boost/math/special_functions/detail/bessel_jy.hpp
// 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) #ifndef BOOST_MATH_BESSEL_JY_HPP #define BOOST_MATH_BESSEL_JY_HPP #ifdef _MSC_VER #pragma once #endif #include <boost/math/tools/config.hpp> #include <boost/math/special_functions/gamma.hpp> #include <boost/math/special_functions/sign.hpp> #include <boost/math/special_functions/hypot.hpp> #include <boost/math/special_functions/sin_pi.hpp> #include <boost/math/special_functions/cos_pi.hpp> #include <boost/math/special_functions/detail/bessel_jy_asym.hpp> #include <boost/math/special_functions/detail/bessel_jy_series.hpp> #include <boost/math/constants/constants.hpp> #include <boost/math/policies/error_handling.hpp> #include <complex> // Bessel functions of the first and second kind of fractional order namespace boost { namespace math { namespace detail { // // Simultaneous calculation of A&S 9.2.9 and 9.2.10 // for use in A&S 9.2.5 and 9.2.6. // This series is quick to evaluate, but divergent unless // x is very large, in fact it's pretty hard to figure out // with any degree of precision when this series actually // *will* converge!! Consequently, we may just have to // try it and see... // template <class T, class Policy> bool hankel_PQ(T v, T x, T* p, T* q, const Policy& ) { BOOST_MATH_STD_USING T tolerance = 2 * policies::get_epsilon<T, Policy>(); *p = 1; *q = 0; T k = 1; T z8 = 8 * x; T sq = 1; T mu = 4 * v * v; T term = 1; bool ok = true; do { term *= (mu - sq * sq) / (k * z8); *q += term; k += 1; sq += 2; T mult = (sq * sq - mu) / (k * z8); ok = fabs(mult) < 0.5f; term *= mult; *p += term; k += 1; sq += 2; } while((fabs(term) > tolerance * *p) && ok); return ok; } // Calculate Y(v, x) and Y(v+1, x) by Temme's method, see // Temme, Journal of Computational Physics, vol 21, 343 (1976) template <typename T, typename Policy> int temme_jy(T v, T x, T* Y, T* Y1, const Policy& pol) { T g, h, p, q, f, coef, sum, sum1, tolerance; T a, d, e, sigma; unsigned long k; BOOST_MATH_STD_USING using namespace boost::math::tools; using namespace boost::math::constants; BOOST_MATH_ASSERT(fabs(v) <= 0.5f); // precondition for using this routine T gp = boost::math::tgamma1pm1(v, pol); T gm = boost::math::tgamma1pm1(-v, pol); T spv = boost::math::sin_pi(v, pol); T spv2 = boost::math::sin_pi(v/2, pol); T xp = pow(x/2, v); a = log(x / 2); sigma = -a * v; d = abs(sigma) < tools::epsilon<T>() ? T(1) : sinh(sigma) / sigma; e = abs(v) < tools::epsilon<T>() ? T(v*pi<T>()*pi<T>() / 2) : T(2 * spv2 * spv2 / v); T g1 = (v == 0) ? T(-euler<T>()) : T((gp - gm) / ((1 + gp) * (1 + gm) * 2 * v)); T g2 = (2 + gp + gm) / ((1 + gp) * (1 + gm) * 2); T vspv = (fabs(v) < tools::epsilon<T>()) ? T(1/constants::pi<T>()) : T(v / spv); f = (g1 * cosh(sigma) - g2 * a * d) * 2 * vspv; p = vspv / (xp * (1 + gm)); q = vspv * xp / (1 + gp); g = f + e * q; h = p; coef = 1; sum = coef * g; sum1 = coef * h; T v2 = v * v; T coef_mult = -x * x / 4; // series summation tolerance = policies::get_epsilon<T, Policy>(); for (k = 1; k < policies::get_max_series_iterations<Policy>(); k++) { f = (k * f + p + q) / (k*k - v2); p /= k - v; q /= k + v; g = f + e * q; h = p - k * g; coef *= coef_mult / k; sum += coef * g; sum1 += coef * h; if (abs(coef * g) < abs(sum) * tolerance) { break; } } policies::check_series_iterations<T>("boost::math::bessel_jy<%1%>(%1%,%1%) in temme_jy", k, pol); *Y = -sum; *Y1 = -2 * sum1 / x; return 0; } // Evaluate continued fraction fv = J_(v+1) / J_v, see // Abramowitz and Stegun, Handbook of Mathematical Functions, 1972, 9.1.73 template <typename T, typename Policy> int CF1_jy(T v, T x, T* fv, int* sign, const Policy& pol) { T C, D, f, a, b, delta, tiny, tolerance; unsigned long k; int s = 1; BOOST_MATH_STD_USING // |x| <= |v|, CF1_jy converges rapidly // |x| > |v|, CF1_jy needs O(|x|) iterations to converge // modified Lentz's method, see // Lentz, Applied Optics, vol 15, 668 (1976) tolerance = 2 * policies::get_epsilon<T, Policy>(); tiny = sqrt(tools::min_value<T>()); C = f = tiny; // b0 = 0, replace with tiny D = 0; for (k = 1; k < policies::get_max_series_iterations<Policy>() * 100; k++) { a = -1; b = 2 * (v + k) / x; C = b + a / C; D = b + a * D; if (C == 0) { C = tiny; } if (D == 0) { D = tiny; } D = 1 / D; delta = C * D; f *= delta; if (D < 0) { s = -s; } if (abs(delta - 1) < tolerance) { break; } } policies::check_series_iterations<T>("boost::math::bessel_jy<%1%>(%1%,%1%) in CF1_jy", k / 100, pol); *fv = -f; *sign = s; // sign of denominator return 0; } // // This algorithm was originally written by Xiaogang Zhang // using std::complex to perform the complex arithmetic. // However, that turns out to 10x or more slower than using // all real-valued arithmetic, so it's been rewritten using // real values only. // template <typename T, typename Policy> int CF2_jy(T v, T x, T* p, T* q, const Policy& pol) { BOOST_MATH_STD_USING T Cr, Ci, Dr, Di, fr, fi, a, br, bi, delta_r, delta_i, temp; T tiny; unsigned long k; // |x| >= |v|, CF2_jy converges rapidly // |x| -> 0, CF2_jy fails to converge BOOST_MATH_ASSERT(fabs(x) > 1); // modified Lentz's method, complex numbers involved, see // Lentz, Applied Optics, vol 15, 668 (1976) T tolerance = 2 * policies::get_epsilon<T, Policy>(); tiny = sqrt(tools::min_value<T>()); Cr = fr = -0.5f / x; Ci = fi = 1; //Dr = Di = 0; T v2 = v * v; a = (0.25f - v2) / x; // Note complex this one time only! br = 2 * x; bi = 2; temp = Cr * Cr + 1; Ci = bi + a * Cr / temp; Cr = br + a / temp; Dr = br; Di = bi; if (fabs(Cr) + fabs(Ci) < tiny) { Cr = tiny; } if (fabs(Dr) + fabs(Di) < tiny) { Dr = tiny; } temp = Dr * Dr + Di * Di; Dr = Dr / temp; Di = -Di / temp; delta_r = Cr * Dr - Ci * Di; delta_i = Ci * Dr + Cr * Di; temp = fr; fr = temp * delta_r - fi * delta_i; fi = temp * delta_i + fi * delta_r; for (k = 2; k < policies::get_max_series_iterations<Policy>(); k++) { a = k - 0.5f; a *= a; a -= v2; bi += 2; temp = Cr * Cr + Ci * Ci; Cr = br + a * Cr / temp; Ci = bi - a * Ci / temp; Dr = br + a * Dr; Di = bi + a * Di; if (fabs(Cr) + fabs(Ci) < tiny) { Cr = tiny; } if (fabs(Dr) + fabs(Di) < tiny) { Dr = tiny; } temp = Dr * Dr + Di * Di; Dr = Dr / temp; Di = -Di / temp; delta_r = Cr * Dr - Ci * Di; delta_i = Ci * Dr + Cr * Di; temp = fr; fr = temp * delta_r - fi * delta_i; fi = temp * delta_i + fi * delta_r; if (fabs(delta_r - 1) + fabs(delta_i) < tolerance) break; } policies::check_series_iterations<T>("boost::math::bessel_jy<%1%>(%1%,%1%) in