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- // Copyright (c) 2006 Xiaogang Zhang, 2015 John Maddock
- // 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)
- //
- // History:
- // XZ wrote the original of this file as part of the Google
- // Summer of Code 2006. JM modified it to fit into the
- // Boost.Math conceptual framework better, and to correctly
- // handle the p < 0 case.
- // Updated 2015 to use Carlson's latest methods.
- //
- #ifndef BOOST_MATH_ELLINT_RJ_HPP
- #define BOOST_MATH_ELLINT_RJ_HPP
- #ifdef _MSC_VER
- #pragma once
- #endif
- #include <boost/math/special_functions/math_fwd.hpp>
- #include <boost/math/tools/config.hpp>
- #include <boost/math/policies/error_handling.hpp>
- #include <boost/math/special_functions/ellint_rc.hpp>
- #include <boost/math/special_functions/ellint_rf.hpp>
- #include <boost/math/special_functions/ellint_rd.hpp>
- // Carlson's elliptic integral of the third kind
- // R_J(x, y, z, p) = 1.5 * \int_{0}^{\infty} (t+p)^{-1} [(t+x)(t+y)(t+z)]^{-1/2} dt
- // Carlson, Numerische Mathematik, vol 33, 1 (1979)
- namespace boost { namespace math { namespace detail{
- template <typename T, typename Policy>
- T ellint_rc1p_imp(T y, const Policy& pol)
- {
- using namespace boost::math;
- // Calculate RC(1, 1 + x)
- BOOST_MATH_STD_USING
- static const char* function = "boost::math::ellint_rc<%1%>(%1%,%1%)";
- if(y == -1)
- {
- return policies::raise_domain_error<T>(function,
- "Argument y must not be zero but got %1%", y, pol);
- }
- // for 1 + y < 0, the integral is singular, return Cauchy principal value
- T result;
- if(y < -1)
- {
- result = sqrt(1 / -y) * detail::ellint_rc_imp(T(-y), T(-1 - y), pol);
- }
- else if(y == 0)
- {
- result = 1;
- }
- else if(y > 0)
- {
- result = atan(sqrt(y)) / sqrt(y);
- }
- else
- {
- if(y > -0.5)
- {
- T arg = sqrt(-y);
- result = (boost::math::log1p(arg, pol) - boost::math::log1p(-arg, pol)) / (2 * sqrt(-y));
- }
- else
- {
- result = log((1 + sqrt(-y)) / sqrt(1 + y)) / sqrt(-y);
- }
- }
- return result;
- }
- template <typename T, typename Policy>
- T ellint_rj_imp(T x, T y, T z, T p, const Policy& pol)
- {
- BOOST_MATH_STD_USING
- static const char* function = "boost::math::ellint_rj<%1%>(%1%,%1%,%1%)";
- if(x < 0)
- {
- return policies::raise_domain_error<T>(function,
- "Argument x must be non-negative, but got x = %1%", x, pol);
- }
- if(y < 0)
- {
- return policies::raise_domain_error<T>(function,
- "Argument y must be non-negative, but got y = %1%", y, pol);
- }
- if(z < 0)
- {
- return policies::raise_domain_error<T>(function,
- "Argument z must be non-negative, but got z = %1%", z, pol);
- }
- if(p == 0)
- {
- return policies::raise_domain_error<T>(function,
- "Argument p must not be zero, but got p = %1%", p, pol);
- }
- if(x + y == 0 || y + z == 0 || z + x == 0)
- {
- return policies::raise_domain_error<T>(function,
- "At most one argument can be zero, "
- "only possible result is %1%.", std::numeric_limits<T>::quiet_NaN(), pol);
- }
- // for p < 0, the integral is singular, return Cauchy principal value
- if(p < 0)
- {
- //
- // We must ensure that x < y < z.
- // Since the integral is symmetrical in x, y and z
- // we can just permute the values:
- //
- if(x > y)
- std::swap(x, y);
- if(y > z)
- std::swap(y, z);
- if(x > y)
- std::swap(x, y);
- BOOST_ASSERT(x <= y);
- BOOST_ASSERT(y <= z);
- T q = -p;
- p = (z * (x + y + q) - x * y) / (z + q);
- BOOST_ASSERT(p >= 0);
- T value = (p - z) * ellint_rj_imp(x, y, z, p, pol);
- value -= 3 * ellint_rf_imp(x, y, z, pol);
- value += 3 * sqrt((x * y * z) / (x * y + p * q)) * ellint_rc_imp(T(x * y + p * q), T(p * q), pol);
- value /= (z + q);
- return value;
- }
- //
- // Special cases from http://dlmf.nist.gov/19.20#iii
- //
- if(x == y)
- {
- if(x == z)
- {
- if(x == p)
- {
- // All values equal:
- return 1 / (x * sqrt(x));
- }
- else
- {
- // x = y = z:
- return 3 * (ellint_rc_imp(x, p, pol) - 1 / sqrt(x)) / (x - p);
- }
- }
- else
- {
- // x = y only, permute so y = z:
- using std::swap;
- swap(x, z);
- if(y == p)
- {
- return ellint_rd_imp(x, y, y, pol);
- }
- else if((std::max)(y, p) / (std::min)(y, p) > 1.2)
- {
- return 3 * (ellint_rc_imp(x, y, pol) - ellint_rc_imp(x, p, pol)) / (p - y);
- }
- // Otherwise fall through to normal method, special case above will suffer too much cancellation...
