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authorEric Andersen <andersen@codepoet.org>2001-05-10 00:40:28 +0000
committerEric Andersen <andersen@codepoet.org>2001-05-10 00:40:28 +0000
commit1077fa4d772832f77a677ce7fb7c2d513b959e3f (patch)
tree579bee13fb0b58d2800206366ec2caecbb15f3fc /libm/float/hyp2f1f.c
parent22358dd7ce7bb49792204b698f01a6f69b9c8e08 (diff)
uClibc now has a math library. muahahahaha!
-Erik
Diffstat (limited to 'libm/float/hyp2f1f.c')
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+/* hyp2f1f.c
+ *
+ * Gauss hypergeometric function F
+ * 2 1
+ *
+ *
+ * SYNOPSIS:
+ *
+ * float a, b, c, x, y, hyp2f1f();
+ *
+ * y = hyp2f1f( a, b, c, x );
+ *
+ *
+ * DESCRIPTION:
+ *
+ *
+ * hyp2f1( a, b, c, x ) = F ( a, b; c; x )
+ * 2 1
+ *
+ * inf.
+ * - a(a+1)...(a+k) b(b+1)...(b+k) k+1
+ * = 1 + > ----------------------------- x .
+ * - c(c+1)...(c+k) (k+1)!
+ * k = 0
+ *
+ * Cases addressed are
+ * Tests and escapes for negative integer a, b, or c
+ * Linear transformation if c - a or c - b negative integer
+ * Special case c = a or c = b
+ * Linear transformation for x near +1
+ * Transformation for x < -0.5
+ * Psi function expansion if x > 0.5 and c - a - b integer
+ * Conditionally, a recurrence on c to make c-a-b > 0
+ *
+ * |x| > 1 is rejected.
+ *
+ * The parameters a, b, c are considered to be integer
+ * valued if they are within 1.0e-6 of the nearest integer.
+ *
+ * ACCURACY:
+ *
+ * Relative error (-1 < x < 1):
+ * arithmetic domain # trials peak rms
+ * IEEE 0,3 30000 5.8e-4 4.3e-6
+ */
+
+/* hyp2f1 */
+
+
+/*
+Cephes Math Library Release 2.2: November, 1992
+Copyright 1984, 1987, 1992 by Stephen L. Moshier
+Direct inquiries to 30 Frost Street, Cambridge, MA 02140
+*/
+
+
+#include <math.h>
+
+#define EPS 1.0e-5
+#define EPS2 1.0e-5
+#define ETHRESH 1.0e-5
+
+extern float MAXNUMF, MACHEPF;
+
+#define fabsf(x) ( (x) < 0 ? -(x) : (x) )
+
+#ifdef ANSIC
+float powf(float, float);
+static float hys2f1f(float, float, float, float, float *);
+static float hyt2f1f(float, float, float, float, float *);
+float gammaf(float), logf(float), expf(float), psif(float);
+float floorf(float);
+#else
+float powf(), gammaf(), logf(), expf(), psif();
+float floorf();
+static float hyt2f1f(), hys2f1f();
+#endif
+
+#define roundf(x) (floorf((x)+(float )0.5))
+
+
+
+
+float hyp2f1f( float aa, float bb, float cc, float xx )
+{
+float a, b, c, x;
+float d, d1, d2, e;
+float p, q, r, s, y, ax;
+float ia, ib, ic, id, err;
+int flag, i, aid;
+
+a = aa;
+b = bb;
+c = cc;
+x = xx;
+err = 0.0;
+ax = fabsf(x);
+s = 1.0 - x;
+flag = 0;
+ia = roundf(a); /* nearest integer to a */
+ib = roundf(b);
+
+if( a <= 0 )
+ {
+ if( fabsf(a-ia) < EPS ) /* a is a negative integer */
+ flag |= 1;
+ }
+
+if( b <= 0 )
+ {
+ if( fabsf(b-ib) < EPS ) /* b is a negative integer */
