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1 // Copyright John Maddock 2008.
2 // Use, modification and distribution are subject to the
3 // Boost Software License, Version 1.0. (See accompanying file
4 // LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
5 //
6 // Wrapper that works with mpfr::mpreal defined in gmpfrxx.h
7 // See http://math.berkeley.edu/~wilken/code/gmpfrxx/
8 // Also requires the gmp and mpfr libraries.
9 //
10
11 #ifndef BOOST_MATH_MPREAL_BINDINGS_HPP
12 #define BOOST_MATH_MPREAL_BINDINGS_HPP
13
14 #include <boost/config.hpp>
15 #include <boost/lexical_cast.hpp>
16
17 #ifdef BOOST_MSVC
18 //
19 // We get a lot of warnings from the gmp, mpfr and gmpfrxx headers,
20 // disable them here, so we only see warnings from *our* code:
21 //
22 #pragma warning(push)
23 #pragma warning(disable: 4127 4800 4512)
24 #endif
25
26 #include <mpreal.h>
27
28 #ifdef BOOST_MSVC
29 #pragma warning(pop)
30 #endif
31
32 #include <boost/math/tools/precision.hpp>
33 #include <boost/math/tools/real_cast.hpp>
34 #include <boost/math/policies/policy.hpp>
35 #include <boost/math/distributions/fwd.hpp>
36 #include <boost/math/special_functions/math_fwd.hpp>
37 #include <boost/math/bindings/detail/big_digamma.hpp>
38 #include <boost/math/bindings/detail/big_lanczos.hpp>
39
40 namespace mpfr{
41
42 template <class T>
43 inline mpreal operator + (const mpreal& r, const T& t){ return r + mpreal(t); }
44 template <class T>
45 inline mpreal operator - (const mpreal& r, const T& t){ return r - mpreal(t); }
46 template <class T>
47 inline mpreal operator * (const mpreal& r, const T& t){ return r * mpreal(t); }
48 template <class T>
49 inline mpreal operator / (const mpreal& r, const T& t){ return r / mpreal(t); }
50
51 template <class T>
52 inline mpreal operator + (const T& t, const mpreal& r){ return mpreal(t) + r; }
53 template <class T>
54 inline mpreal operator - (const T& t, const mpreal& r){ return mpreal(t) - r; }
55 template <class T>
56 inline mpreal operator * (const T& t, const mpreal& r){ return mpreal(t) * r; }
57 template <class T>
58 inline mpreal operator / (const T& t, const mpreal& r){ return mpreal(t) / r; }
59
60 template <class T>
61 inline bool operator == (const mpreal& r, const T& t){ return r == mpreal(t); }
62 template <class T>
63 inline bool operator != (const mpreal& r, const T& t){ return r != mpreal(t); }
64 template <class T>
65 inline bool operator <= (const mpreal& r, const T& t){ return r <= mpreal(t); }
66 template <class T>
67 inline bool operator >= (const mpreal& r, const T& t){ return r >= mpreal(t); }
68 template <class T>
69 inline bool operator < (const mpreal& r, const T& t){ return r < mpreal(t); }
70 template <class T>
71 inline bool operator > (const mpreal& r, const T& t){ return r > mpreal(t); }
72
73 template <class T>
74 inline bool operator == (const T& t, const mpreal& r){ return mpreal(t) == r; }
75 template <class T>
76 inline bool operator != (const T& t, const mpreal& r){ return mpreal(t) != r; }
77 template <class T>
78 inline bool operator <= (const T& t, const mpreal& r){ return mpreal(t) <= r; }
79 template <class T>
80 inline bool operator >= (const T& t, const mpreal& r){ return mpreal(t) >= r; }
81 template <class T>
82 inline bool operator < (const T& t, const mpreal& r){ return mpreal(t) < r; }
83 template <class T>
84 inline bool operator > (const T& t, const mpreal& r){ return mpreal(t) > r; }
85
86 /*
87 inline mpfr::mpreal fabs(const mpfr::mpreal& v)
88 {
89 return abs(v);
90 }
91 inline mpfr::mpreal pow(const mpfr::mpreal& b, const mpfr::mpreal e)
92 {
93 mpfr::mpreal result;
94 mpfr_pow(result.__get_mp(), b.__get_mp(), e.__get_mp(), GMP_RNDN);
95 return result;
96 }
97 */
98 inline mpfr::mpreal ldexp(const mpfr::mpreal& v, int e)
