123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566676869707172737475767778798081828384858687888990919293949596979899100101102103104105106107108109110111112113114115116117118119120121122123124125126127128129130131132133134135136137138139140141142143144145146147148149150151152153154155156157158159160161162163164165166167168169170171172173174175176177178179180181182183184185186187188189190191192193194195196197198199200201202203204205206207208209210211212213214215216217218219220221222223224225226227228229230231232233234235236237238239240241242243244245246247248249250251252253254255256257258259260261262263264265266267268269270271272273274275276277278279280281282283284285286287288289290291292293294295296297298299300301302303304305306307308309310311312313314315316317318319320321322323324325326327328329330331332333334335336337338339340341342343344345346347348349350351352353354355356357358359360361362363364365366367368369370371372373374375376377378379380381382383384385386387388389390391392393394395396397398399400401402403404405406407408409410411412413414415416417418419420421422423424425426427428429430431432433434435436437438439440441442443444445446447448449450451452453454455456457458459460461462463464465466467468469470471472473474475476477478479480481482483484485486487488489490491492493494495496497498499500501502503504505506507508509510511512 |
- // (C) Copyright John Maddock 2005-2006.
- // 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_LOG1P_INCLUDED
- #define BOOST_MATH_LOG1P_INCLUDED
- #ifdef _MSC_VER
- #pragma once
- #pragma warning(push)
- #pragma warning(disable:4702) // Unreachable code (release mode only warning)
- #endif
- #include <boost/config/no_tr1/cmath.hpp>
- #include <math.h> // platform's ::log1p
- #include <boost/limits.hpp>
- #include <boost/math/tools/config.hpp>
- #include <boost/math/tools/series.hpp>
- #include <boost/math/tools/rational.hpp>
- #include <boost/math/tools/big_constant.hpp>
- #include <boost/math/policies/error_handling.hpp>
- #include <boost/math/special_functions/math_fwd.hpp>
- #include <boost/math/special_functions/fpclassify.hpp>
- #ifndef BOOST_NO_LIMITS_COMPILE_TIME_CONSTANTS
- # include <boost/static_assert.hpp>
- #else
- # include <boost/assert.hpp>
- #endif
- #if defined(__GNUC__) && defined(BOOST_MATH_USE_FLOAT128)
- //
- // This is the only way we can avoid
- // warning: non-standard suffix on floating constant [-Wpedantic]
- // when building with -Wall -pedantic. Neither __extension__
- // nor #pragma diagnostic ignored work :(
- //
- #pragma GCC system_header
- #endif
- namespace boost{ namespace math{
- namespace detail
- {
- // Functor log1p_series returns the next term in the Taylor series
- // pow(-1, k-1)*pow(x, k) / k
- // each time that operator() is invoked.
- //
- template <class T>
- struct log1p_series
- {
- typedef T result_type;
- log1p_series(T x)
- : k(0), m_mult(-x), m_prod(-1){}
- T operator()()
- {
- m_prod *= m_mult;
- return m_prod / ++k;
- }
- int count()const
- {
- return k;
- }
- private:
- int k;
- const T m_mult;
- T m_prod;
- log1p_series(const log1p_series&);
- log1p_series& operator=(const log1p_series&);
- };
- // Algorithm log1p is part of C99, but is not yet provided by many compilers.
- //
- // This version uses a Taylor series expansion for 0.5 > x > epsilon, which may
- // require up to std::numeric_limits<T>::digits+1 terms to be calculated.
- // It would be much more efficient to use the equivalence:
- // log(1+x) == (log(1+x) * x) / ((1-x) - 1)
- // Unfortunately many optimizing compilers make such a mess of this, that
- // it performs no better than log(1+x): which is to say not very well at all.
- //
- template <class T, class Policy>
- T log1p_imp(T const & x, const Policy& pol, const std::integral_constant<int, 0>&)
- { // The function returns the natural logarithm of 1 + x.
