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- ///////////////////////////////////////////////////////////////////////////////
- // Copyright 2014 Anton Bikineev
- // Copyright 2014 Christopher Kormanyos
- // Copyright 2014 John Maddock
- // Copyright 2014 Paul Bristow
- // Distributed under 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_HYPERGEOMETRIC_1F1_BESSEL_HPP
- #define BOOST_MATH_HYPERGEOMETRIC_1F1_BESSEL_HPP
- #include <boost/math/tools/series.hpp>
- #include <boost/math/special_functions/bessel.hpp>
- #include <boost/math/special_functions/laguerre.hpp>
- #include <boost/math/special_functions/detail/hypergeometric_pFq_checked_series.hpp>
- #include <boost/math/special_functions/bessel_iterators.hpp>
- namespace boost { namespace math { namespace detail {
- template <class T, class Policy>
- T hypergeometric_1F1_divergent_fallback(const T& a, const T& b, const T& z, const Policy& pol, long long& log_scaling);
- template <class T>
- bool hypergeometric_1F1_is_tricomi_viable_positive_b(const T& a, const T& b, const T& z)
- {
- BOOST_MATH_STD_USING
- if ((z < b) && (a > -50))
- return false; // might as well fall through to recursion
- if (b <= 100)
- return true;
- // Even though we're in a reasonable domain for Tricomi's approximation,
- // the arguments to the Bessel functions may be so large that we can't
- // actually evaluate them:
- T x = sqrt(fabs(2 * z * b - 4 * a * z));
- T v = b - 1;
- return log(boost::math::constants::e<T>() * x / (2 * v)) * v > tools::log_min_value<T>();
- }
- //
- // Returns an arbitrarily small value compared to "target" for use as a seed
- // value for Bessel recurrences. Note that we'd better not make it too small
- // or underflow may occur resulting in either one of the terms in the
- // recurrence being zero, or else the result being zero. Using 1/epsilon
- // as a safety factor ensures that if we do underflow to zero, all of the digits
- // will have been cancelled out anyway:
- //
- template <class T>
- T arbitrary_small_value(const T& target)
- {
- using std::fabs;
- return (tools::min_value<T>() / tools::epsilon<T>()) * (fabs(target) > 1 ? target : 1);
- }
- template <class T, class Policy>
- struct hypergeometric_1F1_AS_13_3_7_tricomi_series
- {
- typedef T result_type;
- enum { cache_size = 64 };
- hypergeometric_1F1_AS_13_3_7_tricomi_series(const T& a, const T& b, const T& z, const Policy& pol_)
- : A_minus_2(1), A_minus_1(0), A(b / 2), mult(z / 2), term(1), b_minus_1_plus_n(b - 1),
- bessel_arg((b / 2 - a) * z),
- two_a_minus_b(2 * a - b), pol(pol_), n(2)
- {
- BOOST_MATH_STD_USING
- term /= pow(fabs(bessel_arg), b_minus_1_plus_n / 2);
- mult /= sqrt(fabs(bessel_arg));
- bessel_cache[cache_size - 1] = bessel_arg > 0 ? boost::math::cyl_bessel_j(b_minus_1_plus_n - 1, 2 * sqrt(bessel_arg), pol) : boost::math::cyl_bessel_i(b_minus_1_plus_n - 1, 2 * sqrt(-bessel_arg), pol);
- if (fabs(bessel_cache[cache_size - 1]) < tools::min_value<T>() / tools::epsilon<T>())
- {
- // We get very limited precision due to rapid denormalisation/underflow of the Bessel values, raise an exception and try something else:
- policies::raise_evaluation_error("hypergeometric_1F1_AS_13_3_7_tricomi_series<%1%>", "Underflow in Bessel functions", bessel_cache[cache_size - 1], pol);
- }