99 {
100 return mpfr::ldexp(v, static_cast<mp_exp_t>(e));
101 }
102
103 inline mpfr::mpreal frexp(const mpfr::mpreal& v, int* expon)
104 {
105 mp_exp_t e;
106 mpfr::mpreal r = mpfr::frexp(v, &e);
107 *expon = e;
108 return r;
109 }
110
111 #if (MPFR_VERSION < MPFR_VERSION_NUM(2,4,0))
112 mpfr::mpreal fmod(const mpfr::mpreal& v1, const mpfr::mpreal& v2)
113 {
114 mpfr::mpreal n;
115 if(v1 < 0)
116 n = ceil(v1 / v2);
117 else
118 n = floor(v1 / v2);
119 return v1 - n * v2;
120 }
121 #endif
122
123 template <class Policy>
124 inline mpfr::mpreal modf(const mpfr::mpreal& v, long long* ipart, const Policy& pol)
125 {
126 *ipart = lltrunc(v, pol);
127 return v - boost::math::tools::real_cast<mpfr::mpreal>(*ipart);
128 }
129 template <class Policy>
130 inline int iround(mpfr::mpreal const& x, const Policy& pol)
131 {
132 return boost::math::tools::real_cast<int>(boost::math::round(x, pol));
133 }
134
135 template <class Policy>
136 inline long lround(mpfr::mpreal const& x, const Policy& pol)
137 {
138 return boost::math::tools::real_cast<long>(boost::math::round(x, pol));
139 }
140
141 template <class Policy>
142 inline long long llround(mpfr::mpreal const& x, const Policy& pol)
143 {
144 return boost::math::tools::real_cast<long long>(boost::math::round(x, pol));
145 }
146
147 template <class Policy>
148 inline int itrunc(mpfr::mpreal const& x, const Policy& pol)
149 {
150 return boost::math::tools::real_cast<int>(boost::math::trunc(x, pol));
151 }
152
153 template <class Policy>
154 inline long ltrunc(mpfr::mpreal const& x, const Policy& pol)
155 {
156 return boost::math::tools::real_cast<long>(boost::math::trunc(x, pol));
157 }
158
159 template <class Policy>
160 inline long long lltrunc(mpfr::mpreal const& x, const Policy& pol)
161 {
162 return boost::math::tools::real_cast<long long>(boost::math::trunc(x, pol));
163 }
164
165 }
166
167 namespace boost{ namespace math{
168
169 #if defined(__GNUC__) && (__GNUC__ < 4)
170 using ::iround;
171 using ::lround;
172 using ::llround;
173 using ::itrunc;
174 using ::ltrunc;
175 using ::lltrunc;
176 using ::modf;
177 #endif
178
179 namespace lanczos{
180
181 struct mpreal_lanczos
182 {
183 static mpfr::mpreal lanczos_sum(const mpfr::mpreal& z)
184 {
185 unsigned long p = z.get_default_prec();
186 if(p <= 72)
187 return lanczos13UDT::lanczos_sum(z);
188 else if(p <= 120)
189 return lanczos22UDT::lanczos_sum(z);
190 else if(p <= 170)
191 return lanczos31UDT::lanczos_sum(z);
192 else //if(p <= 370) approx 100 digit precision:
193 return lanczos61UDT::lanczos_sum(z);
194 }
195 static mpfr::mpreal lanczos_sum_expG_scaled(const mpfr::mpreal& z)
196 {
197 unsigned long p = z.get_default_prec();
198 if(p <= 72)
199 return lanczos13UDT::lanczos_sum_expG_scaled(z);
200 else if(p <= 120)
201 return lanczos22UDT::lanczos_sum_expG_scaled(z);
202 else if(p <= 170)
203 return lanczos31UDT::lanczos_sum_expG_scaled(z);
204 else //if(p <= 370) approx 100 digit precision:
205 return lanczos61UDT::lanczos_sum_expG_scaled(z);
206 }
207 static mpfr::mpreal lanczos_sum_near_1(const mpfr::mpreal& z)
208 {
209 unsigned long p = z.get_default_prec();
210 if(p <= 72)
211 return lanczos13UDT::lanczos_sum_near_1(z);
212 else if(p <= 120)
213 return lanczos22UDT::lanczos_sum_near_1(z);
214 else if(p <= 170)
215 return lanczos31UDT::lanczos_sum_near_1(z);
216 else //if(p <= 370) approx 100 digit precision:
217 return lanczos61UDT::lanczos_sum_near_1(z);
218 }
219 static mpfr::mpreal lanczos_sum_near_2(const mpfr::mpreal& z)
220 {
221 unsigned long p = z.get_default_prec();
222 if(p <= 72)
223 return lanczos13UDT::lanczos_sum_near_2(z);
224 else if(p <= 120)
225 return lanczos22UDT::lanczos_sum_near_2(z);
226 else if(p <= 170)
