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- // (C) Copyright John Maddock 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_SF_DIGAMMA_HPP
- #define BOOST_MATH_SF_DIGAMMA_HPP
- #ifdef _MSC_VER
- #pragma once
- #endif
- #include <boost/math/tools/rational.hpp>
- #include <boost/math/tools/promotion.hpp>
- #include <boost/math/policies/error_handling.hpp>
- #include <boost/math/constants/constants.hpp>
- #include <boost/mpl/comparison.hpp>
- #include <boost/math/tools/big_constant.hpp>
- namespace boost{
- namespace math{
- namespace detail{
- //
- // Begin by defining the smallest value for which it is safe to
- // use the asymptotic expansion for digamma:
- //
- inline unsigned digamma_large_lim(const mpl::int_<0>*)
- { return 20; }
- inline unsigned digamma_large_lim(const void*)
- { return 10; }
- //
- // Implementations of the asymptotic expansion come next,
- // the coefficients of the series have been evaluated
- // in advance at high precision, and the series truncated
- // at the first term that's too small to effect the result.
- // Note that the series becomes divergent after a while
- // so truncation is very important.
- //
- // This first one gives 34-digit precision for x >= 20:
- //
- template <class T>
- inline T digamma_imp_large(T x, const mpl::int_<0>*)
- {
- BOOST_MATH_STD_USING // ADL of std functions.
- static const T P[] = {
- BOOST_MATH_BIG_CONSTANT(T, 113, 0.083333333333333333333333333333333333333333333333333),
- BOOST_MATH_BIG_CONSTANT(T, 113, -0.0083333333333333333333333333333333333333333333333333),
- BOOST_MATH_BIG_CONSTANT(T, 113, 0.003968253968253968253968253968253968253968253968254),
- BOOST_MATH_BIG_CONSTANT(T, 113, -0.0041666666666666666666666666666666666666666666666667),
- BOOST_MATH_BIG_CONSTANT(T, 113, 0.0075757575757575757575757575757575757575757575757576),
- BOOST_MATH_BIG_CONSTANT(T, 113, -0.021092796092796092796092796092796092796092796092796),
- BOOST_MATH_BIG_CONSTANT(T, 113, 0.083333333333333333333333333333333333333333333333333),
- BOOST_MATH_BIG_CONSTANT(T, 113, -0.44325980392156862745098039215686274509803921568627),
- BOOST_MATH_BIG_CONSTANT(T, 113, 3.0539543302701197438039543302701197438039543302701),
- BOOST_MATH_BIG_CONSTANT(T, 113, -26.456212121212121212121212121212121212121212121212),
- BOOST_MATH_BIG_CONSTANT(T, 113, 281.4601449275362318840579710144927536231884057971),
- BOOST_MATH_BIG_CONSTANT(T, 113, -3607.510546398046398046398046398046398046398046398),
- BOOST_MATH_BIG_CONSTANT(T, 113, 54827.583333333333333333333333333333333333333333333),
- BOOST_MATH_BIG_CONSTANT(T, 113, -974936.82385057471264367816091954022988505747126437),
- BOOST_MATH_BIG_CONSTANT(T, 113, 20052695.796688078946143462272494530559046688078946),
- BOOST_MATH_BIG_CONSTANT(T, 113, -472384867.72162990196078431372549019607843137254902),
- BOOST_MATH_BIG_CONSTANT(T, 113, 12635724795.916666666666666666666666666666666666667)
- };
- x -= 1;
- T result = log(x);
- result += 1 / (2 * x);
- T z = 1 / (x*x);
- result -= z * tools::evaluate_polynomial(P, z);
- return result;
- }
- //
- // 19-digit precision for x >= 10:
- //
- template <class T>
- inline T digamma_imp_large(T x, const mpl::int_<64>*)
- {
- BOOST_MATH_STD_USING // ADL of std functions.
