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1// Copyright John Maddock 2017.
2// Copyright Paul A. Bristow 2016, 2017, 2018.
3// Copyright Nicholas Thompson 2018
4
5// Distributed under the Boost Software License, Version 1.0.
6// (See accompanying file LICENSE_1_0.txt or
7// copy at http ://www.boost.org/LICENSE_1_0.txt).
8
9#ifndef BOOST_MATH_SF_LAMBERT_W_HPP
10#define BOOST_MATH_SF_LAMBERT_W_HPP
11
12#ifdef _MSC_VER
13#pragma warning(disable : 4127)
14#endif
15
16/*
17Implementation of an algorithm for the Lambert W0 and W-1 real-only functions.
18
19This code is based in part on the algorithm by
20Toshio Fukushima,
21"Precise and fast computation of Lambert W-functions without transcendental function evaluations",
22J.Comp.Appl.Math. 244 (2013) 77-89,
23and on a C/C++ version by Darko Veberic, darko.veberic@ijs.si
24based on the Fukushima algorithm and Toshio Fukushima's FORTRAN version of his algorithm.
25
26First derivative of Lambert_w is derived from
27Princeton Companion to Applied Mathematics, 'The Lambert-W function', Section 1.3: Series and Generating Functions.
28
29*/
30
31/*
32TODO revise this list of macros.
33Some macros that will show some (or much) diagnostic values if #defined.
34//[boost_math_instrument_lambert_w_macros
35
36// #define-able macros
37BOOST_MATH_INSTRUMENT_LAMBERT_W_HALLEY // Halley refinement diagnostics.
38BOOST_MATH_INSTRUMENT_LAMBERT_W_PRECISION // Precision.
39BOOST_MATH_INSTRUMENT_LAMBERT_WM1 // W1 branch diagnostics.
40BOOST_MATH_INSTRUMENT_LAMBERT_WM1_HALLEY // Halley refinement diagnostics only for W-1 branch.
41BOOST_MATH_INSTRUMENT_LAMBERT_WM1_TINY // K > 64, z > -1.0264389699511303e-26
42BOOST_MATH_INSTRUMENT_LAMBERT_WM1_LOOKUP // Show results from W-1 lookup table.
43BOOST_MATH_INSTRUMENT_LAMBERT_W_SCHROEDER // Schroeder refinement diagnostics.
44BOOST_MATH_INSTRUMENT_LAMBERT_W_TERMS // Number of terms used for near-singularity series.
45BOOST_MATH_INSTRUMENT_LAMBERT_W_SINGULARITY_SERIES // Show evaluation of series near branch singularity.
46BOOST_MATH_INSTRUMENT_LAMBERT_W_SMALL_Z_SERIES
47BOOST_MATH_INSTRUMENT_LAMBERT_W_SMALL_Z_SERIES_ITERATIONS // Show evaluation of series for small z.
48//] [/boost_math_instrument_lambert_w_macros]
49*/
50
51#include <boost/math/policies/error_handling.hpp>
52#include <boost/math/policies/policy.hpp>
53#include <boost/math/tools/promotion.hpp>
54#include <boost/math/special_functions/fpclassify.hpp>
55#include <boost/math/special_functions/log1p.hpp> // for log (1 + x)
56#include <boost/math/constants/constants.hpp> // For exp_minus_one == 3.67879441171442321595523770161460867e-01.
57#include <boost/math/special_functions/pow.hpp> // powers with compile time exponent, used in arbitrary precision code.
58#include <boost/math/tools/series.hpp> // series functor.
59//#include <boost/math/tools/polynomial.hpp> // polynomial.
60#include <boost/math/tools/rational.hpp> // evaluate_polynomial.
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61#include <boost/math/tools/precision.hpp> // boost::math::tools::max_value().
62#include <boost/math/tools/big_constant.hpp>
f67539c2 63#include <boost/math/tools/cxx03_warn.hpp>
92f5a8d4 64
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65#ifndef BOOST_MATH_STANDALONE
66#include <boost/lexical_cast.hpp>
67#endif
68
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69#include <limits>
70#include <cmath>
71#include <limits>
72#include <exception>
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73#include <type_traits>
74#include <cstdint>
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75
76// Needed for testing and diagnostics only.
77#include <iostream>
78#include <typeinfo>
79#include <boost/math/special_functions/next.hpp> // For float_distance.
80
1e59de90 81using lookup_t = double; // Type for lookup table (double or float, or even long double?)
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82
83//#include "J:\Cpp\Misc\lambert_w_lookup_table_generator\lambert_w_lookup_table.ipp"
84// #include "lambert_w_lookup_table.ipp" // Boost.Math version.
85#include <boost/math/special_functions/detail/lambert_w_lookup_table.ipp>
86
87#if defined(__GNUC__) && defined(BOOST_MATH_USE_FLOAT128)
88//
89// This is the only way we can avoid
90// warning: non-standard suffix on floating constant [-Wpedantic]
91// when building with -Wall -pedantic. Neither __extension__
f67539c2 92// nor #pragma diagnostic ignored work :(
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93//
94#pragma GCC system_header
95#endif
96
97namespace boost {
98namespace math {
99namespace lambert_w_detail {
100
101//! \brief Applies a single Halley step to make a better estimate of Lambert W.
102//! \details Used the simplified formulae obtained from
103//! http://www.wolframalpha.com/input/?i=%5B2(z+exp(z)-w)+d%2Fdx+(z+exp(z)-w)%5D+%2F+%5B2+(d%2Fdx+(z+exp(z)-w))%5E2+-+(z+exp(z)-w)+d%5E2%2Fdx%5E2+(z+exp(z)-w)%5D
104//! [2(z exp(z)-w) d/dx (z exp(z)-w)] / [2 (d/dx (z exp(z)-w))^2 - (z exp(z)-w) d^2/dx^2 (z exp(z)-w)]
105
106//! \tparam T floating-point (or fixed-point) type.
107//! \param w_est Lambert W estimate.
108//! \param z Argument z for Lambert_w function.
109//! \returns New estimate of Lambert W, hopefully improved.
110//!
1e59de90 111template <typename T>
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112inline T lambert_w_halley_step(T w_est, const T z)
113{
114 BOOST_MATH_STD_USING
115 T e = exp(w_est);
116 w_est -= 2 * (w_est + 1) * (e * w_est - z) / (z * (w_est + 2) + e * (w_est * (w_est + 2) + 2));
117 return w_est;
1e59de90 118} // template <typename T> lambert_w_halley_step(T w_est, T z)
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119
120//! \brief Halley iterate to refine Lambert_w estimate,
121//! taking at least one Halley_step.
122//! Repeat Halley steps until the *last step* had fewer than half the digits wrong,
123//! the step we've just taken should have been sufficient to have completed the iteration.
124
125//! \tparam T floating-point (or fixed-point) type.
126//! \param z Argument z for Lambert_w function.
127//! \param w_est Lambert w estimate.
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128template <typename T>
129inline T lambert_w_halley_iterate(T w_est, const T z)
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130{
131 BOOST_MATH_STD_USING
132 static const T max_diff = boost::math::tools::root_epsilon<T>() * fabs(w_est);
133
134 T w_new = lambert_w_halley_step(w_est, z);
135 T diff = fabs(w_est - w_new);
136 while (diff > max_diff)
137 {
138 w_est = w_new;
139 w_new = lambert_w_halley_step(w_est, z);
140 diff = fabs(w_est - w_new);
141 }
142 return w_new;
1e59de90 143} // template <typename T> lambert_w_halley_iterate(T w_est, T z)
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144
145// Two Halley function versions that either
1e59de90 146// single step (if std::false_type) or iterate (if std::true_type).
92f5a8d4 147// Selected at compile-time using parameter 3.
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148template <typename T>
149inline T lambert_w_maybe_halley_iterate(T z, T w, std::false_type const&)
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150{
151 return lambert_w_halley_step(z, w); // Single step.
152}
153
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154template <typename T>
155inline T lambert_w_maybe_halley_iterate(T z, T w, std::true_type const&)
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156{
157 return lambert_w_halley_iterate(z, w); // Iterate steps.
158}
159
160//! maybe_reduce_to_double function,
161//! Two versions that have a compile-time option to
f67539c2 162//! reduce argument z to double precision (if true_type).
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163//! Version is selected at compile-time using parameter 2.
164
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165template <typename T>
166inline double maybe_reduce_to_double(const T& z, const std::true_type&)
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167{
168 return static_cast<double>(z); // Reduce to double precision.
169}
170
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171template <typename T>
172inline T maybe_reduce_to_double(const T& z, const std::false_type&)
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173{ // Don't reduce to double.
174 return z;
175}
176
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177template <typename T>
178inline double must_reduce_to_double(const T& z, const std::true_type&)
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179{
180 return static_cast<double>(z); // Reduce to double precision.
181}
182
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183template <typename T>
184inline double must_reduce_to_double(const T& z, const std::false_type&)
92f5a8d4 185{ // try a lexical_cast and hope for the best:
1e59de90 186#ifndef BOOST_MATH_STANDALONE
92f5a8d4 187 return boost::lexical_cast<double>(z);
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188#else
189 static_assert(sizeof(T) == 0, "Unsupported in standalone mode: don't know how to cast your number type to a double.");
190 return 0.0;
191#endif
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192}
193
194//! \brief Schroeder method, fifth-order update formula,
195//! \details See T. Fukushima page 80-81, and
196//! A. Householder, The Numerical Treatment of a Single Nonlinear Equation,
197//! McGraw-Hill, New York, 1970, section 4.4.
198//! Fukushima algorithm switches to @c schroeder_update after pre-computed bisections,
199//! chosen to ensure that the result will be achieve the +/- 10 epsilon target.
200//! \param w Lambert w estimate from bisection or series.
201//! \param y bracketing value from bisection.
202//! \returns Refined estimate of Lambert w.
203
204// Schroeder refinement, called unless NOT required by precision policy.
205template<typename T>
1e59de90 206inline T schroeder_update(const T w, const T y)
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207{
208 // Compute derivatives using 5th order Schroeder refinement.
209 // Since this is the final step, it will always use the highest precision type T.
210 // Example of Call:
211 // result = schroeder_update(w, y);
212 //where
213 // w is estimate of Lambert W (from bisection or series).
214 // y is z * e^-w.
215
216 BOOST_MATH_STD_USING // Aid argument dependent lookup of abs.
217#ifdef BOOST_MATH_INSTRUMENT_LAMBERT_W_SCHROEDER
218 std::streamsize saved_precision = std::cout.precision(std::numeric_limits<T>::max_digits10);
219 using boost::math::float_distance;
220 T fd = float_distance<T>(w, y);
221 std::cout << "Schroder ";
222 if (abs(fd) < 214748000.)
223 {
224 std::cout << " Distance = "<< static_cast<int>(fd);
225 }
226 else
227 {
228 std::cout << "Difference w - y = " << (w - y) << ".";
229 }
230 std::cout << std::endl;
231#endif // BOOST_MATH_INSTRUMENT_LAMBERT_W_SCHROEDER
232 // Fukushima equation 18, page 6.
233 const T f0 = w - y; // f0 = w - y.
234 const T f1 = 1 + y; // f1 = df/dW
235 const T f00 = f0 * f0;
236 const T f11 = f1 * f1;
237 const T f0y = f0 * y;
238 const T result =
239 w - 4 * f0 * (6 * f1 * (f11 + f0y) + f00 * y) /
240 (f11 * (24 * f11 + 36 * f0y) +
241 f00 * (6 * y * y + 8 * f1 * y + f0y)); // Fukushima Page 81, equation 21 from equation 20.
242
243#ifdef BOOST_MATH_INSTRUMENT_LAMBERT_W_SCHROEDER
244 std::cout << "Schroeder refined " << w << " " << y << ", difference " << w-y << ", change " << w - result << ", to result " << result << std::endl;
245 std::cout.precision(saved_precision); // Restore.
246#endif // BOOST_MATH_INSTRUMENT_LAMBERT_W_SCHROEDER
247
248 return result;
249} // template<typename T = double> T schroeder_update(const T w, const T y)
250
251 //! \brief Series expansion used near the singularity/branch point z = -exp(-1) = -3.6787944.
252 //! Wolfram InverseSeries[Series[sqrt[2(p Exp[1 + p] + 1)], {p,-1, 20}]]
253 //! Wolfram command used to obtain 40 series terms at 50 decimal digit precision was
254 //! N[InverseSeries[Series[Sqrt[2(p Exp[1 + p] + 1)], { p,-1,40 }]], 50]
255 //! -1+p-p^2/3+(11 p^3)/72-(43 p^4)/540+(769 p^5)/17280-(221 p^6)/8505+(680863 p^7)/43545600 ...
256 //! Decimal values of specifications for built-in floating-point types below
257 //! are at least 21 digits precision == max_digits10 for long double.
258 //! Longer decimal digits strings are rationals evaluated using Wolfram.