227 return lanczos31UDT::lanczos_sum_near_2(z);
228 else //if(p <= 370) approx 100 digit precision:
229 return lanczos61UDT::lanczos_sum_near_2(z);
230 }
231 static mpfr::mpreal g()
232 {
233 unsigned long p = mpfr::mpreal::get_default_prec();
234 if(p <= 72)
235 return lanczos13UDT::g();
236 else if(p <= 120)
237 return lanczos22UDT::g();
238 else if(p <= 170)
239 return lanczos31UDT::g();
240 else //if(p <= 370) approx 100 digit precision:
241 return lanczos61UDT::g();
242 }
243 };
244
245 template<class Policy>
246 struct lanczos<mpfr::mpreal, Policy>
247 {
248 typedef mpreal_lanczos type;
249 };
250
251 } // namespace lanczos
252
253 namespace tools
254 {
255
256 template<>
257 inline int digits<mpfr::mpreal>(BOOST_MATH_EXPLICIT_TEMPLATE_TYPE_SPEC(mpfr::mpreal))
258 {
259 return mpfr::mpreal::get_default_prec();
260 }
261
262 namespace detail{
263
264 template<class I>
265 void convert_to_long_result(mpfr::mpreal const& r, I& result)
266 {
267 result = 0;
268 I last_result(0);
269 mpfr::mpreal t(r);
270 double term;
271 do
272 {
273 term = real_cast<double>(t);
274 last_result = result;
275 result += static_cast<I>(term);
276 t -= term;
277 }while(result != last_result);
278 }
279
280 }
281
282 template <>
283 inline mpfr::mpreal real_cast<mpfr::mpreal, long long>(long long t)
284 {
285 mpfr::mpreal result;
286 int expon = 0;
287 int sign = 1;
288 if(t < 0)
289 {
290 sign = -1;
291 t = -t;
292 }
293 while(t)
294 {
295 result += ldexp((double)(t & 0xffffL), expon);
296 expon += 32;
297 t >>= 32;
298 }
299 return result * sign;
300 }
301 /*
302 template <>
303 inline unsigned real_cast<unsigned, mpfr::mpreal>(mpfr::mpreal t)
304 {
305 return t.get_ui();
306 }
307 template <>
308 inline int real_cast<int, mpfr::mpreal>(mpfr::mpreal t)
309 {
310 return t.get_si();
311 }
312 template <>
313 inline double real_cast<double, mpfr::mpreal>(mpfr::mpreal t)
314 {
315 return t.get_d();
316 }
317 template <>
318 inline float real_cast<float, mpfr::mpreal>(mpfr::mpreal t)
319 {
320 return static_cast<float>(t.get_d());
321 }
322 template <>
323 inline long real_cast<long, mpfr::mpreal>(mpfr::mpreal t)
324 {
325 long result;
326 detail::convert_to_long_result(t, result);
327 return result;
328 }
329 */
330 template <>
331 inline long long real_cast<long long, mpfr::mpreal>(mpfr::mpreal t)
332 {
333 long long result;
334 detail::convert_to_long_result(t, result);
335 return result;
336 }
337
338 template <>
339 inline mpfr::mpreal max_value<mpfr::mpreal>(BOOST_MATH_EXPLICIT_TEMPLATE_TYPE_SPEC(mpfr::mpreal))
340 {
341 static bool has_init = false;
342 static mpfr::mpreal val(0.5);
343 if(!has_init)
344 {
345 val = ldexp(val, mpfr_get_emax());
346 has_init = true;
347 }
348 return val;
349 }
350
351 template <>
352 inline mpfr::mpreal min_value<mpfr::mpreal>(BOOST_MATH_EXPLICIT_TEMPLATE_TYPE_SPEC(mpfr::mpreal))
353 {
354 static bool has_init = false;
355 static mpfr::mpreal val(0.5);
356 if(!has_init)
357 {
358 val = ldexp(val, mpfr_get_emin());
359 has_init = true;
360 }
361 return val;
362 }
363
364 template <>
365 inline mpfr::mpreal log_max_value<mpfr::mpreal>(BOOST_MATH_EXPLICIT_TEMPLATE_TYPE_SPEC(mpfr::mpreal))
366 {
367 static bool has_init = false;
368 static mpfr::mpreal val = max_value<mpfr::mpreal>();
369 if(!has_init)
370 {
371 val = log(val);
372 has_init = true;
373 }
374 return val;
375 }
376
377 template <>
378 inline mpfr::mpreal log_min_value<mpfr::mpreal>(BOOST_MATH_EXPLICIT_TEMPLATE_TYPE_SPEC(mpfr::mpreal))
379 {
380 static bool has_init = false;
381 static mpfr::mpreal val = max_value<mpfr::mpreal>();
382 if(!has_init)
383 {
384 val = log(val);
385 has_init = true;
386 }
387 return val;
388 }
389
390 template <>
391 inline mpfr::mpreal epsilon<mpfr::mpreal>(BOOST_MATH_EXPLICIT_TEMPLATE_TYPE_SPEC(mpfr::mpreal))