- static const T P[] = {
- BOOST_MATH_BIG_CONSTANT(T, 64, 0.083333333333333333333333333333333333333333333333333),
- BOOST_MATH_BIG_CONSTANT(T, 64, -0.0083333333333333333333333333333333333333333333333333),
- BOOST_MATH_BIG_CONSTANT(T, 64, 0.003968253968253968253968253968253968253968253968254),
- BOOST_MATH_BIG_CONSTANT(T, 64, -0.0041666666666666666666666666666666666666666666666667),
- BOOST_MATH_BIG_CONSTANT(T, 64, 0.0075757575757575757575757575757575757575757575757576),
- BOOST_MATH_BIG_CONSTANT(T, 64, -0.021092796092796092796092796092796092796092796092796),
- BOOST_MATH_BIG_CONSTANT(T, 64, 0.083333333333333333333333333333333333333333333333333),
- BOOST_MATH_BIG_CONSTANT(T, 64, -0.44325980392156862745098039215686274509803921568627),
- BOOST_MATH_BIG_CONSTANT(T, 64, 3.0539543302701197438039543302701197438039543302701),
- BOOST_MATH_BIG_CONSTANT(T, 64, -26.456212121212121212121212121212121212121212121212),
- BOOST_MATH_BIG_CONSTANT(T, 64, 281.4601449275362318840579710144927536231884057971),
- };
- x -= 1;
- T result = log(x);
- result += 1 / (2 * x);
- T z = 1 / (x*x);
- result -= z * tools::evaluate_polynomial(P, z);
- return result;
- }
- //
- // 17-digit precision for x >= 10:
- //
- template <class T>
- inline T digamma_imp_large(T x, const mpl::int_<53>*)
- {
- BOOST_MATH_STD_USING // ADL of std functions.
- static const T P[] = {
- BOOST_MATH_BIG_CONSTANT(T, 53, 0.083333333333333333333333333333333333333333333333333),
- BOOST_MATH_BIG_CONSTANT(T, 53, -0.0083333333333333333333333333333333333333333333333333),
- BOOST_MATH_BIG_CONSTANT(T, 53, 0.003968253968253968253968253968253968253968253968254),
- BOOST_MATH_BIG_CONSTANT(T, 53, -0.0041666666666666666666666666666666666666666666666667),
- BOOST_MATH_BIG_CONSTANT(T, 53, 0.0075757575757575757575757575757575757575757575757576),
- BOOST_MATH_BIG_CONSTANT(T, 53, -0.021092796092796092796092796092796092796092796092796),
- BOOST_MATH_BIG_CONSTANT(T, 53, 0.083333333333333333333333333333333333333333333333333),
- BOOST_MATH_BIG_CONSTANT(T, 53, -0.44325980392156862745098039215686274509803921568627)
- };
- x -= 1;
- T result = log(x);
- result += 1 / (2 * x);
- T z = 1 / (x*x);
- result -= z * tools::evaluate_polynomial(P, z);
- return result;
- }
- //
- // 9-digit precision for x >= 10:
- //
- template <class T>
- inline T digamma_imp_large(T x, const mpl::int_<24>*)
- {
- BOOST_MATH_STD_USING // ADL of std functions.
- static const T P[] = {
- BOOST_MATH_BIG_CONSTANT(T, 24, 0.083333333333333333333333333333333333333333333333333),
- BOOST_MATH_BIG_CONSTANT(T, 24, -0.0083333333333333333333333333333333333333333333333333),
- BOOST_MATH_BIG_CONSTANT(T, 24, 0.003968253968253968253968253968253968253968253968254)
- };
- x -= 1;
- T result = log(x);
- result += 1 / (2 * x);
- T z = 1 / (x*x);
- result -= z * tools::evaluate_polynomial(P, z);
- return result;
- }
- //
- // Now follow rational approximations over the range [1,2].
- //
- // 35-digit precision:
- //
- template <class T>
- T digamma_imp_1_2(T x, const mpl::int_<0>*)
- {
- //
- // Now the approximation, we use the form:
- //
- // digamma(x) = (x - root) * (Y + R(x-1))
- //
- // Where root is the location of the positive root of digamma,
- // Y is a constant, and R is optimised for low absolute error
- // compared to Y.
