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- // Copyright John Maddock 2012.
- // 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_AIRY_HPP
- #define BOOST_MATH_AIRY_HPP
- #include <limits>
- #include <boost/math/special_functions/math_fwd.hpp>
- #include <boost/math/special_functions/bessel.hpp>
- #include <boost/math/special_functions/cbrt.hpp>
- #include <boost/math/special_functions/detail/airy_ai_bi_zero.hpp>
- #include <boost/math/tools/roots.hpp>
- namespace boost{ namespace math{
- namespace detail{
- template <class T, class Policy>
- T airy_ai_imp(T x, const Policy& pol)
- {
- BOOST_MATH_STD_USING
- if(x < 0)
- {
- T p = (-x * sqrt(-x) * 2) / 3;
- T v = T(1) / 3;
- T j1 = boost::math::cyl_bessel_j(v, p, pol);
- T j2 = boost::math::cyl_bessel_j(-v, p, pol);
- T ai = sqrt(-x) * (j1 + j2) / 3;
- //T bi = sqrt(-x / 3) * (j2 - j1);
- return ai;
- }
- else if(fabs(x * x * x) / 6 < tools::epsilon<T>())
- {
- T tg = boost::math::tgamma(constants::twothirds<T>(), pol);
- T ai = 1 / (pow(T(3), constants::twothirds<T>()) * tg);
- //T bi = 1 / (sqrt(boost::math::cbrt(T(3))) * tg);
- return ai;
- }
- else
- {
- T p = 2 * x * sqrt(x) / 3;
- T v = T(1) / 3;
- //T j1 = boost::math::cyl_bessel_i(-v, p, pol);
- //T j2 = boost::math::cyl_bessel_i(v, p, pol);
- //
- // Note that although we can calculate ai from j1 and j2, the accuracy is horrible
- // as we're subtracting two very large values, so use the Bessel K relation instead:
- //
- T ai = cyl_bessel_k(v, p, pol) * sqrt(x / 3) / boost::math::constants::pi<T>(); //sqrt(x) * (j1 - j2) / 3;
- //T bi = sqrt(x / 3) * (j1 + j2);
- return ai;
- }
- }
- template <class T, class Policy>
- T airy_bi_imp(T x, const Policy& pol)
- {
- BOOST_MATH_STD_USING
- if(x < 0)
- {
- T p = (-x * sqrt(-x) * 2) / 3;
- T v = T(1) / 3;
- T j1 = boost::math::cyl_bessel_j(v, p, pol);
- T j2 = boost::math::cyl_bessel_j(-v, p, pol);
- //T ai = sqrt(-x) * (j1 + j2) / 3;
- T bi = sqrt(-x / 3) * (j2 - j1);
- return bi;
- }
- else if(fabs(x * x * x) / 6 < tools::epsilon<T>())
- {
- T tg = boost::math::tgamma(constants::twothirds<T>(), pol);
- //T ai = 1 / (pow(T(3), constants::twothirds<T>()) * tg);
- T bi = 1 / (sqrt(boost::math::cbrt(T(3), pol)) * tg);
- return bi;
- }
- else
- {
- T p = 2 * x * sqrt(x) / 3;
- T v = T(1) / 3;
- T j1 = boost::math::cyl_bessel_i(-v, p, pol);
- T j2 = boost::math::cyl_bessel_i(v, p, pol);
- T bi = sqrt(x / 3) * (j1 + j2);
- return bi;
- }
- }
- template <class T, class Policy>
- T airy_ai_prime_imp(T x, const Policy& pol)
- {
- BOOST_MATH_STD_USING
- if(x < 0)
- {
- T p = (-x * sqrt(-x) * 2) / 3;
- T v = T(2) / 3;
- T j1 = boost::math::cyl_bessel_j(v, p, pol);
- T j2 = boost::math::cyl_bessel_j(-v, p, pol);
- T aip = -x * (j1 - j2) / 3;
- return aip;
- }
- else if(fabs(x * x) / 2 < tools::epsilon<T>())
- {
- T tg = boost::math::tgamma(constants::third<T>(), pol);
- T aip = 1 / (boost::math::cbrt(T(3), pol) * tg);
- return -aip;
- }
- else
- {
- T p = 2 * x * sqrt(x) / 3;
- T v = T(2) / 3;
- //T j1 = boost::math::cyl_bessel_i(-v, p, pol);
- //T j2 = boost::math::cyl_bessel_i(v, p, pol);
- //
- // Note that although we can calculate ai from j1 and j2, the accuracy is horrible
- // as we're subtracting two very large values, so use the Bessel K relation instead:
- //
- T aip = -cyl_bessel_k(v, p, pol) * x / (boost::math::constants::root_three<T>() * boost::math::constants::pi<T>());
- return aip;
- }
- }
- template <class T, class Policy>
- T airy_bi_prime_imp(T x, const Policy& pol)
- {
- BOOST_MATH_STD_USING
