ellint_rd.hpp 6.1 KB

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  1. // Copyright (c) 2006 Xiaogang Zhang, 2015 John Maddock.
  2. // Use, modification and distribution are subject to the
  3. // Boost Software License, Version 1.0. (See accompanying file
  4. // LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
  5. //
  6. // History:
  7. // XZ wrote the original of this file as part of the Google
  8. // Summer of Code 2006. JM modified it slightly to fit into the
  9. // Boost.Math conceptual framework better.
  10. // Updated 2015 to use Carlson's latest methods.
  11. #ifndef BOOST_MATH_ELLINT_RD_HPP
  12. #define BOOST_MATH_ELLINT_RD_HPP
  13. #ifdef _MSC_VER
  14. #pragma once
  15. #endif
  16. #include <boost/math/special_functions/math_fwd.hpp>
  17. #include <boost/math/special_functions/ellint_rc.hpp>
  18. #include <boost/math/special_functions/pow.hpp>
  19. #include <boost/math/tools/config.hpp>
  20. #include <boost/math/policies/error_handling.hpp>
  21. // Carlson's elliptic integral of the second kind
  22. // R_D(x, y, z) = R_J(x, y, z, z) = 1.5 * \int_{0}^{\infty} [(t+x)(t+y)]^{-1/2} (t+z)^{-3/2} dt
  23. // Carlson, Numerische Mathematik, vol 33, 1 (1979)
  24. namespace boost { namespace math { namespace detail{
  25. template <typename T, typename Policy>
  26. T ellint_rd_imp(T x, T y, T z, const Policy& pol)
  27. {
  28. BOOST_MATH_STD_USING
  29. using std::swap;
  30. static const char* function = "boost::math::ellint_rd<%1%>(%1%,%1%,%1%)";
  31. if(x < 0)
  32. {
  33. return policies::raise_domain_error<T>(function,
  34. "Argument x must be >= 0, but got %1%", x, pol);
  35. }
  36. if(y < 0)
  37. {
  38. return policies::raise_domain_error<T>(function,
  39. "Argument y must be >= 0, but got %1%", y, pol);
  40. }
  41. if(z <= 0)
  42. {
  43. return policies::raise_domain_error<T>(function,
  44. "Argument z must be > 0, but got %1%", z, pol);
  45. }
  46. if(x + y == 0)
  47. {
  48. return policies::raise_domain_error<T>(function,
  49. "At most one argument can be zero, but got, x + y = %1%", x + y, pol);
  50. }
  51. //
  52. // Special cases from http://dlmf.nist.gov/19.20#iv
  53. //
  54. using std::swap;
  55. if(x == z)
  56. swap(x, y);
  57. if(y == z)
  58. {
  59. if(x == y)
  60. {
  61. return 1 / (x * sqrt(x));
  62. }
  63. else if(x == 0)
  64. {
  65. return 3 * constants::pi<T>() / (4 * y * sqrt(y));
  66. }
  67. else
  68. {
  69. if((std::min)(x, y) / (std::max)(x, y) > 1.3)
  70. return 3 * (ellint_rc_imp(x, y, pol) - sqrt(x) / y) / (2 * (y - x));
  71. // Otherwise fall through to avoid cancellation in the above (RC(x,y) -> 1/x^0.5 as x -> y)
  72. }
  73. }
  74. if(x == y)
  75. {
  76. if((std::min)(x, z) / (std::max)(x, z) > 1.3)
  77. return 3 * (ellint_rc_imp(z, x, pol) - 1 / sqrt(z)) / (z - x);
  78. // Otherwise fall through to avoid cancellation in the above (RC(x,y) -> 1/x^0.5 as x -> y)
  79. }
  80. if(y == 0)
  81. swap(x, y);
  82. if(x == 0)
  83. {
  84. //
  85. // Special handling for common case, from
  86. // Numerical Computation of Real or Complex Elliptic Integrals, eq.47
  87. //
  88. T xn = sqrt(y);
  89. T yn = sqrt(z);
  90. T x0 = xn;
  91. T y0 = yn;
  92. T sum = 0;
  93. T sum_pow = 0.25f;
  94. while(fabs(xn - yn) >= 2.7 * tools::root_epsilon<T>() * fabs(xn))
  95. {
  96. T t = sqrt(xn * yn);