- typedef typename tools::promote_args<T>::type result_type;
- BOOST_MATH_STD_USING
- static const char* function = "boost::math::log1p<%1%>(%1%)";
- if((x < -1) || (boost::math::isnan)(x))
- return policies::raise_domain_error<T>(
- function, "log1p(x) requires x > -1, but got x = %1%.", x, pol);
- if(x == -1)
- return -policies::raise_overflow_error<T>(
- function, 0, pol);
- result_type a = abs(result_type(x));
- if(a > result_type(0.5f))
- return log(1 + result_type(x));
- // Note that without numeric_limits specialisation support,
- // epsilon just returns zero, and our "optimisation" will always fail:
- if(a < tools::epsilon<result_type>())
- return x;
- detail::log1p_series<result_type> s(x);
- boost::uintmax_t max_iter = policies::get_max_series_iterations<Policy>();
- #if !BOOST_WORKAROUND(BOOST_BORLANDC, BOOST_TESTED_AT(0x582)) && !BOOST_WORKAROUND(__EDG_VERSION__, <= 245)
- result_type result = tools::sum_series(s, policies::get_epsilon<result_type, Policy>(), max_iter);
- #else
- result_type zero = 0;
- result_type result = tools::sum_series(s, policies::get_epsilon<result_type, Policy>(), max_iter, zero);
- #endif
- policies::check_series_iterations<T>(function, max_iter, pol);
- return result;
- }
- template <class T, class Policy>
- T log1p_imp(T const& x, const Policy& pol, const std::integral_constant<int, 53>&)
- { // The function returns the natural logarithm of 1 + x.
- BOOST_MATH_STD_USING
- static const char* function = "boost::math::log1p<%1%>(%1%)";
- if(x < -1)
- return policies::raise_domain_error<T>(
- function, "log1p(x) requires x > -1, but got x = %1%.", x, pol);
- if(x == -1)
- return -policies::raise_overflow_error<T>(
- function, 0, pol);
- T a = fabs(x);
- if(a > 0.5f)
- return log(1 + x);
- // Note that without numeric_limits specialisation support,
- // epsilon just returns zero, and our "optimisation" will always fail:
- if(a < tools::epsilon<T>())
- return x;
- // Maximum Deviation Found: 1.846e-017
- // Expected Error Term: 1.843e-017
- // Maximum Relative Change in Control Points: 8.138e-004
- // Max Error found at double precision = 3.250766e-016
- static const T P[] = {
- 0.15141069795941984e-16L,
- 0.35495104378055055e-15L,
- 0.33333333333332835L,
- 0.99249063543365859L,
- 1.1143969784156509L,
- 0.58052937949269651L,
- 0.13703234928513215L,
- 0.011294864812099712L
- };
- static const T Q[] = {
- 1L,
- 3.7274719063011499L,
- 5.5387948649720334L,
- 4.159201143419005L,
- 1.6423855110312755L,
- 0.31706251443180914L,
- 0.022665554431410243L,
- -0.29252538135177773e-5L
- };
- T result = 1 - x / 2 + tools::evaluate_polynomial(P, x) / tools::evaluate_polynomial(Q, x);
- result *= x;
- return result;
- }
- template <class T, class Policy>
- T log1p_imp(T const& x, const Policy& pol, const std::integral_constant<int, 64>&)
- { // The function returns the natural logarithm of 1 + x.
