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// Special functions -*- C++ -*-
2
 
3
// Copyright (C) 2006, 2007, 2008, 2009, 2010
4
// Free Software Foundation, Inc.
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//
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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
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// terms of the GNU General Public License as published by the
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// Free Software Foundation; either version 3, or (at your option)
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// any later version.
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//
12
// This library is distributed in the hope that it will be useful,
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// 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
 *  Do not attempt to use it directly. @headername{tr1/cmath}
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 _GLIBCXX_VISIBILITY(default)
52
{
53
namespace tr1
54
{
55
  // [5.2] Special functions
56
 
57
  // Implementation-space details.
58
  namespace __detail
59
  {
60
  _GLIBCXX_BEGIN_NAMESPACE_VERSION
61
 
62
    template _Tp __expint_E1(const _Tp);
63
 
64
    /**
65
     *   @brief Return the exponential integral @f$ E_1(x) @f$
66
     *          by series summation.  This should be good
67
     *          for @f$ x < 1 @f$.
68
     *
69
     *   The exponential integral is given by
70
     *          \f[
71
     *            E_1(x) = \int_{1}^{\infty} \frac{e^{-xt}}{t} dt
72
     *          \f]
73
     *
74
     *   @param  __x  The argument of the exponential integral function.
75
     *   @return  The exponential integral.
76
     */
77
    template
78
    _Tp
79
    __expint_E1_series(const _Tp __x)
80
    {
81
      const _Tp __eps = std::numeric_limits<_Tp>::epsilon();
82
      _Tp __term = _Tp(1);
83
      _Tp __esum = _Tp(0);
84
      _Tp __osum = _Tp(0);
85
      const unsigned int __max_iter = 100;
86
      for (unsigned int __i = 1; __i < __max_iter; ++__i)
87
        {
88
          __term *= - __x / __i;
89
          if (std::abs(__term) < __eps)
90
            break;
91
          if (__term >= _Tp(0))
92
            __esum += __term / __i;
93
          else
94
            __osum += __term / __i;
95
        }
96
 
97
      return - __esum - __osum
98
             - __numeric_constants<_Tp>::__gamma_e() - std::log(__x);
99
    }
100
 
101
 
102
    /**
103
     *   @brief Return the exponential integral @f$ E_1(x) @f$
104
     *          by asymptotic expansion.
105
     *
106
     *   The exponential integral is given by
107
     *          \f[
108
     *            E_1(x) = \int_{1}^\infty \frac{e^{-xt}}{t} dt
109
     *          \f]
110
     *
111
     *   @param  __x  The argument of the exponential integral function.
112
     *   @return  The exponential integral.
113
     */
114
    template
115
    _Tp
116
    __expint_E1_asymp(const _Tp __x)
117
    {
118
      _Tp __term = _Tp(1);
119
      _Tp __esum = _Tp(1);
120
      _Tp __osum = _Tp(0);
121
      const unsigned int __max_iter = 1000;
122
      for (unsigned int __i = 1; __i < __max_iter; ++__i)
123
        {
124
          _Tp __prev = __term;
125
          __term *= - __i / __x;
126
          if (std::abs(__term) > std::abs(__prev))
127
            break;
128
          if (__term >= _Tp(0))
129
            __esum += __term;
130
          else
131
            __osum += __term;
132
        }
133
 
134
      return std::exp(- __x) * (__esum + __osum) / __x;
135
    }
136
 
137
 
138
    /**
139
     *   @brief Return the exponential integral @f$ E_n(x) @f$
140
     *          by series summation.
141
     *
142
     *   The exponential integral is given by
143
     *          \f[
144
     *            E_n(x) = \int_{1}^\infty \frac{e^{-xt}}{t^n} dt
145
     *          \f]
146
     *
147
     *   @param  __n  The order of the exponential integral function.
148
     *   @param  __x  The argument of the exponential integral function.
149
     *   @return  The exponential integral.
150
     */
151
    template
152
    _Tp
153
    __expint_En_series(const unsigned int __n, const _Tp __x)
154
    {
155
      const unsigned int __max_iter = 100;
156
      const _Tp __eps = std::numeric_limits<_Tp>::epsilon();
157
      const int __nm1 = __n - 1;
158
      _Tp __ans = (__nm1 != 0
159
                ? _Tp(1) / __nm1 : -std::log(__x)
160
                                   - __numeric_constants<_Tp>::__gamma_e());
161
      _Tp __fact = _Tp(1);
162
      for (int __i = 1; __i <= __max_iter; ++__i)
163
        {
164
          __fact *= -__x / _Tp(__i);
165
          _Tp __del;
166
          if ( __i != __nm1 )
167
            __del = -__fact / _Tp(__i - __nm1);
168
          else
169
            {
170
              _Tp __psi = -__numeric_constants<_Tp>::gamma_e();
171
              for (int __ii = 1; __ii <= __nm1; ++__ii)
172
                __psi += _Tp(1) / _Tp(__ii);
173
              __del = __fact * (__psi - std::log(__x));
174
            }
175
          __ans += __del;
176
          if (std::abs(__del) < __eps * std::abs(__ans))
177
            return __ans;
178
        }
179
      std::__throw_runtime_error(__N("Series summation failed "
180
                                     "in __expint_En_series."));
181
    }
182
 