259
260template<typename T>
261T lambert_w_singularity_series(const T p)
262{
263#ifdef BOOST_MATH_INSTRUMENT_LAMBERT_W_SINGULARITY_SERIES
264 std::size_t saved_precision = std::cout.precision(3);
265 std::cout << "Singularity_series Lambert_w p argument = " << p << std::endl;
266 std::cout
267 //<< "Argument Type = " << typeid(T).name()
268 //<< ", max_digits10 = " << std::numeric_limits<T>::max_digits10
269 //<< ", epsilon = " << std::numeric_limits<T>::epsilon()
270 << std::endl;
271 std::cout.precision(saved_precision);
272#endif // BOOST_MATH_INSTRUMENT_LAMBERT_W_SINGULARITY_SERIES
273
274 static const T q[] =
275 {
276 -static_cast<T>(1), // j0
277 +T(1), // j1
278 -T(1) / 3, // 1/3 j2
279 +T(11) / 72, // 0.152777777777777778, // 11/72 j3
280 -T(43) / 540, // 0.0796296296296296296, // 43/540 j4
281 +T(769) / 17280, // 0.0445023148148148148, j5
282 -T(221) / 8505, // 0.0259847148736037625, j6
283 //+T(0.0156356325323339212L), // j7
284 //+T(0.015635632532333921222810111699000587889476778365667L), // j7 from Wolfram N[680863/43545600, 50]
285 +T(680863uLL) / 43545600uLL, // +0.0156356325323339212, j7
286 //-T(0.00961689202429943171L), // j8
287 -T(1963uLL) / 204120uLL, // 0.00961689202429943171, j8
288 //-T(0.0096168920242994317068391142465216539290613364687439L), // j8 from Wolfram N[1963/204120, 50]
289 +T(226287557uLL) / 37623398400uLL, // 0.00601454325295611786, j9
290 -T(5776369uLL) / 1515591000uLL, // 0.00381129803489199923, j10
291 //+T(0.00244087799114398267L), j11 0.0024408779911439826658968585286437530215699919795550
292 +T(169709463197uLL) / 69528040243200uLL, // j11
293 // -T(0.00157693034468678425L), // j12 -0.0015769303446867842539234095399314115973161850314723
294 -T(1118511313uLL) / 709296588000uLL, // j12
295 +T(667874164916771uLL) / 650782456676352000uLL, // j13
296 //+T(0.00102626332050760715L), // j13 0.0010262633205076071544375481533906861056468041465973
297 -T(500525573uLL) / 744761417400uLL, // j14
298 // -T(0.000672061631156136204L), j14
299 //+T(1003663334225097487uLL) / 234281684403486720000uLL, // j15 0.00044247306181462090993020760858473726479232802068800 error C2177: constant too big
300 //+T(0.000442473061814620910L, // j15
301 BOOST_MATH_BIG_CONSTANT(T, 64, +0.000442473061814620910), // j15
302 // -T(0.000292677224729627445L), // j16
303 BOOST_MATH_BIG_CONSTANT(T, 64, -0.000292677224729627445), // j16
304 //+T(0.000194387276054539318L), // j17
305 BOOST_MATH_BIG_CONSTANT(T, 64, 0.000194387276054539318), // j17
306 //-T(0.000129574266852748819L), // j18
307 BOOST_MATH_BIG_CONSTANT(T, 64, -0.000129574266852748819), // j18
308 //+T(0.0000866503580520812717L), // j19 N[+1150497127780071399782389/13277465363600276402995200000, 50] 0.000086650358052081271660451590462390293190597827783288
309 BOOST_MATH_BIG_CONSTANT(T, 64, +0.0000866503580520812717), // j19
310 //-T(0.0000581136075044138168L) // j20 N[2853534237182741069/49102686267859224000000, 50] 0.000058113607504413816772205464778828177256611844221913
311 // -T(2853534237182741069uLL) / 49102686267859224000000uLL // j20 // error C2177: constant too big,
312 // so must use BOOST_MATH_BIG_CONSTANT(T, ) format in hope of using suffix Q for quad or decimal digits string for others.
313 //-T(0.000058113607504413816772205464778828177256611844221913L), // j20 N[2853534237182741069/49102686267859224000000, 50] 0.000058113607504413816772205464778828177256611844221913
314 BOOST_MATH_BIG_CONSTANT(T, 113, -0.000058113607504413816772205464778828177256611844221913) // j20 - last used by Fukushima
315 // More terms don't seem to give any improvement (worse in fact) and are not use for many z values.
316 //BOOST_MATH_BIG_CONSTANT(T, +0.000039076684867439051635395583044527492132109160553593), // j21
317 //BOOST_MATH_BIG_CONSTANT(T, -0.000026338064747231098738584082718649443078703982217219), // j22
318 //BOOST_MATH_BIG_CONSTANT(T, +0.000017790345805079585400736282075184540383274460464169), // j23
319 //BOOST_MATH_BIG_CONSTANT(T, -0.000012040352739559976942274116578992585158113153190354), // j24
320 //BOOST_MATH_BIG_CONSTANT(T, +8.1635319824966121713827512573558687050675701559448E-6), // j25
321 //BOOST_MATH_BIG_CONSTANT(T, -5.5442032085673591366657251660804575198155559225316E-6) // j26
322 // -T(5.5442032085673591366657251660804575198155559225316E-6L) // j26
323 // 21 to 26 Added for long double.
324 }; // static const T q[]
325
326 /*
327 // Temporary copy of original double values for comparison; these are reproduced well.
328 static const T q[] =
329 {
330 -1L, // j0
331 +1L, // j1
332 -0.333333333333333333L, // 1/3 j2
333 +0.152777777777777778L, // 11/72 j3
334 -0.0796296296296296296L, // 43/540
335 +0.0445023148148148148L,
336 -0.0259847148736037625L,
337 +0.0156356325323339212L,
338 -0.00961689202429943171L,
339 +0.00601454325295611786L,
340 -0.00381129803489199923L,
341 +0.00244087799114398267L,
342 -0.00157693034468678425L,
343 +0.00102626332050760715L,
344 -0.000672061631156136204L,
345 +0.000442473061814620910L,
346 -0.000292677224729627445L,
347 +0.000194387276054539318L,
348 -0.000129574266852748819L,
349 +0.0000866503580520812717L,
350 -0.0000581136075044138168L // j20
351 };
352 */
353
354 // Decide how many series terms to use, increasing as z approaches the singularity,
355 // balancing run-time versus computational noise from round-off.
356 // In practice, we truncate the series expansion at a certain order.
357 // If the order is too large, not only does the amount of computation increase,
358 // but also the round-off errors accumulate.
359 // See Fukushima equation 35, page 85 for logic of choice of number of series terms.
360
361 BOOST_MATH_STD_USING // Aid argument dependent lookup (ADL) of abs.
362
363 const T absp = abs(p);
364
365#ifdef BOOST_MATH_INSTRUMENT_LAMBERT_W_TERMS
366 {
367 int terms = 20; // Default to using all terms.
f67539c2 368 if (absp < 0.01159)
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369 { // Very near singularity.
370 terms = 6;
371 }
372 else if (absp < 0.0766)
373 { // Near singularity.
374 terms = 10;
375 }
376 std::streamsize saved_precision = std::cout.precision(3);
377 std::cout << "abs(p) = " << absp << ", terms = " << terms << std::endl;
378 std::cout.precision(saved_precision);
379 }
380#endif // BOOST_MATH_INSTRUMENT_LAMBERT_W_TERMS
381
382 if (absp < 0.01159)
383 { // Only 6 near-singularity series terms are useful.
384 return
385 -1 +
386 p * (1 +
387 p * (q[2] +
388 p * (q[3] +
389 p * (q[4] +
390 p * (q[5] +
391 p * q[6]
392 )))));
393 }
394 else if (absp < 0.0766) // Use 10 near-singularity series terms.
395 { // Use 10 near-singularity series terms.
396 return
397 -1 +
398 p * (1 +
399 p * (q[2] +
400 p * (q[3] +
401 p * (q[4] +
402 p * (q[5] +
403 p * (q[6] +
404 p * (q[7] +
405 p * (q[8] +
406 p * (q[9] +
407 p * q[10]
408 )))))))));
409 }
410 else
411 { // Use all 20 near-singularity series terms.
412 return
413 -1 +
414 p * (1 +
415 p * (q[2] +
416 p * (q[3] +
417 p * (q[4] +
418 p * (q[5] +
419 p * (q[6] +
420 p * (q[7] +
421 p * (q[8] +
422 p * (q[9] +
423 p * (q[10] +
424 p * (q[11] +
425 p * (q[12] +
426 p * (q[13] +
427 p * (q[14] +
428 p * (q[15] +
429 p * (q[16] +
430 p * (q[17] +
431 p * (q[18] +
432 p * (q[19] +
433 p * q[20] // Last Fukushima term.
434 )))))))))))))))))));
435 // + // more terms for more precise T: long double ...
436 //// but makes almost no difference, so don't use more terms?
437 // p*q[21] +
438 // p*q[22] +
439 // p*q[23] +
440 // p*q[24] +
441 // p*q[25]
442 // )))))))))))))))))));
443 }
444} // template<typename T = double> T lambert_w_singularity_series(const T p)
445
446
447 /////////////////////////////////////////////////////////////////////////////////////////////
448
449 //! \brief Series expansion used near zero (abs(z) < 0.05).
450 //! \details
451 //! Coefficients of the inverted series expansion of the Lambert W function around z = 0.
452 //! Tosio Fukushima always uses all 17 terms of a Taylor series computed using Wolfram with
453 //! InverseSeries[Series[z Exp[z],{z,0,17}]]
454 //! Tosio Fukushima / Journal of Computational and Applied Mathematics 244 (2013) page 86.
455
456 //! Decimal values of specifications for built-in floating-point types below
457 //! are 21 digits precision == max_digits10 for long double.
458 //! Care! Some coefficients might overflow some fixed_point types.
459
460 //! This version is intended to allow use by user-defined types
461 //! like Boost.Multiprecision quad and cpp_dec_float types.
462 //! The three specializations below for built-in float, double
463 //! (and perhaps long double) will be chosen in preference for these types.
464
465 //! This version uses rationals computed by Wolfram as far as possible,
466 //! limited by maximum size of uLL integers.
467 //! For higher term, uses decimal digit strings computed by Wolfram up to the maximum possible using uLL rationals,
468 //! and then higher coefficients are computed as necessary using function lambert_w0_small_z_series_term
469 //! until the precision required by the policy is achieved.
470 //! InverseSeries[Series[z Exp[z],{z,0,34}]] also computed.
471
472 // Series evaluation for LambertW(z) as z -> 0.
473 // See http://functions.wolfram.com/ElementaryFunctions/ProductLog/06/01/01/0003/
474 // http://functions.wolfram.com/ElementaryFunctions/ProductLog/06/01/01/0003/MainEq1.L.gif
475
476 //! \brief lambert_w0_small_z uses a tag_type to select a variant depending on the size of the type.
477 //! The Lambert W is computed by lambert_w0_small_z for small z.
478 //! The cutoff for z smallness determined by Tosio Fukushima by trial and error is (abs(z) < 0.05),
479 //! but the optimum might be a function of the size of the type of z.
480
481 //! \details
482 //! The tag_type selection is based on the value @c std::numeric_limits<T>::max_digits10.
483 //! This allows distinguishing between long double types that commonly vary between 64 and 80-bits,
484 //! and also compilers that have a float type using 64 bits and/or long double using 128-bits.
485 //! It assumes that max_digits10 is defined correctly or this might fail to make the correct selection.
486 //! causing very small differences in computing lambert_w that would be very difficult to detect and diagnose.
487 //! Cannot switch on @c std::numeric_limits<>::max() because comparison values may overflow the compiler limit.
488 //! Cannot switch on @c std::numeric_limits<long double>::max_exponent10()
489 //! because both 80 and 128 bit floating-point implementations use 11 bits for the exponent.
490 //! So must rely on @c std::numeric_limits<long double>::max_digits10.
491
492 //! Specialization of float zero series expansion used for small z (abs(z) < 0.05).
493 //! Specializations of lambert_w0_small_z for built-in types.
494 //! These specializations should be chosen in preference to T version.
495 //! For example: lambert_w0_small_z(0.001F) should use the float version.
496 //! (Parameter Policy is not used by built-in types when all terms are used during an inline computation,
497 //! but for the tag_type selection to work, they all must include Policy in their signature.
498
499 // Forward declaration of variants of lambert_w0_small_z.
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500template <typename T, typename Policy>
501T lambert_w0_small_z(T x, const Policy&, std::integral_constant<int, 0> const&); // for float (32-bit) type.
92f5a8d4 502
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503template <typename T, typename Policy>
504T lambert_w0_small_z(T x, const Policy&, std::integral_constant<int, 1> const&); // for double (64-bit) type.
92f5a8d4 505
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506template <typename T, typename Policy>
507T lambert_w0_small_z(T x, const Policy&, std::integral_constant<int, 2> const&); // for long double (double extended 80-bit) type.
92f5a8d4 508
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509template <typename T, typename Policy>
510T lambert_w0_small_z(T x, const Policy&, std::integral_constant<int, 3> const&); // for long double (128-bit) type.
92f5a8d4 511
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512template <typename T, typename Policy>
513T lambert_w0_small_z(T x, const Policy&, std::integral_constant<int, 4> const&); // for float128 quadmath Q type.
92f5a8d4 514
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515template <typename T, typename Policy>
516T lambert_w0_small_z(T x, const Policy&, std::integral_constant<int, 5> const&); // Generic multiprecision T.
92f5a8d4 517 // Set tag_type depending on max_digits10.
1e59de90 518template <typename T, typename Policy>
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519T lambert_w0_small_z(T x, const Policy& pol)
520{ //std::numeric_limits<T>::max_digits10 == 36 ? 3 : // 128-bit long double.
1e59de90 521 using tag_type = std::integral_constant<int,
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522 std::numeric_limits<T>::is_specialized == 0 ? 5 :
523#ifndef BOOST_NO_CXX11_NUMERIC_LIMITS
524 std::numeric_limits<T>::max_digits10 <= 9 ? 0 : // for float 32-bit.
525 std::numeric_limits<T>::max_digits10 <= 17 ? 1 : // for double 64-bit.
526 std::numeric_limits<T>::max_digits10 <= 22 ? 2 : // for 80-bit double extended.
527 std::numeric_limits<T>::max_digits10 < 37 ? 4 // for both 128-bit long double (3) and 128-bit quad suffix Q type (4).
528#else
529 std::numeric_limits<T>::radix != 2 ? 5 :
530 std::numeric_limits<T>::digits <= 24 ? 0 : // for float 32-bit.
531 std::numeric_limits<T>::digits <= 53 ? 1 : // for double 64-bit.
532 std::numeric_limits<T>::digits <= 64 ? 2 : // for 80-bit double extended.
