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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 /*
17 Implementation of an algorithm for the Lambert W0 and W-1 real-only functions.
18
19 This code is based in part on the algorithm by
20 Toshio Fukushima,
21 "Precise and fast computation of Lambert W-functions without transcendental function evaluations",
22 J.Comp.Appl.Math. 244 (2013) 77-89,
23 and on a C/C++ version by Darko Veberic, darko.veberic@ijs.si
24 based on the Fukushima algorithm and Toshio Fukushima's FORTRAN version of his algorithm.
25
26 First derivative of Lambert_w is derived from
27 Princeton Companion to Applied Mathematics, 'The Lambert-W function', Section 1.3: Series and Generating Functions.
28
29 */
30
31 /*
32 TODO revise this list of macros.
33 Some macros that will show some (or much) diagnostic values if #defined.
34 //[boost_math_instrument_lambert_w_macros
35
36 // #define-able macros
37 BOOST_MATH_INSTRUMENT_LAMBERT_W_HALLEY // Halley refinement diagnostics.
38 BOOST_MATH_INSTRUMENT_LAMBERT_W_PRECISION // Precision.
39 BOOST_MATH_INSTRUMENT_LAMBERT_WM1 // W1 branch diagnostics.
40 BOOST_MATH_INSTRUMENT_LAMBERT_WM1_HALLEY // Halley refinement diagnostics only for W-1 branch.
41 BOOST_MATH_INSTRUMENT_LAMBERT_WM1_TINY // K > 64, z > -1.0264389699511303e-26
42 BOOST_MATH_INSTRUMENT_LAMBERT_WM1_LOOKUP // Show results from W-1 lookup table.
43 BOOST_MATH_INSTRUMENT_LAMBERT_W_SCHROEDER // Schroeder refinement diagnostics.
44 BOOST_MATH_INSTRUMENT_LAMBERT_W_TERMS // Number of terms used for near-singularity series.
45 BOOST_MATH_INSTRUMENT_LAMBERT_W_SINGULARITY_SERIES // Show evaluation of series near branch singularity.
46 BOOST_MATH_INSTRUMENT_LAMBERT_W_SMALL_Z_SERIES
47 BOOST_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.
61 #include <boost/mpl/int.hpp>
62 #include <boost/type_traits/is_integral.hpp>
63 #include <boost/math/tools/precision.hpp> // boost::math::tools::max_value().
64 #include <boost/math/tools/big_constant.hpp>
65
66 #include <limits>
67 #include <cmath>
68 #include <limits>
69 #include <exception>
70
71 // Needed for testing and diagnostics only.
72 #include <iostream>
73 #include <typeinfo>
74 #include <boost/math/special_functions/next.hpp> // For float_distance.
75
76 typedef double lookup_t; // Type for lookup table (double or float, or even long double?)
77
78 //#include "J:\Cpp\Misc\lambert_w_lookup_table_generator\lambert_w_lookup_table.ipp"
79 // #include "lambert_w_lookup_table.ipp" // Boost.Math version.
80 #include <boost/math/special_functions/detail/lambert_w_lookup_table.ipp>
81
82 #if defined(__GNUC__) && defined(BOOST_MATH_USE_FLOAT128)
83 //
84 // This is the only way we can avoid
85 // warning: non-standard suffix on floating constant [-Wpedantic]
86 // when building with -Wall -pedantic. Neither __extension__
87 // nor #pragma dianostic ignored work :(
88 //
89 #pragma GCC system_header
90 #endif
91
92 namespace boost {
93 namespace math {
94 namespace lambert_w_detail {
95
96 //! \brief Applies a single Halley step to make a better estimate of Lambert W.
97 //! \details Used the simplified formulae obtained from
98 //! 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
99 //! [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)]
100
101 //! \tparam T floating-point (or fixed-point) type.
102 //! \param w_est Lambert W estimate.
103 //! \param z Argument z for Lambert_w function.
104 //! \returns New estimate of Lambert W, hopefully improved.
105 //!
106 template <class T>
107 inline T lambert_w_halley_step(T w_est, const T z)
108 {
109 BOOST_MATH_STD_USING
110 T e = exp(w_est);
111 w_est -= 2 * (w_est + 1) * (e * w_est - z) / (z * (w_est + 2) + e * (w_est * (w_est + 2) + 2));
112 return w_est;
113 } // template <class T> lambert_w_halley_step(T w_est, T z)
114
115 //! \brief Halley iterate to refine Lambert_w estimate,
116 //! taking at least one Halley_step.
117 //! Repeat Halley steps until the *last step* had fewer than half the digits wrong,
118 //! the step we've just taken should have been sufficient to have completed the iteration.
119
120 //! \tparam T floating-point (or fixed-point) type.
121 //! \param z Argument z for Lambert_w function.
122 //! \param w_est Lambert w estimate.
123 template <class T>
124 inline
125 T lambert_w_halley_iterate(T w_est, const T z)
126 {
127 BOOST_MATH_STD_USING
128 static const T max_diff = boost::math::tools::root_epsilon<T>() * fabs(w_est);
129
130 T w_new = lambert_w_halley_step(w_est, z);
131 T diff = fabs(w_est - w_new);
132 while (diff > max_diff)
133 {
134 w_est = w_new;
135 w_new = lambert_w_halley_step(w_est, z);
136 diff = fabs(w_est - w_new);
137 }
138 return w_new;
139 } // template <class T> lambert_w_halley_iterate(T w_est, T z)
140
141 // Two Halley function versions that either
142 // single step (if mpl::false_) or iterate (if mpl::true_).
143 // Selected at compile-time using parameter 3.
144 template <class T>
145 inline
146 T lambert_w_maybe_halley_iterate(T z, T w, mpl::false_ const&)
147 {
148 return lambert_w_halley_step(z, w); // Single step.
149 }
150
151 template <class T>
152 inline
153 T lambert_w_maybe_halley_iterate(T z, T w, mpl::true_ const&)
154 {
155 return lambert_w_halley_iterate(z, w); // Iterate steps.
156 }
157
158 //! maybe_reduce_to_double function,
159 //! Two versions that have a compile-time option to
160 //! reduce argument z to double precision (if mpl::true_).
161 //! Version is selected at compile-time using parameter 2.
162
163 template <class T>
164 inline
165 double maybe_reduce_to_double(const T& z, const mpl::true_&)
166 {
167 return static_cast<double>(z); // Reduce to double precision.
168 }
169
170 template <class T>
171 inline
172 T maybe_reduce_to_double(const T& z, const mpl::false_&)
173 { // Don't reduce to double.
174 return z;
175 }
176
177 template <class T>
178 inline
179 double must_reduce_to_double(const T& z, const mpl::true_&)
180 {
181 return static_cast<double>(z); // Reduce to double precision.
182 }
183
184 template <class T>
185 inline
186 double must_reduce_to_double(const T& z, const mpl::false_&)
187 { // try a lexical_cast and hope for the best:
188 return boost::lexical_cast<double>(z);
189 }
190
191 //! \brief Schroeder method, fifth-order update formula,
192 //! \details See T. Fukushima page 80-81, and
193 //! A. Householder, The Numerical Treatment of a Single Nonlinear Equation,
194 //! McGraw-Hill, New York, 1970, section 4.4.
195 //! Fukushima algorithm switches to @c schroeder_update after pre-computed bisections,
196 //! chosen to ensure that the result will be achieve the +/- 10 epsilon target.
197 //! \param w Lambert w estimate from bisection or series.
198 //! \param y bracketing value from bisection.
199 //! \returns Refined estimate of Lambert w.
200
201 // Schroeder refinement, called unless NOT required by precision policy.
202 template<typename T>
203 inline
204 T schroeder_update(const T w, const T y)
205 {
206 // Compute derivatives using 5th order Schroeder refinement.
207 // Since this is the final step, it will always use the highest precision type T.
208 // Example of Call:
209 // result = schroeder_update(w, y);
210 //where
211 // w is estimate of Lambert W (from bisection or series).
212 // y is z * e^-w.
213
214 BOOST_MATH_STD_USING // Aid argument dependent lookup of abs.
215 #ifdef BOOST_MATH_INSTRUMENT_LAMBERT_W_SCHROEDER
216 std::streamsize saved_precision = std::cout.precision(std::numeric_limits<T>::max_digits10);
217 using boost::math::float_distance;
218 T fd = float_distance<T>(w, y);
219 std::cout << "Schroder ";
220 if (abs(fd) < 214748000.)
