123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566676869707172737475767778798081828384858687888990919293949596979899100101102103104105106107108109110111112113114115116117118119120121122123124125126127128129130131132133134135136137138139140141142143144145146147148149150151152153154155156157158159160161162163164165166167168169170171172173174175176177178179180181182183184185186187188189190191192193194195196197198199200201202203204205206207208209210211212213214215216217218219220221222223224225226227228229230231232233234235236237238239240241242243244245246247248249250251252253254255256257258259260261262263264265266267268269270271272273274275276277278279280281282283284285286287288289 |
- // (C) Copyright Nick Thompson 2017.
- // Use, modification and distribution are subject to the
- // Boost Software License, Version 1.0. (See accompanying file
- // LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
- #ifndef BOOST_MATH_SPECIAL_CHEBYSHEV_HPP
- #define BOOST_MATH_SPECIAL_CHEBYSHEV_HPP
- #include <cmath>
- #include <boost/math/special_functions/math_fwd.hpp>
- #include <boost/math/policies/error_handling.hpp>
- #include <boost/math/constants/constants.hpp>
- #include <boost/math/tools/promotion.hpp>
- #if (__cplusplus > 201103) || (defined(_CPPLIB_VER) && (_CPPLIB_VER >= 610))
- # define BOOST_MATH_CHEB_USE_STD_ACOSH
- #endif
- #ifndef BOOST_MATH_CHEB_USE_STD_ACOSH
- # include <boost/math/special_functions/acosh.hpp>
- #endif
- namespace boost { namespace math {
- template<class T1, class T2, class T3>
- inline typename tools::promote_args<T1, T2, T3>::type chebyshev_next(T1 const & x, T2 const & Tn, T3 const & Tn_1)
- {
- return 2*x*Tn - Tn_1;
- }
- namespace detail {
- template<class Real, bool second, class Policy>
- inline Real chebyshev_imp(unsigned n, Real const & x, const Policy&)
- {
- #ifdef BOOST_MATH_CHEB_USE_STD_ACOSH
- using std::acosh;
- #define BOOST_MATH_ACOSH_POLICY
- #else
- using boost::math::acosh;
- #define BOOST_MATH_ACOSH_POLICY , Policy()
- #endif
- using std::cosh;
- using std::pow;
- using std::sqrt;
- Real T0 = 1;
- Real T1;
- if (second)
- {
- if (x > 1 || x < -1)
- {
- Real t = sqrt(x*x -1);
- return static_cast<Real>((pow(x+t, (int)(n+1)) - pow(x-t, (int)(n+1)))/(2*t));
- }
- T1 = 2*x;
- }
- else
- {
- if (x > 1)
- {
- return cosh(n*acosh(x BOOST_MATH_ACOSH_POLICY));
- }
- if (x < -1)
- {
- if (n & 1)
- {
- return -cosh(n*acosh(-x BOOST_MATH_ACOSH_POLICY));
- }
- else
- {
- return cosh(n*acosh(-x BOOST_MATH_ACOSH_POLICY));
- }
- }
- T1 = x;
- }
- if (n == 0)
- {
- return T0;
- }
- unsigned l = 1;
- while(l < n)
- {
- std::swap(T0, T1);
- T1 = boost::math::chebyshev_next(x, T0, T1);
- ++l;
- }
- return T1;
- }
- } // namespace detail
- template <class Real, class Policy>
- inline typename tools::promote_args<Real>::type
- chebyshev_t(unsigned n, Real const & x, const Policy&)
- {
- typedef typename tools::promote_args<Real>::type result_type;
- typedef typename policies::evaluation<result_type, Policy>::type value_type;
- typedef typename policies::normalise<
- Policy,
- policies::promote_float<false>,
- policies::promote_double<false>,
- policies::discrete_quantile<>,
- policies::assert_undefined<> >::type forwarding_policy;
- return policies::checked_narrowing_cast<result_type, Policy>(detail::chebyshev_imp<value_type, false>(n, static_cast<value_type>(x), forwarding_policy()), "boost::math::chebyshev_t<%1%>(unsigned, %1%)");
- }
- template<class Real>
- inline typename tools::promote_args<Real>::type chebyshev_t(unsigned n, Real const & x)
- {
- return chebyshev_t(n, x, policies::policy<>());
- }
- template <class Real, class Policy>
- inline typename tools::promote_args<Real>::type
- chebyshev_u(unsigned n, Real const & x, const Policy&)
- {
- typedef typename tools::promote_args<Real>::type result_type;
- typedef typename policies::evaluation<result_type, Policy>::type value_type;
- typedef typename policies::normalise<
- Policy,
- policies::promote_float<false>,
- policies::promote_double<false>,
- policies::discrete_quantile<>,
- policies::assert_undefined<> >::type forwarding_policy;
- return policies::checked_narrowing_cast<result_type, Policy>(detail::chebyshev_imp<value_type, true>(n, static_cast<value_type>(x), forwarding_policy()), "boost::math::chebyshev_u<%1%>(unsigned, %1%)");
- }
- template<class Real>
- inline typename tools::promote_args<Real>::type chebyshev_u(unsigned n, Real const & x)
- {
- return chebyshev_u(n, x, policies::policy<>());
- }
- template <class Real, class Policy>
- inline typename tools::promote_args<Real>::type
- chebyshev_t_prime(unsigned n, Real const & x, const Policy&)
- {
- typedef typename tools::promote_args<Real>::type result_type;
- typedef typename policies::evaluation<result_type, Policy>::type value_type;
- typedef typename policies::normalise<
- Policy,
- policies::promote_float<false>,
- policies::promote_double<false>,
- policies::discrete_quantile<>,
- policies::assert_undefined<> >::type forwarding_policy;
- if (n == 0)
- {
- return result_type(0);
- }
- return policies::checked_narrowing_cast<result_type, Policy>(n * detail::chebyshev_imp<value_type, true>(n - 1, static_cast<value_type>(x), forwarding_policy()), "boost::math::chebyshev_t_prime<%1%>(unsigned, %1%)");
- }
- template<class Real>
- inline typename tools::promote_args<Real>::type chebyshev_t_prime(unsigned n, Real const & x)
- {
- return chebyshev_t_prime(n, x, policies::policy<>());
- }
- /*
- * This is Algorithm 3.1 of
- * Gil, Amparo, Javier Segura, and Nico M. Temme.