533 std::numeric_limits<T>::digits <= 113 ? 4 // for both 128-bit long double (3) and 128-bit quad suffix Q type (4).
534#endif
1e59de90 535 : 5>; // All Generic multiprecision types.
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536 // std::cout << "\ntag type = " << tag_type << std::endl; // error C2275: 'tag_type': illegal use of this type as an expression.
537 return lambert_w0_small_z(x, pol, tag_type());
1e59de90 538} // template <typename T> T lambert_w0_small_z(T x)
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539
540 //! Specialization of float (32-bit) series expansion used for small z (abs(z) < 0.05).
541 // Only 9 Coefficients are computed to 21 decimal digits precision, ample for 32-bit float used by most platforms.
542 // Taylor series coefficients used are computed by Wolfram to 50 decimal digits using instruction
543 // N[InverseSeries[Series[z Exp[z],{z,0,34}]],50],
544 // as proposed by Tosio Fukushima and implemented by Darko Veberic.
545
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546template <typename T, typename Policy>
547T lambert_w0_small_z(T z, const Policy&, std::integral_constant<int, 0> const&)
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548{
549#ifdef BOOST_MATH_INSTRUMENT_LAMBERT_W_SMALL_Z_SERIES
550 std::streamsize prec = std::cout.precision(std::numeric_limits<T>::max_digits10); // Save.
551 std::cout << "\ntag_type 0 float lambert_w0_small_z called with z = " << z << " using " << 9 << " terms of precision "
552 << std::numeric_limits<float>::max_digits10 << " decimal digits. " << std::endl;
553#endif // BOOST_MATH_INSTRUMENT_LAMBERT_W_SMALL_Z_SERIES
554 T result =
555 z * (1 - // j1 z^1 term = 1
556 z * (1 - // j2 z^2 term = -1
557 z * (static_cast<float>(3uLL) / 2uLL - // 3/2 // j3 z^3 term = 1.5.
558 z * (2.6666666666666666667F - // 8/3 // j4
559 z * (5.2083333333333333333F - // -125/24 // j5
560 z * (10.8F - // j6
561 z * (23.343055555555555556F - // j7
562 z * (52.012698412698412698F - // j8
563 z * 118.62522321428571429F)))))))); // j9
564
565#ifdef BOOST_MATH_INSTRUMENT_LAMBERT_W_SMALL_Z_SERIES
566 std::cout << "return w = " << result << std::endl;
567 std::cout.precision(prec); // Restore.
568#endif // BOOST_MATH_INSTRUMENT_LAMBERT_W_SMALL_Z_SERIES
569
570 return result;
1e59de90 571} // template <typename T> T lambert_w0_small_z(T x, std::integral_constant<int, 0> const&)
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572
573 //! Specialization of double (64-bit double) series expansion used for small z (abs(z) < 0.05).
574 // 17 Coefficients are computed to 21 decimal digits precision suitable for 64-bit double used by most platforms.
575 // Taylor series coefficients used are computed by Wolfram to 50 decimal digits using instruction
576 // N[InverseSeries[Series[z Exp[z],{z,0,34}]],50], as proposed by Tosio Fukushima and implemented by Veberic.
577
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578template <typename T, typename Policy>
579T lambert_w0_small_z(const T z, const Policy&, std::integral_constant<int, 1> const&)
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580{
581#ifdef BOOST_MATH_INSTRUMENT_LAMBERT_W_SMALL_Z_SERIES
582 std::streamsize prec = std::cout.precision(std::numeric_limits<T>::max_digits10); // Save.
583 std::cout << "\ntag_type 1 double lambert_w0_small_z called with z = " << z << " using " << 17 << " terms of precision, "
584 << std::numeric_limits<double>::max_digits10 << " decimal digits. " << std::endl;
585#endif // BOOST_MATH_INSTRUMENT_LAMBERT_W_SMALL_Z_SERIES
586 T result =
587 z * (1. - // j1 z^1
588 z * (1. - // j2 z^2
589 z * (1.5 - // 3/2 // j3 z^3
590 z * (2.6666666666666666667 - // 8/3 // j4
591 z * (5.2083333333333333333 - // -125/24 // j5
592 z * (10.8 - // j6
593 z * (23.343055555555555556 - // j7
594 z * (52.012698412698412698 - // j8
595 z * (118.62522321428571429 - // j9
596 z * (275.57319223985890653 - // j10
597 z * (649.78717234347442681 - // j11
598 z * (1551.1605194805194805 - // j12
599 z * (3741.4497029592385495 - // j13
600 z * (9104.5002411580189358 - // j14
601 z * (22324.308512706601434 - // j15
602 z * (55103.621972903835338 - // j16
603 z * 136808.86090394293563)))))))))))))))); // j17 z^17
604
605#ifdef BOOST_MATH_INSTRUMENT_LAMBERT_W_SMALL_Z_SERIES
606 std::cout << "return w = " << result << std::endl;
607 std::cout.precision(prec); // Restore.
608#endif // BOOST_MATH_INSTRUMENT_LAMBERT_W_SMALL_Z_SERIES
609
610 return result;
1e59de90 611} // T lambert_w0_small_z(const T z, std::integral_constant<int, 1> const&)
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612
613 //! Specialization of long double (80-bit double extended) series expansion used for small z (abs(z) < 0.05).
614 // 21 Coefficients are computed to 21 decimal digits precision suitable for 80-bit long double used by some
615 // platforms including GCC and Clang when generating for Intel X86 floating-point processors with 80-bit operations enabled (the default).
616 // (This is NOT used by Microsoft Visual Studio where double and long always both use only 64-bit type.
617 // Nor used for 128-bit float128.)
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618template <typename T, typename Policy>
619T lambert_w0_small_z(const T z, const Policy&, std::integral_constant<int, 2> const&)
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620{
621#ifdef BOOST_MATH_INSTRUMENT_LAMBERT_W_SMALL_Z_SERIES
622 std::streamsize precision = std::cout.precision(std::numeric_limits<T>::max_digits10); // Save.
623 std::cout << "\ntag_type 2 long double (80-bit double extended) lambert_w0_small_z called with z = " << z << " using " << 21 << " terms of precision, "
624 << std::numeric_limits<long double>::max_digits10 << " decimal digits. " << std::endl;
625#endif // BOOST_MATH_INSTRUMENT_LAMBERT_W_SMALL_Z_SERIES
626// T result =
627// z * (1.L - // j1 z^1
628// z * (1.L - // j2 z^2
629// z * (1.5L - // 3/2 // j3
630// z * (2.6666666666666666667L - // 8/3 // j4
631// z * (5.2083333333333333333L - // -125/24 // j5
632// z * (10.800000000000000000L - // j6
633// z * (23.343055555555555556L - // j7
634// z * (52.012698412698412698L - // j8
635// z * (118.62522321428571429L - // j9
636// z * (275.57319223985890653L - // j10
637// z * (649.78717234347442681L - // j11
638// z * (1551.1605194805194805L - // j12
639// z * (3741.4497029592385495L - // j13
640// z * (9104.5002411580189358L - // j14
641// z * (22324.308512706601434L - // j15
642// z * (55103.621972903835338L - // j16
643// z * (136808.86090394293563L - // j17 z^17 last term used by Fukushima double.
644// z * (341422.050665838363317L - // z^18
645// z * (855992.9659966075514633L - // z^19
646// z * (2.154990206091088289321e6L - // z^20
647// z * 5.4455529223144624316423e6L // z^21
648// ))))))))))))))))))));
649//
650
651 T result =
652z * (1.L - // z j1
653z * (1.L - // z^2
654z * (1.500000000000000000000000000000000L - // z^3
655z * (2.666666666666666666666666666666666L - // z ^ 4
656z * (5.208333333333333333333333333333333L - // z ^ 5
657z * (10.80000000000000000000000000000000L - // z ^ 6
658z * (23.34305555555555555555555555555555L - // z ^ 7
659z * (52.01269841269841269841269841269841L - // z ^ 8
660z * (118.6252232142857142857142857142857L - // z ^ 9
661z * (275.5731922398589065255731922398589L - // z ^ 10
662z * (649.7871723434744268077601410934744L - // z ^ 11
663z * (1551.160519480519480519480519480519L - // z ^ 12
664z * (3741.449702959238549516327294105071L - //z ^ 13
665z * (9104.500241158018935796713574491352L - // z ^ 14
666z * (22324.308512706601434280005708577137L - // z ^ 15
667z * (55103.621972903835337697771560205422L - // z ^ 16
668z * (136808.86090394293563342215789305736L - // z ^ 17
669z * (341422.05066583836331735491399356945L - // z^18
670z * (855992.9659966075514633630250633224L - // z^19
671z * (2.154990206091088289321708745358647e6L // z^20 distance -5 without term 20
672))))))))))))))))))));
673
674#ifdef BOOST_MATH_INSTRUMENT_LAMBERT_W_SMALL_Z_SERIES
675 std::cout << "return w = " << result << std::endl;
676 std::cout.precision(precision); // Restore.
677#endif // BOOST_MATH_INSTRUMENT_LAMBERT_W_SMALL_Z_SERIES
678 return result;
1e59de90 679} // long double lambert_w0_small_z(const T z, std::integral_constant<int, 1> const&)
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680
681//! Specialization of 128-bit long double series expansion used for small z (abs(z) < 0.05).
682// 34 Taylor series coefficients used are computed by Wolfram to 50 decimal digits using instruction
683// N[InverseSeries[Series[z Exp[z],{z,0,34}]],50],
684// and are suffixed by L as they are assumed of type long double.
685// (This is NOT used for 128-bit quad boost::multiprecision::float128 type which required a suffix Q
686// nor multiprecision type cpp_bin_float_quad that can only be initialised at full precision of the type
687// constructed with a decimal digit string like "2.6666666666666666666666666666666666666666666666667".)
688
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689template <typename T, typename Policy>
690T lambert_w0_small_z(const T z, const Policy&, std::integral_constant<int, 3> const&)
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691{
692#ifdef BOOST_MATH_INSTRUMENT_LAMBERT_W_SMALL_Z_SERIES
693 std::streamsize precision = std::cout.precision(std::numeric_limits<T>::max_digits10); // Save.
694 std::cout << "\ntag_type 3 long double (128-bit) lambert_w0_small_z called with z = " << z << " using " << 17 << " terms of precision, "
695 << std::numeric_limits<double>::max_digits10 << " decimal digits. " << std::endl;
696#endif // BOOST_MATH_INSTRUMENT_LAMBERT_W_SMALL_Z_SERIES
697 T result =
698 z * (1.L - // j1
699 z * (1.L - // j2
700 z * (1.5L - // 3/2 // j3
701 z * (2.6666666666666666666666666666666666L - // 8/3 // j4
702 z * (5.2052083333333333333333333333333333L - // -125/24 // j5
703 z * (10.800000000000000000000000000000000L - // j6
704 z * (23.343055555555555555555555555555555L - // j7
705 z * (52.0126984126984126984126984126984126L - // j8
706 z * (118.625223214285714285714285714285714L - // j9
707 z * (275.57319223985890652557319223985890L - // * z ^ 10 - // j10
708 z * (649.78717234347442680776014109347442680776014109347L - // j11
709 z * (1551.1605194805194805194805194805194805194805194805L - // j12
710 z * (3741.4497029592385495163272941050718828496606274384L - // j13
711 z * (9104.5002411580189357967135744913522691300469078247L - // j14
712 z * (22324.308512706601434280005708577137148565719994291L - // j15
713 z * (55103.621972903835337697771560205422639285073147507L - // j16
714 z * 136808.86090394293563342215789305736395683485630576L // j17
715 ))))))))))))))));
716
717#ifdef BOOST_MATH_INSTRUMENT_LAMBERT_W_SMALL_Z_SERIES
718 std::cout << "return w = " << result << std::endl;
719 std::cout.precision(precision); // Restore.
720#endif // BOOST_MATH_INSTRUMENT_LAMBERT_W_SMALL_Z_SERIES
721 return result;
1e59de90 722} // T lambert_w0_small_z(const T z, std::integral_constant<int, 3> const&)
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723
724//! Specialization of 128-bit quad series expansion used for small z (abs(z) < 0.05).
725// 34 Taylor series coefficients used were computed by Wolfram to 50 decimal digits using instruction
726// N[InverseSeries[Series[z Exp[z],{z,0,34}]],50],
727// and are suffixed by Q as they are assumed of type quad.
728// This could be used for 128-bit quad (which requires a suffix Q for full precision).
729// But experiments with GCC 7.2.0 show that while this gives full 128-bit precision
730// when the -f-ext-numeric-literals option is in force and the libquadmath library available,
731// over the range -0.049 to +0.049,
732// it is slightly slower than getting a double approximation followed by a single Halley step.
733
734#ifdef BOOST_HAS_FLOAT128
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735template <typename T, typename Policy>
736T lambert_w0_small_z(const T z, const Policy&, std::integral_constant<int, 4> const&)
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737{
738#ifdef BOOST_MATH_INSTRUMENT_LAMBERT_W_SMALL_Z_SERIES
739 std::streamsize precision = std::cout.precision(std::numeric_limits<T>::max_digits10); // Save.
