// (C) Copyright John Maddock 2006. // 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_SF_DIGAMMA_HPP #define BOOST_MATH_SF_DIGAMMA_HPP #ifdef _MSC_VER #pragma once #pragma warning(push) #pragma warning(disable:4702) // Unreachable code (release mode only warning) #endif #include #include #include #include #include #include #include #if defined(__GNUC__) && defined(BOOST_MATH_USE_FLOAT128) // // This is the only way we can avoid // warning: non-standard suffix on floating constant [-Wpedantic] // when building with -Wall -pedantic. Neither __extension__ // nor #pragma diagnostic ignored work :( // #pragma GCC system_header #endif namespace boost{ namespace math{ namespace detail{ // // Begin by defining the smallest value for which it is safe to // use the asymptotic expansion for digamma: // inline unsigned digamma_large_lim(const std::integral_constant*) { return 20; } inline unsigned digamma_large_lim(const std::integral_constant*) { return 20; } inline unsigned digamma_large_lim(const void*) { return 10; } // // Implementations of the asymptotic expansion come next, // the coefficients of the series have been evaluated // in advance at high precision, and the series truncated // at the first term that's too small to effect the result. // Note that the series becomes divergent after a while // so truncation is very important. // // This first one gives 34-digit precision for x >= 20: // template inline T digamma_imp_large(T x, const std::integral_constant*) { BOOST_MATH_STD_USING // ADL of std functions. static const T P[] = { BOOST_MATH_BIG_CONSTANT(T, 113, 0.083333333333333333333333333333333333333333333333333), BOOST_MATH_BIG_CONSTANT(T, 113, -0.0083333333333333333333333333333333333333333333333333), BOOST_MATH_BIG_CONSTANT(T, 113, 0.003968253968253968253968253968253968253968253968254), BOOST_MATH_BIG_CONSTANT(T, 113, -0.0041666666666666666666666666666666666666666666666667), BOOST_MATH_BIG_CONSTANT(T, 113, 0.0075757575757575757575757575757575757575757575757576), BOOST_MATH_BIG_CONSTANT(T, 113, -0.021092796092796092796092796092796092796092796092796), BOOST_MATH_BIG_CONSTANT(T, 113, 0.083333333333333333333333333333333333333333333333333), BOOST_MATH_BIG_CONSTANT(T, 113, -0.44325980392156862745098039215686274509803921568627), BOOST_MATH_BIG_CONSTANT(T, 113, 3.0539543302701197438039543302701197438039543302701), BOOST_MATH_BIG_CONSTANT(T, 113, -26.456212121212121212121212121212121212121212121212), BOOST_MATH_BIG_CONSTANT(T, 113, 281.4601449275362318840579710144927536231884057971), BOOST_MATH_BIG_CONSTANT(T, 113, -3607.510546398046398046398046398046398046398046398), BOOST_MATH_BIG_CONSTANT(T, 113, 54827.583333333333333333333333333333333333333333333), BOOST_MATH_BIG_CONSTANT(T, 113, -974936.82385057471264367816091954022988505747126437), BOOST_MATH_BIG_CONSTANT(T, 113, 20052695.796688078946143462272494530559046688078946), BOOST_MATH_BIG_CONSTANT(T, 113, -472384867.72162990196078431372549019607843137254902), BOOST_MATH_BIG_CONSTANT(T, 113, 12635724795.916666666666666666666666666666666666667) }; x -= 1; T result = log(x); result += 1 / (2 * x); T z = 1 / (x*x); result -= z * tools::evaluate_polynomial(P, z); return result; } // // 19-digit precision for x >= 10: // template inline T digamma_imp_large(T x, const std::integral_constant*) { BOOST_MATH_STD_USING // ADL of std functions. static const T P[] = { BOOST_MATH_BIG_CONSTANT(T, 64, 0.083333333333333333333333333333333333333333333333333), BOOST_MATH_BIG_CONSTANT(T, 64, -0.0083333333333333333333333333333333333333333333333333), BOOST_MATH_BIG_CONSTANT(T, 64, 0.003968253968253968253968253968253968253968253968254), BOOST_MATH_BIG_CONSTANT(T, 64, -0.0041666666666666666666666666666666666666666666666667), BOOST_MATH_BIG_CONSTANT(T, 64, 