183
 
184
    /**
185
     *   @brief Return the exponential integral @f$ E_n(x) @f$
186
     *          by continued fractions.
187
     *
188
     *   The exponential integral is given by
189
     *          \f[
190
     *            E_n(x) = \int_{1}^\infty \frac{e^{-xt}}{t^n} dt
191
     *          \f]
192
     *
193
     *   @param  __n  The order of the exponential integral function.
194
     *   @param  __x  The argument of the exponential integral function.
195
     *   @return  The exponential integral.
196
     */
197
    template
198
    _Tp
199
    __expint_En_cont_frac(const unsigned int __n, const _Tp __x)
200
    {
201
      const unsigned int __max_iter = 100;
202
      const _Tp __eps = std::numeric_limits<_Tp>::epsilon();
203
      const _Tp __fp_min = std::numeric_limits<_Tp>::min();
204
      const int __nm1 = __n - 1;
205
      _Tp __b = __x + _Tp(__n);
206
      _Tp __c = _Tp(1) / __fp_min;
207
      _Tp __d = _Tp(1) / __b;
208
      _Tp __h = __d;
209
      for ( unsigned int __i = 1; __i <= __max_iter; ++__i )
210
        {
211
          _Tp __a = -_Tp(__i * (__nm1 + __i));
212
          __b += _Tp(2);
213
          __d = _Tp(1) / (__a * __d + __b);
214
          __c = __b + __a / __c;
215
          const _Tp __del = __c * __d;
216
          __h *= __del;
217
          if (std::abs(__del - _Tp(1)) < __eps)
218
            {
219
              const _Tp __ans = __h * std::exp(-__x);
220
              return __ans;
221
            }
222
        }
223
      std::__throw_runtime_error(__N("Continued fraction failed "
224
                                     "in __expint_En_cont_frac."));
225
    }
226
 
227
 
228
    /**
229
     *   @brief Return the exponential integral @f$ E_n(x) @f$
230
     *          by recursion.  Use upward recursion for @f$ x < n @f$
231
     *          and downward recursion (Miller's algorithm) otherwise.
232
     *
233
     *   The exponential integral is given by
234
     *          \f[
235
     *            E_n(x) = \int_{1}^\infty \frac{e^{-xt}}{t^n} dt
236
     *          \f]
237
     *
238
     *   @param  __n  The order of the exponential integral function.
239
     *   @param  __x  The argument of the exponential integral function.
240
     *   @return  The exponential integral.
241
     */
242
    template
243
    _Tp
244
    __expint_En_recursion(const unsigned int __n, const _Tp __x)
245
    {
246
      _Tp __En;
247
      _Tp __E1 = __expint_E1(__x);
248
      if (__x < _Tp(__n))
249
        {
250
          //  Forward recursion is stable only for n < x.
251
          __En = __E1;
252
          for (unsigned int __j = 2; __j < __n; ++__j)
253
            __En = (std::exp(-__x) - __x * __En) / _Tp(__j - 1);
254
        }
255
      else
256
        {
257
          //  Backward recursion is stable only for n >= x.
258
          __En = _Tp(1);
259
          const int __N = __n + 20;  //  TODO: Check this starting number.
260
          _Tp __save = _Tp(0);
261
          for (int __j = __N; __j > 0; --__j)
262
            {
263
              __En = (std::exp(-__x) - __j * __En) / __x;
264
              if (__j == __n)
265
                __save = __En;
266
            }
267
            _Tp __norm = __En / __E1;
268
            __En /= __norm;
269
        }
270
 
