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      1 // Special functions -*- C++ -*-
      2 
      3 // Copyright (C) 2006, 2007, 2008, 2009
      4 // Free Software Foundation, Inc.
      5 //
      6 // This file is part of the GNU ISO C++ Library.  This library is free
      7 // 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 // <http://www.gnu.org/licenses/>.
     25 
     26 /** @file tr1/modified_bessel_func.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.
     36 //
     37 // References:
     38 //   (1) Handbook of Mathematical Functions,
     39 //       Ed. Milton Abramowitz and Irene A. Stegun,
     40 //       Dover Publications,
     41 //       Section 9, pp. 355-434, Section 10 pp. 435-478
     42 //   (2) The Gnu Scientific Library, http://www.gnu.org/software/gsl
     43 //   (3) Numerical Recipes in C, by W. H. Press, S. A. Teukolsky,
     44 //       W. T. Vetterling, B. P. Flannery, Cambridge University Press (1992),
     45 //       2nd ed, pp. 246-249.
     46 
     47 #ifndef _GLIBCXX_TR1_MODIFIED_BESSEL_FUNC_TCC
     48 #define _GLIBCXX_TR1_MODIFIED_BESSEL_FUNC_TCC 1
     49 
     50 #include "special_function_util.h"
     51 
     52 namespace std
     53 {
     54 namespace tr1
     55 {
     56 
     57   // [5.2] Special functions
     58 
     59   // Implementation-space details.
     60   namespace __detail
     61   {
     62 
     63     /**
     64      *   @brief  Compute the modified Bessel functions @f$ I_\nu(x) @f$ and
     65      *           @f$ K_\nu(x) @f$ and their first derivatives
     66      *           @f$ I'_\nu(x) @f$ and @f$ K'_\nu(x) @f$ respectively.
     67      *           These four functions are computed together for numerical
     68      *           stability.
     69      *
     70      *   @param  __nu  The order of the Bessel functions.
     71      *   @param  __x   The argument of the Bessel functions.
     72      *   @param  __Inu  The output regular modified Bessel function.
     73      *   @param  __Knu  The output irregular modified Bessel function.
     74      *   @param  __Ipnu  The output derivative of the regular
     75      *                   modified Bessel function.
     76      *   @param  __Kpnu  The output derivative of the irregular
     77      *                   modified Bessel function.
     78      */
     79     template <typename _Tp>
     80     void
     81     __bessel_ik(const _Tp __nu, const _Tp __x,
     82                 _Tp & __Inu, _Tp & __Knu, _Tp & __Ipnu, _Tp & __Kpnu)
     83     {
     84       if (__x == _Tp(0))
     85         {
     86           if (__nu == _Tp(0))
     87             {
     88               __Inu = _Tp(1);
     89               __Ipnu = _Tp(0);
     90             }
     91           else if (__nu == _Tp(1))
     92             {
     93               __Inu = _Tp(0);
     94               __Ipnu = _Tp(0.5L);
     95             }
     96           else
     97             {
     98               __Inu = _Tp(0);
     99               __Ipnu = _Tp(0);
    100             }
    101           __Knu = std::numeric_limits<_Tp>::infinity();
    102           __Kpnu = -std::numeric_limits<_Tp>::infinity();
    103           return;
    104         }
    105 
    106       const _Tp __eps = std::numeric_limits<_Tp>::epsilon();
    107       const _Tp __fp_min = _Tp(10) * std::numeric_limits<_Tp>::epsilon();
    108       const int __max_iter = 15000;
    109       const _Tp __x_min = _Tp(2);
    110 
    111       const int __nl = static_cast<int>(__nu + _Tp(0.5L));
    112 
    113       const _Tp __mu = __nu - __nl;
    114       const _Tp __mu2 = __mu * __mu;
    115       const _Tp __xi = _Tp(1) / __x;