  97. xn = (xn + yn) / 2;
  98. yn = t;
  99. sum_pow *= 2;
  100. sum += sum_pow * boost::math::pow<2>(xn - yn);
  101. }
  102. T RF = constants::pi<T>() / (xn + yn);
  103. //
  104. // This following calculation suffers from serious cancellation when y ~ z
  105. // unless we combine terms. We have:
  106. //
  107. // ( ((x0 + y0)/2)^2 - z ) / (z(y-z))
  108. //
  109. // Substituting y = x0^2 and z = y0^2 and simplifying we get the following:
  110. //
  111. T pt = (x0 + 3 * y0) / (4 * z * (x0 + y0));
  112. //
  113. // Since we've moved the denominator from eq.47 inside the expression, we
  114. // need to also scale "sum" by the same value:
  115. //
  116. pt -= sum / (z * (y - z));
  117. return pt * RF * 3;
  118. }
  119. T xn = x;
  120. T yn = y;
  121. T zn = z;
  122. T An = (x + y + 3 * z) / 5;
  123. T A0 = An;
  124. // This has an extra 1.2 fudge factor which is really only needed when x, y and z are close in magnitude:
  125. T Q = pow(tools::epsilon<T>() / 4, -T(1) / 8) * (std::max)((std::max)(An - x, An - y), An - z) * 1.2f;
  126. BOOST_MATH_INSTRUMENT_VARIABLE(Q);
  127. T lambda, rx, ry, rz;
  128. unsigned k = 0;
  129. T fn = 1;
  130. T RD_sum = 0;
  131. for(; k < policies::get_max_series_iterations<Policy>(); ++k)
  132. {
  133. rx = sqrt(xn);
  134. ry = sqrt(yn);
  135. rz = sqrt(zn);
  136. lambda = rx * ry + rx * rz + ry * rz;
  137. RD_sum += fn / (rz * (zn + lambda));
  138. An = (An + lambda) / 4;
  139. xn = (xn + lambda) / 4;
  140. yn = (yn + lambda) / 4;
  141. zn = (zn + lambda) / 4;
  142. fn /= 4;
  143. Q /= 4;
  144. BOOST_MATH_INSTRUMENT_VARIABLE(k);
  145. BOOST_MATH_INSTRUMENT_VARIABLE(RD_sum);
  146. BOOST_MATH_INSTRUMENT_VARIABLE(Q);
  147. if(Q < An)
  148. break;
  149. }
  150. policies::check_series_iterations<T, Policy>(function, k, pol);
  151. T X = fn * (A0 - x) / An;
  152. T Y = fn * (A0 - y) / An;
  153. T Z = -(X + Y) / 3;
  154. T E2 = X * Y - 6 * Z * Z;
  155. T E3 = (3 * X * Y - 8 * Z * Z) * Z;
  156. T E4 = 3 * (X * Y - Z * Z) * Z * Z;
  157. T E5 = X * Y * Z * Z * Z;
  158. T result = fn * pow(An, T(-3) / 2) *
  159. (1 - 3 * E2 / 14 + E3 / 6 + 9 * E2 * E2 / 88 - 3 * E4 / 22 - 9 * E2 * E3 / 52 + 3 * E5 / 26 - E2 * E2 * E2 / 16
  160. + 3 * E3 * E3 / 40 + 3 * E2 * E4 / 20 + 45 * E2 * E2 * E3 / 272 - 9 * (E3 * E4 + E2 * E5) / 68);
  161. BOOST_MATH_INSTRUMENT_VARIABLE(result);
  162. result += 3 * RD_sum;
  163. return result;
  164. }
  165. } // namespace detail
  166. template <class T1, class T2, class T3, class Policy>
  167. inline typename tools::promote_args<T1, T2, T3>::type
  168. ellint_rd(T1 x, T2 y, T3 z, const Policy& pol)
  169. {
  170. typedef typename tools::promote_args<T1, T2, T3>::type result_type;
  171. typedef typename policies::evaluation<result_type, Policy>::type value_type;
  172. return policies::checked_narrowing_cast<result_type, Policy>(
  173. detail::ellint_rd_imp(
  174. static_cast<value_type>(x),
  175. static_cast<value_type>(y),
  176. static_cast<value_type>(z), pol), "boost::math::ellint_rd<%1%>(%1%,%1%,%1%)");
  177. }
  178. template <class T1, class T2, class T3>
  179. inline typename tools::promote_args<T1, T2, T3>::type
  180. ellint_rd(T1 x, T2 y, T3 z)
  181. {
  182. return ellint_rd(x, y, z, policies::policy<>());
  183. }
  184. }} // namespaces
  185. #endif // BOOST_MATH_ELLINT_RD_HPP