0.0075757575757575757575757575757575757575757575757576), BOOST_MATH_BIG_CONSTANT(T, 64, -0.021092796092796092796092796092796092796092796092796), BOOST_MATH_BIG_CONSTANT(T, 64, 0.083333333333333333333333333333333333333333333333333), BOOST_MATH_BIG_CONSTANT(T, 64, -0.44325980392156862745098039215686274509803921568627), BOOST_MATH_BIG_CONSTANT(T, 64, 3.0539543302701197438039543302701197438039543302701), BOOST_MATH_BIG_CONSTANT(T, 64, -26.456212121212121212121212121212121212121212121212), BOOST_MATH_BIG_CONSTANT(T, 64, 281.4601449275362318840579710144927536231884057971), }; x -= 1; T result = log(x); result += 1 / (2 * x); T z = 1 / (x*x); result -= z * tools::evaluate_polynomial(P, z); return result; } // // 17-digit precision for x >= 10: // template inline T digamma_imp_large(T x, const std::integral_constant*) { BOOST_MATH_STD_USING // ADL of std functions. static const T P[] = { BOOST_MATH_BIG_CONSTANT(T, 53, 0.083333333333333333333333333333333333333333333333333), BOOST_MATH_BIG_CONSTANT(T, 53, -0.0083333333333333333333333333333333333333333333333333), BOOST_MATH_BIG_CONSTANT(T, 53, 0.003968253968253968253968253968253968253968253968254), BOOST_MATH_BIG_CONSTANT(T, 53, -0.0041666666666666666666666666666666666666666666666667), BOOST_MATH_BIG_CONSTANT(T, 53, 0.0075757575757575757575757575757575757575757575757576), BOOST_MATH_BIG_CONSTANT(T, 53, -0.021092796092796092796092796092796092796092796092796), BOOST_MATH_BIG_CONSTANT(T, 53, 0.083333333333333333333333333333333333333333333333333), BOOST_MATH_BIG_CONSTANT(T, 53, -0.44325980392156862745098039215686274509803921568627) }; x -= 1; T result = log(x); result += 1 / (2 * x); T z = 1 / (x*x); result -= z * tools::evaluate_polynomial(P, z); return result; } // // 9-digit precision for x >= 10: // template inline T digamma_imp_large(T x, const std::integral_constant*) { BOOST_MATH_STD_USING // ADL of std functions. static const T P[] = { BOOST_MATH_BIG_CONSTANT(T, 24, 0.083333333333333333333333333333333333333333333333333), BOOST_MATH_BIG_CONSTANT(T, 24, -0.0083333333333333333333333333333333333333333333333333), BOOST_MATH_BIG_CONSTANT(T, 24, 0.003968253968253968253968253968253968253968253968254) }; x -= 1; T result = log(x); result += 1 / (2 * x); T z = 1 / (x*x); result -= z * tools::evaluate_polynomial(P, z); return result; } // // Fully generic asymptotic expansion in terms of Bernoulli numbers, see: // http://functions.wolfram.com/06.14.06.0012.01 // template struct digamma_series_func { private: int k; T xx; T term; public: digamma_series_func(T x) : k(1), xx(x * x), term(1 / (x * x)) {} T operator()() { T result = term * boost::math::bernoulli_b2n(k) / (2 * k); term /= xx; ++k; return result; } typedef T result_type; }; template inline T digamma_imp_large(T x, const Policy& pol, const std::integral_constant*) { BOOST_MATH_STD_USING digamma_series_func s(x); T result = log(x) - 1 / (2 * x); boost::uintmax_t max_iter = policies::get_max_series_iterations(); result = boost::math::tools::sum_series(s, boost::math::policies::get_epsilon(), max_iter, -result); result = -result; policies::check_series_iterations("boost::math::digamma<%1%>(%1%)", max_iter, pol); return result; } // // Now follow rational approximations over the range [1,2]. // // 35-digit precision: // template T digamma_imp_1_2(T x, const std::integral_constant*) { // // Now the approximation, we use the form: // // digamma(x) = (x - root) * (Y + R(x-1)) // // Where root is the location of the positive root of digamma, // Y is a constant, and R is optimised for low absolute error // compared to Y. // // Max error found at 128-bit long double precision: 5.541e-35 // Maximum Deviation Found (approximation error): 1.965e-35 // static const float Y = 0.99558162689208984375F; static const T root1 = T(1569415565) / 1073741824uL; static const T root2 = (T(381566830) / 1073741824uL) / 1073741824uL; static const T root3 = ((T(111616537) / 1073741824uL) / 1073741824uL) / 1073741824uL; static const T root4 = (((T(503992070) / 1073741824uL) / 1073741824uL) / 1073741824uL) / 1073741824uL; static const T root5 = BOOST_MATH_BIG_CONSTANT(T, 113, 0.52112228569249997894452490385577338504019838794544e-36); static const T P[] = { BOOST_MATH_BIG_CONSTANT(T, 113, 0.25479851061131551526977464225335883769), BOOST_MATH_BIG_CONSTANT(T, 113, -0.18684290534374944114622235683619897417), BOOST_MATH_BIG_CONSTANT(T, 113, -0.80360876047931768958995775910991929922), BOOST_MATH_BIG_CONSTANT(T, 113, -0.67227342794829064330498117008564270136), BOOST_MATH_BIG_CONSTANT(T, 113, -0.26569010991230617151285010695543858005), BOOST_MATH_BIG_CONSTANT(T, 113, -0.05775672694575986971640757748003553385), BOOST_MATH_BIG_CONSTANT(T, 113, -0.0071432147823164975485922555833274240665), BOOST_MATH_BIG_CONSTANT(T, 113, -0.00048740753910766168912364555706064993274), BOOST_MATH_BIG_CONSTANT(T, 113, -0.16454996865214115723416538844975174761e-4), BOOST_MATH_BIG_CONSTANT(T, 113, -0.20327832297631728077731148515093164955e-6) }; static const T Q[] = { BOOST_MATH_BIG_CONSTANT(T, 113, 1.0), BOOST_MATH_BIG_CONSTANT(T, 113, 2.6210924610812025425088411043163287646), BOOST_MATH_BIG_CONSTANT(T, 113, 2.6850757078559596612621337395886392594), BOOST_MATH_BIG_CONSTANT(T, 113, 1.4320913706209965531250495490639289418), BOOST_MATH_BIG_CONSTANT(T, 113, 0.4410872083455009362557012239501953402), BOOST_MATH_BIG_CONSTANT(T, 113, 0.081385727399251729505165509278152487225), BOOST_MATH_BIG_CONSTANT(T, 113, 0.0089478633066857163432104815183858149496), BOOST_MATH_BIG_CONSTANT(T, 113, 0.00055861622855066424871506755481997374154), BOOST_MATH_BIG_CONSTANT(T, 113, 0.1760168552357342401304462967950178554e-4), BOOST_MATH_BIG_CONSTANT(T, 113, 0.20585454493572473724556649516040874384e-6), BOOST_MATH_BIG_CONSTANT(T, 113, -0.90745971844439990284514121823069162795e-11), BOOST_MATH_BIG_CONSTANT(T, 113, 0.48857673606545846774761343500033283272e-13), }; T g = x - root1; g -= root2; g -= root3; g -= root4; g -= root5; T r = tools::evaluate_polynomial(P, T(x-1)) / tools::evaluate_polynomial(Q, T(x-1)); T result = g * Y + g * r; return result; } // // 19-digit precision: // template T digamma_imp_1_2(T x, const std::integral_constant*) { // // Now the approximation, we use the form: // // digamma(x) = (x - root) * (Y + R(x-1)) // // Where root is the location of the positive root of digamma, // Y is a constant, and R is optimised for low absolute error // compared to Y. // // Max error found at 80-bit long double precision: 5.016e-20 // Maximum Deviation Found (approximation error): 3.575e-20 // static const float Y = 0.99558162689208984375F; static const T root1 = T(1569415565) / 1073741824uL; static const T root2 = (T(381566830) / 1073741824uL) / 1073741824uL; static const T root3 = BOOST_MATH_BIG_CONSTANT(T, 64, 0.9016312093258695918615325266959189453125e-19); static const T P[] = { BOOST_MATH_BIG_CONSTANT(T, 64, 0.254798510611315515235), BOOST_MATH_BIG_CONSTANT(T, 64, -0.314628554532916496608), BOOST_MATH_BIG_CONSTANT(T, 64, -0.665836341559876230295), BOOST_MATH_BIG_CONSTANT(T, 64, -0.314767657147375752913), BOOST_MATH_BIG_CONSTANT(T, 64, -0.0541156266153505273939), BOOST_MATH_BIG_CONSTANT(T, 64, -0.00289268368333918761452) }; static const T Q[] = { BOOST_MATH_BIG_CONSTANT(T, 64, 1.0), BOOST_MATH_BIG_CONSTANT(T, 64, 2.1195759927055347547), BOOST_MATH_BIG_CONSTANT(T, 64, 1.54350554664961128724), BOOST_MATH_BIG_CONSTANT(T, 64, 0.486986018231042975162), BOOST_MATH_BIG_CONSTANT(T, 64, 0.0660481487173569812846), BOOST_MATH_BIG_CONSTANT(T, 64, 0.00298999662592323990972), BOOST_MATH_BIG_CONSTANT(T, 64, -0.165079794012604905639e-5), BOOST_MATH_BIG_CONSTANT(T, 64, 