- if(x < 0)
- {
- T p = (-x * sqrt(-x) * 2) / 3;
- T v = T(2) / 3;
- T j1 = boost::math::cyl_bessel_j(v, p, pol);
- T j2 = boost::math::cyl_bessel_j(-v, p, pol);
- T aip = -x * (j1 + j2) / constants::root_three<T>();
- return aip;
- }
- else if(fabs(x * x) / 2 < tools::epsilon<T>())
- {
- T tg = boost::math::tgamma(constants::third<T>(), pol);
- T bip = sqrt(boost::math::cbrt(T(3), pol)) / tg;
- return bip;
- }
- else
- {
- T p = 2 * x * sqrt(x) / 3;
- T v = T(2) / 3;
- T j1 = boost::math::cyl_bessel_i(-v, p, pol);
- T j2 = boost::math::cyl_bessel_i(v, p, pol);
- T aip = x * (j1 + j2) / boost::math::constants::root_three<T>();
- return aip;
- }
- }
- template <class T, class Policy>
- T airy_ai_zero_imp(int m, const Policy& pol)
- {
- BOOST_MATH_STD_USING // ADL of std names, needed for log, sqrt.
- // Handle cases when a negative zero (negative rank) is requested.
- if(m < 0)
- {
- return policies::raise_domain_error<T>("boost::math::airy_ai_zero<%1%>(%1%, int)",
- "Requested the %1%'th zero, but the rank must be 1 or more !", static_cast<T>(m), pol);
- }
- // Handle case when the zero'th zero is requested.
- if(m == 0U)
- {
- return policies::raise_domain_error<T>("boost::math::airy_ai_zero<%1%>(%1%,%1%)",
- "The requested rank of the zero is %1%, but must be 1 or more !", static_cast<T>(m), pol);
- }
- // Set up the initial guess for the upcoming root-finding.
- const T guess_root = boost::math::detail::airy_zero::airy_ai_zero_detail::initial_guess<T>(m, pol);
- // Select the maximum allowed iterations based on the number
- // of decimal digits in the numeric type T, being at least 12.
- const int my_digits10 = static_cast<int>(static_cast<float>(policies::digits<T, Policy>() * 0.301F));
- const boost::uintmax_t iterations_allowed = static_cast<boost::uintmax_t>((std::max)(12, my_digits10 * 2));
- boost::uintmax_t iterations_used = iterations_allowed;
- // Use a dynamic tolerance because the roots get closer the higher m gets.
- T tolerance;
- if (m <= 10) { tolerance = T(0.3F); }
- else if(m <= 100) { tolerance = T(0.1F); }
- else if(m <= 1000) { tolerance = T(0.05F); }
- else { tolerance = T(1) / sqrt(T(m)); }
- // Perform the root-finding using Newton-Raphson iteration from Boost.Math.
- const T am =
- boost::math::tools::newton_raphson_iterate(
- boost::math::detail::airy_zero::airy_ai_zero_detail::function_object_ai_and_ai_prime<T, Policy>(pol),
- guess_root,
- T(guess_root - tolerance),
- T(guess_root + tolerance),
- policies::digits<T, Policy>(),
- iterations_used);
- static_cast<void>(iterations_used);
- return am;
- }
- template <class T, class Policy>
- T airy_bi_zero_imp(int m, const Policy& pol)
- {
- BOOST_MATH_STD_USING // ADL of std names, needed for log, sqrt.
- // Handle cases when a negative zero (negative rank) is requested.
- if(m < 0)
- {
- return policies::raise_domain_error<T>("boost::math::airy_bi_zero<%1%>(%1%, int)",
- "Requested the %1%'th zero, but the rank must 1 or more !", static_cast<T>(m), pol);
- }
- // Handle case when the zero'th zero is requested.
- if(m == 0U)
- {
- return policies::raise_domain_error<T>("boost::math::airy_bi_zero<%1%>(%1%,%1%)",
- "The requested rank of the zero is %1%, but must be 1 or more !", static_cast<T>(m), pol);
- }
- // Set up the initial guess for the upcoming root-finding.
- const T guess_root = boost::math::detail::airy_zero::airy_bi_zero_detail::initial_guess<T>(m, pol);
- // Select the maximum allowed iterations based on the number
- // of decimal digits in the numeric type T, being at least 12.
