// Copyright (c) 2006 Xiaogang Zhang, 2015 John Maddock // Use, modification and distribution are subject to 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) // // History: // XZ wrote the original of this file as part of the Google // Summer of Code 2006. JM modified it to fit into the // Boost.Math conceptual framework better, and to correctly // handle the p < 0 case. // Updated 2015 to use Carlson's latest methods. // #ifndef BOOST_MATH_ELLINT_RJ_HPP #define BOOST_MATH_ELLINT_RJ_HPP #ifdef _MSC_VER #pragma once #endif #include #include #include #include #include #include // Carlson's elliptic integral of the third kind // R_J(x, y, z, p) = 1.5 * \int_{0}^{\infty} (t+p)^{-1} [(t+x)(t+y)(t+z)]^{-1/2} dt // Carlson, Numerische Mathematik, vol 33, 1 (1979) namespace boost { namespace math { namespace detail{ template T ellint_rc1p_imp(T y, const Policy& pol) { using namespace boost::math; // Calculate RC(1, 1 + x) BOOST_MATH_STD_USING static const char* function = "boost::math::ellint_rc<%1%>(%1%,%1%)"; if(y == -1) { return policies::raise_domain_error(function, "Argument y must not be zero but got %1%", y, pol); } // for 1 + y < 0, the integral is singular, return Cauchy principal value T result; if(y < -1) { result = sqrt(1 / -y) * detail::ellint_rc_imp(T(-y), T(-1 - y), pol); } else if(y == 0) { result = 1; } else if(y > 0) { result = atan(sqrt(y)) / sqrt(y); } else { if(y > -0.5) { T arg = sqrt(-y); result = (boost::math::log1p(arg, pol) - boost::math::log1p(-arg, pol)) / (2 * sqrt(-y)); } else { result = log((1 + sqrt(-y)) / sqrt(1 + y)) / sqrt(-y); } } return result; } template T ellint_rj_imp(T x, T y, T z, T p, const Policy& pol) { BOOST_MATH_STD_USING static const char* function = "boost::math::ellint_rj<%1%>(%1%,%1%,%1%)"; if(x < 0) { return policies::raise_domain_error(function, "Argument x must be non-negative, but got x = %1%", x, pol); } if(y < 0) { return policies::raise_domain_error(function, "Argument y must be non-negative, but got y = %1%", y, pol); } if(z < 0) { return policies::raise_domain_error(function, "Argument z must be non-negative, but got z = %1%", z, pol); } if(p == 0) { return policies::raise_domain_error(function, "Argument p must not be zero, but got p = %1%", p, pol); } if(x + y == 0 || y + z == 0 || z + x == 0) { return policies::raise_domain_error(function, "At most one argument can be zero, " "only possible result is %1%.", std::numeric_limits::quiet_NaN(), pol); } // for p < 0, the integral is singular, return Cauchy principal value if(p < 0) { // // We must ensure that x < y < z. // Since the integral is symmetrical in x, y and z // we can just permute the values: // if(x > y) std::swap(x, y); if(y > z) std::swap(y, z); if(x > y) std::swap(x, y); BOOST_ASSERT(x <= y); BOOST_ASSERT(y <= z); T q = -p; p = (z * (x + y + q) - x * y) / (z + q); BOOST_ASSERT(p >= 0); T value = (p - z) * ellint_rj_imp(x, y, z, p, pol); value -= 3 * ellint_rf_imp(x, y, z, pol); value += 3 * sqrt((x * y * z) / (x * y + p * q)) * ellint_rc_imp(T(x * y + p * q), T(p * q), pol); value /= (z + q); return value; } // // Special cases from http://dlmf.nist.gov/19.20#iii // if(x == y) { if(x == z) { if(x == p) { // All values equal: return 1 / (x * sqrt(x)); } else { // x = y = z: return 3 * (ellint_rc_imp(x, p, pol) - 1 / sqrt(x)) / (x - p); } } else { // x = y only, permute so y = z: using std::swap; swap(x, z); if(y == p) { return ellint_rd_imp(x, y, y, pol); } else