221 {
222 std::cout << " Distance = "<< static_cast<int>(fd);
223 }
224 else
225 {
226 std::cout << "Difference w - y = " << (w - y) << ".";
227 }
228 std::cout << std::endl;
229 #endif // BOOST_MATH_INSTRUMENT_LAMBERT_W_SCHROEDER
230 // Fukushima equation 18, page 6.
231 const T f0 = w - y; // f0 = w - y.
232 const T f1 = 1 + y; // f1 = df/dW
233 const T f00 = f0 * f0;
234 const T f11 = f1 * f1;
235 const T f0y = f0 * y;
236 const T result =
237 w - 4 * f0 * (6 * f1 * (f11 + f0y) + f00 * y) /
238 (f11 * (24 * f11 + 36 * f0y) +
239 f00 * (6 * y * y + 8 * f1 * y + f0y)); // Fukushima Page 81, equation 21 from equation 20.
240
241 #ifdef BOOST_MATH_INSTRUMENT_LAMBERT_W_SCHROEDER
242 std::cout << "Schroeder refined " << w << " " << y << ", difference " << w-y << ", change " << w - result << ", to result " << result << std::endl;
243 std::cout.precision(saved_precision); // Restore.
244 #endif // BOOST_MATH_INSTRUMENT_LAMBERT_W_SCHROEDER
245
246 return result;
247 } // template<typename T = double> T schroeder_update(const T w, const T y)
248
249 //! \brief Series expansion used near the singularity/branch point z = -exp(-1) = -3.6787944.
250 //! Wolfram InverseSeries[Series[sqrt[2(p Exp[1 + p] + 1)], {p,-1, 20}]]
251 //! Wolfram command used to obtain 40 series terms at 50 decimal digit precision was
252 //! N[InverseSeries[Series[Sqrt[2(p Exp[1 + p] + 1)], { p,-1,40 }]], 50]
253 //! -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 ...
254 //! Decimal values of specifications for built-in floating-point types below
255 //! are at least 21 digits precision == max_digits10 for long double.
256 //! Longer decimal digits strings are rationals evaluated using Wolfram.
257
258 template<typename T>
259 T lambert_w_singularity_series(const T p)
260 {
261 #ifdef BOOST_MATH_INSTRUMENT_LAMBERT_W_SINGULARITY_SERIES
262 std::size_t saved_precision = std::cout.precision(3);
263 std::cout << "Singularity_series Lambert_w p argument = " << p << std::endl;
264 std::cout
265 //<< "Argument Type = " << typeid(T).name()
266 //<< ", max_digits10 = " << std::numeric_limits<T>::max_digits10
267 //<< ", epsilon = " << std::numeric_limits<T>::epsilon()
268 << std::endl;
269 std::cout.precision(saved_precision);
270 #endif // BOOST_MATH_INSTRUMENT_LAMBERT_W_SINGULARITY_SERIES
271
272 static const T q[] =
273 {
274 -static_cast<T>(1), // j0
275 +T(1), // j1
276 -T(1) / 3, // 1/3 j2
277 +T(11) / 72, // 0.152777777777777778, // 11/72 j3
278 -T(43) / 540, // 0.0796296296296296296, // 43/540 j4
279 +T(769) / 17280, // 0.0445023148148148148, j5
280 -T(221) / 8505, // 0.0259847148736037625, j6
281 //+T(0.0156356325323339212L), // j7
282 //+T(0.015635632532333921222810111699000587889476778365667L), // j7 from Wolfram N[680863/43545600, 50]
283 +T(680863uLL) / 43545600uLL, // +0.0156356325323339212, j7
284 //-T(0.00961689202429943171L), // j8
285 -T(1963uLL) / 204120uLL, // 0.00961689202429943171, j8
286 //-T(0.0096168920242994317068391142465216539290613364687439L), // j8 from Wolfram N[1963/204120, 50]
287 +T(226287557uLL) / 37623398400uLL, // 0.00601454325295611786, j9
288 -T(5776369uLL) / 1515591000uLL, // 0.00381129803489199923, j10
289 //+T(0.00244087799114398267L), j11 0.0024408779911439826658968585286437530215699919795550
290 +T(169709463197uLL) / 69528040243200uLL, // j11
291 // -T(0.00157693034468678425L), // j12 -0.0015769303446867842539234095399314115973161850314723
292 -T(1118511313uLL) / 709296588000uLL, // j12
293 +T(667874164916771uLL) / 650782456676352000uLL, // j13
294 //+T(0.00102626332050760715L), // j13 0.0010262633205076071544375481533906861056468041465973
295 -T(500525573uLL) / 744761417400uLL, // j14
296 // -T(0.000672061631156136204L), j14
297 //+T(1003663334225097487uLL) / 234281684403486720000uLL, // j15 0.00044247306181462090993020760858473726479232802068800 error C2177: constant too big
298 //+T(0.000442473061814620910L, // j15
299 BOOST_MATH_BIG_CONSTANT(T, 64, +0.000442473061814620910), // j15
300 // -T(0.000292677224729627445L), // j16
301 BOOST_MATH_BIG_CONSTANT(T, 64, -0.000292677224729627445), // j16
302 //+T(0.000194387276054539318L), // j17
303 BOOST_MATH_BIG_CONSTANT(T, 64, 0.000194387276054539318), // j17
304 //-T(0.000129574266852748819L), // j18
305 BOOST_MATH_BIG_CONSTANT(T, 64, -0.000129574266852748819), // j18
306 //+T(0.0000866503580520812717L), // j19 N[+1150497127780071399782389/13277465363600276402995200000, 50] 0.000086650358052081271660451590462390293190597827783288
307 BOOST_MATH_BIG_CONSTANT(T, 64, +0.0000866503580520812717), // j19
308 //-T(0.0000581136075044138168L) // j20 N[2853534237182741069/49102686267859224000000, 50] 0.000058113607504413816772205464778828177256611844221913
309 // -T(2853534237182741069uLL) / 49102686267859224000000uLL // j20 // error C2177: constant too big,
310 // so must use BOOST_MATH_BIG_CONSTANT(T, ) format in hope of using suffix Q for quad or decimal digits string for others.
311 //-T(0.000058113607504413816772205464778828177256611844221913L), // j20 N[2853534237182741069/49102686267859224000000, 50] 0.000058113607504413816772205464778828177256611844221913
312 BOOST_MATH_BIG_CONSTANT(T, 113, -0.000058113607504413816772205464778828177256611844221913) // j20 - last used by Fukushima
313 // More terms don't seem to give any improvement (worse in fact) and are not use for many z values.
314 //BOOST_MATH_BIG_CONSTANT(T, +0.000039076684867439051635395583044527492132109160553593), // j21
315 //BOOST_MATH_BIG_CONSTANT(T, -0.000026338064747231098738584082718649443078703982217219), // j22
316 //BOOST_MATH_BIG_CONSTANT(T, +0.000017790345805079585400736282075184540383274460464169), // j23
317 //BOOST_MATH_BIG_CONSTANT(T, -0.000012040352739559976942274116578992585158113153190354), // j24
318 //BOOST_MATH_BIG_CONSTANT(T, +8.1635319824966121713827512573558687050675701559448E-6), // j25
319 //BOOST_MATH_BIG_CONSTANT(T, -5.5442032085673591366657251660804575198155559225316E-6) // j26
320 // -T(5.5442032085673591366657251660804575198155559225316E-6L) // j26
321 // 21 to 26 Added for long double.
322 }; // static const T q[]
323
324 /*
325 // Temporary copy of original double values for comparison; these are reproduced well.
326 static const T q[] =
327 {
328 -1L, // j0
329 +1L, // j1
330 -0.333333333333333333L, // 1/3 j2
331 +0.152777777777777778L, // 11/72 j3
332 -0.0796296296296296296L, // 43/540
333 +0.0445023148148148148L,
334 -0.0259847148736037625L,
335 +0.0156356325323339212L,
336 -0.00961689202429943171L,
337 +0.00601454325295611786L,
338 -0.00381129803489199923L,
339 +0.00244087799114398267L,
340 -0.00157693034468678425L,
341 +0.00102626332050760715L,
342 -0.000672061631156136204L,
343 +0.000442473061814620910L,
344 -0.000292677224729627445L,
345 +0.000194387276054539318L,
346 -0.000129574266852748819L,
347 +0.0000866503580520812717L,
348 -0.0000581136075044138168L // j20
349 };
350 */
351
352 // Decide how many series terms to use, increasing as z approaches the singularity,
353 // balancing run-time versus computational noise from round-off.
