/* specfunc/hyperg.c * * Copyright (C) 1996, 1997, 1998, 1999, 2000 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 */ /* Miscellaneous implementations of use * for evaluation of hypergeometric functions. */ #include #include #include #include #include #include "error.h" #include "hyperg.h" #define SUM_LARGE (1.0e-5*GSL_DBL_MAX) int gsl_sf_hyperg_1F1_series_e(const double a, const double b, const double x, gsl_sf_result * result ) { double an = a; double bn = b; double n = 1.0; double del = 1.0; double abs_del = 1.0; double max_abs_del = 1.0; double sum_val = 1.0; double sum_err = 0.0; while(abs_del/fabs(sum_val) > 0.25*GSL_DBL_EPSILON) { double u, abs_u; if(bn == 0.0) { DOMAIN_ERROR(result); } if(an == 0.0) { result->val = sum_val; result->err = sum_err; result->err += 2.0 * GSL_DBL_EPSILON * n * fabs(sum_val); return GSL_SUCCESS; } if (n > 10000.0) { result->val = sum_val; result->err = sum_err; GSL_ERROR ("hypergeometric series failed to converge", GSL_EFAILED); } u = x * (an/(bn*n)); abs_u = fabs(u); if(abs_u > 1.0 && max_abs_del > GSL_DBL_MAX/abs_u) { result->val = sum_val; result->err = fabs(sum_val); GSL_ERROR ("overflow", GSL_EOVRFLW); } del *= u; sum_val += del; if(fabs(sum_val) > SUM_LARGE) { result->val = sum_val; result->err = fabs(sum_val); GSL_ERROR ("overflow", GSL_EOVRFLW); } abs_del = fabs(del); max_abs_del = GSL_MAX_DBL(abs_del, max_abs_del); sum_err += 2.0*GSL_DBL_EPSILON*abs_del; an += 1.0; bn += 1.0; n += 1.0; } result->val = sum_val; result->err = sum_err; result->err += abs_del; result->err += 2.0 * GSL_DBL_EPSILON * n * fabs(sum_val); return GSL_SUCCESS; } int gsl_sf_hyperg_1F1_large_b_e(const double a, const double b, const double x, gsl_sf_result * result) { if(fabs(x/b) < 1.0) { const double u = x/b; const double v = 1.0/(1.0-u); const double pre = pow(v,a); const double uv = u*v; const double uv2 = uv*uv; const double t1 = a*(a+1.0)/(2.0*b)*uv2; const double t2a = a*(a+1.0)/(24.0*b*b)*uv2; const double t2b = 12.0 + 16.0*(a+2.0)*uv + 3.0*(a+2.0)*(a+3.0)*uv2; const double t2 = t2a*t2b; result->val = pre * (1.0 - t1 + t2); result->err = pre * GSL_DBL_EPSILON * (1.0 + fabs(t1) + fabs(t2)); result->err += 2.0 * GSL_DBL_EPSILON * fabs(result->val); return GSL_SUCCESS; } else { DOMAIN_ERROR(result); } } int gsl_sf_hyperg_U_large_b_e(const double a, const double b, const double x, gsl_sf_result * result, double * ln_multiplier ) { double N = floor(b); /* b = N + eps */ double eps = b - N; if(fabs(eps) < GSL_SQRT_DBL_EPSILON) { double lnpre_val; double lnpre_err; gsl_sf_result M; if(b > 1.0) { double tmp = (1.0-b)*log(x); gsl_sf_result lg_bm1; gsl_sf_result lg_a; gsl_sf_lngamma_e(b-1.0, &lg_bm1); gsl_sf_lngamma_e(a, &lg_a); lnpre_val = tmp + x + lg_bm1.val - lg_a.val; lnpre_err = lg_bm1.err + lg_a.err + GSL_DBL_EPSILON * (fabs(x) + fabs(tmp)); gsl_sf_hyperg_1F1_large_b_e(1.0-a, 2.0-b, -x, &M); } else { gsl_sf_result lg_1mb; gsl_sf_result lg_1pamb; gsl_sf_lngamma_e(1.0-b, &lg_1mb); gsl_sf_lngamma_e(1.0+a-b, &lg_1pamb); lnpre_val = lg_1mb.val - lg_1pamb.val; lnpre_err = lg_1mb.err + lg_1pamb.err; gsl_sf_hyperg_1F1_large_b_e(a, b, x, &M); } if(lnpre_val > GSL_LOG_DBL_MAX-10.0) { result->val = M.val; result->err = M.err; *ln_multiplier = lnpre_val; GSL_ERROR ("overflow", GSL_EOVRFLW); } else { gsl_sf_result epre; int stat_e = gsl_sf_exp_err_e(lnpre_val, lnpre_err, &epre); result->val = epre.val * M.val; result->err = epre.val * M.err + epre.err * fabs(M.val); result->err += 2.0 * GSL_DBL_EPSILON * fabs(result->val); *ln_multiplier = 0.0; return stat_e; } } else { double omb_lnx = (1.0-b)*log(x); gsl_sf_result lg_1mb; double sgn_1mb; gsl_sf_result lg_1pamb; double sgn_1pamb; gsl_sf_result lg_bm1; double sgn_bm1; gsl_sf_result lg_a; double sgn_a; gsl_sf_result M1, M2; double lnpre1_val, lnpre2_val; double lnpre1_err, lnpre2_err; double sgpre1, sgpre2; gsl_sf_hyperg_1F1_large_b_e( a, b, x, &M1); gsl_sf_hyperg_1F1_large_b_e(1.0-a, 2.0-b, x, &M2); gsl_sf_lngamma_sgn_e(1.0-b, &lg_1mb, &sgn_1mb); gsl_sf_lngamma_sgn_e(1.0+a-b, &lg_1pamb, &sgn_1pamb); gsl_sf_lngamma_sgn_e(b-1.0, &lg_bm1, &sgn_bm1); gsl_sf_lngamma_sgn_e(a, &lg_a, &sgn_a); lnpre1_val = lg_1mb.val - lg_1pamb.val; lnpre1_err = lg_1mb.err + lg_1pamb.err; lnpre2_val = lg_bm1.val - lg_a.val - omb_lnx - x; lnpre2_err = lg_bm1.err + lg_a.err + GSL_DBL_EPSILON * (fabs(omb_lnx)+fabs(x)); sgpre1 = sgn_1mb * sgn_1pamb; sgpre2 = sgn_bm1 * sgn_a; if(lnpre1_val > GSL_LOG_DBL_MAX-10.0 || lnpre2_val > GSL_LOG_DBL_MAX-10.0) { double max_lnpre_val = GSL_MAX(lnpre1_val,lnpre2_val); double max_lnpre_err = GSL_MAX(lnpre1_err,lnpre2_err); double lp1 = lnpre1_val - max_lnpre_val; double lp2 = lnpre2_val - max_lnpre_val; double t1 = sgpre1*exp(lp1); double t2 = sgpre2*exp(lp2); result->val = t1*M1.val + t2*M2.val; result->err = fabs(t1)*M1.err + fabs(t2)*M2.err; result->err += GSL_DBL_EPSILON * exp(max_lnpre_err) * (fabs(t1*M1.val) + fabs(t2*M2.val)); result->err += 2.0 * GSL_DBL_EPSILON * fabs(result->val); *ln_multiplier = max_lnpre_val; GSL_ERROR ("overflow", GSL_EOVRFLW); } else { double t1 = sgpre1*exp(lnpre1_val); double t2 = sgpre2*exp(lnpre2_val); result->val = t1*M1.val + t2*M2.val; result->err = fabs(t1) * M1.err + fabs(t2)*M2.err; result->err += GSL_DBL_EPSILON * (exp(lnpre1_err)*fabs(t1*M1.val) + exp(lnpre2_err)*fabs(t2*M2.val)); result->err += 2.0 * GSL_DBL_EPSILON * fabs(result->val); *ln_multiplier = 0.0; return GSL_SUCCESS; } } } /* [Carlson, p.109] says the error in truncating this asymptotic series * is less than the absolute value of the first neglected term. * * A termination argument is provided, so that the series will * be summed at most up to n=n_trunc. If n_trunc is set negative, * then the series is summed until it appears to start diverging. */ int gsl_sf_hyperg_2F0_series_e(const double a, const double b, const double x, int n_trunc, gsl_sf_result * result ) { const int maxiter = 2000; double an = a; double bn = b; double n = 1.0; double sum = 1.0; double del = 1.0; double abs_del = 1.0; double max_abs_del = 1.0; double last_abs_del = 1.0; while(abs_del/fabs(sum) > GSL_DBL_EPSILON && n < maxiter) { double u = an * (bn/n * x); double abs_u = fabs(u); if(abs_u > 1.0 && (max_abs_del > GSL_DBL_MAX/abs_u)) { result->val = sum; result->err = fabs(sum); GSL_ERROR ("overflow", GSL_EOVRFLW); } del *= u; sum += del; abs_del = fabs(del); if(abs_del > last_abs_del) break; /* series is probably starting to grow */ last_abs_del = abs_del; max_abs_del = GSL_MAX(abs_del, max_abs_del); an += 1.0; bn += 1.0; n += 1.0; if(an == 0.0 || bn == 0.0) break; /* series terminated */ if(n_trunc >= 0 && n >= n_trunc) break; /* reached requested timeout */ } result->val = sum; result->err = GSL_DBL_EPSILON * n + abs_del; if(n >= maxiter) GSL_ERROR ("error", GSL_EMAXITER); else return GSL_SUCCESS; }