CF2_jy", k, pol); *p = fr; *q = fi; return 0; } static const int need_j = 1; static const int need_y = 2; // Compute J(v, x) and Y(v, x) simultaneously by Steed's method, see // Barnett et al, Computer Physics Communications, vol 8, 377 (1974) template <typename T, typename Policy> int bessel_jy(T v, T x, T* J, T* Y, int kind, const Policy& pol) { BOOST_MATH_ASSERT(x >= 0); T u, Jv, Ju, Yv, Yv1, Yu, Yu1(0), fv, fu; T W, p, q, gamma, current, prev, next; bool reflect = false; unsigned n, k; int s; int org_kind = kind; T cp = 0; T sp = 0; static const char* function = "boost::math::bessel_jy<%1%>(%1%,%1%)"; BOOST_MATH_STD_USING using namespace boost::math::tools; using namespace boost::math::constants; if (v < 0) { reflect = true; v = -v; // v is non-negative from here } if (v > static_cast<T>((std::numeric_limits<int>::max)())) { *J = *Y = policies::raise_evaluation_error<T>(function, "Order of Bessel function is too large to evaluate: got %1%", v, pol); return 1; // LCOV_EXCL_LINE previous line will throw. } n = iround(v, pol); u = v - n; // -1/2 <= u < 1/2 if(reflect) { T z = (u + n % 2); cp = boost::math::cos_pi(z, pol); sp = boost::math::sin_pi(z, pol); if(u != 0) kind = need_j|need_y; // need both for reflection formula } if(x == 0) { if (v == 0) *J = 1; // LCOV_EXCL_LINE multiprecision case only else if ((u == 0) || !reflect) *J = 0; else if(kind & need_j) *J = policies::raise_domain_error<T>(function, "Value of Bessel J_v(x) is complex-infinity at %1%", x, pol); // complex infinity else *J = std::numeric_limits<T>::quiet_NaN(); // LCOV_EXCL_LINE, we should never get here, any value will do, not using J. if((kind & need_y) == 0) *Y = std::numeric_limits<T>::quiet_NaN(); // any value will do, not using Y. else { // We shoud never get here: BOOST_MATH_ASSERT(x != 0); // LCOV_EXCL_LINE } return 1; } // x is positive until reflection W = T(2) / (x * pi<T>()); // Wronskian T Yv_scale = 1; if(((kind & need_y) == 0) && ((x < 1) || (v > x * x / 4) || (x < 5))) { // // This series will actually converge rapidly for all small // x - say up to x < 20 - but the first few terms are large // and divergent which leads to large errors :-( // Jv = bessel_j_small_z_series(v, x, pol); Yv = std::numeric_limits<T>::quiet_NaN(); } else if((x < 1) && (u != 0) && (log(policies::get_epsilon<T, Policy>() / 2) > v * log((x/2) * (x/2) / v))) { // Evaluate using series representations. // This is particularly important for x << v as in this // area temme_jy may be slow to converge, if it converges at all. // Requires x is not an integer. if(kind&need_j) Jv = bessel_j_small_z_series(v, x, pol); else Jv = std::numeric_limits<T>::quiet_NaN(); if((org_kind&need_y && (!reflect || (cp != 0))) || (org_kind & need_j && (reflect && (sp != 0)))) { // Only calculate if we need it, and if the reflection formula will actually use it: Yv = bessel_y_small_z_series(v, x, &Yv_scale, pol); } else Yv = std::numeric_limits<T>::quiet_NaN(); } else if((u == 0) && (x < policies::get_epsilon<T, Policy>())) { // Truncated series evaluation for small x and v an integer, // much quicker in this area than temme_jy below. // This code is only used in the multiprecision case, otherwise // we go via bessel_jn. LCOV_EXCL_START if(kind&need_j) Jv = bessel_j_small_z_series(v, x, pol); else Jv = std::numeric_limits<T>::quiet_NaN(); if((org_kind&need_y && (!reflect || (cp != 0))) || (org_kind & need_j && (reflect && (sp != 0)))) { // Only calculate if we need it, and if the reflection formula will actually use it: Yv = bessel_yn_small_z(n, x, &Yv_scale, pol); } else Yv = std::numeric_limits<T>::quiet_NaN(); // LCOV_EXCL_STOP } else if(asymptotic_bessel_large_x_limit(v, x)) { if(kind&need_y) { Yv = asymptotic_bessel_y_large_x_2(v, x, pol); } else Yv = std::numeric_limits<T>::quiet_NaN(); // any value will do, we're not using it. if(kind&need_j) { Jv = asymptotic_bessel_j_large_x_2(v, x, pol); } else Jv = std::numeric_limits<T>::quiet_NaN(); // any value will do, we're not using it. } else if((x > 8) && hankel_PQ(v, x, &p, &q, pol)) { // // Hankel approximation: note that this method works best when x // is large, but in that case we end up calculating sines and cosines // of large values, with horrendous resulting accuracy. It is fast though // when it works.... // // Normally we calculate sin/cos(chi) where: // // chi = x - fmod(T(v / 2 + 0.25f), T(2)) * boost::math::constants::pi<T>(); // // But this introduces large errors, so use sin/cos addition formulae to // improve accuracy: // T mod_v = fmod(T(v / 2 + 0.25f), T(2)); T sx = sin(x); T cx = cos(x); T sv = boost::math::sin_pi(mod_v, pol); T cv = boost::math::cos_pi(mod_v, pol); T sc = sx * cv - sv * cx; // == sin(chi); T cc = cx * cv + sx * sv; // == cos(chi); T chi = boost::math::constants::root_two<T>() / (boost::math::constants::root_pi<T>() * sqrt(x)); //sqrt(2 / (boost::math::constants::pi<T>() * x)); Yv = chi * (p * sc + q * cc); Jv = chi * (p * cc - q * sc); } else if (x <= 2) // x in (0, 2] { if(temme_jy(u, x, &Yu, &Yu1, pol)) // Temme series { // domain error, this should really have already been handled. *J = *Y = Yu; // LCOV_EXCL_LINE return 1; // LCOV_EXCL_LINE } prev = Yu; current = Yu1; T scale = 1; policies::check_series_iterations<T>(function, n, pol); for (k = 1; k <= n; k++) // forward recurrence for Y { T fact = 2 * (u + k) / x; if((tools::max_value<T>() - fabs(prev)) / fact < fabs(current)) { scale /= current; prev /= current; current = 1; } next = fact * current - prev; prev = current; current = next; } Yv = prev; Yv1 = current; if(kind&need_j) { CF1_jy(v, x, &fv, &s, pol); // continued fraction CF1_jy Jv = scale * W / (Yv * fv - Yv1); // Wronskian relation } else Jv = std::numeric_limits<T>::quiet_NaN(); // any value will do, we're not using it. Yv_scale = scale; } else // x in (2, \infty) { // Get Y(u, x): T ratio; CF1_jy(v, x, &fv, &s, pol); // tiny initial value to prevent overflow T init = sqrt(tools::min_value<T>()); BOOST_MATH_INSTRUMENT_VARIABLE(init); prev = fv * s * init; current = s * init; if(v < max_factorial<T>::value) { policies::check_series_iterations<T>(function, n, pol); for (k = n; k > 0; k--) // backward recurrence for J { next = 2 * (u + k) * current / x - prev; // // We can't allow next to completely cancel out or the subsequent logic breaks. // Pretend that one bit did not cancel: if (next == 0) { next = prev * tools::epsilon<T>() / 