    116       const _Tp __xi2 = _Tp(2) * __xi;
    117       _Tp __h = __nu * __xi;
    118       if ( __h < __fp_min )
    119         __h = __fp_min;
    120       _Tp __b = __xi2 * __nu;
    121       _Tp __d = _Tp(0);
    122       _Tp __c = __h;
    123       int __i;
    124       for ( __i = 1; __i <= __max_iter; ++__i )
    125         {
    126           __b += __xi2;
    127           __d = _Tp(1) / (__b + __d);
    128           __c = __b + _Tp(1) / __c;
    129           const _Tp __del = __c * __d;
    130           __h *= __del;
    131           if (std::abs(__del - _Tp(1)) < __eps)
    132             break;
    133         }
    134       if (__i > __max_iter)
    135         std::__throw_runtime_error(__N("Argument x too large "
    136                                        "in __bessel_jn; "
    137                                        "try asymptotic expansion."));
    138       _Tp __Inul = __fp_min;
    139       _Tp __Ipnul = __h * __Inul;
    140       _Tp __Inul1 = __Inul;
    141       _Tp __Ipnu1 = __Ipnul;
    142       _Tp __fact = __nu * __xi;
    143       for (int __l = __nl; __l >= 1; --__l)
    144         {
    145           const _Tp __Inutemp = __fact * __Inul + __Ipnul;
    146           __fact -= __xi;
    147           __Ipnul = __fact * __Inutemp + __Inul;
    148           __Inul = __Inutemp;
    149         }
    150       _Tp __f = __Ipnul / __Inul;
    151       _Tp __Kmu, __Knu1;
    152       if (__x < __x_min)
    153         {
    154           const _Tp __x2 = __x / _Tp(2);
    155           const _Tp __pimu = __numeric_constants<_Tp>::__pi() * __mu;
    156           const _Tp __fact = (std::abs(__pimu) < __eps
    157                             ? _Tp(1) : __pimu / std::sin(__pimu));
    158           _Tp __d = -std::log(__x2);
    159           _Tp __e = __mu * __d;
    160           const _Tp __fact2 = (std::abs(__e) < __eps
    161                             ? _Tp(1) : std::sinh(__e) / __e);
    162           _Tp __gam1, __gam2, __gampl, __gammi;
    163           __gamma_temme(__mu, __gam1, __gam2, __gampl, __gammi);
    164           _Tp __ff = __fact
    165                    * (__gam1 * std::cosh(__e) + __gam2 * __fact2 * __d);
    166           _Tp __sum = __ff;
    167           __e = std::exp(__e);
    168           _Tp __p = __e / (_Tp(2) * __gampl);
    169           _Tp __q = _Tp(1) / (_Tp(2) * __e * __gammi);
    170           _Tp __c = _Tp(1);
    171           __d = __x2 * __x2;
    172           _Tp __sum1 = __p;
    173           int __i;
    174           for (__i = 1; __i <= __max_iter; ++__i)
    175             {
    176               __ff = (__i * __ff + __p + __q) / (__i * __i - __mu2);
    177               __c *= __d / __i;
    178               __p /= __i - __mu;
    179               __q /= __i + __mu;
    180               const _Tp __del = __c * __ff;
    181               __sum += __del; 
    182               const _Tp __del1 = __c * (__p - __i * __ff);
    183               __sum1 += __del1;
    184               if (std::abs(__del) < __eps * std::abs(__sum))
    185                 break;
    186             }
    187           if (__i > __max_iter)
    188             std::__throw_runtime_error(__N("Bessel k series failed to converge "
    189                                            "in __bessel_jn."));
    190           __Kmu = __sum;
    191           __Knu1 = __sum1 * __xi2;
    192         }
    193       else
    194         {
    195           _Tp __b = _Tp(2) * (_Tp(1) + __x);
    196           _Tp __d = _Tp(1) / __b;
    197           _Tp __delh = __d;
    198           _Tp __h = __delh;
    199           _Tp __q1 = _Tp(0);
