/* complex/math.c * * Copyright (C) 1996, 1997, 1998, 1999, 2000, 2007 Jorma Olavi T�htinen, Brian Gough * * This program is free software; you can redistribute it and/or modify * it under the terms of the GNU General Public License as published by * the Free Software Foundation; either version 3 of the License, or (at * your option) any later version. * * This program is distributed in the hope that it will be useful, but * WITHOUT ANY WARRANTY; without even the implied warranty of * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU * General Public License for more details. * * You should have received a copy of the GNU General Public License * along with this program; if not, write to the Free Software * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA. */ /* Basic complex arithmetic functions * Original version by Jorma Olavi T�htinen * * Modified for GSL by Brian Gough, 3/2000 */ /* The following references describe the methods used in these * functions, * * T. E. Hull and Thomas F. Fairgrieve and Ping Tak Peter Tang, * "Implementing Complex Elementary Functions Using Exception * Handling", ACM Transactions on Mathematical Software, Volume 20 * (1994), pp 215-244, Corrigenda, p553 * * Hull et al, "Implementing the complex arcsin and arccosine * functions using exception handling", ACM Transactions on * Mathematical Software, Volume 23 (1997) pp 299-335 * * Abramowitz and Stegun, Handbook of Mathematical Functions, "Inverse * Circular Functions in Terms of Real and Imaginary Parts", Formulas * 4.4.37, 4.4.38, 4.4.39 */ #include #include #include #include #include /********************************************************************** * Complex numbers **********************************************************************/ gsl_complex gsl_complex_polar (double r, double theta) { /* return z = r exp(i theta) */ gsl_complex z; GSL_SET_COMPLEX (&z, r * cos (theta), r * sin (theta)); return z; } /********************************************************************** * Properties of complex numbers **********************************************************************/ double gsl_complex_arg (gsl_complex z) { /* return arg(z), -pi < arg(z) <= +pi */ double x = GSL_REAL (z); double y = GSL_IMAG (z); if (x == 0.0 && y == 0.0) { return 0; } return atan2 (y, x); } double gsl_complex_abs (gsl_complex z) { /* return |z| */ return hypot (GSL_REAL (z), GSL_IMAG (z)); } double gsl_complex_abs2 (gsl_complex z) { /* return |z|^2 */ double x = GSL_REAL (z); double y = GSL_IMAG (z); return (x * x + y * y); } double gsl_complex_logabs (gsl_complex z) { /* return log|z| */ double xabs = fabs (GSL_REAL (z)); double yabs = fabs (GSL_IMAG (z)); double max, u; if (xabs >= yabs) { max = xabs; u = yabs / xabs; } else { max = yabs; u = xabs / yabs; } /* Handle underflow when u is close to 0 */ return log (max) + 0.5 * log1p (u * u); } /*********************************************************************** * Complex arithmetic operators ***********************************************************************/ gsl_complex