- const int my_digits10 = static_cast<int>(static_cast<float>(policies::digits<T, Policy>() * 0.301F));
- const boost::uintmax_t iterations_allowed = static_cast<boost::uintmax_t>((std::max)(12, my_digits10 * 2));
- boost::uintmax_t iterations_used = iterations_allowed;
- // Use a dynamic tolerance because the roots get closer the higher m gets.
- T tolerance;
- if (m <= 10) { tolerance = T(0.3F); }
- else if(m <= 100) { tolerance = T(0.1F); }
- else if(m <= 1000) { tolerance = T(0.05F); }
- else { tolerance = T(1) / sqrt(T(m)); }
- // Perform the root-finding using Newton-Raphson iteration from Boost.Math.
- const T bm =
- boost::math::tools::newton_raphson_iterate(
- boost::math::detail::airy_zero::airy_bi_zero_detail::function_object_bi_and_bi_prime<T, Policy>(pol),
- guess_root,
- T(guess_root - tolerance),
- T(guess_root + tolerance),
- policies::digits<T, Policy>(),
- iterations_used);
- static_cast<void>(iterations_used);
- return bm;
- }
- } // namespace detail
- template <class T, class Policy>
- inline typename tools::promote_args<T>::type airy_ai(T x, const Policy&)
- {
- BOOST_FPU_EXCEPTION_GUARD
- typedef typename tools::promote_args<T>::type result_type;
- typedef typename policies::evaluation<result_type, Policy>::type value_type;
- typedef typename policies::normalise<
- Policy,
- policies::promote_float<false>,
- policies::promote_double<false>,
- policies::discrete_quantile<>,
- policies::assert_undefined<> >::type forwarding_policy;
- return policies::checked_narrowing_cast<result_type, Policy>(detail::airy_ai_imp<value_type>(static_cast<value_type>(x), forwarding_policy()), "boost::math::airy<%1%>(%1%)");
- }
- template <class T>
- inline typename tools::promote_args<T>::type airy_ai(T x)
- {
- return airy_ai(x, policies::policy<>());
- }
- template <class T, class Policy>
- inline typename tools::promote_args<T>::type airy_bi(T x, const Policy&)
- {
- BOOST_FPU_EXCEPTION_GUARD
- typedef typename tools::promote_args<T>::type result_type;
- typedef typename policies::evaluation<result_type, Policy>::type value_type;
- typedef typename policies::normalise<
- Policy,
- policies::promote_float<false>,
- policies::promote_double<false>,
- policies::discrete_quantile<>,
- policies::assert_undefined<> >::type forwarding_policy;
- return policies::checked_narrowing_cast<result_type, Policy>(detail::airy_bi_imp<value_type>(static_cast<value_type>(x), forwarding_policy()), "boost::math::airy<%1%>(%1%)");
- }
- template <class T>
- inline typename tools::promote_args<T>::type airy_bi(T x)
- {
- return airy_bi(x, policies::policy<>());
- }
- template <class T, class Policy>
- inline typename tools::promote_args<T>::type airy_ai_prime(T x, const Policy&)
- {
- BOOST_FPU_EXCEPTION_GUARD
- typedef typename tools::promote_args<T>::type result_type;
- typedef typename policies::evaluation<result_type, Policy>::type value_type;
- typedef typename policies::normalise<
- Policy,
- policies::promote_float<false>,
- policies::promote_double<false>,
- policies::discrete_quantile<>,
- policies::assert_undefined<> >::type forwarding_policy;
- return policies::checked_narrowing_cast<result_type, Policy>(detail::airy_ai_prime_imp<value_type>(static_cast<value_type>(x), forwarding_policy()), "boost::math::airy<%1%>(%1%)");
- }
- template <class T>
- inline typename tools::promote_args<T>::type airy_ai_prime(T x)
- {
- return airy_ai_prime(x, policies::policy<>());
- }
- template <class T, class Policy>
- inline typename tools::promote_args<T>::type airy_bi_prime(T x, const Policy&)
- {
- BOOST_FPU_EXCEPTION_GUARD
- typedef typename tools::promote_args<T>::type result_type;
- typedef typename policies::evaluation<result_type, Policy>::type value_type;
- typedef typename policies::normalise<
- Policy,
- policies::promote_float<false>,
- policies::promote_double<false>,
- policies::discrete_quantile<>,
- policies::assert_undefined<> >::type forwarding_policy;