    200           _Tp __q2 = _Tp(1);
    201           _Tp __a1 = _Tp(0.25L) - __mu2;
    202           _Tp __q = __c = __a1;
    203           _Tp __a = -__a1;
    204           _Tp __s = _Tp(1) + __q * __delh;
    205           int __i;
    206           for (__i = 2; __i <= __max_iter; ++__i)
    207             {
    208               __a -= 2 * (__i - 1);
    209               __c = -__a * __c / __i;
    210               const _Tp __qnew = (__q1 - __b * __q2) / __a;
    211               __q1 = __q2;
    212               __q2 = __qnew;
    213               __q += __c * __qnew;
    214               __b += _Tp(2);
    215               __d = _Tp(1) / (__b + __a * __d);
    216               __delh = (__b * __d - _Tp(1)) * __delh;
    217               __h += __delh;
    218               const _Tp __dels = __q * __delh;
    219               __s += __dels;
    220               if ( std::abs(__dels / __s) < __eps )
    221                 break;
    222             }
    223           if (__i > __max_iter)
    224             std::__throw_runtime_error(__N("Steed's method failed "
    225                                            "in __bessel_jn."));
    226           __h = __a1 * __h;
    227           __Kmu = std::sqrt(__numeric_constants<_Tp>::__pi() / (_Tp(2) * __x))
    228                 * std::exp(-__x) / __s;
    229           __Knu1 = __Kmu * (__mu + __x + _Tp(0.5L) - __h) * __xi;
    230         }
    231 
    232       _Tp __Kpmu = __mu * __xi * __Kmu - __Knu1;
    233       _Tp __Inumu = __xi / (__f * __Kmu - __Kpmu);
    234       __Inu = __Inumu * __Inul1 / __Inul;
    235       __Ipnu = __Inumu * __Ipnu1 / __Inul;
    236       for ( __i = 1; __i <= __nl; ++__i )
    237         {
    238           const _Tp __Knutemp = (__mu + __i) * __xi2 * __Knu1 + __Kmu;
    239           __Kmu = __Knu1;
    240           __Knu1 = __Knutemp;
    241         }
    242       __Knu = __Kmu;
    243       __Kpnu = __nu * __xi * __Kmu - __Knu1;
    244   
    245       return;
    246     }
    247 
    248 
    249     /**
    250      *   @brief  Return the regular modified Bessel function of order
    251      *           \f$ \nu \f$: \f$ I_{\nu}(x) \f$.
    252      *
    253      *   The regular modified cylindrical Bessel function is:
    254      *   @f[
    255      *    I_{\nu}(x) = \sum_{k=0}^{\infty}
    256      *              \frac{(x/2)^{\nu + 2k}}{k!\Gamma(\nu+k+1)}
    257      *   @f]
    258      *
    259      *   @param  __nu  The order of the regular modified Bessel function.
    260      *   @param  __x   The argument of the regular modified Bessel function.
    261      *   @return  The output regular modified Bessel function.
    262      */
    263     template<typename _Tp>
    264     _Tp
    265     __cyl_bessel_i(const _Tp __nu, const _Tp __x)
    266     {
    267       if (__nu < _Tp(0) || __x < _Tp(0))
    268         std::__throw_domain_error(__N("Bad argument "
    269                                       "in __cyl_bessel_i."));
    270       else if (__isnan(__nu) || __isnan(__x))
    271         return std::numeric_limits<_Tp>::quiet_NaN();
    272       else if (__x * __x < _Tp(10) * (__nu + _Tp(1)))
    273         return __cyl_bessel_ij_series(__nu, __x, +_Tp(1), 200);
    274       else
    275         {
    276           _Tp __I_nu, __K_nu, __Ip_nu, __Kp_nu;
    277           __bessel_ik(__nu, __x, __I_nu, __K_nu, __Ip_nu, __Kp_nu);
    278           return __I_nu;
    279         }
    280     }
    281 
    282 
    283     /**
    284      *   @brief  Return the irregular modified Bessel function
    285      *           \f$ K_{\nu}(x) \f$ of order \f$ \nu \f$.