392 {
393 return ldexp(mpfr::mpreal(1), 1-boost::math::policies::digits<mpfr::mpreal, boost::math::policies::policy<> >());
394 }
395
396 } // namespace tools
397
398 template <class Policy>
399 inline mpfr::mpreal skewness(const extreme_value_distribution<mpfr::mpreal, Policy>& /*dist*/)
400 {
401 //
402 // This is 12 * sqrt(6) * zeta(3) / pi^3:
403 // See http://mathworld.wolfram.com/ExtremeValueDistribution.html
404 //
405 return boost::lexical_cast<mpfr::mpreal>("1.1395470994046486574927930193898461120875997958366");
406 }
407
408 template <class Policy>
409 inline mpfr::mpreal skewness(const rayleigh_distribution<mpfr::mpreal, Policy>& /*dist*/)
410 {
411 // using namespace boost::math::constants;
412 return boost::lexical_cast<mpfr::mpreal>("0.63111065781893713819189935154422777984404221106391");
413 // Computed using NTL at 150 bit, about 50 decimal digits.
414 // return 2 * root_pi<RealType>() * pi_minus_three<RealType>() / pow23_four_minus_pi<RealType>();
415 }
416
417 template <class Policy>
418 inline mpfr::mpreal kurtosis(const rayleigh_distribution<mpfr::mpreal, Policy>& /*dist*/)
419 {
420 // using namespace boost::math::constants;
421 return boost::lexical_cast<mpfr::mpreal>("3.2450893006876380628486604106197544154170667057995");
422 // Computed using NTL at 150 bit, about 50 decimal digits.
423 // return 3 - (6 * pi<RealType>() * pi<RealType>() - 24 * pi<RealType>() + 16) /
424 // (four_minus_pi<RealType>() * four_minus_pi<RealType>());
425 }
426
427 template <class Policy>
428 inline mpfr::mpreal kurtosis_excess(const rayleigh_distribution<mpfr::mpreal, Policy>& /*dist*/)
429 {
430 //using namespace boost::math::constants;
431 // Computed using NTL at 150 bit, about 50 decimal digits.
432 return boost::lexical_cast<mpfr::mpreal>("0.2450893006876380628486604106197544154170667057995");
433 // return -(6 * pi<RealType>() * pi<RealType>() - 24 * pi<RealType>() + 16) /
434 // (four_minus_pi<RealType>() * four_minus_pi<RealType>());
435 } // kurtosis
436
437 namespace detail{
438
439 //
440 // Version of Digamma accurate to ~100 decimal digits.
441 //
442 template <class Policy>
443 mpfr::mpreal digamma_imp(mpfr::mpreal x, const mpl::int_<0>* , const Policy& pol)
444 {
445 //
446 // This handles reflection of negative arguments, and all our
447 // empfr_classor handling, then forwards to the T-specific approximation.
448 //
449 BOOST_MATH_STD_USING // ADL of std functions.
450
451 mpfr::mpreal result = 0;
452 //
453 // Check for negative arguments and use reflection:
454 //
455 if(x < 0)
456 {
457 // Reflect:
458 x = 1 - x;
459 // Argument reduction for tan:
460 mpfr::mpreal remainder = x - floor(x);
461 // Shift to negative if > 0.5:
462 if(remainder > 0.5)
463 {
464 remainder -= 1;
465 }
466 //
467 // check for evaluation at a negative pole:
468 //
469 if(remainder == 0)
470 {
471 return policies::raise_pole_error<mpfr::mpreal>("boost::math::digamma<%1%>(%1%)", 0, (1-x), pol);
472 }
473 result = constants::pi<mpfr::mpreal>() / tan(constants::pi<mpfr::mpreal>() * remainder);
474 }
475 result += big_digamma(x);
476 return result;
477 }
478 //
479 // Specialisations of this function provides the initial
480 // starting guess for Halley iteration:
481 //
482 template <class Policy>
483 mpfr::mpreal erf_inv_imp(const mpfr::mpreal& p, const mpfr::mpreal& q, const Policy&, const boost::mpl::int_<64>*)
484 {
485 BOOST_MATH_STD_USING // for ADL of std names.
486
487 mpfr::mpreal result = 0;
488
489 if(p <= 0.5)
490 {
491 //
492 // Evaluate inverse erf using the rational approximation:
493 //
494 // x = p(p+10)(Y+R(p))
495 //
496 // Where Y is a constant, and R(p) is optimised for a low
497 // absolute empfr_classor compared to |Y|.