354 // In practice, we truncate the series expansion at a certain order.
355 // If the order is too large, not only does the amount of computation increase,
356 // but also the round-off errors accumulate.
357 // See Fukushima equation 35, page 85 for logic of choice of number of series terms.
358
359 BOOST_MATH_STD_USING // Aid argument dependent lookup (ADL) of abs.
360
361 const T absp = abs(p);
362
363 #ifdef BOOST_MATH_INSTRUMENT_LAMBERT_W_TERMS
364 {
365 int terms = 20; // Default to using all terms.
366 if (absp < 0.001150)
367 { // Very near singularity.
368 terms = 6;
369 }
370 else if (absp < 0.0766)
371 { // Near singularity.
372 terms = 10;
373 }
374 std::streamsize saved_precision = std::cout.precision(3);
375 std::cout << "abs(p) = " << absp << ", terms = " << terms << std::endl;
376 std::cout.precision(saved_precision);
377 }
378 #endif // BOOST_MATH_INSTRUMENT_LAMBERT_W_TERMS
379
380 if (absp < 0.01159)
381 { // Only 6 near-singularity series terms are useful.
382 return
383 -1 +
384 p * (1 +
385 p * (q[2] +
386 p * (q[3] +
387 p * (q[4] +
388 p * (q[5] +
389 p * q[6]
390 )))));
391 }
392 else if (absp < 0.0766) // Use 10 near-singularity series terms.
393 { // Use 10 near-singularity series terms.
394 return
395 -1 +
396 p * (1 +
397 p * (q[2] +
398 p * (q[3] +
399 p * (q[4] +
400 p * (q[5] +
401 p * (q[6] +
402 p * (q[7] +
403 p * (q[8] +
404 p * (q[9] +
405 p * q[10]
406 )))))))));
407 }
408 else
409 { // Use all 20 near-singularity series terms.
410 return
411 -1 +
412 p * (1 +
413 p * (q[2] +
414 p * (q[3] +
415 p * (q[4] +
416 p * (q[5] +
417 p * (q[6] +
418 p * (q[7] +
419 p * (q[8] +
420 p * (q[9] +
421 p * (q[10] +
422 p * (q[11] +
423 p * (q[12] +
424 p * (q[13] +
425 p * (q[14] +
426 p * (q[15] +
427 p * (q[16] +
428 p * (q[17] +
429 p * (q[18] +
430 p * (q[19] +
431 p * q[20] // Last Fukushima term.
432 )))))))))))))))))));
433 // + // more terms for more precise T: long double ...
434 //// but makes almost no difference, so don't use more terms?
435 // p*q[21] +
436 // p*q[22] +
437 // p*q[23] +
438 // p*q[24] +
439 // p*q[25]
440 // )))))))))))))))))));
441 }
442 } // template<typename T = double> T lambert_w_singularity_series(const T p)
443
444
445 /////////////////////////////////////////////////////////////////////////////////////////////
446
447 //! \brief Series expansion used near zero (abs(z) < 0.05).
448 //! \details
449 //! Coefficients of the inverted series expansion of the Lambert W function around z = 0.
450 //! Tosio Fukushima always uses all 17 terms of a Taylor series computed using Wolfram with
451 //! InverseSeries[Series[z Exp[z],{z,0,17}]]
452 //! Tosio Fukushima / Journal of Computational and Applied Mathematics 244 (2013) page 86.
453
454 //! Decimal values of specifications for built-in floating-point types below
455 //! are 21 digits precision == max_digits10 for long double.
456 //! Care! Some coefficients might overflow some fixed_point types.
457
458 //! This version is intended to allow use by user-defined types
459 //! like Boost.Multiprecision quad and cpp_dec_float types.
460 //! The three specializations below for built-in float, double
461 //! (and perhaps long double) will be chosen in preference for these types.
462
463 //! This version uses rationals computed by Wolfram as far as possible,
464 //! limited by maximum size of uLL integers.
465 //! For higher term, uses decimal digit strings computed by Wolfram up to the maximum possible using uLL rationals,
466 //! and then higher coefficients are computed as necessary using function lambert_w0_small_z_series_term
467 //! until the precision required by the policy is achieved.
468 //! InverseSeries[Series[z Exp[z],{z,0,34}]] also computed.
469
470 // Series evaluation for LambertW(z) as z -> 0.
471 // See http://functions.wolfram.com/ElementaryFunctions/ProductLog/06/01/01/0003/
472 // http://functions.wolfram.com/ElementaryFunctions/ProductLog/06/01/01/0003/MainEq1.L.gif
473
474 //! \brief lambert_w0_small_z uses a tag_type to select a variant depending on the size of the type.
475 //! The Lambert W is computed by lambert_w0_small_z for small z.
476 //! The cutoff for z smallness determined by Tosio Fukushima by trial and error is (abs(z) < 0.05),
477 //! but the optimum might be a function of the size of the type of z.
478
479 //! \details
480 //! The tag_type selection is based on the value @c std::numeric_limits<T>::max_digits10.
481 //! This allows distinguishing between long double types that commonly vary between 64 and 80-bits,
482 //! and also compilers that have a float type using 64 bits and/or long double using 128-bits.
483 //! It assumes that max_digits10 is defined correctly or this might fail to make the correct selection.
484 //! causing very small differences in computing lambert_w that would be very difficult to detect and diagnose.
485 //! Cannot switch on @c std::numeric_limits<>::max() because comparison values may overflow the compiler limit.
486 //! Cannot switch on @c std::numeric_limits<long double>::max_exponent10()
487 //! because both 80 and 128 bit floating-point implementations use 11 bits for the exponent.
488 //! So must rely on @c std::numeric_limits<long double>::max_digits10.
489
490 //! Specialization of float zero series expansion used for small z (abs(z) < 0.05).
491 //! Specializations of lambert_w0_small_z for built-in types.
492 //! These specializations should be chosen in preference to T version.
493 //! For example: lambert_w0_small_z(0.001F) should use the float version.
494 //! (Parameter Policy is not used by built-in types when all terms are used during an inline computation,
495 //! but for the tag_type selection to work, they all must include Policy in their signature.
496
497 // Forward declaration of variants of lambert_w0_small_z.
498 template <class T, class Policy>
499 T lambert_w0_small_z(T x, const Policy&, boost::mpl::int_<0> const&); // for float (32-bit) type.
500
501 template <class T, class Policy>
502 T lambert_w0_small_z(T x, const Policy&, boost::mpl::int_<1> const&); // for double (64-bit) type.
503
504 template <class T, class Policy>
505 T lambert_w0_small_z(T x, const Policy&, boost::mpl::int_<2> const&); // for long double (double extended 80-bit) type.
506
507 template <class T, class Policy>
508 T lambert_w0_small_z(T x, const Policy&, boost::mpl::int_<3> const&); // for long double (128-bit) type.
509
510 template <class T, class Policy>
511 T lambert_w0_small_z(T x, const Policy&, boost::mpl::int_<4> const&); // for float128 quadmath Q type.
512
513 template <class T, class Policy>
514 T lambert_w0_small_z(T x, const Policy&, boost::mpl::int_<5> const&); // Generic multiprecision T.
515 // Set tag_type depending on max_digits10.
516 template <class T, class Policy>
517 T lambert_w0_small_z(T x, const Policy& pol)
518 { //std::numeric_limits<T>::max_digits10 == 36 ? 3 : // 128-bit long double.
519 typedef boost::mpl::int_
520 <
521 std::numeric_limits<T>::is_specialized == 0 ? 5 :
522 #ifndef BOOST_NO_CXX11_NUMERIC_LIMITS
523 std::numeric_limits<T>::max_digits10 <= 9 ? 0 : // for float 32-bit.
524 std::numeric_limits<T>::max_digits10 <= 17 ? 1 : // for double 64-bit.
525 std::numeric_limits<T>::max_digits10 <= 22 ? 2 : // for 80-bit double extended.
526 std::numeric_limits<T>::max_digits10 < 37 ? 4 // for both 128-bit long double (3) and 128-bit quad suffix Q type (4).
527 #else
528 std::numeric_limits<T>::radix != 2 ? 5 :
529 std::numeric_limits<T>::digits <= 24 ? 0 : // for float 32-bit.
530 std::numeric_limits<T>::digits <= 53 ? 1 : // for double 64-bit.
531 std::numeric_limits<T>::digits <= 64 ? 2 : // for 80-bit double extended.