    286      *
    287      *   The irregular modified Bessel function is defined by:
    288      *   @f[
    289      *      K_{\nu}(x) = \frac{\pi}{2}
    290      *                   \frac{I_{-\nu}(x) - I_{\nu}(x)}{\sin \nu\pi}
    291      *   @f]
    292      *   where for integral \f$ \nu = n \f$ a limit is taken:
    293      *   \f$ lim_{\nu \to n} \f$.
    294      *
    295      *   @param  __nu  The order of the irregular modified Bessel function.
    296      *   @param  __x   The argument of the irregular modified Bessel function.
    297      *   @return  The output irregular modified Bessel function.
    298      */
    299     template<typename _Tp>
    300     _Tp
    301     __cyl_bessel_k(const _Tp __nu, const _Tp __x)
    302     {
    303       if (__nu < _Tp(0) || __x < _Tp(0))
    304         std::__throw_domain_error(__N("Bad argument "
    305                                       "in __cyl_bessel_k."));
    306       else if (__isnan(__nu) || __isnan(__x))
    307         return std::numeric_limits<_Tp>::quiet_NaN();
    308       else
    309         {
    310           _Tp __I_nu, __K_nu, __Ip_nu, __Kp_nu;
    311           __bessel_ik(__nu, __x, __I_nu, __K_nu, __Ip_nu, __Kp_nu);
    312           return __K_nu;
    313         }
    314     }
    315 
    316 
    317     /**
    318      *   @brief  Compute the spherical modified Bessel functions
    319      *           @f$ i_n(x) @f$ and @f$ k_n(x) @f$ and their first
    320      *           derivatives @f$ i'_n(x) @f$ and @f$ k'_n(x) @f$
    321      *           respectively.
    322      *
    323      *   @param  __n  The order of the modified spherical Bessel function.
    324      *   @param  __x  The argument of the modified spherical Bessel function.
    325      *   @param  __i_n  The output regular modified spherical Bessel function.
    326      *   @param  __k_n  The output irregular modified spherical
    327      *                  Bessel function.
    328      *   @param  __ip_n  The output derivative of the regular modified
    329      *                   spherical Bessel function.
    330      *   @param  __kp_n  The output derivative of the irregular modified
    331      *                   spherical Bessel function.
    332      */
    333     template <typename _Tp>
    334     void
    335     __sph_bessel_ik(const unsigned int __n, const _Tp __x,
    336                     _Tp & __i_n, _Tp & __k_n, _Tp & __ip_n, _Tp & __kp_n)
    337     {
    338       const _Tp __nu = _Tp(__n) + _Tp(0.5L);
    339 
    340       _Tp __I_nu, __Ip_nu, __K_nu, __Kp_nu;
    341       __bessel_ik(__nu, __x, __I_nu, __K_nu, __Ip_nu, __Kp_nu);
    342 
    343       const _Tp __factor = __numeric_constants<_Tp>::__sqrtpio2()
    344                          / std::sqrt(__x);
    345 
    346       __i_n = __factor * __I_nu;
    347       __k_n = __factor * __K_nu;
    348       __ip_n = __factor * __Ip_nu - __i_n / (_Tp(2) * __x);
    349       __kp_n = __factor * __Kp_nu - __k_n / (_Tp(2) * __x);
    350 
    351       return;
    352     }
    353 
    354 
    355     /**
    356      *   @brief  Compute the Airy functions
    357      *           @f$ Ai(x) @f$ and @f$ Bi(x) @f$ and their first
    358      *           derivatives @f$ Ai'(x) @f$ and @f$ Bi(x) @f$
    359      *           respectively.
    360      *
    361      *   @param  __n  The order of the Airy functions.
    362      *   @param  __x  The argument of the Airy functions.
    363      *   @param  __i_n  The output Airy function.
    364      *   @param  __k_n  The output Airy function.
    365      *   @param  __ip_n  The output derivative of the Airy function.