- }
- }
- if(y == z)
- {
- if(y == p)
- {
- // y = z = p:
- return ellint_rd_imp(x, y, y, pol);
- }
- else if((std::max)(y, p) / (std::min)(y, p) > 1.2)
- {
- // y = z:
- return 3 * (ellint_rc_imp(x, y, pol) - ellint_rc_imp(x, p, pol)) / (p - y);
- }
- // Otherwise fall through to normal method, special case above will suffer too much cancellation...
- }
- if(z == p)
- {
- return ellint_rd_imp(x, y, z, pol);
- }
- T xn = x;
- T yn = y;
- T zn = z;
- T pn = p;
- T An = (x + y + z + 2 * p) / 5;
- T A0 = An;
- T delta = (p - x) * (p - y) * (p - z);
- T Q = pow(tools::epsilon<T>() / 5, -T(1) / 8) * (std::max)((std::max)(fabs(An - x), fabs(An - y)), (std::max)(fabs(An - z), fabs(An - p)));
- unsigned n;
- T lambda;
- T Dn;
- T En;
- T rx, ry, rz, rp;
- T fmn = 1; // 4^-n
- T RC_sum = 0;
- for(n = 0; n < policies::get_max_series_iterations<Policy>(); ++n)
- {
- rx = sqrt(xn);
- ry = sqrt(yn);
- rz = sqrt(zn);
- rp = sqrt(pn);
- Dn = (rp + rx) * (rp + ry) * (rp + rz);
- En = delta / Dn;
- En /= Dn;
- if((En < -0.5) && (En > -1.5))
- {
- //
- // Occasionally En ~ -1, we then have no means of calculating
- // RC(1, 1+En) without terrible cancellation error, so we
- // need to get to 1+En directly. By substitution we have
- //
- // 1+E_0 = 1 + (p-x)*(p-y)*(p-z)/((sqrt(p) + sqrt(x))*(sqrt(p)+sqrt(y))*(sqrt(p)+sqrt(z)))^2
- // = 2*sqrt(p)*(p+sqrt(x) * (sqrt(y)+sqrt(z)) + sqrt(y)*sqrt(z)) / ((sqrt(p) + sqrt(x))*(sqrt(p) + sqrt(y)*(sqrt(p)+sqrt(z))))
- //
- // And since this is just an application of the duplication formula for RJ, the same
- // expression works for 1+En if we use x,y,z,p_n etc.
- // This branch is taken only once or twice at the start of iteration,
- // after than En reverts to it's usual very small values.
- //
- T b = 2 * rp * (pn + rx * (ry + rz) + ry * rz) / Dn;
- RC_sum += fmn / Dn * detail::ellint_rc_imp(T(1), b, pol);
- }
- else
- {
- RC_sum += fmn / Dn * ellint_rc1p_imp(En, pol);
- }
- lambda = rx * ry + rx * rz + ry * rz;
- // From here on we move to n+1:
- An = (An + lambda) / 4;
- fmn /= 4;
- if(fmn * Q < An)
- break;
- xn = (xn + lambda) / 4;
- yn = (yn + lambda) / 4;
- zn = (zn + lambda) / 4;
- pn = (pn + lambda) / 4;
- delta /= 64;
- }
- T X = fmn * (A0 - x) / An;
- T Y = fmn * (A0 - y) / An;
- T Z = fmn * (A0 - z) / An;
- T P = (-X - Y - Z) / 2;
- T E2 = X * Y + X * Z + Y * Z - 3 * P * P;
- T E3 = X * Y * Z + 2 * E2 * P + 4 * P * P * P;
- T E4 = (2 * X * Y * Z + E2 * P + 3 * P * P * P) * P;
- T E5 = X * Y * Z * P * P;
- T result = fmn * pow(An, T(-3) / 2) *
- (1 - 3 * E2 / 14 + E3 / 6 + 9 * E2 * E2 / 88 - 3 * E4 / 22 - 9 * E2 * E3 / 52 + 3 * E5 / 26 - E2 * E2 * E2 / 16
- + 3 * E3 * E3 / 40 + 3 * E2 * E4 / 20 + 45 * E2 * E2 * E3 / 272 - 9 * (E3 * E4 + E2 * E5) / 68);
- result += 6 * RC_sum;
- return result;
- }
- } // namespace detail
- template <class T1, class T2, class T3, class T4, class Policy>
- inline typename tools::promote_args<T1, T2, T3, T4>::type
- ellint_rj(T1 x, T2 y, T3 z, T4 p, const Policy& pol)
- {
- typedef typename tools::promote_args<T1, T2, T3, T4>::type result_type;
- typedef typename policies::evaluation<result_type, Policy>::type value_type;
- return policies::checked_narrowing_cast<result_type, Policy>(
- detail::ellint_rj_imp(
- static_cast<value_type>(x),
- static_cast<value_type>(y),
- static_cast<value_type>(z),
- static_cast<value_type>(p),
- pol), "boost::math::ellint_rj<%1%>(%1%,%1%,%1%,%1%)");
- }
- template <class T1, class T2, class T3, class T4>
- inline typename tools::promote_args<T1, T2, T3, T4>::type
- ellint_rj(T1 x, T2 y, T3 z, T4 p)
- {
- return ellint_rj(x, y, z, p, policies::policy<>());
- }
- }} // namespaces
- #endif // BOOST_MATH_ELLINT_RJ_HPP
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