532 std::numeric_limits<T>::digits <= 113 ? 4 // for both 128-bit long double (3) and 128-bit quad suffix Q type (4).
533 #endif
534 : 5 // All Generic multiprecision types.
535 > tag_type;
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());
538 } // template <class T> T lambert_w0_small_z(T x)
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
546 template <class T, class Policy>
547 T lambert_w0_small_z(T z, const Policy&, boost::mpl::int_<0> const&)
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;
571 } // template <class T> T lambert_w0_small_z(T x, mpl::int_<0> const&)
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
578 template <class T, class Policy>
579 T lambert_w0_small_z(const T z, const Policy&, boost::mpl::int_<1> const&)
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;
611 } // T lambert_w0_small_z(const T z, boost::mpl::int_<1> const&)
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.)
618 template <class T, class Policy>
619 T lambert_w0_small_z(const T z, const Policy&, boost::mpl::int_<2> const&)
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 =
652 z * (1.L - // z j1
653 z * (1.L - // z^2
654 z * (1.500000000000000000000000000000000L - // z^3
655 z * (2.666666666666666666666666666666666L - // z ^ 4
656 z * (5.208333333333333333333333333333333L - // z ^ 5
657 z * (10.80000000000000000000000000000000L - // z ^ 6
658 z * (23.34305555555555555555555555555555L - // z ^ 7
659 z * (52.01269841269841269841269841269841L - // z ^ 8
660 z * (118.6252232142857142857142857142857L - // z ^ 9
661 z * (275.5731922398589065255731922398589L - // z ^ 10
662 z * (649.7871723434744268077601410934744L - // z ^ 11
663 z * (1551.160519480519480519480519480519L - // z ^ 12
664 z * (3741.449702959238549516327294105071L - //z ^ 13
665 z * (9104.500241158018935796713574491352L - // z ^ 14
666 z * (22324.308512706601434280005708577137L - // z ^ 15
667 z * (55103.621972903835337697771560205422L - // z ^ 16
668 z * (136808.86090394293563342215789305736L - // z ^ 17
669 z * (341422.05066583836331735491399356945L - // z^18
670 z * (855992.9659966075514633630250633224L - // z^19
671 z * (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;
679 } // long double lambert_w0_small_z(const T z, boost::mpl::int_<1> const&)
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
689 template <class T, class Policy>
690 T lambert_w0_small_z(const T z, const Policy&, boost::mpl::int_<3> const&)
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;
722 } // T lambert_w0_small_z(const T z, boost::mpl::int_<3> const&)
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
735 template <class T, class Policy>
736 T lambert_w0_small_z(const T z, const Policy&, boost::mpl::int_<4> const&)
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;
787 } // T lambert_w0_small_z(const T z, boost::mpl::int_<4> const&) float128
788
789 #else
790
791 template <class T, class Policy>
792 inline T lambert_w0_small_z(const T z, const Policy& pol, boost::mpl::int_<4> const&)
793 {
794 return lambert_w0_small_z(z, pol, boost::mpl::int_<5>());
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.
801 template <class T>
802 struct lambert_w0_small_z_series_term
803 {
804 typedef T result_type;
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 }
824 private:
825 int k;
826 T z;
827 T term;
828 }; // template <class T> struct lambert_w0_small_z_series_term
829
830 //! Generic variant for T a User-defined types like Boost.Multiprecision.
831 template <class T, class Policy>
832 inline T lambert_w0_small_z(T z, const Policy& pol, boost::mpl::int_<5> const&)
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);
916 // template <std::size_t N, class T, class V>
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
945 boost::uintmax_t max_iter = policies::get_max_series_iterations<Policy>(); // Max iterations from policy.
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.
953 //sum_series(Functor& func, int bits, boost::uintmax_t& max_terms, const U& init_value)
954 // std::cout << "sum_series(s, get_epsilon<T, Policy>(), max_iter, result); = " << result << std::endl;
955
956 //T epsilon = get_epsilon<T, Policy>();
957 //std::cout << "epilson from policy = " << epsilon << std::endl;
958 // epilson from policy = 1.93e-34 for T == quad
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;
968 } // template <class T, class Policy> inline T lambert_w0_small_z_series(T z, const Policy& pol)
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.
972 template <typename T>
973 inline
974 T lambert_w0_approx(T z)
975 {
976 BOOST_MATH_STD_USING
977 T lz = log(z);
978 T llz = log(lz);
979 T w = lz - llz + (llz / lz); // Corless equation 4.19, page 349, and Chapeau-Blondeau equation 20, page 2162.
980 return w;
981 // std::cout << "w max " << max_w << std::endl; // double 703.227
982 }
983
984 //////////////////////////////////////////////////////////////////////////////////////////
985
986 //! \brief Lambert_w0 implementations for float, double and higher precisions.
987 //! 3rd parameter used to select which version is used.
988
989 //! /details Rational polynomials are provided for several range of argument z.
990 //! For very small values of z, and for z very near the branch singularity at -e^-1 (~= -0.367879),
991 //! two other series functions are used.
992
993 //! float precision polynomials are used for 32-bit (usually float) precision (for speed)
994 //! double precision polynomials are used for 64-bit (usually double) precision.
995 //! For higher precisions, a 64-bit double approximation is computed first,
996 //! and then refined using Halley interations.
997
998 template <class T>
999 inline T get_near_singularity_param(T z)
1000 {
1001 BOOST_MATH_STD_USING
1002 const T p2 = 2 * (boost::math::constants::e<T>() * z + 1);
1003 const T p = sqrt(p2);
1004 return p;
1005 }
1006 inline float get_near_singularity_param(float z)
1007 {
1008 return static_cast<float>(get_near_singularity_param((double)z));
1009 }
1010 inline double get_near_singularity_param(double z)
1011 {
1012 return static_cast<double>(get_near_singularity_param((long double)z));
1013 }
1014
1015 // Forward declarations:
1016
1017 //template <class T, class Policy> T lambert_w0_small_z(T z, const Policy& pol);
1018 //template <class T, class Policy>
1019 //T lambert_w0_imp(T w, const Policy& pol, const mpl::int_<0>&); // 32 bit usually float.
1020 //template <class T, class Policy>
1021 //T lambert_w0_imp(T w, const Policy& pol, const mpl::int_<1>&); // 64 bit usually double.
1022 //template <class T, class Policy>
1023 //T lambert_w0_imp(T w, const Policy& pol, const mpl::int_<2>&); // 80-bit long double.