740 std::cout << "\ntag_type 4 128-bit quad float128 lambert_w0_small_z called with z = " << z << " using " << 34 << " terms of precision, "
741 << std::numeric_limits<float128>::max_digits10 << " max decimal digits." << std::endl;
742#endif // BOOST_MATH_INSTRUMENT_LAMBERT_W_SMALL_Z_SERIES
743 T result =
744 z * (1.Q - // z j1
745 z * (1.Q - // z^2
746 z * (1.500000000000000000000000000000000Q - // z^3
747 z * (2.666666666666666666666666666666666Q - // z ^ 4
748 z * (5.208333333333333333333333333333333Q - // z ^ 5
749 z * (10.80000000000000000000000000000000Q - // z ^ 6
750 z * (23.34305555555555555555555555555555Q - // z ^ 7
751 z * (52.01269841269841269841269841269841Q - // z ^ 8
752 z * (118.6252232142857142857142857142857Q - // z ^ 9
753 z * (275.5731922398589065255731922398589Q - // z ^ 10
754 z * (649.7871723434744268077601410934744Q - // z ^ 11
755 z * (1551.160519480519480519480519480519Q - // z ^ 12
756 z * (3741.449702959238549516327294105071Q - //z ^ 13
757 z * (9104.500241158018935796713574491352Q - // z ^ 14
758 z * (22324.308512706601434280005708577137Q - // z ^ 15
759 z * (55103.621972903835337697771560205422Q - // z ^ 16
760 z * (136808.86090394293563342215789305736Q - // z ^ 17
761 z * (341422.05066583836331735491399356945Q - // z^18
762 z * (855992.9659966075514633630250633224Q - // z^19
763 z * (2.154990206091088289321708745358647e6Q - // 20
764 z * (5.445552922314462431642316420035073e6Q - // 21
765 z * (1.380733000216662949061923813184508e7Q - // 22
766 z * (3.511704498513923292853869855945334e7Q - // 23
767 z * (8.956800256102797693072819557780090e7Q - // 24
768 z * (2.290416846187949813964782641734774e8Q - // 25
769 z * (5.871035041171798492020292225245235e8Q - // 26
770 z * (1.508256053857792919641317138812957e9Q - // 27
771 z * (3.882630161293188940385873468413841e9Q - // 28
772 z * (1.001394313665482968013913601565723e10Q - // 29
773 z * (2.587356736265760638992878359024929e10Q - // 30
774 z * (6.696209709358073856946120522333454e10Q - // 31
775 z * (1.735711659599198077777078238043644e11Q - // 32
776 z * (4.505680465642353886756098108484670e11Q - // 33
777 z * (1.171223178256487391904047636564823e12Q //z^34
778 ))))))))))))))))))))))))))))))))));
779
780
781 #ifdef BOOST_MATH_INSTRUMENT_LAMBERT_W_SMALL_Z_SERIES
782 std::cout << "return w = " << result << std::endl;
783 std::cout.precision(precision); // Restore.
784#endif // BOOST_MATH_INSTRUMENT_LAMBERT_W_SMALL_Z_SERIES
785
786 return result;
1e59de90 787} // T lambert_w0_small_z(const T z, std::integral_constant<int, 4> const&) float128
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788
789#else
790
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791template <typename T, typename Policy>
792inline T lambert_w0_small_z(const T z, const Policy& pol, std::integral_constant<int, 4> const&)
92f5a8d4 793{
1e59de90 794 return lambert_w0_small_z(z, pol, std::integral_constant<int, 5>());
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795}
796
797#endif // BOOST_HAS_FLOAT128
798
799//! Series functor to compute series term using pow and factorial.
800//! \details Functor is called after evaluating polynomial with the coefficients as rationals below.
1e59de90 801template <typename T>
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802struct lambert_w0_small_z_series_term
803{
1e59de90 804 using result_type = T;
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805 //! \param _z Lambert W argument z.
806 //! \param -term -pow<18>(z) / 6402373705728000uLL
807 //! \param _k number of terms == initially 18
808
809 // Note *after* evaluating N terms, its internal state has k = N and term = (-1)^N z^N.
810
811 lambert_w0_small_z_series_term(T _z, T _term, int _k)
812 : k(_k), z(_z), term(_term) { }
813
814 T operator()()
815 { // Called by sum_series until needs precision set by factor (policy::get_epsilon).
816 using std::pow;
817 ++k;
818 term *= -z / k;
819 //T t = pow(z, k) * pow(T(k), -1 + k) / factorial<T>(k); // (z^k * k(k-1)^k) / k!
820 T result = term * pow(T(k), -1 + k); // term * k^(k-1)
821 // std::cout << " k = " << k << ", term = " << term << ", result = " << result << std::endl;
822 return result; //
823 }
824private:
825 int k;
826 T z;
827 T term;
1e59de90 828}; // template <typename T> struct lambert_w0_small_z_series_term
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829
830 //! Generic variant for T a User-defined types like Boost.Multiprecision.
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831template <typename T, typename Policy>
832inline T lambert_w0_small_z(T z, const Policy& pol, std::integral_constant<int, 5> const&)
92f5a8d4
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833{
834#ifdef BOOST_MATH_INSTRUMENT_LAMBERT_W_SMALL_Z_SERIES
835 std::streamsize precision = std::cout.precision(std::numeric_limits<T>::max_digits10); // Save.
836 std::cout << "Generic lambert_w0_small_z called with z = " << z << " using as many terms needed for precision." << std::endl;
837 std::cout << "Argument z is of type " << typeid(T).name() << std::endl;
838#endif // BOOST_MATH_INSTRUMENT_LAMBERT_W_SMALL_Z_SERIES
839
840 // First several terms of the series are tabulated and evaluated as a polynomial:
841 // this will save us a bunch of expensive calls to pow.
842 // Then our series functor is initialized "as if" it had already reached term 18,
843 // enough evaluation of built-in 64-bit double and float (and 80-bit long double?) types.
844
845 // Coefficients should be stored such that the coefficients for the x^i terms are in poly[i].
846 static const T coeff[] =
847 {
848 0, // z^0 Care: zeroth term needed by tools::evaluate_polynomial, but not in the Wolfram equation, so indexes are one different!
849 1, // z^1 term.
850 -1, // z^2 term
851 static_cast<T>(3uLL) / 2uLL, // z^3 term.
852 -static_cast<T>(8uLL) / 3uLL, // z^4
853 static_cast<T>(125uLL) / 24uLL, // z^5
854 -static_cast<T>(54uLL) / 5uLL, // z^6
855 static_cast<T>(16807uLL) / 720uLL, // z^7
856 -static_cast<T>(16384uLL) / 315uLL, // z^8
857 static_cast<T>(531441uLL) / 4480uLL, // z^9
858 -static_cast<T>(156250uLL) / 567uLL, // z^10
859 static_cast<T>(2357947691uLL) / 3628800uLL, // z^11
860 -static_cast<T>(2985984uLL) / 1925uLL, // z^12
861 static_cast<T>(1792160394037uLL) / 479001600uLL, // z^13
862 -static_cast<T>(7909306972uLL) / 868725uLL, // z^14
863 static_cast<T>(320361328125uLL) / 14350336uLL, // z^15
864 -static_cast<T>(35184372088832uLL) / 638512875uLL, // z^16
865 static_cast<T>(2862423051509815793uLL) / 20922789888000uLL, // z^17 term
866 -static_cast<T>(5083731656658uLL) / 14889875uLL,
867 // z^18 term. = 136808.86090394293563342215789305735851647769682393
868
869 // z^18 is biggest that can be computed as rational using the largest possible uLL integers,
870 // so higher terms cannot be potentially compiler-computed as uLL rationals.
871 // Wolfram (5083731656658 z ^ 18) / 14889875 or
872 // -341422.05066583836331735491399356945575432970390954 z^18
873
874 // See note below calling the functor to compute another term,
875 // sufficient for 80-bit long double precision.
876 // Wolfram -341422.05066583836331735491399356945575432970390954 z^19 term.
877 // (5480386857784802185939 z^19)/6402373705728000
878 // But now this variant is not used to compute long double
879 // as specializations are provided above.
880 }; // static const T coeff[]
881
882 /*
883 Table of 19 computed coefficients:
884
885 #0 0
886 #1 1
887 #2 -1
888 #3 1.5
889 #4 -2.6666666666666666666666666666666665382713370408509
890 #5 5.2083333333333333333333333333333330765426740817019
891 #6 -10.800000000000000000000000000000000616297582203915
892 #7 23.343055555555555555555555555555555076212991619177
893 #8 -52.012698412698412698412698412698412659282693193402
894 #9 118.62522321428571428571428571428571146835390992496
895 #10 -275.57319223985890652557319223985891400375196748314
896 #11 649.7871723434744268077601410934743969785223845882
897 #12 -1551.1605194805194805194805194805194947599566007429
898 #13 3741.4497029592385495163272941050719510009019331763
899 #14 -9104.5002411580189357967135744913524243896052869184
900 #15 22324.308512706601434280005708577137322392070452582
901 #16 -55103.621972903835337697771560205423203318720697224
902 #17 136808.86090394293563342215789305735851647769682393
903 136808.86090394293563342215789305735851647769682393 == Exactly same as Wolfram computed value.
904 #18 -341422.05066583836331735491399356947486381600607416
905 341422.05066583836331735491399356945575432970390954 z^19 Wolfram value differs at 36 decimal digit, as expected.
906 */
907
908 using boost::math::policies::get_epsilon; // for type T.
909 using boost::math::tools::sum_series;
910 using boost::math::tools::evaluate_polynomial;
911 // http://www.boost.org/doc/libs/release/libs/math/doc/html/math_toolkit/roots/rational.html
912
913 // std::streamsize prec = std::cout.precision(std::numeric_limits <T>::max_digits10);
914
915 T result = evaluate_polynomial(coeff, z);
1e59de90 916 // template <std::size_t N, typename T, typename V>
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917 // V evaluate_polynomial(const T(&poly)[N], const V& val);
918 // Size of coeff found from N
919 //std::cout << "evaluate_polynomial(coeff, z); == " << result << std::endl;
920 //std::cout << "result = " << result << std::endl;
921 // It's an artefact of the way I wrote the functor: *after* evaluating N
922 // terms, its internal state has k = N and term = (-1)^N z^N. So after
923 // evaluating 18 terms, we initialize the functor to the term we've just
924 // evaluated, and then when it's called, it increments itself to the next term.
925 // So 18!is 6402373705728000, which is where that comes from.
926
927 // The 19th coefficient of the polynomial is actually, 19 ^ 18 / 19!=
928 // 104127350297911241532841 / 121645100408832000 which after removing GCDs
929 // reduces down to Wolfram rational 5480386857784802185939 / 6402373705728000.
930 // Wolfram z^19 term +(5480386857784802185939 z^19) /6402373705728000
931 // +855992.96599660755146336302506332246623424823099755 z^19
932
933 //! Evaluate Functor.
934 lambert_w0_small_z_series_term<T> s(z, -pow<18>(z) / 6402373705728000uLL, 18);
935
936 // Temporary to list the coefficients.
937 //std::cout << " Table of coefficients" << std::endl;
938 //std::streamsize saved_precision = std::cout.precision(50);
939 //for (size_t i = 0; i != 19; i++)
940 //{
941 // std::cout << "#" << i << " " << coeff[i] << std::endl;
942 //}
943 //std::cout.precision(saved_precision);
944
1e59de90 945 std::uintmax_t max_iter = policies::get_max_series_iterations<Policy>(); // Max iterations from policy.
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946#ifdef BOOST_MATH_INSTRUMENT_LAMBERT_W_SMALL_Z_SERIES
947 std::cout << "max iter from policy = " << max_iter << std::endl;
948 // // max iter from policy = 1000000 is default.
949#endif // BOOST_MATH_INSTRUMENT_LAMBERT_W_SMALL_Z_SERIES
950
951 result = sum_series(s, get_epsilon<T, Policy>(), max_iter, result);
952 // result == evaluate_polynomial.
1e59de90 953 //sum_series(Functor& func, int bits, std::uintmax_t& max_terms, const U& init_value)
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954 // std::cout << "sum_series(s, get_epsilon<T, Policy>(), max_iter, result); = " << result << std::endl;
955
956 //T epsilon = get_epsilon<T, Policy>();
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957 //std::cout << "epsilon from policy = " << epsilon << std::endl;
958 // epsilon from policy = 1.93e-34 for T == quad
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959 // 5.35e-51 for t = cpp_bin_float_50
960
961 // std::cout << " get eps = " << get_epsilon<T, Policy>() << std::endl; // quad eps = 1.93e-34, bin_float_50 eps = 5.35e-51
962 policies::check_series_iterations<T>("boost::math::lambert_w0_small_z<%1%>(%1%)", max_iter, pol);
963#ifdef BOOST_MATH_INSTRUMENT_LAMBERT_W_SMALL_Z_SERIES_ITERATIONS
964 std::cout << "z = " << z << " needed " << max_iter << " iterations." << std::endl;
965 std::cout.precision(prec); // Restore.
966#endif // BOOST_MATH_INSTRUMENT_LAMBERT_W_SMALL_Z_SERIES_ITERATIONS
967 return result;
1e59de90 968} // template <typename T, typename Policy> inline T lambert_w0_small_z_series(T z, const Policy& pol)
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969
970// Approximate lambert_w0 (used for z values that are outside range of lookup table or rational functions)
971// Corless equation 4.19, page 349, and Chapeau-Blondeau equation 20, page 2162.
972template <typename T>
1e59de90 973inline T lambert_w0_approx(T z)
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TL
974{
975 BOOST_MATH_STD_USING
976 T lz = log(z);
977 T llz = log(lz);
978 T w = lz - llz + (llz / lz); // Corless equation 4.19, page 349, and Chapeau-Blondeau equation 20, page 2162.
979 return w;
980 // std::cout << "w max " << max_w << std::endl; // double 703.227
981}
982
983 //////////////////////////////////////////////////////////////////////////////////////////
984
985//! \brief Lambert_w0 implementations for float, double and higher precisions.
986//! 3rd parameter used to select which version is used.
987
988//! /details Rational polynomials are provided for several range of argument z.
989//! For very small values of z, and for z very near the branch singularity at -e^-1 (~= -0.367879),
990//! two other series functions are used.
991
992//! float precision polynomials are used for 32-bit (usually float) precision (for speed)
993//! double precision polynomials are used for 64-bit (usually double) precision.
994//! For higher precisions, a 64-bit double approximation is computed first,
f67539c2 995//! and then refined using Halley iterations.