+ flag |= 2;
+ }
+
+if( ax < 1.0 )
+ {
+ if( fabsf(b-c) < EPS ) /* b = c */
+ {
+ y = powf( s, -a ); /* s to the -a power */
+ goto hypdon;
+ }
+ if( fabsf(a-c) < EPS ) /* a = c */
+ {
+ y = powf( s, -b ); /* s to the -b power */
+ goto hypdon;
+ }
+ }
+
+
+
+if( c <= 0.0 )
+ {
+ ic = roundf(c); /* nearest integer to c */
+ if( fabsf(c-ic) < EPS ) /* c is a negative integer */
+ {
+ /* check if termination before explosion */
+ if( (flag & 1) && (ia > ic) )
+ goto hypok;
+ if( (flag & 2) && (ib > ic) )
+ goto hypok;
+ goto hypdiv;
+ }
+ }
+
+if( flag ) /* function is a polynomial */
+ goto hypok;
+
+if( ax > 1.0 ) /* series diverges */
+ goto hypdiv;
+
+p = c - a;
+ia = roundf(p);
+if( (ia <= 0.0) && (fabsf(p-ia) < EPS) ) /* negative int c - a */
+ flag |= 4;
+
+r = c - b;
+ib = roundf(r); /* nearest integer to r */
+if( (ib <= 0.0) && (fabsf(r-ib) < EPS) ) /* negative int c - b */
+ flag |= 8;
+
+d = c - a - b;
+id = roundf(d); /* nearest integer to d */
+q = fabsf(d-id);
+
+if( fabsf(ax-1.0) < EPS ) /* |x| == 1.0 */
+ {
+ if( x > 0.0 )
+ {
+ if( flag & 12 ) /* negative int c-a or c-b */
+ {
+ if( d >= 0.0 )
+ goto hypf;
+ else
+ goto hypdiv;
+ }
+ if( d <= 0.0 )
+ goto hypdiv;
+ y = gammaf(c)*gammaf(d)/(gammaf(p)*gammaf(r));
+ goto hypdon;
+ }
+
+ if( d <= -1.0 )
+ goto hypdiv;
+ }
+
+/* Conditionally make d > 0 by recurrence on c
+ * AMS55 #15.2.27
+ */
+if( d < 0.0 )
+ {
+/* Try the power series first */
+ y = hyt2f1f( a, b, c, x, &err );
+ if( err < ETHRESH )
+ goto hypdon;
+/* Apply the recurrence if power series fails */
+ err = 0.0;
+ aid = 2 - id;
+ e = c + aid;
+ d2 = hyp2f1f(a,b,e,x);
+ d1 = hyp2f1f(a,b,e+1.0,x);
+ q = a + b + 1.0;
+ for( i=0; i<aid; i++ )
+ {
+ r = e - 1.0;
+ y = (e*(r-(2.0*e-q)*x)*d2 + (e-a)*(e-b)*x*d1)/(e*r*s);
+ e = r;
+ d1 = d2;
+ d2 = y;
+ }
+ goto hypdon;
+ }
+
+
+if( flag & 12 )
+ goto hypf; /* negative integer c-a or c-b */
+
+hypok:
+y = hyt2f1f( a, b, c, x, &err );
+
+hypdon:
+if( err > ETHRESH )
+ {
+ mtherr( "hyp2f1", PLOSS );
+/* printf( "Estimated err = %.2e\n", err );*/
+ }
+return(y);
+
+/* The transformation for c-a or c-b negative integer
+ * AMS55 #15.3.3
+ */
+hypf:
+y = powf( s, d ) * hys2f1f( c-a, c-b, c, x, &err );
+goto hypdon;
+
+/* The alarm exit */
+hypdiv:
+mtherr( "hyp2f1f", OVERFLOW );
+return( MAXNUMF );
+}
+
+
+
+
+/* Apply transformations for |x| near 1
+ * then call the power series
+ */
+static float hyt2f1f( float aa, float bb, float cc, float xx, float *loss )
+{
+float a, b, c, x;
+float p, q, r, s, t, y, d, err, err1;
+float ax, id, d1, d2, e, y1;
+int i, aid;
+
+a = aa;
+b = bb;
+c = cc;
+x = xx;
+err = 0.0;
+s = 1.0 - x;
+if( x < -0.5 )
+ {
+ if( b > a )
+ y = powf( s, -a ) * hys2f1f( a, c-b, c, -x/s, &err );
+
+ else
+ y = powf( s, -b ) * hys2f1f( c-a, b, c, -x/s, &err );
