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[/] [openrisc/] [tags/] [gnu-src/] [gcc-4.5.1/] [gcc-4.5.1-or32-1.0rc4/] [libstdc++-v3/] [include/] [tr1/] [exp_integral.tcc] - Blame information for rev 519

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1 424 jeremybenn
// Special functions -*- C++ -*-
2
 
3
// Copyright (C) 2006, 2007, 2008, 2009
4
// Free Software Foundation, Inc.
5
//
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// This file is part of the GNU ISO C++ Library.  This library is free
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// software; you can redistribute it and/or modify it under the
8
// terms of the GNU General Public License as published by the
9
// Free Software Foundation; either version 3, or (at your option)
10
// any later version.
11
//
12
// This library is distributed in the hope that it will be useful,
13
// but WITHOUT ANY WARRANTY; without even the implied warranty of
14
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
15
// GNU General Public License for more details.
16
//
17
// Under Section 7 of GPL version 3, you are granted additional
18
// permissions described in the GCC Runtime Library Exception, version
19
// 3.1, as published by the Free Software Foundation.
20
 
21
// You should have received a copy of the GNU General Public License and
22
// a copy of the GCC Runtime Library Exception along with this program;
23
// see the files COPYING3 and COPYING.RUNTIME respectively.  If not, see
24
// .
25
 
26
/** @file tr1/exp_integral.tcc
27
 *  This is an internal header file, included by other library headers.
28
 *  You should not attempt to use it directly.
29
 */
30
 
31
//
32
// ISO C++ 14882 TR1: 5.2  Special functions
33
//
34
 
35
//  Written by Edward Smith-Rowland based on:
36
//
37
//   (1) Handbook of Mathematical Functions,
38
//       Ed. by Milton Abramowitz and Irene A. Stegun,
39
//       Dover Publications, New-York, Section 5, pp. 228-251.
40
//   (2) The Gnu Scientific Library, http://www.gnu.org/software/gsl
41
//   (3) Numerical Recipes in C, by W. H. Press, S. A. Teukolsky,
42
//       W. T. Vetterling, B. P. Flannery, Cambridge University Press (1992),
43
//       2nd ed, pp. 222-225.
44
//
45
 
46
#ifndef _GLIBCXX_TR1_EXP_INTEGRAL_TCC
47
#define _GLIBCXX_TR1_EXP_INTEGRAL_TCC 1
48
 
49
#include "special_function_util.h"
50
 
51
namespace std
52
{
53
namespace tr1
54
{
55
 
56
  // [5.2] Special functions
57
 
58
  // Implementation-space details.
59
  namespace __detail
60
  {
61
 
62
    /**
63
     *   @brief Return the exponential integral @f$ E_1(x) @f$
64
     *          by series summation.  This should be good
65
     *          for @f$ x < 1 @f$.
66
     *
67
     *   The exponential integral is given by
68
     *          \f[
69
     *            E_1(x) = \int_{1}^{\infty} \frac{e^{-xt}}{t} dt
70
     *          \f]
71
     *
72
     *   @param  __x  The argument of the exponential integral function.
73
     *   @return  The exponential integral.
74
     */
75
    template
76
    _Tp
77
    __expint_E1_series(const _Tp __x)
78
    {
79
      const _Tp __eps = std::numeric_limits<_Tp>::epsilon();
80
      _Tp __term = _Tp(1);
81
      _Tp __esum = _Tp(0);
82
      _Tp __osum = _Tp(0);
83
      const unsigned int __max_iter = 100;
84
      for (unsigned int __i = 1; __i < __max_iter; ++__i)
85
        {
86
          __term *= - __x / __i;
87
          if (std::abs(__term) < __eps)
88
            break;
89
          if (__term >= _Tp(0))
90
            __esum += __term / __i;
91
          else
92
            __osum += __term / __i;
93
        }
94
 
