lambert_w.hpp 94 KB

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  1. // Copyright John Maddock 2017.
  2. // Copyright Paul A. Bristow 2016, 2017, 2018.
  3. // Copyright Nicholas Thompson 2018
  4. // Distributed under the Boost Software License, Version 1.0.
  5. // (See accompanying file LICENSE_1_0.txt or
  6. // copy at http ://www.boost.org/LICENSE_1_0.txt).
  7. #ifndef BOOST_MATH_SF_LAMBERT_W_HPP
  8. #define BOOST_MATH_SF_LAMBERT_W_HPP
  9. #ifdef _MSC_VER
  10. #pragma warning(disable : 4127)
  11. #endif
  12. /*
  13. Implementation of an algorithm for the Lambert W0 and W-1 real-only functions.
  14. This code is based in part on the algorithm by
  15. Toshio Fukushima,
  16. "Precise and fast computation of Lambert W-functions without transcendental function evaluations",
  17. J.Comp.Appl.Math. 244 (2013) 77-89,
  18. and on a C/C++ version by Darko Veberic, darko.veberic@ijs.si
  19. based on the Fukushima algorithm and Toshio Fukushima's FORTRAN version of his algorithm.
  20. First derivative of Lambert_w is derived from
  21. Princeton Companion to Applied Mathematics, 'The Lambert-W function', Section 1.3: Series and Generating Functions.
  22. */
  23. /*
  24. TODO revise this list of macros.
  25. Some macros that will show some (or much) diagnostic values if #defined.
  26. //[boost_math_instrument_lambert_w_macros
  27. // #define-able macros
  28. BOOST_MATH_INSTRUMENT_LAMBERT_W_HALLEY // Halley refinement diagnostics.
  29. BOOST_MATH_INSTRUMENT_LAMBERT_W_PRECISION // Precision.
  30. BOOST_MATH_INSTRUMENT_LAMBERT_WM1 // W1 branch diagnostics.
  31. BOOST_MATH_INSTRUMENT_LAMBERT_WM1_HALLEY // Halley refinement diagnostics only for W-1 branch.
  32. BOOST_MATH_INSTRUMENT_LAMBERT_WM1_TINY // K > 64, z > -1.0264389699511303e-26
  33. BOOST_MATH_INSTRUMENT_LAMBERT_WM1_LOOKUP // Show results from W-1 lookup table.
  34. BOOST_MATH_INSTRUMENT_LAMBERT_W_SCHROEDER // Schroeder refinement diagnostics.
  35. BOOST_MATH_INSTRUMENT_LAMBERT_W_TERMS // Number of terms used for near-singularity series.
  36. BOOST_MATH_INSTRUMENT_LAMBERT_W_SINGULARITY_SERIES // Show evaluation of series near branch singularity.
  37. BOOST_MATH_INSTRUMENT_LAMBERT_W_SMALL_Z_SERIES
  38. BOOST_MATH_INSTRUMENT_LAMBERT_W_SMALL_Z_SERIES_ITERATIONS // Show evaluation of series for small z.
  39. //] [/boost_math_instrument_lambert_w_macros]
  40. */
  41. #include <boost/math/policies/error_handling.hpp>
  42. #include <boost/math/policies/policy.hpp>
  43. #include <boost/math/tools/promotion.hpp>
  44. #include <boost/math/special_functions/fpclassify.hpp>
  45. #include <boost/math/special_functions/log1p.hpp> // for log (1 + x)
  46. #include <boost/math/constants/constants.hpp> // For exp_minus_one == 3.67879441171442321595523770161460867e-01.
  47. #include <boost/math/special_functions/pow.hpp> // powers with compile time exponent, used in arbitrary precision code.
  48. #include <boost/math/tools/series.hpp> // series functor.
  49. //#include <boost/math/tools/polynomial.hpp> // polynomial.
  50. #include <boost/math/tools/rational.hpp> // evaluate_polynomial.
  51. #include <boost/type_traits/is_integral.hpp>
  52. #include <boost/math/tools/precision.hpp> // boost::math::tools::max_value().
  53. #include <boost/math/tools/big_constant.hpp>
  54. #include <boost/math/tools/cxx03_warn.hpp>
  55. #include <limits>
  56. #include <cmath>
  57. #include <limits>
  58. #include <exception>
  59. #include <type_traits>
  60. #include <cstdint>
  61. // Needed for testing and diagnostics only.
  62. #include <iostream>
  63. #include <typeinfo>
  64. #include <boost/math/special_functions/next.hpp> // For float_distance.
  65. using lookup_t = double; // Type for lookup table (double or float, or even long double?)
  66. //#include "J:\Cpp\Misc\lambert_w_lookup_table_generator\lambert_w_lookup_table.ipp"
  67. // #include "lambert_w_lookup_table.ipp" // Boost.Math version.
  68. #include <boost/math/special_functions/detail/lambert_w_lookup_table.ipp>
  69. #if defined(__GNUC__) && defined(BOOST_MATH_USE_FLOAT128)
  70. //
  71. // This is the only way we can avoid
  72. // warning: non-standard suffix on floating constant [-Wpedantic]
  73. // when building with -Wall -pedantic. Neither __extension__
  74. // nor #pragma diagnostic ignored work :(
  75. //
  76. #pragma GCC system_header
  77. #endif
  78. namespace boost {
  79. namespace math {
  80. namespace lambert_w_detail {
  81. //! \brief Applies a single Halley step to make a better estimate of Lambert W.
  82. //! \details Used the simplified formulae obtained from
  83. //! http://www.wolframalpha.com/input/?i=%5B2(z+exp(z)-w)+d%2Fdx+(z+exp(z)-w)%5D+%2F+%5B2+(d%2Fdx+(z+exp(z)-w))%5E2+-+(z+exp(z)-w)+d%5E2%2Fdx%5E2+(z+exp(z)-w)%5D
  84. //! [2(z exp(z)-w) d/dx (z exp(z)-w)] / [2 (d/dx (z exp(z)-w))^2 - (z exp(z)-w) d^2/dx^2 (z exp(z)-w)]
  85. //! \tparam T floating-point (or fixed-point) type.
  86. //! \param w_est Lambert W estimate.
  87. //! \param z Argument z for Lambert_w function.
  88. //! \returns New estimate of Lambert W, hopefully improved.
  89. //!
  90. template <typename T>
  91. inline T lambert_w_halley_step(T w_est, const T z)
  92. {
  93. BOOST_MATH_STD_USING
  94. T e = exp(w_est);
  95. w_est -= 2 * (w_est + 1) * (e * w_est - z) / (z * (w_est + 2) + e * (w_est * (w_est + 2) + 2));
  96. return w_est;
  97. } // template <typename T> lambert_w_halley_step(T w_est, T z)
  98. //! \brief Halley iterate to refine Lambert_w estimate,
  99. //! taking at least one Halley_step.
  100. //! Repeat Halley steps until the *last step* had fewer than half the digits wrong,
  101. //! the step we've just taken should have been sufficient to have completed the iteration.
  102. //! \tparam T floating-point (or fixed-point) type.
  103. //! \param z Argument z for Lambert_w function.
  104. //! \param w_est Lambert w estimate.
  105. template <typename T>
  106. inline T lambert_w_halley_iterate(T w_est, const T z)
  107. {
  108. BOOST_MATH_STD_USING
  109. static const T max_diff = boost::math::tools::root_epsilon<T>() * fabs(w_est);
  110. T w_new = lambert_w_halley_step(w_est, z);
  111. T diff = fabs(w_est - w_new);
  112. while (diff > max_diff)
  113. {
  114. w_est = w_new;
  115. w_new = lambert_w_halley_step(w_est, z);
  116. diff = fabs(w_est - w_new);
  117. }
  118. return w_new;
  119. } // template <typename T> lambert_w_halley_iterate(T w_est, T z)
  120. // Two Halley function versions that either
  121. // single step (if std::false_type) or iterate (if std::true_type).
  122. // Selected at compile-time using parameter 3.
  123. template <typename T>
  124. inline T lambert_w_maybe_halley_iterate(T z, T w, std::false_type const&)
  125. {
  126. return lambert_w_halley_step(z, w); // Single step.
  127. }
  128. template <typename T>
  129. inline T lambert_w_maybe_halley_iterate(T z, T w, std::true_type const&)
  130. {
  131. return lambert_w_halley_iterate(z, w); // Iterate steps.
  132. }
  133. //! maybe_reduce_to_double function,
  134. //! Two versions that have a compile-time option to
  135. //! reduce argument z to double precision (if true_type).
  136. //! Version is selected at compile-time using parameter 2.
  137. template <typename T>
  138. inline double maybe_reduce_to_double(const T& z, const std::true_type&)
  139. {
  140. return static_cast<double>(z); // Reduce to double precision.
  141. }
  142. template <typename T>
  143. inline T maybe_reduce_to_double(const T& z, const std::false_type&)
  144. { // Don't reduce to double.
  145. return z;
  146. }
  147. template <typename T>
  148. inline double must_reduce_to_double(const T& z, const std::true_type&)
  149. {
  150. return static_cast<double>(z); // Reduce to double precision.
  151. }
  152. template <typename T>
  153. inline double must_reduce_to_double(const T& z, const std::false_type&)
  154. { // try a lexical_cast and hope for the best:
  155. return boost::lexical_cast<double>(z);
  156. }
  157. //! \brief Schroeder method, fifth-order update formula,
  158. //! \details See T. Fukushima page 80-81, and
  159. //! A. Householder, The Numerical Treatment of a Single Nonlinear Equation,
  160. //! McGraw-Hill, New York, 1970, section 4.4.
  161. //! Fukushima algorithm switches to @c schroeder_update after pre-computed bisections,
  162. //! chosen to ensure that the result will be achieve the +/- 10 epsilon target.
  163. //! \param w Lambert w estimate from bisection or series.
  164. //! \param y bracketing value from bisection.
  165. //! \returns Refined estimate of Lambert w.
  166. // Schroeder refinement, called unless NOT required by precision policy.
  167. template<typename T>
  168. inline T schroeder_update(const T w, const T y)
  169. {
  170. // Compute derivatives using 5th order Schroeder refinement.
  171. // Since this is the final step, it will always use the highest precision type T.
  172. // Example of Call:
  173. // result = schroeder_update(w, y);
  174. //where
  175. // w is estimate of Lambert W (from bisection or series).
  176. // y is z * e^-w.
  177. BOOST_MATH_STD_USING // Aid argument dependent lookup of abs.
  178. #ifdef BOOST_MATH_INSTRUMENT_LAMBERT_W_SCHROEDER
  179. std::streamsize saved_precision = std::cout.precision(std::numeric_limits<T>::max_digits10);
  180. using boost::math::float_distance;
  181. T fd = float_distance<T>(w, y);
  182. std::cout << "Schroder ";
  183. if (abs(fd) < 214748000.)
  184. {
  185. std::cout << " Distance = "<< static_cast<int>(fd);
  186. }
  187. else
  188. {
  189. std::cout << "Difference w - y = " << (w - y) << ".";
  190. }
  191. std::cout << std::endl;
  192. #endif // BOOST_MATH_INSTRUMENT_LAMBERT_W_SCHROEDER
  193. // Fukushima equation 18, page 6.
  194. const T f0 = w - y; // f0 = w - y.
  195. const T f1 = 1 + y; // f1 = df/dW
  196. const T f00 = f0 * f0;
  197. const T f11 = f1 * f1;
  198. const T f0y = f0 * y;
  199. const T result =
  200. w - 4 * f0 * (6 * f1 * (f11 + f0y) + f00 * y) /
  201. (f11 * (24 * f11 + 36 * f0y) +
  202. f00 * (6 * y * y + 8 * f1 * y + f0y)); // Fukushima Page 81, equation 21 from equation 20.
  203. #ifdef BOOST_MATH_INSTRUMENT_LAMBERT_W_SCHROEDER
  204. std::cout << "Schroeder refined " << w << " " << y << ", difference " << w-y << ", change " << w - result << ", to result " << result << std::endl;
  205. std::cout.precision(saved_precision); // Restore.
  206. #endif // BOOST_MATH_INSTRUMENT_LAMBERT_W_SCHROEDER
  207. return result;
  208. } // template<typename T = double> T schroeder_update(const T w, const T y)
  209. //! \brief Series expansion used near the singularity/branch point z = -exp(-1) = -3.6787944.
  210. //! Wolfram InverseSeries[Series[sqrt[2(p Exp[1 + p] + 1)], {p,-1, 20}]]
  211. //! Wolfram command used to obtain 40 series terms at 50 decimal digit precision was
  212. //! N[InverseSeries[Series[Sqrt[2(p Exp[1 + p] + 1)], { p,-1,40 }]], 50]
  213. //! -1+p-p^2/3+(11 p^3)/72-(43 p^4)/540+(769 p^5)/17280-(221 p^6)/8505+(680863 p^7)/43545600 ...
  214. //! Decimal values of specifications for built-in floating-point types below
  215. //! are at least 21 digits precision == max_digits10 for long double.
  216. //! Longer decimal digits strings are rationals evaluated using Wolfram.
