/* specfunc/expint.c * * Copyright (C) 2007 Brian Gough * Copyright (C) 1996, 1997, 1998, 1999, 2000, 2001, 2002 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 "error.h" #include "check.h" #include "chebyshev.h" #include "cheb_eval.c" /*-*-*-*-*-*-*-*-*-*-*-* Private Section *-*-*-*-*-*-*-*-*-*-*-*/ /* Chebyshev expansions: based on SLATEC e1.f, W. Fullerton Series for AE11 on the interval -1.00000D-01 to 0. with weighted error 1.76E-17 log weighted error 16.75 significant figures required 15.70 decimal places required 17.55 Series for AE12 on the interval -2.50000D-01 to -1.00000D-01 with weighted error 5.83E-17 log weighted error 16.23 significant figures required 15.76 decimal places required 16.93 Series for E11 on the interval -4.00000D+00 to -1.00000D+00 with weighted error 1.08E-18 log weighted error 17.97 significant figures required 19.02 decimal places required 18.61 Series for E12 on the interval -1.00000D+00 to 1.00000D+00 with weighted error 3.15E-18 log weighted error 17.50 approx significant figures required 15.8 decimal places required 18.10 Series for AE13 on the interval 2.50000D-01 to 1.00000D+00 with weighted error 2.34E-17 log weighted error 16.63 significant figures required 16.14 decimal places required 17.33 Series for AE14 on the interval 0. to 2.50000D-01 with weighted error 5.41E-17 log weighted error 16.27 significant figures required 15.38 decimal places required 16.97 */ static double AE11_data[39] = { 0.121503239716065790, -0.065088778513550150, 0.004897651357459670, -0.000649237843027216, 0.000093840434587471, 0.000000420236380882, -0.000008113374735904, 0.000002804247688663, 0.000000056487164441, -0.000000344809174450, 0.000000058209273578, 0.000000038711426349, -0.000000012453235014, -0.000000005118504888, 0.000000002148771527, 0.000000000868459898, -0.000000000343650105, -0.000000000179796603, 0.000000000047442060, 0.000000000040423282, -0.000000000003543928, -0.000000000008853444, -0.000000000000960151, 0.000000000001692921, 0.000000000000607990, -0.000000000000224338, -0.000000000000200327, -0.000000000000006246, 0.000000000000045571, 0.000000000000016383, -0.000000000000005561, -0.000000000000006074, -0.000000000000000862, 0.000000000000001223, 0.000000000000000716, -0.000000000000000024, -0.000000000000000201, -0.000000000000000082, 0.000000000000000017 }; static cheb_series AE11_cs = { AE11_data, 38, -1, 1, 20 }; static double AE12_data[25] = { 0.582417495134726740, -0.158348850905782750, -0.006764275590323141, 0.005125843950185725, 0.000435232492169391, -0.000143613366305483, -0.000041801320556301, -0.000002713395758640, 0.000001151381913647, 0.000000420650022012, 0.000000066581901391, 0.000000000662143777, -0.000000002844104870, -0.000000000940724197, -0.000000000177476602, -0.000000000015830222, 0.000000000002905732, 0.000000000001769356, 0.000000000000492735, 0.000000000000093709, 0.000000000000010707, -0.000000000000000537, -0.000000000000000716, -0.000000000000000244, -0.000000000000000058 }; static cheb_series AE12_cs = { AE12_data, 24, -1, 1, 15 }; static double E11_data[19] = { -16.11346165557149402600, 7.79407277874268027690, -1.95540581886314195070, 