    366      *   @param  __kp_n  The output derivative of the Airy function.
    367      */
    368     template <typename _Tp>
    369     void
    370     __airy(const _Tp __x,
    371            _Tp & __Ai, _Tp & __Bi, _Tp & __Aip, _Tp & __Bip)
    372     {
    373       const _Tp __absx = std::abs(__x);
    374       const _Tp __rootx = std::sqrt(__absx);
    375       const _Tp __z = _Tp(2) * __absx * __rootx / _Tp(3);
    376 
    377       if (__isnan(__x))
    378         return std::numeric_limits<_Tp>::quiet_NaN();
    379       else if (__x > _Tp(0))
    380         {
    381           _Tp __I_nu, __Ip_nu, __K_nu, __Kp_nu;
    382 
    383           __bessel_ik(_Tp(1) / _Tp(3), __z, __I_nu, __K_nu, __Ip_nu, __Kp_nu);
    384           __Ai = __rootx * __K_nu
    385                / (__numeric_constants<_Tp>::__sqrt3()
    386                 * __numeric_constants<_Tp>::__pi());
    387           __Bi = __rootx * (__K_nu / __numeric_constants<_Tp>::__pi()
    388                  + _Tp(2) * __I_nu / __numeric_constants<_Tp>::__sqrt3());
    389 
    390           __bessel_ik(_Tp(2) / _Tp(3), __z, __I_nu, __K_nu, __Ip_nu, __Kp_nu);
    391           __Aip = -__x * __K_nu
    392                 / (__numeric_constants<_Tp>::__sqrt3()
    393                  * __numeric_constants<_Tp>::__pi());
    394           __Bip = __x * (__K_nu / __numeric_constants<_Tp>::__pi()
    395                       + _Tp(2) * __I_nu
    396                       / __numeric_constants<_Tp>::__sqrt3());
    397         }
    398       else if (__x < _Tp(0))
    399         {
    400           _Tp __J_nu, __Jp_nu, __N_nu, __Np_nu;
    401 
    402           __bessel_jn(_Tp(1) / _Tp(3), __z, __J_nu, __N_nu, __Jp_nu, __Np_nu);
    403           __Ai = __rootx * (__J_nu
    404                     - __N_nu / __numeric_constants<_Tp>::__sqrt3()) / _Tp(2);
    405           __Bi = -__rootx * (__N_nu
    406                     + __J_nu / __numeric_constants<_Tp>::__sqrt3()) / _Tp(2);
    407 
    408           __bessel_jn(_Tp(2) / _Tp(3), __z, __J_nu, __N_nu, __Jp_nu, __Np_nu);
    409           __Aip = __absx * (__N_nu / __numeric_constants<_Tp>::__sqrt3()
    410                           + __J_nu) / _Tp(2);
    411           __Bip = __absx * (__J_nu / __numeric_constants<_Tp>::__sqrt3()
    412                           - __N_nu) / _Tp(2);
    413         }
    414       else
    415         {
    416           //  Reference:
    417           //    Abramowitz & Stegun, page 446 section 10.4.4 on Airy functions.
    418           //  The number is Ai(0) = 3^{-2/3}/\Gamma(2/3).
    419           __Ai = _Tp(0.35502805388781723926L);
    420           __Bi = __Ai * __numeric_constants<_Tp>::__sqrt3();
    421 
    422           //  Reference:
    423           //    Abramowitz & Stegun, page 446 section 10.4.5 on Airy functions.
    424           //  The number is Ai'(0) = -3^{-1/3}/\Gamma(1/3).
    425           __Aip = -_Tp(0.25881940379280679840L);
    426           __Bip = -__Aip * __numeric_constants<_Tp>::__sqrt3();
    427         }
    428 
    429       return;
    430     }
    431 
    432   } // namespace std::tr1::__detail
    433 }
    434 }
    435 
    436 #endif // _GLIBCXX_TR1_MODIFIED_BESSEL_FUNC_TCC
    437