666666667L, | |
0.0075757575757575757575757575757575757575757575757576L, | |
-0.021092796092796092796092796092796092796092796092796L, | |
0.083333333333333333333333333333333333333333333333333L, | |
-0.44325980392156862745098039215686274509803921568627L, | |
3.0539543302701197438039543302701197438039543302701L, | |
-26.456212121212121212121212121212121212121212121212L, | |
281.4601449275362318840579710144927536231884057971L, | |
}; | |
x -= 1; | |
T result = log(x); | |
result += 1 / (2 * x); | |
T z = 1 / (x*x); | |
result -= z * tools::evaluate_polynomial(P, z); | |
return result; | |
} | |
// | |
// 17-digit precision for x >= 10: | |
// | |
template <class T> | |
inline T digamma_imp_large(T x, const mpl::int_<53>*) | |
{ | |
BOOST_MATH_STD_USING // ADL of std functions. | |
static const T P[] = { | |
0.083333333333333333333333333333333333333333333333333L, | |
-0.0083333333333333333333333333333333333333333333333333L, | |
0.003968253968253968253968253968253968253968253968254L, | |
-0.0041666666666666666666666666666666666666666666666667L, | |
0.0075757575757575757575757575757575757575757575757576L, | |
-0.021092796092796092796092796092796092796092796092796L, | |
0.083333333333333333333333333333333333333333333333333L, | |
-0.44325980392156862745098039215686274509803921568627L | |
}; | |
x -= 1; | |
T result = log(x); | |
result += 1 / (2 * x); | |
T z = 1 / (x*x); | |
result -= z * tools::evaluate_polynomial(P, z); | |
return result; | |
} | |
// | |
// 9-digit precision for x >= 10: | |
// | |
template <class T> | |
inline T digamma_imp_large(T x, const mpl::int_<24>*) | |
{ | |
BOOST_MATH_STD_USING // ADL of std functions. | |
static const T P[] = { | |
0.083333333333333333333333333333333333333333333333333L, | |
-0.0083333333333333333333333333333333333333333333333333L, | |
0.003968253968253968253968253968253968253968253968254L | |
}; | |
x -= 1; | |
T result = log(x); | |
result += 1 / (2 * x); | |
T z = 1 / (x*x); | |
result -= z * tools::evaluate_polynomial(P, z); | |
return result; | |
} | |
// | |
// Now follow rational approximations over the range [1,2]. | |
// | |
// 35-digit precision: | |
// | |
template <class T> | |
T digamma_imp_1_2(T x, const mpl::int_<0>*) | |
{ | |
// | |
// Now the approximation, we use the form: | |
// | |
// digamma(x) = (x - root) * (Y + R(x-1)) | |
// | |
// Where root is the location of the positive root of digamma, | |
// Y is a constant, and R is optimised for low absolute error | |
// compared to Y. | |
// | |
// Max error found at 128-bit long double precision: 5.541e-35 | |
// Maximum Deviation Found (approximation error): 1.965e-35 | |
// | |
static const float Y = 0.99558162689208984375F; | |
static const T root1 = 1569415565.0 / 1073741824uL; | |
static const T root2 = (381566830.0 / 1073741824uL) / 1073741824uL; | |
static const T root3 = ((111616537.0 / 1073741824uL) / 1073741824uL) / 1073741824uL; | |
static const T root4 = (((503992070.0 / 1073741824uL) / 1073741824uL) / 1073741824uL) / 1073741824uL; | |
static const T root5 = 0.52112228569249997894452490385577338504019838794544e-36L; | |
static const T P[] = { | |
0.25479851061131551526977464225335883769L, | |
-0.18684290534374944114622235683619897417L, | |
-0.80360876047931768958995775910991929922L, | |
-0.67227342794829064330498117008564270136L, | |
-0.26569010991230617151285010695543858005L, | |
-0.05775672694575986971640757748003553385L, | |
-0.0071432147823164975485922555833274240665L, | |
-0.00048740753910766168912364555706064993274L, | |
-0.16454996865214115723416538844975174761e-4L, | |
-0.20327832297631728077731148515093164955e-6L | |
}; | |
static const T Q[] = { | |