- //
- // Max error found at 128-bit long double precision: 5.541e-35
- // Maximum Deviation Found (approximation error): 1.965e-35
- //
- static const float Y = 0.99558162689208984375F;
- static const T root1 = T(1569415565) / 1073741824uL;
- static const T root2 = (T(381566830) / 1073741824uL) / 1073741824uL;
- static const T root3 = ((T(111616537) / 1073741824uL) / 1073741824uL) / 1073741824uL;
- static const T root4 = (((T(503992070) / 1073741824uL) / 1073741824uL) / 1073741824uL) / 1073741824uL;
- static const T root5 = BOOST_MATH_BIG_CONSTANT(T, 113, 0.52112228569249997894452490385577338504019838794544e-36);
- static const T P[] = {
- BOOST_MATH_BIG_CONSTANT(T, 113, 0.25479851061131551526977464225335883769),
- BOOST_MATH_BIG_CONSTANT(T, 113, -0.18684290534374944114622235683619897417),
- BOOST_MATH_BIG_CONSTANT(T, 113, -0.80360876047931768958995775910991929922),
- BOOST_MATH_BIG_CONSTANT(T, 113, -0.67227342794829064330498117008564270136),
- BOOST_MATH_BIG_CONSTANT(T, 113, -0.26569010991230617151285010695543858005),
- BOOST_MATH_BIG_CONSTANT(T, 113, -0.05775672694575986971640757748003553385),
- BOOST_MATH_BIG_CONSTANT(T, 113, -0.0071432147823164975485922555833274240665),
- BOOST_MATH_BIG_CONSTANT(T, 113, -0.00048740753910766168912364555706064993274),
- BOOST_MATH_BIG_CONSTANT(T, 113, -0.16454996865214115723416538844975174761e-4),
- BOOST_MATH_BIG_CONSTANT(T, 113, -0.20327832297631728077731148515093164955e-6)
- };
- static const T Q[] = {
- BOOST_MATH_BIG_CONSTANT(T, 113, 1.0),
- BOOST_MATH_BIG_CONSTANT(T, 113, 2.6210924610812025425088411043163287646),
- BOOST_MATH_BIG_CONSTANT(T, 113, 2.6850757078559596612621337395886392594),
- BOOST_MATH_BIG_CONSTANT(T, 113, 1.4320913706209965531250495490639289418),
- BOOST_MATH_BIG_CONSTANT(T, 113, 0.4410872083455009362557012239501953402),
- BOOST_MATH_BIG_CONSTANT(T, 113, 0.081385727399251729505165509278152487225),
- BOOST_MATH_BIG_CONSTANT(T, 113, 0.0089478633066857163432104815183858149496),
- BOOST_MATH_BIG_CONSTANT(T, 113, 0.00055861622855066424871506755481997374154),
- BOOST_MATH_BIG_CONSTANT(T, 113, 0.1760168552357342401304462967950178554e-4),
- BOOST_MATH_BIG_CONSTANT(T, 113, 0.20585454493572473724556649516040874384e-6),
- BOOST_MATH_BIG_CONSTANT(T, 113, -0.90745971844439990284514121823069162795e-11),
- BOOST_MATH_BIG_CONSTANT(T, 113, 0.48857673606545846774761343500033283272e-13),
- };
- T g = x - root1;
- g -= root2;
- g -= root3;
- g -= root4;
- g -= root5;
- T r = tools::evaluate_polynomial(P, T(x-1)) / tools::evaluate_polynomial(Q, T(x-1));
- T result = g * Y + g * r;
- return result;
- }
- //
- // 19-digit precision:
- //
- template <class T>
- T digamma_imp_1_2(T x, const mpl::int_<64>*)
- {
- //
- // Now the approximation, we use the form:
- //
- // digamma(x) = (x - root) * (Y + R(x-1))
- //
- // Where root is the location of the positive root of digamma,
- // Y is a constant, and R is optimised for low absolute error
- // compared to Y.
