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- // Copyright (c) 2006 Xiaogang Zhang
- // Copyright (c) 2006 John Maddock
- // Use, modification and distribution are subject to the
- // Boost Software License, Version 1.0. (See accompanying file
- // LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
- //
- // History:
- // XZ wrote the original of this file as part of the Google
- // Summer of Code 2006. JM modified it to fit into the
- // Boost.Math conceptual framework better, and to correctly
- // handle the various corner cases.
- //
- #ifndef BOOST_MATH_ELLINT_3_HPP
- #define BOOST_MATH_ELLINT_3_HPP
- #ifdef _MSC_VER
- #pragma once
- #endif
- #include <boost/math/special_functions/math_fwd.hpp>
- #include <boost/math/special_functions/ellint_rf.hpp>
- #include <boost/math/special_functions/ellint_rj.hpp>
- #include <boost/math/special_functions/ellint_1.hpp>
- #include <boost/math/special_functions/ellint_2.hpp>
- #include <boost/math/special_functions/log1p.hpp>
- #include <boost/math/special_functions/atanh.hpp>
- #include <boost/math/constants/constants.hpp>
- #include <boost/math/policies/error_handling.hpp>
- #include <boost/math/tools/workaround.hpp>
- #include <boost/math/special_functions/round.hpp>
- // Elliptic integrals (complete and incomplete) of the third kind
- // Carlson, Numerische Mathematik, vol 33, 1 (1979)
- namespace boost { namespace math {
-
- namespace detail{
- template <typename T, typename Policy>
- T ellint_pi_imp(T v, T k, T vc, const Policy& pol);
- // Elliptic integral (Legendre form) of the third kind
- template <typename T, typename Policy>
- T ellint_pi_imp(T v, T phi, T k, T vc, const Policy& pol)
- {
- // Note vc = 1-v presumably without cancellation error.
- BOOST_MATH_STD_USING
- static const char* function = "boost::math::ellint_3<%1%>(%1%,%1%,%1%)";
- T sphi = sin(fabs(phi));
- T result = 0;
- if (k * k * sphi * sphi > 1)
- {
- return policies::raise_domain_error<T>(function,
- "Got k = %1%, function requires |k| <= 1", k, pol);
- }
- // Special cases first:
- if(v == 0)
- {
- // A&S 17.7.18 & 19
- return (k == 0) ? phi : ellint_f_imp(phi, k, pol);
- }
- if((v > 0) && (1 / v < (sphi * sphi)))
- {
- // Complex result is a domain error:
- return policies::raise_domain_error<T>(function,
- "Got v = %1%, but result is complex for v > 1 / sin^2(phi)", v, pol);
- }
- if(v == 1)
- {
- if (k == 0)
- return tan(phi);
- // http://functions.wolfram.com/08.06.03.0008.01
- T m = k * k;
- result = sqrt(1 - m * sphi * sphi) * tan(phi) - ellint_e_imp(phi, k, pol);
- result /= 1 - m;
- result += ellint_f_imp(phi, k, pol);
- return result;
- }
- if(phi == constants::half_pi<T>())
- {
- // Have to filter this case out before the next
- // special case, otherwise we might get an infinity from
- // tan(phi).
- // Also note that since we can't represent PI/2 exactly
- // in a T, this is a bit of a guess as to the users true
- // intent...
- //
- return ellint_pi_imp(v, k, vc, pol);
- }
- if((phi > constants::half_pi<T>()) || (phi < 0))
- {
- // Carlson's algorithm works only for |phi| <= pi/2,
- // use the integrand's periodicity to normalize phi
- //
- // Xiaogang's original code used a cast to long long here
- // but that fails if T has more digits than a long long,
- // so rewritten to use fmod instead:
- //
- // See http://functions.wolfram.com/08.06.16.0002.01
- //
- if(fabs(phi) > 1 / tools::epsilon<T>())
- {
- if(v > 1)
- return policies::raise_domain_error<T>(
- function,
- "Got v = %1%, but this is only supported for 0 <= phi <= pi/2", v, pol);
- //
- // Phi is so large that phi%pi is necessarily zero (or garbage),
- // just return the second part of the duplication formula:
- //
- result = 2 * fabs(phi) * ellint_pi_imp(v, k, vc, pol) / constants::pi<T>();
- }
- else
- {
- T rphi = boost::math::tools::fmod_workaround(T(fabs(phi)), T(constants::half_pi<T>()));
- T m = boost::math::round((fabs(phi) - rphi) / constants::half_pi<T>());
- int sign = 1;
- if((m != 0) && (k >= 1))
- {
- return policies::raise_domain_error<T>(function, "Got k=1 and phi=%1% but the result is complex in that domain", phi, pol);
- }
- if(boost::math::tools::fmod_workaround(m, T(2)) > 0.5)
- {
- m += 1;
- sign = -1;
- rphi = constants::half_pi<T>() - rphi;
- }
- result = sign * ellint_pi_imp(v, rphi, k, vc, pol);
- if((m > 0) && (vc > 0))
- result += m * ellint_pi_imp(v, k, vc, pol);
- }
- return phi < 0 ? T(-result) : result;
- }
- if(k == 0)
- {
- // A&S 17.7.20:
- if(v < 1)
- {
- T vcr = sqrt(vc);
- return atan(vcr * tan(phi)) / vcr;
- }
- else
- {
- // v > 1:
- T vcr = sqrt(-vc);
- T arg = vcr * tan(phi);
- return (boost::math::log1p(arg, pol) - boost::math::log1p(-arg, pol)) / (2 * vcr);
- }
- }
- if((v < 0) && fabs(k) <= 1)
- {
- //
- // If we don't shift to 0 <= v <= 1 we get
- // cancellation errors later on. Use
- // A&S 17.7.15/16 to shift to v > 0.