498 //
499 // double: Max empfr_classor found: 2.001849e-18
500 // long double: Max empfr_classor found: 1.017064e-20
501 // Maximum Deviation Found (actual empfr_classor term at infinite precision) 8.030e-21
502 //
503 static const float Y = 0.0891314744949340820313f;
504 static const mpfr::mpreal P[] = {
505 -0.000508781949658280665617,
506 -0.00836874819741736770379,
507 0.0334806625409744615033,
508 -0.0126926147662974029034,
509 -0.0365637971411762664006,
510 0.0219878681111168899165,
511 0.00822687874676915743155,
512 -0.00538772965071242932965
513 };
514 static const mpfr::mpreal Q[] = {
515 1,
516 -0.970005043303290640362,
517 -1.56574558234175846809,
518 1.56221558398423026363,
519 0.662328840472002992063,
520 -0.71228902341542847553,
521 -0.0527396382340099713954,
522 0.0795283687341571680018,
523 -0.00233393759374190016776,
524 0.000886216390456424707504
525 };
526 mpfr::mpreal g = p * (p + 10);
527 mpfr::mpreal r = tools::evaluate_polynomial(P, p) / tools::evaluate_polynomial(Q, p);
528 result = g * Y + g * r;
529 }
530 else if(q >= 0.25)
531 {
532 //
533 // Rational approximation for 0.5 > q >= 0.25
534 //
535 // x = sqrt(-2*log(q)) / (Y + R(q))
536 //
537 // Where Y is a constant, and R(q) is optimised for a low
538 // absolute empfr_classor compared to Y.
539 //
540 // double : Max empfr_classor found: 7.403372e-17
541 // long double : Max empfr_classor found: 6.084616e-20
542 // Maximum Deviation Found (empfr_classor term) 4.811e-20
543 //
544 static const float Y = 2.249481201171875f;
545 static const mpfr::mpreal P[] = {
546 -0.202433508355938759655,
547 0.105264680699391713268,
548 8.37050328343119927838,
549 17.6447298408374015486,
550 -18.8510648058714251895,
551 -44.6382324441786960818,
552 17.445385985570866523,
553 21.1294655448340526258,
554 -3.67192254707729348546
555 };
556 static const mpfr::mpreal Q[] = {
557 1,
558 6.24264124854247537712,
559 3.9713437953343869095,
560 -28.6608180499800029974,
561 -20.1432634680485188801,
562 48.5609213108739935468,
563 10.8268667355460159008,
564 -22.6436933413139721736,
565 1.72114765761200282724
566 };
567 mpfr::mpreal g = sqrt(-2 * log(q));
568 mpfr::mpreal xs = q - 0.25;
569 mpfr::mpreal r = tools::evaluate_polynomial(P, xs) / tools::evaluate_polynomial(Q, xs);
570 result = g / (Y + r);
571 }
572 else
573 {
574 //
575 // For q < 0.25 we have a series of rational approximations all
576 // of the general form:
577 //
578 // let: x = sqrt(-log(q))
579 //
580 // Then the result is given by:
581 //
582 // x(Y+R(x-B))
583 //
584 // where Y is a constant, B is the lowest value of x for which
585 // the approximation is valid, and R(x-B) is optimised for a low
586 // absolute empfr_classor compared to Y.
587 //
588 // Note that almost all code will really go through the first
589 // or maybe second approximation. After than we're dealing with very
590 // small input values indeed: 80 and 128 bit long double's go all the
591 // way down to ~ 1e-5000 so the "tail" is rather long...