- if ((term * bessel_cache[cache_size - 1] < tools::min_value<T>() / (tools::epsilon<T>() * tools::epsilon<T>())) || !(boost::math::isfinite)(term) || (!std::numeric_limits<T>::has_infinity && (fabs(term) > tools::max_value<T>())))
- {
- term = -log(fabs(bessel_arg)) * b_minus_1_plus_n / 2;
- log_scale = lltrunc(term);
- term -= log_scale;
- term = exp(term);
- }
- else
- log_scale = 0;
- #ifndef BOOST_MATH_NO_CXX17_IF_CONSTEXPR
- if constexpr (std::numeric_limits<T>::has_infinity)
- {
- if (!(boost::math::isfinite)(bessel_cache[cache_size - 1]))
- policies::raise_evaluation_error("hypergeometric_1F1_AS_13_3_7_tricomi_series<%1%>", "Expected finite Bessel function result but got %1%", bessel_cache[cache_size - 1], pol);
- }
- else
- if ((boost::math::isnan)(bessel_cache[cache_size - 1]) || (fabs(bessel_cache[cache_size - 1]) >= tools::max_value<T>()))
- policies::raise_evaluation_error("hypergeometric_1F1_AS_13_3_7_tricomi_series<%1%>", "Expected finite Bessel function result but got %1%", bessel_cache[cache_size - 1], pol);
- #else
- if ((std::numeric_limits<T>::has_infinity && !(boost::math::isfinite)(bessel_cache[cache_size - 1]))
- || (!std::numeric_limits<T>::has_infinity && ((boost::math::isnan)(bessel_cache[cache_size - 1]) || (fabs(bessel_cache[cache_size - 1]) >= tools::max_value<T>()))))
- policies::raise_evaluation_error("hypergeometric_1F1_AS_13_3_7_tricomi_series<%1%>", "Expected finite Bessel function result but got %1%", bessel_cache[cache_size - 1], pol);
- #endif
- cache_offset = -cache_size;
- refill_cache();
- }
- T operator()()
- {
- //
- // We return the n-2 term, and do 2 terms at once as every other term can be
- // very small (or zero) when b == 2a:
- //
- BOOST_MATH_STD_USING
- if(n - 2 - cache_offset >= cache_size)
- refill_cache();
- T result = A_minus_2 * term * bessel_cache[n - 2 - cache_offset];
- term *= mult;
- ++n;
- T A_next = ((b_minus_1_plus_n + 2) * A_minus_1 + two_a_minus_b * A_minus_2) / n;
- b_minus_1_plus_n += 1;
- A_minus_2 = A_minus_1;
- A_minus_1 = A;
- A = A_next;
- if (A_minus_2 != 0)
- {
- if (n - 2 - cache_offset >= cache_size)
- refill_cache();
- result += A_minus_2 * term * bessel_cache[n - 2 - cache_offset];
- }
- term *= mult;
- ++n;
- A_next = ((b_minus_1_plus_n + 2) * A_minus_1 + two_a_minus_b * A_minus_2) / n;
- b_minus_1_plus_n += 1;
- A_minus_2 = A_minus_1;
- A_minus_1 = A;
- A = A_next;
- return result;
- }
- long long scale()const
- {
- return log_scale;
- }
- private:
- T A_minus_2, A_minus_1, A, mult, term, b_minus_1_plus_n, bessel_arg, two_a_minus_b;
- std::array<T, cache_size> bessel_cache;
- const Policy& pol;
- int n, cache_offset;
- long long log_scale;
- hypergeometric_1F1_AS_13_3_7_tricomi_series operator=(const hypergeometric_1F1_AS_13_3_7_tricomi_series&) = delete;
- void refill_cache()
- {
- BOOST_MATH_STD_USING
- //
- // We don't calculate a new bessel I/J value: instead start our iterator off
- // with an arbitrary small value, then when we get back to the last value in the previous cache
- // calculate the ratio and use it to renormalise all the new values. This is more efficient, but
- // also avoids problems with J_v(x) or I_v(x) underflowing to zero.
- //
- cache_offset += cache_size;
- T last_value = bessel_cache.back();
- T ratio;
- if (bessel_arg > 0)
- {
- //
- // We will be calculating Bessel J.