0.37337293866277945612, -0.05692503191092901938, 0.00721107776966009185, -0.00078104901449841593, 0.00007388093356262168, -0.00000620286187580820, 0.00000046816002303176, -0.00000003209288853329, 0.00000000201519974874, -0.00000000011673686816, 0.00000000000627627066, -0.00000000000031481541, 0.00000000000001479904, -0.00000000000000065457, 0.00000000000000002733, -0.00000000000000000108 }; static cheb_series E11_cs = { E11_data, 18, -1, 1, 13 }; static double E12_data[16] = { -0.03739021479220279500, 0.04272398606220957700, -0.13031820798497005440, 0.01441912402469889073, -0.00134617078051068022, 0.00010731029253063780, -0.00000742999951611943, 0.00000045377325690753, -0.00000002476417211390, 0.00000000122076581374, -0.00000000005485141480, 0.00000000000226362142, -0.00000000000008635897, 0.00000000000000306291, -0.00000000000000010148, 0.00000000000000000315 }; static cheb_series E12_cs = { E12_data, 15, -1, 1, 10 }; static double AE13_data[25] = { -0.605773246640603460, -0.112535243483660900, 0.013432266247902779, -0.001926845187381145, 0.000309118337720603, -0.000053564132129618, 0.000009827812880247, -0.000001885368984916, 0.000000374943193568, -0.000000076823455870, 0.000000016143270567, -0.000000003466802211, 0.000000000758754209, -0.000000000168864333, 0.000000000038145706, -0.000000000008733026, 0.000000000002023672, -0.000000000000474132, 0.000000000000112211, -0.000000000000026804, 0.000000000000006457, -0.000000000000001568, 0.000000000000000383, -0.000000000000000094, 0.000000000000000023 }; static cheb_series AE13_cs = { AE13_data, 24, -1, 1, 15 }; static double AE14_data[26] = { -0.18929180007530170, -0.08648117855259871, 0.00722410154374659, -0.00080975594575573, 0.00010999134432661, -0.00001717332998937, 0.00000298562751447, -0.00000056596491457, 0.00000011526808397, -0.00000002495030440, 0.00000000569232420, -0.00000000135995766, 0.00000000033846628, -0.00000000008737853, 0.00000000002331588, -0.00000000000641148, 0.00000000000181224, -0.00000000000052538, 0.00000000000015592, -0.00000000000004729, 0.00000000000001463, -0.00000000000000461, 0.00000000000000148, -0.00000000000000048, 0.00000000000000016, -0.00000000000000005 }; static cheb_series AE14_cs = { AE14_data, 25, -1, 1, 13 }; /* implementation for E1, allowing for scaling by exp(x) */ static int expint_E1_impl(const double x, gsl_sf_result * result, const int scale) { const double xmaxt = -GSL_LOG_DBL_MIN; /* XMAXT = -LOG (R1MACH(1)) */ const double xmax = xmaxt - log(xmaxt); /* XMAX = XMAXT - LOG(XMAXT) */ /* CHECK_POINTER(result) */ if(x < -xmax && !scale) { OVERFLOW_ERROR(result); } else if(x <= -10.0) { const double s = 1.0/x * ( scale ? 1.0 : exp(-x) ); gsl_sf_result result_c; cheb_eval_e(&AE11_cs, 20.0/x+1.0, &result_c); result->val = s * (1.0 + result_c.val); result->err = s * result_c.err; result->err += 2.0 * GSL_DBL_EPSILON * (fabs(x) + 1.0) * fabs(result->val); return GSL_SUCCESS; } else if(x <= -4.0) { const double s = 1.0/x * ( scale ? 