- BOOST_MATH_STD_USING
- static const char* function = "boost::math::log1p<%1%>(%1%)";
- if(x < -1)
- return policies::raise_domain_error<T>(
- function, "log1p(x) requires x > -1, but got x = %1%.", x, pol);
- if(x == -1)
- return -policies::raise_overflow_error<T>(
- function, 0, pol);
- T a = fabs(x);
- if(a > 0.5f)
- return log(1 + x);
- // Note that without numeric_limits specialisation support,
- // epsilon just returns zero, and our "optimisation" will always fail:
- if(a < tools::epsilon<T>())
- return x;
- // Maximum Deviation Found: 8.089e-20
- // Expected Error Term: 8.088e-20
- // Maximum Relative Change in Control Points: 9.648e-05
- // Max Error found at long double precision = 2.242324e-19
- static const T P[] = {
- BOOST_MATH_BIG_CONSTANT(T, 64, -0.807533446680736736712e-19),
- BOOST_MATH_BIG_CONSTANT(T, 64, -0.490881544804798926426e-18),
- BOOST_MATH_BIG_CONSTANT(T, 64, 0.333333333333333373941),
- BOOST_MATH_BIG_CONSTANT(T, 64, 1.17141290782087994162),
- BOOST_MATH_BIG_CONSTANT(T, 64, 1.62790522814926264694),
- BOOST_MATH_BIG_CONSTANT(T, 64, 1.13156411870766876113),
- BOOST_MATH_BIG_CONSTANT(T, 64, 0.408087379932853785336),
- BOOST_MATH_BIG_CONSTANT(T, 64, 0.0706537026422828914622),
- BOOST_MATH_BIG_CONSTANT(T, 64, 0.00441709903782239229447)
- };
- static const T Q[] = {
- BOOST_MATH_BIG_CONSTANT(T, 64, 1.0),
- BOOST_MATH_BIG_CONSTANT(T, 64, 4.26423872346263928361),
- BOOST_MATH_BIG_CONSTANT(T, 64, 7.48189472704477708962),
- BOOST_MATH_BIG_CONSTANT(T, 64, 6.94757016732904280913),
- BOOST_MATH_BIG_CONSTANT(T, 64, 3.6493508622280767304),
- BOOST_MATH_BIG_CONSTANT(T, 64, 1.06884863623790638317),
- BOOST_MATH_BIG_CONSTANT(T, 64, 0.158292216998514145947),
- BOOST_MATH_BIG_CONSTANT(T, 64, 0.00885295524069924328658),
- BOOST_MATH_BIG_CONSTANT(T, 64, -0.560026216133415663808e-6)
- };
- T result = 1 - x / 2 + tools::evaluate_polynomial(P, x) / tools::evaluate_polynomial(Q, x);
- result *= x;
- return result;
- }
- template <class T, class Policy>
- T log1p_imp(T const& x, const Policy& pol, const std::integral_constant<int, 24>&)
- { // The function returns the natural logarithm of 1 + x.
- BOOST_MATH_STD_USING
- static const char* function = "boost::math::log1p<%1%>(%1%)";
- if(x < -1)
- return policies::raise_domain_error<T>(
- function, "log1p(x) requires x > -1, but got x = %1%.", x, pol);
- if(x == -1)
- return -policies::raise_overflow_error<T>(
- function, 0, pol);
- T a = fabs(x);
- if(a > 0.5f)
- return log(1 + x);
- // Note that without numeric_limits specialisation support,
- // epsilon just returns zero, and our "optimisation" will always fail:
- if(a < tools::epsilon<T>())
- return x;
- // Maximum Deviation Found: 6.910e-08
- // Expected Error Term: 6.910e-08
- // Maximum Relative Change in Control Points: 2.509e-04
- // Max Error found at double precision = 6.910422e-08
- // Max Error found at float precision = 8.357242e-08
- static const T P[] = {
- -0.671192866803148236519e-7L,
- 0.119670999140731844725e-6L,
- 0.333339469182083148598L,
- 0.237827183019664122066L
- };
- static const T Q[] = {
- 1L,
- 1.46348272586988539733L,
- 0.497859871350117338894L,
- -0.00471666268910169651936L
- };
- T result = 1 - x / 2 + tools::evaluate_polynomial(P, x) / tools::evaluate_polynomial(Q, x);
- result *= x;
- return result;
- }
- template <class T, class Policy, class tag>
- struct log1p_initializer
- {
- struct init
- {
- init()
- {
- do_init(tag());
- }
- template <int N>
- static void do_init(const std::integral_constant<int, N>&){}
- static void do_init(const std::integral_constant<int, 64>&)
- {