- // We need a different recurrence strategy for positive and negative orders:
- //
- if (b_minus_1_plus_n > 0)
- {
- bessel_j_backwards_iterator<T, Policy> i(b_minus_1_plus_n + (int)cache_size - 1, 2 * sqrt(bessel_arg), arbitrary_small_value(last_value));
- for (int j = cache_size - 1; j >= 0; --j, ++i)
- {
- bessel_cache[j] = *i;
- //
- // Depending on the value of bessel_arg, the values stored in the cache can grow so
- // large as to overflow, if that looks likely then we need to rescale all the
- // existing terms (most of which will then underflow to zero). In this situation
- // it's likely that our series will only need 1 or 2 terms of the series but we
- // can't be sure of that:
- //
- if ((j < cache_size - 2) && (tools::max_value<T>() / fabs(64 * bessel_cache[j] / bessel_cache[j + 1]) < fabs(bessel_cache[j])))
- {
- T rescale = static_cast<T>(pow(fabs(bessel_cache[j] / bessel_cache[j + 1]), T(j + 1)) * 2);
- if (!((boost::math::isfinite)(rescale)))
- rescale = tools::max_value<T>();
- for (int k = j; k < cache_size; ++k)
- bessel_cache[k] /= rescale;
- bessel_j_backwards_iterator<T, Policy> ti(b_minus_1_plus_n + j, 2 * sqrt(bessel_arg), bessel_cache[j + 1], bessel_cache[j]);
- i = ti;
- }
- }
- ratio = last_value / *i;
- }
- else
- {
- //
- // Negative order is difficult: the J_v(x) recurrence relations are unstable
- // *in both directions* for v < 0, except as v -> -INF when we have
- // J_-v(x) ~= -sin(pi.v)Y_v(x).
- // For small v what we can do is compute every other Bessel function and
- // then fill in the gaps using the recurrence relation. This *is* stable
- // provided that v is not so negative that the above approximation holds.
- //
- bessel_cache[1] = cyl_bessel_j(b_minus_1_plus_n + 1, 2 * sqrt(bessel_arg), pol);
- bessel_cache[0] = (last_value + bessel_cache[1]) / (b_minus_1_plus_n / sqrt(bessel_arg));
- int pos = 2;
- while ((pos < cache_size - 1) && (b_minus_1_plus_n + pos < 0))
- {
- bessel_cache[pos + 1] = cyl_bessel_j(b_minus_1_plus_n + pos + 1, 2 * sqrt(bessel_arg), pol);
- bessel_cache[pos] = (bessel_cache[pos-1] + bessel_cache[pos+1]) / ((b_minus_1_plus_n + pos) / sqrt(bessel_arg));
- pos += 2;
- }
- if (pos < cache_size)
- {
- //
- // We have crossed over into the region where backward recursion is the stable direction
- // start from arbitrary value and recurse down to "pos" and normalise:
- //
- bessel_j_backwards_iterator<T, Policy> i2(b_minus_1_plus_n + (int)cache_size - 1, 2 * sqrt(bessel_arg), arbitrary_small_value(bessel_cache[pos-1]));
- for (int loc = cache_size - 1; loc >= pos; --loc)
- bessel_cache[loc] = *i2++;
- ratio = bessel_cache[pos - 1] / *i2;
- //
- // Sanity check, if we normalised to an unusually small value then it was likely
- // to be near a root and the calculated ratio is garbage, if so perform one
- // more J_v(x) evaluation at position and normalise again:
- //
- if (fabs(bessel_cache[pos] * ratio / bessel_cache[pos - 1]) > 5)
- ratio = cyl_bessel_j(b_minus_1_plus_n + pos, 2 * sqrt(bessel_arg), pol) / bessel_cache[pos];
- while (pos < cache_size)
- bessel_cache[pos++] *= ratio;
- }
- ratio = 1;
- }
- }
- else
- {
- //
- // Bessel I.