gsl_complex_add (gsl_complex a, gsl_complex b) { /* z=a+b */ double ar = GSL_REAL (a), ai = GSL_IMAG (a); double br = GSL_REAL (b), bi = GSL_IMAG (b); gsl_complex z; GSL_SET_COMPLEX (&z, ar + br, ai + bi); return z; } gsl_complex gsl_complex_add_real (gsl_complex a, double x) { /* z=a+x */ gsl_complex z; GSL_SET_COMPLEX (&z, GSL_REAL (a) + x, GSL_IMAG (a)); return z; } gsl_complex gsl_complex_add_imag (gsl_complex a, double y) { /* z=a+iy */ gsl_complex z; GSL_SET_COMPLEX (&z, GSL_REAL (a), GSL_IMAG (a) + y); return z; } gsl_complex gsl_complex_sub (gsl_complex a, gsl_complex b) { /* z=a-b */ double ar = GSL_REAL (a), ai = GSL_IMAG (a); double br = GSL_REAL (b), bi = GSL_IMAG (b); gsl_complex z; GSL_SET_COMPLEX (&z, ar - br, ai - bi); return z; } gsl_complex gsl_complex_sub_real (gsl_complex a, double x) { /* z=a-x */ gsl_complex z; GSL_SET_COMPLEX (&z, GSL_REAL (a) - x, GSL_IMAG (a)); return z; } gsl_complex gsl_complex_sub_imag (gsl_complex a, double y) { /* z=a-iy */ gsl_complex z; GSL_SET_COMPLEX (&z, GSL_REAL (a), GSL_IMAG (a) - y); return z; } gsl_complex gsl_complex_mul (gsl_complex a, gsl_complex b) { /* z=a*b */ double ar = GSL_REAL (a), ai = GSL_IMAG (a); double br = GSL_REAL (b), bi = GSL_IMAG (b); gsl_complex z; GSL_SET_COMPLEX (&z, ar * br - ai * bi, ar * bi + ai * br); return z; } gsl_complex gsl_complex_mul_real (gsl_complex a, double x) { /* z=a*x */ gsl_complex z; GSL_SET_COMPLEX (&z, x * GSL_REAL (a), x * GSL_IMAG (a)); return z; } gsl_complex gsl_complex_mul_imag (gsl_complex a, double y) { /* z=a*iy */ gsl_complex z; GSL_SET_COMPLEX (&z, -y * GSL_IMAG (a), y * GSL_REAL (a)); return z; } gsl_complex gsl_complex_div (gsl_complex a, gsl_complex b) { /* z=a/b */ double ar = GSL_REAL (a), ai = GSL_IMAG (a); double br = GSL_REAL (b), bi = GSL_IMAG (b); double s = 1.0 / gsl_complex_abs (b); double sbr = s * br; double sbi = s * bi; double zr = (ar * sbr + ai * sbi) * s; double zi = (ai * sbr - ar * sbi) * s; gsl_complex z; GSL_SET_COMPLEX (&z, zr, zi); return z; } gsl_complex gsl_complex_div_real (gsl_complex a, double x) { /* z=a/x */ gsl_complex z; GSL_SET_COMPLEX (&z, GSL_REAL (a) / x, GSL_IMAG (a) / x); return z; } gsl_complex gsl_complex_div_imag (gsl_complex a, double y) { /* z=a/(iy) */ gsl_complex z; GSL_SET_COMPLEX (&z, GSL_IMAG (a) / y, - GSL_REAL (a) / y); return z; } gsl_complex gsl_complex_conjugate (gsl_complex a) { /* z=conj(a) */ gsl_complex z; GSL_SET_COMPLEX (&z, GSL_REAL (a), -GSL_IMAG (a)); return z; } gsl_complex gsl_complex_negative (gsl_complex a) { /* z=-a */ gsl_complex z; GSL_SET_COMPLEX (&z, -GSL_REAL (a), -GSL_IMAG (a)); return z; } gsl_complex gsl_complex_inverse (gsl_complex a) { /* z=1/a */ double s = 1.0 / gsl_complex_abs (a); gsl_complex z; GSL_SET_COMPLEX (&z, (GSL_REAL (a) * s) * s, -(GSL_IMAG (a) * s) * s); return z; } /********************************************************************** * Elementary complex functions **********************************************************************/ gsl_complex gsl_complex_sqrt (gsl_complex a) { /* z=sqrt(a) */ gsl_complex z; if (GSL_REAL (a) == 0.0 && GSL_IMAG (a) == 0.0) { GSL_SET_COMPLEX (&z, 0, 0); } else { double x = fabs (GSL_REAL (a)); double y = fabs (GSL_IMAG (a)); double w; if (x >= y) { double t = y / x; w = sqrt (x) * sqrt (0.5 * (1.0 + sqrt (1.0 + t * t))); } else { double t = x / y; w = sqrt (y) * sqrt (0.5 * (t + sqrt (1.0 + t * t))); } if (GSL_REAL (a) >= 0.0) { double ai = GSL_IMAG (a); GSL_SET_COMPLEX (&z, w, ai / (2.0 * w)); } else { double ai = GSL_IMAG (a); double vi = (ai >= 0) ? w : -w; GSL_SET_COMPLEX (&z, ai / (2.0 * vi), vi); } } return z; } gsl_complex gsl_complex_sqrt_real (double x) { /* z=sqrt(x) */ gsl_complex z; if (x >= 0) { GSL_SET_COMPLEX (&z, sqrt (x), 0.0); } else { GSL_SET_COMPLEX (&z, 0.0, sqrt (-x)); } return z; } gsl_complex gsl_complex_exp (gsl_complex a) { /* z=exp(a) */ double rho = exp (GSL_REAL (a)); double theta = GSL_IMAG (a); gsl_complex z; GSL_SET_COMPLEX (&z, rho * cos (theta), rho * sin (theta)); return z; } gsl_complex gsl_complex_pow (gsl_complex a, gsl_complex b) { /* z=a^b */ gsl_complex z; if (GSL_REAL (a) == 0 && GSL_IMAG (a) == 0.0) { if (GSL_REAL (b) == 0 && GSL_IMAG (b) == 0.0) { GSL_SET_COMPLEX (&z, 1.0, 0.0); } else { GSL_SET_COMPLEX (&z, 0.0, 0.0); } } else if (GSL_REAL (b) == 1.0 && GSL_IMAG (b) == 0.0) { return a; } else if (GSL_REAL (b) == -1.0 && GSL_IMAG (b) == 0.0) { return gsl_complex_inverse (a); } else { double logr = gsl_complex_logabs (a); double theta = gsl_complex_arg (a); double br = GSL_REAL (b), bi = GSL_IMAG (b); double rho = exp (logr * br - bi * theta); double beta = theta * br + bi * logr; GSL_SET_COMPLEX (&z, rho * cos (beta), rho * sin (beta)); } return z; } gsl_complex gsl_complex_pow_real (gsl_complex a, double b) { /* z=a^b */ gsl_complex z; if (GSL_REAL (a) == 0 && GSL_IMAG (a) == 0) { if (b == 0) { GSL_SET_COMPLEX (&z, 1, 0); } else { GSL_SET_COMPLEX (&z, 0, 0); } } else { double logr = gsl_complex_logabs (a); double theta = gsl_complex_arg (a); double rho = exp (logr * b); double beta = theta * b; GSL_SET_COMPLEX (&z, rho * cos (beta), rho * sin (beta)); } return z; } gsl_complex gsl_complex_log (gsl_complex a) { /* z=log(a) */ double logr = gsl_complex_logabs (a); double theta = gsl_complex_arg (a); gsl_complex z; GSL_SET_COMPLEX (&z, logr, theta); return z; } gsl_complex gsl_complex_log10 (gsl_complex a) { /* z = log10(a) */ return gsl_complex_mul_real (gsl_complex_log (a), 1 / log (10.)); } gsl_complex gsl_complex_log_b (gsl_complex a, gsl_complex b) { return gsl_complex_div (gsl_complex_log (a), gsl_complex_log (b)); } /*********************************************************************** * Complex trigonometric functions ***********************************************************************/ gsl_complex gsl_complex_sin (gsl_complex a) { /* z = sin(a) */ double R = GSL_REAL (a), I = GSL_IMAG (a); gsl_complex z; if (I == 0.0) { /* avoid returing negative zero (-0.0) for the imaginary part */ GSL_SET_COMPLEX (&z, sin (R), 0.0); } else { GSL_SET_COMPLEX (&z, sin (R) * cosh (I), cos (R) * sinh (I)); } return z; } gsl_complex gsl_complex_cos (gsl_complex a) { /* z = cos(a) */ double R = GSL_REAL (a), I = GSL_IMAG (a); gsl_complex z; if (I == 0.0) { /* avoid returing negative zero (-0.0) for the imaginary part */ GSL_SET_COMPLEX (&z, cos (R), 0.0); } else { GSL_SET_COMPLEX (&z, cos (R) * cosh (I), sin (R) * sinh (-I)); } return z; } gsl_complex gsl_complex_tan (gsl_complex a) { /* z = tan(a) */ double R = GSL_REAL (a), I = GSL_IMAG (a); gsl_complex z; if (fabs (I) < 1) { double D = pow (cos (R), 2.0) + pow (sinh (I), 2.0); GSL_SET_COMPLEX (&z, 0.5 * sin (2 * R) / D, 0.5 * sinh (2 * I) / D); } else { double D = pow (cos (R), 2.0) + pow (sinh (I), 2.0); double F = 1 + pow(cos (R)/sinh (I), 2.0); GSL_SET_COMPLEX (&z, 0.5 * sin (2 * R) / D, 1 / (tanh (I) * F)); } return z; } gsl_complex gsl_complex_sec (gsl_complex a) { /* z = sec(a) */ gsl_complex z = gsl_complex_cos (a); return gsl_complex_inverse (z); } gsl_complex gsl_complex_csc (gsl_complex a) { /* z = csc(a) */ gsl_complex z = gsl_complex_sin (a); return gsl_complex_inverse(z); } gsl_complex gsl_complex_cot (gsl_complex a) { /* z = cot(a) */ gsl_complex z = gsl_complex_tan (a); return gsl_complex_inverse (z); } /********************************************************************** * Inverse Complex Trigonometric Functions **********************************************************************/ gsl_complex gsl_complex_arcsin (gsl_complex a) { /* z = arcsin(a) */ double R = GSL_REAL (a), I = GSL_IMAG (a); gsl_complex z; if (I == 0) { z = gsl_complex_arcsin_real (R); } else { double x = fabs (R), y = fabs (I); double r = hypot (x + 1, y), s = hypot (x - 1, y); double A = 0.5 * (r + s); double B = x / A; double y2 = y * y; double real, imag; const double A_crossover = 1.5, B_crossover = 0.6417; if (B <= B_crossover) { real = asin (B); } else { if (x <= 1) { double D = 0.5 * (A + x) * (y2 / (r + x + 1) + (s + (1 - x))); real = atan (x / sqrt (D)); } else { double Apx = A + x; double D = 0.5 * (Apx / (r + x + 1) + Apx / (s + (x - 1))); real = atan (x / (y * sqrt (D))); } } if (A <= A_crossover) { double Am1; if (x < 1) { Am1 = 0.5 * (y2 / (r + (x + 1)) + y2 / (s + (1 - x))); } else { Am1 = 0.5 * (y2 / (r + (x + 1)) + (s + (x - 1))); } imag = log1p (Am1 + sqrt (Am1 * (A + 1))); } else { imag = log (A + sqrt (A * A - 1)); } GSL_SET_COMPLEX (&z, (R >= 0) ? real : -real, (I >= 0) ? imag : -imag); } return z; } gsl_complex gsl_complex_arcsin_real (double a) { /* z = arcsin(a) */ gsl_complex z; if (fabs (a) <= 1.0) { GSL_SET_COMPLEX (&z, asin (a), 0.0); } else { if (a < 0.0) { GSL_SET_COMPLEX (&z, -M_PI_2, acosh (-a)); } else { GSL_SET_COMPLEX (&z, M_PI_2, -acosh (a)); } } return z; } gsl_complex gsl_complex_arccos (gsl_complex a) { /* z = arccos(a) */ double R = GSL_REAL (a), I = GSL_IMAG (a); gsl_complex z; if (I == 0) { z = gsl_complex_arccos_real (R); } else { double x = fabs (R), y = fabs (I); double r = hypot (x + 1, y), s = hypot (x - 1, y); double A = 0.5 * (r + s); double B = x / A; double y2 = y * y; double real, imag; const double A_crossover = 1.5, B_crossover = 0.6417; if (B <= B_crossover) { real = acos (B); } else { if (x <= 1) { double D = 0.5 * (A + x) * (y2 / (r + x + 1) + (s + (1 - x))); real = atan (sqrt (D) / x); } else { double Apx = A + x; double D = 0.5 * (Apx / (r + x + 1) + Apx / (s + (x - 1))); real = atan ((y * sqrt (D)) / x); } } if (A <= A_crossover) { double Am1; if (x < 1) { Am1 = 0.5 * (y2 / (r + (x + 1)) + y2 / (s + (1 - x))); } else { Am1 = 0.5 * (y2 / (r + (x + 1)) + (s + (x - 1))); } imag = log1p (Am1 + sqrt (Am1 * (A + 1))); } else { imag = log (A + sqrt (A * A - 1)); } GSL_SET_COMPLEX (&z, (R >= 0) ? real : M_PI - real, (I >= 0) ? -imag : imag); } return z; } gsl_complex gsl_complex_arccos_real (double a) { /* z = arccos(a) */ gsl_complex z; if (fabs (a) <= 1.0) { GSL_SET_COMPLEX (&z, acos (a), 0); } else { if (a < 0.0) { GSL_SET_COMPLEX (&z, M_PI, -acosh (-a)); } else { GSL_SET_COMPLEX (&z, 0, acosh (a)); } } return z; } gsl_complex gsl_complex_arctan (gsl_complex a) { /* z = arctan(a) */ double R = GSL_REAL (a), I = GSL_IMAG (a); gsl_complex z; if (I == 0) { GSL_SET_COMPLEX (&z, atan (R), 0); } else { /* FIXME: This is a naive implementation which does not fully take into account cancellation errors, overflow, underflow etc. It would benefit from the Hull et al treatment. */ double r = hypot (R, I); double imag; double u = 2 * I / (1 + r * r); /* FIXME: the following cross-over should be optimized but 0.1 seems to work ok */ if (fabs (u) < 0.1) { imag = 0.25 * (log1p (u) - log1p (-u)); } else { double A = hypot (R, I + 1); double B = hypot (R, I - 1); imag = 0.5 * log (A / B); } if (R == 0) { if (I > 1) { GSL_SET_COMPLEX (&z, M_PI_2, imag); } else if (I < -1) { GSL_SET_COMPLEX (&z, -M_PI_2, imag); } else { GSL_SET_COMPLEX (&z, 0, imag); }; } else { GSL_SET_COMPLEX (&z, 0.5 * atan2 (2 * R, ((1 + r) * (1 - r))), imag); } } return z; } gsl_complex gsl_complex_arcsec (gsl_complex a) { /* z = arcsec(a) */ gsl_complex z = gsl_complex_inverse (a); return gsl_complex_arccos (z); } gsl_complex gsl_complex_arcsec_real (double a) { /* z = arcsec(a) */ gsl_complex z; if (a <= -1.0 || a >= 1.0) { GSL_SET_COMPLEX (&z, acos (1 / a), 0.0); } else { if (a >= 0.0) { GSL_SET_COMPLEX (&z, 0, acosh (1 / a)); } else { GSL_SET_COMPLEX (&z, M_PI, -acosh (-1 / a)); } } return z; } gsl_complex gsl_complex_arccsc (gsl_complex a) { /* z = arccsc(a) */ gsl_complex z = gsl_complex_inverse (a); return gsl_complex_arcsin (z); } gsl_complex gsl_complex_arccsc_real (double a) { /* z = arccsc(a) */ gsl_complex z; if (a <= -1.0 || a >= 1.0) { GSL_SET_COMPLEX (&z, asin (1 / a), 0.0); } else { if (a >= 0.0) { GSL_SET_COMPLEX (&z, M_PI_2, -acosh (1 / a)); } else { GSL_SET_COMPLEX (&z, -M_PI_2, acosh (-1 / a)); } } return z; } gsl_complex gsl_complex_arccot (gsl_complex a) { /* z = arccot(a) */ gsl_complex z; if (GSL_REAL (a) == 0.0 && GSL_IMAG (a) == 0.0) { GSL_SET_COMPLEX (&z, M_PI_2, 0); } else { z = gsl_complex_inverse (a); z = gsl_complex_arctan (z); } return z; } /********************************************************************** * Complex Hyperbolic Functions **********************************************************************/ gsl_complex gsl_complex_sinh (gsl_complex a) { /* z = sinh(a) */ double R = GSL_REAL (a), I = GSL_IMAG (a); gsl_complex z; GSL_SET_COMPLEX (&z, sinh (R) * cos (I), cosh (R) * sin (I)); return z; } gsl_complex gsl_complex_cosh (gsl_complex a) { /* z = cosh(a) */ double R = GSL_REAL (a), I = GSL_IMAG (a); gsl_complex z; GSL_SET_COMPLEX (&z, cosh (R) * cos (I), sinh (R) * sin (I)); return z; } gsl_complex gsl_complex_tanh (gsl_complex a) { /* z = tanh(a) */ double R = GSL_REAL (a), I = GSL_IMAG (a); gsl_complex z; if (fabs(R) < 1.0) { double D = pow (cos (I), 2.0) + pow (sinh (R), 2.0); GSL_SET_COMPLEX (&z, sinh (R) * cosh (R) / D, 0.5 * sin (2 * I) / D); } else { double D = pow (cos (I), 2.0) + pow (sinh (R), 2.0); double F = 1 + pow (cos (I) / sinh (R), 2.0); GSL_SET_COMPLEX (&z, 1.0 / (tanh (R) * F), 0.5 * sin (2 * I) / D); } return z; } gsl_complex gsl_complex_sech (gsl_complex a) { /* z = sech(a) */ gsl_complex z = gsl_complex_cosh (a); return gsl_complex_inverse (z); } gsl_complex gsl_complex_csch (gsl_complex a) { /* z = csch(a) */ gsl_complex z = gsl_complex_sinh (a); return gsl_complex_inverse (z); } gsl_complex gsl_complex_coth (gsl_complex a) { /* z = coth(a) */ gsl_complex z = gsl_complex_tanh (a); return gsl_complex_inverse (z); } /********************************************************************** * Inverse Complex Hyperbolic Functions **********************************************************************/ gsl_complex gsl_complex_arcsinh (gsl_complex a) { /* z = arcsinh(a) */ gsl_complex z = gsl_complex_mul_imag(a, 1.0); z = gsl_complex_arcsin (z); z = gsl_complex_mul_imag (z, -1.0); return z; } gsl_complex gsl_complex_arccosh (gsl_complex a) { /* z = arccosh(a) */ gsl_complex z = gsl_complex_arccos (a); z = gsl_complex_mul_imag (z, GSL_IMAG(z) > 0 ? -1.0 : 1.0); return z; } gsl_complex gsl_complex_arccosh_real (double a) { /* z = arccosh(a) */ gsl_complex z; if (a >= 1) { GSL_SET_COMPLEX (&z, acosh (a), 0); } else { if (a >= -1.0) { GSL_SET_COMPLEX (&z, 0, acos (a)); } else { GSL_SET_COMPLEX (&z, acosh (-a), M_PI); } } return z; } gsl_complex gsl_complex_arctanh (gsl_complex a) { /* z = arctanh(a) */ if (GSL_IMAG (a) == 0.0) { return gsl_complex_arctanh_real (GSL_REAL (a)); } else { gsl_complex z = gsl_complex_mul_imag(a, 1.0); z = gsl_complex_arctan (z); z = gsl_complex_mul_imag (z, -1.0); return z; } } gsl_complex gsl_complex_arctanh_real (double a) { /* z = arctanh(a) */ gsl_complex z; if (a > -1.0 && a < 1.0) { GSL_SET_COMPLEX (&z, atanh (a), 0); } else { GSL_SET_COMPLEX (&z, atanh (1 / a), (a < 0) ? M_PI_2 : -M_PI_2); } return z; } gsl_complex gsl_complex_arcsech (gsl_complex a) { /* z = arcsech(a); */ gsl_complex t = gsl_complex_inverse (a); return gsl_complex_arccosh (t); } gsl_complex gsl_complex_arccsch (gsl_complex a) { /* z = arccsch(a) */ gsl_complex t = gsl_complex_inverse (a); return gsl_complex_arcsinh (t); } gsl_complex gsl_complex_arccoth (gsl_complex a) { /* z = arccoth(a) */ gsl_complex t = gsl_complex_inverse (a); return gsl_complex_arctanh (t); }