  217. template<typename T>
  218. T lambert_w_singularity_series(const T p)
  219. {
  220. #ifdef BOOST_MATH_INSTRUMENT_LAMBERT_W_SINGULARITY_SERIES
  221. std::size_t saved_precision = std::cout.precision(3);
  222. std::cout << "Singularity_series Lambert_w p argument = " << p << std::endl;
  223. std::cout
  224. //<< "Argument Type = " << typeid(T).name()
  225. //<< ", max_digits10 = " << std::numeric_limits<T>::max_digits10
  226. //<< ", epsilon = " << std::numeric_limits<T>::epsilon()
  227. << std::endl;
  228. std::cout.precision(saved_precision);
  229. #endif // BOOST_MATH_INSTRUMENT_LAMBERT_W_SINGULARITY_SERIES
  230. static const T q[] =
  231. {
  232. -static_cast<T>(1), // j0
  233. +T(1), // j1
  234. -T(1) / 3, // 1/3 j2
  235. +T(11) / 72, // 0.152777777777777778, // 11/72 j3
  236. -T(43) / 540, // 0.0796296296296296296, // 43/540 j4
  237. +T(769) / 17280, // 0.0445023148148148148, j5
  238. -T(221) / 8505, // 0.0259847148736037625, j6
  239. //+T(0.0156356325323339212L), // j7
  240. //+T(0.015635632532333921222810111699000587889476778365667L), // j7 from Wolfram N[680863/43545600, 50]
  241. +T(680863uLL) / 43545600uLL, // +0.0156356325323339212, j7
  242. //-T(0.00961689202429943171L), // j8
  243. -T(1963uLL) / 204120uLL, // 0.00961689202429943171, j8
  244. //-T(0.0096168920242994317068391142465216539290613364687439L), // j8 from Wolfram N[1963/204120, 50]
  245. +T(226287557uLL) / 37623398400uLL, // 0.00601454325295611786, j9
  246. -T(5776369uLL) / 1515591000uLL, // 0.00381129803489199923, j10
  247. //+T(0.00244087799114398267L), j11 0.0024408779911439826658968585286437530215699919795550
  248. +T(169709463197uLL) / 69528040243200uLL, // j11
  249. // -T(0.00157693034468678425L), // j12 -0.0015769303446867842539234095399314115973161850314723
  250. -T(1118511313uLL) / 709296588000uLL, // j12
  251. +T(667874164916771uLL) / 650782456676352000uLL, // j13
  252. //+T(0.00102626332050760715L), // j13 0.0010262633205076071544375481533906861056468041465973
  253. -T(500525573uLL) / 744761417400uLL, // j14
  254. // -T(0.000672061631156136204L), j14
  255. //+T(1003663334225097487uLL) / 234281684403486720000uLL, // j15 0.00044247306181462090993020760858473726479232802068800 error C2177: constant too big
  256. //+T(0.000442473061814620910L, // j15
  257. BOOST_MATH_BIG_CONSTANT(T, 64, +0.000442473061814620910), // j15
  258. // -T(0.000292677224729627445L), // j16
  259. BOOST_MATH_BIG_CONSTANT(T, 64, -0.000292677224729627445), // j16
  260. //+T(0.000194387276054539318L), // j17
  261. BOOST_MATH_BIG_CONSTANT(T, 64, 0.000194387276054539318), // j17
  262. //-T(0.000129574266852748819L), // j18
  263. BOOST_MATH_BIG_CONSTANT(T, 64, -0.000129574266852748819), // j18
  264. //+T(0.0000866503580520812717L), // j19 N[+1150497127780071399782389/13277465363600276402995200000, 50] 0.000086650358052081271660451590462390293190597827783288
  265. BOOST_MATH_BIG_CONSTANT(T, 64, +0.0000866503580520812717), // j19
  266. //-T(0.0000581136075044138168L) // j20 N[2853534237182741069/49102686267859224000000, 50] 0.000058113607504413816772205464778828177256611844221913
  267. // -T(2853534237182741069uLL) / 49102686267859224000000uLL // j20 // error C2177: constant too big,
  268. // so must use BOOST_MATH_BIG_CONSTANT(T, ) format in hope of using suffix Q for quad or decimal digits string for others.
  269. //-T(0.000058113607504413816772205464778828177256611844221913L), // j20 N[2853534237182741069/49102686267859224000000, 50] 0.000058113607504413816772205464778828177256611844221913
  270. BOOST_MATH_BIG_CONSTANT(T, 113, -0.000058113607504413816772205464778828177256611844221913) // j20 - last used by Fukushima
  271. // More terms don't seem to give any improvement (worse in fact) and are not use for many z values.
  272. //BOOST_MATH_BIG_CONSTANT(T, +0.000039076684867439051635395583044527492132109160553593), // j21
  273. //BOOST_MATH_BIG_CONSTANT(T, -0.000026338064747231098738584082718649443078703982217219), // j22
  274. //BOOST_MATH_BIG_CONSTANT(T, +0.000017790345805079585400736282075184540383274460464169), // j23
  275. //BOOST_MATH_BIG_CONSTANT(T, -0.000012040352739559976942274116578992585158113153190354), // j24
  276. //BOOST_MATH_BIG_CONSTANT(T, +8.1635319824966121713827512573558687050675701559448E-6), // j25
  277. //BOOST_MATH_BIG_CONSTANT(T, -5.5442032085673591366657251660804575198155559225316E-6) // j26
  278. // -T(5.5442032085673591366657251660804575198155559225316E-6L) // j26
  279. // 21 to 26 Added for long double.
  280. }; // static const T q[]
  281. /*
  282. // Temporary copy of original double values for comparison; these are reproduced well.
  283. static const T q[] =
  284. {
  285. -1L, // j0
  286. +1L, // j1
  287. -0.333333333333333333L, // 1/3 j2
  288. +0.152777777777777778L, // 11/72 j3
  289. -0.0796296296296296296L, // 43/540
  290. +0.0445023148148148148L,
  291. -0.0259847148736037625L,
  292. +0.0156356325323339212L,
  293. -0.00961689202429943171L,
  294. +0.00601454325295611786L,
  295. -0.00381129803489199923L,
  296. +0.00244087799114398267L,
  297. -0.00157693034468678425L,
  298. +0.00102626332050760715L,
  299. -0.000672061631156136204L,
  300. +0.000442473061814620910L,
  301. -0.000292677224729627445L,
  302. +0.000194387276054539318L,
  303. -0.000129574266852748819L,
  304. +0.0000866503580520812717L,
  305. -0.0000581136075044138168L // j20
  306. };
  307. */
  308. // Decide how many series terms to use, increasing as z approaches the singularity,
  309. // balancing run-time versus computational noise from round-off.
  310. // In practice, we truncate the series expansion at a certain order.
  311. // If the order is too large, not only does the amount of computation increase,
  312. // but also the round-off errors accumulate.
  313. // See Fukushima equation 35, page 85 for logic of choice of number of series terms.
  314. BOOST_MATH_STD_USING // Aid argument dependent lookup (ADL) of abs.
  315. const T absp = abs(p);
  316. #ifdef BOOST_MATH_INSTRUMENT_LAMBERT_W_TERMS
  317. {
  318. int terms = 20; // Default to using all terms.
  319. if (absp < 0.01159)
  320. { // Very near singularity.
  321. terms = 6;
  322. }
  323. else if (absp < 0.0766)
  324. { // Near singularity.
  325. terms = 10;
  326. }
  327. std::streamsize saved_precision = std::cout.precision(3);
  328. std::cout << "abs(p) = " << absp << ", terms = " << terms << std::endl;
  329. std::cout.precision(saved_precision);
  330. }
  331. #endif // BOOST_MATH_INSTRUMENT_LAMBERT_W_TERMS
  332. if (absp < 0.01159)
  333. { // Only 6 near-singularity series terms are useful.
  334. return
  335. -1 +
  336. p * (1 +
  337. p * (q[2] +
  338. p * (q[3] +
  339. p * (q[4] +
  340. p * (q[5] +
  341. p * q[6]
  342. )))));
  343. }
  344. else if (absp < 0.0766) // Use 10 near-singularity series terms.
  345. { // Use 10 near-singularity series terms.
  346. return
  347. -1 +
  348. p * (1 +
  349. p * (q[2] +
  350. p * (q[3] +
  351. p * (q[4] +
  352. p * (q[5] +
  353. p * (q[6] +
  354. p * (q[7] +
  355. p * (q[8] +
  356. p * (q[9] +
  357. p * q[10]
  358. )))))))));
  359. }
  360. else
  361. { // Use all 20 near-singularity series terms.
  362. return
  363. -1 +
  364. p * (1 +
  365. p * (q[2] +
  366. p * (q[3] +
  367. p * (q[4] +
  368. p * (q[5] +
  369. p * (q[6] +
  370. p * (q[7] +
  371. p * (q[8] +
  372. p * (q[9] +
  373. p * (q[10] +
  374. p * (q[11] +
  375. p * (q[12] +
  376. p * (q[13] +
  377. p * (q[14] +
  378. p * (q[15] +
  379. p * (q[16] +
  380. p * (q[17] +
  381. p * (q[18] +
  382. p * (q[19] +
  383. p * q[20] // Last Fukushima term.
  384. )))))))))))))))))));
  385. // + // more terms for more precise T: long double ...
  386. //// but makes almost no difference, so don't use more terms?
  387. // p*q[21] +
  388. // p*q[22] +
  389. // p*q[23] +
  390. // p*q[24] +
  391. // p*q[25]
  392. // )))))))))))))))))));
  393. }
  394. } // template<typename T = double> T lambert_w_singularity_series(const T p)
  395. /////////////////////////////////////////////////////////////////////////////////////////////
  396. //! \brief Series expansion used near zero (abs(z) < 0.05).
  397. //! \details
  398. //! Coefficients of the inverted series expansion of the Lambert W function around z = 0.
  399. //! Tosio Fukushima always uses all 17 terms of a Taylor series computed using Wolfram with
  400. //! InverseSeries[Series[z Exp[z],{z,0,17}]]
  401. //! Tosio Fukushima / Journal of Computational and Applied Mathematics 244 (2013) page 86.
  402. //! Decimal values of specifications for built-in floating-point types below
  403. //! are 21 digits precision == max_digits10 for long double.
  404. //! Care! Some coefficients might overflow some fixed_point types.
  405. //! This version is intended to allow use by user-defined types
  406. //! like Boost.Multiprecision quad and cpp_dec_float types.
  407. //! The three specializations below for built-in float, double
  408. //! (and perhaps long double) will be chosen in preference for these types.
  409. //! This version uses rationals computed by Wolfram as far as possible,
  410. //! limited by maximum size of uLL integers.
  411. //! For higher term, uses decimal digit strings computed by Wolfram up to the maximum possible using uLL rationals,
  412. //! and then higher coefficients are computed as necessary using function lambert_w0_small_z_series_term
  413. //! until the precision required by the policy is achieved.
  414. //! InverseSeries[Series[z Exp[z],{z,0,34}]] also computed.
  415. // Series evaluation for LambertW(z) as z -> 0.
  416. // See http://functions.wolfram.com/ElementaryFunctions/ProductLog/06/01/01/0003/
  417. // http://functions.wolfram.com/ElementaryFunctions/ProductLog/06/01/01/0003/MainEq1.L.gif
  418. //! \brief lambert_w0_small_z uses a tag_type to select a variant depending on the size of the type.
  419. //! The Lambert W is computed by lambert_w0_small_z for small z.
  420. //! The cutoff for z smallness determined by Tosio Fukushima by trial and error is (abs(z) < 0.05),
  421. //! but the optimum might be a function of the size of the type of z.
  422. //! \details
  423. //! The tag_type selection is based on the value @c std::numeric_limits<T>::max_digits10.
  424. //! This allows distinguishing between long double types that commonly vary between 64 and 80-bits,
  425. //! and also compilers that have a float type using 64 bits and/or long double using 128-bits.
  426. //! It assumes that max_digits10 is defined correctly or this might fail to make the correct selection.
  427. //! causing very small differences in computing lambert_w that would be very difficult to detect and diagnose.
  428. //! Cannot switch on @c std::numeric_limits<>::max() because comparison values may overflow the compiler limit.
  429. //! Cannot switch on @c std::numeric_limits<long double>::max_exponent10()
  430. //! because both 80 and 128 bit floating-point implementations use 11 bits for the exponent.
  431. //! So must rely on @c std::numeric_limits<long double>::max_digits10.
  432. //! Specialization of float zero series expansion used for small z (abs(z) < 0.05).
  433. //! Specializations of lambert_w0_small_z for built-in types.
  434. //! These specializations should be chosen in preference to T version.
  435. //! For example: lambert_w0_small_z(0.001F) should use the float version.
  436. //! (Parameter Policy is not used by built-in types when all terms are used during an inline computation,
  437. //! but for the tag_type selection to work, they all must include Policy in their signature.
  438. // Forward declaration of variants of lambert_w0_small_z.
  439. template <typename T, typename Policy>
  440. T lambert_w0_small_z(T x, const Policy&, std::integral_constant<int, 0> const&); // for float (32-bit) type.
  441. template <typename T, typename Policy>
  442. T lambert_w0_small_z(T x, const Policy&, std::integral_constant<int, 1> const&); // for double (64-bit) type.
  443. template <typename T, typename Policy>
  444. T lambert_w0_small_z(T x, const Policy&, std::integral_constant<int, 2> const&); // for long double (double extended 80-bit) type.
  445. template <typename T, typename Policy>
  446. T lambert_w0_small_z(T x, const Policy&, std::integral_constant<int, 3> const&); // for long double (128-bit) type.
  447. template <typename T, typename Policy>
  448. T lambert_w0_small_z(T x, const Policy&, std::integral_constant<int, 4> const&); // for float128 quadmath Q type.
  449. template <typename T, typename Policy>
  450. T lambert_w0_small_z(T x, const Policy&, std::integral_constant<int, 5> const&); // Generic multiprecision T.
  451. // Set tag_type depending on max_digits10.
  452. template <typename T, typename Policy>
  453. T lambert_w0_small_z(T x, const Policy& pol)
  454. { //std::numeric_limits<T>::max_digits10 == 36 ? 3 : // 128-bit long double.
  455. using tag_type = std::integral_constant<int,
  456. std::numeric_limits<T>::is_specialized == 0 ? 5 :
  457. #ifndef BOOST_NO_CXX11_NUMERIC_LIMITS
  458. std::numeric_limits<T>::max_digits10 <= 9 ? 0 : // for float 32-bit.
  459. std::numeric_limits<T>::max_digits10 <= 17 ? 1 : // for double 64-bit.
  460. std::numeric_limits<T>::max_digits10 <= 22 ? 2 : // for 80-bit double extended.
  461. std::numeric_limits<T>::max_digits10 < 37 ? 4 // for both 128-bit long double (3) and 128-bit quad suffix Q type (4).
  462. #else
  463. std::numeric_limits<T>::radix != 2 ? 5 :
  464. std::numeric_limits<T>::digits <= 24 ? 0 : // for float 32-bit.
  465. std::numeric_limits<T>::digits <= 53 ? 1 : // for double 64-bit.
  466. std::numeric_limits<T>::digits <= 64 ? 2 : // for 80-bit double extended.