- // We need a different recurrence strategy for positive and negative orders:
- //
- if (b_minus_1_plus_n > 0)
- {
- bessel_i_backwards_iterator<T, Policy> i(b_minus_1_plus_n + (int)cache_size - 1, 2 * sqrt(-bessel_arg), arbitrary_small_value(last_value));
- for (int j = cache_size - 1; j >= 0; --j, ++i)
- {
- bessel_cache[j] = *i;
- //
- // Depending on the value of bessel_arg, the values stored in the cache can grow so
- // large as to overflow, if that looks likely then we need to rescale all the
- // existing terms (most of which will then underflow to zero). In this situation
- // it's likely that our series will only need 1 or 2 terms of the series but we
- // can't be sure of that:
- //
- if ((j < cache_size - 2) && (tools::max_value<T>() / fabs(64 * bessel_cache[j] / bessel_cache[j + 1]) < fabs(bessel_cache[j])))
- {
- T rescale = static_cast<T>(pow(fabs(bessel_cache[j] / bessel_cache[j + 1]), T(j + 1)) * 2);
- if (!((boost::math::isfinite)(rescale)))
- rescale = tools::max_value<T>();
- for (int k = j; k < cache_size; ++k)
- bessel_cache[k] /= rescale;
- i = bessel_i_backwards_iterator<T, Policy>(b_minus_1_plus_n + j, 2 * sqrt(-bessel_arg), bessel_cache[j + 1], bessel_cache[j]);
- }
- }
- ratio = last_value / *i;
- }
- else
- {
- //
- // Forwards iteration is stable:
- //
- bessel_i_forwards_iterator<T, Policy> i(b_minus_1_plus_n, 2 * sqrt(-bessel_arg));
- int pos = 0;
- while ((pos < cache_size) && (b_minus_1_plus_n + pos < 0.5))
- {
- bessel_cache[pos++] = *i++;
- }
- if (pos < cache_size)
- {
- //
- // We have crossed over into the region where backward recursion is the stable direction
- // start from arbitrary value and recurse down to "pos" and normalise:
- //
- bessel_i_backwards_iterator<T, Policy> i2(b_minus_1_plus_n + (int)cache_size - 1, 2 * sqrt(-bessel_arg), arbitrary_small_value(last_value));
- for (int loc = cache_size - 1; loc >= pos; --loc)
- bessel_cache[loc] = *i2++;
- ratio = bessel_cache[pos - 1] / *i2;
- while (pos < cache_size)
- bessel_cache[pos++] *= ratio;
- }
- ratio = 1;
- }
- }
- if(ratio != 1)
- for (auto j = bessel_cache.begin(); j != bessel_cache.end(); ++j)
- *j *= ratio;
- //
- // Very occasionally our normalisation fails because the normalisztion value
- // is sitting right on top of a root (or very close to it). When that happens
- // best to calculate a fresh Bessel evaluation and normalise again.
- //
- if (fabs(bessel_cache[0] / last_value) > 5)
- {
- ratio = (bessel_arg < 0 ? cyl_bessel_i(b_minus_1_plus_n, 2 * sqrt(-bessel_arg), pol) : cyl_bessel_j(b_minus_1_plus_n, 2 * sqrt(bessel_arg), pol)) / bessel_cache[0];
- if (ratio != 1)
- for (auto j = bessel_cache.begin(); j != bessel_cache.end(); ++j)
- *j *= ratio;
- }
- }
- };
- template <class T, class Policy>
- T hypergeometric_1F1_AS_13_3_7_tricomi(const T& a, const T& b, const T& z, const Policy& pol, long long& log_scale)
- {
- BOOST_MATH_STD_USING
- //
- // Works for a < 0, b < 0, z > 0.
- //
- // For convergence we require A * term to be converging otherwise we get
- // a divergent alternating series. It's actually really hard to analyse this
- // and the best purely heuristic policy we've found is
- // z < fabs((2 * a - b) / (sqrt(fabs(a)))) ; b > 0 or:
- // z < fabs((2 * a - b) / (sqrt(fabs(ab)))) ; b < 0
- //
- T prefix(0);
- int prefix_sgn(0);
- bool use_logs = false;
- long long scale = 0;
- //
- // We can actually support the b == 2a case within here, but we haven't
- // as we appear never to get here in practice. Which means this get out
- // clause is a bit of defensive programming....
