/////////////////////////////////////////////////////////////////////////////// // Copyright 2014 Anton Bikineev // Copyright 2014 Christopher Kormanyos // Copyright 2014 John Maddock // Copyright 2014 Paul Bristow // Distributed under the Boost // Software License, Version 1.0. (See accompanying file // LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt) // #ifndef BOOST_MATH_DETAIL_HYPERGEOMETRIC_SERIES_HPP #define BOOST_MATH_DETAIL_HYPERGEOMETRIC_SERIES_HPP #include #include #include namespace boost { namespace math { namespace detail { // primary template for term of Taylor series template struct hypergeometric_pFq_generic_series_term; // partial specialization for 0F1 template struct hypergeometric_pFq_generic_series_term { typedef T result_type; hypergeometric_pFq_generic_series_term(const T& b, const T& z) : n(0), term(1), b(b), z(z) { } T operator()() { BOOST_MATH_STD_USING const T r = term; term *= ((1 / ((b + n) * (n + 1))) * z); ++n; return r; } private: unsigned n; T term; const T b, z; }; // partial specialization for 1F0 template struct hypergeometric_pFq_generic_series_term { typedef T result_type; hypergeometric_pFq_generic_series_term(const T& a, const T& z) : n(0), term(1), a(a), z(z) { } T operator()() { BOOST_MATH_STD_USING const T r = term; term *= (((a + n) / (n + 1)) * z); ++n; return r; } private: unsigned n; T term; const T a, z; }; // partial specialization for 1F1 template struct hypergeometric_pFq_generic_series_term { typedef T result_type; hypergeometric_pFq_generic_series_term(const T& a, const T& b, const T& z) : n(0), term(1), a(a), b(b), z(z) { } T operator()() { BOOST_MATH_STD_USING const T r = term; term *= (((a + n) / ((b + n) * (n + 1))) * z); ++n; return r; } private: unsigned n; T term; const T a, b, z; }; // partial specialization for 1F2 template struct hypergeometric_pFq_generic_series_term { typedef T result_type; hypergeometric_pFq_generic_series_term(const T& a, const T& b1, const T& b2, const T& z) : n(0), term(1), a(a), b1(b1), b2(b2), z(z) { } T operator()() { BOOST_MATH_STD_USING const T r = term; term *= (((a + n) / ((b1 + n) * (b2 + n) * (n + 1))) * z); ++n; return r; } private: unsigned n; T term; const T a, b1, b2, z; }; // partial specialization for 2F0 template struct hypergeometric_pFq_generic_series_term { typedef T result_type; hypergeometric_pFq_generic_series_term(const T& a1, const T& a2, const T& z) : n(0), term(1), a1(a1), a2(a2), z(z) { } T operator()() { BOOST_MATH_STD_USING const T r = term; term *= (((a1 + n) * (a2 + n) / (n + 1)) * z); ++n; return r; } private: unsigned n; T term; const T a1, a2, z; }; // partial specialization for 2F1 template struct hypergeometric_pFq_generic_series_term { typedef T result_type; hypergeometric_pFq_generic_series_term(const T& a1, const T& a2, const T& b, const T& z) : n(0), term(1), a1(a1), a2(a2), b(b), z(z) { } T operator()() { BOOST_MATH_STD_USING const T r = term; term *= (((a1 + n) * (a2 + n) / ((b + n) * (n + 1))) * z); ++n; return r; } private: unsigned n; T term; const T a1, a2, b, z; }; // we don't need to define extra check and make a polinom from // series, when p(i) and q(i) are negative integers and p(i) >= q(i) // as described in functions.wolfram.alpha, because we always // stop summation when result (in this case numerator) is zero. template inline T sum_pFq_series(detail::hypergeometric_pFq_generic_series_term& term, const Policy& pol) { BOOST_MATH_STD_USING boost::uintmax_t max_iter = policies::get_max_series_iterations(); #if BOOST_WORKAROUND(__BORLANDC__, BOOST_TESTED_AT(0x582)) const T zero = 0; const T result = boost::math::tools::sum_series(term, boost::math::policies::get_epsilon(), max_iter, zero); #else const T result = boost::math::tools::sum_series(term, boost::math::policies::get_epsilon(), max_iter); #endif