- //
- // Max error found at 80-bit long double precision: 5.016e-20
- // Maximum Deviation Found (approximation error): 3.575e-20
- //
- static const float Y = 0.99558162689208984375F;
- static const T root1 = T(1569415565) / 1073741824uL;
- static const T root2 = (T(381566830) / 1073741824uL) / 1073741824uL;
- static const T root3 = BOOST_MATH_BIG_CONSTANT(T, 64, 0.9016312093258695918615325266959189453125e-19);
- static const T P[] = {
- BOOST_MATH_BIG_CONSTANT(T, 64, 0.254798510611315515235),
- BOOST_MATH_BIG_CONSTANT(T, 64, -0.314628554532916496608),
- BOOST_MATH_BIG_CONSTANT(T, 64, -0.665836341559876230295),
- BOOST_MATH_BIG_CONSTANT(T, 64, -0.314767657147375752913),
- BOOST_MATH_BIG_CONSTANT(T, 64, -0.0541156266153505273939),
- BOOST_MATH_BIG_CONSTANT(T, 64, -0.00289268368333918761452)
- };
- static const T Q[] = {
- BOOST_MATH_BIG_CONSTANT(T, 64, 1.0),
- BOOST_MATH_BIG_CONSTANT(T, 64, 2.1195759927055347547),
- BOOST_MATH_BIG_CONSTANT(T, 64, 1.54350554664961128724),
- BOOST_MATH_BIG_CONSTANT(T, 64, 0.486986018231042975162),
- BOOST_MATH_BIG_CONSTANT(T, 64, 0.0660481487173569812846),
- BOOST_MATH_BIG_CONSTANT(T, 64, 0.00298999662592323990972),
- BOOST_MATH_BIG_CONSTANT(T, 64, -0.165079794012604905639e-5),
- BOOST_MATH_BIG_CONSTANT(T, 64, 0.317940243105952177571e-7)
- };
- T g = x - root1;
- g -= root2;
- g -= root3;
- T r = tools::evaluate_polynomial(P, T(x-1)) / tools::evaluate_polynomial(Q, T(x-1));
- T result = g * Y + g * r;
- return result;
- }
- //
- // 18-digit precision:
- //
- template <class T>
- T digamma_imp_1_2(T x, const mpl::int_<53>*)
- {
- //
- // Now the approximation, we use the form:
- //
- // digamma(x) = (x - root) * (Y + R(x-1))
- //
- // Where root is the location of the positive root of digamma,
- // Y is a constant, and R is optimised for low absolute error
- // compared to Y.
- //
- // Maximum Deviation Found: 1.466e-18
- // At double precision, max error found: 2.452e-17
- //
- static const float Y = 0.99558162689208984F;
- static const T root1 = T(1569415565) / 1073741824uL;
- static const T root2 = (T(381566830) / 1073741824uL) / 1073741824uL;
- static const T root3 = BOOST_MATH_BIG_CONSTANT(T, 53, 0.9016312093258695918615325266959189453125e-19);
- static const T P[] = {
- BOOST_MATH_BIG_CONSTANT(T, 53, 0.25479851061131551),
- BOOST_MATH_BIG_CONSTANT(T, 53, -0.32555031186804491),
- BOOST_MATH_BIG_CONSTANT(T, 53, -0.65031853770896507),
- BOOST_MATH_BIG_CONSTANT(T, 53, -0.28919126444774784),
- BOOST_MATH_BIG_CONSTANT(T, 53, -0.045251321448739056),
- BOOST_MATH_BIG_CONSTANT(T, 53, -0.0020713321167745952)
- };
- static const T Q[] = {
- BOOST_MATH_BIG_CONSTANT(T, 53, 1),
- BOOST_MATH_BIG_CONSTANT(T, 53, 2.0767117023730469),
- BOOST_MATH_BIG_CONSTANT(T, 53, 1.4606242909763515),
- BOOST_MATH_BIG_CONSTANT(T, 53, 0.43593529692665969),
- BOOST_MATH_BIG_CONSTANT(T, 53, 0.054151797245674225),
- BOOST_MATH_BIG_CONSTANT(T, 53, 0.0021284987017821144),
- BOOST_MATH_BIG_CONSTANT(T, 53, -0.55789841321675513e-6)
- };
- T g = x - root1;
- g -= root2;
- g -= root3;
- T r = tools::evaluate_polynomial(P, T(x-1)) / tools::evaluate_polynomial(Q, T(x-1));
- T result = g * Y + g * r;
- return result;
- }
- //
- // 9-digit precision:
- //
- template <class T>
- inline T digamma_imp_1_2(T x, const mpl::int_<24>*)
- {
- //
- // Now the approximation, we use the form:
- //
- // digamma(x) = (x - root) * (Y + R(x-1))
- //
- // Where root is the location of the positive root of digamma,
- // Y is a constant, and R is optimised for low absolute error
- // compared to Y.