1024
1025 template <class T>
1026 T lambert_w_positive_rational_float(T z)
1027 {
1028 BOOST_MATH_STD_USING
1029 if (z < 2)
1030 {
1031 if (z < 0.5)
1032 { // 0.05 < z < 0.5
1033 // Maximum Deviation Found: 2.993e-08
1034 // Expected Error Term : 2.993e-08
1035 // Maximum Relative Change in Control Points : 7.555e-04 Y offset : -8.196592331e-01
1036 static const T Y = 8.196592331e-01f;
1037 static const T P[] = {
1038 1.803388345e-01f,
1039 -4.820256838e-01f,
1040 -1.068349741e+00f,
1041 -3.506624319e-02f,
1042 };
1043 static const T Q[] = {
1044 1.000000000e+00f,
1045 2.871703469e+00f,
1046 1.690949264e+00f,
1047 };
1048 return z * (Y + boost::math::tools::evaluate_polynomial(P, z) / boost::math::tools::evaluate_polynomial(Q, z));
1049 }
1050 else
1051 { // 0.5 < z < 2
1052 // Max error in interpolated form: 1.018e-08
1053 static const T Y = 5.503368378e-01f;
1054 static const T P[] = {
1055 4.493332766e-01f,
1056 2.543432707e-01f,
1057 -4.808788799e-01f,
1058 -1.244425316e-01f,
1059 };
1060 static const T Q[] = {
1061 1.000000000e+00f,
1062 2.780661241e+00f,
1063 1.830840318e+00f,
1064 2.407221031e-01f,
1065 };
1066 return z * (Y + boost::math::tools::evaluate_rational(P, Q, z));
1067 }
1068 }
1069 else if (z < 6)
1070 {
1071 // 2 < z < 6
1072 // Max error in interpolated form: 2.944e-08
1073 static const T Y = 1.162393570e+00f;
1074 static const T P[] = {
1075 -1.144183394e+00f,
1076 -4.712732855e-01f,
1077 1.563162512e-01f,
1078 1.434010911e-02f,
1079 };
1080 static const T Q[] = {
1081 1.000000000e+00f,
1082 1.192626340e+00f,
1083 2.295580708e-01f,
1084 5.477869455e-03f,
1085 };
1086 return Y + boost::math::tools::evaluate_rational(P, Q, z);
1087 }
1088 else if (z < 18)
1089 {
1090 // 6 < z < 18
1091 // Max error in interpolated form: 5.893e-08
1092 static const T Y = 1.809371948e+00f;
1093 static const T P[] = {
1094 -1.689291769e+00f,
1095 -3.337812742e-01f,
1096 3.151434873e-02f,
1097 1.134178734e-03f,
1098 };
1099 static const T Q[] = {
1100 1.000000000e+00f,
1101 5.716915685e-01f,
1102 4.489521292e-02f,
1103 4.076716763e-04f,
1104 };
1105 return Y + boost::math::tools::evaluate_rational(P, Q, z);
1106 }
1107 else if (z < 9897.12905874) // 2.8 < log(z) < 9.2
1108 {
1109 // Max error in interpolated form: 1.771e-08
1110 static const T Y = -1.402973175e+00f;
1111 static const T P[] = {
1112 1.966174312e+00f,
1113 2.350864728e-01f,
1114 -5.098074353e-02f,
1115 -1.054818339e-02f,
1116 };
1117 static const T Q[] = {
1118 1.000000000e+00f,
1119 4.388208264e-01f,
1120 8.316639634e-02f,
1121 3.397187918e-03f,
1122 -1.321489743e-05f,
1123 };
1124 T log_w = log(z);
1125 return log_w + Y + boost::math::tools::evaluate_polynomial(P, log_w) / boost::math::tools::evaluate_polynomial(Q, log_w);
1126 }
1127 else if (z < 7.896296e+13) // 9.2 < log(z) <= 32
1128 {
1129 // Max error in interpolated form: 5.821e-08
1130 static const T Y = -2.735729218e+00f;
1131 static const T P[] = {
1132 3.424903470e+00f,
1133 7.525631787e-02f,
1134 -1.427309584e-02f,
1135 -1.435974178e-05f,
1136 };
1137 static const T Q[] = {
1138 1.000000000e+00f,
1139 2.514005579e-01f,
1140 6.118994652e-03f,
1141 -1.357889535e-05f,
1142 7.312865624e-08f,
1143 };
1144 T log_w = log(z);
1145 return log_w + Y + boost::math::tools::evaluate_polynomial(P, log_w) / boost::math::tools::evaluate_polynomial(Q, log_w);
1146 }
1147 else // 32 < log(z) < 100
1148 {
1149 // Max error in interpolated form: 1.491e-08
1150 static const T Y = -4.012863159e+00f;
1151 static const T P[] = {
1152 4.431629226e+00f,
1153 2.756690487e-01f,
1154 -2.992956930e-03f,
1155 -4.912259384e-05f,
1156 };
1157 static const T Q[] = {
1158 1.000000000e+00f,
1159 2.015434591e-01f,
1160 4.949426142e-03f,
1161 1.609659944e-05f,
1162 -5.111523436e-09f,
1163 };
1164 T log_w = log(z);
1165 return log_w + Y + boost::math::tools::evaluate_polynomial(P, log_w) / boost::math::tools::evaluate_polynomial(Q, log_w);
1166 }
1167 }
1168
1169 template <class T, class Policy>
1170 T lambert_w_negative_rational_float(T z, const Policy& pol)
1171 {
1172 BOOST_MATH_STD_USING
1173 if (z > -0.27)
1174 {
1175 if (z < -0.051)
1176 {
1177 // -0.27 < z < -0.051
1178 // Max error in interpolated form: 5.080e-08
1179 static const T Y = 1.255809784e+00f;
1180 static const T P[] = {
1181 -2.558083412e-01f,
1182 -2.306524098e+00f,
1183 -5.630887033e+00f,
1184 -3.803974556e+00f,
1185 };
1186 static const T Q[] = {
1187 1.000000000e+00f,
1188 5.107680783e+00f,
1189 7.914062868e+00f,
1190 3.501498501e+00f,
1191 };
1192 return z * (Y + boost::math::tools::evaluate_rational(P, Q, z));
1193 }
1194 else
1195 {
1196 // Very small z so use a series function.
1197 return lambert_w0_small_z(z, pol);
1198 }
1199 }
1200 else if (z > -0.3578794411714423215955237701)
1201 { // Very close to branch singularity.
1202 // Max error in interpolated form: 5.269e-08
1203 static const T Y = 1.220928431e-01f;
1204 static const T P[] = {
1205 -1.221787446e-01f,
1206 -6.816155875e+00f,
1207 7.144582035e+01f,
1208 1.128444390e+03f,
1209 };
1210 static const T Q[] = {
1211 1.000000000e+00f,
1212 6.480326790e+01f,
1213 1.869145243e+02f,
1214 -1.361804274e+03f,
1215 1.117826726e+03f,
1216 };
1217 T d = z + 0.367879441171442321595523770161460867445811f;
1218 return -d / (Y + boost::math::tools::evaluate_polynomial(P, d) / boost::math::tools::evaluate_polynomial(Q, d));
1219 }
1220 else
1221 {
1222 // z is very close (within 0.01) of the singularity at e^-1.
1223 return lambert_w_singularity_series(get_near_singularity_param(z));
1224 }
1225 }
1226
1227 //! Lambert_w0 @b 'float' implementation, selected when T is 32-bit precision.
1228 template <class T, class Policy>
1229 inline T lambert_w0_imp(T z, const Policy& pol, const mpl::int_<1>&)
1230 {
1231 static const char* function = "boost::math::lambert_w0<%1%>"; // For error messages.
1232 BOOST_MATH_STD_USING // Aid ADL of std functions.
1233
1234 if ((boost::math::isnan)(z))
1235 {
1236 return boost::math::policies::raise_domain_error<T>(function, "Expected a value > -e^-1 (-0.367879...) but got %1%.", z, pol);
1237 }
1238 if ((boost::math::isinf)(z))
1239 {
1240 return boost::math::policies::raise_overflow_error<T>(function, "Expected a finite value but got %1%.", z, pol);
1241 }
1242
1243 if (z >= 0.05) // Fukushima switch point.
1244 // if (z >= 0.045) // 34 terms makes 128-bit 'exact' below 0.045.
1245 { // Normal ranges using several rational polynomials.
1246 return lambert_w_positive_rational_float(z);
1247 }
1248 else if (z <= -0.3678794411714423215955237701614608674458111310f)
1249 {
1250 if (z < -0.3678794411714423215955237701614608674458111310f)
1251 return boost::math::policies::raise_domain_error<T>(function, "Expected z >= -e^-1 (-0.367879...) but got %1%.", z, pol);
1252 return -1;
1253 }
1254 else // z < 0.05
1255 {
1256 return lambert_w_negative_rational_float(z, pol);
1257 }
1258 } // T lambert_w0_imp(T z, const Policy& pol, const mpl::int_<1>&) for 32-bit usually float.
