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// Special functions -*- C++ -*- |
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|
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// Copyright (C) 2006-2021 Free Software Foundation, Inc. |
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// |
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// This file is part of the GNU ISO C++ Library. This library is free |
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// software; you can redistribute it and/or modify it under the |
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// terms of the GNU General Public License as published by the |
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// Free Software Foundation; either version 3, or (at your option) |
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// any later version. |
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// |
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// This library is distributed in the hope that it will be useful, |
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// but WITHOUT ANY WARRANTY; without even the implied warranty of |
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// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the |
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// GNU General Public License for more details. |
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// |
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// Under Section 7 of GPL version 3, you are granted additional |
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// permissions described in the GCC Runtime Library Exception, version |
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// 3.1, as published by the Free Software Foundation. |
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|
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// You should have received a copy of the GNU General Public License and |
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// a copy of the GCC Runtime Library Exception along with this program; |
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// see the files COPYING3 and COPYING.RUNTIME respectively. If not, see |
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// <http://www.gnu.org/licenses/>. |
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|
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/** @file tr1/exp_integral.tcc |
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* This is an internal header file, included by other library headers. |
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* Do not attempt to use it directly. @headername{tr1/cmath} |
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*/ |
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|
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// |
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// ISO C++ 14882 TR1: 5.2 Special functions |
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// |
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|
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// Written by Edward Smith-Rowland based on: |
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// |
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// (1) Handbook of Mathematical Functions, |
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// Ed. by Milton Abramowitz and Irene A. Stegun, |
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// Dover Publications, New-York, Section 5, pp. 228-251. |
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// (2) The Gnu Scientific Library, http://www.gnu.org/software/gsl |
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// (3) Numerical Recipes in C, by W. H. Press, S. A. Teukolsky, |
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// W. T. Vetterling, B. P. Flannery, Cambridge University Press (1992), |
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// 2nd ed, pp. 222-225. |
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// |
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|
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#ifndef _GLIBCXX_TR1_EXP_INTEGRAL_TCC |
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#define _GLIBCXX_TR1_EXP_INTEGRAL_TCC 1 |
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|
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#include <tr1/special_function_util.h> |
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|
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namespace std _GLIBCXX_VISIBILITY(default) |
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{ |
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_GLIBCXX_BEGIN_NAMESPACE_VERSION |
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|
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#if _GLIBCXX_USE_STD_SPEC_FUNCS |
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#elif defined(_GLIBCXX_TR1_CMATH) |
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namespace tr1 |
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{ |
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#else |
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# error do not include this header directly, use <cmath> or <tr1/cmath> |
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#endif |
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// [5.2] Special functions |
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|
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// Implementation-space details. |
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namespace __detail |
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{ |
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template<typename _Tp> _Tp __expint_E1(_Tp); |
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|
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/** |
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* @brief Return the exponential integral @f$ E_1(x) @f$ |
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* by series summation. This should be good |
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* for @f$ x < 1 @f$. |
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* |
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* The exponential integral is given by |
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* \f[ |
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* E_1(x) = \int_{1}^{\infty} \frac{e^{-xt}}{t} dt |
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* \f] |
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* |
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* @param __x The argument of the exponential integral function. |
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* @return The exponential integral. |
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*/ |
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template<typename _Tp> |
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_Tp |
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__expint_E1_series(_Tp __x) |