95
      return - __esum - __osum
96
             - __numeric_constants<_Tp>::__gamma_e() - std::log(__x);
97
    }
98
 
99
 
100
    /**
101
     *   @brief Return the exponential integral @f$ E_1(x) @f$
102
     *          by asymptotic expansion.
103
     *
104
     *   The exponential integral is given by
105
     *          \f[
106
     *            E_1(x) = \int_{1}^\infty \frac{e^{-xt}}{t} dt
107
     *          \f]
108
     *
109
     *   @param  __x  The argument of the exponential integral function.
110
     *   @return  The exponential integral.
111
     */
112
    template
113
    _Tp
114
    __expint_E1_asymp(const _Tp __x)
115
    {
116
      _Tp __term = _Tp(1);
117
      _Tp __esum = _Tp(1);
118
      _Tp __osum = _Tp(0);
119
      const unsigned int __max_iter = 1000;
120
      for (unsigned int __i = 1; __i < __max_iter; ++__i)
121
        {
122
          _Tp __prev = __term;
123
          __term *= - __i / __x;
124
          if (std::abs(__term) > std::abs(__prev))
125
            break;
126
          if (__term >= _Tp(0))
127
            __esum += __term;
128
          else
129
            __osum += __term;
130
        }
131
 
132
      return std::exp(- __x) * (__esum + __osum) / __x;
133
    }
134
 
135
 
136
    /**
137
     *   @brief Return the exponential integral @f$ E_n(x) @f$
138
     *          by series summation.
139
     *
140
     *   The exponential integral is given by
141
     *          \f[
142
     *            E_n(x) = \int_{1}^\infty \frac{e^{-xt}}{t^n} dt
143
     *          \f]
144
     *
145
     *   @param  __n  The order of the exponential integral function.
146
     *   @param  __x  The argument of the exponential integral function.
147
     *   @return  The exponential integral.
148
     */
149
    template
150
    _Tp
151
    __expint_En_series(const unsigned int __n, const _Tp __x)
152
    {
153
      const unsigned int __max_iter = 100;
154
      const _Tp __eps = std::numeric_limits<_Tp>::epsilon();
155
      const int __nm1 = __n - 1;
156
      _Tp __ans = (__nm1 != 0
157
                ? _Tp(1) / __nm1 : -std::log(__x)
158
                                   - __numeric_constants<_Tp>::__gamma_e());
159
      _Tp __fact = _Tp(1);
160
      for (int __i = 1; __i <= __max_iter; ++__i)
161
        {
162
          __fact *= -__x / _Tp(__i);
163
          _Tp __del;
164
          if ( __i != __nm1 )
165
            __del = -__fact / _Tp(__i - __nm1);
166
          else
167
            {
168
              _Tp __psi = -__numeric_constants<_Tp>::gamma_e();
169
              for (int __ii = 1; __ii <= __nm1; ++__ii)
170
                __psi += _Tp(1) / _Tp(__ii);
171
              __del = __fact * (__psi - std::log(__x));
172
            }
173
          __ans += __del;
174
          if (std::abs(__del) < __eps * std::abs(__ans))
175
            return __ans;
176
        }
177
      std::__throw_runtime_error(__N("Series summation failed "
178
                                     "in __expint_En_series."));
179
    }
180
 
