/* specfunc/lambert.c * * Copyright (C) 2007 Brian Gough * Copyright (C) 1996, 1997, 1998, 1999, 2000, 2001 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 /* Started with code donated by K. Briggs; added * error estimates, GSL foo, and minor tweaks. * Some Lambert-ology from * [Corless, Gonnet, Hare, and Jeffrey, "On Lambert's W Function".] */ /* Halley iteration (eqn. 5.12, Corless et al) */ static int halley_iteration( double x, double w_initial, unsigned int max_iters, gsl_sf_result * result ) { double w = w_initial; unsigned int i; for(i=0; i 0) { t = (t/p)/e; /* Newton iteration */ } else { t /= e*p - 0.5*(p + 1.0)*t/p; /* Halley iteration */ }; w -= t; tol = 10 * GSL_DBL_EPSILON * GSL_MAX_DBL(fabs(w), 1.0/(fabs(p)*e)); if(fabs(t) < tol) { result->val = w; result->err = 2.0*tol; return GSL_SUCCESS; } } /* should never get here */ result->val = w; result->err = fabs(w); return GSL_EMAXITER; } /* series which appears for q near zero; * only the argument is different for the different branches */ static double series_eval(double r) { static const double c[12] = { -1.0, 2.331643981597124203363536062168, -1.812187885639363490240191647568, 1.936631114492359755363277457668, -2.353551201881614516821543561516, 3.066858901050631912893148922704, -4.175335600258177138854984177460, 5.858023729874774148815053846119, -8.401032217523977370984161688514, 12.250753501314460424, -18.100697012472442755, 27.029044799010561650 }; const double t_8 = c[8] + r*(c[9] + r*(c[10] + r*c[11])); const double t_5 = c[5] + r*(c[6] + r*(c[7] + r*t_8)); const double t_1 = c[1] + r*(c[2] + r*(c[3] + r*(c[4] + r*t_5))); return c[0] + r*t_1; } /*-*-*-*-*-*-*-*-*-*-*-* Functions with Error Codes *-*-*-*-*-*-*-*-*-*-*-*/ int gsl_sf_lambert_W0_e(double x, gsl_sf_result * result) { const double one_over_E = 1.0/M_E; const double q = x + one_over_E; if(x == 0.0) { result->val = 0.0; result->err = 0.0; return GSL_SUCCESS; } else if(q < 0.0) { /* Strictly speaking this is an error. But because of the * arithmetic operation connecting x and q, I am a little * lenient in case of some epsilon overshoot. The following * answer is quite accurate in that case. Anyway, we have * to return GSL_EDOM. */ result->val = -1.0; result->err = sqrt(-q); return GSL_EDOM; } else if(q == 0.0) { result->val = -1.0; result->err = GSL_DBL_EPSILON; /* cannot error is zero, maybe q == 0 by "accident" */ return GSL_SUCCESS; } else if(q < 1.0e-03) { /* series near -1/E in sqrt(q) */ const double r = sqrt(q); result->val = series_eval(r); result->err = 2.0 * GSL_DBL_EPSILON * fabs(result->val); return GSL_SUCCESS; } else { static const unsigned int MAX_ITERS = 10; double w; if (x < 1.0) { /* obtain initial approximation from series near x=0; * no need for extra care, since the Halley iteration * converges nicely on this branch */ const double p = sqrt(2.0 * M_E * q); w = -1.0 + p*(1.0 + p*(-1.0/3.0 + p*11.0/72.0)); } else { /* obtain initial approximation from rough asymptotic */ w = log(x); if(x > 3.0) w -= log(w); } return halley_iteration(x, w, MAX_ITERS, result); } } int gsl_sf_lambert_Wm1_e(double x, gsl_sf_result * result) { if(x > 0.0) { return gsl_sf_lambert_W0_e(x, result); } else if(x == 0.0) { result->val = 0.0; result->err = 0.0; return GSL_SUCCESS; } else { static const unsigned int MAX_ITERS = 32; const double one_over_E = 1.0/M_E; const double q = x + one_over_E; double w; if (q < 0.0) { /* As in the W0 branch above, return some reasonable answer anyway. */ result->val = -1.0; result->err = sqrt(-q); return GSL_EDOM; } if(x < -1.0e-6) { /* Obtain initial approximation from series about q = 0, * as long as we're not very close to x = 0. * Use full series and try to bail out if q is too small, * since the Halley iteration has bad convergence properties * in finite arithmetic for q very small, because the * increment alternates and p is near zero. */ const double r = -sqrt(q); w = series_eval(r); if(q < 3.0e-3) { /* this approximation is good enough */ result->val = w; result->err = 5.0 * GSL_DBL_EPSILON * fabs(w); return GSL_SUCCESS; } } else { /* Obtain initial approximation from asymptotic near zero. */ const double L_1 = log(-x); const double L_2 = log(-L_1); w = L_1 - L_2 + L_2/L_1; } return halley_iteration(x, w, MAX_ITERS, result); } } /*-*-*-*-*-*-*-*-*-* Functions w/ Natural Prototypes *-*-*-*-*-*-*-*-*-*-*/ #include "eval.h" double gsl_sf_lambert_W0(double x) { EVAL_RESULT(gsl_sf_lambert_W0_e(x, &result)); } double gsl_sf_lambert_Wm1(double x) { EVAL_RESULT(gsl_sf_lambert_Wm1_e(x, &result)); }