- //
- if(b == 2 * a)
- return hypergeometric_1F1_divergent_fallback(a, b, z, pol, log_scale);
- #ifndef BOOST_MATH_NO_EXCEPTIONS
- try
- #endif
- {
- prefix = boost::math::tgamma(b, pol);
- prefix *= exp(z / 2);
- }
- #ifndef BOOST_MATH_NO_EXCEPTIONS
- catch (const std::runtime_error&)
- {
- use_logs = true;
- }
- #endif
- if (use_logs || (prefix == 0) || !(boost::math::isfinite)(prefix) || (!std::numeric_limits<T>::has_infinity && (fabs(prefix) >= tools::max_value<T>())))
- {
- use_logs = true;
- prefix = boost::math::lgamma(b, &prefix_sgn, pol) + z / 2;
- scale = lltrunc(prefix);
- log_scale += scale;
- prefix -= scale;
- }
- T result(0);
- std::uintmax_t max_iter = boost::math::policies::get_max_series_iterations<Policy>();
- bool retry = false;
- long long series_scale = 0;
- #ifndef BOOST_MATH_NO_EXCEPTIONS
- try
- #endif
- {
- hypergeometric_1F1_AS_13_3_7_tricomi_series<T, Policy> s(a, b, z, pol);
- series_scale = s.scale();
- log_scale += s.scale();
- #ifndef BOOST_MATH_NO_EXCEPTIONS
- try
- #endif
- {
- T norm = 0;
- result = 0;
- if((a < 0) && (b < 0))
- result = boost::math::tools::checked_sum_series(s, boost::math::policies::get_epsilon<T, Policy>(), max_iter, result, norm);
- else
- result = boost::math::tools::sum_series(s, boost::math::policies::get_epsilon<T, Policy>(), max_iter, result);
- if (!(boost::math::isfinite)(result) || (result == 0) || (!std::numeric_limits<T>::has_infinity && (fabs(result) >= tools::max_value<T>())))
- retry = true;
- if (norm / fabs(result) > 1 / boost::math::tools::root_epsilon<T>())
- retry = true; // fatal cancellation
- }
- #ifndef BOOST_MATH_NO_EXCEPTIONS
- catch (const std::overflow_error&)
- {
- retry = true;
- }
- catch (const boost::math::evaluation_error&)
- {
- retry = true;
- }
- #endif
- }
- #ifndef BOOST_MATH_NO_EXCEPTIONS
- catch (const std::overflow_error&)
- {
- log_scale -= scale;
- return hypergeometric_1F1_divergent_fallback(a, b, z, pol, log_scale);
- }
- catch (const boost::math::evaluation_error&)
- {
- log_scale -= scale;
- return hypergeometric_1F1_divergent_fallback(a, b, z, pol, log_scale);
- }
- #endif
- if (retry)
- {
- log_scale -= scale;
- log_scale -= series_scale;
- return hypergeometric_1F1_divergent_fallback(a, b, z, pol, log_scale);
- }
- boost::math::policies::check_series_iterations<T>("boost::math::hypergeometric_1F1_AS_13_3_7<%1%>(%1%,%1%,%1%)", max_iter, pol);
- if (use_logs)
- {
- int sgn = boost::math::sign(result);
- prefix += log(fabs(result));
- result = sgn * prefix_sgn * exp(prefix);
- }
- else
- {
- if ((fabs(result) > 1) && (fabs(prefix) > 1) && (tools::max_value<T>() / fabs(result) < fabs(prefix)))
- {
- // Overflow:
- scale = lltrunc(tools::log_max_value<T>()) - 10;
- log_scale += scale;
- result /= exp(T(scale));
- }
- result *= prefix;
- }
- return result;
- }
- template <class T>
- struct cyl_bessel_i_large_x_sum
- {
- typedef T result_type;
- cyl_bessel_i_large_x_sum(const T& v, const T& x) : v(v), z(x), term(1), k(0) {}
- T operator()()
- {
- T result = term;
- ++k;
- term *= -(4 * v * v - (2 * k - 1) * (2 * k - 1)) / (8 * k * z);
