Blame sum/levin_utrunc.c

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/* sum/levin_utrunc.c
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 * 
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 * Copyright (C) 1996, 1997, 1998, 1999, 2000, 2007 Gerard Jungman, Brian Gough
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 * 
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 * This program is free software; you can redistribute it and/or modify
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 * it under the terms of the GNU General Public License as published by
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 * the Free Software Foundation; either version 3 of the License, or (at
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 * your option) any later version.
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 * 
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 * This program is distributed in the hope that it will be useful, but
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 * WITHOUT ANY WARRANTY; without even the implied warranty of
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 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
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 * General Public License for more details.
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 * 
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 * You should have received a copy of the GNU General Public License
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 * along with this program; if not, write to the Free Software
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 * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA.
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 */
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/* Author:  G. Jungman */
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#include <config.h>
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#include <gsl/gsl_math.h>
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#include <gsl/gsl_test.h>
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#include <gsl/gsl_errno.h>
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#include <gsl/gsl_sum.h>
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int
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gsl_sum_levin_utrunc_accel (const double *array,
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                            const size_t array_size,
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                            gsl_sum_levin_utrunc_workspace * w,
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                            double *sum_accel, double *abserr_trunc)
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{
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  return gsl_sum_levin_utrunc_minmax (array, array_size,
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                                      0, array_size - 1,
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                                      w, sum_accel, abserr_trunc);
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}
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int
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gsl_sum_levin_utrunc_minmax (const double *array,
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                             const size_t array_size,
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                             const size_t min_terms,
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                             const size_t max_terms,
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                             gsl_sum_levin_utrunc_workspace * w,
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                             double *sum_accel, double *abserr_trunc)
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{
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  if (array_size == 0)
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    {
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      *sum_accel = 0.0;
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      *abserr_trunc = 0.0;
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      w->sum_plain = 0.0;
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      w->terms_used = 0;
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      return GSL_SUCCESS;
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    }
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  else if (array_size == 1)
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    {
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      *sum_accel = array[0];
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      *abserr_trunc = GSL_POSINF;
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      w->sum_plain = array[0];
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      w->terms_used = 1;
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      return GSL_SUCCESS;
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    }
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  else
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    {
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      const double SMALL = 0.01;
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      const size_t nmax = GSL_MAX (max_terms, array_size) - 1;
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      double trunc_n = 0.0, trunc_nm1 = 0.0;
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      double actual_trunc_n = 0.0, actual_trunc_nm1 = 0.0;
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      double result_n = 0.0, result_nm1 = 0.0;
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      size_t n;
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      int better = 0;
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      int before = 0;
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      int converging = 0;
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      double least_trunc = GSL_DBL_MAX;
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      double result_least_trunc;
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      /* Calculate specified minimum number of terms. No convergence
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         tests are made, and no truncation information is stored. */
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      for (n = 0; n < min_terms; n++)
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        {
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          const double t = array[n];
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          result_nm1 = result_n;
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          gsl_sum_levin_utrunc_step (t, n, w, &result_n);
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        }
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      /* Assume the result after the minimum calculation is the best. */
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      result_least_trunc = result_n;
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      /* Calculate up to maximum number of terms. Check truncation
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         condition. */
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      for (; n <= nmax; n++)
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        {
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          const double t = array[n];
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          result_nm1 = result_n;
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          gsl_sum_levin_utrunc_step (t, n, w, &result_n);
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          /* Compute the truncation error directly */
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          actual_trunc_nm1 = actual_trunc_n;
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          actual_trunc_n = fabs (result_n - result_nm1);
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          /* Average results to make a more reliable estimate of the
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             real truncation error */
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          trunc_nm1 = trunc_n;
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          trunc_n = 0.5 * (actual_trunc_n + actual_trunc_nm1);
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          /* Determine if we are in the convergence region. */
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          better = (trunc_n < trunc_nm1 || trunc_n < SMALL * fabs (result_n));
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          converging = converging || (better && before);
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          before = better;
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          if (converging)
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            {
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              if (trunc_n < least_trunc)
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                {
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                  /* Found a low truncation point in the convergence
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                     region. Save it. */
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                  least_trunc = trunc_n;
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                  result_least_trunc = result_n;
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                }
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              if (fabs (trunc_n / result_n) < 10.0 * GSL_MACH_EPS)
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                break;
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            }
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        }
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      if (converging)
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        {
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          /* Stopped in the convergence region. Return result and
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             error estimate. */
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          *sum_accel = result_least_trunc;
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          *abserr_trunc = least_trunc;
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          w->terms_used = n;
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          return GSL_SUCCESS;
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        }
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      else
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        {
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          /* Never reached the convergence region. Use the last
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             calculated values. */
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          *sum_accel = result_n;
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          *abserr_trunc = trunc_n;
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          w->terms_used = n;
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          return GSL_SUCCESS;
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        }
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    }
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}
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int
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gsl_sum_levin_utrunc_step (const double term,
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                           const size_t n,
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                           gsl_sum_levin_utrunc_workspace * w, double *sum_accel)
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{
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  if (term == 0.0)
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    {
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      /* This is actually harmless when treated in this way. A term
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         which is exactly zero is simply ignored; the state is not
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         changed. We return GSL_EZERODIV as an indicator that this
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         occured. */
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      return GSL_EZERODIV;
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    }
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  else if (n == 0)
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    {
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      *sum_accel = term;
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      w->sum_plain = term;
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      w->q_den[0] = 1.0 / term;
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      w->q_num[0] = 1.0;
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      return GSL_SUCCESS;
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    }
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  else
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    {
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      double factor = 1.0;
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      double ratio = (double) n / (n + 1.0);
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      int j;
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      w->sum_plain += term;
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      w->q_den[n] = 1.0 / (term * (n + 1.0) * (n + 1.0));
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      w->q_num[n] = w->sum_plain * w->q_den[n];
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      for (j = n - 1; j >= 0; j--)
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        {
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          double c = factor * (j + 1) / (n + 1);
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          factor *= ratio;
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          w->q_den[j] = w->q_den[j + 1] - c * w->q_den[j];
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          w->q_num[j] = w->q_num[j + 1] - c * w->q_num[j];
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        }
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      *sum_accel = w->q_num[0] / w->q_den[0];
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      return GSL_SUCCESS;
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    }
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}