1, | |
2.6210924610812025425088411043163287646L, | |
2.6850757078559596612621337395886392594L, | |
1.4320913706209965531250495490639289418L, | |
0.4410872083455009362557012239501953402L, | |
0.081385727399251729505165509278152487225L, | |
0.0089478633066857163432104815183858149496L, | |
0.00055861622855066424871506755481997374154L, | |
0.1760168552357342401304462967950178554e-4L, | |
0.20585454493572473724556649516040874384e-6L, | |
-0.90745971844439990284514121823069162795e-11L, | |
0.48857673606545846774761343500033283272e-13L, | |
}; | |
T g = x - root1; | |
g -= root2; | |
g -= root3; | |
g -= root4; | |
g -= root5; | |
T r = tools::evaluate_polynomial(P, x-1) / tools::evaluate_polynomial(Q, x-1); | |
T result = g * Y + g * r; | |
return result; | |
} | |
// | |
// 19-digit precision: | |
// | |
template <class T> | |
T digamma_imp_1_2(T x, const mpl::int_<64>*) | |
{ | |
// | |
// Now the approximation, we use the form: | |
// | |
// digamma(x) = (x - root) * (Y + R(x-1)) | |
// | |
// Where root is the location of the positive root of digamma, | |
// Y is a constant, and R is optimised for low absolute error | |
// compared to Y. | |
// | |
// Max error found at 80-bit long double precision: 5.016e-20 | |
// Maximum Deviation Found (approximation error): 3.575e-20 | |
// | |
static const float Y = 0.99558162689208984375F; | |
static const T root1 = 1569415565.0 / 1073741824uL; | |
static const T root2 = (381566830.0 / 1073741824uL) / 1073741824uL; | |
static const T root3 = 0.9016312093258695918615325266959189453125e-19L; | |
static const T P[] = { | |
0.254798510611315515235L, | |
-0.314628554532916496608L, | |
-0.665836341559876230295L, | |
-0.314767657147375752913L, | |
-0.0541156266153505273939L, | |
-0.00289268368333918761452L | |
}; | |
static const T Q[] = { | |
1, | |
2.1195759927055347547L, | |
1.54350554664961128724L, | |
0.486986018231042975162L, | |
0.0660481487173569812846L, | |
0.00298999662592323990972L, | |
-0.165079794012604905639e-5L, | |
0.317940243105952177571e-7L | |
}; | |
T g = x - root1; | |
g -= root2; | |
g -= root3; | |
T r = tools::evaluate_polynomial(P, x-1) / tools::evaluate_polynomial(Q, x-1); | |
T result = g * Y + g * r; | |
return result; | |
} | |
// | |
// 18-digit precision: | |
// | |
template <class T> | |
T digamma_imp_1_2(T x, const mpl::int_<53>*) | |
{ | |
// | |
// Now the approximation, we use the form: | |
// | |
// digamma(x) = (x - root) * (Y + R(x-1)) | |
// | |
// Where root is the location of the positive root of digamma, | |
// Y is a constant, and R is optimised for low absolute error | |
// compared to Y. | |
// | |
// Maximum Deviation Found: 1.466e-18 | |
// At double precision, max error found: 2.452e-17 | |
// | |
static const float Y = 0.99558162689208984F; | |
static const T root1 = 1569415565.0 / 1073741824uL; | |
static const T root2 = (381566830.0 / 1073741824uL) / 1073741824uL; | |
static const T root3 = 0.9016312093258695918615325266959189453125e-19L; | |
static const T P[] = { | |
0.25479851061131551L, | |
-0.32555031186804491L, | |
-0.65031853770896507L, | |
-0.28919126444774784L, | |
-0.045251321448739056L, | |
-0.0020713321167745952L | |
}; | |
static const T Q[] = { | |
1L, | |
2.0767117023730469L, | |
1.4606242909763515L, | |
0.43593529692665969L, | |
0.054151797245674225L, | |
0.0021284987017821144L, | |
-0.55789841321675513e-6L | |
}; | |
T g = x - root1; | |
g -= root2; | |
g -= root3; | |
T r = tools::evaluate_polynomial(P, x-1) / tools::evaluate_polynomial(Q, x-1); | |
T result = g * Y + g * r; | |
return result; | |
} | |
// | |
// 9-digit precision: | |
// | |
template <class T> | |