0.317940243105952177571e-7) }; T g = x - root1; g -= root2; g -= root3; T r = tools::evaluate_polynomial(P, T(x-1)) / tools::evaluate_polynomial(Q, T(x-1)); T result = g * Y + g * r; return result; } // // 18-digit precision: // template T digamma_imp_1_2(T x, const std::integral_constant*) { // // Now the approximation, we use the form: // // digamma(x) = (x - root) * (Y + R(x-1)) // // Where root is the location of the positive root of digamma, // Y is a constant, and R is optimised for low absolute error // compared to Y. // // Maximum Deviation Found: 1.466e-18 // At double precision, max error found: 2.452e-17 // static const float Y = 0.99558162689208984F; static const T root1 = T(1569415565) / 1073741824uL; static const T root2 = (T(381566830) / 1073741824uL) / 1073741824uL; static const T root3 = BOOST_MATH_BIG_CONSTANT(T, 53, 0.9016312093258695918615325266959189453125e-19); static const T P[] = { BOOST_MATH_BIG_CONSTANT(T, 53, 0.25479851061131551), BOOST_MATH_BIG_CONSTANT(T, 53, -0.32555031186804491), BOOST_MATH_BIG_CONSTANT(T, 53, -0.65031853770896507), BOOST_MATH_BIG_CONSTANT(T, 53, -0.28919126444774784), BOOST_MATH_BIG_CONSTANT(T, 53, -0.045251321448739056), BOOST_MATH_BIG_CONSTANT(T, 53, -0.0020713321167745952) }; static const T Q[] = { BOOST_MATH_BIG_CONSTANT(T, 53, 1.0), BOOST_MATH_BIG_CONSTANT(T, 53, 2.0767117023730469), BOOST_MATH_BIG_CONSTANT(T, 53, 1.4606242909763515), BOOST_MATH_BIG_CONSTANT(T, 53, 0.43593529692665969), BOOST_MATH_BIG_CONSTANT(T, 53, 0.054151797245674225), BOOST_MATH_BIG_CONSTANT(T, 53, 0.0021284987017821144), BOOST_MATH_BIG_CONSTANT(T, 53, -0.55789841321675513e-6) }; T g = x - root1; g -= root2; g -= root3; T r = tools::evaluate_polynomial(P, T(x-1)) / tools::evaluate_polynomial(Q, T(x-1)); T result = g * Y + g * r; return result; } // // 9-digit precision: // template inline T digamma_imp_1_2(T x, const std::integral_constant*) { // // Now the approximation, we use the form: // // digamma(x) = (x - root) * (Y + R(x-1)) // // Where root is the location of the positive root of digamma, // Y is a constant, and R is optimised for low absolute error // compared to Y. // // Maximum Deviation Found: 3.388e-010 // At float precision, max error found: 2.008725e-008 // static const float Y = 0.99558162689208984f; static const T root = 1532632.0f / 1048576; static const T root_minor = static_cast(0.3700660185912626595423257213284682051735604e-6L); static const T P[] = { 0.25479851023250261e0f, -0.44981331915268368e0f, -0.43916936919946835e0f, -0.61041765350579073e-1f }; static const T Q[] = { 0.1e1, 0.15890202430554952e1f, 0.65341249856146947e0f, 0.63851690523355715e-1f }; T g = x - root; g -= root_minor; T r = tools::evaluate_polynomial(P, T(x-1)) / tools::evaluate_polynomial(Q, T(x-1)); T result = g * Y + g * r; return result; } template T digamma_imp(T x, const Tag* t, const Policy& pol) { // // This handles reflection of negative arguments, and all our // error handling, then forwards to the T-specific approximation. // BOOST_MATH_STD_USING // ADL of std functions. T result = 0; // // Check for negative arguments and use reflection: // if(x <= -1) { // Reflect: x = 1 - x; // Argument reduction for tan: T remainder = x - floor(x); // Shift to negative if > 0.5: if(remainder > 0.5) { remainder -= 1; } // // check for evaluation at a negative pole: // if(remainder == 0) { return policies::raise_pole_error("boost::math::digamma<%1%>(%1%)", 0, (1-x), pol); } result = constants::pi() / tan(constants::pi() * remainder); } if(x == 0) return policies::raise_pole_error("boost::math::digamma<%1%>(%1%)", 0, x, pol); // // If we're above the lower-limit for the // asymptotic expansion then use it: // if(x >= digamma_large_lim(t)) { result += digamma_imp_large(x, t); } else { // // If x > 2 reduce to the