  467. std::numeric_limits<T>::digits <= 113 ? 4 // for both 128-bit long double (3) and 128-bit quad suffix Q type (4).
  468. #endif
  469. : 5>; // All Generic multiprecision types.
  470. // std::cout << "\ntag type = " << tag_type << std::endl; // error C2275: 'tag_type': illegal use of this type as an expression.
  471. return lambert_w0_small_z(x, pol, tag_type());
  472. } // template <typename T> T lambert_w0_small_z(T x)
  473. //! Specialization of float (32-bit) series expansion used for small z (abs(z) < 0.05).
  474. // Only 9 Coefficients are computed to 21 decimal digits precision, ample for 32-bit float used by most platforms.
  475. // Taylor series coefficients used are computed by Wolfram to 50 decimal digits using instruction
  476. // N[InverseSeries[Series[z Exp[z],{z,0,34}]],50],
  477. // as proposed by Tosio Fukushima and implemented by Darko Veberic.
  478. template <typename T, typename Policy>
  479. T lambert_w0_small_z(T z, const Policy&, std::integral_constant<int, 0> const&)
  480. {
  481. #ifdef BOOST_MATH_INSTRUMENT_LAMBERT_W_SMALL_Z_SERIES
  482. std::streamsize prec = std::cout.precision(std::numeric_limits<T>::max_digits10); // Save.
  483. std::cout << "\ntag_type 0 float lambert_w0_small_z called with z = " << z << " using " << 9 << " terms of precision "
  484. << std::numeric_limits<float>::max_digits10 << " decimal digits. " << std::endl;
  485. #endif // BOOST_MATH_INSTRUMENT_LAMBERT_W_SMALL_Z_SERIES
  486. T result =
  487. z * (1 - // j1 z^1 term = 1
  488. z * (1 - // j2 z^2 term = -1
  489. z * (static_cast<float>(3uLL) / 2uLL - // 3/2 // j3 z^3 term = 1.5.
  490. z * (2.6666666666666666667F - // 8/3 // j4
  491. z * (5.2083333333333333333F - // -125/24 // j5
  492. z * (10.8F - // j6
  493. z * (23.343055555555555556F - // j7
  494. z * (52.012698412698412698F - // j8
  495. z * 118.62522321428571429F)))))))); // j9
  496. #ifdef BOOST_MATH_INSTRUMENT_LAMBERT_W_SMALL_Z_SERIES
  497. std::cout << "return w = " << result << std::endl;
  498. std::cout.precision(prec); // Restore.
  499. #endif // BOOST_MATH_INSTRUMENT_LAMBERT_W_SMALL_Z_SERIES
  500. return result;
  501. } // template <typename T> T lambert_w0_small_z(T x, std::integral_constant<int, 0> const&)
  502. //! Specialization of double (64-bit double) series expansion used for small z (abs(z) < 0.05).
  503. // 17 Coefficients are computed to 21 decimal digits precision suitable for 64-bit double used by most platforms.
  504. // Taylor series coefficients used are computed by Wolfram to 50 decimal digits using instruction
  505. // N[InverseSeries[Series[z Exp[z],{z,0,34}]],50], as proposed by Tosio Fukushima and implemented by Veberic.
  506. template <typename T, typename Policy>
  507. T lambert_w0_small_z(const T z, const Policy&, std::integral_constant<int, 1> const&)
  508. {
  509. #ifdef BOOST_MATH_INSTRUMENT_LAMBERT_W_SMALL_Z_SERIES
  510. std::streamsize prec = std::cout.precision(std::numeric_limits<T>::max_digits10); // Save.
  511. std::cout << "\ntag_type 1 double lambert_w0_small_z called with z = " << z << " using " << 17 << " terms of precision, "
  512. << std::numeric_limits<double>::max_digits10 << " decimal digits. " << std::endl;
  513. #endif // BOOST_MATH_INSTRUMENT_LAMBERT_W_SMALL_Z_SERIES
  514. T result =
  515. z * (1. - // j1 z^1
  516. z * (1. - // j2 z^2
  517. z * (1.5 - // 3/2 // j3 z^3
  518. z * (2.6666666666666666667 - // 8/3 // j4
  519. z * (5.2083333333333333333 - // -125/24 // j5
  520. z * (10.8 - // j6
  521. z * (23.343055555555555556 - // j7
  522. z * (52.012698412698412698 - // j8
  523. z * (118.62522321428571429 - // j9
  524. z * (275.57319223985890653 - // j10
  525. z * (649.78717234347442681 - // j11
  526. z * (1551.1605194805194805 - // j12
  527. z * (3741.4497029592385495 - // j13
  528. z * (9104.5002411580189358 - // j14
  529. z * (22324.308512706601434 - // j15
  530. z * (55103.621972903835338 - // j16
  531. z * 136808.86090394293563)))))))))))))))); // j17 z^17
  532. #ifdef BOOST_MATH_INSTRUMENT_LAMBERT_W_SMALL_Z_SERIES
  533. std::cout << "return w = " << result << std::endl;
  534. std::cout.precision(prec); // Restore.
  535. #endif // BOOST_MATH_INSTRUMENT_LAMBERT_W_SMALL_Z_SERIES
  536. return result;
  537. } // T lambert_w0_small_z(const T z, std::integral_constant<int, 1> const&)
  538. //! Specialization of long double (80-bit double extended) series expansion used for small z (abs(z) < 0.05).
  539. // 21 Coefficients are computed to 21 decimal digits precision suitable for 80-bit long double used by some
  540. // platforms including GCC and Clang when generating for Intel X86 floating-point processors with 80-bit operations enabled (the default).
  541. // (This is NOT used by Microsoft Visual Studio where double and long always both use only 64-bit type.
  542. // Nor used for 128-bit float128.)
  543. template <typename T, typename Policy>
  544. T lambert_w0_small_z(const T z, const Policy&, std::integral_constant<int, 2> const&)
  545. {
  546. #ifdef BOOST_MATH_INSTRUMENT_LAMBERT_W_SMALL_Z_SERIES
  547. std::streamsize precision = std::cout.precision(std::numeric_limits<T>::max_digits10); // Save.
  548. std::cout << "\ntag_type 2 long double (80-bit double extended) lambert_w0_small_z called with z = " << z << " using " << 21 << " terms of precision, "
  549. << std::numeric_limits<long double>::max_digits10 << " decimal digits. " << std::endl;
  550. #endif // BOOST_MATH_INSTRUMENT_LAMBERT_W_SMALL_Z_SERIES
  551. // T result =
  552. // z * (1.L - // j1 z^1
  553. // z * (1.L - // j2 z^2
  554. // z * (1.5L - // 3/2 // j3
  555. // z * (2.6666666666666666667L - // 8/3 // j4
  556. // z * (5.2083333333333333333L - // -125/24 // j5
  557. // z * (10.800000000000000000L - // j6
  558. // z * (23.343055555555555556L - // j7
  559. // z * (52.012698412698412698L - // j8
  560. // z * (118.62522321428571429L - // j9
  561. // z * (275.57319223985890653L - // j10
  562. // z * (649.78717234347442681L - // j11
  563. // z * (1551.1605194805194805L - // j12
  564. // z * (3741.4497029592385495L - // j13
  565. // z * (9104.5002411580189358L - // j14
  566. // z * (22324.308512706601434L - // j15
  567. // z * (55103.621972903835338L - // j16
  568. // z * (136808.86090394293563L - // j17 z^17 last term used by Fukushima double.
  569. // z * (341422.050665838363317L - // z^18
  570. // z * (855992.9659966075514633L - // z^19
  571. // z * (2.154990206091088289321e6L - // z^20
  572. // z * 5.4455529223144624316423e6L // z^21
  573. // ))))))))))))))))))));
  574. //
  575. T result =
  576. z * (1.L - // z j1
  577. z * (1.L - // z^2
  578. z * (1.500000000000000000000000000000000L - // z^3
  579. z * (2.666666666666666666666666666666666L - // z ^ 4
  580. z * (5.208333333333333333333333333333333L - // z ^ 5
  581. z * (10.80000000000000000000000000000000L - // z ^ 6
  582. z * (23.34305555555555555555555555555555L - // z ^ 7
  583. z * (52.01269841269841269841269841269841L - // z ^ 8
  584. z * (118.6252232142857142857142857142857L - // z ^ 9
  585. z * (275.5731922398589065255731922398589L - // z ^ 10
  586. z * (649.7871723434744268077601410934744L - // z ^ 11
  587. z * (1551.160519480519480519480519480519L - // z ^ 12
  588. z * (3741.449702959238549516327294105071L - //z ^ 13
  589. z * (9104.500241158018935796713574491352L - // z ^ 14
  590. z * (22324.308512706601434280005708577137L - // z ^ 15
  591. z * (55103.621972903835337697771560205422L - // z ^ 16
  592. z * (136808.86090394293563342215789305736L - // z ^ 17
  593. z * (341422.05066583836331735491399356945L - // z^18
  594. z * (855992.9659966075514633630250633224L - // z^19
  595. z * (2.154990206091088289321708745358647e6L // z^20 distance -5 without term 20
  596. ))))))))))))))))))));
  597. #ifdef BOOST_MATH_INSTRUMENT_LAMBERT_W_SMALL_Z_SERIES
  598. std::cout << "return w = " << result << std::endl;
  599. std::cout.precision(precision); // Restore.
  600. #endif // BOOST_MATH_INSTRUMENT_LAMBERT_W_SMALL_Z_SERIES
  601. return result;
  602. } // long double lambert_w0_small_z(const T z, std::integral_constant<int, 1> const&)
  603. //! Specialization of 128-bit long double series expansion used for small z (abs(z) < 0.05).
  604. // 34 Taylor series coefficients used are computed by Wolfram to 50 decimal digits using instruction
  605. // N[InverseSeries[Series[z Exp[z],{z,0,34}]],50],
  606. // and are suffixed by L as they are assumed of type long double.
  607. // (This is NOT used for 128-bit quad boost::multiprecision::float128 type which required a suffix Q
  608. // nor multiprecision type cpp_bin_float_quad that can only be initialised at full precision of the type
  609. // constructed with a decimal digit string like "2.6666666666666666666666666666666666666666666666667".)
  610. template <typename T, typename Policy>
  611. T lambert_w0_small_z(const T z, const Policy&, std::integral_constant<int, 3> const&)
  612. {
  613. #ifdef BOOST_MATH_INSTRUMENT_LAMBERT_W_SMALL_Z_SERIES
  614. std::streamsize precision = std::cout.precision(std::numeric_limits<T>::max_digits10); // Save.
  615. std::cout << "\ntag_type 3 long double (128-bit) lambert_w0_small_z called with z = " << z << " using " << 17 << " terms of precision, "
  616. << std::numeric_limits<double>::max_digits10 << " decimal digits. " << std::endl;
  617. #endif // BOOST_MATH_INSTRUMENT_LAMBERT_W_SMALL_Z_SERIES
  618. T result =
  619. z * (1.L - // j1
  620. z * (1.L - // j2
  621. z * (1.5L - // 3/2 // j3
  622. z * (2.6666666666666666666666666666666666L - // 8/3 // j4
  623. z * (5.2052083333333333333333333333333333L - // -125/24 // j5
  624. z * (10.800000000000000000000000000000000L - // j6
  625. z * (23.343055555555555555555555555555555L - // j7
  626. z * (52.0126984126984126984126984126984126L - // j8
  627. z * (118.625223214285714285714285714285714L - // j9
  628. z * (275.57319223985890652557319223985890L - // * z ^ 10 - // j10
  629. z * (649.78717234347442680776014109347442680776014109347L - // j11
  630. z * (1551.1605194805194805194805194805194805194805194805L - // j12
  631. z * (3741.4497029592385495163272941050718828496606274384L - // j13
  632. z * (9104.5002411580189357967135744913522691300469078247L - // j14
  633. z * (22324.308512706601434280005708577137148565719994291L - // j15
  634. z * (55103.621972903835337697771560205422639285073147507L - // j16
  635. z * 136808.86090394293563342215789305736395683485630576L // j17
  636. ))))))))))))))));
  637. #ifdef BOOST_MATH_INSTRUMENT_LAMBERT_W_SMALL_Z_SERIES
  638. std::cout << "return w = " << result << std::endl;
  639. std::cout.precision(precision); // Restore.
  640. #endif // BOOST_MATH_INSTRUMENT_LAMBERT_W_SMALL_Z_SERIES
  641. return result;
  642. } // T lambert_w0_small_z(const T z, std::integral_constant<int, 3> const&)
  643. //! Specialization of 128-bit quad series expansion used for small z (abs(z) < 0.05).
  644. // 34 Taylor series coefficients used were computed by Wolfram to 50 decimal digits using instruction
  645. // N[InverseSeries[Series[z Exp[z],{z,0,34}]],50],
  646. // and are suffixed by Q as they are assumed of type quad.
  647. // This could be used for 128-bit quad (which requires a suffix Q for full precision).
  648. // But experiments with GCC 7.2.0 show that while this gives full 128-bit precision
  649. // when the -f-ext-numeric-literals option is in force and the libquadmath library available,
  650. // over the range -0.049 to +0.049,
  651. // it is slightly slower than getting a double approximation followed by a single Halley step.
  652. #ifdef BOOST_HAS_FLOAT128
  653. template <typename T, typename Policy>
  654. T lambert_w0_small_z(const T z, const Policy&, std::integral_constant<int, 4> const&)
  655. {
  656. #ifdef BOOST_MATH_INSTRUMENT_LAMBERT_W_SMALL_Z_SERIES
  657. std::streamsize precision = std::cout.precision(std::numeric_limits<T>::max_digits10); // Save.