92f5a8d4 996
1e59de90 997template <typename T>
20effc67 998inline T do_get_near_singularity_param(T z)
92f5a8d4
TL
999{
1000 BOOST_MATH_STD_USING
1001 const T p2 = 2 * (boost::math::constants::e<T>() * z + 1);
1002 const T p = sqrt(p2);
1003 return p;
1004}
1e59de90 1005template <typename T, typename Policy>
20effc67 1006inline T get_near_singularity_param(T z, const Policy)
92f5a8d4 1007{
1e59de90 1008 using value_type = typename policies::evaluation<T, Policy>::type;
20effc67 1009 return static_cast<T>(do_get_near_singularity_param(static_cast<value_type>(z)));
92f5a8d4
TL
1010}
1011
1012// Forward declarations:
1013
1e59de90
TL
1014//template <typename T, typename Policy> T lambert_w0_small_z(T z, const Policy& pol);
1015//template <typename T, typename Policy>
1016//T lambert_w0_imp(T w, const Policy& pol, const std::integral_constant<int, 0>&); // 32 bit usually float.
1017//template <typename T, typename Policy>
1018//T lambert_w0_imp(T w, const Policy& pol, const std::integral_constant<int, 1>&); // 64 bit usually double.
1019//template <typename T, typename Policy>
1020//T lambert_w0_imp(T w, const Policy& pol, const std::integral_constant<int, 2>&); // 80-bit long double.
92f5a8d4 1021
1e59de90 1022template <typename T>
92f5a8d4
TL
1023T lambert_w_positive_rational_float(T z)
1024{
1025 BOOST_MATH_STD_USING
1026 if (z < 2)
1027 {
1028 if (z < 0.5)
1029 { // 0.05 < z < 0.5
1030 // Maximum Deviation Found: 2.993e-08
1031 // Expected Error Term : 2.993e-08
1032 // Maximum Relative Change in Control Points : 7.555e-04 Y offset : -8.196592331e-01
1033 static const T Y = 8.196592331e-01f;
1034 static const T P[] = {
1035 1.803388345e-01f,
1036 -4.820256838e-01f,
1037 -1.068349741e+00f,
1038 -3.506624319e-02f,
1039 };
1040 static const T Q[] = {
1041 1.000000000e+00f,
1042 2.871703469e+00f,
1043 1.690949264e+00f,
1044 };
1045 return z * (Y + boost::math::tools::evaluate_polynomial(P, z) / boost::math::tools::evaluate_polynomial(Q, z));
1046 }
1047 else
1048 { // 0.5 < z < 2
1049 // Max error in interpolated form: 1.018e-08
1050 static const T Y = 5.503368378e-01f;
1051 static const T P[] = {
1052 4.493332766e-01f,
1053 2.543432707e-01f,
1054 -4.808788799e-01f,
1055 -1.244425316e-01f,
1056 };
1057 static const T Q[] = {
1058 1.000000000e+00f,
1059 2.780661241e+00f,
1060 1.830840318e+00f,
1061 2.407221031e-01f,
1062 };
1063 return z * (Y + boost::math::tools::evaluate_rational(P, Q, z));
1064 }
1065 }
1066 else if (z < 6)
1067 {
1068 // 2 < z < 6
1069 // Max error in interpolated form: 2.944e-08
1070 static const T Y = 1.162393570e+00f;
1071 static const T P[] = {
1072 -1.144183394e+00f,
1073 -4.712732855e-01f,
1074 1.563162512e-01f,
1075 1.434010911e-02f,
1076 };
1077 static const T Q[] = {
1078 1.000000000e+00f,
1079 1.192626340e+00f,
1080 2.295580708e-01f,
1081 5.477869455e-03f,
1082 };
1083 return Y + boost::math::tools::evaluate_rational(P, Q, z);
1084 }
1085 else if (z < 18)
1086 {
1087 // 6 < z < 18
1088 // Max error in interpolated form: 5.893e-08
1089 static const T Y = 1.809371948e+00f;
1090 static const T P[] = {
1091 -1.689291769e+00f,
1092 -3.337812742e-01f,
1093 3.151434873e-02f,
1094 1.134178734e-03f,
1095 };
1096 static const T Q[] = {
1097 1.000000000e+00f,
1098 5.716915685e-01f,
1099 4.489521292e-02f,
1100 4.076716763e-04f,
1101 };
1102 return Y + boost::math::tools::evaluate_rational(P, Q, z);
1103 }
1104 else if (z < 9897.12905874) // 2.8 < log(z) < 9.2
1105 {
1106 // Max error in interpolated form: 1.771e-08
1107 static const T Y = -1.402973175e+00f;
1108 static const T P[] = {
1109 1.966174312e+00f,
1110 2.350864728e-01f,
1111 -5.098074353e-02f,
1112 -1.054818339e-02f,
1113 };
1114 static const T Q[] = {
1115 1.000000000e+00f,
1116 4.388208264e-01f,
1117 8.316639634e-02f,
1118 3.397187918e-03f,
1119 -1.321489743e-05f,
1120 };
1121 T log_w = log(z);
1122 return log_w + Y + boost::math::tools::evaluate_polynomial(P, log_w) / boost::math::tools::evaluate_polynomial(Q, log_w);
1123 }
1124 else if (z < 7.896296e+13) // 9.2 < log(z) <= 32
1125 {
1126 // Max error in interpolated form: 5.821e-08
1127 static const T Y = -2.735729218e+00f;
1128 static const T P[] = {
1129 3.424903470e+00f,
1130 7.525631787e-02f,
1131 -1.427309584e-02f,
1132 -1.435974178e-05f,
1133 };
1134 static const T Q[] = {
1135 1.000000000e+00f,
1136 2.514005579e-01f,
1137 6.118994652e-03f,
1138 -1.357889535e-05f,
1139 7.312865624e-08f,
1140 };
1141 T log_w = log(z);
1142 return log_w + Y + boost::math::tools::evaluate_polynomial(P, log_w) / boost::math::tools::evaluate_polynomial(Q, log_w);
1143 }
1144 else // 32 < log(z) < 100
1145 {
1146 // Max error in interpolated form: 1.491e-08
1147 static const T Y = -4.012863159e+00f;
1148 static const T P[] = {
1149 4.431629226e+00f,
1150 2.756690487e-01f,
1151 -2.992956930e-03f,
1152 -4.912259384e-05f,
1153 };
1154 static const T Q[] = {
1155 1.000000000e+00f,
1156 2.015434591e-01f,
1157 4.949426142e-03f,
1158 1.609659944e-05f,
1159 -5.111523436e-09f,
1160 };
1161 T log_w = log(z);
1162 return log_w + Y + boost::math::tools::evaluate_polynomial(P, log_w) / boost::math::tools::evaluate_polynomial(Q, log_w);
1163 }
1164}
1165
1e59de90 1166template <typename T, typename Policy>
92f5a8d4
TL
1167T lambert_w_negative_rational_float(T z, const Policy& pol)
1168{
1169 BOOST_MATH_STD_USING
1170 if (z > -0.27)
1171 {
1172 if (z < -0.051)
1173 {
1174 // -0.27 < z < -0.051
1175 // Max error in interpolated form: 5.080e-08
1176 static const T Y = 1.255809784e+00f;
1177 static const T P[] = {
1178 -2.558083412e-01f,
1179 -2.306524098e+00f,
1180 -5.630887033e+00f,
1181 -3.803974556e+00f,
1182 };
1183 static const T Q[] = {
1184 1.000000000e+00f,
1185 5.107680783e+00f,
1186 7.914062868e+00f,
1187 3.501498501e+00f,
1188 };
1189 return z * (Y + boost::math::tools::evaluate_rational(P, Q, z));
1190 }
1191 else
1192 {
1193 // Very small z so use a series function.
1194 return lambert_w0_small_z(z, pol);
1195 }
1196 }
1197 else if (z > -0.3578794411714423215955237701)
1198 { // Very close to branch singularity.
1199 // Max error in interpolated form: 5.269e-08
1200 static const T Y = 1.220928431e-01f;
1201 static const T P[] = {
1202 -1.221787446e-01f,
1203 -6.816155875e+00f,
1204 7.144582035e+01f,
1205 1.128444390e+03f,
1206 };
1207 static const T Q[] = {
1208 1.000000000e+00f,
1209 6.480326790e+01f,
1210 1.869145243e+02f,
1211 -1.361804274e+03f,
1212 1.117826726e+03f,
1213 };
1214 T d = z + 0.367879441171442321595523770161460867445811f;
1215 return -d / (Y + boost::math::tools::evaluate_polynomial(P, d) / boost::math::tools::evaluate_polynomial(Q, d));
1216 }
1217 else
1218 {
1219 // z is very close (within 0.01) of the singularity at e^-1.
20effc67 1220 return lambert_w_singularity_series(get_near_singularity_param(z, pol));
92f5a8d4
TL
1221 }
1222}
1223
1224//! Lambert_w0 @b 'float' implementation, selected when T is 32-bit precision.
1e59de90
TL
1225template <typename T, typename Policy>
1226inline T lambert_w0_imp(T z, const Policy& pol, const std::integral_constant<int, 1>&)
92f5a8d4
TL
1227{
1228 static const char* function = "boost::math::lambert_w0<%1%>"; // For error messages.
1229 BOOST_MATH_STD_USING // Aid ADL of std functions.
1230
1231 if ((boost::math::isnan)(z))
1232 {
1233 return boost::math::policies::raise_domain_error<T>(function, "Expected a value > -e^-1 (-0.367879...) but got %1%.", z, pol);
1234 }
1235 if ((boost::math::isinf)(z))
1236 {
1237 return boost::math::policies::raise_overflow_error<T>(function, "Expected a finite value but got %1%.", z, pol);
1238 }
1239
1240 if (z >= 0.05) // Fukushima switch point.
1241 // if (z >= 0.045) // 34 terms makes 128-bit 'exact' below 0.045.
1242 { // Normal ranges using several rational polynomials.
1243 return lambert_w_positive_rational_float(z);
1244 }
1245 else if (z <= -0.3678794411714423215955237701614608674458111310f)
1246 {
1247 if (z < -0.3678794411714423215955237701614608674458111310f)
1248 return boost::math::policies::raise_domain_error<T>(function, "Expected z >= -e^-1 (-0.367879...) but got %1%.", z, pol);
1249 return -1;
1250 }
1251 else // z < 0.05
1252 {
1253 return lambert_w_negative_rational_float(z, pol);
1254 }
1e59de90 1255} // T lambert_w0_imp(T z, const Policy& pol, const std::integral_constant<int, 1>&) for 32-bit usually float.