1259
1260 template <class T>
1261 T lambert_w_positive_rational_double(T z)
1262 {
1263 BOOST_MATH_STD_USING
1264 if (z < 2)
1265 {
1266 if (z < 0.5)
1267 {
1268 // Max error in interpolated form: 2.255e-17
1269 static const T offset = 8.19659233093261719e-01;
1270 static const T P[] = {
1271 1.80340766906685177e-01,
1272 3.28178241493119307e-01,
1273 -2.19153620687139706e+00,
1274 -7.24750929074563990e+00,
1275 -7.28395876262524204e+00,
1276 -2.57417169492512916e+00,
1277 -2.31606948888704503e-01
1278 };
1279 static const T Q[] = {
1280 1.00000000000000000e+00,
1281 7.36482529307436604e+00,
1282 2.03686007856430677e+01,
1283 2.62864592096657307e+01,
1284 1.59742041380858333e+01,
1285 4.03760534788374589e+00,
1286 2.91327346750475362e-01
1287 };
1288 return z * (offset + boost::math::tools::evaluate_polynomial(P, z) / boost::math::tools::evaluate_polynomial(Q, z));
1289 }
1290 else
1291 {
1292 // Max error in interpolated form: 3.806e-18
1293 static const T offset = 5.50335884094238281e-01;
1294 static const T P[] = {
1295 4.49664083944098322e-01,
1296 1.90417666196776909e+00,
1297 1.99951368798255994e+00,
1298 -6.91217310299270265e-01,
1299 -1.88533935998617058e+00,
1300 -7.96743968047750836e-01,
1301 -1.02891726031055254e-01,
1302 -3.09156013592636568e-03
1303 };
1304 static const T Q[] = {
1305 1.00000000000000000e+00,
1306 6.45854489419584014e+00,
1307 1.54739232422116048e+01,
1308 1.72606164253337843e+01,
1309 9.29427055609544096e+00,
1310 2.29040824649748117e+00,
1311 2.21610620995418981e-01,
1312 5.70597669908194213e-03
1313 };
1314 return z * (offset + boost::math::tools::evaluate_rational(P, Q, z));
1315 }
1316 }
1317 else if (z < 6)
1318 {
1319 // 2 < z < 6
1320 // Max error in interpolated form: 1.216e-17
1321 static const T Y = 1.16239356994628906e+00;
1322 static const T P[] = {
1323 -1.16230494982099475e+00,
1324 -3.38528144432561136e+00,
1325 -2.55653717293161565e+00,
1326 -3.06755172989214189e-01,
1327 1.73149743765268289e-01,
1328 3.76906042860014206e-02,
1329 1.84552217624706666e-03,
1330 1.69434126904822116e-05,
1331 };
1332 static const T Q[] = {
1333 1.00000000000000000e+00,
1334 3.77187616711220819e+00,
1335 4.58799960260143701e+00,
1336 2.24101228462292447e+00,
1337 4.54794195426212385e-01,
1338 3.60761772095963982e-02,
1339 9.25176499518388571e-04,
1340 4.43611344705509378e-06,
1341 };
1342 return Y + boost::math::tools::evaluate_rational(P, Q, z);
1343 }
1344 else if (z < 18)
1345 {
1346 // 6 < z < 18
1347 // Max error in interpolated form: 1.985e-19
1348 static const T offset = 1.80937194824218750e+00;
1349 static const T P[] =
1350 {
1351 -1.80690935424793635e+00,
1352 -3.66995929380314602e+00,
1353 -1.93842957940149781e+00,
1354 -2.94269984375794040e-01,
1355 1.81224710627677778e-03,
1356 2.48166798603547447e-03,
1357 1.15806592415397245e-04,
1358 1.43105573216815533e-06,
1359 3.47281483428369604e-09
1360 };
1361 static const T Q[] = {
1362 1.00000000000000000e+00,
1363 2.57319080723908597e+00,
1364 1.96724528442680658e+00,
1365 5.84501352882650722e-01,
1366 7.37152837939206240e-02,
1367 3.97368430940416778e-03,
1368 8.54941838187085088e-05,
1369 6.05713225608426678e-07,
1370 8.17517283816615732e-10
1371 };
1372 return offset + boost::math::tools::evaluate_rational(P, Q, z);
1373 }
1374 else if (z < 9897.12905874) // 2.8 < log(z) < 9.2
1375 {
1376 // Max error in interpolated form: 1.195e-18
1377 static const T Y = -1.40297317504882812e+00;
1378 static const T P[] = {
1379 1.97011826279311924e+00,
1380 1.05639945701546704e+00,
1381 3.33434529073196304e-01,
1382 3.34619153200386816e-02,
1383 -5.36238353781326675e-03,
1384 -2.43901294871308604e-03,
1385 -2.13762095619085404e-04,
1386 -4.85531936495542274e-06,
1387 -2.02473518491905386e-08,
1388 };
1389 static const T Q[] = {
1390 1.00000000000000000e+00,
1391 8.60107275833921618e-01,
1392 4.10420467985504373e-01,
1393 1.18444884081994841e-01,
1394 2.16966505556021046e-02,
1395 2.24529766630769097e-03,
1396 9.82045090226437614e-05,
1397 1.36363515125489502e-06,
1398 3.44200749053237945e-09,
1399 };
1400 T log_w = log(z);
1401 return log_w + Y + boost::math::tools::evaluate_rational(P, Q, log_w);
1402 }
1403 else if (z < 7.896296e+13) // 9.2 < log(z) <= 32
1404 {
1405 // Max error in interpolated form: 6.529e-18
1406 static const T Y = -2.73572921752929688e+00;
1407 static const T P[] = {
1408 3.30547638424076217e+00,
1409 1.64050071277550167e+00,
1410 4.57149576470736039e-01,
1411 4.03821227745424840e-02,
1412 -4.99664976882514362e-04,
1413 -1.28527893803052956e-04,
1414 -2.95470325373338738e-06,
1415 -1.76662025550202762e-08,
1416 -1.98721972463709290e-11,
1417 };
1418 static const T Q[] = {
1419 1.00000000000000000e+00,
1420 6.91472559412458759e-01,
1421 2.48154578891676774e-01,
1422 4.60893578284335263e-02,
1423 3.60207838982301946e-03,
1424 1.13001153242430471e-04,
1425 1.33690948263488455e-06,
1426 4.97253225968548872e-09,
1427 3.39460723731970550e-12,
1428 };
1429 T log_w = log(z);
1430 return log_w + Y + boost::math::tools::evaluate_rational(P, Q, log_w);
1431 }
1432 else if (z < 2.6881171e+43) // 32 < log(z) < 100
1433 {
1434 // Max error in interpolated form: 2.015e-18
1435 static const T Y = -4.01286315917968750e+00;
1436 static const T P[] = {
1437 5.07714858354309672e+00,
1438 -3.32994414518701458e+00,
1439 -8.61170416909864451e-01,
1440 -4.01139705309486142e-02,
1441 -1.85374201771834585e-04,
1442 1.08824145844270666e-05,
1443 1.17216905810452396e-07,
1444 2.97998248101385990e-10,
1445 1.42294856434176682e-13,
1446 };
1447 static const T Q[] = {
1448 1.00000000000000000e+00,
1449 -4.85840770639861485e-01,
1450 -3.18714850604827580e-01,
1451 -3.20966129264610534e-02,
1452 -1.06276178044267895e-03,
1453 -1.33597828642644955e-05,
1454 -6.27900905346219472e-08,
1455 -9.35271498075378319e-11,
1456 -2.60648331090076845e-14,
1457 };
1458 T log_w = log(z);
1459 return log_w + Y + boost::math::tools::evaluate_rational(P, Q, log_w);
1460 }
1461 else // 100 < log(z) < 710
1462 {
1463 // Max error in interpolated form: 5.277e-18
1464 static const T Y = -5.70115661621093750e+00;
1465 static const T P[] = {
1466 6.42275660145116698e+00,
1467 1.33047964073367945e+00,
1468 6.72008923401652816e-02,
1469 1.16444069958125895e-03,
1470 7.06966760237470501e-06,
1471 5.48974896149039165e-09,
1472 -7.00379652018853621e-11,
1473 -1.89247635913659556e-13,
1474 -1.55898770790170598e-16,
1475 -4.06109208815303157e-20,
1476 -2.21552699006496737e-24,
1477 };
1478 static const T Q[] = {
1479 1.00000000000000000e+00,
1480 3.34498588416632854e-01,
1481 2.51519862456384983e-02,
1482 6.81223810622416254e-04,
1483 7.94450897106903537e-06,
1484 4.30675039872881342e-08,
1485 1.10667669458467617e-10,
1486 1.31012240694192289e-13,
1487 6.53282047177727125e-17,
1488 1.11775518708172009e-20,
1489 3.78250395617836059e-25,
1490 };
1491 T log_w = log(z);
1492 return log_w + Y + boost::math::tools::evaluate_rational(P, Q, log_w);
1493 }
1494 }
1495
1496 template <class T, class Policy>
1497 T lambert_w_negative_rational_double(T z, const Policy& pol)
1498 {
1499 BOOST_MATH_STD_USING
1500 if (z > -0.1)
1501 {
1502 if (z < -0.051)
1503 {
1504 // -0.1 < z < -0.051
1505 // Maximum Deviation Found: 4.402e-22
1506 // Expected Error Term : 4.240e-22
1507 // Maximum Relative Change in Control Points : 4.115e-03