1.0 : exp(-x) ); gsl_sf_result result_c; cheb_eval_e(&AE12_cs, (40.0/x+7.0)/3.0, &result_c); result->val = s * (1.0 + result_c.val); result->err = s * result_c.err; result->err += 2.0 * GSL_DBL_EPSILON * fabs(result->val); return GSL_SUCCESS; } else if(x <= -1.0) { const double ln_term = -log(fabs(x)); const double scale_factor = ( scale ? exp(x) : 1.0 ); gsl_sf_result result_c; cheb_eval_e(&E11_cs, (2.0*x+5.0)/3.0, &result_c); result->val = scale_factor * (ln_term + result_c.val); result->err = scale_factor * (result_c.err + GSL_DBL_EPSILON * fabs(ln_term)); result->err += 2.0 * GSL_DBL_EPSILON * fabs(result->val); return GSL_SUCCESS; } else if(x == 0.0) { DOMAIN_ERROR(result); } else if(x <= 1.0) { const double ln_term = -log(fabs(x)); const double scale_factor = ( scale ? exp(x) : 1.0 ); gsl_sf_result result_c; cheb_eval_e(&E12_cs, x, &result_c); result->val = scale_factor * (ln_term - 0.6875 + x + result_c.val); result->err = scale_factor * (result_c.err + GSL_DBL_EPSILON * fabs(ln_term)); result->err += 2.0 * GSL_DBL_EPSILON * fabs(result->val); return GSL_SUCCESS; } else if(x <= 4.0) { const double s = 1.0/x * ( scale ? 1.0 : exp(-x) ); gsl_sf_result result_c; cheb_eval_e(&AE13_cs, (8.0/x-5.0)/3.0, &result_c); result->val = s * (1.0 + result_c.val); result->err = s * result_c.err; result->err += 2.0 * GSL_DBL_EPSILON * fabs(result->val); return GSL_SUCCESS; } else if(x <= xmax || scale) { const double s = 1.0/x * ( scale ? 1.0 : exp(-x) ); gsl_sf_result result_c; cheb_eval_e(&AE14_cs, 8.0/x-1.0, &result_c); result->val = s * (1.0 + result_c.val); result->err = s * (GSL_DBL_EPSILON + result_c.err); result->err += 2.0 * (x + 1.0) * GSL_DBL_EPSILON * fabs(result->val); if(result->val == 0.0) UNDERFLOW_ERROR(result); else return GSL_SUCCESS; } else { UNDERFLOW_ERROR(result); } } static int expint_E2_impl(const double x, gsl_sf_result * result, const int scale) { const double xmaxt = -GSL_LOG_DBL_MIN; const double xmax = xmaxt - log(xmaxt); /* CHECK_POINTER(result) */ if(x < -xmax && !scale) { OVERFLOW_ERROR(result); } else if (x == 0.0) { result->val = 1.0; result->err = 0.0; return GSL_SUCCESS; } else if(x < 100.0) { const double ex = ( scale ? 1.0 : exp(-x) ); gsl_sf_result result_E1; int stat_E1 = expint_E1_impl(x, &result_E1, scale); result->val = ex - x*result_E1.val; result->err = GSL_DBL_EPSILON*ex + fabs(x) * result_E1.err; result->err += 2.0 * GSL_DBL_EPSILON * fabs(result->val); return stat_E1; } else if(x < xmax || scale) { const double s = ( scale ? 1.0 : exp(-x) ); const double c1 = -2.0; const double c2 = 6.0; const double c3 = -24.0; const double c4 = 120.0; const double c5 = -720.0; const double c6 = 5040.0; const double c7 = -40320.0; const double c8 = 362880.0; const double c9 = -3628800.0; const double c10 = 39916800.0; const double c11 = -479001600.0; const double c12 = 6227020800.0; const double c13 = -87178291200.0; const double y = 1.0/x; const double sum6 = c6+y*(c7+y*(c8+y*(c9+y*(c10+y*(c11+y*(c12+y*c13)))))); const double sum = y*(c1+y*(c2+y*(c3+y*(c4+y*(c5+y*sum6))))); result->val = s * (1.0 + sum)/x; result->err = 2.0 * (x + 1.0) * GSL_DBL_EPSILON * result->val; if(result->val == 0.0) UNDERFLOW_ERROR(result); else return GSL_SUCCESS; } else { UNDERFLOW_ERROR(result); } } static int expint_En_impl(const int n, const double x, gsl_sf_result * result, const int scale) { if (n < 0) { DOMAIN_ERROR(result); } else if (n == 0) { if (x == 0) { DOMAIN_ERROR(result); } else { result->val = (scale ? 