271
      return __En;
272
    }
273
 
274
    /**
275
     *   @brief Return the exponential integral @f$ Ei(x) @f$
276
     *          by series summation.
277
     *
278
     *   The exponential integral is given by
279
     *          \f[
280
     *            Ei(x) = -\int_{-x}^\infty \frac{e^t}{t} dt
281
     *          \f]
282
     *
283
     *   @param  __x  The argument of the exponential integral function.
284
     *   @return  The exponential integral.
285
     */
286
    template
287
    _Tp
288
    __expint_Ei_series(const _Tp __x)
289
    {
290
      _Tp __term = _Tp(1);
291
      _Tp __sum = _Tp(0);
292
      const unsigned int __max_iter = 1000;
293
      for (unsigned int __i = 1; __i < __max_iter; ++__i)
294
        {
295
          __term *= __x / __i;
296
          __sum += __term / __i;
297
          if (__term < std::numeric_limits<_Tp>::epsilon() * __sum)
298
            break;
299
        }
300
 
301
      return __numeric_constants<_Tp>::__gamma_e() + __sum + std::log(__x);
302
    }
303
 
304
 
305
    /**
306
     *   @brief Return the exponential integral @f$ Ei(x) @f$
307
     *          by asymptotic expansion.
308
     *
309
     *   The exponential integral is given by
310
     *          \f[
311
     *            Ei(x) = -\int_{-x}^\infty \frac{e^t}{t} dt
312
     *          \f]
313
     *
314
     *   @param  __x  The argument of the exponential integral function.
315
     *   @return  The exponential integral.
316
     */
317
    template
318
    _Tp
319
    __expint_Ei_asymp(const _Tp __x)
320
    {
321
      _Tp __term = _Tp(1);
322
      _Tp __sum = _Tp(1);
323
      const unsigned int __max_iter = 1000;
324
      for (unsigned int __i = 1; __i < __max_iter; ++__i)
325
        {
326
          _Tp __prev = __term;
327
          __term *= __i / __x;
328
          if (__term < std::numeric_limits<_Tp>::epsilon())
329
            break;
330
          if (__term >= __prev)
331
            break;
332
          __sum += __term;
333
        }
334
 
335
      return std::exp(__x) * __sum / __x;
336
    }
337
 
338
 
339
    /**
340
     *   @brief Return the exponential integral @f$ Ei(x) @f$.
341
     *
342
     *   The exponential integral is given by
343
     *          \f[
344
     *            Ei(x) = -\int_{-x}^\infty \frac{e^t}{t} dt
345
     *          \f]
346
     *
347
     *   @param  __x  The argument of the exponential integral function.
348
     *   @return  The exponential integral.
349
     */
350
    template
351
    _Tp
352
    __expint_Ei(const _Tp __x)
353
    {
354
      if (__x < _Tp(0))
355
        return -__expint_E1(-__x);
356
      else if (__x < -std::log(std::numeric_limits<_Tp>::epsilon()))
357
        return __expint_Ei_series(__x);
358
      else
359
        return __expint_Ei_asymp(__x);
360
    }
361
 
362
 
363
    /**
364
     *   @brief Return the exponential integral @f$ E_1(x) @f$.
365
     *
366
     *   The exponential integral is given by
367
     *          \f[
368
     *            E_1(x) = \int_{1}^\infty \frac{e^{-xt}}{t} dt
369
     *          \f]
370
     *
371
     *   @param  __x  The argument of the exponential integral function.
372
     *   @return  The exponential integral.
373
     */
374
    template
375
    _Tp
376
    __expint_E1(const _Tp __x)
377
    {
378
      if (__x < _Tp(0))
379
        return -__expint_Ei(-__x);
380
      else if (__x < _Tp(1))
381
        return __expint_E1_series(__x);
382
      else if (__x < _Tp(100))  //  TODO: Find a good asymptotic switch point.
383
        return __expint_En_cont_frac(1, __x);
384
      else
385
        return __expint_E1_asymp(__x);
386
    }
387
 