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{ |
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const _Tp __eps = std::numeric_limits<_Tp>::epsilon(); |
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_Tp __term = _Tp(1); |
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_Tp __esum = _Tp(0); |
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_Tp __osum = _Tp(0); |
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const unsigned int __max_iter = 1000; |
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for (unsigned int __i = 1; __i < __max_iter; ++__i) |
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{ |
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__term *= - __x / __i; |
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if (std::abs(__term) < __eps) |
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break; |
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if (__term >= _Tp(0)) |
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__esum += __term / __i; |
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else |
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__osum += __term / __i; |
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} |
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|
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return - __esum - __osum |
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- __numeric_constants<_Tp>::__gamma_e() - std::log(__x); |
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} |
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|
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|
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/** |
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* @brief Return the exponential integral @f$ E_1(x) @f$ |
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* by asymptotic expansion. |
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* |
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* The exponential integral is given by |
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* \f[ |
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* E_1(x) = \int_{1}^\infty \frac{e^{-xt}}{t} dt |
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* \f] |
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* |
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* @param __x The argument of the exponential integral function. |
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* @return The exponential integral. |
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*/ |
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template<typename _Tp> |
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_Tp |
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__expint_E1_asymp(_Tp __x) |
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{ |
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_Tp __term = _Tp(1); |
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_Tp __esum = _Tp(1); |
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_Tp __osum = _Tp(0); |
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const unsigned int __max_iter = 1000; |
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for (unsigned int __i = 1; __i < __max_iter; ++__i) |
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{ |
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_Tp __prev = __term; |
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__term *= - __i / __x; |
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if (std::abs(__term) > std::abs(__prev)) |
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break; |
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if (__term >= _Tp(0)) |
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__esum += __term; |
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else |
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__osum += __term; |
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} |
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|
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return std::exp(- __x) * (__esum + __osum) / __x; |
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} |
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|
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|
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/** |
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* @brief Return the exponential integral @f$ E_n(x) @f$ |
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* by series summation. |
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* |
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* The exponential integral is given by |
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* \f[ |
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* E_n(x) = \int_{1}^\infty \frac{e^{-xt}}{t^n} dt |
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* \f] |
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* |
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* @param __n The order of the exponential integral function. |
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* @param __x The argument of the exponential integral function. |
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* @return The exponential integral. |
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*/ |
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template<typename _Tp> |
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_Tp |
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__expint_En_series(unsigned int __n, _Tp __x) |
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{ |
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const unsigned int __max_iter = 1000; |
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const _Tp __eps = std::numeric_limits<_Tp>::epsilon(); |
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const int __nm1 = __n - 1; |
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_Tp __ans = (__nm1 != 0 |
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? _Tp(1) / __nm1 : -std::log(__x) |
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- __numeric_constants<_Tp>::__gamma_e()); |
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_Tp __fact = _Tp(1); |
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for (int __i = 1; __i <= __max_iter; ++__i) |
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{ |
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__fact *= -__x / _Tp(__i); |
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_Tp __del; |
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if ( __i != __nm1 ) |
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__del = -__fact / _Tp(__i - __nm1); |
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else |
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{ |
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_Tp __psi = -__numeric_constants<_Tp>::gamma_e(); |
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for (int __ii = 1; __ii <= __nm1; ++__ii) |
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__psi += _Tp(1) / _Tp(__ii); |