1508 static const T Y = 1.08633995056152344e+00;
1509 static const T P[] = {
1510 -8.63399505615014331e-02,
1511 -1.64303871814816464e+00,
1512 -7.71247913918273738e+00,
1513 -1.41014495545382454e+01,
1514 -1.02269079949257616e+01,
1515 -2.17236002836306691e+00,
1516 };
1517 static const T Q[] = {
1518 1.00000000000000000e+00,
1519 7.44775406945739243e+00,
1520 2.04392643087266541e+01,
1521 2.51001961077774193e+01,
1522 1.31256080849023319e+01,
1523 2.11640324843601588e+00,
1524 };
1525 return z * (Y + boost::math::tools::evaluate_rational(P, Q, z));
1526 }
1527 else
1528 {
1529 // Very small z > 0.051:
1530 return lambert_w0_small_z(z, pol);
1531 }
1532 }
1533 else if (z > -0.2)
1534 {
1535 // -0.2 < z < -0.1
1536 // Maximum Deviation Found: 2.898e-20
1537 // Expected Error Term : 2.873e-20
1538 // Maximum Relative Change in Control Points : 3.779e-04
1539 static const T Y = 1.20359611511230469e+00;
1540 static const T P[] = {
1541 -2.03596115108465635e-01,
1542 -2.95029082937201859e+00,
1543 -1.54287922188671648e+01,
1544 -3.81185809571116965e+01,
1545 -4.66384358235575985e+01,
1546 -2.59282069989642468e+01,
1547 -4.70140451266553279e+00,
1548 };
1549 static const T Q[] = {
1550 1.00000000000000000e+00,
1551 9.57921436074599929e+00,
1552 3.60988119290234377e+01,
1553 6.73977699505546007e+01,
1554 6.41104992068148823e+01,
1555 2.82060127225153607e+01,
1556 4.10677610657724330e+00,
1557 };
1558 return z * (Y + boost::math::tools::evaluate_rational(P, Q, z));
1559 }
1560 else if (z > -0.3178794411714423215955237)
1561 {
1562 // Max error in interpolated form: 6.996e-18
1563 static const T Y = 3.49680423736572266e-01;
1564 static const T P[] = {
1565 -3.49729841718749014e-01,
1566 -6.28207407760709028e+01,
1567 -2.57226178029669171e+03,
1568 -2.50271008623093747e+04,
1569 1.11949239154711388e+05,
1570 1.85684566607844318e+06,
1571 4.80802490427638643e+06,
1572 2.76624752134636406e+06,
1573 };
1574 static const T Q[] = {
1575 1.00000000000000000e+00,
1576 1.82717661215113000e+02,
1577 8.00121119810280100e+03,
1578 1.06073266717010129e+05,
1579 3.22848993926057721e+05,
1580 -8.05684814514171256e+05,
1581 -2.59223192927265737e+06,
1582 -5.61719645211570871e+05,
1583 6.27765369292636844e+04,
1584 };
1585 T d = z + 0.367879441171442321595523770161460867445811;
1586 return -d / (Y + boost::math::tools::evaluate_polynomial(P, d) / boost::math::tools::evaluate_polynomial(Q, d));
1587 }
1588 else if (z > -0.3578794411714423215955237701)
1589 {
1590 // Max error in interpolated form: 1.404e-17
1591 static const T Y = 5.00126481056213379e-02;
1592 static const T P[] = {
1593 -5.00173570682372162e-02,
1594 -4.44242461870072044e+01,
1595 -9.51185533619946042e+03,
1596 -5.88605699015429386e+05,
1597 -1.90760843597427751e+06,
1598 5.79797663818311404e+08,
1599 1.11383352508459134e+10,
1600 5.67791253678716467e+10,
1601 6.32694500716584572e+10,
1602 };
1603 static const T Q[] = {
1604 1.00000000000000000e+00,
1605 9.08910517489981551e+02,
1606 2.10170163753340133e+05,
1607 1.67858612416470327e+07,
1608 4.90435561733227953e+08,
1609 4.54978142622939917e+09,
1610 2.87716585708739168e+09,
1611 -4.59414247951143131e+10,
1612 -1.72845216404874299e+10,
1613 };
1614 T d = z + 0.36787944117144232159552377016146086744581113103176804;
1615 return -d / (Y + boost::math::tools::evaluate_polynomial(P, d) / boost::math::tools::evaluate_polynomial(Q, d));
1616 }
1617 else
1618 { // z is very close (within 0.01) of the singularity at -e^-1,
1619 // so use a series expansion from R. M. Corless et al.
1620 const T p2 = 2 * (boost::math::constants::e<T>() * z + 1);
1621 const T p = sqrt(p2);
1622 return lambert_w_detail::lambert_w_singularity_series(p);
1623 }
1624 }
1625
1626 //! Lambert_w0 @b 'double' implementation, selected when T is 64-bit precision.
1627 template <class T, class Policy>
1628 inline T lambert_w0_imp(T z, const Policy& pol, const mpl::int_<2>&)
1629 {
1630 static const char* function = "boost::math::lambert_w0<%1%>";
1631 BOOST_MATH_STD_USING // Aid ADL of std functions.
1632
1633 // Detect unusual case of 32-bit double with a wider/64-bit long double
1634 BOOST_STATIC_ASSERT_MSG(std::numeric_limits<double>::digits >= 53,
1635 "Our double precision coefficients will be truncated, "
1636 "please file a bug report with details of your platform's floating point types "
1637 "- or possibly edit the coefficients to have "
1638 "an appropriate size-suffix for 64-bit floats on your platform - L?");
1639
1640 if ((boost::math::isnan)(z))
1641 {
1642 return boost::math::policies::raise_domain_error<T>(function, "Expected a value > -e^-1 (-0.367879...) but got %1%.", z, pol);
1643 }
1644 if ((boost::math::isinf)(z))
1645 {
1646 return boost::math::policies::raise_overflow_error<T>(function, "Expected a finite value but got %1%.", z, pol);
1647 }
1648
1649 if (z >= 0.05)
1650 {
1651 return lambert_w_positive_rational_double(z);
1652 }
1653 else if (z <= -0.36787944117144232159552377016146086744581113103176804) // Precision is max_digits10(cpp_bin_float_50).
1654 {
1655 if (z < -0.36787944117144232159552377016146086744581113103176804)
1656 {
1657 return boost::math::policies::raise_domain_error<T>(function, "Expected z >= -e^-1 (-0.367879...) but got %1%.", z, pol);
1658 }
1659 return -1;
1660 }
1661 else
1662 {
1663 return lambert_w_negative_rational_double(z, pol);
1664 }
1665 } // T lambert_w0_imp(T z, const Policy& pol, const mpl::int_<2>&) 64-bit precision, usually double.
1666
1667 //! lambert_W0 implementation for extended precision types including
1668 //! long double (80-bit and 128-bit), ???
1669 //! quad float128, Boost.Multiprecision types like cpp_bin_float_quad, cpp_bin_float_50...
1670
1671 template <class T, class Policy>
1672 inline T lambert_w0_imp(T z, const Policy& pol, const mpl::int_<0>&)
1673 {
1674 static const char* function = "boost::math::lambert_w0<%1%>";
1675 BOOST_MATH_STD_USING // Aid ADL of std functions.
1676
1677 // Filter out special cases first:
1678 if ((boost::math::isnan)(z))
1679 {
1680 return boost::math::policies::raise_domain_error<T>(function, "Expected z >= -e^-1 (-0.367879...) but got %1%.", z, pol);
1681 }
1682 if (fabs(z) <= 0.05f)
1683 {
1684 // Very small z:
1685 return lambert_w0_small_z(z, pol);
1686 }
1687 if (z > (std::numeric_limits<double>::max)())
1688 {
1689 if ((boost::math::isinf)(z))
1690 {
1691 return policies::raise_overflow_error<T>(function, 0, pol);
1692 // Or might return infinity if available else max_value,
1693 // but other Boost.Math special functions raise overflow.
1694 }
1695 // z is larger than the largest double, so cannot use the polynomial to get an approximation,
1696 // so use the asymptotic approximation and Halley iterate:
1697
1698 T w = lambert_w0_approx(z); // Make an inline function as also used elsewhere.
1699 //T lz = log(z);
1700 //T llz = log(lz);
1701 //T w = lz - llz + (llz / lz); // Corless equation 4.19, page 349, and Chapeau-Blondeau equation 20, page 2162.
1702 return lambert_w_halley_iterate(w, z);
1703 }
1704 if (z < -0.3578794411714423215955237701)
1705 { // Very close to branch point so rational polynomials are not usable.
1706 if (z <= -boost::math::constants::exp_minus_one<T>())
1707 {
1708 if (z == -boost::math::constants::exp_minus_one<T>())
1709 { // Exactly at the branch point singularity.