592 //
593 mpfr::mpreal x = sqrt(-log(q));
594 if(x < 3)
595 {
596 // Max empfr_classor found: 1.089051e-20
597 static const float Y = 0.807220458984375f;
598 static const mpfr::mpreal P[] = {
599 -0.131102781679951906451,
600 -0.163794047193317060787,
601 0.117030156341995252019,
602 0.387079738972604337464,
603 0.337785538912035898924,
604 0.142869534408157156766,
605 0.0290157910005329060432,
606 0.00214558995388805277169,
607 -0.679465575181126350155e-6,
608 0.285225331782217055858e-7,
609 -0.681149956853776992068e-9
610 };
611 static const mpfr::mpreal Q[] = {
612 1,
613 3.46625407242567245975,
614 5.38168345707006855425,
615 4.77846592945843778382,
616 2.59301921623620271374,
617 0.848854343457902036425,
618 0.152264338295331783612,
619 0.01105924229346489121
620 };
621 mpfr::mpreal xs = x - 1.125;
622 mpfr::mpreal R = tools::evaluate_polynomial(P, xs) / tools::evaluate_polynomial(Q, xs);
623 result = Y * x + R * x;
624 }
625 else if(x < 6)
626 {
627 // Max empfr_classor found: 8.389174e-21
628 static const float Y = 0.93995571136474609375f;
629 static const mpfr::mpreal P[] = {
630 -0.0350353787183177984712,
631 -0.00222426529213447927281,
632 0.0185573306514231072324,
633 0.00950804701325919603619,
634 0.00187123492819559223345,
635 0.000157544617424960554631,
636 0.460469890584317994083e-5,
637 -0.230404776911882601748e-9,
638 0.266339227425782031962e-11
639 };
640 static const mpfr::mpreal Q[] = {
641 1,
642 1.3653349817554063097,
643 0.762059164553623404043,
644 0.220091105764131249824,
645 0.0341589143670947727934,
646 0.00263861676657015992959,
647 0.764675292302794483503e-4
648 };
649 mpfr::mpreal xs = x - 3;
650 mpfr::mpreal R = tools::evaluate_polynomial(P, xs) / tools::evaluate_polynomial(Q, xs);
651 result = Y * x + R * x;
652 }
653 else if(x < 18)
654 {
655 // Max empfr_classor found: 1.481312e-19
656 static const float Y = 0.98362827301025390625f;
657 static const mpfr::mpreal P[] = {
658 -0.0167431005076633737133,
659 -0.00112951438745580278863,
660 0.00105628862152492910091,
661 0.000209386317487588078668,
662 0.149624783758342370182e-4,
663 0.449696789927706453732e-6,
664 0.462596163522878599135e-8,
665 -0.281128735628831791805e-13,
666 0.99055709973310326855e-16
667 };
668 static const mpfr::mpreal Q[] = {
669 1,
670 0.591429344886417493481,
671 0.138151865749083321638,
672 0.0160746087093676504695,
673 0.000964011807005165528527,
674 0.275335474764726041141e-4,
675 0.282243172016108031869e-6
676 };
677 mpfr::mpreal xs = x - 6;
678 mpfr::mpreal R = tools::evaluate_polynomial(P, xs) / tools::evaluate_polynomial(Q, xs);
679 result = Y * x + R * x;
680 }
681 else if(x < 44)
682 {
683 // Max empfr_classor found: 5.697761e-20
684 static const float Y = 0.99714565277099609375f;
685 static const mpfr::mpreal P[] = {
686 -0.0024978212791898131227,
687 -0.779190719229053954292e-5,
688 0.254723037413027451751e-4,
689 0.162397777342510920873e-5,
690 0.396341011304801168516e-7,
691 0.411632831190944208473e-9,
692 0.145596286718675035587e-11,
693 -0.116765012397184275695e-17
694 };
695 static const mpfr::mpreal Q[] = {
696 1,
697 0.207123112214422517181,
698 0.0169410838120975906478,
699 0.000690538265622684595676,
700 0.145007359818232637924e-4,
701 0.144437756628144157666e-6,
702 0.509761276599778486139e-9
703 };
704 mpfr::mpreal xs = x - 18;
705 mpfr::mpreal R = tools::evaluate_polynomial(P, xs) / tools::evaluate_polynomial(Q, xs);
706 result = Y * x + R * x;
707 }
708 else
709 {
710 // Max empfr_classor found: 1.279746e-20
711 static const float Y = 0.99941349029541015625f;
712 static const mpfr::mpreal P[] = {