181
 
182
    /**
183
     *   @brief Return the exponential integral @f$ E_n(x) @f$
184
     *          by continued fractions.
185
     *
186
     *   The exponential integral is given by
187
     *          \f[
188
     *            E_n(x) = \int_{1}^\infty \frac{e^{-xt}}{t^n} dt
189
     *          \f]
190
     *
191
     *   @param  __n  The order of the exponential integral function.
192
     *   @param  __x  The argument of the exponential integral function.
193
     *   @return  The exponential integral.
194
     */
195
    template
196
    _Tp
197
    __expint_En_cont_frac(const unsigned int __n, const _Tp __x)
198
    {
199
      const unsigned int __max_iter = 100;
200
      const _Tp __eps = std::numeric_limits<_Tp>::epsilon();
201
      const _Tp __fp_min = std::numeric_limits<_Tp>::min();
202
      const int __nm1 = __n - 1;
203
      _Tp __b = __x + _Tp(__n);
204
      _Tp __c = _Tp(1) / __fp_min;
205
      _Tp __d = _Tp(1) / __b;
206
      _Tp __h = __d;
207
      for ( unsigned int __i = 1; __i <= __max_iter; ++__i )
208
        {
209
          _Tp __a = -_Tp(__i * (__nm1 + __i));
210
          __b += _Tp(2);
211
          __d = _Tp(1) / (__a * __d + __b);
212
          __c = __b + __a / __c;
213
          const _Tp __del = __c * __d;
214
          __h *= __del;
215
          if (std::abs(__del - _Tp(1)) < __eps)
216
            {
217
              const _Tp __ans = __h * std::exp(-__x);
218
              return __ans;
219
            }
220
        }
221
      std::__throw_runtime_error(__N("Continued fraction failed "
222
                                     "in __expint_En_cont_frac."));
223
    }
224
 
225
 
226
    /**
227
     *   @brief Return the exponential integral @f$ E_n(x) @f$
228
     *          by recursion.  Use upward recursion for @f$ x < n @f$
229
     *          and downward recursion (Miller's algorithm) otherwise.
230
     *
231
     *   The exponential integral is given by
232
     *          \f[
233
     *            E_n(x) = \int_{1}^\infty \frac{e^{-xt}}{t^n} dt
234
     *          \f]
235
     *
236
     *   @param  __n  The order of the exponential integral function.
237
     *   @param  __x  The argument of the exponential integral function.
238
     *   @return  The exponential integral.
239
     */
240
    template
241
    _Tp
242
    __expint_En_recursion(const unsigned int __n, const _Tp __x)
243
    {
244
      _Tp __En;
245
      _Tp __E1 = __expint_E1(__x);
246
      if (__x < _Tp(__n))
247
        {
248
          //  Forward recursion is stable only for n < x.
249
          __En = __E1;
250
          for (unsigned int __j = 2; __j < __n; ++__j)
251
            __En = (std::exp(-__x) - __x * __En) / _Tp(__j - 1);
252
        }
253
      else
254
        {
255
          //  Backward recursion is stable only for n >= x.
256
          __En = _Tp(1);
257
          const int __N = __n + 20;  //  TODO: Check this starting number.
258
          _Tp __save = _Tp(0);
259
          for (int __j = __N; __j > 0; --__j)
260
            {
261
              __En = (std::exp(-__x) - __j * __En) / __x;
262
              if (__j == __n)
263
                __save = __En;
264
            }
265
            _Tp __norm = __En / __E1;
266
            __En /= __norm;
267
        }
268
 
269
      return __En;
270
    }
271
 
272
    /**
273
     *   @brief Return the exponential integral @f$ Ei(x) @f$
274
     *          by series summation.
275
     *
276
     *   The exponential integral is given by
277
     *          \f[
278
     *            Ei(x) = -\int_{-x}^\infty \frac{e^t}{t} dt
279
     *          \f]
280
     *
281
     *   @param  __x  The argument of the exponential integral function.
282
     *   @return  The exponential integral.
283
     */
284
    template
285
    _Tp
286
    __expint_Ei_series(const _Tp __x)
287
    {
288
      _Tp __term = _Tp(1);
289
      _Tp __sum = _Tp(0);
290
      const unsigned int __max_iter = 1000;
291
      for (unsigned int __i = 1; __i < __max_iter; ++__i)
292
        {
293
          __term *= __x / __i;
294
          __sum += __term / __i;
295
          if (__term < std::numeric_limits<_Tp>::epsilon() * __sum)
296
            break;
297
        }
298
 
