hypergeometric_1F1_scaled_series.hpp 2.1 KB

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  1. ///////////////////////////////////////////////////////////////////////////////
  2. // Copyright 2017 John Maddock
  3. // Distributed under the Boost
  4. // Software License, Version 1.0. (See accompanying file
  5. // LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
  6. //
  7. #ifndef BOOST_MATH_HYPERGEOMETRIC_1F1_SCALED_SERIES_HPP
  8. #define BOOST_MATH_HYPERGEOMETRIC_1F1_SCALED_SERIES_HPP
  9. #include <array>
  10. #include <cstdint>
  11. namespace boost{ namespace math{ namespace detail{
  12. template <class T, class Policy>
  13. T hypergeometric_1F1_scaled_series(const T& a, const T& b, T z, const Policy& pol, const char* function)
  14. {
  15. BOOST_MATH_STD_USING
  16. //
  17. // Result is returned scaled by e^-z.
  18. // Whenever the terms start becoming too large, we scale by some factor e^-n
  19. // and keep track of the integer scaling factor n. At the end we can perform
  20. // an exact subtraction of n from z and scale the result:
  21. //
  22. T sum(0), term(1), upper_limit(sqrt(boost::math::tools::max_value<T>())), diff;
  23. unsigned n = 0;
  24. long long log_scaling_factor = 1 - lltrunc(boost::math::tools::log_max_value<T>());
  25. T scaling_factor = exp(T(log_scaling_factor));
  26. std::intmax_t current_scaling = 0;
  27. do
  28. {
  29. sum += term;
  30. if (sum >= upper_limit)
  31. {
  32. sum *= scaling_factor;
  33. term *= scaling_factor;
  34. current_scaling += log_scaling_factor;
  35. }
  36. term *= (((a + n) / ((b + n) * (n + 1))) * z);
  37. if (n > boost::math::policies::get_max_series_iterations<Policy>())
  38. return boost::math::policies::raise_evaluation_error(function, "Series did not converge, best value is %1%", sum, pol);
  39. ++n;
  40. diff = fabs(term / sum);
  41. } while (diff > boost::math::policies::get_epsilon<T, Policy>());
  42. z = -z - current_scaling;
  43. while (z < log_scaling_factor)
  44. {
  45. z -= log_scaling_factor;
  46. sum *= scaling_factor;
  47. }
  48. return sum * exp(z);
  49. }
  50. } } } // namespaces
  51. #endif // BOOST_MATH_HYPERGEOMETRIC_1F1_SCALED_SERIES_HPP