  658. std::cout << "\ntag_type 4 128-bit quad float128 lambert_w0_small_z called with z = " << z << " using " << 34 << " terms of precision, "
  659. << std::numeric_limits<float128>::max_digits10 << " max decimal digits." << std::endl;
  660. #endif // BOOST_MATH_INSTRUMENT_LAMBERT_W_SMALL_Z_SERIES
  661. T result =
  662. z * (1.Q - // z j1
  663. z * (1.Q - // z^2
  664. z * (1.500000000000000000000000000000000Q - // z^3
  665. z * (2.666666666666666666666666666666666Q - // z ^ 4
  666. z * (5.208333333333333333333333333333333Q - // z ^ 5
  667. z * (10.80000000000000000000000000000000Q - // z ^ 6
  668. z * (23.34305555555555555555555555555555Q - // z ^ 7
  669. z * (52.01269841269841269841269841269841Q - // z ^ 8
  670. z * (118.6252232142857142857142857142857Q - // z ^ 9
  671. z * (275.5731922398589065255731922398589Q - // z ^ 10
  672. z * (649.7871723434744268077601410934744Q - // z ^ 11
  673. z * (1551.160519480519480519480519480519Q - // z ^ 12
  674. z * (3741.449702959238549516327294105071Q - //z ^ 13
  675. z * (9104.500241158018935796713574491352Q - // z ^ 14
  676. z * (22324.308512706601434280005708577137Q - // z ^ 15
  677. z * (55103.621972903835337697771560205422Q - // z ^ 16
  678. z * (136808.86090394293563342215789305736Q - // z ^ 17
  679. z * (341422.05066583836331735491399356945Q - // z^18
  680. z * (855992.9659966075514633630250633224Q - // z^19
  681. z * (2.154990206091088289321708745358647e6Q - // 20
  682. z * (5.445552922314462431642316420035073e6Q - // 21
  683. z * (1.380733000216662949061923813184508e7Q - // 22
  684. z * (3.511704498513923292853869855945334e7Q - // 23
  685. z * (8.956800256102797693072819557780090e7Q - // 24
  686. z * (2.290416846187949813964782641734774e8Q - // 25
  687. z * (5.871035041171798492020292225245235e8Q - // 26
  688. z * (1.508256053857792919641317138812957e9Q - // 27
  689. z * (3.882630161293188940385873468413841e9Q - // 28
  690. z * (1.001394313665482968013913601565723e10Q - // 29
  691. z * (2.587356736265760638992878359024929e10Q - // 30
  692. z * (6.696209709358073856946120522333454e10Q - // 31
  693. z * (1.735711659599198077777078238043644e11Q - // 32
  694. z * (4.505680465642353886756098108484670e11Q - // 33
  695. z * (1.171223178256487391904047636564823e12Q //z^34
  696. ))))))))))))))))))))))))))))))))));
  697. #ifdef BOOST_MATH_INSTRUMENT_LAMBERT_W_SMALL_Z_SERIES
  698. std::cout << "return w = " << result << std::endl;
  699. std::cout.precision(precision); // Restore.
  700. #endif // BOOST_MATH_INSTRUMENT_LAMBERT_W_SMALL_Z_SERIES
  701. return result;
  702. } // T lambert_w0_small_z(const T z, std::integral_constant<int, 4> const&) float128
  703. #else
  704. template <typename T, typename Policy>
  705. inline T lambert_w0_small_z(const T z, const Policy& pol, std::integral_constant<int, 4> const&)
  706. {
  707. return lambert_w0_small_z(z, pol, std::integral_constant<int, 5>());
  708. }
  709. #endif // BOOST_HAS_FLOAT128
  710. //! Series functor to compute series term using pow and factorial.
  711. //! \details Functor is called after evaluating polynomial with the coefficients as rationals below.
  712. template <typename T>
  713. struct lambert_w0_small_z_series_term
  714. {
  715. using result_type = T;
  716. //! \param _z Lambert W argument z.
  717. //! \param -term -pow<18>(z) / 6402373705728000uLL
  718. //! \param _k number of terms == initially 18
  719. // Note *after* evaluating N terms, its internal state has k = N and term = (-1)^N z^N.
  720. lambert_w0_small_z_series_term(T _z, T _term, int _k)
  721. : k(_k), z(_z), term(_term) { }
  722. T operator()()
  723. { // Called by sum_series until needs precision set by factor (policy::get_epsilon).
  724. using std::pow;
  725. ++k;
  726. term *= -z / k;
  727. //T t = pow(z, k) * pow(T(k), -1 + k) / factorial<T>(k); // (z^k * k(k-1)^k) / k!
  728. T result = term * pow(T(k), -1 + k); // term * k^(k-1)
  729. // std::cout << " k = " << k << ", term = " << term << ", result = " << result << std::endl;
  730. return result; //
  731. }
  732. private:
  733. int k;
  734. T z;
  735. T term;
  736. }; // template <typename T> struct lambert_w0_small_z_series_term
  737. //! Generic variant for T a User-defined types like Boost.Multiprecision.
  738. template <typename T, typename Policy>
  739. inline T lambert_w0_small_z(T z, const Policy& pol, std::integral_constant<int, 5> const&)
  740. {
  741. #ifdef BOOST_MATH_INSTRUMENT_LAMBERT_W_SMALL_Z_SERIES
  742. std::streamsize precision = std::cout.precision(std::numeric_limits<T>::max_digits10); // Save.
  743. std::cout << "Generic lambert_w0_small_z called with z = " << z << " using as many terms needed for precision." << std::endl;
  744. std::cout << "Argument z is of type " << typeid(T).name() << std::endl;
  745. #endif // BOOST_MATH_INSTRUMENT_LAMBERT_W_SMALL_Z_SERIES
  746. // First several terms of the series are tabulated and evaluated as a polynomial:
  747. // this will save us a bunch of expensive calls to pow.
  748. // Then our series functor is initialized "as if" it had already reached term 18,
  749. // enough evaluation of built-in 64-bit double and float (and 80-bit long double?) types.
  750. // Coefficients should be stored such that the coefficients for the x^i terms are in poly[i].
  751. static const T coeff[] =
  752. {
  753. 0, // z^0 Care: zeroth term needed by tools::evaluate_polynomial, but not in the Wolfram equation, so indexes are one different!
  754. 1, // z^1 term.
  755. -1, // z^2 term
  756. static_cast<T>(3uLL) / 2uLL, // z^3 term.
  757. -static_cast<T>(8uLL) / 3uLL, // z^4
  758. static_cast<T>(125uLL) / 24uLL, // z^5
  759. -static_cast<T>(54uLL) / 5uLL, // z^6
  760. static_cast<T>(16807uLL) / 720uLL, // z^7
  761. -static_cast<T>(16384uLL) / 315uLL, // z^8
  762. static_cast<T>(531441uLL) / 4480uLL, // z^9
  763. -static_cast<T>(156250uLL) / 567uLL, // z^10
  764. static_cast<T>(2357947691uLL) / 3628800uLL, // z^11
  765. -static_cast<T>(2985984uLL) / 1925uLL, // z^12
  766. static_cast<T>(1792160394037uLL) / 479001600uLL, // z^13
  767. -static_cast<T>(7909306972uLL) / 868725uLL, // z^14
  768. static_cast<T>(320361328125uLL) / 14350336uLL, // z^15
  769. -static_cast<T>(35184372088832uLL) / 638512875uLL, // z^16
  770. static_cast<T>(2862423051509815793uLL) / 20922789888000uLL, // z^17 term
  771. -static_cast<T>(5083731656658uLL) / 14889875uLL,
  772. // z^18 term. = 136808.86090394293563342215789305735851647769682393
  773. // z^18 is biggest that can be computed as rational using the largest possible uLL integers,
  774. // so higher terms cannot be potentially compiler-computed as uLL rationals.
  775. // Wolfram (5083731656658 z ^ 18) / 14889875 or
  776. // -341422.05066583836331735491399356945575432970390954 z^18
  777. // See note below calling the functor to compute another term,
  778. // sufficient for 80-bit long double precision.
  779. // Wolfram -341422.05066583836331735491399356945575432970390954 z^19 term.
  780. // (5480386857784802185939 z^19)/6402373705728000
  781. // But now this variant is not used to compute long double
  782. // as specializations are provided above.
  783. }; // static const T coeff[]
  784. /*
  785. Table of 19 computed coefficients:
  786. #0 0
  787. #1 1
  788. #2 -1
  789. #3 1.5
  790. #4 -2.6666666666666666666666666666666665382713370408509
  791. #5 5.2083333333333333333333333333333330765426740817019
  792. #6 -10.800000000000000000000000000000000616297582203915
  793. #7 23.343055555555555555555555555555555076212991619177
  794. #8 -52.012698412698412698412698412698412659282693193402
  795. #9 118.62522321428571428571428571428571146835390992496
  796. #10 -275.57319223985890652557319223985891400375196748314
  797. #11 649.7871723434744268077601410934743969785223845882
  798. #12 -1551.1605194805194805194805194805194947599566007429
  799. #13 3741.4497029592385495163272941050719510009019331763
  800. #14 -9104.5002411580189357967135744913524243896052869184
  801. #15 22324.308512706601434280005708577137322392070452582
  802. #16 -55103.621972903835337697771560205423203318720697224
  803. #17 136808.86090394293563342215789305735851647769682393
  804. 136808.86090394293563342215789305735851647769682393 == Exactly same as Wolfram computed value.
  805. #18 -341422.05066583836331735491399356947486381600607416
  806. 341422.05066583836331735491399356945575432970390954 z^19 Wolfram value differs at 36 decimal digit, as expected.
  807. */
  808. using boost::math::policies::get_epsilon; // for type T.
  809. using boost::math::tools::sum_series;
  810. using boost::math::tools::evaluate_polynomial;
  811. // http://www.boost.org/doc/libs/release/libs/math/doc/html/math_toolkit/roots/rational.html
  812. // std::streamsize prec = std::cout.precision(std::numeric_limits <T>::max_digits10);
  813. T result = evaluate_polynomial(coeff, z);
  814. // template <std::size_t N, typename T, typename V>
  815. // V evaluate_polynomial(const T(&poly)[N], const V& val);
  816. // Size of coeff found from N
  817. //std::cout << "evaluate_polynomial(coeff, z); == " << result << std::endl;
  818. //std::cout << "result = " << result << std::endl;
  819. // It's an artefact of the way I wrote the functor: *after* evaluating N
  820. // terms, its internal state has k = N and term = (-1)^N z^N. So after
  821. // evaluating 18 terms, we initialize the functor to the term we've just
  822. // evaluated, and then when it's called, it increments itself to the next term.
  823. // So 18!is 6402373705728000, which is where that comes from.
  824. // The 19th coefficient of the polynomial is actually, 19 ^ 18 / 19!=
  825. // 104127350297911241532841 / 121645100408832000 which after removing GCDs
  826. // reduces down to Wolfram rational 5480386857784802185939 / 6402373705728000.
  827. // Wolfram z^19 term +(5480386857784802185939 z^19) /6402373705728000
  828. // +855992.96599660755146336302506332246623424823099755 z^19
  829. //! Evaluate Functor.
  830. lambert_w0_small_z_series_term<T> s(z, -pow<18>(z) / 6402373705728000uLL, 18);
  831. // Temporary to list the coefficients.
  832. //std::cout << " Table of coefficients" << std::endl;
  833. //std::streamsize saved_precision = std::cout.precision(50);
  834. //for (size_t i = 0; i != 19; i++)
  835. //{
  836. // std::cout << "#" << i << " " << coeff[i] << std::endl;
  837. //}
  838. //std::cout.precision(saved_precision);
  839. std::uintmax_t max_iter = policies::get_max_series_iterations<Policy>(); // Max iterations from policy.
  840. #ifdef BOOST_MATH_INSTRUMENT_LAMBERT_W_SMALL_Z_SERIES
  841. std::cout << "max iter from policy = " << max_iter << std::endl;
  842. // // max iter from policy = 1000000 is default.
  843. #endif // BOOST_MATH_INSTRUMENT_LAMBERT_W_SMALL_Z_SERIES
  844. result = sum_series(s, get_epsilon<T, Policy>(), max_iter, result);
  845. // result == evaluate_polynomial.
  846. //sum_series(Functor& func, int bits, std::uintmax_t& max_terms, const U& init_value)
  847. // std::cout << "sum_series(s, get_epsilon<T, Policy>(), max_iter, result); = " << result << std::endl;
  848. //T epsilon = get_epsilon<T, Policy>();
  849. //std::cout << "epsilon from policy = " << epsilon << std::endl;
  850. // epsilon from policy = 1.93e-34 for T == quad
  851. // 5.35e-51 for t = cpp_bin_float_50
  852. // std::cout << " get eps = " << get_epsilon<T, Policy>() << std::endl; // quad eps = 1.93e-34, bin_float_50 eps = 5.35e-51
  853. policies::check_series_iterations<T>("boost::math::lambert_w0_small_z<%1%>(%1%)", max_iter, pol);
  854. #ifdef BOOST_MATH_INSTRUMENT_LAMBERT_W_SMALL_Z_SERIES_ITERATIONS
  855. std::cout << "z = " << z << " needed " << max_iter << " iterations." << std::endl;
  856. std::cout.precision(prec); // Restore.
  857. #endif // BOOST_MATH_INSTRUMENT_LAMBERT_W_SMALL_Z_SERIES_ITERATIONS
  858. return result;
  859. } // template <typename T, typename Policy> inline T lambert_w0_small_z_series(T z, const Policy& pol)
  860. // Approximate lambert_w0 (used for z values that are outside range of lookup table or rational functions)
  861. // Corless equation 4.19, page 349, and Chapeau-Blondeau equation 20, page 2162.
  862. template <typename T>
  863. inline T lambert_w0_approx(T z)
  864. {
  865. BOOST_MATH_STD_USING
  866. T lz = log(z);
  867. T llz = log(lz);
  868. T w = lz - llz + (llz / lz); // Corless equation 4.19, page 349, and Chapeau-Blondeau equation 20, page 2162.
  869. return w;
  870. // std::cout << "w max " << max_w << std::endl; // double 703.227
  871. }
  872. //////////////////////////////////////////////////////////////////////////////////////////
  873. //! \brief Lambert_w0 implementations for float, double and higher precisions.
  874. //! 3rd parameter used to select which version is used.
  875. //! /details Rational polynomials are provided for several range of argument z.
  876. //! For very small values of z, and for z very near the branch singularity at -e^-1 (~= -0.367879),
  877. //! two other series functions are used.
  878. //! float precision polynomials are used for 32-bit (usually float) precision (for speed)
  879. //! double precision polynomials are used for 64-bit (usually double) precision.