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__del = __fact * (__psi - std::log(__x)); |
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} |
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__ans += __del; |
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if (std::abs(__del) < __eps * std::abs(__ans)) |
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return __ans; |
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} |
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std::__throw_runtime_error(__N("Series summation failed " |
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"in __expint_En_series.")); |
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} |
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|
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|
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/** |
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* @brief Return the exponential integral @f$ E_n(x) @f$ |
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* by continued fractions. |
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* |
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* The exponential integral is given by |
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* \f[ |
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* E_n(x) = \int_{1}^\infty \frac{e^{-xt}}{t^n} dt |
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* \f] |
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* |
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* @param __n The order of the exponential integral function. |
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* @param __x The argument of the exponential integral function. |
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* @return The exponential integral. |
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*/ |
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template<typename _Tp> |
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_Tp |
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__expint_En_cont_frac(unsigned int __n, _Tp __x) |
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{ |
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const unsigned int __max_iter = 1000; |
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const _Tp __eps = std::numeric_limits<_Tp>::epsilon(); |
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const _Tp __fp_min = std::numeric_limits<_Tp>::min(); |
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const int __nm1 = __n - 1; |
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_Tp __b = __x + _Tp(__n); |
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_Tp __c = _Tp(1) / __fp_min; |
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_Tp __d = _Tp(1) / __b; |
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_Tp __h = __d; |
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for ( unsigned int __i = 1; __i <= __max_iter; ++__i ) |
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{ |
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_Tp __a = -_Tp(__i * (__nm1 + __i)); |
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__b += _Tp(2); |
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__d = _Tp(1) / (__a * __d + __b); |
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__c = __b + __a / __c; |
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const _Tp __del = __c * __d; |
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__h *= __del; |
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if (std::abs(__del - _Tp(1)) < __eps) |
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{ |
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const _Tp __ans = __h * std::exp(-__x); |
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return __ans; |
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} |
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} |
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std::__throw_runtime_error(__N("Continued fraction failed " |
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"in __expint_En_cont_frac.")); |
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} |
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|
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|
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/** |
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* @brief Return the exponential integral @f$ E_n(x) @f$ |
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* by recursion. Use upward recursion for @f$ x < n @f$ |
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* and downward recursion (Miller's algorithm) otherwise. |
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* |
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* The exponential integral is given by |
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* \f[ |
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* E_n(x) = \int_{1}^\infty \frac{e^{-xt}}{t^n} dt |
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* \f] |
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* |
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* @param __n The order of the exponential integral function. |
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* @param __x The argument of the exponential integral function. |
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* @return The exponential integral. |
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*/ |
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template<typename _Tp> |
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_Tp |
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__expint_En_recursion(unsigned int __n, _Tp __x) |
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{ |
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_Tp __En; |
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_Tp __E1 = __expint_E1(__x); |
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if (__x < _Tp(__n)) |
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{ |
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// Forward recursion is stable only for n < x. |
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__En = __E1; |
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for (unsigned int __j = 2; __j < __n; ++__j) |
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__En = (std::exp(-__x) - __x * __En) / _Tp(__j - 1); |
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} |
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else |
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{ |
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// Backward recursion is stable only for n >= x. |
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__En = _Tp(1); |
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const int __N = __n + 20; // TODO: Check this starting number. |
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_Tp __save = _Tp(0); |
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for (int __j = __N; __j > 0; --__j) |