92f5a8d4 1256
1e59de90 1257template <typename T>
92f5a8d4
TL
1258T lambert_w_positive_rational_double(T z)
1259{
1260 BOOST_MATH_STD_USING
1261 if (z < 2)
1262 {
1263 if (z < 0.5)
1264 {
1265 // Max error in interpolated form: 2.255e-17
1266 static const T offset = 8.19659233093261719e-01;
1267 static const T P[] = {
1268 1.80340766906685177e-01,
1269 3.28178241493119307e-01,
1270 -2.19153620687139706e+00,
1271 -7.24750929074563990e+00,
1272 -7.28395876262524204e+00,
1273 -2.57417169492512916e+00,
1274 -2.31606948888704503e-01
1275 };
1276 static const T Q[] = {
1277 1.00000000000000000e+00,
1278 7.36482529307436604e+00,
1279 2.03686007856430677e+01,
1280 2.62864592096657307e+01,
1281 1.59742041380858333e+01,
1282 4.03760534788374589e+00,
1283 2.91327346750475362e-01
1284 };
1285 return z * (offset + boost::math::tools::evaluate_polynomial(P, z) / boost::math::tools::evaluate_polynomial(Q, z));
1286 }
1287 else
1288 {
1289 // Max error in interpolated form: 3.806e-18
1290 static const T offset = 5.50335884094238281e-01;
1291 static const T P[] = {
1292 4.49664083944098322e-01,
1293 1.90417666196776909e+00,
1294 1.99951368798255994e+00,
1295 -6.91217310299270265e-01,
1296 -1.88533935998617058e+00,
1297 -7.96743968047750836e-01,
1298 -1.02891726031055254e-01,
1299 -3.09156013592636568e-03
1300 };
1301 static const T Q[] = {
1302 1.00000000000000000e+00,
1303 6.45854489419584014e+00,
1304 1.54739232422116048e+01,
1305 1.72606164253337843e+01,
1306 9.29427055609544096e+00,
1307 2.29040824649748117e+00,
1308 2.21610620995418981e-01,
1309 5.70597669908194213e-03
1310 };
1311 return z * (offset + boost::math::tools::evaluate_rational(P, Q, z));
1312 }
1313 }
1314 else if (z < 6)
1315 {
1316 // 2 < z < 6
1317 // Max error in interpolated form: 1.216e-17
1318 static const T Y = 1.16239356994628906e+00;
1319 static const T P[] = {
1320 -1.16230494982099475e+00,
1321 -3.38528144432561136e+00,
1322 -2.55653717293161565e+00,
1323 -3.06755172989214189e-01,
1324 1.73149743765268289e-01,
1325 3.76906042860014206e-02,
1326 1.84552217624706666e-03,
1327 1.69434126904822116e-05,
1328 };
1329 static const T Q[] = {
1330 1.00000000000000000e+00,
1331 3.77187616711220819e+00,
1332 4.58799960260143701e+00,
1333 2.24101228462292447e+00,
1334 4.54794195426212385e-01,
1335 3.60761772095963982e-02,
1336 9.25176499518388571e-04,
1337 4.43611344705509378e-06,
1338 };
1339 return Y + boost::math::tools::evaluate_rational(P, Q, z);
1340 }
1341 else if (z < 18)
1342 {
1343 // 6 < z < 18
1344 // Max error in interpolated form: 1.985e-19
1345 static const T offset = 1.80937194824218750e+00;
1346 static const T P[] =
1347 {
1348 -1.80690935424793635e+00,
1349 -3.66995929380314602e+00,
1350 -1.93842957940149781e+00,
1351 -2.94269984375794040e-01,
1352 1.81224710627677778e-03,
1353 2.48166798603547447e-03,
1354 1.15806592415397245e-04,
1355 1.43105573216815533e-06,
1356 3.47281483428369604e-09
1357 };
1358 static const T Q[] = {
1359 1.00000000000000000e+00,
1360 2.57319080723908597e+00,
1361 1.96724528442680658e+00,
1362 5.84501352882650722e-01,
1363 7.37152837939206240e-02,
1364 3.97368430940416778e-03,
1365 8.54941838187085088e-05,
1366 6.05713225608426678e-07,
1367 8.17517283816615732e-10
1368 };
1369 return offset + boost::math::tools::evaluate_rational(P, Q, z);
1370 }
1371 else if (z < 9897.12905874) // 2.8 < log(z) < 9.2
1372 {
1373 // Max error in interpolated form: 1.195e-18
1374 static const T Y = -1.40297317504882812e+00;
1375 static const T P[] = {
1376 1.97011826279311924e+00,
1377 1.05639945701546704e+00,
1378 3.33434529073196304e-01,
1379 3.34619153200386816e-02,
1380 -5.36238353781326675e-03,
1381 -2.43901294871308604e-03,
1382 -2.13762095619085404e-04,
1383 -4.85531936495542274e-06,
1384 -2.02473518491905386e-08,
1385 };
1386 static const T Q[] = {
1387 1.00000000000000000e+00,
1388 8.60107275833921618e-01,
1389 4.10420467985504373e-01,
1390 1.18444884081994841e-01,
1391 2.16966505556021046e-02,
1392 2.24529766630769097e-03,
1393 9.82045090226437614e-05,
1394 1.36363515125489502e-06,
1395 3.44200749053237945e-09,
1396 };
1397 T log_w = log(z);
1398 return log_w + Y + boost::math::tools::evaluate_rational(P, Q, log_w);
1399 }
1400 else if (z < 7.896296e+13) // 9.2 < log(z) <= 32
1401 {
1402 // Max error in interpolated form: 6.529e-18
1403 static const T Y = -2.73572921752929688e+00;
1404 static const T P[] = {
1405 3.30547638424076217e+00,
1406 1.64050071277550167e+00,
1407 4.57149576470736039e-01,
1408 4.03821227745424840e-02,
1409 -4.99664976882514362e-04,
1410 -1.28527893803052956e-04,
1411 -2.95470325373338738e-06,
1412 -1.76662025550202762e-08,
1413 -1.98721972463709290e-11,
1414 };
1415 static const T Q[] = {
1416 1.00000000000000000e+00,
1417 6.91472559412458759e-01,
1418 2.48154578891676774e-01,
1419 4.60893578284335263e-02,
1420 3.60207838982301946e-03,
1421 1.13001153242430471e-04,
1422 1.33690948263488455e-06,
1423 4.97253225968548872e-09,
1424 3.39460723731970550e-12,
1425 };
1426 T log_w = log(z);
1427 return log_w + Y + boost::math::tools::evaluate_rational(P, Q, log_w);
1428 }
1429 else if (z < 2.6881171e+43) // 32 < log(z) < 100
1430 {
1431 // Max error in interpolated form: 2.015e-18
1432 static const T Y = -4.01286315917968750e+00;
1433 static const T P[] = {
1434 5.07714858354309672e+00,
1435 -3.32994414518701458e+00,
1436 -8.61170416909864451e-01,
1437 -4.01139705309486142e-02,
1438 -1.85374201771834585e-04,
1439 1.08824145844270666e-05,
1440 1.17216905810452396e-07,
1441 2.97998248101385990e-10,
1442 1.42294856434176682e-13,
1443 };
1444 static const T Q[] = {
1445 1.00000000000000000e+00,
1446 -4.85840770639861485e-01,
1447 -3.18714850604827580e-01,
1448 -3.20966129264610534e-02,
1449 -1.06276178044267895e-03,
1450 -1.33597828642644955e-05,
1451 -6.27900905346219472e-08,
1452 -9.35271498075378319e-11,
1453 -2.60648331090076845e-14,
1454 };
1455 T log_w = log(z);
1456 return log_w + Y + boost::math::tools::evaluate_rational(P, Q, log_w);
1457 }
1458 else // 100 < log(z) < 710
1459 {
1460 // Max error in interpolated form: 5.277e-18
1461 static const T Y = -5.70115661621093750e+00;
1462 static const T P[] = {
1463 6.42275660145116698e+00,
1464 1.33047964073367945e+00,
1465 6.72008923401652816e-02,
1466 1.16444069958125895e-03,
1467 7.06966760237470501e-06,
1468 5.48974896149039165e-09,
1469 -7.00379652018853621e-11,
1470 -1.89247635913659556e-13,
1471 -1.55898770790170598e-16,
1472 -4.06109208815303157e-20,
1473 -2.21552699006496737e-24,
1474 };
1475 static const T Q[] = {
1476 1.00000000000000000e+00,
1477 3.34498588416632854e-01,
1478 2.51519862456384983e-02,
1479 6.81223810622416254e-04,
1480 7.94450897106903537e-06,
1481 4.30675039872881342e-08,
1482 1.10667669458467617e-10,
1483 1.31012240694192289e-13,
1484 6.53282047177727125e-17,
1485 1.11775518708172009e-20,
1486 3.78250395617836059e-25,
1487 };
1488 T log_w = log(z);
1489 return log_w + Y + boost::math::tools::evaluate_rational(P, Q, log_w);
1490 }
1491}
1492
1e59de90 1493template <typename T, typename Policy>
92f5a8d4
TL
1494T lambert_w_negative_rational_double(T z, const Policy& pol)
1495{
1496 BOOST_MATH_STD_USING
1497 if (z > -0.1)
1498 {
1499 if (z < -0.051)
1500 {
1501 // -0.1 < z < -0.051
1502 // Maximum Deviation Found: 4.402e-22
1503 // Expected Error Term : 4.240e-22
1504 // Maximum Relative Change in Control Points : 4.115e-03
1505 static const T Y = 1.08633995056152344e+00;
1506 static const T P[] = {
1507 -8.63399505615014331e-02,
1508 -1.64303871814816464e+00,
1509 -7.71247913918273738e+00,
1510 -1.41014495545382454e+01,
1511 -1.02269079949257616e+01,
1512 -2.17236002836306691e+00,
1513 };
1514 static const T Q[] = {
1515 1.00000000000000000e+00,
1516 7.44775406945739243e+00,
1517 2.04392643087266541e+01,
1518 2.51001961077774193e+01,
1519 1.31256080849023319e+01,
1520 2.11640324843601588e+00,
1521 };
1522 return z * (Y + boost::math::tools::evaluate_rational(P, Q, z));
1523 }
1524 else
1525 {
1526 // Very small z > 0.051:
1527 return lambert_w0_small_z(z, pol);
1528 }
1529 }
1530 else if (z > -0.2)
1531 {
1532 // -0.2 < z < -0.1
1533 // Maximum Deviation Found: 2.898e-20
1534 // Expected Error Term : 2.873e-20
1535 // Maximum Relative Change in Control Points : 3.779e-04
1536 static const T Y = 1.20359611511230469e+00;
1537 static const T P[] = {
1538 -2.03596115108465635e-01,
1539 -2.95029082937201859e+00,
1540 -1.54287922188671648e+01,
1541 -3.81185809571116965e+01,
1542 -4.66384358235575985e+01,
1543 -2.59282069989642468e+01,
1544 -4.70140451266553279e+00,
1545 };
1546 static const T Q[] = {
1547 1.00000000000000000e+00,
1548 9.57921436074599929e+00,
1549 3.60988119290234377e+01,
1550 6.73977699505546007e+01,
1551 6.41104992068148823e+01,
1552 2.82060127225153607e+01,
1553 4.10677610657724330e+00,
1554 };
1555 return z * (Y + boost::math::tools::evaluate_rational(P, Q, z));
1556 }
1557 else if (z > -0.3178794411714423215955237)
1558 {
1559 // Max error in interpolated form: 6.996e-18
1560 static const T Y = 3.49680423736572266e-01;
1561 static const T P[] = {
1562 -3.49729841718749014e-01,
1563 -6.28207407760709028e+01,
1564 -2.57226178029669171e+03,
1565 -2.50271008623093747e+04,
1566 1.11949239154711388e+05,
1567 1.85684566607844318e+06,
1568 4.80802490427638643e+06,
1569 2.76624752134636406e+06,
1570 };
1571 static const T Q[] = {
1572 1.00000000000000000e+00,
1573 1.82717661215113000e+02,
1574 8.00121119810280100e+03,
1575 1.06073266717010129e+05,
1576 3.22848993926057721e+05,
1577 -8.05684814514171256e+05,
1578 -2.59223192927265737e+06,
1579 -5.61719645211570871e+05,
1580 6.27765369292636844e+04,
1581 };
1582 T d = z + 0.367879441171442321595523770161460867445811;
1583 return -d / (Y + boost::math::tools::evaluate_polynomial(P, d) / boost::math::tools::evaluate_polynomial(Q, d));
1584 }
1585 else if (z > -0.3578794411714423215955237701)
1586 {
1587 // Max error in interpolated form: 1.404e-17
1588 static const T Y = 5.00126481056213379e-02;
1589 static const T P[] = {
1590 -5.00173570682372162e-02,
1591 -4.44242461870072044e+01,
1592 -9.51185533619946042e+03,
1593 -5.88605699015429386e+05,
1594 -1.90760843597427751e+06,
1595 5.79797663818311404e+08,
1596 1.11383352508459134e+10,
1597 5.67791253678716467e+10,
1598 6.32694500716584572e+10,
1599 };
1600 static const T Q[] = {
1601 1.00000000000000000e+00,
1602 9.08910517489981551e+02,
1603 2.10170163753340133e+05,
1604 1.67858612416470327e+07,
1605 4.90435561733227953e+08,
1606 4.54978142622939917e+09,
1607 2.87716585708739168e+09,
1608 -4.59414247951143131e+10,
1609 -1.72845216404874299e+10,
1610 };
1611 T d = z + 0.36787944117144232159552377016146086744581113103176804;
1612 return -d / (Y + boost::math::tools::evaluate_polynomial(P, d) / boost::math::tools::evaluate_polynomial(Q, d));
1613 }
1614 else
1615 { // z is very close (within 0.01) of the singularity at -e^-1,
1616 // so use a series expansion from R. M. Corless et al.
1617 const T p2 = 2 * (boost::math::constants::e<T>() * z + 1);
1618 const T p = sqrt(p2);
1619 return lambert_w_detail::lambert_w_singularity_series(p);
1620 }
1621}
1622
1623//! Lambert_w0 @b 'double' implementation, selected when T is 64-bit precision.
1e59de90
TL
1624template <typename T, typename Policy>
1625inline T lambert_w0_imp(T z, const Policy& pol, const std::integral_constant<int, 2>&)
92f5a8d4
TL
1626{
1627 static const char* function = "boost::math::lambert_w0<%1%>";
1628 BOOST_MATH_STD_USING // Aid ADL of std functions.
1629
1630 // Detect unusual case of 32-bit double with a wider/64-bit long double
1e59de90 1631 static_assert(std::numeric_limits<double>::digits >= 53,
92f5a8d4
TL
1632 "Our double precision coefficients will be truncated, "
1633 "please file a bug report with details of your platform's floating point types "
1634 "- or possibly edit the coefficients to have "
1635 "an appropriate size-suffix for 64-bit floats on your platform - L?");
1636
1637 if ((boost::math::isnan)(z))
1638 {
1639 return boost::math::policies::raise_domain_error<T>(function, "Expected a value > -e^-1 (-0.367879...) but got %1%.", z, pol);
1640 }
1641 if ((boost::math::isinf)(z))
1642 {
1643 return boost::math::policies::raise_overflow_error<T>(function, "Expected a finite value but got %1%.", z, pol);
1644 }
1645
1646 if (z >= 0.05)
1647 {
1648 return lambert_w_positive_rational_double(z);
1649 }
1650 else if (z <= -0.36787944117144232159552377016146086744581113103176804) // Precision is max_digits10(cpp_bin_float_50).
1651 {
1652 if (z < -0.36787944117144232159552377016146086744581113103176804)
1653 {
1654 return boost::math::policies::raise_domain_error<T>(function, "Expected z >= -e^-1 (-0.367879...) but got %1%.", z, pol);
1655 }
1656 return -1;
1657 }
1658 else
1659 {
1660 return lambert_w_negative_rational_double(z, pol);
1661 }
1e59de90 1662} // T lambert_w0_imp(T z, const Policy& pol, const std::integral_constant<int, 2>&) 64-bit precision, usually double.
92f5a8d4
TL
1663
1664//! lambert_W0 implementation for extended precision types including
1665//! long double (80-bit and 128-bit), ???
1666//! quad float128, Boost.Multiprecision types like cpp_bin_float_quad, cpp_bin_float_50...
1667
1e59de90
TL
1668template <typename T, typename Policy>
1669inline T lambert_w0_imp(T z, const Policy& pol, const std::integral_constant<int, 0>&)
92f5a8d4
TL
1670{
1671 static const char* function = "boost::math::lambert_w0<%1%>";
1672 BOOST_MATH_STD_USING // Aid ADL of std functions.
1673
1674 // Filter out special cases first:
1675 if ((boost::math::isnan)(z))
1676 {
1677 return boost::math::policies::raise_domain_error<T>(function, "Expected z >= -e^-1 (-0.367879...) but got %1%.", z, pol);
1678 }
1679 if (fabs(z) <= 0.05f)
1680 {
1681 // Very small z:
1682 return lambert_w0_small_z(z, pol);
1683 }
1684 if (z > (std::numeric_limits<double>::max)())
1685 {
1686 if ((boost::math::isinf)(z))
1687 {
1688 return policies::raise_overflow_error<T>(function, 0, pol);
1689 // Or might return infinity if available else max_value,
1690 // but other Boost.Math special functions raise overflow.
