// Copyright (c) 2006 Xiaogang Zhang | |
// 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) | |
// | |
// History: | |
// XZ wrote the original of this file as part of the Google | |
// Summer of Code 2006. JM modified it to fit into the | |
// Boost.Math conceptual framework better, and to correctly | |
// handle the p < 0 case. | |
// | |
#ifndef BOOST_MATH_ELLINT_RJ_HPP | |
#define BOOST_MATH_ELLINT_RJ_HPP | |
#ifdef _MSC_VER | |
#pragma once | |
#endif | |
#include <boost/math/special_functions/math_fwd.hpp> | |
#include <boost/math/tools/config.hpp> | |
#include <boost/math/policies/error_handling.hpp> | |
#include <boost/math/special_functions/ellint_rc.hpp> | |
#include <boost/math/special_functions/ellint_rf.hpp> | |
// Carlson's elliptic integral of the third kind | |
// R_J(x, y, z, p) = 1.5 * \int_{0}^{\infty} (t+p)^{-1} [(t+x)(t+y)(t+z)]^{-1/2} dt | |
// Carlson, Numerische Mathematik, vol 33, 1 (1979) | |
namespace boost { namespace math { namespace detail{ | |
template <typename T, typename Policy> | |
T ellint_rj_imp(T x, T y, T z, T p, const Policy& pol) | |
{ | |
T value, u, lambda, alpha, beta, sigma, factor, tolerance; | |
T X, Y, Z, P, EA, EB, EC, E2, E3, S1, S2, S3; | |
unsigned long k; | |
BOOST_MATH_STD_USING | |
using namespace boost::math::tools; | |
static const char* function = "boost::math::ellint_rj<%1%>(%1%,%1%,%1%)"; | |
if (x < 0) | |
{ | |
return policies::raise_domain_error<T>(function, | |
"Argument x must be non-negative, but got x = %1%", x, pol); | |
} | |
if(y < 0) | |
{ | |
return policies::raise_domain_error<T>(function, | |
"Argument y must be non-negative, but got y = %1%", y, pol); | |
} | |
if(z < 0) | |
{ | |
return policies::raise_domain_error<T>(function, | |
"Argument z must be non-negative, but got z = %1%", z, pol); | |
} | |
if(p == 0) | |
{ | |
return policies::raise_domain_error<T>(function, | |
"Argument p must not be zero, but got p = %1%", p, pol); | |
} | |
if (x + y == 0 || y + z == 0 || z + x == 0) | |
{ | |
return policies::raise_domain_error<T>(function, | |
"At most one argument can be zero, " | |
"only possible result is %1%.", std::numeric_limits<T>::quiet_NaN(), pol); | |
} | |
// error scales as the 6th power of tolerance | |
tolerance = pow(T(1) * tools::epsilon<T>() / 3, T(1) / 6); | |
// for p < 0, the integral is singular, return Cauchy principal value | |
if (p < 0) | |
{ | |
// | |
// We must ensure that (z - y) * (y - x) is positive. | |
// Since the integral is symmetrical in x, y and z | |
// we can just permute the values: | |
// | |
if(x > y) | |
std::swap(x, y); | |
if(y > z) | |
std::swap(y, z); | |
if(x > y) | |
std::swap(x, y); | |
T q = -p; | |
T pmy = (z - y) * (y - x) / (y + q); // p - y | |
BOOST_ASSERT(pmy >= 0); | |
T p = pmy + y; | |
value = boost::math::ellint_rj(x, y, z, p, pol); | |
value *= pmy; | |
value -= 3 * boost::math::ellint_rf(x, y, z, pol); | |
value += 3 * sqrt((x * y * z) / (x * z + p * q)) * boost::math::ellint_rc(x * z + p * q, p * q, pol); | |
value /= (y + q); | |
return value; | |
} | |
// duplication | |
sigma = 0; | |
factor = 1; | |
k = 1; | |
do | |
{ | |
u = (x + y + z + p + p) / 5; | |
X = (u - x) / u; | |
Y = (u - y) / u; | |
Z = (u - z) / u; | |
P = (u - p) / u; | |
if ((tools::max)(abs(X), abs(Y), abs(Z), abs(P)) < tolerance) | |
break; | |
T sx = sqrt(x); | |
T sy = sqrt(y); | |
T sz = sqrt(z); | |
lambda = sy * (sx + sz) + sz * sx; | |
alpha = p * (sx + sy + sz) + sx * sy * sz; | |
alpha *= alpha; | |
beta = p * (p + lambda) * (p + lambda); | |
sigma += factor * boost::math::ellint_rc(alpha, beta, pol); | |
factor /= 4; | |
x = (x + lambda) / 4; | |
y = (y + lambda) / 4; | |
z = (z + lambda) / 4; | |
p = (p + lambda) / 4; | |
++k; | |
} | |
while(k < policies::get_max_series_iterations<Policy>()); | |
// Check to see if we gave up too soon: | |
policies::check_series_iterations(function, k, pol); | |
// Taylor series expansion to the 5th order | |
EA = X * Y + Y * Z + Z * X; | |
EB = X * Y * Z; | |
EC = P * P; | |
E2 = EA - 3 * EC; | |
E3 = EB + 2 * P * (EA - EC); | |
S1 = 1 + E2 * (E2 * T(9) / 88 - E3 * T(9) / 52 - T(3) / 14); | |
S2 = EB * (T(1) / 6 + P * (T(-6) / 22 + P * T(3) / 26)); | |
S3 = P * ((EA - EC) / 3 - P * EA * T(3) / 22); | |
value = 3 * sigma + factor * (S1 + S2 + S3) / (u * sqrt(u)); | |
return value; | |
} | |
} // namespace detail | |
template <class T1, class T2, class T3, class T4, class Policy> | |
inline typename tools::promote_args<T1, T2, T3, T4>::type | |
ellint_rj(T1 x, T2 y, T3 z, T4 p, const Policy& pol) | |
{ | |
typedef typename tools::promote_args<T1, T2, T3, T4>::type result_type; | |
typedef typename policies::evaluation<result_type, Policy>::type value_type; | |
return policies::checked_narrowing_cast<result_type, Policy>( | |
detail::ellint_rj_imp( | |
static_cast<value_type>(x), | |
static_cast<value_type>(y), | |
static_cast<value_type>(z), | |
static_cast<value_type>(p), | |
pol), "boost::math::ellint_rj<%1%>(%1%,%1%,%1%,%1%)"); | |
} | |
template <class T1, class T2, class T3, class T4> | |
inline typename tools::promote_args<T1, T2, T3, T4>::type | |
ellint_rj(T1 x, T2 y, T3 z, T4 p) | |
{ | |
return ellint_rj(x, y, z, p, policies::policy<>()); | |
} | |
}} // namespaces | |
#endif // BOOST_MATH_ELLINT_RJ_HPP | |