1.0 : exp(-x)) / x; result->err = 2 * GSL_DBL_EPSILON * fabs(result->val); CHECK_UNDERFLOW(result); return GSL_SUCCESS; } } else if (n == 1) { return expint_E1_impl(x, result, scale); } else if (n == 2) { return expint_E2_impl(x, result, scale); } else { if(x < 0) { DOMAIN_ERROR(result); } if (x == 0) { result->val = (scale ? exp(x) : 1 ) * (1/(n-1.0)); result->err = 2 * GSL_DBL_EPSILON * fabs(result->val); CHECK_UNDERFLOW(result); return GSL_SUCCESS; } else { gsl_sf_result result_g; double prefactor = pow(x, n-1); int status = gsl_sf_gamma_inc_e (1-n, x, &result_g); double scale_factor = ( scale ? exp(x) : 1.0 ); result->val = scale_factor * prefactor * result_g.val; result->err = 2 * GSL_DBL_EPSILON * fabs(result->val); result->err += 2 * fabs(scale_factor * prefactor * result_g.err); if (status == GSL_SUCCESS) CHECK_UNDERFLOW(result); return status; } } } /*-*-*-*-*-*-*-*-*-*-*-* Functions with Error Codes *-*-*-*-*-*-*-*-*-*-*-*/ int gsl_sf_expint_E1_e(const double x, gsl_sf_result * result) { return expint_E1_impl(x, result, 0); } int gsl_sf_expint_E1_scaled_e(const double x, gsl_sf_result * result) { return expint_E1_impl(x, result, 1); } int gsl_sf_expint_E2_e(const double x, gsl_sf_result * result) { return expint_E2_impl(x, result, 0); } int gsl_sf_expint_E2_scaled_e(const double x, gsl_sf_result * result) { return expint_E2_impl(x, result, 1); } int gsl_sf_expint_En_e(const int n, const double x, gsl_sf_result * result) { return expint_En_impl(n, x, result, 0); } int gsl_sf_expint_En_scaled_e(const int n, const double x, gsl_sf_result * result) { return expint_En_impl(n, x, result, 1); } int gsl_sf_expint_Ei_e(const double x, gsl_sf_result * result) { /* CHECK_POINTER(result) */ { int status = gsl_sf_expint_E1_e(-x, result); result->val = -result->val; return status; } } int gsl_sf_expint_Ei_scaled_e(const double x, gsl_sf_result * result) { /* CHECK_POINTER(result) */ { int status = gsl_sf_expint_E1_scaled_e(-x, result); result->val = -result->val; return status; } } #if 0 static double recurse_En(int n, double x, double E1) { int i; double En = E1; double ex = exp(-x); for(i=2; i<=n; i++) { En = 1./(i-1) * (ex - x * En); } return En; } #endif /*-*-*-*-*-*-*-*-*-* Functions w/ Natural Prototypes *-*-*-*-*-*-*-*-*-*-*/ #include "eval.h" double gsl_sf_expint_E1(const double x) { EVAL_RESULT(gsl_sf_expint_E1_e(x, &result)); } double gsl_sf_expint_E1_scaled(const double x) { EVAL_RESULT(gsl_sf_expint_E1_scaled_e(x, &result)); } double gsl_sf_expint_E2(const double x) { EVAL_RESULT(gsl_sf_expint_E2_e(x, &result)); } double gsl_sf_expint_E2_scaled(const double x) { EVAL_RESULT(gsl_sf_expint_E2_scaled_e(x, &result)); } double gsl_sf_expint_En(const int n, const double x) { EVAL_RESULT(gsl_sf_expint_En_e(n, x, &result)); } double gsl_sf_expint_En_scaled(const int n, const double x) { EVAL_RESULT(gsl_sf_expint_En_scaled_e(n, x, &result)); } double gsl_sf_expint_Ei(const double x) { EVAL_RESULT(gsl_sf_expint_Ei_e(x, &result)); } double gsl_sf_expint_Ei_scaled(const double x) { EVAL_RESULT(gsl_sf_expint_Ei_scaled_e(x, &result)); }