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- // Copyright (c) 2013 Anton Bikineev
- // 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_DERIVATIVES_SERIES_HPP
- #define BOOST_MATH_BESSEL_JY_DERIVATIVES_SERIES_HPP
- #ifdef _MSC_VER
- #pragma once
- #endif
- #include <cmath>
- #include <cstdint>
- namespace boost{ namespace math{ namespace detail{
- template <class T, class Policy>
- struct bessel_j_derivative_small_z_series_term
- {
- typedef T result_type;
- bessel_j_derivative_small_z_series_term(T v_, T x)
- : N(0), v(v_), term(1), mult(x / 2)
- {
- mult *= -mult;
- // iterate if v == 0; otherwise result of
- // first term is 0 and tools::sum_series stops
- if (v == 0)
- iterate();
- }
- T operator()()
- {
- T r = term * (v + 2 * N);
- iterate();
- return r;
- }
- private:
- void iterate()
- {
- ++N;
- term *= mult / (N * (N + v));
- }
- unsigned N;
- T v;
- T term;
- T mult;
- };
- //
- // Series evaluation for BesselJ'(v, z) as z -> 0.
- // It's derivative of http://functions.wolfram.com/Bessel-TypeFunctions/BesselJ/06/01/04/01/01/0003/
- // Converges rapidly for all z << v.
- //
- template <class T, class Policy>
- inline T bessel_j_derivative_small_z_series(T v, T x, const Policy& pol)
- {
- BOOST_MATH_STD_USING
- T prefix;
- if (v < boost::math::max_factorial<T>::value)
- {
- prefix = pow(x / 2, v - 1) / 2 / boost::math::tgamma(v + 1, pol);
- }
- else
- {
- prefix = (v - 1) * log(x / 2) - constants::ln_two<T>() - boost::math::lgamma(v + 1, pol);
- prefix = exp(prefix);
- }
- if (0 == prefix)
- return prefix;
- bessel_j_derivative_small_z_series_term<T, Policy> s(v, x);
- std::uintmax_t max_iter = boost::math::policies::get_max_series_iterations<Policy>();
- T result = boost::math::tools::sum_series(s, boost::math::policies::get_epsilon<T, Policy>(), max_iter);
- boost::math::policies::check_series_iterations<T>("boost::math::bessel_j_derivative_small_z_series<%1%>(%1%,%1%)", max_iter, pol);
- return prefix * result;
- }
- template <class T, class Policy>
- struct bessel_y_derivative_small_z_series_term_a
- {
- typedef T result_type;
- bessel_y_derivative_small_z_series_term_a(T v_, T x)
- : N(0), v(v_)
- {
- mult = x / 2;
- mult *= -mult;
- term = 1;
- }
- T operator()()
- {
- T r = term * (-v + 2 * N);
- ++N;
- term *= mult / (N * (N - v));
- return r;
- }
- private:
- unsigned N;
- T v;
- T mult;
- T term;
- };
- template <class T, class Policy>
- struct bessel_y_derivative_small_z_series_term_b
- {
- typedef T result_type;
- bessel_y_derivative_small_z_series_term_b(T v_, T x)
- : N(0), v(v_)
- {
- mult = x / 2;
- mult *= -mult;
- term = 1;
- }
- T operator()()
- {
- T r = term * (v + 2 * N);
- ++N;
- term *= mult / (N * (N + v));
- return r;
- }
- private:
- unsigned N;
- T v;
- T mult;
- T term;
- };
- //
- // Series form for BesselY' as z -> 0,
- // It's derivative of http://functions.wolfram.com/Bessel-TypeFunctions/BesselY/06/01/04/01/01/0003/
- // This series is only useful when the second term is small compared to the first
- // otherwise we get catastrophic cancellation errors.
- //
- // Approximating tgamma(v) by v^v, and assuming |tgamma(-z)| < eps we end up requiring:
- // eps/2 * v^v(x/2)^-v > (x/2)^v or log(eps/2) > v log((x/2)^2/v)
- //
- template <class T, class Policy>
- inline T bessel_y_derivative_small_z_series(T v, T x, const Policy& pol)
- {
- BOOST_MATH_STD_USING
- static const char* function = "bessel_y_derivative_small_z_series<%1%>(%1%,%1%)";
- T prefix;
- T gam;
- T p = log(x / 2);
- T scale = 1;
- bool need_logs = (v >= boost::math::max_factorial<T>::value) || (boost::math::tools::log_max_value<T>() / v < fabs(p));
- if (!need_logs)
- {
- gam = boost::math::tgamma(v, pol);
- p = pow(x / 2, v + 1) * 2;
- if (boost::math::tools::max_value<T>() * p < gam)
- {
- scale /= gam;
- gam = 1;
- if (boost::math::tools::max_value<T>() * p < gam)
- {
- // This term will overflow to -INF, when combined with the series below it becomes +INF:
- return boost::math::policies::raise_overflow_error<T>(function, nullptr, pol);
- }
- }
- prefix = -gam / (boost::math::constants::pi<T>() * p);
- }
- else
- {
- gam = boost::math::lgamma(v, pol);
- p = (v + 1) * p + constants::ln_two<T>();
- prefix = gam - log(boost::math::constants::pi<T>()) - p;
- if (boost::math::tools::log_max_value<T>() < prefix)
- {
- prefix -= log(boost::math::tools::max_value<T>() / 4);
- scale /= (boost::math::tools::max_value<T>() / 4);
- if (boost::math::tools::log_max_value<T>() < prefix)
- {
- return boost::math::policies::raise_overflow_error<T>(function, nullptr, pol);
- }
- }
- prefix = -exp(prefix);
- }
- bessel_y_derivative_small_z_series_term_a<T, Policy> s(v, x);
- std::uintmax_t max_iter = boost::math::policies::get_max_series_iterations<Policy>();
- T result = boost::math::tools::sum_series(s, boost::math::policies::get_epsilon<T, Policy>(), max_iter);
- boost::math::policies::check_series_iterations<T>("boost::math::bessel_y_derivative_small_z_series<%1%>(%1%,%1%)", max_iter, pol);
- result *= prefix;
- p = pow(x / 2, v - 1) / 2;
- if (!need_logs)
- {
- prefix = boost::math::tgamma(-v, pol) * boost::math::cos_pi(v, pol) * p / boost::math::constants::pi<T>();
- }
- else
- {
- int sgn {};
- prefix = boost::math::lgamma(-v, &sgn, pol) + (v - 1) * log(x / 2) - constants::ln_two<T>();
- prefix = exp(prefix) * sgn / boost::math::constants::pi<T>();
- }
- bessel_y_derivative_small_z_series_term_b<T, Policy> s2(v, x);
- max_iter = boost::math::policies::get_max_series_iterations<Policy>();
- T b = boost::math::tools::sum_series(s2, boost::math::policies::get_epsilon<T, Policy>(), max_iter);
- result += scale * prefix * b;
- if(scale * tools::max_value<T>() < result)
- return boost::math::policies::raise_overflow_error<T>(function, nullptr, pol);
- return result / scale;
- }
- // Calculating of BesselY'(v,x) with small x (x < epsilon) and integer x using derivatives
- // of formulas in http://functions.wolfram.com/Bessel-TypeFunctions/BesselY/06/01/04/01/02/
- // seems to lose precision. Instead using linear combination of regular Bessel is preferred.
- }}} // namespaces
- #endif // BOOST_MATH_BESSEL_JY_DERIVATIVES_SERIES_HPP
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