713 -0.000539042911019078575891,
714 -0.28398759004727721098e-6,
715 0.899465114892291446442e-6,
716 0.229345859265920864296e-7,
717 0.225561444863500149219e-9,
718 0.947846627503022684216e-12,
719 0.135880130108924861008e-14,
720 -0.348890393399948882918e-21
721 };
722 static const mpfr::mpreal Q[] = {
723 1,
724 0.0845746234001899436914,
725 0.00282092984726264681981,
726 0.468292921940894236786e-4,
727 0.399968812193862100054e-6,
728 0.161809290887904476097e-8,
729 0.231558608310259605225e-11
730 };
731 mpfr::mpreal xs = x - 44;
732 mpfr::mpreal R = tools::evaluate_polynomial(P, xs) / tools::evaluate_polynomial(Q, xs);
733 result = Y * x + R * x;
734 }
735 }
736 return result;
737 }
738
739 inline mpfr::mpreal bessel_i0(mpfr::mpreal x)
740 {
741 static const mpfr::mpreal P1[] = {
742 boost::lexical_cast<mpfr::mpreal>("-2.2335582639474375249e+15"),
743 boost::lexical_cast<mpfr::mpreal>("-5.5050369673018427753e+14"),
744 boost::lexical_cast<mpfr::mpreal>("-3.2940087627407749166e+13"),
745 boost::lexical_cast<mpfr::mpreal>("-8.4925101247114157499e+11"),
746 boost::lexical_cast<mpfr::mpreal>("-1.1912746104985237192e+10"),
747 boost::lexical_cast<mpfr::mpreal>("-1.0313066708737980747e+08"),
748 boost::lexical_cast<mpfr::mpreal>("-5.9545626019847898221e+05"),
749 boost::lexical_cast<mpfr::mpreal>("-2.4125195876041896775e+03"),
750 boost::lexical_cast<mpfr::mpreal>("-7.0935347449210549190e+00"),
751 boost::lexical_cast<mpfr::mpreal>("-1.5453977791786851041e-02"),
752 boost::lexical_cast<mpfr::mpreal>("-2.5172644670688975051e-05"),
753 boost::lexical_cast<mpfr::mpreal>("-3.0517226450451067446e-08"),
754 boost::lexical_cast<mpfr::mpreal>("-2.6843448573468483278e-11"),
755 boost::lexical_cast<mpfr::mpreal>("-1.5982226675653184646e-14"),
756 boost::lexical_cast<mpfr::mpreal>("-5.2487866627945699800e-18"),
757 };
758 static const mpfr::mpreal Q1[] = {
759 boost::lexical_cast<mpfr::mpreal>("-2.2335582639474375245e+15"),
760 boost::lexical_cast<mpfr::mpreal>("7.8858692566751002988e+12"),
761 boost::lexical_cast<mpfr::mpreal>("-1.2207067397808979846e+10"),
762 boost::lexical_cast<mpfr::mpreal>("1.0377081058062166144e+07"),
763 boost::lexical_cast<mpfr::mpreal>("-4.8527560179962773045e+03"),
764 boost::lexical_cast<mpfr::mpreal>("1.0"),
765 };
766 static const mpfr::mpreal P2[] = {
767 boost::lexical_cast<mpfr::mpreal>("-2.2210262233306573296e-04"),
768 boost::lexical_cast<mpfr::mpreal>("1.3067392038106924055e-02"),
769 boost::lexical_cast<mpfr::mpreal>("-4.4700805721174453923e-01"),
770 boost::lexical_cast<mpfr::mpreal>("5.5674518371240761397e+00"),
771 boost::lexical_cast<mpfr::mpreal>("-2.3517945679239481621e+01"),
772 boost::lexical_cast<mpfr::mpreal>("3.1611322818701131207e+01"),
773 boost::lexical_cast<mpfr::mpreal>("-9.6090021968656180000e+00"),
774 };
775 static const mpfr::mpreal Q2[] = {
776 boost::lexical_cast<mpfr::mpreal>("-5.5194330231005480228e-04"),
777 boost::lexical_cast<mpfr::mpreal>("3.2547697594819615062e-02"),
778 boost::lexical_cast<mpfr::mpreal>("-1.1151759188741312645e+00"),
779 boost::lexical_cast<mpfr::mpreal>("1.3982595353892851542e+01"),
780 boost::lexical_cast<mpfr::mpreal>("-6.0228002066743340583e+01"),
781 boost::lexical_cast<mpfr::mpreal>("8.5539563258012929600e+01"),
782 boost::lexical_cast<mpfr::mpreal>("-3.1446690275135491500e+01"),
783 boost::lexical_cast<mpfr::mpreal>("1.0"),
784 };
785 mpfr::mpreal value, factor, r;
786
787 BOOST_MATH_STD_USING
788 using namespace boost::math::tools;
789
790 if (x < 0)
791 {
792 x = -x; // even function
793 }
794 if (x == 0)
795 {
796 return static_cast<mpfr::mpreal>(1);