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{ |
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__En = (std::exp(-__x) - __j * __En) / __x; |
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if (__j == __n) |
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__save = __En; |
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} |
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_Tp __norm = __En / __E1; |
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__En /= __norm; |
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} |
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|
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return __En; |
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} |
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|
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/** |
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* @brief Return the exponential integral @f$ Ei(x) @f$ |
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* by series summation. |
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* |
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* The exponential integral is given by |
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* \f[ |
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* Ei(x) = -\int_{-x}^\infty \frac{e^t}{t} dt |
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* \f] |
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* |
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* @param __x The argument of the exponential integral function. |
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* @return The exponential integral. |
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*/ |
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template<typename _Tp> |
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_Tp |
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__expint_Ei_series(_Tp __x) |
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{ |
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_Tp __term = _Tp(1); |
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_Tp __sum = _Tp(0); |
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const unsigned int __max_iter = 1000; |
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for (unsigned int __i = 1; __i < __max_iter; ++__i) |
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{ |
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__term *= __x / __i; |
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__sum += __term / __i; |
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if (__term < std::numeric_limits<_Tp>::epsilon() * __sum) |
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break; |
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} |
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|
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return __numeric_constants<_Tp>::__gamma_e() + __sum + std::log(__x); |
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} |
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|
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|
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/** |
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* @brief Return the exponential integral @f$ Ei(x) @f$ |
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* by asymptotic expansion. |
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* |
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* The exponential integral is given by |
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* \f[ |
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* Ei(x) = -\int_{-x}^\infty \frac{e^t}{t} dt |
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* \f] |
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* |
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* @param __x The argument of the exponential integral function. |
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* @return The exponential integral. |
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*/ |
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template<typename _Tp> |
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_Tp |
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__expint_Ei_asymp(_Tp __x) |
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{ |
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_Tp __term = _Tp(1); |
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_Tp __sum = _Tp(1); |
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const unsigned int __max_iter = 1000; |
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for (unsigned int __i = 1; __i < __max_iter; ++__i) |
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{ |
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_Tp __prev = __term; |
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__term *= __i / __x; |
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if (__term < std::numeric_limits<_Tp>::epsilon()) |
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break; |
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if (__term >= __prev) |
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break; |
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__sum += __term; |
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} |
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|
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return std::exp(__x) * __sum / __x; |
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} |
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|
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|
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/** |
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* @brief Return the exponential integral @f$ Ei(x) @f$. |
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* |
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* The exponential integral is given by |
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* \f[ |
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* Ei(x) = -\int_{-x}^\infty \frac{e^t}{t} dt |
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* \f] |
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* |
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* @param __x The argument of the exponential integral function. |
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* @return The exponential integral. |
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*/ |
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template<typename _Tp> |
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_Tp |
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__expint_Ei(_Tp __x) |
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{ |
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if (__x < _Tp(0)) |
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return -__expint_E1(-__x); |
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else if (__x < -std::log(std::numeric_limits<_Tp>::epsilon())) |
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return __expint_Ei_series(__x); |