if((std::max)(y, p) / (std::min)(y, p) > 1.2) { return 3 * (ellint_rc_imp(x, y, pol) - ellint_rc_imp(x, p, pol)) / (p - y); } // Otherwise fall through to normal method, special case above will suffer too much cancellation... } } if(y == z) { if(y == p) { // y = z = p: return ellint_rd_imp(x, y, y, pol); } else if((std::max)(y, p) / (std::min)(y, p) > 1.2) { // y = z: return 3 * (ellint_rc_imp(x, y, pol) - ellint_rc_imp(x, p, pol)) / (p - y); } // Otherwise fall through to normal method, special case above will suffer too much cancellation... } if(z == p) { return ellint_rd_imp(x, y, z, pol); } T xn = x; T yn = y; T zn = z; T pn = p; T An = (x + y + z + 2 * p) / 5; T A0 = An; T delta = (p - x) * (p - y) * (p - z); T Q = pow(tools::epsilon() / 5, -T(1) / 8) * (std::max)((std::max)(fabs(An - x), fabs(An - y)), (std::max)(fabs(An - z), fabs(An - p))); unsigned n; T lambda; T Dn; T En; T rx, ry, rz, rp; T fmn = 1; // 4^-n T RC_sum = 0; for(n = 0; n < policies::get_max_series_iterations(); ++n) { rx = sqrt(xn); ry = sqrt(yn); rz = sqrt(zn); rp = sqrt(pn); Dn = (rp + rx) * (rp + ry) * (rp + rz); En = delta / Dn; En /= Dn; if((En < -0.5) && (En > -1.5)) { // // Occasionally En ~ -1, we then have no means of calculating // RC(1, 1+En) without terrible cancellation error, so we // need to get to 1+En directly. By substitution we have // // 1+E_0 = 1 + (p-x)*(p-y)*(p-z)/((sqrt(p) + sqrt(x))*(sqrt(p)+sqrt(y))*(sqrt(p)+sqrt(z)))^2 // = 2*sqrt(p)*(p+sqrt(x) * (sqrt(y)+sqrt(z)) + sqrt(y)*sqrt(z)) / ((sqrt(p) + sqrt(x))*(sqrt(p) + sqrt(y)*(sqrt(p)+sqrt(z)))) // // And since this is just an application of the duplication formula for RJ, the same // expression works for 1+En if we use x,y,z,p_n etc. // This branch is taken only once or twice at the start of iteration, // after than En reverts to it's usual very small values. // T b = 2 * rp * (pn + rx * (ry + rz) + ry * rz) / Dn; RC_sum += fmn / Dn * detail::ellint_rc_imp(T(1), b, pol); } else { RC_sum += fmn / Dn * ellint_rc1p_imp(En, pol); } lambda = rx * ry + rx * rz + ry * rz; // From here on we move to n+1: An = (An + lambda) / 4; fmn /= 4; if(fmn * Q < An) break; xn = (xn + lambda) / 4; yn = (yn + lambda) / 4; zn = (zn + lambda) / 4; pn = (pn + lambda) / 4; delta /= 64; } T X = fmn * (A0 - x) / An; T Y = fmn * (A0 - y) / An; T Z = fmn * (A0 - z) / An; T P = (-X - Y - Z) / 2; T E2 = X * Y + X * Z + Y * Z - 3 * P * P; T E3 = X * Y * Z + 2 * E2 * P + 4 * P * P * P; T E4 = (2 * X * Y * Z + E2 * P + 3 * P * P * P) * P; T E5 = X * Y * Z * P * P; T result = fmn * pow(An, T(-3) / 2) * (1 - 3 * E2 / 14 + E3 / 6 + 9 * E2 * E2 / 88 - 3 * E4 / 22 - 9 * E2 * E3 / 52 + 3 * E5 / 26 - E2 * E2 * E2 / 16 + 3 * E3 * E3 / 40 + 3 * E2 * E4 / 20 + 45 * E2 * E2 * E3 / 272 - 9 * (E3 * E4 + E2 * E5) / 68); result += 6 * RC_sum; return result; } } // namespace detail template inline typename tools::promote_args::type ellint_rj(T1 x, T2 y, T3 z, T4 p, const Policy& pol) { typedef typename tools::promote_args::type result_type; typedef typename policies::evaluation::type value_type; return policies::checked_narrowing_cast( detail::ellint_rj_imp( static_cast(x), static_cast(y), static_cast(z), static_cast(p), pol), "boost::math::ellint_rj<%1%>(%1%,%1%,%1%,%1%)"); } template inline typename tools::promote_args::type ellint_rj(T1 x, T2 y, T3 z, T4 p) { return ellint_rj(x, y, z, p, policies::policy<>()); } }} // namespaces #endif // BOOST_MATH_ELLINT_RJ_HPP