1691 }
1692 // z is larger than the largest double, so cannot use the polynomial to get an approximation,
1693 // so use the asymptotic approximation and Halley iterate:
1694
1695 T w = lambert_w0_approx(z); // Make an inline function as also used elsewhere.
1696 //T lz = log(z);
1697 //T llz = log(lz);
1698 //T w = lz - llz + (llz / lz); // Corless equation 4.19, page 349, and Chapeau-Blondeau equation 20, page 2162.
1699 return lambert_w_halley_iterate(w, z);
1700 }
1701 if (z < -0.3578794411714423215955237701)
1702 { // Very close to branch point so rational polynomials are not usable.
1703 if (z <= -boost::math::constants::exp_minus_one<T>())
1704 {
1705 if (z == -boost::math::constants::exp_minus_one<T>())
1706 { // Exactly at the branch point singularity.
1707 return -1;
1708 }
1709 return boost::math::policies::raise_domain_error<T>(function, "Expected z >= -e^-1 (-0.367879...) but got %1%.", z, pol);
1710 }
1711 // z is very close (within 0.01) of the branch singularity at -e^-1
1712 // so use a series approximation proposed by Corless et al.
1713 const T p2 = 2 * (boost::math::constants::e<T>() * z + 1);
1714 const T p = sqrt(p2);
1715 T w = lambert_w_detail::lambert_w_singularity_series(p);
1716 return lambert_w_halley_iterate(w, z);
1717 }
1718
1719 // Phew! If we get here we are in the normal range of the function,
1720 // so get a double precision approximation first, then iterate to full precision of T.
1721 // We define a tag_type that is:
f67539c2
TL
1722 // true_type if there are so many digits precision wanted that iteration is necessary.
1723 // false_type if a single Halley step is sufficient.
92f5a8d4 1724
1e59de90
TL
1725 using precision_type = typename policies::precision<T, Policy>::type;
1726 using tag_type = std::integral_constant<bool,
92f5a8d4
TL
1727 (precision_type::value == 0) || (precision_type::value > 113) ?
1728 true // Unknown at compile-time, variable/arbitrary, or more than float128 or cpp_bin_quad 128-bit precision.
1729 : false // float, double, float128, cpp_bin_quad 128-bit, so single Halley step.
1e59de90 1730 >;
92f5a8d4
TL
1731
1732 // For speed, we also cast z to type double when that is possible
1e59de90
TL
1733 // if (std::is_constructible<double, T>() == true).
1734 T w = lambert_w0_imp(maybe_reduce_to_double(z, std::is_constructible<double, T>()), pol, std::integral_constant<int, 2>());
92f5a8d4
TL
1735
1736 return lambert_w_maybe_halley_iterate(w, z, tag_type());
1737
1e59de90 1738} // T lambert_w0_imp(T z, const Policy& pol, const std::integral_constant<int, 0>&) all extended precision types.
92f5a8d4
TL
1739
1740 // Lambert w-1 implementation
1741// ==============================================================================================
1742
1743 //! Lambert W for W-1 branch, -max(z) < z <= -1/e.
1744 // TODO is -max(z) allowed?
1e59de90 1745template<typename T, typename Policy>
92f5a8d4
TL
1746T lambert_wm1_imp(const T z, const Policy& pol)
1747{
1748 // Catch providing an integer value as parameter x to lambert_w, for example, lambert_w(1).
1749 // Need to ensure it is a floating-point type (of the desired type, float 1.F, double 1., or long double 1.L),
1750 // or static_casted integer, for example: static_cast<float>(1) or static_cast<cpp_dec_float_50>(1).
1751 // Want to allow fixed_point types too, so do not just test for floating-point.
1752 // Integral types should be promoted to double by user Lambert w functions.
1753 // If integral type provided to user function lambert_w0 or lambert_wm1,
1754 // then should already have been promoted to double.
1e59de90 1755 static_assert(!std::is_integral<T>::value,
92f5a8d4
TL
1756 "Must be floating-point or fixed type (not integer type), for example: lambert_wm1(1.), not lambert_wm1(1)!");
1757
1758 BOOST_MATH_STD_USING // Aid argument dependent lookup (ADL) of abs.
1759
1760 const char* function = "boost::math::lambert_wm1<RealType>(<RealType>)"; // Used for error messages.
1761
1762 // Check for edge and corner cases first:
1763 if ((boost::math::isnan)(z))
1764 {
1765 return policies::raise_domain_error(function,
1766 "Argument z is NaN!",
1767 z, pol);
1768 } // isnan
1769
1770 if ((boost::math::isinf)(z))
1771 {
1772 return policies::raise_domain_error(function,
1773 "Argument z is infinite!",
1774 z, pol);
1775 } // isinf
1776
1777 if (z == static_cast<T>(0))
1778 { // z is exactly zero so return -std::numeric_limits<T>::infinity();
1779 if (std::numeric_limits<T>::has_infinity)
1780 {
1781 return -std::numeric_limits<T>::infinity();
1782 }
1783 else
1784 {
1785 return -tools::max_value<T>();
1786 }
1787 }
1788 if (std::numeric_limits<T>::has_denorm)
1789 { // All real types except arbitrary precision.
1790 if (!(boost::math::isnormal)(z))
1791 { // Almost zero - might also just return infinity like z == 0 or max_value?
1792 return policies::raise_overflow_error(function,
1793 "Argument z = %1% is denormalized! (must be z > (std::numeric_limits<RealType>::min)() or z == 0)",
1794 z, pol);
1795 }
1796 }
1797
1798 if (z > static_cast<T>(0))
1799 { //
1800 return policies::raise_domain_error(function,
1801 "Argument z = %1% is out of range (z <= 0) for Lambert W-1 branch! (Try Lambert W0 branch?)",
1802 z, pol);
1803 }
1804 if (z > -boost::math::tools::min_value<T>())
1805 { // z is denormalized, so cannot be computed.
1806 // -std::numeric_limits<T>::min() is smallest for type T,
1807 // for example, for double: lambert_wm1(-2.2250738585072014e-308) = -714.96865723796634
1808 return policies::raise_overflow_error(function,
1809 "Argument z = %1% is too small (z < -std::numeric_limits<T>::min so denormalized) for Lambert W-1 branch!",
1810 z, pol);
1811 }
1812 if (z == -boost::math::constants::exp_minus_one<T>()) // == singularity/branch point z = -exp(-1) = -3.6787944.
1813 { // At singularity, so return exactly -1.
1814 return -static_cast<T>(1);
1815 }
1816 // z is too negative for the W-1 (or W0) branch.
1817 if (z < -boost::math::constants::exp_minus_one<T>()) // > singularity/branch point z = -exp(-1) = -3.6787944.
1818 {
1819 return policies::raise_domain_error(function,
1820 "Argument z = %1% is out of range (z < -exp(-1) = -3.6787944... <= 0) for Lambert W-1 (or W0) branch!",
1821 z, pol);
1822 }
1823 if (z < static_cast<T>(-0.35))
1824 { // Close to singularity/branch point z = -0.3678794411714423215955237701614608727 but on W-1 branch.
1825 const T p2 = 2 * (boost::math::constants::e<T>() * z + 1);
1826 if (p2 == 0)
1827 { // At the singularity at branch point.
1828 return -1;
1829 }
1830 if (p2 > 0)
1831 {
1832 T w_series = lambert_w_singularity_series(T(-sqrt(p2)));
1833 if (boost::math::tools::digits<T>() > 53)
1834 { // Multiprecision, so try a Halley refinement.
1835 w_series = lambert_w_detail::lambert_w_halley_iterate(w_series, z);
1836#ifdef BOOST_MATH_INSTRUMENT_LAMBERT_WM1_NOT_BUILTIN
1837 std::streamsize saved_precision = std::cout.precision(std::numeric_limits<T>::max_digits10);
1838 std::cout << "Lambert W-1 Halley updated to " << w_series << std::endl;
1839 std::cout.precision(saved_precision);
1840#endif // BOOST_MATH_INSTRUMENT_LAMBERT_WM1_NOT_BUILTIN
1841 }
1842 return w_series;
1843 }
1844 // Should not get here.
1845 return policies::raise_domain_error(function,
1846 "Argument z = %1% is out of range for Lambert W-1 branch. (Should not get here - please report!)",
1847 z, pol);
1848 } // if (z < -0.35)
1849
1850 using lambert_w_lookup::wm1es;
1851 using lambert_w_lookup::wm1zs;
1852 using lambert_w_lookup::noof_wm1zs; // size == 64
1853
1854 // std::cout <<" Wm1zs[63] (== G[64]) = " << " " << wm1zs[63] << std::endl; // Wm1zs[63] (== G[64]) = -1.0264389699511283e-26
1855 // Check that z argument value is not smaller than lookup_table G[64]
1856 // std::cout << "(z > wm1zs[63]) = " << std::boolalpha << (z > wm1zs[63]) << std::endl;
1857
1858 if (z >= wm1zs[63]) // wm1zs[63] = -1.0264389699511282259046957018510946438e-26L W = 64.00000000000000000
1859 { // z >= -1.0264389699511303e-26 (but z != 0 and z >= std::numeric_limits<T>::min() and so NOT denormalized).
1860
1861 // Some info on Lambert W-1 values for extreme values of z.
1862 // std::streamsize saved_precision = std::cout.precision(std::numeric_limits<T>::max_digits10);
1863 // std::cout << "-std::numeric_limits<float>::min() = " << -(std::numeric_limits<float>::min)() << std::endl;
1864 // std::cout << "-std::numeric_limits<double>::min() = " << -(std::numeric_limits<double>::min)() << std::endl;
1865 // -std::numeric_limits<float>::min() = -1.1754943508222875e-38
1866 // -std::numeric_limits<double>::min() = -2.2250738585072014e-308
1867 // N[productlog(-1, -1.1754943508222875 * 10^-38 ), 50] = -91.856775324595479509567756730093823993834155027858
1868 // N[productlog(-1, -2.2250738585072014e-308 * 10^-308 ), 50] = -1424.8544521230553853558132180518404363617968042942
1869 // N[productlog(-1, -1.4325445274604020119111357113179868158* 10^-27), 37] = -65.99999999999999999999999999999999955
1870
1871 // R.M.Corless, G.H.Gonnet, D.E.G.Hare, D.J.Jeffrey, and D.E.Knuth,
1872 // On the Lambert W function, Adv.Comput.Math., vol. 5, pp. 329, 1996.
1873 // Francois Chapeau-Blondeau and Abdelilah Monir
1874 // Numerical Evaluation of the Lambert W Function
1875 // IEEE Transactions On Signal Processing, VOL. 50, NO. 9, Sep 2002
1876 // https://pdfs.semanticscholar.org/7a5a/76a9369586dd0dd34dda156d8f2779d1fd59.pdf
1877 // Estimate Lambert W using ln(-z) ...
1878 // This is roughly the power of ten * ln(10) ~= 2.3. n ~= 10^n
1879 // and improve by adding a second term -ln(ln(-z))
1880 T guess; // bisect lowest possible Gk[=64] (for lookup_t type)
1881 T lz = log(-z);
1882 T llz = log(-lz);
1883 guess = lz - llz + (llz / lz); // Chapeau-Blondeau equation 20, page 2162.
1884#ifdef BOOST_MATH_INSTRUMENT_LAMBERT_WM1_TINY
1885 std::streamsize saved_precision = std::cout.precision(std::numeric_limits<T>::max_digits10);
1886 std::cout << "z = " << z << ", guess = " << guess << ", ln(-z) = " << lz << ", ln(-ln(-z) = " << llz << ", llz/lz = " << (llz / lz) << std::endl;
1887 // z = -1.0000000000000001e-30, guess = -73.312782616731482, ln(-z) = -69.077552789821368, ln(-ln(-z) = 4.2352298269101114, llz/lz = -0.061311231447304194
1888 // z = -9.9999999999999999e-91, guess = -212.56650048504233, ln(-z) = -207.23265836946410, ln(-ln(-z) = 5.3338421155782205, llz/lz = -0.025738424423764311
1889 // >z = -2.2250738585072014e-308, guess = -714.95942238244606, ln(-z) = -708.39641853226408, ln(-ln(-z) = 6.5630038501819854, llz/lz = -0.0092645920821846622
1890 int d10 = policies::digits_base10<T, Policy>(); // policy template parameter digits10
1891 int d2 = policies::digits<T, Policy>(); // digits base 2 from policy.
1892 std::cout << "digits10 = " << d10 << ", digits2 = " << d2 // For example: digits10 = 1, digits2 = 5
1893 << std::endl;
1894 std::cout.precision(saved_precision);
1895#endif // BOOST_MATH_INSTRUMENT_LAMBERT_WM1_TINY
1896 if (policies::digits<T, Policy>() < 12)
1897 { // For the worst case near w = 64, the error in the 'guess' is ~0.008, ratio ~ 0.0001 or 1 in 10,000 digits 10 ~= 4, or digits2 ~= 12.
1898 return guess;
1899 }
1900 T result = lambert_w_detail::lambert_w_halley_iterate(guess, z);
1901 return result;
1902
1903 // Was Fukushima
1904 // G[k=64] == g[63] == -1.02643897e-26
1905 //return policies::raise_domain_error(function,
1906 // "Argument z = %1% is too small (< -1.02643897e-26) ! (Should not occur, please report.",
1907 // z, pol);
1908 } // Z too small so use approximation and Halley.
1909 // Else Use a lookup table to find the nearest integer part of Lambert W-1 as starting point for Bisection.
1910
1911 if (boost::math::tools::digits<T>() > 53)
1912 { // T is more precise than 64-bit double (or long double, or ?),
1913 // so compute an approximate value using only one Schroeder refinement,
1914 // (avoiding any double-precision Halley refinement from policy double_digits2<50> 53 - 3 = 50
1915 // because are next going to use Halley refinement at full/high precision using this as an approximation).