388
 
389
    /**
390
     *   @brief Return the exponential integral @f$ E_n(x) @f$
391
     *          for large argument.
392
     *
393
     *   The exponential integral is given by
394
     *          \f[
395
     *            E_n(x) = \int_{1}^\infty \frac{e^{-xt}}{t^n} dt
396
     *          \f]
397
     *
398
     *   This is something of an extension.
399
     *
400
     *   @param  __n  The order of the exponential integral function.
401
     *   @param  __x  The argument of the exponential integral function.
402
     *   @return  The exponential integral.
403
     */
404
    template
405
    _Tp
406
    __expint_asymp(const unsigned int __n, const _Tp __x)
407
    {
408
      _Tp __term = _Tp(1);
409
      _Tp __sum = _Tp(1);
410
      for (unsigned int __i = 1; __i <= __n; ++__i)
411
        {
412
          _Tp __prev = __term;
413
          __term *= -(__n - __i + 1) / __x;
414
          if (std::abs(__term) > std::abs(__prev))
415
            break;
416
          __sum += __term;
417
        }
418
 
419
      return std::exp(-__x) * __sum / __x;
420
    }
421
 
422
 
423
    /**
424
     *   @brief Return the exponential integral @f$ E_n(x) @f$
425
     *          for large order.
426
     *
427
     *   The exponential integral is given by
428
     *          \f[
429
     *            E_n(x) = \int_{1}^\infty \frac{e^{-xt}}{t^n} dt
430
     *          \f]
431
     *
432
     *   This is something of an extension.
433
     *
434
     *   @param  __n  The order of the exponential integral function.
435
     *   @param  __x  The argument of the exponential integral function.
436
     *   @return  The exponential integral.
437
     */
438
    template
439
    _Tp
440
    __expint_large_n(const unsigned int __n, const _Tp __x)
441
    {
442
      const _Tp __xpn = __x + __n;
443
      const _Tp __xpn2 = __xpn * __xpn;
444
      _Tp __term = _Tp(1);
445
      _Tp __sum = _Tp(1);
446
      for (unsigned int __i = 1; __i <= __n; ++__i)
447
        {
448
          _Tp __prev = __term;
449
          __term *= (__n - 2 * (__i - 1) * __x) / __xpn2;
450
          if (std::abs(__term) < std::numeric_limits<_Tp>::epsilon())
451
            break;
452
          __sum += __term;
453
        }
454
 
455
      return std::exp(-__x) * __sum / __xpn;
456
    }
457
 
458
 
459
    /**
460
     *   @brief Return the exponential integral @f$ E_n(x) @f$.
461
     *
462
     *   The exponential integral is given by
463
     *          \f[
464
     *            E_n(x) = \int_{1}^\infty \frac{e^{-xt}}{t^n} dt
465
     *          \f]
466
     *   This is something of an extension.
467
     *
468
     *   @param  __n  The order of the exponential integral function.
469
     *   @param  __x  The argument of the exponential integral function.
470
     *   @return  The exponential integral.
471
     */
472
    template
473
    _Tp
474
    __expint(const unsigned int __n, const _Tp __x)
475
    {
476
      //  Return NaN on NaN input.
477
      if (__isnan(__x))
478
        return std::numeric_limits<_Tp>::quiet_NaN();
479
      else if (__n <= 1 && __x == _Tp(0))
480
        return std::numeric_limits<_Tp>::infinity();
481
      else
482
        {
483
          _Tp __E0 = std::exp(__x) / __x;
484
          if (__n == 0)
485
            return __E0;
486
 
487
          _Tp __E1 = __expint_E1(__x);
488
          if (__n == 1)
489
            return __E1;
490
 
491
          if (__x == _Tp(0))
492
            return _Tp(1) / static_cast<_Tp>(__n - 1);
493
 
494
          _Tp __En = __expint_En_recursion(__n, __x);
495
 
496
          return __En;
497
        }
498
    }
499
 
500
 
501
    /**
502
     *   @brief Return the exponential integral @f$ Ei(x) @f$.
503
     *
504
     *   The exponential integral is given by
505
     *   \f[
506
     *     Ei(x) = -\int_{-x}^\infty \frac{e^t}{t} dt
507
     *   \f]
508
     *
509
     *   @param  __x  The argument of the exponential integral function.
510
     *   @return  The exponential integral.
511
     */
512
    template
513
    inline _Tp
514
    __expint(const _Tp __x)
515
    {
516
      if (__isnan(__x))
517
        return std::numeric_limits<_Tp>::quiet_NaN();
518
      else
519
        return __expint_Ei(__x);
520
    }
521
 
522
  _GLIBCXX_END_NAMESPACE_VERSION
523
  } // namespace std::tr1::__detail
524
}
525
}
526
 
527
#endif // _GLIBCXX_TR1_EXP_INTEGRAL_TCC

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