  880. //! For higher precisions, a 64-bit double approximation is computed first,
  881. //! and then refined using Halley iterations.
  882. template <typename T>
  883. inline T do_get_near_singularity_param(T z)
  884. {
  885. BOOST_MATH_STD_USING
  886. const T p2 = 2 * (boost::math::constants::e<T>() * z + 1);
  887. const T p = sqrt(p2);
  888. return p;
  889. }
  890. template <typename T, typename Policy>
  891. inline T get_near_singularity_param(T z, const Policy)
  892. {
  893. using value_type = typename policies::evaluation<T, Policy>::type;
  894. return static_cast<T>(do_get_near_singularity_param(static_cast<value_type>(z)));
  895. }
  896. // Forward declarations:
  897. //template <typename T, typename Policy> T lambert_w0_small_z(T z, const Policy& pol);
  898. //template <typename T, typename Policy>
  899. //T lambert_w0_imp(T w, const Policy& pol, const std::integral_constant<int, 0>&); // 32 bit usually float.
  900. //template <typename T, typename Policy>
  901. //T lambert_w0_imp(T w, const Policy& pol, const std::integral_constant<int, 1>&); // 64 bit usually double.
  902. //template <typename T, typename Policy>
  903. //T lambert_w0_imp(T w, const Policy& pol, const std::integral_constant<int, 2>&); // 80-bit long double.
  904. template <typename T>
  905. T lambert_w_positive_rational_float(T z)
  906. {
  907. BOOST_MATH_STD_USING
  908. if (z < 2)
  909. {
  910. if (z < 0.5)
  911. { // 0.05 < z < 0.5
  912. // Maximum Deviation Found: 2.993e-08
  913. // Expected Error Term : 2.993e-08
  914. // Maximum Relative Change in Control Points : 7.555e-04 Y offset : -8.196592331e-01
  915. static const T Y = 8.196592331e-01f;
  916. static const T P[] = {
  917. 1.803388345e-01f,
  918. -4.820256838e-01f,
  919. -1.068349741e+00f,
  920. -3.506624319e-02f,
  921. };
  922. static const T Q[] = {
  923. 1.000000000e+00f,
  924. 2.871703469e+00f,
  925. 1.690949264e+00f,
  926. };
  927. return z * (Y + boost::math::tools::evaluate_polynomial(P, z) / boost::math::tools::evaluate_polynomial(Q, z));
  928. }
  929. else
  930. { // 0.5 < z < 2
  931. // Max error in interpolated form: 1.018e-08
  932. static const T Y = 5.503368378e-01f;
  933. static const T P[] = {
  934. 4.493332766e-01f,
  935. 2.543432707e-01f,
  936. -4.808788799e-01f,
  937. -1.244425316e-01f,
  938. };
  939. static const T Q[] = {
  940. 1.000000000e+00f,
  941. 2.780661241e+00f,
  942. 1.830840318e+00f,
  943. 2.407221031e-01f,
  944. };
  945. return z * (Y + boost::math::tools::evaluate_rational(P, Q, z));
  946. }
  947. }
  948. else if (z < 6)
  949. {
  950. // 2 < z < 6
  951. // Max error in interpolated form: 2.944e-08
  952. static const T Y = 1.162393570e+00f;
  953. static const T P[] = {
  954. -1.144183394e+00f,
  955. -4.712732855e-01f,
  956. 1.563162512e-01f,
  957. 1.434010911e-02f,
  958. };
  959. static const T Q[] = {
  960. 1.000000000e+00f,
  961. 1.192626340e+00f,
  962. 2.295580708e-01f,
  963. 5.477869455e-03f,
  964. };
  965. return Y + boost::math::tools::evaluate_rational(P, Q, z);
  966. }
  967. else if (z < 18)
  968. {
  969. // 6 < z < 18
  970. // Max error in interpolated form: 5.893e-08
  971. static const T Y = 1.809371948e+00f;
  972. static const T P[] = {
  973. -1.689291769e+00f,
  974. -3.337812742e-01f,
  975. 3.151434873e-02f,
  976. 1.134178734e-03f,
  977. };
  978. static const T Q[] = {
  979. 1.000000000e+00f,
  980. 5.716915685e-01f,
  981. 4.489521292e-02f,
  982. 4.076716763e-04f,
  983. };
  984. return Y + boost::math::tools::evaluate_rational(P, Q, z);
  985. }
  986. else if (z < 9897.12905874) // 2.8 < log(z) < 9.2
  987. {
  988. // Max error in interpolated form: 1.771e-08
  989. static const T Y = -1.402973175e+00f;
  990. static const T P[] = {
  991. 1.966174312e+00f,
  992. 2.350864728e-01f,
  993. -5.098074353e-02f,
  994. -1.054818339e-02f,
  995. };
  996. static const T Q[] = {
  997. 1.000000000e+00f,
  998. 4.388208264e-01f,
  999. 8.316639634e-02f,
  1000. 3.397187918e-03f,
  1001. -1.321489743e-05f,
  1002. };
  1003. T log_w = log(z);
  1004. return log_w + Y + boost::math::tools::evaluate_polynomial(P, log_w) / boost::math::tools::evaluate_polynomial(Q, log_w);
  1005. }
  1006. else if (z < 7.896296e+13) // 9.2 < log(z) <= 32
  1007. {
  1008. // Max error in interpolated form: 5.821e-08
  1009. static const T Y = -2.735729218e+00f;
  1010. static const T P[] = {
  1011. 3.424903470e+00f,
  1012. 7.525631787e-02f,
  1013. -1.427309584e-02f,
  1014. -1.435974178e-05f,
  1015. };
  1016. static const T Q[] = {
  1017. 1.000000000e+00f,
  1018. 2.514005579e-01f,
  1019. 6.118994652e-03f,
  1020. -1.357889535e-05f,
  1021. 7.312865624e-08f,
  1022. };
  1023. T log_w = log(z);
  1024. return log_w + Y + boost::math::tools::evaluate_polynomial(P, log_w) / boost::math::tools::evaluate_polynomial(Q, log_w);
  1025. }
  1026. else // 32 < log(z) < 100
  1027. {
  1028. // Max error in interpolated form: 1.491e-08
  1029. static const T Y = -4.012863159e+00f;
  1030. static const T P[] = {
  1031. 4.431629226e+00f,
  1032. 2.756690487e-01f,
  1033. -2.992956930e-03f,
  1034. -4.912259384e-05f,
  1035. };
  1036. static const T Q[] = {
  1037. 1.000000000e+00f,
  1038. 2.015434591e-01f,
  1039. 4.949426142e-03f,
  1040. 1.609659944e-05f,
  1041. -5.111523436e-09f,
  1042. };
  1043. T log_w = log(z);
  1044. return log_w + Y + boost::math::tools::evaluate_polynomial(P, log_w) / boost::math::tools::evaluate_polynomial(Q, log_w);
  1045. }
  1046. }
  1047. template <typename T, typename Policy>
  1048. T lambert_w_negative_rational_float(T z, const Policy& pol)
  1049. {
  1050. BOOST_MATH_STD_USING
  1051. if (z > -0.27)
  1052. {
  1053. if (z < -0.051)
  1054. {
  1055. // -0.27 < z < -0.051
  1056. // Max error in interpolated form: 5.080e-08
  1057. static const T Y = 1.255809784e+00f;
  1058. static const T P[] = {
  1059. -2.558083412e-01f,
  1060. -2.306524098e+00f,
  1061. -5.630887033e+00f,
  1062. -3.803974556e+00f,
  1063. };
  1064. static const T Q[] = {
  1065. 1.000000000e+00f,
  1066. 5.107680783e+00f,
  1067. 7.914062868e+00f,
  1068. 3.501498501e+00f,
  1069. };
  1070. return z * (Y + boost::math::tools::evaluate_rational(P, Q, z));
  1071. }
  1072. else
  1073. {
  1074. // Very small z so use a series function.
  1075. return lambert_w0_small_z(z, pol);
  1076. }
  1077. }
  1078. else if (z > -0.3578794411714423215955237701)
  1079. { // Very close to branch singularity.
  1080. // Max error in interpolated form: 5.269e-08
  1081. static const T Y = 1.220928431e-01f;
  1082. static const T P[] = {
  1083. -1.221787446e-01f,
  1084. -6.816155875e+00f,
  1085. 7.144582035e+01f,
  1086. 1.128444390e+03f,
  1087. };
  1088. static const T Q[] = {
  1089. 1.000000000e+00f,
  1090. 6.480326790e+01f,
  1091. 1.869145243e+02f,
  1092. -1.361804274e+03f,
  1093. 1.117826726e+03f,
  1094. };
  1095. T d = z + 0.367879441171442321595523770161460867445811f;
  1096. return -d / (Y + boost::math::tools::evaluate_polynomial(P, d) / boost::math::tools::evaluate_polynomial(Q, d));
  1097. }
  1098. else
  1099. {
  1100. // z is very close (within 0.01) of the singularity at e^-1.
  1101. return lambert_w_singularity_series(get_near_singularity_param(z, pol));
  1102. }
  1103. }
  1104. //! Lambert_w0 @b 'float' implementation, selected when T is 32-bit precision.
  1105. template <typename T, typename Policy>
  1106. inline T lambert_w0_imp(T z, const Policy& pol, const std::integral_constant<int, 1>&)
  1107. {
  1108. static const char* function = "boost::math::lambert_w0<%1%>"; // For error messages.
  1109. BOOST_MATH_STD_USING // Aid ADL of std functions.
  1110. if ((boost::math::isnan)(z))
  1111. {
  1112. return boost::math::policies::raise_domain_error<T>(function, "Expected a value > -e^-1 (-0.367879...) but got %1%.", z, pol);
  1113. }
  1114. if ((boost::math::isinf)(z))
  1115. {
  1116. return boost::math::policies::raise_overflow_error<T>(function, "Expected a finite value but got %1%.", z, pol);
  1117. }
  1118. if (z >= 0.05) // Fukushima switch point.
  1119. // if (z >= 0.045) // 34 terms makes 128-bit 'exact' below 0.045.
  1120. { // Normal ranges using several rational polynomials.
  1121. return lambert_w_positive_rational_float(z);
  1122. }
  1123. else if (z <= -0.3678794411714423215955237701614608674458111310f)
  1124. {
  1125. if (z < -0.3678794411714423215955237701614608674458111310f)
  1126. return boost::math::policies::raise_domain_error<T>(function, "Expected z >= -e^-1 (-0.367879...) but got %1%.", z, pol);
  1127. return -1;
  1128. }
  1129. else // z < 0.05
  1130. {
  1131. return lambert_w_negative_rational_float(z, pol);
  1132. }
  1133. } // T lambert_w0_imp(T z, const Policy& pol, const std::integral_constant<int, 1>&) for 32-bit usually float.