- return policies::checked_narrowing_cast<result_type, Policy>(detail::airy_bi_prime_imp<value_type>(static_cast<value_type>(x), forwarding_policy()), "boost::math::airy<%1%>(%1%)");
- }
- template <class T>
- inline typename tools::promote_args<T>::type airy_bi_prime(T x)
- {
- return airy_bi_prime(x, policies::policy<>());
- }
- template <class T, class Policy>
- inline T airy_ai_zero(int m, const Policy& /*pol*/)
- {
- BOOST_FPU_EXCEPTION_GUARD
- typedef typename policies::evaluation<T, Policy>::type value_type;
- typedef typename policies::normalise<
- Policy,
- policies::promote_float<false>,
- policies::promote_double<false>,
- policies::discrete_quantile<>,
- policies::assert_undefined<> >::type forwarding_policy;
- BOOST_STATIC_ASSERT_MSG( false == std::numeric_limits<T>::is_specialized
- || ( true == std::numeric_limits<T>::is_specialized
- && false == std::numeric_limits<T>::is_integer),
- "Airy value type must be a floating-point type.");
- return policies::checked_narrowing_cast<T, Policy>(detail::airy_ai_zero_imp<value_type>(m, forwarding_policy()), "boost::math::airy_ai_zero<%1%>(unsigned)");
- }
- template <class T>
- inline T airy_ai_zero(int m)
- {
- return airy_ai_zero<T>(m, policies::policy<>());
- }
- template <class T, class OutputIterator, class Policy>
- inline OutputIterator airy_ai_zero(
- int start_index,
- unsigned number_of_zeros,
- OutputIterator out_it,
- const Policy& pol)
- {
- typedef T result_type;
- BOOST_STATIC_ASSERT_MSG( false == std::numeric_limits<T>::is_specialized
- || ( true == std::numeric_limits<T>::is_specialized
- && false == std::numeric_limits<T>::is_integer),
- "Airy value type must be a floating-point type.");
- for(unsigned i = 0; i < number_of_zeros; ++i)
- {
- *out_it = boost::math::airy_ai_zero<result_type>(start_index + i, pol);
- ++out_it;
- }
- return out_it;
- }
- template <class T, class OutputIterator>
- inline OutputIterator airy_ai_zero(
- int start_index,
- unsigned number_of_zeros,
- OutputIterator out_it)
- {
- return airy_ai_zero<T>(start_index, number_of_zeros, out_it, policies::policy<>());
- }
- template <class T, class Policy>
- inline T airy_bi_zero(int m, const Policy& /*pol*/)
- {
- BOOST_FPU_EXCEPTION_GUARD
- typedef typename policies::evaluation<T, Policy>::type value_type;
- typedef typename policies::normalise<
- Policy,
- policies::promote_float<false>,
- policies::promote_double<false>,
- policies::discrete_quantile<>,
- policies::assert_undefined<> >::type forwarding_policy;
- BOOST_STATIC_ASSERT_MSG( false == std::numeric_limits<T>::is_specialized
- || ( true == std::numeric_limits<T>::is_specialized
- && false == std::numeric_limits<T>::is_integer),
- "Airy value type must be a floating-point type.");
- return policies::checked_narrowing_cast<T, Policy>(detail::airy_bi_zero_imp<value_type>(m, forwarding_policy()), "boost::math::airy_bi_zero<%1%>(unsigned)");
- }
- template <typename T>
- inline T airy_bi_zero(int m)
- {
- return airy_bi_zero<T>(m, policies::policy<>());
- }
- template <class T, class OutputIterator, class Policy>
- inline OutputIterator airy_bi_zero(
- int start_index,
- unsigned number_of_zeros,
- OutputIterator out_it,
- const Policy& pol)
- {
- typedef T result_type;
- BOOST_STATIC_ASSERT_MSG( false == std::numeric_limits<T>::is_specialized
- || ( true == std::numeric_limits<T>::is_specialized
- && false == std::numeric_limits<T>::is_integer),
- "Airy value type must be a floating-point type.");
- for(unsigned i = 0; i < number_of_zeros; ++i)
- {
- *out_it = boost::math::airy_bi_zero<result_type>(start_index + i, pol);
- ++out_it;
- }
- return out_it;
- }
- template <class T, class OutputIterator>
- inline OutputIterator airy_bi_zero(
- int start_index,
- unsigned number_of_zeros,
- OutputIterator out_it)
- {
- return airy_bi_zero<T>(start_index, number_of_zeros, out_it, policies::policy<>());
- }
- }} // namespaces
- #endif // BOOST_MATH_AIRY_HPP
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