- //
- // Mathematica simplifies the expressions
- // given in A&S as follows (with thanks to
- // Rocco Romeo for figuring these out!):
- //
- // V = (k2 - n)/(1 - n)
- // Assuming[(k2 >= 0 && k2 <= 1) && n < 0, FullSimplify[Sqrt[(1 - V)*(1 - k2 / V)] / Sqrt[((1 - n)*(1 - k2 / n))]]]
- // Result: ((-1 + k2) n) / ((-1 + n) (-k2 + n))
- //
- // Assuming[(k2 >= 0 && k2 <= 1) && n < 0, FullSimplify[k2 / (Sqrt[-n*(k2 - n) / (1 - n)] * Sqrt[(1 - n)*(1 - k2 / n)])]]
- // Result : k2 / (k2 - n)
- //
- // Assuming[(k2 >= 0 && k2 <= 1) && n < 0, FullSimplify[Sqrt[1 / ((1 - n)*(1 - k2 / n))]]]
- // Result : Sqrt[n / ((k2 - n) (-1 + n))]
- //
- T k2 = k * k;
- T N = (k2 - v) / (1 - v);
- T Nm1 = (1 - k2) / (1 - v);
- T p2 = -v * N;
- T t;
- if(p2 <= tools::min_value<T>())
- p2 = sqrt(-v) * sqrt(N);
- else
- p2 = sqrt(p2);
- T delta = sqrt(1 - k2 * sphi * sphi);
- if(N > k2)
- {
- result = ellint_pi_imp(N, phi, k, Nm1, pol);
- result *= v / (v - 1);
- result *= (k2 - 1) / (v - k2);
- }
- if(k != 0)
- {
- t = ellint_f_imp(phi, k, pol);
- t *= k2 / (k2 - v);
- result += t;
- }
- t = v / ((k2 - v) * (v - 1));
- if(t > tools::min_value<T>())
- {
- result += atan((p2 / 2) * sin(2 * phi) / delta) * sqrt(t);
- }
- else
- {
- result += atan((p2 / 2) * sin(2 * phi) / delta) * sqrt(fabs(1 / (k2 - v))) * sqrt(fabs(v / (v - 1)));
- }
- return result;
- }
- if(k == 1)
- {
- // See http://functions.wolfram.com/08.06.03.0013.01
- result = sqrt(v) * atanh(sqrt(v) * sin(phi), pol) - log(1 / cos(phi) + tan(phi));
- result /= v - 1;
- return result;
- }
- #if 0 // disabled but retained for future reference: see below.
- if(v > 1)
- {
- //
- // If v > 1 we can use the identity in A&S 17.7.7/8
- // to shift to 0 <= v <= 1. In contrast to previous
- // revisions of this header, this identity does now work
- // but appears not to produce better error rates in
- // practice. Archived here for future reference...
- //
- T k2 = k * k;
- T N = k2 / v;
- T Nm1 = (v - k2) / v;
- T p1 = sqrt((-vc) * (1 - k2 / v));
- T delta = sqrt(1 - k2 * sphi * sphi);
- //
- // These next two terms have a large amount of cancellation
- // so it's not clear if this relation is useable even if
- // the issues with phi > pi/2 can be fixed:
- //
- result = -ellint_pi_imp(N, phi, k, Nm1, pol);
- result += ellint_f_imp(phi, k, pol);
- //
- // This log term gives the complex result when
- // n > 1/sin^2(phi)
- // However that case is dealt with as an error above,
- // so we should always get a real result here:
- //
- result += log((delta + p1 * tan(phi)) / (delta - p1 * tan(phi))) / (2 * p1);
- return result;
- }
- #endif
- //
- // Carlson's algorithm works only for |phi| <= pi/2,
- // by the time we get here phi should already have been
- // normalised above.