+
+ goto done;
+ }
+
+
+
+d = c - a - b;
+id = roundf(d); /* nearest integer to d */
+
+if( x > 0.8 )
+{
+
+if( fabsf(d-id) > EPS2 ) /* test for integer c-a-b */
+ {
+/* Try the power series first */
+ y = hys2f1f( a, b, c, x, &err );
+ if( err < ETHRESH )
+ goto done;
+/* If power series fails, then apply AMS55 #15.3.6 */
+ q = hys2f1f( a, b, 1.0-d, s, &err );
+ q *= gammaf(d) /(gammaf(c-a) * gammaf(c-b));
+ r = powf(s,d) * hys2f1f( c-a, c-b, d+1.0, s, &err1 );
+ r *= gammaf(-d)/(gammaf(a) * gammaf(b));
+ y = q + r;
+
+ q = fabsf(q); /* estimate cancellation error */
+ r = fabsf(r);
+ if( q > r )
+ r = q;
+ err += err1 + (MACHEPF*r)/y;
+
+ y *= gammaf(c);
+ goto done;
+ }
+else
+ {
+/* Psi function expansion, AMS55 #15.3.10, #15.3.11, #15.3.12 */
+ if( id >= 0.0 )
+ {
+ e = d;
+ d1 = d;
+ d2 = 0.0;
+ aid = id;
+ }
+ else
+ {
+ e = -d;
+ d1 = 0.0;
+ d2 = d;
+ aid = -id;
+ }
+
+ ax = logf(s);
+
+ /* sum for t = 0 */
+ y = psif(1.0) + psif(1.0+e) - psif(a+d1) - psif(b+d1) - ax;
+ y /= gammaf(e+1.0);
+
+ p = (a+d1) * (b+d1) * s / gammaf(e+2.0); /* Poch for t=1 */
+ t = 1.0;
+ do
+ {
+ r = psif(1.0+t) + psif(1.0+t+e) - psif(a+t+d1)
+ - psif(b+t+d1) - ax;
+ q = p * r;
+ y += q;
+ p *= s * (a+t+d1) / (t+1.0);
+ p *= (b+t+d1) / (t+1.0+e);
+ t += 1.0;
+ }
+ while( fabsf(q/y) > EPS );
+
+
+ if( id == 0.0 )
+ {
+ y *= gammaf(c)/(gammaf(a)*gammaf(b));
+ goto psidon;
+ }
+
+ y1 = 1.0;
+
+ if( aid == 1 )
+ goto nosum;
+
+ t = 0.0;
+ p = 1.0;
+ for( i=1; i<aid; i++ )
+ {
+ r = 1.0-e+t;
+ p *= s * (a+t+d2) * (b+t+d2) / r;
+ t += 1.0;
+ p /= t;
+ y1 += p;
+ }
+
+
+nosum:
+ p = gammaf(c);
+ y1 *= gammaf(e) * p / (gammaf(a+d1) * gammaf(b+d1));
+ y *= p / (gammaf(a+d2) * gammaf(b+d2));
+ if( (aid & 1) != 0 )
+ y = -y;
+
+ q = powf( s, id ); /* s to the id power */
+ if( id > 0.0 )
+ y *= q;
+ else
+ y1 *= q;
+
+ y += y1;
+psidon:
+ goto done;
+ }
+}
+
+
+/* Use defining power series if no special cases */
+y = hys2f1f( a, b, c, x, &err );
+
+done:
+*loss = err;
+return(y);
+}
+
+
+
+
+
+/* Defining power series expansion of Gauss hypergeometric function */
+
+static float hys2f1f( float aa, float bb, float cc, float xx, float *loss )
+{
+int i;
+float a, b, c, x;
+float f, g, h, k, m, s, u, umax;
+
+
+a = aa;
+b = bb;
+c = cc;
+x = xx;
+i = 0;
+umax = 0.0;
+f = a;
+g = b;
+h = c;
+k = 0.0;
+s = 1.0;
+u = 1.0;
+
+do
+ {
+ if( fabsf(h) < EPS )
+ return( MAXNUMF );
+ m = k + 1.0;
+ u = u * ((f+k) * (g+k) * x / ((h+k) * m));
+ s += u;
+ k = fabsf(u); /* remember largest term summed */
+ if( k > umax )
+ umax = k;
+ k = m;
+ if( ++i > 10000 ) /* should never happen */
+ {
+ *loss = 1.0;
+ return(s);
+ }
+ }
+while( fabsf(u/s) > MACHEPF );
+
+/* return estimated relative error */
+*loss = (MACHEPF*umax)/fabsf(s) + (MACHEPF*i);
+
+return(s);
+}
+
+