interval [1,2]: // while(x > 2) { x -= 1; result += 1/x; } // // If x < 1 use recurrence to shift to > 1: // while(x < 1) { result -= 1/x; x += 1; } result += digamma_imp_1_2(x, t); } return result; } template T digamma_imp(T x, const std::integral_constant* t, const Policy& pol) { // // This handles reflection of negative arguments, and all our // error handling, then forwards to the T-specific approximation. // BOOST_MATH_STD_USING // ADL of std functions. T result = 0; // // Check for negative arguments and use reflection: // if(x <= -1) { // Reflect: x = 1 - x; // Argument reduction for tan: T remainder = x - floor(x); // Shift to negative if > 0.5: if(remainder > 0.5) { remainder -= 1; } // // check for evaluation at a negative pole: // if(remainder == 0) { return policies::raise_pole_error("boost::math::digamma<%1%>(%1%)", 0, (1 - x), pol); } result = constants::pi() / tan(constants::pi() * remainder); } if(x == 0) return policies::raise_pole_error("boost::math::digamma<%1%>(%1%)", 0, x, pol); // // If we're above the lower-limit for the // asymptotic expansion then use it, the // limit is a linear interpolation with // limit = 10 at 50 bit precision and // limit = 250 at 1000 bit precision. // int lim = 10 + ((tools::digits() - 50) * 240L) / 950; T two_x = ldexp(x, 1); if(x >= lim) { result += digamma_imp_large(x, pol, t); } else if(floor(x) == x) { // // Special case for integer arguments, see // http://functions.wolfram.com/06.14.03.0001.01 // result = -constants::euler(); T val = 1; while(val < x) { result += 1 / val; val += 1; } } else if(floor(two_x) == two_x) { // // Special case for half integer arguments, see: // http://functions.wolfram.com/06.14.03.0007.01 // result = -2 * constants::ln_two() - constants::euler(); int n = itrunc(x); if(n) { for(int k = 1; k < n; ++k) result += 1 / T(k); for(int k = n; k <= 2 * n - 1; ++k) result += 2 / T(k); } } else { // // Rescale so we can use the asymptotic expansion: // while(x < lim) { result -= 1 / x; x += 1; } result += digamma_imp_large(x, pol, t); } return result; } // // Initializer: ensure all our constants are initialized prior to the first call of main: // template struct digamma_initializer { struct init { init() { typedef typename policies::precision::type precision_type; do_init(std::integral_constant()); } void do_init(const std::true_type&) { boost::math::digamma(T(1.5), Policy()); boost::math::digamma(T(500), Policy()); } void do_init(const std::false_type&){} void force_instantiate()const{} }; static const init initializer; static void force_instantiate() { initializer.force_instantiate(); } }; template const typename digamma_initializer::init digamma_initializer::initializer; } // namespace detail template inline typename tools::promote_args::type digamma(T x, const Policy&) { typedef typename tools::promote_args::type result_type; typedef typename policies::evaluation::type value_type; typedef typename policies::precision::type precision_type; typedef std::integral_constant 113) ? 0 : precision_type::value <= 24 ? 24 : precision_type::value <= 53 ? 53 : precision_type::value <= 64 ? 64 : precision_type::value <= 113 ? 113 : 0 > tag_type; typedef typename policies::normalise< Policy, policies::promote_float, policies::promote_double, policies::discrete_quantile<>, policies::assert_undefined<> >::type forwarding_policy; // Force initialization of constants: detail::digamma_initializer::force_instantiate(); return policies::checked_narrowing_cast(detail::digamma_imp( static_cast(x), static_cast(0), forwarding_policy()), "boost::math::digamma<%1%>(%1%)"); } template inline typename tools::promote_args::type digamma(T x) { return digamma(x, policies::policy<>()); } } // namespace math } // namespace boost #ifdef _MSC_VER #pragma warning(pop) #endif #endif