  1134. template <typename T>
  1135. T lambert_w_positive_rational_double(T z)
  1136. {
  1137. BOOST_MATH_STD_USING
  1138. if (z < 2)
  1139. {
  1140. if (z < 0.5)
  1141. {
  1142. // Max error in interpolated form: 2.255e-17
  1143. static const T offset = 8.19659233093261719e-01;
  1144. static const T P[] = {
  1145. 1.80340766906685177e-01,
  1146. 3.28178241493119307e-01,
  1147. -2.19153620687139706e+00,
  1148. -7.24750929074563990e+00,
  1149. -7.28395876262524204e+00,
  1150. -2.57417169492512916e+00,
  1151. -2.31606948888704503e-01
  1152. };
  1153. static const T Q[] = {
  1154. 1.00000000000000000e+00,
  1155. 7.36482529307436604e+00,
  1156. 2.03686007856430677e+01,
  1157. 2.62864592096657307e+01,
  1158. 1.59742041380858333e+01,
  1159. 4.03760534788374589e+00,
  1160. 2.91327346750475362e-01
  1161. };
  1162. return z * (offset + boost::math::tools::evaluate_polynomial(P, z) / boost::math::tools::evaluate_polynomial(Q, z));
  1163. }
  1164. else
  1165. {
  1166. // Max error in interpolated form: 3.806e-18
  1167. static const T offset = 5.50335884094238281e-01;
  1168. static const T P[] = {
  1169. 4.49664083944098322e-01,
  1170. 1.90417666196776909e+00,
  1171. 1.99951368798255994e+00,
  1172. -6.91217310299270265e-01,
  1173. -1.88533935998617058e+00,
  1174. -7.96743968047750836e-01,
  1175. -1.02891726031055254e-01,
  1176. -3.09156013592636568e-03
  1177. };
  1178. static const T Q[] = {
  1179. 1.00000000000000000e+00,
  1180. 6.45854489419584014e+00,
  1181. 1.54739232422116048e+01,
  1182. 1.72606164253337843e+01,
  1183. 9.29427055609544096e+00,
  1184. 2.29040824649748117e+00,
  1185. 2.21610620995418981e-01,
  1186. 5.70597669908194213e-03
  1187. };
  1188. return z * (offset + boost::math::tools::evaluate_rational(P, Q, z));
  1189. }
  1190. }
  1191. else if (z < 6)
  1192. {
  1193. // 2 < z < 6
  1194. // Max error in interpolated form: 1.216e-17
  1195. static const T Y = 1.16239356994628906e+00;
  1196. static const T P[] = {
  1197. -1.16230494982099475e+00,
  1198. -3.38528144432561136e+00,
  1199. -2.55653717293161565e+00,
  1200. -3.06755172989214189e-01,
  1201. 1.73149743765268289e-01,
  1202. 3.76906042860014206e-02,
  1203. 1.84552217624706666e-03,
  1204. 1.69434126904822116e-05,
  1205. };
  1206. static const T Q[] = {
  1207. 1.00000000000000000e+00,
  1208. 3.77187616711220819e+00,
  1209. 4.58799960260143701e+00,
  1210. 2.24101228462292447e+00,
  1211. 4.54794195426212385e-01,
  1212. 3.60761772095963982e-02,
  1213. 9.25176499518388571e-04,
  1214. 4.43611344705509378e-06,
  1215. };
  1216. return Y + boost::math::tools::evaluate_rational(P, Q, z);
  1217. }
  1218. else if (z < 18)
  1219. {
  1220. // 6 < z < 18
  1221. // Max error in interpolated form: 1.985e-19
  1222. static const T offset = 1.80937194824218750e+00;
  1223. static const T P[] =
  1224. {
  1225. -1.80690935424793635e+00,
  1226. -3.66995929380314602e+00,
  1227. -1.93842957940149781e+00,
  1228. -2.94269984375794040e-01,
  1229. 1.81224710627677778e-03,
  1230. 2.48166798603547447e-03,
  1231. 1.15806592415397245e-04,
  1232. 1.43105573216815533e-06,
  1233. 3.47281483428369604e-09
  1234. };
  1235. static const T Q[] = {
  1236. 1.00000000000000000e+00,
  1237. 2.57319080723908597e+00,
  1238. 1.96724528442680658e+00,
  1239. 5.84501352882650722e-01,
  1240. 7.37152837939206240e-02,
  1241. 3.97368430940416778e-03,
  1242. 8.54941838187085088e-05,
  1243. 6.05713225608426678e-07,
  1244. 8.17517283816615732e-10
  1245. };
  1246. return offset + boost::math::tools::evaluate_rational(P, Q, z);
  1247. }
  1248. else if (z < 9897.12905874) // 2.8 < log(z) < 9.2
  1249. {
  1250. // Max error in interpolated form: 1.195e-18
  1251. static const T Y = -1.40297317504882812e+00;
  1252. static const T P[] = {
  1253. 1.97011826279311924e+00,
  1254. 1.05639945701546704e+00,
  1255. 3.33434529073196304e-01,
  1256. 3.34619153200386816e-02,
  1257. -5.36238353781326675e-03,
  1258. -2.43901294871308604e-03,
  1259. -2.13762095619085404e-04,
  1260. -4.85531936495542274e-06,
  1261. -2.02473518491905386e-08,
  1262. };
  1263. static const T Q[] = {
  1264. 1.00000000000000000e+00,
  1265. 8.60107275833921618e-01,
  1266. 4.10420467985504373e-01,
  1267. 1.18444884081994841e-01,
  1268. 2.16966505556021046e-02,
  1269. 2.24529766630769097e-03,
  1270. 9.82045090226437614e-05,
  1271. 1.36363515125489502e-06,
  1272. 3.44200749053237945e-09,
  1273. };
  1274. T log_w = log(z);
  1275. return log_w + Y + boost::math::tools::evaluate_rational(P, Q, log_w);
  1276. }
  1277. else if (z < 7.896296e+13) // 9.2 < log(z) <= 32
  1278. {
  1279. // Max error in interpolated form: 6.529e-18
  1280. static const T Y = -2.73572921752929688e+00;
  1281. static const T P[] = {
  1282. 3.30547638424076217e+00,
  1283. 1.64050071277550167e+00,
  1284. 4.57149576470736039e-01,
  1285. 4.03821227745424840e-02,
  1286. -4.99664976882514362e-04,
  1287. -1.28527893803052956e-04,
  1288. -2.95470325373338738e-06,
  1289. -1.76662025550202762e-08,
  1290. -1.98721972463709290e-11,
  1291. };
  1292. static const T Q[] = {
  1293. 1.00000000000000000e+00,
  1294. 6.91472559412458759e-01,
  1295. 2.48154578891676774e-01,
  1296. 4.60893578284335263e-02,
  1297. 3.60207838982301946e-03,
  1298. 1.13001153242430471e-04,
  1299. 1.33690948263488455e-06,
  1300. 4.97253225968548872e-09,
  1301. 3.39460723731970550e-12,
  1302. };
  1303. T log_w = log(z);
  1304. return log_w + Y + boost::math::tools::evaluate_rational(P, Q, log_w);
  1305. }
  1306. else if (z < 2.6881171e+43) // 32 < log(z) < 100
  1307. {
  1308. // Max error in interpolated form: 2.015e-18
  1309. static const T Y = -4.01286315917968750e+00;
  1310. static const T P[] = {
  1311. 5.07714858354309672e+00,
  1312. -3.32994414518701458e+00,
  1313. -8.61170416909864451e-01,
  1314. -4.01139705309486142e-02,
  1315. -1.85374201771834585e-04,
  1316. 1.08824145844270666e-05,
  1317. 1.17216905810452396e-07,
  1318. 2.97998248101385990e-10,
  1319. 1.42294856434176682e-13,
  1320. };
  1321. static const T Q[] = {
  1322. 1.00000000000000000e+00,
  1323. -4.85840770639861485e-01,
  1324. -3.18714850604827580e-01,
  1325. -3.20966129264610534e-02,
  1326. -1.06276178044267895e-03,
  1327. -1.33597828642644955e-05,
  1328. -6.27900905346219472e-08,
  1329. -9.35271498075378319e-11,
  1330. -2.60648331090076845e-14,
  1331. };
  1332. T log_w = log(z);
  1333. return log_w + Y + boost::math::tools::evaluate_rational(P, Q, log_w);
  1334. }
  1335. else // 100 < log(z) < 710
  1336. {
  1337. // Max error in interpolated form: 5.277e-18
  1338. static const T Y = -5.70115661621093750e+00;
  1339. static const T P[] = {
  1340. 6.42275660145116698e+00,
  1341. 1.33047964073367945e+00,
  1342. 6.72008923401652816e-02,
  1343. 1.16444069958125895e-03,
  1344. 7.06966760237470501e-06,
  1345. 5.48974896149039165e-09,
  1346. -7.00379652018853621e-11,
  1347. -1.89247635913659556e-13,
  1348. -1.55898770790170598e-16,
  1349. -4.06109208815303157e-20,
  1350. -2.21552699006496737e-24,
  1351. };
  1352. static const T Q[] = {
  1353. 1.00000000000000000e+00,
  1354. 3.34498588416632854e-01,
  1355. 2.51519862456384983e-02,
  1356. 6.81223810622416254e-04,
  1357. 7.94450897106903537e-06,
  1358. 4.30675039872881342e-08,
  1359. 1.10667669458467617e-10,
  1360. 1.31012240694192289e-13,
  1361. 6.53282047177727125e-17,
  1362. 1.11775518708172009e-20,
  1363. 3.78250395617836059e-25,
  1364. };
  1365. T log_w = log(z);
  1366. return log_w + Y + boost::math::tools::evaluate_rational(P, Q, log_w);
  1367. }
  1368. }
  1369. template <typename T, typename Policy>
  1370. T lambert_w_negative_rational_double(T z, const Policy& pol)
  1371. {
  1372. BOOST_MATH_STD_USING
  1373. if (z > -0.1)
  1374. {
  1375. if (z < -0.051)
  1376. {
  1377. // -0.1 < z < -0.051
  1378. // Maximum Deviation Found: 4.402e-22
  1379. // Expected Error Term : 4.240e-22
  1380. // Maximum Relative Change in Control Points : 4.115e-03
  1381. static const T Y = 1.08633995056152344e+00;
  1382. static const T P[] = {
  1383. -8.63399505615014331e-02,
  1384. -1.64303871814816464e+00,
  1385. -7.71247913918273738e+00,
  1386. -1.41014495545382454e+01,
  1387. -1.02269079949257616e+01,
  1388. -2.17236002836306691e+00,
  1389. };
  1390. static const T Q[] = {
  1391. 1.00000000000000000e+00,
  1392. 7.44775406945739243e+00,
  1393. 2.04392643087266541e+01,
  1394. 2.51001961077774193e+01,
  1395. 1.31256080849023319e+01,
  1396. 2.11640324843601588e+00,
  1397. };
  1398. return z * (Y + boost::math::tools::evaluate_rational(P, Q, z));
  1399. }
  1400. else
  1401. {
  1402. // Very small z > 0.051:
  1403. return lambert_w0_small_z(z, pol);
  1404. }
  1405. }
  1406. else if (z > -0.2)
  1407. {
  1408. // -0.2 < z < -0.1
  1409. // Maximum Deviation Found: 2.898e-20
  1410. // Expected Error Term : 2.873e-20
  1411. // Maximum Relative Change in Control Points : 3.779e-04
  1412. static const T Y = 1.20359611511230469e+00;
  1413. static const T P[] = {
  1414. -2.03596115108465635e-01,
  1415. -2.95029082937201859e+00,
  1416. -1.54287922188671648e+01,
  1417. -3.81185809571116965e+01,
  1418. -4.66384358235575985e+01,
  1419. -2.59282069989642468e+01,
  1420. -4.70140451266553279e+00,
  1421. };
  1422. static const T Q[] = {
  1423. 1.00000000000000000e+00,
  1424. 9.57921436074599929e+00,
  1425. 3.60988119290234377e+01,
  1426. 6.73977699505546007e+01,
  1427. 6.41104992068148823e+01,
  1428. 2.82060127225153607e+01,
  1429. 4.10677610657724330e+00,
  1430. };
  1431. return z * (Y + boost::math::tools::evaluate_rational(P, Q, z));
  1432. }
  1433. else if (z > -0.3178794411714423215955237)
  1434. {
  1435. // Max error in interpolated form: 6.996e-18
  1436. static const T Y = 3.49680423736572266e-01;
  1437. static const T P[] = {
  1438. -3.49729841718749014e-01,
  1439. -6.28207407760709028e+01,
  1440. -2.57226178029669171e+03,
  1441. -2.50271008623093747e+04,
  1442. 1.11949239154711388e+05,
  1443. 1.85684566607844318e+06,
  1444. 4.80802490427638643e+06,
  1445. 2.76624752134636406e+06,
  1446. };
  1447. static const T Q[] = {
  1448. 1.00000000000000000e+00,
  1449. 1.82717661215113000e+02,
  1450. 8.00121119810280100e+03,
  1451. 1.06073266717010129e+05,
  1452. 3.22848993926057721e+05,
  1453. -8.05684814514171256e+05,
  1454. -2.59223192927265737e+06,
  1455. -5.61719645211570871e+05,
  1456. 6.27765369292636844e+04,
  1457. };
  1458. T d = z + 0.367879441171442321595523770161460867445811;
  1459. return -d / (Y + boost::math::tools::evaluate_polynomial(P, d) / boost::math::tools::evaluate_polynomial(Q, d));
  1460. }
  1461. else if (z > -0.3578794411714423215955237701)
  1462. {
  1463. // Max error in interpolated form: 1.404e-17
  1464. static const T Y = 5.00126481056213379e-02;
  1465. static const T P[] = {
  1466. -5.00173570682372162e-02,
  1467. -4.44242461870072044e+01,
  1468. -9.51185533619946042e+03,
  1469. -5.88605699015429386e+05,
  1470. -1.90760843597427751e+06,
  1471. 5.79797663818311404e+08,
  1472. 1.11383352508459134e+10,
  1473. 5.67791253678716467e+10,
  1474. 6.32694500716584572e+10,
  1475. };
  1476. static const T Q[] = {
  1477. 1.00000000000000000e+00,
  1478. 9.08910517489981551e+02,
  1479. 2.10170163753340133e+05,
  1480. 1.67858612416470327e+07,
  1481. 4.90435561733227953e+08,
  1482. 4.54978142622939917e+09,
  1483. 2.87716585708739168e+09,
  1484. -4.59414247951143131e+10,
  1485. -1.72845216404874299e+10,
  1486. };
  1487. T d = z + 0.36787944117144232159552377016146086744581113103176804;
  1488. return -d / (Y + boost::math::tools::evaluate_polynomial(P, d) / boost::math::tools::evaluate_polynomial(Q, d));
  1489. }
  1490. else
  1491. { // z is very close (within 0.01) of the singularity at -e^-1,
  1492. // so use a series expansion from R. M. Corless et al.
  1493. const T p2 = 2 * (boost::math::constants::e<T>() * z + 1);
  1494. const T p = sqrt(p2);
  1495. return lambert_w_detail::lambert_w_singularity_series(p);
  1496. }
  1497. }
  1498. //! Lambert_w0 @b 'double' implementation, selected when T is 64-bit precision.
  1499. template <typename T, typename Policy>
  1500. inline T lambert_w0_imp(T z, const Policy& pol, const std::integral_constant<int, 2>&)
  1501. {
  1502. static const char* function = "boost::math::lambert_w0<%1%>";
  1503. BOOST_MATH_STD_USING // Aid ADL of std functions.
  1504. // Detect unusual case of 32-bit double with a wider/64-bit long double
  1505. BOOST_STATIC_ASSERT_MSG(std::numeric_limits<double>::digits >= 53,
  1506. "Our double precision coefficients will be truncated, "
  1507. "please file a bug report with details of your platform's floating point types "
  1508. "- or possibly edit the coefficients to have "
  1509. "an appropriate size-suffix for 64-bit floats on your platform - L?");
  1510. if ((boost::math::isnan)(z))
  1511. {
  1512. return boost::math::policies::raise_domain_error<T>(function, "Expected a value > -e^-1 (-0.367879...) but got %1%.", z, pol);
  1513. }
  1514. if ((boost::math::isinf)(z))
  1515. {
  1516. return boost::math::policies::raise_overflow_error<T>(function, "Expected a finite value but got %1%.", z, pol);
  1517. }
  1518. if (z >= 0.05)
  1519. {
  1520. return lambert_w_positive_rational_double(z);
  1521. }
  1522. else if (z <= -0.36787944117144232159552377016146086744581113103176804) // Precision is max_digits10(cpp_bin_float_50).
  1523. {
  1524. if (z < -0.36787944117144232159552377016146086744581113103176804)
  1525. {
  1526. return boost::math::policies::raise_domain_error<T>(function, "Expected z >= -e^-1 (-0.367879...) but got %1%.", z, pol);
  1527. }
  1528. return -1;
  1529. }
  1530. else
  1531. {
  1532. return lambert_w_negative_rational_double(z, pol);
  1533. }
  1534. } // T lambert_w0_imp(T z, const Policy& pol, const std::integral_constant<int, 2>&) 64-bit precision, usually double.
  1535. //! lambert_W0 implementation for extended precision types including
  1536. //! long double (80-bit and 128-bit), ???
  1537. //! quad float128, Boost.Multiprecision types like cpp_bin_float_quad, cpp_bin_float_50...
