// (C) Copyright Nick Thompson 2017. // 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) #ifndef BOOST_MATH_SPECIAL_CHEBYSHEV_HPP #define BOOST_MATH_SPECIAL_CHEBYSHEV_HPP #include #include #include #include #include #if (__cplusplus > 201103) || (defined(_CPPLIB_VER) && (_CPPLIB_VER >= 610)) # define BOOST_MATH_CHEB_USE_STD_ACOSH #endif #ifndef BOOST_MATH_CHEB_USE_STD_ACOSH # include #endif namespace boost { namespace math { template inline typename tools::promote_args::type chebyshev_next(T1 const & x, T2 const & Tn, T3 const & Tn_1) { return 2*x*Tn - Tn_1; } namespace detail { template inline Real chebyshev_imp(unsigned n, Real const & x, const Policy&) { #ifdef BOOST_MATH_CHEB_USE_STD_ACOSH using std::acosh; #define BOOST_MATH_ACOSH_POLICY #else using boost::math::acosh; #define BOOST_MATH_ACOSH_POLICY , Policy() #endif using std::cosh; using std::pow; using std::sqrt; Real T0 = 1; Real T1; if (second) { if (x > 1 || x < -1) { Real t = sqrt(x*x -1); return static_cast((pow(x+t, (int)(n+1)) - pow(x-t, (int)(n+1)))/(2*t)); } T1 = 2*x; } else { if (x > 1) { return cosh(n*acosh(x BOOST_MATH_ACOSH_POLICY)); } if (x < -1) { if (n & 1) { return -cosh(n*acosh(-x BOOST_MATH_ACOSH_POLICY)); } else { return cosh(n*acosh(-x BOOST_MATH_ACOSH_POLICY)); } } T1 = x; } if (n == 0) { return T0; } unsigned l = 1; while(l < n) { std::swap(T0, T1); T1 = boost::math::chebyshev_next(x, T0, T1); ++l; } return T1; } } // namespace detail template inline typename tools::promote_args::type chebyshev_t(unsigned n, Real const & x, const Policy&) { 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; return policies::checked_narrowing_cast(detail::chebyshev_imp(n, static_cast(x), forwarding_policy()), "boost::math::chebyshev_t<%1%>(unsigned, %1%)"); } template inline typename tools::promote_args::type chebyshev_t(unsigned n, Real const & x) { return chebyshev_t(n, x, policies::policy<>()); } template inline typename tools::promote_args::type chebyshev_u(unsigned n, Real const & x, const Policy&) { 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; return policies::checked_narrowing_cast(detail::chebyshev_imp(n, static_cast(x), forwarding_policy()), "boost::math::chebyshev_u<%1%>(unsigned, %1%)"); } template inline typename tools::promote_args::type chebyshev_u(unsigned n, Real const & x) { return chebyshev_u(n, x, policies::policy<>()); } template inline typename tools::promote_args::type chebyshev_t_prime(unsigned n, Real const & x, const Policy&) { 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; if (n == 0) { return result_type(0); } return policies::checked_narrowing_cast(n * detail::chebyshev_imp(n - 1, static_cast(x), forwarding_policy()), "boost::math::chebyshev_t_prime<%1%>(unsigned, %1%)"); } template inline typename tools::promote_args::type chebyshev_t_prime(unsigned n, Real const & x) { return chebyshev_t_prime(n, x, policies::policy<>()); } /* * This is Algorithm 3.1 of * Gil, Amparo, Javier Segura, and Nico M. Temme. * Numerical methods for special functions. * Society for Industrial and Applied Mathematics, 2007. * https://www.siam.org/books/ot99/OT99SampleChapter.pdf * However, our definition of c0 differs by a factor of 1/2, as stated in the docs. . . */ template inline Real chebyshev_clenshaw_recurrence(const Real* const c, size_t length, const T2& x) { using boost::math::constants::half; if (length < 2) { if (length == 0) { return 0; } return c[0]/2; } Real b2 = 0; Real b1 = c[length -1]; for(size_t j = length - 2; j >= 1; --j) { Real tmp = 2*x*b1 - b2 + c[j]; b2 = b1; b1 = tmp; } return x*b1 - b2 + half()*c[0]; } namespace detail { template inline Real unchecked_chebyshev_clenshaw_recurrence(const Real* const c, size_t length, const Real & a, const Real & b, const Real& x) { Real t; Real u; // This cutoff is not super well defined, but it's a good estimate. // See "An Error Analysis of the Modified Clenshaw Method for Evaluating Chebyshev and Fourier Series" // J. OLIVER, IMA Journal of Applied Mathematics, Volume 20, Issue 3, November 1977, Pages 379–391 // https://doi.org/10.1093/imamat/20.3.379 const Real cutoff = 0.6; if (x - a < b - x) { u = 2*(x-a)/(b-a); t = u - 1; if (t > -cutoff) { Real b2 = 0; Real b1 = c[length -1]; for(size_t j = length - 2; j >= 1; --j) { Real tmp = 2*t*b1 - b2 + c[j]; b2 = b1; b1 = tmp; } return t*b1 - b2 + c[0]/2; } else { Real b = c[length -1]; Real d = b; Real b2 = 0; for (size_t r = length - 2; r >= 1; --r) { d = 2*u*b - d + c[r]; b2 = b; b = d - b; } return t*b - b2 + c[0]/2; } } else { u = -2*(b-x)/(b-a); t = u + 1; if (t < cutoff) { Real b2 = 0; Real b1 = c[length -1]; for(size_t j = length - 2; j >= 1; --j) { Real tmp = 2*t*b1 - b2 + c[j]; b2 = b1; b1 = tmp; } return t*b1 - b2 + c[0]/2; } else { Real b = c[length -1]; Real d = b; Real b2 = 0; for (size_t r = length - 2; r >= 1; --r) { d = 2*u*b + d + c[r]; b2 = b; b = d + b; } return t*b - b2 + c[0]/2; } } } } // namespace detail template inline Real chebyshev_clenshaw_recurrence(const Real* const c, size_t length, const Real & a, const Real & b, const Real& x) { if (x < a || x > b) { throw std::domain_error("x in [a, b] is required."); } if (length < 2) { if (length == 0) { return 0; } return c[0]/2; } return detail::unchecked_chebyshev_clenshaw_recurrence(c, length, a, b, x); } }} #endif