/////////////////////////////////////////////////////////////////////////////// // Copyright 2018 John Maddock // 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_HYPERGEOMETRIC_PFQ_HPP #define BOOST_MATH_HYPERGEOMETRIC_PFQ_HPP #include #if defined(BOOST_NO_CXX11_AUTO_DECLARATIONS) || defined(BOOST_NO_CXX11_LAMBDAS) || defined(BOOST_NO_CXX11_UNIFIED_INITIALIZATION_SYNTAX) || defined(BOOST_NO_CXX11_HDR_INITIALIZER_LIST) || defined(BOOST_NO_CXX11_HDR_CHRONO) # error "hypergeometric_pFq requires a C++11 compiler" #endif #include #include #include namespace boost { namespace math { namespace detail { struct pFq_termination_exception : public std::runtime_error { pFq_termination_exception(const char* p) : std::runtime_error(p) {} }; struct timed_iteration_terminator { timed_iteration_terminator(boost::uintmax_t i, double t) : max_iter(i), max_time(t), start_time(std::chrono::system_clock::now()) {} bool operator()(boost::uintmax_t iter)const { if (iter > max_iter) boost::throw_exception(boost::math::detail::pFq_termination_exception("pFq exceeded maximum permitted iterations.")); if (std::chrono::duration(std::chrono::system_clock::now() - start_time).count() > max_time) boost::throw_exception(boost::math::detail::pFq_termination_exception("pFq exceeded maximum permitted evaluation time.")); return false; } boost::uintmax_t max_iter; double max_time; std::chrono::system_clock::time_point start_time; }; } template inline typename tools::promote_args::type hypergeometric_pFq(const Seq& aj, const Seq& bj, const Real& z, Real* p_abs_error, const Policy& pol) { typedef typename tools::promote_args::type result_type; typedef typename policies::evaluation::type value_type; typedef typename policies::normalise< Policy, policies::promote_float, policies::promote_double, policies::discrete_quantile<>, policies::assert_undefined<> >::type forwarding_policy; BOOST_MATH_STD_USING long long scale = 0; std::pair r = boost::math::detail::hypergeometric_pFq_checked_series_impl(aj, bj, value_type(z), pol, boost::math::detail::iteration_terminator(boost::math::policies::get_max_series_iterations()), scale); r.first *= exp(Real(scale)); r.second *= exp(Real(scale)); if (p_abs_error) *p_abs_error = static_cast(r.second) * boost::math::tools::epsilon(); return policies::checked_narrowing_cast(r.first, "boost::math::hypergeometric_pFq<%1%>(%1%,%1%,%1%)"); } template inline typename tools::promote_args::type hypergeometric_pFq(const Seq& aj, const Seq& bj, const Real& z, Real* p_abs_error = 0) { return hypergeometric_pFq(aj, bj, z, p_abs_error, boost::math::policies::policy<>()); } template inline typename tools::promote_args::type hypergeometric_pFq(const std::initializer_list& aj, const std::initializer_list& bj, const Real& z, Real* p_abs_error, const Policy& pol) { return hypergeometric_pFq, Real, Policy>(aj, bj, z, p_abs_error, pol); } template inline typename tools::promote_args::type hypergeometric_pFq(const std::initializer_list& aj, const std::initializer_list& bj, const Real& z, Real* p_abs_error = 0) { return hypergeometric_pFq, Real>(aj, bj, z, p_abs_error); } template struct scoped_precision { scoped_precision(unsigned p) { old_p = T::default_precision(); T::default_precision(p); } ~scoped_precision() { T::default_precision(old_p); } unsigned old_p; }; template Real hypergeometric_pFq_precision(const Seq& aj, const Seq& bj, Real z, unsigned digits10, double timeout, const Policy& pol) { unsigned current_precision = digits10 + 5; for (auto ai = aj.begin(); ai != aj.end(); ++ai) { current_precision = (std::max)(current_precision, ai->precision()); } for (auto bi = bj.begin(); bi != bj.end(); ++bi) { current_precision = (std::max)(current_precision, bi->precision()); } current_precision = (std::max)(current_precision, z.precision()); Real r, norm; std::vector aa(aj), bb(bj); do { scoped_precision p(current_precision); for (auto ai = aa.begin(); ai != aa.end(); ++ai) ai->precision(current_precision); for (auto bi = bb.begin(); bi != bb.end(); ++bi) bi->precision(current_precision); z.precision(current_precision); try { long long scale = 0; std::pair rp = boost::math::detail::hypergeometric_pFq_checked_series_impl(aa, bb, z, pol, boost::math::detail::timed_iteration_terminator(boost::math::policies::get_max_series_iterations(), timeout), scale); rp.first *= exp(Real(scale)); rp.second *= exp(Real(scale)); r = rp.first; norm = rp.second; unsigned cancellation; try { cancellation = itrunc(log10(abs(norm / r))); } catch (const boost::math::rounding_error&) { // Happens when r is near enough zero: cancellation = UINT_MAX; } if (cancellation >= current_precision - 1) { current_precision *= 2; continue; } unsigned precision_obtained = current_precision - 1 - cancellation; if (precision_obtained < digits10) { current_precision += digits10 - precision_obtained + 5; } else break; } catch (const boost::math::evaluation_error&) { current_precision *= 2; } catch (const detail::pFq_termination_exception& e) { // // Either we have exhausted the number of series iterations, or the timeout. // Either way we quit now. throw boost::math::evaluation_error(e.what()); } } while (true); return r; } template Real hypergeometric_pFq_precision(const Seq& aj, const Seq& bj, const Real& z, unsigned digits10, double timeout = 0.5) { return hypergeometric_pFq_precision(aj, bj, z, digits10, timeout, boost::math::policies::policy<>()); } template Real hypergeometric_pFq_precision(const std::initializer_list& aj, const std::initializer_list& bj, const Real& z, unsigned digits10, double timeout, const Policy& pol) { return hypergeometric_pFq_precision< std::initializer_list, Real>(aj, bj, z, digits10, timeout, pol); } template Real hypergeometric_pFq_precision(const std::initializer_list& aj, const std::initializer_list& bj, const Real& z, unsigned digits10, double timeout = 0.5) { return hypergeometric_pFq_precision< std::initializer_list, Real>(aj, bj, z, digits10, timeout, boost::math::policies::policy<>()); } } } // namespaces #endif // BOOST_MATH_BESSEL_ITERATORS_HPP