299
      return __numeric_constants<_Tp>::__gamma_e() + __sum + std::log(__x);
300
    }
301
 
302
 
303
    /**
304
     *   @brief Return the exponential integral @f$ Ei(x) @f$
305
     *          by asymptotic expansion.
306
     *
307
     *   The exponential integral is given by
308
     *          \f[
309
     *            Ei(x) = -\int_{-x}^\infty \frac{e^t}{t} dt
310
     *          \f]
311
     *
312
     *   @param  __x  The argument of the exponential integral function.
313
     *   @return  The exponential integral.
314
     */
315
    template
316
    _Tp
317
    __expint_Ei_asymp(const _Tp __x)
318
    {
319
      _Tp __term = _Tp(1);
320
      _Tp __sum = _Tp(1);
321
      const unsigned int __max_iter = 1000;
322
      for (unsigned int __i = 1; __i < __max_iter; ++__i)
323
        {
324
          _Tp __prev = __term;
325
          __term *= __i / __x;
326
          if (__term < std::numeric_limits<_Tp>::epsilon())
327
            break;
328
          if (__term >= __prev)
329
            break;
330
          __sum += __term;
331
        }
332
 
333
      return std::exp(__x) * __sum / __x;
334
    }
335
 
336
 
337
    /**
338
     *   @brief Return the exponential integral @f$ Ei(x) @f$.
339
     *
340
     *   The exponential integral is given by
341
     *          \f[
342
     *            Ei(x) = -\int_{-x}^\infty \frac{e^t}{t} dt
343
     *          \f]
344
     *
345
     *   @param  __x  The argument of the exponential integral function.
346
     *   @return  The exponential integral.
347
     */
348
    template
349
    _Tp
350
    __expint_Ei(const _Tp __x)
351
    {
352
      if (__x < _Tp(0))
353
        return -__expint_E1(-__x);
354
      else if (__x < -std::log(std::numeric_limits<_Tp>::epsilon()))
355
        return __expint_Ei_series(__x);
356
      else
357
        return __expint_Ei_asymp(__x);
358
    }
359
 
360
 
361
    /**
362
     *   @brief Return the exponential integral @f$ E_1(x) @f$.
363
     *
364
     *   The exponential integral is given by
365
     *          \f[
366
     *            E_1(x) = \int_{1}^\infty \frac{e^{-xt}}{t} dt
367
     *          \f]
368
     *
369
     *   @param  __x  The argument of the exponential integral function.
370
     *   @return  The exponential integral.
371
     */
372
    template
373
    _Tp
374
    __expint_E1(const _Tp __x)
375
    {
376
      if (__x < _Tp(0))
377
        return -__expint_Ei(-__x);
378
      else if (__x < _Tp(1))
379
        return __expint_E1_series(__x);
380
      else if (__x < _Tp(100))  //  TODO: Find a good asymptotic switch point.
381
        return __expint_En_cont_frac(1, __x);
382
      else
383
        return __expint_E1_asymp(__x);
384
    }
385
 
386
 
387
    /**
388
     *   @brief Return the exponential integral @f$ E_n(x) @f$
389
     *          for large argument.
390
     *
391
     *   The exponential integral is given by
392
     *          \f[
393
     *            E_n(x) = \int_{1}^\infty \frac{e^{-xt}}{t^n} dt
394
     *          \f]
395
     *
396
     *   This is something of an extension.
397
     *
398
     *   @param  __n  The order of the exponential integral function.
399
     *   @param  __x  The argument of the exponential integral function.
400
     *   @return  The exponential integral.
401
     */
402
    template
403
    _Tp
404
    __expint_asymp(const unsigned int __n, const _Tp __x)
405
    {
406
      _Tp __term = _Tp(1);
407
      _Tp __sum = _Tp(1);
408
      for (unsigned int __i = 1; __i <= __n; ++__i)
409
        {
410
          _Tp __prev = __term;
411
          __term *= -(__n - __i + 1) / __x;
412
          if (std::abs(__term) > std::abs(__prev))
413
            break;
414
          __sum += __term;
415
        }
416
 