  1538. template <typename T, typename Policy>
  1539. inline T lambert_w0_imp(T z, const Policy& pol, const std::integral_constant<int, 0>&)
  1540. {
  1541. static const char* function = "boost::math::lambert_w0<%1%>";
  1542. BOOST_MATH_STD_USING // Aid ADL of std functions.
  1543. // Filter out special cases first:
  1544. if ((boost::math::isnan)(z))
  1545. {
  1546. return boost::math::policies::raise_domain_error<T>(function, "Expected z >= -e^-1 (-0.367879...) but got %1%.", z, pol);
  1547. }
  1548. if (fabs(z) <= 0.05f)
  1549. {
  1550. // Very small z:
  1551. return lambert_w0_small_z(z, pol);
  1552. }
  1553. if (z > (std::numeric_limits<double>::max)())
  1554. {
  1555. if ((boost::math::isinf)(z))
  1556. {
  1557. return policies::raise_overflow_error<T>(function, 0, pol);
  1558. // Or might return infinity if available else max_value,
  1559. // but other Boost.Math special functions raise overflow.
  1560. }
  1561. // z is larger than the largest double, so cannot use the polynomial to get an approximation,
  1562. // so use the asymptotic approximation and Halley iterate:
  1563. T w = lambert_w0_approx(z); // Make an inline function as also used elsewhere.
  1564. //T lz = log(z);
  1565. //T llz = log(lz);
  1566. //T w = lz - llz + (llz / lz); // Corless equation 4.19, page 349, and Chapeau-Blondeau equation 20, page 2162.
  1567. return lambert_w_halley_iterate(w, z);
  1568. }
  1569. if (z < -0.3578794411714423215955237701)
  1570. { // Very close to branch point so rational polynomials are not usable.
  1571. if (z <= -boost::math::constants::exp_minus_one<T>())
  1572. {
  1573. if (z == -boost::math::constants::exp_minus_one<T>())
  1574. { // Exactly at the branch point singularity.
  1575. return -1;
  1576. }
  1577. return boost::math::policies::raise_domain_error<T>(function, "Expected z >= -e^-1 (-0.367879...) but got %1%.", z, pol);
  1578. }
  1579. // z is very close (within 0.01) of the branch singularity at -e^-1
  1580. // so use a series approximation proposed by Corless et al.
  1581. const T p2 = 2 * (boost::math::constants::e<T>() * z + 1);
  1582. const T p = sqrt(p2);
  1583. T w = lambert_w_detail::lambert_w_singularity_series(p);
  1584. return lambert_w_halley_iterate(w, z);
  1585. }
  1586. // Phew! If we get here we are in the normal range of the function,
  1587. // so get a double precision approximation first, then iterate to full precision of T.
  1588. // We define a tag_type that is:
  1589. // true_type if there are so many digits precision wanted that iteration is necessary.
  1590. // false_type if a single Halley step is sufficient.
  1591. using precision_type = typename policies::precision<T, Policy>::type;
  1592. using tag_type = std::integral_constant<bool,
  1593. (precision_type::value == 0) || (precision_type::value > 113) ?
  1594. true // Unknown at compile-time, variable/arbitrary, or more than float128 or cpp_bin_quad 128-bit precision.
  1595. : false // float, double, float128, cpp_bin_quad 128-bit, so single Halley step.
  1596. >;
  1597. // For speed, we also cast z to type double when that is possible
  1598. // if (std::is_constructible<double, T>() == true).
  1599. T w = lambert_w0_imp(maybe_reduce_to_double(z, std::is_constructible<double, T>()), pol, std::integral_constant<int, 2>());
  1600. return lambert_w_maybe_halley_iterate(w, z, tag_type());
  1601. } // T lambert_w0_imp(T z, const Policy& pol, const std::integral_constant<int, 0>&) all extended precision types.
  1602. // Lambert w-1 implementation
  1603. // ==============================================================================================
  1604. //! Lambert W for W-1 branch, -max(z) < z <= -1/e.
  1605. // TODO is -max(z) allowed?
  1606. template<typename T, typename Policy>
  1607. T lambert_wm1_imp(const T z, const Policy& pol)
  1608. {
  1609. // Catch providing an integer value as parameter x to lambert_w, for example, lambert_w(1).
  1610. // Need to ensure it is a floating-point type (of the desired type, float 1.F, double 1., or long double 1.L),
  1611. // or static_casted integer, for example: static_cast<float>(1) or static_cast<cpp_dec_float_50>(1).
  1612. // Want to allow fixed_point types too, so do not just test for floating-point.
  1613. // Integral types should be promoted to double by user Lambert w functions.
  1614. // If integral type provided to user function lambert_w0 or lambert_wm1,
  1615. // then should already have been promoted to double.
  1616. BOOST_STATIC_ASSERT_MSG(!boost::is_integral<T>::value,
  1617. "Must be floating-point or fixed type (not integer type), for example: lambert_wm1(1.), not lambert_wm1(1)!");
  1618. BOOST_MATH_STD_USING // Aid argument dependent lookup (ADL) of abs.
  1619. const char* function = "boost::math::lambert_wm1<RealType>(<RealType>)"; // Used for error messages.
  1620. // Check for edge and corner cases first:
  1621. if ((boost::math::isnan)(z))
  1622. {
  1623. return policies::raise_domain_error(function,
  1624. "Argument z is NaN!",
  1625. z, pol);
  1626. } // isnan
  1627. if ((boost::math::isinf)(z))
  1628. {
  1629. return policies::raise_domain_error(function,
  1630. "Argument z is infinite!",
  1631. z, pol);
  1632. } // isinf
  1633. if (z == static_cast<T>(0))
  1634. { // z is exactly zero so return -std::numeric_limits<T>::infinity();
  1635. if (std::numeric_limits<T>::has_infinity)
  1636. {
  1637. return -std::numeric_limits<T>::infinity();
  1638. }
  1639. else
  1640. {
  1641. return -tools::max_value<T>();
  1642. }
  1643. }
  1644. if (std::numeric_limits<T>::has_denorm)
  1645. { // All real types except arbitrary precision.
  1646. if (!(boost::math::isnormal)(z))
  1647. { // Almost zero - might also just return infinity like z == 0 or max_value?
  1648. return policies::raise_overflow_error(function,
  1649. "Argument z = %1% is denormalized! (must be z > (std::numeric_limits<RealType>::min)() or z == 0)",
  1650. z, pol);
  1651. }
  1652. }
  1653. if (z > static_cast<T>(0))
  1654. { //
  1655. return policies::raise_domain_error(function,
  1656. "Argument z = %1% is out of range (z <= 0) for Lambert W-1 branch! (Try Lambert W0 branch?)",
  1657. z, pol);
  1658. }
  1659. if (z > -boost::math::tools::min_value<T>())
  1660. { // z is denormalized, so cannot be computed.
  1661. // -std::numeric_limits<T>::min() is smallest for type T,
  1662. // for example, for double: lambert_wm1(-2.2250738585072014e-308) = -714.96865723796634
  1663. return policies::raise_overflow_error(function,
  1664. "Argument z = %1% is too small (z < -std::numeric_limits<T>::min so denormalized) for Lambert W-1 branch!",
  1665. z, pol);
  1666. }
  1667. if (z == -boost::math::constants::exp_minus_one<T>()) // == singularity/branch point z = -exp(-1) = -3.6787944.
  1668. { // At singularity, so return exactly -1.
  1669. return -static_cast<T>(1);
  1670. }
  1671. // z is too negative for the W-1 (or W0) branch.
  1672. if (z < -boost::math::constants::exp_minus_one<T>()) // > singularity/branch point z = -exp(-1) = -3.6787944.
  1673. {
  1674. return policies::raise_domain_error(function,
  1675. "Argument z = %1% is out of range (z < -exp(-1) = -3.6787944... <= 0) for Lambert W-1 (or W0) branch!",
  1676. z, pol);
  1677. }
  1678. if (z < static_cast<T>(-0.35))
  1679. { // Close to singularity/branch point z = -0.3678794411714423215955237701614608727 but on W-1 branch.
  1680. const T p2 = 2 * (boost::math::constants::e<T>() * z + 1);
  1681. if (p2 == 0)
  1682. { // At the singularity at branch point.
  1683. return -1;
  1684. }
  1685. if (p2 > 0)
  1686. {
  1687. T w_series = lambert_w_singularity_series(T(-sqrt(p2)));
  1688. if (boost::math::tools::digits<T>() > 53)
  1689. { // Multiprecision, so try a Halley refinement.
  1690. w_series = lambert_w_detail::lambert_w_halley_iterate(w_series, z);
  1691. #ifdef BOOST_MATH_INSTRUMENT_LAMBERT_WM1_NOT_BUILTIN
  1692. std::streamsize saved_precision = std::cout.precision(std::numeric_limits<T>::max_digits10);
  1693. std::cout << "Lambert W-1 Halley updated to " << w_series << std::endl;
  1694. std::cout.precision(saved_precision);
  1695. #endif // BOOST_MATH_INSTRUMENT_LAMBERT_WM1_NOT_BUILTIN
  1696. }
  1697. return w_series;
  1698. }
  1699. // Should not get here.
  1700. return policies::raise_domain_error(function,
  1701. "Argument z = %1% is out of range for Lambert W-1 branch. (Should not get here - please report!)",
  1702. z, pol);
  1703. } // if (z < -0.35)
  1704. using lambert_w_lookup::wm1es;
  1705. using lambert_w_lookup::wm1zs;
  1706. using lambert_w_lookup::noof_wm1zs; // size == 64
  1707. // std::cout <<" Wm1zs[63] (== G[64]) = " << " " << wm1zs[63] << std::endl; // Wm1zs[63] (== G[64]) = -1.0264389699511283e-26
  1708. // Check that z argument value is not smaller than lookup_table G[64]
  1709. // std::cout << "(z > wm1zs[63]) = " << std::boolalpha << (z > wm1zs[63]) << std::endl;
  1710. if (z >= wm1zs[63]) // wm1zs[63] = -1.0264389699511282259046957018510946438e-26L W = 64.00000000000000000
  1711. { // z >= -1.0264389699511303e-26 (but z != 0 and z >= std::numeric_limits<T>::min() and so NOT denormalized).
  1712. // Some info on Lambert W-1 values for extreme values of z.
  1713. // std::streamsize saved_precision = std::cout.precision(std::numeric_limits<T>::max_digits10);
  1714. // std::cout << "-std::numeric_limits<float>::min() = " << -(std::numeric_limits<float>::min)() << std::endl;
  1715. // std::cout << "-std::numeric_limits<double>::min() = " << -(std::numeric_limits<double>::min)() << std::endl;
  1716. // -std::numeric_limits<float>::min() = -1.1754943508222875e-38
  1717. // -std::numeric_limits<double>::min() = -2.2250738585072014e-308
  1718. // N[productlog(-1, -1.1754943508222875 * 10^-38 ), 50] = -91.856775324595479509567756730093823993834155027858
  1719. // N[productlog(-1, -2.2250738585072014e-308 * 10^-308 ), 50] = -1424.8544521230553853558132180518404363617968042942
  1720. // N[productlog(-1, -1.4325445274604020119111357113179868158* 10^-27), 37] = -65.99999999999999999999999999999999955
  1721. // R.M.Corless, G.H.Gonnet, D.E.G.Hare, D.J.Jeffrey, and D.E.Knuth,
  1722. // On the Lambert W function, Adv.Comput.Math., vol. 5, pp. 329, 1996.
  1723. // Francois Chapeau-Blondeau and Abdelilah Monir
  1724. // Numerical Evaluation of the Lambert W Function
  1725. // IEEE Transactions On Signal Processing, VOL. 50, NO. 9, Sep 2002
  1726. // https://pdfs.semanticscholar.org/7a5a/76a9369586dd0dd34dda156d8f2779d1fd59.pdf
  1727. // Estimate Lambert W using ln(-z) ...
  1728. // This is roughly the power of ten * ln(10) ~= 2.3. n ~= 10^n
  1729. // and improve by adding a second term -ln(ln(-z))
  1730. T guess; // bisect lowest possible Gk[=64] (for lookup_t type)
  1731. T lz = log(-z);
  1732. T llz = log(-lz);
  1733. guess = lz - llz + (llz / lz); // Chapeau-Blondeau equation 20, page 2162.
  1734. #ifdef BOOST_MATH_INSTRUMENT_LAMBERT_WM1_TINY
  1735. std::streamsize saved_precision = std::cout.precision(std::numeric_limits<T>::max_digits10);
  1736. std::cout << "z = " << z << ", guess = " << guess << ", ln(-z) = " << lz << ", ln(-ln(-z) = " << llz << ", llz/lz = " << (llz / lz) << std::endl;
  1737. // z = -1.0000000000000001e-30, guess = -73.312782616731482, ln(-z) = -69.077552789821368, ln(-ln(-z) = 4.2352298269101114, llz/lz = -0.061311231447304194
  1738. // z = -9.9999999999999999e-91, guess = -212.56650048504233, ln(-z) = -207.23265836946410, ln(-ln(-z) = 5.3338421155782205, llz/lz = -0.025738424423764311
  1739. // >z = -2.2250738585072014e-308, guess = -714.95942238244606, ln(-z) = -708.39641853226408, ln(-ln(-z) = 6.5630038501819854, llz/lz = -0.0092645920821846622
  1740. int d10 = policies::digits_base10<T, Policy>(); // policy template parameter digits10
  1741. int d2 = policies::digits<T, Policy>(); // digits base 2 from policy.
  1742. std::cout << "digits10 = " << d10 << ", digits2 = " << d2 // For example: digits10 = 1, digits2 = 5
  1743. << std::endl;
  1744. std::cout.precision(saved_precision);
  1745. #endif // BOOST_MATH_INSTRUMENT_LAMBERT_WM1_TINY
  1746. if (policies::digits<T, Policy>() < 12)
  1747. { // For the worst case near w = 64, the error in the 'guess' is ~0.008, ratio ~ 0.0001 or 1 in 10,000 digits 10 ~= 4, or digits2 ~= 12.