- boost::math::log1p(static_cast<T>(0.25), Policy());
- }
- void force_instantiate()const{}
- };
- static const init initializer;
- static void force_instantiate()
- {
- initializer.force_instantiate();
- }
- };
- template <class T, class Policy, class tag>
- const typename log1p_initializer<T, Policy, tag>::init log1p_initializer<T, Policy, tag>::initializer;
- } // namespace detail
- template <class T, class Policy>
- inline typename tools::promote_args<T>::type log1p(T x, const Policy&)
- {
- typedef typename tools::promote_args<T>::type result_type;
- typedef typename policies::evaluation<result_type, Policy>::type value_type;
- typedef typename policies::precision<result_type, Policy>::type precision_type;
- typedef typename policies::normalise<
- Policy,
- policies::promote_float<false>,
- policies::promote_double<false>,
- policies::discrete_quantile<>,
- policies::assert_undefined<> >::type forwarding_policy;
- typedef std::integral_constant<int,
- precision_type::value <= 0 ? 0 :
- precision_type::value <= 53 ? 53 :
- precision_type::value <= 64 ? 64 : 0
- > tag_type;
- detail::log1p_initializer<value_type, forwarding_policy, tag_type>::force_instantiate();
- return policies::checked_narrowing_cast<result_type, forwarding_policy>(
- detail::log1p_imp(static_cast<value_type>(x), forwarding_policy(), tag_type()), "boost::math::log1p<%1%>(%1%)");
- }
- #if BOOST_WORKAROUND(BOOST_BORLANDC, BOOST_TESTED_AT(0x564))
- // These overloads work around a type deduction bug:
- inline float log1p(float z)
- {
- return log1p<float>(z);
- }
- inline double log1p(double z)
- {
- return log1p<double>(z);
- }
- #ifndef BOOST_MATH_NO_LONG_DOUBLE_MATH_FUNCTIONS
- inline long double log1p(long double z)
- {
- return log1p<long double>(z);
- }
- #endif
- #endif
- #ifdef log1p
- # ifndef BOOST_HAS_LOG1P
- # define BOOST_HAS_LOG1P
- # endif
- # undef log1p
- #endif
- #if defined(BOOST_HAS_LOG1P) && !(defined(__osf__) && defined(__DECCXX_VER))
- # ifdef BOOST_MATH_USE_C99
- template <class Policy>
- inline float log1p(float x, const Policy& pol)
- {
- if(x < -1)
- return policies::raise_domain_error<float>(
- "log1p<%1%>(%1%)", "log1p(x) requires x > -1, but got x = %1%.", x, pol);
- if(x == -1)
- return -policies::raise_overflow_error<float>(
- "log1p<%1%>(%1%)", 0, pol);
- return ::log1pf(x);
- }
- #ifndef BOOST_MATH_NO_LONG_DOUBLE_MATH_FUNCTIONS
- template <class Policy>
- inline long double log1p(long double x, const Policy& pol)
- {
- if(x < -1)
- return policies::raise_domain_error<long double>(
- "log1p<%1%>(%1%)", "log1p(x) requires x > -1, but got x = %1%.", x, pol);
- if(x == -1)
- return -policies::raise_overflow_error<long double>(
- "log1p<%1%>(%1%)", 0, pol);
- return ::log1pl(x);
- }
- #endif
- #else
- template <class Policy>
- inline float log1p(float x, const Policy& pol)
- {
- if(x < -1)
- return policies::raise_domain_error<float>(
- "log1p<%1%>(%1%)", "log1p(x) requires x > -1, but got x = %1%.", x, pol);
- if(x == -1)
- return -policies::raise_overflow_error<float>(
- "log1p<%1%>(%1%)", 0, pol);
- return ::log1p(x);
- }
- #endif
- template <class Policy>
- inline double log1p(double x, const Policy& pol)
- {
- if(x < -1)
- return policies::raise_domain_error<double>(
- "log1p<%1%>(%1%)", "log1p(x) requires x > -1, but got x = %1%.", x, pol);
- if(x == -1)
- return -policies::raise_overflow_error<double>(
- "log1p<%1%>(%1%)", 0, pol);
- return ::log1p(x);
- }
- #elif defined(_MSC_VER) && (BOOST_MSVC >= 1400)
- //
- // You should only enable this branch if you are absolutely sure
- // that your compilers optimizer won't mess this code up!!