policies::check_series_iterations("boost::math::hypergeometric_pFq_generic_series<%1%>(%1%,%1%,%1%)", max_iter, pol); return result; } template inline T hypergeometric_0F1_generic_series(const T& b, const T& z, const Policy& pol) { detail::hypergeometric_pFq_generic_series_term s(b, z); return detail::sum_pFq_series(s, pol); } template inline T hypergeometric_1F0_generic_series(const T& a, const T& z, const Policy& pol) { detail::hypergeometric_pFq_generic_series_term s(a, z); return detail::sum_pFq_series(s, pol); } template inline T log_pochhammer(T z, unsigned n, const Policy pol, int* s = 0) { BOOST_MATH_STD_USING #if 0 if (z < 0) { if (n < -z) { if(s) *s = (n & 1 ? -1 : 1); return log_pochhammer(T(-z + (1 - (int)n)), n, pol); } else { int cross = itrunc(ceil(-z)); return log_pochhammer(T(-z + (1 - cross)), cross, pol, s) + log_pochhammer(T(cross + z), n - cross, pol); } } else #endif { if (z + n < 0) { T r = log_pochhammer(T(-z - n + 1), n, pol, s); if (s) *s *= (n & 1 ? -1 : 1); return r; } int s1, s2; T r = boost::math::lgamma(T(z + n), &s1, pol) - boost::math::lgamma(z, &s2, pol); if(s) *s = s1 * s2; return r; } } template inline T hypergeometric_1F1_generic_series(const T& a, const T& b, const T& z, const Policy& pol, int& log_scaling, const char* function) { BOOST_MATH_STD_USING T sum(0), term(1), upper_limit(sqrt(boost::math::tools::max_value())), diff; T lower_limit(1 / upper_limit); unsigned n = 0; int log_scaling_factor = itrunc(boost::math::tools::log_max_value()) - 2; T scaling_factor = exp(T(log_scaling_factor)); T term_m1 = 0; int local_scaling = 0; // // When a is very small, then (a+n)/n => 1 faster than // z / (b+n) => 1, as a result the series starts off // converging, then at some unspecified time very gradually // starts to diverge, potentially resulting in some very large // values being missed. As a result we need a check for small // a in the convergence critera. Note that this issue occurs // even when all the terms are positive. // bool small_a = fabs(a) < 0.25; unsigned summit_location = 0; bool have_minima = false; T sq = 4 * a * z + b * b - 2 * b * z + z * z; if (sq >= 0) { T t = (-sqrt(sq) - b + z) / 2; if (t > 1) // Don't worry about a minima between 0 and 1. have_minima = true; t = (sqrt(sq) - b + z) / 2; if (t > 0) summit_location = itrunc(t); } if (summit_location > boost::math::policies::get_max_series_iterations() / 4) { // // Skip forward to the location of the largest term in the series and // evaluate outwards from there: // int s1, s2; term = log_pochhammer(a, summit_location, pol, &s1) + summit_location * log(z) - log_pochhammer(b, summit_location, pol, &s2) - lgamma(T(summit_location + 1), pol); //std::cout << term << " " << log_pochhammer(boost::multiprecision::mpfr_float(a), summit_location, pol, &s1) + summit_location * log(boost::multiprecision::mpfr_float(z)) - log_pochhammer(boost::multiprecision::mpfr_float(b), summit_location, pol, &s2) - lgamma(boost::multiprecision::mpfr_float(summit_location + 1), pol) << std::endl; local_scaling = itrunc(term); log_scaling += local_scaling; term = s1 * s2 * exp(term - local_scaling); //std::cout << term << " " << exp(log_pochhammer(boost::multiprecision::mpfr_float(a), summit_location, pol, &s1) + summit_location * log(boost::multiprecision::mpfr_float(z)) - log_pochhammer(boost::multiprecision::mpfr_float(b), summit_location, pol, &s2) - lgamma(boost::multiprecision::mpfr_float(summit_location + 1), pol) - local_scaling) << std::endl; n = summit_location; } else summit_location = 0; T saved_term = term; int saved_scale = local_scaling; do { sum += term; //std::cout << n << " " << term * exp(boost::multiprecision::mpfr_float(local_scaling)) << " " << rising_factorial(boost::multiprecision::mpfr_float(a), n) * pow(boost::multiprecision::mpfr_float(z), n) / (rising_factorial(boost::multiprecision::mpfr_float(b), n) * factorial(n)) << std::endl; if (fabs(sum) >= upper_limit) { sum /= scaling_factor; term /= scaling_factor; log_scaling += log_scaling_factor; local_scaling += log_scaling_factor; } if (fabs(sum) < lower_limit) { sum *= scaling_factor; term *= scaling_factor; log_scaling -= log_scaling_factor; local_scaling -= log_scaling_factor; } term_m1 = term; term *= (((a + n) / ((b + n) * (n + 1))) * z); if (n - summit_location > boost::math::policies::get_max_series_iterations()) return boost::math::policies::raise_evaluation_error(function, "Series did not converge, best value is %1%", sum, pol); ++n; diff = fabs(term / sum); } while ((diff > boost::math::policies::get_epsilon()) || (fabs(term_m1) < fabs(term)) || (small_a && n < 10)); // // See if we need to go backwards as well: // if (summit_location) { // // Backup state: // term = saved_term * exp(T(local_scaling - saved_scale)); n = summit_location; term *= (b + (n - 1)) * n / ((a + (n - 1)) * z); --n; do { sum += term; //std::cout << n << " " << term * exp(boost::multiprecision::mpfr_float(local_scaling)) << " " << rising_factorial(boost::multiprecision::mpfr_float(a), n) * pow(boost::multiprecision::mpfr_float(z), n) / (rising_factorial(boost::multiprecision::mpfr_float(b), n) * factorial(n)) << std::endl; if (n == 0) break; if (fabs(sum) >= upper_limit) { sum /= scaling_factor; term /= scaling_factor; log_scaling += log_scaling_factor; local_scaling += log_scaling_factor; } if (fabs(sum) < lower_limit) { sum *= scaling_factor; term *= scaling_factor; log_scaling -= log_scaling_factor; local_scaling -= log_scaling_factor; } term_m1 = term; term *= (b + (n - 1)) * n / ((a + (n - 1)) * z); if (summit_location - n > boost::math::policies::get_max_series_iterations()) return boost::math::policies::raise_evaluation_error(function, "Series did not converge, best value is %1%", sum, pol); --n; diff = fabs(term / sum); } while ((diff > boost::math::policies::get_epsilon()) || (fabs(term_m1) < fabs(term))); } if (have_minima && n && summit_location) { // // There are a few terms starting at n == 0 which // haven't been accounted for yet... // unsigned backstop = n; n = 0; term = exp(T(-local_scaling)); do { sum += term; //std::cout << n << " " << term << " " << sum << std::endl; if (fabs(sum) >= upper_limit) { sum /= scaling_factor; term /= scaling_factor; log_scaling += log_scaling_factor; } if (fabs(sum) < lower_limit) { sum *= scaling_factor; term *= scaling_factor; log_scaling -= log_scaling_factor; } //term_m1 = term; term *= (((a + n) / ((b + n) * (n + 1))) * z); if (n > boost::math::policies::get_max_series_iterations()) return boost::math::policies::raise_evaluation_error(function, "Series did not converge, best value is %1%", sum, pol); if (++n == backstop) break; // we've caught up with ourselves. diff = fabs(term / sum); } while ((diff > boost::math::policies::get_epsilon())/* || (fabs(term_m1) < fabs(term))*/); } //std::cout << sum << std::endl; return sum; } template inline T hypergeometric_1F2_generic_series(const T& a, const T& b1, const T& b2, const T& z, const Policy& pol) { detail::hypergeometric_pFq_generic_series_term s(a, b1, b2, z); return detail::sum_pFq_series(s, pol); } template inline T hypergeometric_2F0_generic_series(const T& a1, const T& a2, const T& z, const Policy& pol) { detail::hypergeometric_pFq_generic_series_term s(a1, a2, z); return detail::sum_pFq_series(s, pol); } template inline T hypergeometric_2F1_generic_series(const T& a1, const T& a2, const T& b, const T& z, const Policy& pol) { detail::hypergeometric_pFq_generic_series_term s(a1, a2, b, z); return detail::sum_pFq_series(s, pol); } } } } // namespaces #endif // BOOST_MATH_DETAIL_HYPERGEOMETRIC_SERIES_HPP