- return result;
- }
- T v, z, term;
- int k;
- };
- template <class T, class Policy>
- T cyl_bessel_i_large_x_scaled(const T& v, const T& x, long long& log_scaling, const Policy& pol)
- {
- BOOST_MATH_STD_USING
- cyl_bessel_i_large_x_sum<T> 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::cyl_bessel_i_large_x<%1%>(%1%,%1%)", max_iter, pol);
- long long scale = boost::math::lltrunc(x);
- log_scaling += scale;
- return result * exp(x - scale) / sqrt(boost::math::constants::two_pi<T>() * x);
- }
- template <class T, class Policy>
- struct hypergeometric_1F1_AS_13_3_6_series
- {
- typedef T result_type;
- enum { cache_size = 64 };
- //
- // This series is only convergent/useful for a and b approximately equal
- // (ideally |a-b| < 1). The series can also go divergent after a while
- // when b < 0, which limits precision to around that of double. In that
- // situation we return 0 to terminate the series as otherwise the divergent
- // terms will destroy all the bits in our result before they do eventually
- // converge again. One important use case for this series is for z < 0
- // and |a| << |b| so that either b-a == b or at least most of the digits in a
- // are lost in the subtraction. Note that while you can easily convince yourself
- // that the result should be unity when b-a == b, in fact this is not (quite)
- // the case for large z.
- //
- hypergeometric_1F1_AS_13_3_6_series(const T& a, const T& b, const T& z, const T& b_minus_a, const Policy& pol_)
- : b_minus_a(b_minus_a), half_z(z / 2), poch_1(2 * b_minus_a - 1), poch_2(b_minus_a - a), b_poch(b), term(1), last_result(1), sign(1), n(0), cache_offset(-cache_size), scale(0), pol(pol_)
- {
- bessel_i_cache[cache_size - 1] = half_z > tools::log_max_value<T>() ?
- cyl_bessel_i_large_x_scaled(T(b_minus_a - 1.5f), half_z, scale, pol) : boost::math::cyl_bessel_i(b_minus_a - 1.5f, half_z, pol);
- refill_cache();
- }
- T operator()()
- {
- BOOST_MATH_STD_USING
- if(n - cache_offset >= cache_size)
- refill_cache();
- T result = term * (b_minus_a - 0.5f + n) * sign * bessel_i_cache[n - cache_offset];
- ++n;
- term *= poch_1;
- poch_1 = (n == 1) ? T(2 * b_minus_a) : T(poch_1 + 1);
- term *= poch_2;
- poch_2 += 1;
- term /= n;
- term /= b_poch;
- b_poch += 1;
- sign = -sign;
- if ((fabs(result) > fabs(last_result)) && (n > 100))
- return 0; // series has gone divergent!
- last_result = result;
- return result;
- }
- long long scaling()const
- {
- return scale;
- }
- private:
- T b_minus_a, half_z, poch_1, poch_2, b_poch, term, last_result;
- int sign;
- int n, cache_offset;
- long long scale;
- const Policy& pol;
- std::array<T, cache_size> bessel_i_cache;
- void refill_cache()
- {
- BOOST_MATH_STD_USING
- //
- // We don't calculate a new bessel I value: instead start our iterator off
- // with an arbitrary small value, then when we get back to the last value in the previous cache
- // calculate the ratio and use it to renormalise all the values. This is more efficient, but
- // also avoids problems with I_v(x) underflowing to zero.