- // Currently tested with VC8 and Intel 9.1.
- //
- template <class Policy>
- inline double log1p(double x, const Policy& pol)
- {
- if(x < -1)
- return policies::raise_domain_error<double>(
- "log1p<%1%>(%1%)", "log1p(x) requires x > -1, but got x = %1%.", x, pol);
- if(x == -1)
- return -policies::raise_overflow_error<double>(
- "log1p<%1%>(%1%)", 0, pol);
- double u = 1+x;
- if(u == 1.0)
- return x;
- else
- return ::log(u)*(x/(u-1.0));
- }
- template <class Policy>
- inline float log1p(float x, const Policy& pol)
- {
- return static_cast<float>(boost::math::log1p(static_cast<double>(x), pol));
- }
- #ifndef _WIN32_WCE
- //
- // For some reason this fails to compile under WinCE...
- // Needs more investigation.
- //
- template <class Policy>
- inline long double log1p(long double x, const Policy& pol)
- {
- if(x < -1)
- return policies::raise_domain_error<long double>(
- "log1p<%1%>(%1%)", "log1p(x) requires x > -1, but got x = %1%.", x, pol);
- if(x == -1)
- return -policies::raise_overflow_error<long double>(
- "log1p<%1%>(%1%)", 0, pol);
- long double u = 1+x;
- if(u == 1.0)
- return x;
- else
- return ::logl(u)*(x/(u-1.0));
- }
- #endif
- #endif
- template <class T>
- inline typename tools::promote_args<T>::type log1p(T x)
- {
- return boost::math::log1p(x, policies::policy<>());
- }
- //
- // Compute log(1+x)-x:
- //
- template <class T, class Policy>
- inline typename tools::promote_args<T>::type
- log1pmx(T x, const Policy& pol)
- {
- typedef typename tools::promote_args<T>::type result_type;
- BOOST_MATH_STD_USING
- static const char* function = "boost::math::log1pmx<%1%>(%1%)";
- if(x < -1)
- return policies::raise_domain_error<T>(
- function, "log1pmx(x) requires x > -1, but got x = %1%.", x, pol);
- if(x == -1)
- return -policies::raise_overflow_error<T>(
- function, 0, pol);
- result_type a = abs(result_type(x));
- if(a > result_type(0.95f))
- return log(1 + result_type(x)) - result_type(x);
- // Note that without numeric_limits specialisation support,
- // epsilon just returns zero, and our "optimisation" will always fail:
- if(a < tools::epsilon<result_type>())
- return -x * x / 2;
- boost::math::detail::log1p_series<T> s(x);
- s();
- boost::uintmax_t max_iter = policies::get_max_series_iterations<Policy>();
- #if BOOST_WORKAROUND(BOOST_BORLANDC, BOOST_TESTED_AT(0x582))
- T zero = 0;
- T result = boost::math::tools::sum_series(s, policies::get_epsilon<T, Policy>(), max_iter, zero);
- #else
- T result = boost::math::tools::sum_series(s, policies::get_epsilon<T, Policy>(), max_iter);
- #endif
- policies::check_series_iterations<T>(function, max_iter, pol);
- return result;
- }
- template <class T>
- inline typename tools::promote_args<T>::type log1pmx(T x)
- {
- return log1pmx(x, policies::policy<>());
- }
- } // namespace math
- } // namespace boost
- #ifdef _MSC_VER
- #pragma warning(pop)
- #endif
- #endif // BOOST_MATH_LOG1P_INCLUDED
|