417
      return std::exp(-__x) * __sum / __x;
418
    }
419
 
420
 
421
    /**
422
     *   @brief Return the exponential integral @f$ E_n(x) @f$
423
     *          for large order.
424
     *
425
     *   The exponential integral is given by
426
     *          \f[
427
     *            E_n(x) = \int_{1}^\infty \frac{e^{-xt}}{t^n} dt
428
     *          \f]
429
     *
430
     *   This is something of an extension.
431
     *
432
     *   @param  __n  The order of the exponential integral function.
433
     *   @param  __x  The argument of the exponential integral function.
434
     *   @return  The exponential integral.
435
     */
436
    template
437
    _Tp
438
    __expint_large_n(const unsigned int __n, const _Tp __x)
439
    {
440
      const _Tp __xpn = __x + __n;
441
      const _Tp __xpn2 = __xpn * __xpn;
442
      _Tp __term = _Tp(1);
443
      _Tp __sum = _Tp(1);
444
      for (unsigned int __i = 1; __i <= __n; ++__i)
445
        {
446
          _Tp __prev = __term;
447
          __term *= (__n - 2 * (__i - 1) * __x) / __xpn2;
448
          if (std::abs(__term) < std::numeric_limits<_Tp>::epsilon())
449
            break;
450
          __sum += __term;
451
        }
452
 
453
      return std::exp(-__x) * __sum / __xpn;
454
    }
455
 
456
 
457
    /**
458
     *   @brief Return the exponential integral @f$ E_n(x) @f$.
459
     *
460
     *   The exponential integral is given by
461
     *          \f[
462
     *            E_n(x) = \int_{1}^\infty \frac{e^{-xt}}{t^n} dt
463
     *          \f]
464
     *   This is something of an extension.
465
     *
466
     *   @param  __n  The order of the exponential integral function.
467
     *   @param  __x  The argument of the exponential integral function.
468
     *   @return  The exponential integral.
469
     */
470
    template
471
    _Tp
472
    __expint(const unsigned int __n, const _Tp __x)
473
    {
474
      //  Return NaN on NaN input.
475
      if (__isnan(__x))
476
        return std::numeric_limits<_Tp>::quiet_NaN();
477
      else if (__n <= 1 && __x == _Tp(0))
478
        return std::numeric_limits<_Tp>::infinity();
479
      else
480
        {
481
          _Tp __E0 = std::exp(__x) / __x;
482
          if (__n == 0)
483
            return __E0;
484
 
485
          _Tp __E1 = __expint_E1(__x);
486
          if (__n == 1)
487
            return __E1;
488
 
489
          if (__x == _Tp(0))
490
            return _Tp(1) / static_cast<_Tp>(__n - 1);
491
 
492
          _Tp __En = __expint_En_recursion(__n, __x);
493
 
494
          return __En;
495
        }
496
    }
497
 
498
 
499
    /**
500
     *   @brief Return the exponential integral @f$ Ei(x) @f$.
501
     *
502
     *   The exponential integral is given by
503
     *   \f[
504
     *     Ei(x) = -\int_{-x}^\infty \frac{e^t}{t} dt
505
     *   \f]
506
     *
507
     *   @param  __x  The argument of the exponential integral function.
508
     *   @return  The exponential integral.
509
     */
510
    template
511
    inline _Tp
512
    __expint(const _Tp __x)
513
    {
514
      if (__isnan(__x))
515
        return std::numeric_limits<_Tp>::quiet_NaN();
516
      else
517
        return __expint_Ei(__x);
518
    }
519
 
520
  } // namespace std::tr1::__detail
521
}
522
}
523
 
524
#endif // _GLIBCXX_TR1_EXP_INTEGRAL_TCC

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