797 }
798 if (x <= 15) // x in (0, 15]
799 {
800 mpfr::mpreal y = x * x;
801 value = evaluate_polynomial(P1, y) / evaluate_polynomial(Q1, y);
802 }
803 else // x in (15, \infty)
804 {
805 mpfr::mpreal y = 1 / x - mpfr::mpreal(1) / 15;
806 r = evaluate_polynomial(P2, y) / evaluate_polynomial(Q2, y);
807 factor = exp(x) / sqrt(x);
808 value = factor * r;
809 }
810
811 return value;
812 }
813
814 inline mpfr::mpreal bessel_i1(mpfr::mpreal x)
815 {
816 static const mpfr::mpreal P1[] = {
817 static_cast<mpfr::mpreal>("-1.4577180278143463643e+15"),
818 static_cast<mpfr::mpreal>("-1.7732037840791591320e+14"),
819 static_cast<mpfr::mpreal>("-6.9876779648010090070e+12"),
820 static_cast<mpfr::mpreal>("-1.3357437682275493024e+11"),
821 static_cast<mpfr::mpreal>("-1.4828267606612366099e+09"),
822 static_cast<mpfr::mpreal>("-1.0588550724769347106e+07"),
823 static_cast<mpfr::mpreal>("-5.1894091982308017540e+04"),
824 static_cast<mpfr::mpreal>("-1.8225946631657315931e+02"),
825 static_cast<mpfr::mpreal>("-4.7207090827310162436e-01"),
826 static_cast<mpfr::mpreal>("-9.1746443287817501309e-04"),
827 static_cast<mpfr::mpreal>("-1.3466829827635152875e-06"),
828 static_cast<mpfr::mpreal>("-1.4831904935994647675e-09"),
829 static_cast<mpfr::mpreal>("-1.1928788903603238754e-12"),
830 static_cast<mpfr::mpreal>("-6.5245515583151902910e-16"),
831 static_cast<mpfr::mpreal>("-1.9705291802535139930e-19"),
832 };
833 static const mpfr::mpreal Q1[] = {
834 static_cast<mpfr::mpreal>("-2.9154360556286927285e+15"),
835 static_cast<mpfr::mpreal>("9.7887501377547640438e+12"),
836 static_cast<mpfr::mpreal>("-1.4386907088588283434e+10"),
837 static_cast<mpfr::mpreal>("1.1594225856856884006e+07"),
838 static_cast<mpfr::mpreal>("-5.1326864679904189920e+03"),
839 static_cast<mpfr::mpreal>("1.0"),
840 };
841 static const mpfr::mpreal P2[] = {
842 static_cast<mpfr::mpreal>("1.4582087408985668208e-05"),
843 static_cast<mpfr::mpreal>("-8.9359825138577646443e-04"),
844 static_cast<mpfr::mpreal>("2.9204895411257790122e-02"),
845 static_cast<mpfr::mpreal>("-3.4198728018058047439e-01"),
846 static_cast<mpfr::mpreal>("1.3960118277609544334e+00"),
847 static_cast<mpfr::mpreal>("-1.9746376087200685843e+00"),
848 static_cast<mpfr::mpreal>("8.5591872901933459000e-01"),
849 static_cast<mpfr::mpreal>("-6.0437159056137599999e-02"),
850 };
851 static const mpfr::mpreal Q2[] = {
852 static_cast<mpfr::mpreal>("3.7510433111922824643e-05"),
853 static_cast<mpfr::mpreal>("-2.2835624489492512649e-03"),
854 static_cast<mpfr::mpreal>("7.4212010813186530069e-02"),
855 static_cast<mpfr::mpreal>("-8.5017476463217924408e-01"),
856 static_cast<mpfr::mpreal>("3.2593714889036996297e+00"),
857 static_cast<mpfr::mpreal>("-3.8806586721556593450e+00"),
858 static_cast<mpfr::mpreal>("1.0"),
859 };
860 mpfr::mpreal value, factor, r, w;
861
862 BOOST_MATH_STD_USING
863 using namespace boost::math::tools;
864
865 w = abs(x);
866 if (x == 0)
867 {
868 return static_cast<mpfr::mpreal>(0);
869 }
870 if (w <= 15) // w in (0, 15]
871 {
872 mpfr::mpreal y = x * x;
873 r = evaluate_polynomial(P1, y) / evaluate_polynomial(Q1, y);
874 factor = w;
875 value = factor * r;
876 }
877 else // w in (15, \infty)
878 {
879 mpfr::mpreal y = 1 / w - mpfr::mpreal(1) / 15;
880 r = evaluate_polynomial(P2, y) / evaluate_polynomial(Q2, y);
881 factor = exp(w) / sqrt(w);
882 value = factor * r;
883 }
884
885 if (x < 0)
886 {
887 value *= -value; // odd function
888 }
889 return value;
890 }
891
892 } // namespace detail
893 } // namespace math
894
895 }
896
897 #endif // BOOST_MATH_MPLFR_BINDINGS_HPP
898