- * Numerical methods for special functions.
- * Society for Industrial and Applied Mathematics, 2007.
- * https://www.siam.org/books/ot99/OT99SampleChapter.pdf
- * However, our definition of c0 differs by a factor of 1/2, as stated in the docs. . .
- */
- template<class Real, class T2>
- inline Real chebyshev_clenshaw_recurrence(const Real* const c, size_t length, const T2& x)
- {
- using boost::math::constants::half;
- if (length < 2)
- {
- if (length == 0)
- {
- return 0;
- }
- return c[0]/2;
- }
- Real b2 = 0;
- Real b1 = c[length -1];
- for(size_t j = length - 2; j >= 1; --j)
- {
- Real tmp = 2*x*b1 - b2 + c[j];
- b2 = b1;
- b1 = tmp;
- }
- return x*b1 - b2 + half<Real>()*c[0];
- }
- namespace detail {
- template<class Real>
- inline Real unchecked_chebyshev_clenshaw_recurrence(const Real* const c, size_t length, const Real & a, const Real & b, const Real& x)
- {
- Real t;
- Real u;
- // This cutoff is not super well defined, but it's a good estimate.
- // See "An Error Analysis of the Modified Clenshaw Method for Evaluating Chebyshev and Fourier Series"
- // J. OLIVER, IMA Journal of Applied Mathematics, Volume 20, Issue 3, November 1977, Pages 379–391
- // https://doi.org/10.1093/imamat/20.3.379
- const Real cutoff = 0.6;
- if (x - a < b - x)
- {
- u = 2*(x-a)/(b-a);
- t = u - 1;
- if (t > -cutoff)
- {
- Real b2 = 0;
- Real b1 = c[length -1];
- for(size_t j = length - 2; j >= 1; --j)
- {
- Real tmp = 2*t*b1 - b2 + c[j];
- b2 = b1;
- b1 = tmp;
- }
- return t*b1 - b2 + c[0]/2;
- }
- else
- {
- Real b = c[length -1];
- Real d = b;
- Real b2 = 0;
- for (size_t r = length - 2; r >= 1; --r)
- {
- d = 2*u*b - d + c[r];
- b2 = b;
- b = d - b;
- }
- return t*b - b2 + c[0]/2;
- }
- }
- else
- {
- u = -2*(b-x)/(b-a);
- t = u + 1;
- if (t < cutoff)
- {
- Real b2 = 0;
- Real b1 = c[length -1];
- for(size_t j = length - 2; j >= 1; --j)
- {
- Real tmp = 2*t*b1 - b2 + c[j];
- b2 = b1;
- b1 = tmp;
- }
- return t*b1 - b2 + c[0]/2;
- }
- else
- {
- Real b = c[length -1];
- Real d = b;
- Real b2 = 0;
- for (size_t r = length - 2; r >= 1; --r)
- {
- d = 2*u*b + d + c[r];
- b2 = b;
- b = d + b;
- }
- return t*b - b2 + c[0]/2;
- }
- }
- }
- } // namespace detail
- template<class Real>
- inline Real chebyshev_clenshaw_recurrence(const Real* const c, size_t length, const Real & a, const Real & b, const Real& x)
- {
- if (x < a || x > b)
- {
- throw std::domain_error("x in [a, b] is required.");
- }
- if (length < 2)
- {
- if (length == 0)
- {
- return 0;
- }
- return c[0]/2;
- }
- return detail::unchecked_chebyshev_clenshaw_recurrence(c, length, a, b, x);
- }
- }}
- #endif
|