  1748. return guess;
  1749. }
  1750. T result = lambert_w_detail::lambert_w_halley_iterate(guess, z);
  1751. return result;
  1752. // Was Fukushima
  1753. // G[k=64] == g[63] == -1.02643897e-26
  1754. //return policies::raise_domain_error(function,
  1755. // "Argument z = %1% is too small (< -1.02643897e-26) ! (Should not occur, please report.",
  1756. // z, pol);
  1757. } // Z too small so use approximation and Halley.
  1758. // Else Use a lookup table to find the nearest integer part of Lambert W-1 as starting point for Bisection.
  1759. if (boost::math::tools::digits<T>() > 53)
  1760. { // T is more precise than 64-bit double (or long double, or ?),
  1761. // so compute an approximate value using only one Schroeder refinement,
  1762. // (avoiding any double-precision Halley refinement from policy double_digits2<50> 53 - 3 = 50
  1763. // because are next going to use Halley refinement at full/high precision using this as an approximation).
  1764. using boost::math::policies::precision;
  1765. using boost::math::policies::digits10;
  1766. using boost::math::policies::digits2;
  1767. using boost::math::policies::policy;
  1768. // Compute a 50-bit precision approximate W0 in a double (no Halley refinement).
  1769. T double_approx(static_cast<T>(lambert_wm1_imp(must_reduce_to_double(z, std::is_constructible<double, T>()), policy<digits2<50>>())));
  1770. #ifdef BOOST_MATH_INSTRUMENT_LAMBERT_WM1_NOT_BUILTIN
  1771. std::streamsize saved_precision = std::cout.precision(std::numeric_limits<T>::max_digits10);
  1772. std::cout << "Lambert_wm1 Argument Type " << typeid(T).name() << " approximation double = " << double_approx << std::endl;
  1773. std::cout.precision(saved_precision);
  1774. #endif // BOOST_MATH_INSTRUMENT_LAMBERT_WM1
  1775. // Perform additional Halley refinement(s) to ensure that
  1776. // get a near as possible to correct result (usually +/- one epsilon).
  1777. T result = lambert_w_halley_iterate(double_approx, z);
  1778. #ifdef BOOST_MATH_INSTRUMENT_LAMBERT_WM1
  1779. std::streamsize saved_precision = std::cout.precision(std::numeric_limits<T>::max_digits10);
  1780. std::cout << "Result " << typeid(T).name() << " precision Halley refinement = " << result << std::endl;
  1781. std::cout.precision(saved_precision);
  1782. #endif // BOOST_MATH_INSTRUMENT_LAMBERT_WM1
  1783. return result;
  1784. } // digits > 53 - higher precision than double.
  1785. else // T is double or less precision.
  1786. { // Use a lookup table to find the nearest integer part of Lambert W as starting point for Bisection.
  1787. using namespace boost::math::lambert_w_detail::lambert_w_lookup;
  1788. // Bracketing sequence n = (2, 4, 8, 16, 32, 64) for W-1 branch. (0 is -infinity)
  1789. // Since z is probably quite small, start with lowest n (=2).
  1790. int n = 2;
  1791. if (wm1zs[n - 1] > z)
  1792. {
  1793. goto bisect;
  1794. }
  1795. for (int j = 1; j <= 5; ++j)
  1796. {
  1797. n *= 2;
  1798. if (wm1zs[n - 1] > z)
  1799. {
  1800. goto overshot;
  1801. }
  1802. }
  1803. // else z < g[63] == -1.0264389699511303e-26, so Lambert W-1 integer part > 64.
  1804. // This should not now occur (should be caught by test and code above) so should be a logic_error?
  1805. return policies::raise_domain_error(function,
  1806. "Argument z = %1% is too small (< -1.026439e-26) (logic error - please report!)",
  1807. z, pol);
  1808. overshot:
  1809. {
  1810. int nh = n / 2;
  1811. for (int j = 1; j <= 5; ++j)
  1812. {
  1813. nh /= 2; // halve step size.
  1814. if (nh <= 0)
  1815. {
  1816. break; // goto bisect;
  1817. }
  1818. if (wm1zs[n - nh - 1] > z)
  1819. {
  1820. n -= nh;
  1821. }
  1822. }
  1823. }
  1824. bisect:
  1825. --n;
  1826. // g[n] now holds lambert W of floor integer n and g[n+1] the ceil part;
  1827. // these are used as initial values for bisection.
  1828. #ifdef BOOST_MATH_INSTRUMENT_LAMBERT_WM1_LOOKUP
  1829. std::streamsize saved_precision = std::cout.precision(std::numeric_limits<T>::max_digits10);
  1830. std::cout << "Result lookup W-1(" << z << ") bisection between wm1zs[" << n - 1 << "] = " << wm1zs[n - 1] << " and wm1zs[" << n << "] = " << wm1zs[n]
  1831. << ", bisect mean = " << (wm1zs[n - 1] + wm1zs[n]) / 2 << std::endl;
  1832. std::cout.precision(saved_precision);
  1833. #endif // BOOST_MATH_INSTRUMENT_LAMBERT_WM1_LOOKUP
  1834. // Compute bisections is the number of bisections computed from n,
  1835. // such that a single application of the fifth-order Schroeder update formula
  1836. // after the bisections is enough to evaluate Lambert W-1 with (near?) 53-bit accuracy.
  1837. // Fukushima established these by trial and error?
  1838. int bisections = 11; // Assume maximum number of bisections will be needed (most common case).
  1839. if (n >= 8)
  1840. {
  1841. bisections = 8;
  1842. }
  1843. else if (n >= 3)
  1844. {
  1845. bisections = 9;
  1846. }
  1847. else if (n >= 2)
  1848. {
  1849. bisections = 10;
  1850. }
  1851. // Bracketing, Fukushima section 2.3, page 82:
  1852. // (Avoiding using exponential function for speed).
  1853. // Only use @c lookup_t precision, default double, for bisection (again for speed),
  1854. // and use later Halley refinement for higher precisions.
  1855. using lambert_w_lookup::halves;
  1856. using lambert_w_lookup::sqrtwm1s;
  1857. using calc_type = typename std::conditional<std::is_constructible<lookup_t, T>::value, lookup_t, T>::type;
  1858. calc_type w = -static_cast<calc_type>(n); // Equation 25,
  1859. calc_type y = static_cast<calc_type>(z * wm1es[n - 1]); // Equation 26,
  1860. // Perform the bisections fractional bisections for necessary precision.
  1861. for (int j = 0; j < bisections; ++j)
  1862. { // Equation 27.
  1863. calc_type wj = w - halves[j]; // Subtract 1/2, 1/4, 1/8 ...
  1864. calc_type yj = y * sqrtwm1s[j]; // Multiply by sqrt(1/e), ...
  1865. if (wj < yj)
  1866. {
  1867. w = wj;
  1868. y = yj;
  1869. }
  1870. } // for j
  1871. return static_cast<T>(schroeder_update(w, y)); // Schroeder 5th order method refinement.
  1872. // else // Perform additional Halley refinement(s) to ensure that
  1873. // // get a near as possible to correct result (usually +/- epsilon).
  1874. // {
  1875. // // result = lambert_w_halley_iterate(result, z);
  1876. // result = lambert_w_halley_step(result, z); // Just one Halley step should be enough.
  1877. //#ifdef BOOST_MATH_INSTRUMENT_LAMBERT_WM1_HALLEY
  1878. // std::streamsize saved_precision = std::cout.precision(std::numeric_limits<T>::max_digits10);
  1879. // std::cout << "Halley refinement estimate = " << result << std::endl;
  1880. // std::cout.precision(saved_precision);
  1881. //#endif // BOOST_MATH_INSTRUMENT_LAMBERT_W1_HALLEY
  1882. // return result; // Halley
  1883. // } // Schroeder or Schroeder and Halley.
  1884. }
  1885. } // template<typename T = double> T lambert_wm1_imp(const T z)
  1886. } // namespace lambert_w_detail
  1887. ///////////////////////////// User Lambert w functions. //////////////////////////////
  1888. //! Lambert W0 using User-defined policy.
  1889. template <typename T, typename Policy>
  1890. inline
  1891. typename boost::math::tools::promote_args<T>::type
  1892. lambert_w0(T z, const Policy& pol)
  1893. {
  1894. // Promote integer or expression template arguments to double,
  1895. // without doing any other internal promotion like float to double.
  1896. using result_type = typename tools::promote_args<T>::type;
  1897. // Work out what precision has been selected,
  1898. // based on the Policy and the number type.
  1899. using precision_type = typename policies::precision<result_type, Policy>::type;
  1900. // and then select the correct implementation based on that precision (not the type T):
  1901. using tag_type = std::integral_constant<int,
  1902. (precision_type::value == 0) || (precision_type::value > 53) ?
  1903. 0 // either variable precision (0), or greater than 64-bit precision.
  1904. : (precision_type::value <= 24) ? 1 // 32-bit (probably float) precision.
  1905. : 2 // 64-bit (probably double) precision.
  1906. >;
  1907. return lambert_w_detail::lambert_w0_imp(result_type(z), pol, tag_type()); //
  1908. } // lambert_w0(T z, const Policy& pol)
  1909. //! Lambert W0 using default policy.
  1910. template <typename T>
  1911. inline
  1912. typename tools::promote_args<T>::type
  1913. lambert_w0(T z)
  1914. {
  1915. // Promote integer or expression template arguments to double,
  1916. // without doing any other internal promotion like float to double.
  1917. using result_type = typename tools::promote_args<T>::type;
  1918. // Work out what precision has been selected, based on the Policy and the number type.
  1919. // For the default policy version, we want the *default policy* precision for T.
  1920. using precision_type = typename policies::precision<result_type, policies::policy<>>::type;
  1921. // and then select the correct implementation based on that (not the type T):
  1922. using tag_type = std::integral_constant<int,
  1923. (precision_type::value == 0) || (precision_type::value > 53) ?
  1924. 0 // either variable precision (0), or greater than 64-bit precision.
  1925. : (precision_type::value <= 24) ? 1 // 32-bit (probably float) precision.
  1926. : 2 // 64-bit (probably double) precision.
  1927. >;
  1928. return lambert_w_detail::lambert_w0_imp(result_type(z), policies::policy<>(), tag_type());
  1929. } // lambert_w0(T z) using default policy.
  1930. //! W-1 branch (-max(z) < z <= -1/e).
  1931. //! Lambert W-1 using User-defined policy.
  1932. template <typename T, typename Policy>
  1933. inline
  1934. typename tools::promote_args<T>::type
  1935. lambert_wm1(T z, const Policy& pol)
  1936. {
  1937. // Promote integer or expression template arguments to double,
  1938. // without doing any other internal promotion like float to double.
  1939. using result_type = typename tools::promote_args<T>::type;
  1940. return lambert_w_detail::lambert_wm1_imp(result_type(z), pol); //
  1941. }
  1942. //! Lambert W-1 using default policy.
  1943. template <typename T>
  1944. inline
  1945. typename tools::promote_args<T>::type
  1946. lambert_wm1(T z)
  1947. {
  1948. using result_type = typename tools::promote_args<T>::type;
  1949. return lambert_w_detail::lambert_wm1_imp(result_type(z), policies::policy<>());
  1950. } // lambert_wm1(T z)
  1951. // First derivative of Lambert W0 and W-1.
  1952. template <typename T, typename Policy>
  1953. inline typename tools::promote_args<T>::type
  1954. lambert_w0_prime(T z, const Policy& pol)
  1955. {
  1956. using result_type = typename tools::promote_args<T>::type;
  1957. using std::numeric_limits;
  1958. if (z == 0)
  1959. {
  1960. return static_cast<result_type>(1);
  1961. }
  1962. // This is the sensible choice if we regard the Lambert-W function as complex analytic.
  1963. // Of course on the real line, it's just undefined.
  1964. if (z == - boost::math::constants::exp_minus_one<result_type>())
  1965. {
  1966. return numeric_limits<result_type>::has_infinity ? numeric_limits<result_type>::infinity() : boost::math::tools::max_value<result_type>();
  1967. }
  1968. // if z < -1/e, we'll let lambert_w0 do the error handling:
  1969. result_type w = lambert_w0(result_type(z), pol);
  1970. // If w ~ -1, then presumably this can get inaccurate.
  1971. // Is there an accurate way to evaluate 1 + W(-1/e + eps)?
  1972. // Yes: This is discussed in the Princeton Companion to Applied Mathematics,
  1973. // 'The Lambert-W function', Section 1.3: Series and Generating Functions.
  1974. // 1 + W(-1/e + x) ~ sqrt(2ex).
  1975. // Nick is not convinced this formula is more accurate than the naive one.
  1976. // However, for z != -1/e, we never get rounded to w = -1 in any precision I've tested (up to cpp_bin_float_100).
  1977. return w / (z * (1 + w));
  1978. } // lambert_w0_prime(T z)
  1979. template <typename T>
  1980. inline typename tools::promote_args<T>::type
  1981. lambert_w0_prime(T z)
  1982. {
  1983. return lambert_w0_prime(z, policies::policy<>());
  1984. }
  1985. template <typename T, typename Policy>
  1986. inline typename tools::promote_args<T>::type
  1987. lambert_wm1_prime(T z, const Policy& pol)
  1988. {
  1989. using std::numeric_limits;
  1990. using result_type = typename tools::promote_args<T>::type;
  1991. //if (z == 0)
  1992. //{
  1993. // return static_cast<result_type>(1);
  1994. //}
  1995. //if (z == - boost::math::constants::exp_minus_one<result_type>())
  1996. if (z == 0 || z == - boost::math::constants::exp_minus_one<result_type>())
  1997. {
  1998. return numeric_limits<result_type>::has_infinity ? -numeric_limits<result_type>::infinity() : -boost::math::tools::max_value<result_type>();
  1999. }
  2000. result_type w = lambert_wm1(z, pol);
  2001. return w/(z*(1+w));
  2002. } // lambert_wm1_prime(T z)
  2003. template <typename T>
  2004. inline typename tools::promote_args<T>::type
  2005. lambert_wm1_prime(T z)
  2006. {
  2007. return lambert_wm1_prime(z, policies::policy<>());
  2008. }
  2009. }} //boost::math namespaces
  2010. #endif // #ifdef BOOST_MATH_SF_LAMBERT_W_HPP