- //
- cache_offset += cache_size;
- T last_value = bessel_i_cache.back();
- bessel_i_backwards_iterator<T, Policy> i(b_minus_a + cache_offset + (int)cache_size - 1.5f, half_z, tools::min_value<T>() * (fabs(last_value) > 1 ? last_value : 1) / tools::epsilon<T>());
- for (int j = cache_size - 1; j >= 0; --j, ++i)
- {
- bessel_i_cache[j] = *i;
- //
- // Depending on the value of half_z, the values stored in the cache can grow so
- // large as to overflow, if that looks likely then we need to rescale all the
- // existing terms (most of which will then underflow to zero). In this situation
- // it's likely that our series will only need 1 or 2 terms of the series but we
- // can't be sure of that:
- //
- if((j < cache_size - 2) && (bessel_i_cache[j + 1] != 0) && (tools::max_value<T>() / fabs(64 * bessel_i_cache[j] / bessel_i_cache[j + 1]) < fabs(bessel_i_cache[j])))
- {
- T rescale = static_cast<T>(pow(fabs(bessel_i_cache[j] / bessel_i_cache[j + 1]), T(j + 1)) * 2);
- if (rescale > tools::max_value<T>())
- rescale = tools::max_value<T>();
- for (int k = j; k < cache_size; ++k)
- bessel_i_cache[k] /= rescale;
- i = bessel_i_backwards_iterator<T, Policy>(b_minus_a -0.5f + cache_offset + j, half_z, bessel_i_cache[j + 1], bessel_i_cache[j]);
- }
- }
- T ratio = last_value / *i;
- for (auto j = bessel_i_cache.begin(); j != bessel_i_cache.end(); ++j)
- *j *= ratio;
- }
- hypergeometric_1F1_AS_13_3_6_series() = delete;
- hypergeometric_1F1_AS_13_3_6_series(const hypergeometric_1F1_AS_13_3_6_series&) = delete;
- hypergeometric_1F1_AS_13_3_6_series& operator=(const hypergeometric_1F1_AS_13_3_6_series&) = delete;
- };
- template <class T, class Policy>
- T hypergeometric_1F1_AS_13_3_6(const T& a, const T& b, const T& z, const T& b_minus_a, const Policy& pol, long long& log_scaling)
- {
- BOOST_MATH_STD_USING
- if(b_minus_a == 0)
- {
- // special case: M(a,a,z) == exp(z)
- long long scale = lltrunc(z, pol);
- log_scaling += scale;
- return exp(z - scale);
- }
- hypergeometric_1F1_AS_13_3_6_series<T, Policy> s(a, b, z, b_minus_a, pol);
- 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::hypergeometric_1F1_AS_13_3_6<%1%>(%1%,%1%,%1%)", max_iter, pol);
- result *= boost::math::tgamma(b_minus_a - 0.5f, pol) * pow(z / 4, -b_minus_a + T(0.5f));
- long long scale = lltrunc(z / 2);
- log_scaling += scale;
- log_scaling += s.scaling();
- result *= exp(z / 2 - scale);
- return result;
- }
- /****************************************************************************************************************/
- //
- // The following are not used at present and are commented out for that reason:
- //
- /****************************************************************************************************************/
- #if 0
- template <class T, class Policy>
- struct hypergeometric_1F1_AS_13_3_8_series
- {
- //
- // TODO: store and cache Bessel function evaluations via backwards recurrence.
- //
- // The C term grows by at least an order of magnitude with each iteration, and
- // rate of growth is largely independent of the arguments. Free parameter h
- // seems to give accurate results for small values (almost zero) or h=1.
- // Convergence and accuracy, only when -a/z > 100, this appears to have no
- // or little benefit over 13.3.7 as it generally requires more iterations?