- //
- // Maximum Deviation Found: 3.388e-010
- // At float precision, max error found: 2.008725e-008
- //
- static const float Y = 0.99558162689208984f;
- static const T root = 1532632.0f / 1048576;
- static const T root_minor = static_cast<T>(0.3700660185912626595423257213284682051735604e-6L);
- static const T P[] = {
- 0.25479851023250261e0,
- -0.44981331915268368e0,
- -0.43916936919946835e0,
- -0.61041765350579073e-1
- };
- static const T Q[] = {
- 0.1e1,
- 0.15890202430554952e1,
- 0.65341249856146947e0,
- 0.63851690523355715e-1
- };
- T g = x - root;
- g -= root_minor;
- T r = tools::evaluate_polynomial(P, T(x-1)) / tools::evaluate_polynomial(Q, T(x-1));
- T result = g * Y + g * r;
- return result;
- }
- template <class T, class Tag, class Policy>
- T digamma_imp(T x, const Tag* t, const Policy& pol)
- {
- //
- // This handles reflection of negative arguments, and all our
- // error handling, then forwards to the T-specific approximation.
- //
- BOOST_MATH_STD_USING // ADL of std functions.
- T result = 0;
- //
- // Check for negative arguments and use reflection:
- //
- if(x < 0)
- {
- // Reflect:
- x = 1 - x;
- // Argument reduction for tan:
- T remainder = x - floor(x);
- // Shift to negative if > 0.5:
- if(remainder > 0.5)
- {
- remainder -= 1;
- }
- //
- // check for evaluation at a negative pole:
- //
- if(remainder == 0)
- {
- return policies::raise_pole_error<T>("boost::math::digamma<%1%>(%1%)", 0, (1-x), pol);
- }
- result = constants::pi<T>() / tan(constants::pi<T>() * remainder);
- }
- //
- // If we're above the lower-limit for the
- // asymptotic expansion then use it:
- //
- if(x >= digamma_large_lim(t))
- {
- result += digamma_imp_large(x, t);
- }
- else
- {
- //
- // If x > 2 reduce to the interval [1,2]:
- //
- while(x > 2)
- {
- x -= 1;
- result += 1/x;
- }
- //
- // If x < 1 use recurrance to shift to > 1:
- //
- if(x < 1)
- {
- result = -1/x;
- x += 1;
- }
- result += digamma_imp_1_2(x, t);
- }
- return result;
- }
- //
- // Initializer: ensure all our constants are initialized prior to the first call of main:
- //
- template <class T, class Policy>
- struct digamma_initializer
- {
- struct init
- {
- init()
- {
- boost::math::digamma(T(1.5), Policy());
- boost::math::digamma(T(500), Policy());
- }
- void force_instantiate()const{}
- };
- static const init initializer;
- static void force_instantiate()
- {
- initializer.force_instantiate();
- }
- };
- template <class T, class Policy>
- const typename digamma_initializer<T, Policy>::init digamma_initializer<T, Policy>::initializer;
- } // namespace detail
- template <class T, class Policy>
- inline typename tools::promote_args<T>::type
- digamma(T x, const Policy& pol)
- {
- typedef typename tools::promote_args<T>::type result_type;
- typedef typename policies::evaluation<result_type, Policy>::type value_type;
- typedef typename policies::precision<T, Policy>::type precision_type;
- typedef typename mpl::if_<
- mpl::or_<
- mpl::less_equal<precision_type, mpl::int_<0> >,
- mpl::greater<precision_type, mpl::int_<64> >
- >,
- mpl::int_<0>,
- typename mpl::if_<
- mpl::less<precision_type, mpl::int_<25> >,
- mpl::int_<24>,
- typename mpl::if_<
- mpl::less<precision_type, mpl::int_<54> >,
- mpl::int_<53>,
- mpl::int_<64>
- >::type
- >::type
- >::type tag_type;
- // Force initialization of constants:
- detail::digamma_initializer<result_type, Policy>::force_instantiate();
- return policies::checked_narrowing_cast<result_type, Policy>(detail::digamma_imp(
- static_cast<value_type>(x),
- static_cast<const tag_type*>(0), pol), "boost::math::digamma<%1%>(%1%)");
- }
- template <class T>
- inline typename tools::promote_args<T>::type
- digamma(T x)
- {
- return digamma(x, policies::policy<>());
- }
- } // namespace math
- } // namespace boost
- #endif
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