1916 using boost::math::policies::precision;
1917 using boost::math::policies::digits10;
1918 using boost::math::policies::digits2;
1919 using boost::math::policies::policy;
1920 // Compute a 50-bit precision approximate W0 in a double (no Halley refinement).
1e59de90 1921 T double_approx(static_cast<T>(lambert_wm1_imp(must_reduce_to_double(z, std::is_constructible<double, T>()), policy<digits2<50>>())));
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TL
1922#ifdef BOOST_MATH_INSTRUMENT_LAMBERT_WM1_NOT_BUILTIN
1923 std::streamsize saved_precision = std::cout.precision(std::numeric_limits<T>::max_digits10);
1924 std::cout << "Lambert_wm1 Argument Type " << typeid(T).name() << " approximation double = " << double_approx << std::endl;
1925 std::cout.precision(saved_precision);
1926#endif // BOOST_MATH_INSTRUMENT_LAMBERT_WM1
1927 // Perform additional Halley refinement(s) to ensure that
1928 // get a near as possible to correct result (usually +/- one epsilon).
1929 T result = lambert_w_halley_iterate(double_approx, z);
1930#ifdef BOOST_MATH_INSTRUMENT_LAMBERT_WM1
1931 std::streamsize saved_precision = std::cout.precision(std::numeric_limits<T>::max_digits10);
1932 std::cout << "Result " << typeid(T).name() << " precision Halley refinement = " << result << std::endl;
1933 std::cout.precision(saved_precision);
1934#endif // BOOST_MATH_INSTRUMENT_LAMBERT_WM1
1935 return result;
1936 } // digits > 53 - higher precision than double.
1937 else // T is double or less precision.
1938 { // Use a lookup table to find the nearest integer part of Lambert W as starting point for Bisection.
1939 using namespace boost::math::lambert_w_detail::lambert_w_lookup;
1940 // Bracketing sequence n = (2, 4, 8, 16, 32, 64) for W-1 branch. (0 is -infinity)
1941 // Since z is probably quite small, start with lowest n (=2).
1942 int n = 2;
1943 if (wm1zs[n - 1] > z)
1944 {
1945 goto bisect;
1946 }
1947 for (int j = 1; j <= 5; ++j)
1948 {
1949 n *= 2;
1950 if (wm1zs[n - 1] > z)
1951 {
1952 goto overshot;
1953 }
1954 }
1955 // else z < g[63] == -1.0264389699511303e-26, so Lambert W-1 integer part > 64.
1956 // This should not now occur (should be caught by test and code above) so should be a logic_error?
1957 return policies::raise_domain_error(function,
1958 "Argument z = %1% is too small (< -1.026439e-26) (logic error - please report!)",
1959 z, pol);
1960 overshot:
1961 {
1962 int nh = n / 2;
1963 for (int j = 1; j <= 5; ++j)
1964 {
1965 nh /= 2; // halve step size.
1966 if (nh <= 0)
1967 {
1968 break; // goto bisect;
1969 }
1970 if (wm1zs[n - nh - 1] > z)
1971 {
1972 n -= nh;
1973 }
1974 }
1975 }
1976 bisect:
1977 --n;
1978 // g[n] now holds lambert W of floor integer n and g[n+1] the ceil part;
1979 // these are used as initial values for bisection.
1980#ifdef BOOST_MATH_INSTRUMENT_LAMBERT_WM1_LOOKUP
1981 std::streamsize saved_precision = std::cout.precision(std::numeric_limits<T>::max_digits10);
1982 std::cout << "Result lookup W-1(" << z << ") bisection between wm1zs[" << n - 1 << "] = " << wm1zs[n - 1] << " and wm1zs[" << n << "] = " << wm1zs[n]
1983 << ", bisect mean = " << (wm1zs[n - 1] + wm1zs[n]) / 2 << std::endl;
1984 std::cout.precision(saved_precision);
1985#endif // BOOST_MATH_INSTRUMENT_LAMBERT_WM1_LOOKUP
1986
1987 // Compute bisections is the number of bisections computed from n,
1988 // such that a single application of the fifth-order Schroeder update formula
1989 // after the bisections is enough to evaluate Lambert W-1 with (near?) 53-bit accuracy.
1990 // Fukushima established these by trial and error?
1991 int bisections = 11; // Assume maximum number of bisections will be needed (most common case).
1992 if (n >= 8)
1993 {
1994 bisections = 8;
1995 }
1996 else if (n >= 3)
1997 {
1998 bisections = 9;
1999 }
2000 else if (n >= 2)
2001 {
2002 bisections = 10;
2003 }
2004 // Bracketing, Fukushima section 2.3, page 82:
2005 // (Avoiding using exponential function for speed).
2006 // Only use @c lookup_t precision, default double, for bisection (again for speed),
2007 // and use later Halley refinement for higher precisions.
2008 using lambert_w_lookup::halves;
2009 using lambert_w_lookup::sqrtwm1s;
2010
1e59de90 2011 using calc_type = typename std::conditional<std::is_constructible<lookup_t, T>::value, lookup_t, T>::type;
92f5a8d4
TL
2012
2013 calc_type w = -static_cast<calc_type>(n); // Equation 25,
2014 calc_type y = static_cast<calc_type>(z * wm1es[n - 1]); // Equation 26,
2015 // Perform the bisections fractional bisections for necessary precision.
2016 for (int j = 0; j < bisections; ++j)
2017 { // Equation 27.
2018 calc_type wj = w - halves[j]; // Subtract 1/2, 1/4, 1/8 ...
2019 calc_type yj = y * sqrtwm1s[j]; // Multiply by sqrt(1/e), ...
2020 if (wj < yj)
2021 {
2022 w = wj;
2023 y = yj;
2024 }
2025 } // for j
2026 return static_cast<T>(schroeder_update(w, y)); // Schroeder 5th order method refinement.
2027
2028// else // Perform additional Halley refinement(s) to ensure that
2029// // get a near as possible to correct result (usually +/- epsilon).
2030// {
2031// // result = lambert_w_halley_iterate(result, z);
2032// result = lambert_w_halley_step(result, z); // Just one Halley step should be enough.
2033//#ifdef BOOST_MATH_INSTRUMENT_LAMBERT_WM1_HALLEY
2034// std::streamsize saved_precision = std::cout.precision(std::numeric_limits<T>::max_digits10);
2035// std::cout << "Halley refinement estimate = " << result << std::endl;
2036// std::cout.precision(saved_precision);
2037//#endif // BOOST_MATH_INSTRUMENT_LAMBERT_W1_HALLEY
2038// return result; // Halley
2039// } // Schroeder or Schroeder and Halley.
2040 }
2041 } // template<typename T = double> T lambert_wm1_imp(const T z)
2042} // namespace lambert_w_detail
2043
2044///////////////////////////// User Lambert w functions. //////////////////////////////
2045
2046//! Lambert W0 using User-defined policy.
1e59de90 2047 template <typename T, typename Policy>
92f5a8d4
TL
2048 inline
2049 typename boost::math::tools::promote_args<T>::type
2050 lambert_w0(T z, const Policy& pol)
2051 {
2052 // Promote integer or expression template arguments to double,
2053 // without doing any other internal promotion like float to double.
1e59de90 2054 using result_type = typename tools::promote_args<T>::type;
92f5a8d4
TL
2055
2056 // Work out what precision has been selected,
2057 // based on the Policy and the number type.
1e59de90 2058 using precision_type = typename policies::precision<result_type, Policy>::type;
92f5a8d4 2059 // and then select the correct implementation based on that precision (not the type T):
1e59de90 2060 using tag_type = std::integral_constant<int,
92f5a8d4
TL
2061 (precision_type::value == 0) || (precision_type::value > 53) ?
2062 0 // either variable precision (0), or greater than 64-bit precision.
2063 : (precision_type::value <= 24) ? 1 // 32-bit (probably float) precision.
2064 : 2 // 64-bit (probably double) precision.
1e59de90 2065 >;
92f5a8d4
TL
2066
2067 return lambert_w_detail::lambert_w0_imp(result_type(z), pol, tag_type()); //
2068 } // lambert_w0(T z, const Policy& pol)
2069
2070 //! Lambert W0 using default policy.
1e59de90 2071 template <typename T>
92f5a8d4
TL
2072 inline
2073 typename tools::promote_args<T>::type
2074 lambert_w0(T z)
2075 {
2076 // Promote integer or expression template arguments to double,
2077 // without doing any other internal promotion like float to double.
1e59de90 2078 using result_type = typename tools::promote_args<T>::type;
92f5a8d4
TL
2079
2080 // Work out what precision has been selected, based on the Policy and the number type.
2081 // For the default policy version, we want the *default policy* precision for T.
1e59de90 2082 using precision_type = typename policies::precision<result_type, policies::policy<>>::type;
92f5a8d4 2083 // and then select the correct implementation based on that (not the type T):
1e59de90 2084 using tag_type = std::integral_constant<int,
92f5a8d4
TL
2085 (precision_type::value == 0) || (precision_type::value > 53) ?
2086 0 // either variable precision (0), or greater than 64-bit precision.
2087 : (precision_type::value <= 24) ? 1 // 32-bit (probably float) precision.
2088 : 2 // 64-bit (probably double) precision.
1e59de90 2089 >;
92f5a8d4
TL
2090 return lambert_w_detail::lambert_w0_imp(result_type(z), policies::policy<>(), tag_type());
2091 } // lambert_w0(T z) using default policy.
2092
2093 //! W-1 branch (-max(z) < z <= -1/e).
2094
2095 //! Lambert W-1 using User-defined policy.
1e59de90 2096 template <typename T, typename Policy>
92f5a8d4
TL
2097 inline
2098 typename tools::promote_args<T>::type
2099 lambert_wm1(T z, const Policy& pol)
2100 {
2101 // Promote integer or expression template arguments to double,
2102 // without doing any other internal promotion like float to double.
1e59de90 2103 using result_type = typename tools::promote_args<T>::type;
92f5a8d4
TL
2104 return lambert_w_detail::lambert_wm1_imp(result_type(z), pol); //
2105 }
2106
2107 //! Lambert W-1 using default policy.
1e59de90 2108 template <typename T>
92f5a8d4
TL
2109 inline
2110 typename tools::promote_args<T>::type
2111 lambert_wm1(T z)
2112 {
1e59de90 2113 using result_type = typename tools::promote_args<T>::type;
92f5a8d4
TL
2114 return lambert_w_detail::lambert_wm1_imp(result_type(z), policies::policy<>());
2115 } // lambert_wm1(T z)
2116
2117 // First derivative of Lambert W0 and W-1.
1e59de90 2118 template <typename T, typename Policy>
92f5a8d4
TL
2119 inline typename tools::promote_args<T>::type
2120 lambert_w0_prime(T z, const Policy& pol)
2121 {
1e59de90 2122 using result_type = typename tools::promote_args<T>::type;
92f5a8d4
TL
2123 using std::numeric_limits;
2124 if (z == 0)
2125 {
2126 return static_cast<result_type>(1);
2127 }
2128 // This is the sensible choice if we regard the Lambert-W function as complex analytic.
2129 // Of course on the real line, it's just undefined.
2130 if (z == - boost::math::constants::exp_minus_one<result_type>())
2131 {
2132 return numeric_limits<result_type>::has_infinity ? numeric_limits<result_type>::infinity() : boost::math::tools::max_value<result_type>();
2133 }
2134 // if z < -1/e, we'll let lambert_w0 do the error handling:
2135 result_type w = lambert_w0(result_type(z), pol);
2136 // If w ~ -1, then presumably this can get inaccurate.
2137 // Is there an accurate way to evaluate 1 + W(-1/e + eps)?
2138 // Yes: This is discussed in the Princeton Companion to Applied Mathematics,
2139 // 'The Lambert-W function', Section 1.3: Series and Generating Functions.
2140 // 1 + W(-1/e + x) ~ sqrt(2ex).
2141 // Nick is not convinced this formula is more accurate than the naive one.
2142 // However, for z != -1/e, we never get rounded to w = -1 in any precision I've tested (up to cpp_bin_float_100).
2143 return w / (z * (1 + w));
2144 } // lambert_w0_prime(T z)
2145
1e59de90 2146 template <typename T>
92f5a8d4
TL
2147 inline typename tools::promote_args<T>::type
2148 lambert_w0_prime(T z)
2149 {
2150 return lambert_w0_prime(z, policies::policy<>());
2151 }
2152
1e59de90 2153 template <typename T, typename Policy>
92f5a8d4
TL
2154 inline typename tools::promote_args<T>::type
2155 lambert_wm1_prime(T z, const Policy& pol)
2156 {
2157 using std::numeric_limits;
1e59de90 2158 using result_type = typename tools::promote_args<T>::type;
92f5a8d4
TL
2159 //if (z == 0)
2160 //{
2161 // return static_cast<result_type>(1);
2162 //}
2163 //if (z == - boost::math::constants::exp_minus_one<result_type>())
2164 if (z == 0 || z == - boost::math::constants::exp_minus_one<result_type>())
2165 {
2166 return numeric_limits<result_type>::has_infinity ? -numeric_limits<result_type>::infinity() : -boost::math::tools::max_value<result_type>();
2167 }
2168
2169 result_type w = lambert_wm1(z, pol);
2170 return w/(z*(1+w));
2171 } // lambert_wm1_prime(T z)
2172
1e59de90 2173 template <typename T>
92f5a8d4
TL
2174 inline typename tools::promote_args<T>::type
2175 lambert_wm1_prime(T z)
2176 {
2177 return lambert_wm1_prime(z, policies::policy<>());
2178 }
2179
2180}} //boost::math namespaces
2181
2182#endif // #ifdef BOOST_MATH_SF_LAMBERT_W_HPP
2183