2; // LCOV_EXCL_LINE requires specific hardware and rounding to trigger, does get tested on msvc } prev = current; current = next; } ratio = (s * init) / current; // scaling ratio // can also call CF1_jy() to get fu, not much difference in precision fu = prev / current; } else { // // When v is large we may get overflow in this calculation // leading to NaN's and other nasty surprises: // policies::check_series_iterations<T>(function, n, pol); bool over = false; for (k = n; k > 0; k--) // backward recurrence for J { T t = 2 * (u + k) / x; if((t > 1) && (tools::max_value<T>() / t < current)) { over = true; break; } next = t * current - prev; prev = current; current = next; } if(!over) { ratio = (s * init) / current; // scaling ratio // can also call CF1_jy() to get fu, not much difference in precision fu = prev / current; } else { ratio = 0; fu = 1; } } CF2_jy(u, x, &p, &q, pol); // continued fraction CF2_jy T t = u / x - fu; // t = J'/J gamma = (p - t) / q; // // We can't allow gamma to cancel out to zero completely as it messes up // the subsequent logic. So pretend that one bit didn't cancel out // and set to a suitably small value. The only test case we've been able to // find for this, is when v = 8.5 and x = 4*PI. // if(gamma == 0) { gamma = u * tools::epsilon<T>() / x; // LCOV_EXCL_LINE requires specific hardware and rounding to trigger, does get tested on msvc } BOOST_MATH_INSTRUMENT_VARIABLE(current); BOOST_MATH_INSTRUMENT_VARIABLE(W); BOOST_MATH_INSTRUMENT_VARIABLE(q); BOOST_MATH_INSTRUMENT_VARIABLE(gamma); BOOST_MATH_INSTRUMENT_VARIABLE(p); BOOST_MATH_INSTRUMENT_VARIABLE(t); Ju = sign(current) * sqrt(W / (q + gamma * (p - t))); BOOST_MATH_INSTRUMENT_VARIABLE(Ju); Jv = Ju * ratio; // normalization Yu = gamma * Ju; Yu1 = Yu * (u/x - p - q/gamma); if(kind&need_y) { // compute Y: prev = Yu; current = Yu1; policies::check_series_iterations<T>(function, n, pol); for (k = 1; k <= n; k++) // forward recurrence for Y { T fact = 2 * (u + k) / x; if((tools::max_value<T>() - fabs(prev)) / fact < fabs(current)) { prev /= current; Yv_scale /= current; current = 1; } next = fact * current - prev; prev = current; current = next; } Yv = prev; } else Yv = std::numeric_limits<T>::quiet_NaN(); // any value will do, we're not using it. } if (reflect) { if((sp != 0) && (tools::max_value<T>() * fabs(Yv_scale) < fabs(sp * Yv))) *J = org_kind & need_j ? T(-sign(sp) * sign(Yv) * (Yv_scale != 0 ? sign(Yv_scale) : 1) * policies::raise_overflow_error<T>(function, nullptr, pol)) : T(0); else *J = cp * Jv - (sp == 0 ? T(0) : T((sp * Yv) / Yv_scale)); // reflection formula if((cp != 0) && (tools::max_value<T>() * fabs(Yv_scale) < fabs(cp * Yv))) *Y = org_kind & need_y ? T(-sign(cp) * sign(Yv) * (Yv_scale != 0 ? sign(Yv_scale) : 1) * policies::raise_overflow_error<T>(function, nullptr, pol)) : T(0); else *Y = (sp != 0 ? sp * Jv : T(0)) + (cp == 0 ? T(0) : T((cp * Yv) / Yv_scale)); } else { *J = Jv; if(tools::max_value<T>() * fabs(Yv_scale) < fabs(Yv)) *Y = org_kind & need_y ? T(sign(Yv) * sign(Yv_scale) * policies::raise_overflow_error<T>(function, nullptr, pol)) : T(0); else *Y = Yv / Yv_scale; } return 0; } } // namespace detail }} // namespaces #endif // BOOST_MATH_BESSEL_JY_HPP