- //
- BOOST_ASSERT(fabs(phi) < constants::half_pi<T>());
- BOOST_ASSERT(phi >= 0);
- T x, y, z, p, t;
- T cosp = cos(phi);
- x = cosp * cosp;
- t = sphi * sphi;
- y = 1 - k * k * t;
- z = 1;
- if(v * t < 0.5)
- p = 1 - v * t;
- else
- p = x + vc * t;
- result = sphi * (ellint_rf_imp(x, y, z, pol) + v * t * ellint_rj_imp(x, y, z, p, pol) / 3);
- return result;
- }
- // Complete elliptic integral (Legendre form) of the third kind
- template <typename T, typename Policy>
- T ellint_pi_imp(T v, T k, T vc, const Policy& pol)
- {
- // Note arg vc = 1-v, possibly without cancellation errors
- BOOST_MATH_STD_USING
- using namespace boost::math::tools;
- static const char* function = "boost::math::ellint_pi<%1%>(%1%,%1%)";
- if (abs(k) >= 1)
- {
- return policies::raise_domain_error<T>(function,
- "Got k = %1%, function requires |k| <= 1", k, pol);
- }
- if(vc <= 0)
- {
- // Result is complex:
- return policies::raise_domain_error<T>(function,
- "Got v = %1%, function requires v < 1", v, pol);
- }
- if(v == 0)
- {
- return (k == 0) ? boost::math::constants::pi<T>() / 2 : ellint_k_imp(k, pol);
- }
- if(v < 0)
- {
- // Apply A&S 17.7.17:
- T k2 = k * k;
- T N = (k2 - v) / (1 - v);
- T Nm1 = (1 - k2) / (1 - v);
- T result = 0;
- result = boost::math::detail::ellint_pi_imp(N, k, Nm1, pol);
- // This next part is split in two to avoid spurious over/underflow:
- result *= -v / (1 - v);
- result *= (1 - k2) / (k2 - v);
- result += ellint_k_imp(k, pol) * k2 / (k2 - v);
- return result;
- }
- T x = 0;
- T y = 1 - k * k;
- T z = 1;
- T p = vc;
- T value = ellint_rf_imp(x, y, z, pol) + v * ellint_rj_imp(x, y, z, p, pol) / 3;
- return value;
- }
- template <class T1, class T2, class T3>
- inline typename tools::promote_args<T1, T2, T3>::type ellint_3(T1 k, T2 v, T3 phi, const std::false_type&)
- {
- return boost::math::ellint_3(k, v, phi, policies::policy<>());
- }
- template <class T1, class T2, class Policy>
- inline typename tools::promote_args<T1, T2>::type ellint_3(T1 k, T2 v, const Policy& pol, const std::true_type&)
- {
- typedef typename tools::promote_args<T1, T2>::type result_type;
- typedef typename policies::evaluation<result_type, Policy>::type value_type;
- return policies::checked_narrowing_cast<result_type, Policy>(
- detail::ellint_pi_imp(
- static_cast<value_type>(v),
- static_cast<value_type>(k),
- static_cast<value_type>(1-v),
- pol), "boost::math::ellint_3<%1%>(%1%,%1%)");
- }
- } // namespace detail
- template <class T1, class T2, class T3, class Policy>
- inline typename tools::promote_args<T1, T2, T3>::type ellint_3(T1 k, T2 v, T3 phi, const Policy& pol)
- {
- typedef typename tools::promote_args<T1, T2, T3>::type result_type;
- typedef typename policies::evaluation<result_type, Policy>::type value_type;
- return policies::checked_narrowing_cast<result_type, Policy>(
- detail::ellint_pi_imp(
- static_cast<value_type>(v),
- static_cast<value_type>(phi),
- static_cast<value_type>(k),
- static_cast<value_type>(1-v),
- pol), "boost::math::ellint_3<%1%>(%1%,%1%,%1%)");
- }
- template <class T1, class T2, class T3>
- typename detail::ellint_3_result<T1, T2, T3>::type ellint_3(T1 k, T2 v, T3 phi)
- {
- typedef typename policies::is_policy<T3>::type tag_type;
- return detail::ellint_3(k, v, phi, tag_type());
- }
- template <class T1, class T2>
- inline typename tools::promote_args<T1, T2>::type ellint_3(T1 k, T2 v)
- {
- return ellint_3(k, v, policies::policy<>());
- }
- }} // namespaces
- #endif // BOOST_MATH_ELLINT_3_HPP
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