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else |
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return __expint_Ei_asymp(__x); |
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} |
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|
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|
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/** |
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* @brief Return the exponential integral @f$ E_1(x) @f$. |
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* |
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* The exponential integral is given by |
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* \f[ |
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* E_1(x) = \int_{1}^\infty \frac{e^{-xt}}{t} dt |
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* \f] |
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* |
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* @param __x The argument of the exponential integral function. |
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* @return The exponential integral. |
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*/ |
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template<typename _Tp> |
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_Tp |
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__expint_E1(_Tp __x) |
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{ |
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if (__x < _Tp(0)) |
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return -__expint_Ei(-__x); |
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else if (__x < _Tp(1)) |
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return __expint_E1_series(__x); |
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else if (__x < _Tp(100)) // TODO: Find a good asymptotic switch point. |
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return __expint_En_cont_frac(1, __x); |
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else |
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return __expint_E1_asymp(__x); |
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} |
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|
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|
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/** |
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* @brief Return the exponential integral @f$ E_n(x) @f$ |
| 395 |
* for large argument. |
| 396 |
* |
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* The exponential integral is given by |
| 398 |
* \f[ |
| 399 |
* E_n(x) = \int_{1}^\infty \frac{e^{-xt}}{t^n} dt |
| 400 |
* \f] |
| 401 |
* |
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* This is something of an extension. |
| 403 |
* |
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* @param __n The order of the exponential integral function. |
| 405 |
* @param __x The argument of the exponential integral function. |
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* @return The exponential integral. |
| 407 |
*/ |
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template<typename _Tp> |
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_Tp |
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__expint_asymp(unsigned int __n, _Tp __x) |
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{ |
| 412 |
_Tp __term = _Tp(1); |
| 413 |
_Tp __sum = _Tp(1); |
| 414 |
for (unsigned int __i = 1; __i <= __n; ++__i) |
| 415 |
{ |
| 416 |
_Tp __prev = __term; |
| 417 |
__term *= -(__n - __i + 1) / __x; |
| 418 |
if (std::abs(__term) > std::abs(__prev)) |
| 419 |
break; |
| 420 |
__sum += __term; |
| 421 |
} |
| 422 |
|
| 423 |
return std::exp(-__x) * __sum / __x; |
| 424 |
} |
| 425 |
|
| 426 |
|
| 427 |
/** |
| 428 |
* @brief Return the exponential integral @f$ E_n(x) @f$ |
| 429 |
* for large order. |
| 430 |
* |
| 431 |
* The exponential integral is given by |
| 432 |
* \f[ |
| 433 |
* E_n(x) = \int_{1}^\infty \frac{e^{-xt}}{t^n} dt |
| 434 |
* \f] |
| 435 |
* |
| 436 |
* This is something of an extension. |
| 437 |
* |
| 438 |
* @param __n The order of the exponential integral function. |
| 439 |
* @param __x The argument of the exponential integral function. |
| 440 |
* @return The exponential integral. |
| 441 |
*/ |
| 442 |
template<typename _Tp> |
| 443 |
_Tp |
| 444 |
__expint_large_n(unsigned int __n, _Tp __x) |
| 445 |
{ |
| 446 |
const _Tp __xpn = __x + __n; |
| 447 |
const _Tp __xpn2 = __xpn * __xpn; |
| 448 |
_Tp __term = _Tp(1); |
| 449 |
_Tp __sum = _Tp(1); |
| 450 |
for (unsigned int __i = 1; __i <= __n; ++__i) |
| 451 |
{ |
| 452 |
_Tp __prev = __term; |
| 453 |
__term *= (__n - 2 * (__i - 1) * __x) / __xpn2; |
| 454 |
if (std::abs(__term) < std::numeric_limits<_Tp>::epsilon()) |
| 455 |
break; |
| 456 |
__sum += __term; |
| 457 |
} |
| 458 |
|
| 459 |
return std::exp(-__x) * __sum / __xpn; |
| 460 |
} |
| 461 |
|
| 462 |
|
| 463 |
/** |
| 464 |
* @brief Return the exponential integral @f$ E_n(x) @f$. |
| 465 |
* |
| 466 |
* The exponential integral is given by |
| 467 |
* \f[ |
| 468 |
* E_n(x) = \int_{1}^\infty \frac{e^{-xt}}{t^n} dt |
| 469 |
* \f] |
| 470 |
* This is something of an extension. |
| 471 |
* |
| 472 |
* @param __n The order of the exponential integral function. |
| 473 |
* @param __x The argument of the exponential integral function. |
| 474 |
* @return The exponential integral. |
| 475 |
*/ |
| 476 |
template<typename _Tp> |
| 477 |
_Tp |
| 478 |
__expint(unsigned int __n, _Tp __x) |
| 479 |
{ |
| 480 |
// Return NaN on NaN input. |
| 481 |
if (__isnan(__x)) |
| 482 |
return std::numeric_limits<_Tp>::quiet_NaN(); |
| 483 |
else if (__n <= 1 && __x == _Tp(0)) |
| 484 |
return std::numeric_limits<_Tp>::infinity(); |
| 485 |
else |
| 486 |
{ |
| 487 |
_Tp __E0 = std::exp(__x) / __x; |
| 488 |
if (__n == 0) |
| 489 |
return __E0; |
| 490 |
|
| 491 |
_Tp __E1 = __expint_E1(__x); |
| 492 |
if (__n == 1) |
| 493 |
return __E1; |
| 494 |
|
| 495 |
if (__x == _Tp(0)) |
| 496 |
return _Tp(1) / static_cast<_Tp>(__n - 1); |
| 497 |
|
| 498 |
_Tp __En = __expint_En_recursion(__n, __x); |
| 499 |
|
| 500 |
return __En; |
| 501 |
} |
| 502 |
} |
| 503 |
|
| 504 |
|
| 505 |
/** |
| 506 |
* @brief Return the exponential integral @f$ Ei(x) @f$. |
| 507 |
* |
| 508 |
* The exponential integral is given by |
| 509 |
* \f[ |
| 510 |
* Ei(x) = -\int_{-x}^\infty \frac{e^t}{t} dt |
| 511 |
* \f] |
| 512 |
* |
| 513 |
* @param __x The argument of the exponential integral function. |
| 514 |
* @return The exponential integral. |
| 515 |
*/ |
| 516 |
template<typename _Tp> |
| 517 |
inline _Tp |
| 518 |
__expint(_Tp __x) |
| 519 |
{ |
| 520 |
if (__isnan(__x)) |
| 521 |
return std::numeric_limits<_Tp>::quiet_NaN(); |
| 522 |
else |
| 523 |
return __expint_Ei(__x); |
| 524 |
} |
| 525 |
} // namespace __detail |
| 526 |
#if ! _GLIBCXX_USE_STD_SPEC_FUNCS && defined(_GLIBCXX_TR1_CMATH) |
| 527 |
} // namespace tr1 |
| 528 |
#endif |
| 529 |
|
| 530 |
_GLIBCXX_END_NAMESPACE_VERSION |
| 531 |
} |
| 532 |
|
| 533 |
#endif // _GLIBCXX_TR1_EXP_INTEGRAL_TCC |