- //
- hypergeometric_1F1_AS_13_3_8_series(const T& a, const T& b, const T& z, const T& h, const Policy& pol_)
- : C_minus_2(1), C_minus_1(-b * h), C(b * (b + 1) * h * h / 2 - (2 * h - 1) * a / 2),
- bessel_arg(2 * sqrt(-a * z)), bessel_order(b - 1), power_term(std::pow(-a * z, (1 - b) / 2)), mult(z / std::sqrt(-a * z)),
- a_(a), b_(b), z_(z), h_(h), n(2), pol(pol_)
- {
- }
- T operator()()
- {
- // we actually return the n-2 term:
- T result = C_minus_2 * power_term * boost::math::cyl_bessel_j(bessel_order, bessel_arg, pol);
- bessel_order += 1;
- power_term *= mult;
- ++n;
- T C_next = ((1 - 2 * h_) * (n - 1) - b_ * h_) * C
- + ((1 - 2 * h_) * a_ - h_ * (h_ - 1) *(b_ + n - 2)) * C_minus_1
- - h_ * (h_ - 1) * a_ * C_minus_2;
- C_next /= n;
- C_minus_2 = C_minus_1;
- C_minus_1 = C;
- C = C_next;
- return result;
- }
- T C, C_minus_1, C_minus_2, bessel_arg, bessel_order, power_term, mult, a_, b_, z_, h_;
- const Policy& pol;
- int n;
- typedef T result_type;
- };
- template <class T, class Policy>
- T hypergeometric_1F1_AS_13_3_8(const T& a, const T& b, const T& z, const T& h, const Policy& pol)
- {
- BOOST_MATH_STD_USING
- T prefix = exp(h * z) * boost::math::tgamma(b);
- hypergeometric_1F1_AS_13_3_8_series<T, Policy> s(a, b, z, h, pol);
- 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::hypergeometric_1F1_AS_13_3_8<%1%>(%1%,%1%,%1%)", max_iter, pol);
- result *= prefix;
- return result;
- }
- //
- // This is the series from https://dlmf.nist.gov/13.11
- // It appears to be unusable for a,z < 0, and for
- // b < 0 appears to never be better than the defining series
- // for 1F1.
- //
- template <class T, class Policy>
- struct hypergeometric_1f1_13_11_1_series
- {
- typedef T result_type;
- hypergeometric_1f1_13_11_1_series(const T& a, const T& b, const T& z, const Policy& pol_)
- : term(1), two_a_minus_1_plus_s(2 * a - 1), two_a_minus_b_plus_s(2 * a - b), b_plus_s(b), a_minus_half_plus_s(a - 0.5f), half_z(z / 2), s(0), pol(pol_)
- {
- }
- T operator()()
- {
- T result = term * a_minus_half_plus_s * boost::math::cyl_bessel_i(a_minus_half_plus_s, half_z, pol);
- term *= two_a_minus_1_plus_s * two_a_minus_b_plus_s / (b_plus_s * ++s);
- two_a_minus_1_plus_s += 1;
- a_minus_half_plus_s += 1;
- two_a_minus_b_plus_s += 1;
- b_plus_s += 1;
- return result;
- }
- T term, two_a_minus_1_plus_s, two_a_minus_b_plus_s, b_plus_s, a_minus_half_plus_s, half_z;
- long long s;
- const Policy& pol;
- };
- template <class T, class Policy>
- T hypergeometric_1f1_13_11_1(const T& a, const T& b, const T& z, const Policy& pol, long long& log_scaling)
- {
- BOOST_MATH_STD_USING
- bool use_logs = false;
- T prefix;
- int prefix_sgn = 1;
- if (true/*(a < boost::math::max_factorial<T>::value) && (a > 0)*/)
- prefix = boost::math::tgamma(a - 0.5f, pol);
- else
- {
- prefix = boost::math::lgamma(a - 0.5f, &prefix_sgn, pol);
- use_logs = true;
- }
- if (use_logs)
- {
- prefix += z / 2;
- prefix += log(z / 4) * (0.5f - a);
- }
- else if (z > 0)
- {
- prefix *= pow(z / 4, 0.5f - a);
- prefix *= exp(z / 2);
- }
- else
- {
- prefix *= exp(z / 2);
- prefix *= pow(z / 4, 0.5f - a);
- }
- hypergeometric_1f1_13_11_1_series<T, Policy> s(a, b, z, pol);
- 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::hypergeometric_1f1_13_11_1<%1%>(%1%,%1%,%1%)", max_iter, pol);
- if (use_logs)
- {
- long long scaling = lltrunc(prefix);
- log_scaling += scaling;
- prefix -= scaling;
- result *= exp(prefix) * prefix_sgn;
- }
- else
- result *= prefix;
- return result;
- }
- #endif
- } } } // namespaces
- #endif // BOOST_MATH_HYPERGEOMETRIC_1F1_BESSEL_HPP
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