/* specfunc/dilog.c * * Copyright (C) 1996, 1997, 1998, 1999, 2000, 2004 Gerard Jungman * * 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. */ /* Author: G. Jungman */ #include #include #include #include #include #include #include /* Evaluate series for real dilog(x) * Sum[ x^k / k^2, {k,1,Infinity}] * * Converges rapidly for |x| < 1/2. */ static int dilog_series_1(const double x, gsl_sf_result * result) { const int kmax = 1000; double sum = x; double term = x; int k; for(k=2; kval = sum; result->err = 2.0 * fabs(term); result->err += 2.0 * GSL_DBL_EPSILON * fabs(result->val); if(k == kmax) GSL_ERROR ("error", GSL_EMAXITER); else return GSL_SUCCESS; } /* Compute the associated series * * sum_{k=1}{infty} r^k / (k^2 (k+1)) * * This is a series which appears in the one-step accelerated * method, which splits out one elementary function from the * full definition of Li_2(x). See below. */ static int series_2(double r, gsl_sf_result * result) { static const int kmax = 100; double rk = r; double sum = 0.5 * r; int k; for(k=2; k<10; k++) { double ds; rk *= r; ds = rk/(k*k*(k+1.0)); sum += ds; } for(; kval = sum; result->err = 2.0 * kmax * GSL_DBL_EPSILON * fabs(sum); return GSL_SUCCESS; } /* Compute Li_2(x) using the accelerated series representation. * * Li_2(x) = 1 + (1-x)ln(1-x)/x + series_2(x) * * assumes: -1 < x < 1 */ static int dilog_series_2(double x, gsl_sf_result * result) { const int stat_s3 = series_2(x, result); double t; if(x > 0.01) t = (1.0 - x) * log(1.0-x) / x; else { static const double c3 = 1.0/3.0; static const double c4 = 1.0/4.0; static const double c5 = 1.0/5.0; static const double c6 = 1.0/6.0; static const double c7 = 1.0/7.0; static const double c8 = 1.0/8.0; const double t68 = c6 + x*(c7 + x*c8); const double t38 = c3 + x *(c4 + x *(c5 + x * t68)); t = (x - 1.0) * (1.0 + x*(0.5 + x*t38)); } result->val += 1.0 + t; result->err += 2.0 * GSL_DBL_EPSILON * fabs(t); return stat_s3; } /* Calculates Li_2(x) for real x. Assumes x >= 0.0. */ static int dilog_xge0(const double x, gsl_sf_result * result) { if(x > 2.0) { gsl_sf_result ser; const int stat_ser = dilog_series_2(1.0/x, &ser); const double log_x = log(x); const double t1 = M_PI*M_PI/3.0; const double t2 = ser.val; const double t3 = 0.5*log_x*log_x; result->val = t1 - t2 - t3; result->err = GSL_DBL_EPSILON * fabs(log_x) + ser.err; result->err += GSL_DBL_EPSILON * (fabs(t1) + fabs(t2) + fabs(t3)); result->err += 2.0 * GSL_DBL_EPSILON * fabs(result->val); return stat_ser; } else if(x > 1.01) { gsl_sf_result ser; const int stat_ser = dilog_series_2(1.0 - 1.0/x, &ser); const double log_x = log(x); const double log_term = log_x * (log(1.0-1.0/x) + 0.5*log_x); const double t1 = M_PI*M_PI/6.0; const double t2 = ser.val; const double t3 = log_term; result->val = t1 + t2 - t3; result->err = GSL_DBL_EPSILON * fabs(log_x) + ser.err; result->err += GSL_DBL_EPSILON * (fabs(t1) + fabs(t2) + fabs(t3)); result->err += 2.0 * GSL_DBL_EPSILON * fabs(result->val); return stat_ser; } else if(x > 1.0) { /* series around x = 1.0 */ const double eps = x - 1.0; const double lne = log(eps); const double c0 = M_PI*M_PI/6.0; const double c1 = 1.0 - lne; const double c2 = -(1.0 - 2.0*lne)/4.0; const double c3 = (1.0 - 3.0*lne)/9.0; const double c4 = -(1.0 - 4.0*lne)/16.0; const double c5 = (1.0 - 5.0*lne)/25.0; const double c6 = -(1.0 - 6.0*lne)/36.0; const double c7 = (1.0 - 7.0*lne)/49.0; const double c8 = -(1.0 - 8.0*lne)/64.0; result->val = c0+eps*(c1+eps*(c2+eps*(c3+eps*(c4+eps*(c5+eps*(c6+eps*(c7+eps*c8))))))); result->err = 2.0 * GSL_DBL_EPSILON * fabs(result->val); return GSL_SUCCESS; } else if(x == 1.0) { result->val = M_PI*M_PI/6.0; result->err = 2.0 * GSL_DBL_EPSILON * M_PI*M_PI/6.0; return GSL_SUCCESS; } else if(x > 0.5) { gsl_sf_result ser; const int stat_ser = dilog_series_2(1.0-x, &ser); const double log_x = log(x); const double t1 = M_PI*M_PI/6.0; const double t2 = ser.val; const double t3 = log_x*log(1.0-x); result->val = t1 - t2 - t3; result->err = GSL_DBL_EPSILON * fabs(log_x) + ser.err; result->err += GSL_DBL_EPSILON * (fabs(t1) + fabs(t2) + fabs(t3)); result->err += 2.0 * GSL_DBL_EPSILON * fabs(result->val); return stat_ser; } else if(x > 0.25) { return dilog_series_2(x, result); } else if(x > 0.0) { return dilog_series_1(x, result); } else { /* x == 0.0 */ result->val = 0.0; result->err = 0.0; return GSL_SUCCESS; } } /* Evaluate the series representation for Li2(z): * * Li2(z) = Sum[ |z|^k / k^2 Exp[i k arg(z)], {k,1,Infinity}] * |z| = r * arg(z) = theta * * Assumes 0 < r < 1. * It is used only for small r. */ static int dilogc_series_1( const double r, const double x, const double y, gsl_sf_result * real_result, gsl_sf_result * imag_result ) { const double cos_theta = x/r; const double sin_theta = y/r; const double alpha = 1.0 - cos_theta; const double beta = sin_theta; double ck = cos_theta; double sk = sin_theta; double rk = r; double real_sum = r*ck; double imag_sum = r*sk; const int kmax = 50 + (int)(22.0/(-log(r))); /* tuned for double-precision */ int k; for(k=2; kval = real_sum; real_result->err = 2.0 * kmax * GSL_DBL_EPSILON * fabs(real_sum); imag_result->val = imag_sum; imag_result->err = 2.0 * kmax * GSL_DBL_EPSILON * fabs(imag_sum); return GSL_SUCCESS; } /* Compute * * sum_{k=1}{infty} z^k / (k^2 (k+1)) * * This is a series which appears in the one-step accelerated * method, which splits out one elementary function from the * full definition of Li_2. */ static int series_2_c( double r, double x, double y, gsl_sf_result * sum_re, gsl_sf_result * sum_im ) { const double cos_theta = x/r; const double sin_theta = y/r; const double alpha = 1.0 - cos_theta; const double beta = sin_theta; double ck = cos_theta; double sk = sin_theta; double rk = r; double real_sum = 0.5 * r*ck; double imag_sum = 0.5 * r*sk; const int kmax = 30 + (int)(18.0/(-log(r))); /* tuned for double-precision */ int k; for(k=2; kval = real_sum; sum_re->err = 2.0 * kmax * GSL_DBL_EPSILON * fabs(real_sum); sum_im->val = imag_sum; sum_im->err = 2.0 * kmax * GSL_DBL_EPSILON * fabs(imag_sum); return GSL_SUCCESS; } /* Compute Li_2(z) using the one-step accelerated series. * * Li_2(z) = 1 + (1-z)ln(1-z)/z + series_2_c(z) * * z = r exp(i theta) * assumes: r < 1 * assumes: r > epsilon, so that we take no special care with log(1-z) */ static int dilogc_series_2( const double r, const double x, const double y, gsl_sf_result * real_dl, gsl_sf_result * imag_dl ) { if(r == 0.0) { real_dl->val = 0.0; imag_dl->val = 0.0; real_dl->err = 0.0; imag_dl->err = 0.0; return GSL_SUCCESS; } else { gsl_sf_result sum_re; gsl_sf_result sum_im; const int stat_s3 = series_2_c(r, x, y, &sum_re, &sum_im); /* t = ln(1-z)/z */ gsl_sf_result ln_omz_r; gsl_sf_result ln_omz_theta; const int stat_log = gsl_sf_complex_log_e(1.0-x, -y, &ln_omz_r, &ln_omz_theta); const double t_x = ( ln_omz_r.val * x + ln_omz_theta.val * y)/(r*r); const double t_y = (-ln_omz_r.val * y + ln_omz_theta.val * x)/(r*r); /* r = (1-z) ln(1-z)/z */ const double r_x = (1.0 - x) * t_x + y * t_y; const double r_y = (1.0 - x) * t_y - y * t_x; real_dl->val = sum_re.val + r_x + 1.0; imag_dl->val = sum_im.val + r_y; real_dl->err = sum_re.err + 2.0*GSL_DBL_EPSILON*(fabs(real_dl->val) + fabs(r_x)); imag_dl->err = sum_im.err + 2.0*GSL_DBL_EPSILON*(fabs(imag_dl->val) + fabs(r_y)); return GSL_ERROR_SELECT_2(stat_s3, stat_log); } } /* Evaluate a series for Li_2(z) when |z| is near 1. * This is uniformly good away from z=1. * * Li_2(z) = Sum[ a^n/n! H_n(theta), {n, 0, Infinity}] * * where * H_n(theta) = Sum[ e^(i m theta) m^n / m^2, {m, 1, Infinity}] * a = ln(r) * * H_0(t) = Gl_2(t) + i Cl_2(t) * H_1(t) = 1/2 ln(2(1-c)) + I atan2(-s, 1-c) * H_2(t) = -1/2 + I/2 s/(1-c) * H_3(t) = -1/2 /(1-c) * H_4(t) = -I/2 s/(1-c)^2 * H_5(t) = 1/2 (2 + c)/(1-c)^2 * H_6(t) = I/2 s/(1-c)^5 (8(1-c) - s^2 (3 + c)) */ static int dilogc_series_3( const double r, const double x, const double y, gsl_sf_result * real_result, gsl_sf_result * imag_result ) { const double theta = atan2(y, x); const double cos_theta = x/r; const double sin_theta = y/r; const double a = log(r); const double omc = 1.0 - cos_theta; const double omc2 = omc*omc; double H_re[7]; double H_im[7]; double an, nfact; double sum_re, sum_im; gsl_sf_result Him0; int n; H_re[0] = M_PI*M_PI/6.0 + 0.25*(theta*theta - 2.0*M_PI*fabs(theta)); gsl_sf_clausen_e(theta, &Him0); H_im[0] = Him0.val; H_re[1] = -0.5*log(2.0*omc); H_im[1] = -atan2(-sin_theta, omc); H_re[2] = -0.5; H_im[2] = 0.5 * sin_theta/omc; H_re[3] = -0.5/omc; H_im[3] = 0.0; H_re[4] = 0.0; H_im[4] = -0.5*sin_theta/omc2; H_re[5] = 0.5 * (2.0 + cos_theta)/omc2; H_im[5] = 0.0; H_re[6] = 0.0; H_im[6] = 0.5 * sin_theta/(omc2*omc2*omc) * (8.0*omc - sin_theta*sin_theta*(3.0 + cos_theta)); sum_re = H_re[0]; sum_im = H_im[0]; an = 1.0; nfact = 1.0; for(n=1; n<=6; n++) { double t; an *= a; nfact *= n; t = an/nfact; sum_re += t * H_re[n]; sum_im += t * H_im[n]; } real_result->val = sum_re; real_result->err = 2.0 * 6.0 * GSL_DBL_EPSILON * fabs(sum_re) + fabs(an/nfact); imag_result->val = sum_im; imag_result->err = 2.0 * 6.0 * GSL_DBL_EPSILON * fabs(sum_im) + Him0.err + fabs(an/nfact); return GSL_SUCCESS; } /* Calculate complex dilogarithm Li_2(z) in the fundamental region, * which we take to be the intersection of the unit disk with the * half-space x < MAGIC_SPLIT_VALUE. It turns out that 0.732 is a * nice choice for MAGIC_SPLIT_VALUE since then points mapped out * of the x > MAGIC_SPLIT_VALUE region and into another part of the * unit disk are bounded in radius by MAGIC_SPLIT_VALUE itself. * * If |z| < 0.98 we use a direct series summation. Otherwise z is very * near the unit circle, and the series_2 expansion is used; see above. * Because the fundamental region is bounded away from z = 1, this * works well. */ static int dilogc_fundamental(double r, double x, double y, gsl_sf_result * real_dl, gsl_sf_result * imag_dl) { if(r > 0.98) return dilogc_series_3(r, x, y, real_dl, imag_dl); else if(r > 0.25) return dilogc_series_2(r, x, y, real_dl, imag_dl); else return dilogc_series_1(r, x, y, real_dl, imag_dl); } /* Compute Li_2(z) for z in the unit disk, |z| < 1. If z is outside * the fundamental region, which means that it is too close to z = 1, * then it is reflected into the fundamental region using the identity * * Li2(z) = -Li2(1-z) + zeta(2) - ln(z) ln(1-z). */ static int dilogc_unitdisk(double x, double y, gsl_sf_result * real_dl, gsl_sf_result * imag_dl) { static const double MAGIC_SPLIT_VALUE = 0.732; static const double zeta2 = M_PI*M_PI/6.0; const double r = hypot(x, y); if(x > MAGIC_SPLIT_VALUE) { /* Reflect away from z = 1 if we are too close. The magic value * insures that the reflected value of the radius satisfies the * related inequality r_tmp < MAGIC_SPLIT_VALUE. */ const double x_tmp = 1.0 - x; const double y_tmp = - y; const double r_tmp = hypot(x_tmp, y_tmp); /* const double cos_theta_tmp = x_tmp/r_tmp; */ /* const double sin_theta_tmp = y_tmp/r_tmp; */ gsl_sf_result result_re_tmp; gsl_sf_result result_im_tmp; const int stat_dilog = dilogc_fundamental(r_tmp, x_tmp, y_tmp, &result_re_tmp, &result_im_tmp); const double lnz = log(r); /* log(|z|) */ const double lnomz = log(r_tmp); /* log(|1-z|) */ const double argz = atan2(y, x); /* arg(z) assuming principal branch */ const double argomz = atan2(y_tmp, x_tmp); /* arg(1-z) */ real_dl->val = -result_re_tmp.val + zeta2 - lnz*lnomz + argz*argomz; real_dl->err = result_re_tmp.err; real_dl->err += 2.0 * GSL_DBL_EPSILON * (zeta2 + fabs(lnz*lnomz) + fabs(argz*argomz)); imag_dl->val = -result_im_tmp.val - argz*lnomz - argomz*lnz; imag_dl->err = result_im_tmp.err; imag_dl->err += 2.0 * GSL_DBL_EPSILON * (fabs(argz*lnomz) + fabs(argomz*lnz)); return stat_dilog; } else { return dilogc_fundamental(r, x, y, real_dl, imag_dl); } } /*-*-*-*-*-*-*-*-*-*-*-* Functions with Error Codes *-*-*-*-*-*-*-*-*-*-*-*/ int gsl_sf_dilog_e(const double x, gsl_sf_result * result) { if(x >= 0.0) { return dilog_xge0(x, result); } else { gsl_sf_result d1, d2; int stat_d1 = dilog_xge0( -x, &d1); int stat_d2 = dilog_xge0(x*x, &d2); result->val = -d1.val + 0.5 * d2.val; result->err = d1.err + 0.5 * d2.err; result->err += 2.0 * GSL_DBL_EPSILON * fabs(result->val); return GSL_ERROR_SELECT_2(stat_d1, stat_d2); } } int gsl_sf_complex_dilog_xy_e( const double x, const double y, gsl_sf_result * real_dl, gsl_sf_result * imag_dl ) { const double zeta2 = M_PI*M_PI/6.0; const double r2 = x*x + y*y; if(y == 0.0) { if(x >= 1.0) { imag_dl->val = -M_PI * log(x); imag_dl->err = 2.0 * GSL_DBL_EPSILON * fabs(imag_dl->val); } else { imag_dl->val = 0.0; imag_dl->err = 0.0; } return gsl_sf_dilog_e(x, real_dl); } else if(fabs(r2 - 1.0) < GSL_DBL_EPSILON) { /* Lewin A.2.4.1 and A.2.4.2 */ const double theta = atan2(y, x); const double term1 = theta*theta/4.0; const double term2 = M_PI*fabs(theta)/2.0; real_dl->val = zeta2 + term1 - term2; real_dl->err = 2.0 * GSL_DBL_EPSILON * (zeta2 + term1 + term2); return gsl_sf_clausen_e(theta, imag_dl); } else if(r2 < 1.0) { return dilogc_unitdisk(x, y, real_dl, imag_dl); } else { /* Reduce argument to unit disk. */ const double r = sqrt(r2); const double x_tmp = x/r2; const double y_tmp = -y/r2; /* const double r_tmp = 1.0/r; */ gsl_sf_result result_re_tmp, result_im_tmp; const int stat_dilog = dilogc_unitdisk(x_tmp, y_tmp, &result_re_tmp, &result_im_tmp); /* Unwind the inversion. * * Li_2(z) + Li_2(1/z) = -zeta(2) - 1/2 ln(-z)^2 */ const double theta = atan2(y, x); const double theta_abs = fabs(theta); const double theta_sgn = ( theta < 0.0 ? -1.0 : 1.0 ); const double ln_minusz_re = log(r); const double ln_minusz_im = theta_sgn * (theta_abs - M_PI); const double lmz2_re = ln_minusz_re*ln_minusz_re - ln_minusz_im*ln_minusz_im; const double lmz2_im = 2.0*ln_minusz_re*ln_minusz_im; real_dl->val = -result_re_tmp.val - 0.5 * lmz2_re - zeta2; real_dl->err = result_re_tmp.err + 2.0*GSL_DBL_EPSILON*(0.5 * fabs(lmz2_re) + zeta2); imag_dl->val = -result_im_tmp.val - 0.5 * lmz2_im; imag_dl->err = result_im_tmp.err + 2.0*GSL_DBL_EPSILON*fabs(lmz2_im); return stat_dilog; } } int gsl_sf_complex_dilog_e( const double r, const double theta, gsl_sf_result * real_dl, gsl_sf_result * imag_dl ) { const double cos_theta = cos(theta); const double sin_theta = sin(theta); const double x = r * cos_theta; const double y = r * sin_theta; return gsl_sf_complex_dilog_xy_e(x, y, real_dl, imag_dl); } int gsl_sf_complex_spence_xy_e( const double x, const double y, gsl_sf_result * real_sp, gsl_sf_result * imag_sp ) { const double oms_x = 1.0 - x; const double oms_y = - y; return gsl_sf_complex_dilog_xy_e(oms_x, oms_y, real_sp, imag_sp); } /*-*-*-*-*-*-*-*-*-* Functions w/ Natural Prototypes *-*-*-*-*-*-*-*-*-*-*/ #include "eval.h" double gsl_sf_dilog(const double x) { EVAL_RESULT(gsl_sf_dilog_e(x, &result)); }