inline T digamma_imp_1_2(T x, const mpl::int_<24>*) | |
{ | |
// | |
// Now the approximation, we use the form: | |
// | |
// digamma(x) = (x - root) * (Y + R(x-1)) | |
// | |
// Where root is the location of the positive root of digamma, | |
// Y is a constant, and R is optimised for low absolute error | |
// compared to Y. | |
// | |
// Maximum Deviation Found: 3.388e-010 | |
// At float precision, max error found: 2.008725e-008 | |
// | |
static const float Y = 0.99558162689208984f; | |
static const T root = 1532632.0f / 1048576; | |
static const T root_minor = static_cast<T>(0.3700660185912626595423257213284682051735604e-6L); | |
static const T P[] = { | |
0.25479851023250261e0, | |
-0.44981331915268368e0, | |
-0.43916936919946835e0, | |
-0.61041765350579073e-1 | |
}; | |
static const T Q[] = { | |
0.1e1, | |
0.15890202430554952e1, | |
0.65341249856146947e0, | |
0.63851690523355715e-1 | |
}; | |
T g = x - root; | |
g -= root_minor; | |
T r = tools::evaluate_polynomial(P, x-1) / tools::evaluate_polynomial(Q, x-1); | |
T result = g * Y + g * r; | |
return result; | |
} | |
template <class T, class Tag, class Policy> | |
T digamma_imp(T x, const Tag* t, const Policy& pol) | |
{ | |
// | |
// This handles reflection of negative arguments, and all our | |
// error handling, then forwards to the T-specific approximation. | |
// | |
BOOST_MATH_STD_USING // ADL of std functions. | |
T result = 0; | |
// | |
// Check for negative arguments and use reflection: | |
// | |
if(x < 0) | |
{ | |
// Reflect: | |
x = 1 - x; | |
// Argument reduction for tan: | |
T remainder = x - floor(x); | |
// Shift to negative if > 0.5: | |
if(remainder > 0.5) | |
{ | |
remainder -= 1; | |
} | |
// | |
// check for evaluation at a negative pole: | |
// | |
if(remainder == 0) | |
{ | |
return policies::raise_pole_error<T>("boost::math::digamma<%1%>(%1%)", 0, (1-x), pol); | |
} | |
result = constants::pi<T>() / tan(constants::pi<T>() * remainder); | |
} | |
// | |
// If we're above the lower-limit for the | |
// asymptotic expansion then use it: | |
// | |
if(x >= digamma_large_lim(t)) | |
{ | |
result += digamma_imp_large(x, t); | |
} | |
else | |
{ | |
// | |
// If x > 2 reduce to the interval [1,2]: | |
// | |
while(x > 2) | |
{ | |
x -= 1; | |
result += 1/x; | |
} | |
// | |
// If x < 1 use recurrance to shift to > 1: | |
// | |
if(x < 1) | |
{ | |
result = -1/x; | |
x += 1; | |
} | |
result += digamma_imp_1_2(x, t); | |
} | |
return result; | |
} | |
} // namespace detail | |
template <class T, class Policy> | |
inline typename tools::promote_args<T>::type | |
digamma(T x, const Policy& pol) | |
{ | |
typedef typename tools::promote_args<T>::type result_type; | |
typedef typename policies::evaluation<result_type, Policy>::type value_type; | |
typedef typename policies::precision<T, Policy>::type precision_type; | |
typedef typename mpl::if_< | |
mpl::or_< | |
mpl::less_equal<precision_type, mpl::int_<0> >, | |
mpl::greater<precision_type, mpl::int_<64> > | |
>, | |
mpl::int_<0>, | |
typename mpl::if_< | |
mpl::less<precision_type, mpl::int_<25> >, | |
mpl::int_<24>, | |
typename mpl::if_< | |
mpl::less<precision_type, mpl::int_<54> >, | |
mpl::int_<53>, | |
mpl::int_<64> | |
>::type | |
>::type | |
>::type tag_type; | |
return policies::checked_narrowing_cast<result_type, Policy>(detail::digamma_imp( | |
static_cast<value_type>(x), | |
static_cast<const tag_type*>(0), pol), "boost::math::digamma<%1%>(%1%)"); | |
} | |
template <class T> | |
inline typename tools::promote_args<T>::type | |
digamma(T x) | |
{ | |
return digamma(x, policies::policy<>()); | |
} | |
} // namespace math | |
} // namespace boost | |
#endif | |