1710 return -1;
1711 }
1712 return boost::math::policies::raise_domain_error<T>(function, "Expected z >= -e^-1 (-0.367879...) but got %1%.", z, pol);
1713 }
1714 // z is very close (within 0.01) of the branch singularity at -e^-1
1715 // so use a series approximation proposed by Corless et al.
1716 const T p2 = 2 * (boost::math::constants::e<T>() * z + 1);
1717 const T p = sqrt(p2);
1718 T w = lambert_w_detail::lambert_w_singularity_series(p);
1719 return lambert_w_halley_iterate(w, z);
1720 }
1721
1722 // Phew! If we get here we are in the normal range of the function,
1723 // so get a double precision approximation first, then iterate to full precision of T.
1724 // We define a tag_type that is:
1725 // mpl::true_ if there are so many digits precision wanted that iteration is necessary.
1726 // mpl::false_ if a single Halley step is sufficient.
1727
1728 typedef typename policies::precision<T, Policy>::type precision_type;
1729 typedef mpl::bool_<
1730 (precision_type::value == 0) || (precision_type::value > 113) ?
1731 true // Unknown at compile-time, variable/arbitrary, or more than float128 or cpp_bin_quad 128-bit precision.
1732 : false // float, double, float128, cpp_bin_quad 128-bit, so single Halley step.
1733 > tag_type;
1734
1735 // For speed, we also cast z to type double when that is possible
1736 // if (boost::is_constructible<double, T>() == true).
1737 T w = lambert_w0_imp(maybe_reduce_to_double(z, boost::is_constructible<double, T>()), pol, mpl::int_<2>());
1738
1739 return lambert_w_maybe_halley_iterate(w, z, tag_type());
1740
1741 } // T lambert_w0_imp(T z, const Policy& pol, const mpl::int_<0>&) all extended precision types.
1742
1743 // Lambert w-1 implementation
1744 // ==============================================================================================
1745
1746 //! Lambert W for W-1 branch, -max(z) < z <= -1/e.
1747 // TODO is -max(z) allowed?
1748 template<typename T, class Policy>
1749 T lambert_wm1_imp(const T z, const Policy& pol)
1750 {
1751 // Catch providing an integer value as parameter x to lambert_w, for example, lambert_w(1).
1752 // Need to ensure it is a floating-point type (of the desired type, float 1.F, double 1., or long double 1.L),
1753 // or static_casted integer, for example: static_cast<float>(1) or static_cast<cpp_dec_float_50>(1).
1754 // Want to allow fixed_point types too, so do not just test for floating-point.
1755 // Integral types should be promoted to double by user Lambert w functions.
1756 // If integral type provided to user function lambert_w0 or lambert_wm1,
1757 // then should already have been promoted to double.
1758 BOOST_STATIC_ASSERT_MSG(!boost::is_integral<T>::value,
1759 "Must be floating-point or fixed type (not integer type), for example: lambert_wm1(1.), not lambert_wm1(1)!");
1760
1761 BOOST_MATH_STD_USING // Aid argument dependent lookup (ADL) of abs.
1762
1763 const char* function = "boost::math::lambert_wm1<RealType>(<RealType>)"; // Used for error messages.
1764
1765 // Check for edge and corner cases first:
1766 if ((boost::math::isnan)(z))
1767 {
1768 return policies::raise_domain_error(function,
1769 "Argument z is NaN!",
1770 z, pol);
1771 } // isnan
1772
1773 if ((boost::math::isinf)(z))
1774 {
1775 return policies::raise_domain_error(function,
1776 "Argument z is infinite!",
1777 z, pol);
1778 } // isinf
1779
1780 if (z == static_cast<T>(0))
1781 { // z is exactly zero so return -std::numeric_limits<T>::infinity();
1782 if (std::numeric_limits<T>::has_infinity)
1783 {
1784 return -std::numeric_limits<T>::infinity();
1785 }
1786 else
1787 {
1788 return -tools::max_value<T>();
1789 }
1790 }
1791 if (std::numeric_limits<T>::has_denorm)
1792 { // All real types except arbitrary precision.
1793 if (!(boost::math::isnormal)(z))
1794 { // Almost zero - might also just return infinity like z == 0 or max_value?
1795 return policies::raise_overflow_error(function,
1796 "Argument z = %1% is denormalized! (must be z > (std::numeric_limits<RealType>::min)() or z == 0)",
1797 z, pol);
1798 }
1799 }
1800
1801 if (z > static_cast<T>(0))
1802 { //
1803 return policies::raise_domain_error(function,
1804 "Argument z = %1% is out of range (z <= 0) for Lambert W-1 branch! (Try Lambert W0 branch?)",
1805 z, pol);
1806 }
1807 if (z > -boost::math::tools::min_value<T>())
1808 { // z is denormalized, so cannot be computed.
1809 // -std::numeric_limits<T>::min() is smallest for type T,
1810 // for example, for double: lambert_wm1(-2.2250738585072014e-308) = -714.96865723796634
1811 return policies::raise_overflow_error(function,
1812 "Argument z = %1% is too small (z < -std::numeric_limits<T>::min so denormalized) for Lambert W-1 branch!",
1813 z, pol);
1814 }
1815 if (z == -boost::math::constants::exp_minus_one<T>()) // == singularity/branch point z = -exp(-1) = -3.6787944.
1816 { // At singularity, so return exactly -1.
1817 return -static_cast<T>(1);
1818 }
1819 // z is too negative for the W-1 (or W0) branch.
1820 if (z < -boost::math::constants::exp_minus_one<T>()) // > singularity/branch point z = -exp(-1) = -3.6787944.
1821 {
1822 return policies::raise_domain_error(function,
1823 "Argument z = %1% is out of range (z < -exp(-1) = -3.6787944... <= 0) for Lambert W-1 (or W0) branch!",
1824 z, pol);
1825 }
1826 if (z < static_cast<T>(-0.35))
1827 { // Close to singularity/branch point z = -0.3678794411714423215955237701614608727 but on W-1 branch.
1828 const T p2 = 2 * (boost::math::constants::e<T>() * z + 1);
1829 if (p2 == 0)
1830 { // At the singularity at branch point.
1831 return -1;
1832 }
1833 if (p2 > 0)
1834 {
1835 T w_series = lambert_w_singularity_series(T(-sqrt(p2)));
1836 if (boost::math::tools::digits<T>() > 53)
1837 { // Multiprecision, so try a Halley refinement.
1838 w_series = lambert_w_detail::lambert_w_halley_iterate(w_series, z);
1839 #ifdef BOOST_MATH_INSTRUMENT_LAMBERT_WM1_NOT_BUILTIN
1840 std::streamsize saved_precision = std::cout.precision(std::numeric_limits<T>::max_digits10);
1841 std::cout << "Lambert W-1 Halley updated to " << w_series << std::endl;
1842 std::cout.precision(saved_precision);
1843 #endif // BOOST_MATH_INSTRUMENT_LAMBERT_WM1_NOT_BUILTIN
1844 }
1845 return w_series;
1846 }
1847 // Should not get here.
1848 return policies::raise_domain_error(function,
1849 "Argument z = %1% is out of range for Lambert W-1 branch. (Should not get here - please report!)",
1850 z, pol);
1851 } // if (z < -0.35)
1852
1853 using lambert_w_lookup::wm1es;
1854 using lambert_w_lookup::wm1zs;
1855 using lambert_w_lookup::noof_wm1zs; // size == 64
1856
1857 // std::cout <<" Wm1zs[63] (== G[64]) = " << " " << wm1zs[63] << std::endl; // Wm1zs[63] (== G[64]) = -1.0264389699511283e-26
1858 // Check that z argument value is not smaller than lookup_table G[64]
1859 // std::cout << "(z > wm1zs[63]) = " << std::boolalpha << (z > wm1zs[63]) << std::endl;
1860
1861 if (z >= wm1zs[63]) // wm1zs[63] = -1.0264389699511282259046957018510946438e-26L W = 64.00000000000000000
1862 { // z >= -1.0264389699511303e-26 (but z != 0 and z >= std::numeric_limits<T>::min() and so NOT denormalized).
1863
1864 // Some info on Lambert W-1 values for extreme values of z.
1865 // std::streamsize saved_precision = std::cout.precision(std::numeric_limits<T>::max_digits10);
1866 // std::cout << "-std::numeric_limits<float>::min() = " << -(std::numeric_limits<float>::min)() << std::endl;
1867 // std::cout << "-std::numeric_limits<double>::min() = " << -(std::numeric_limits<double>::min)() << std::endl;
1868 // -std::numeric_limits<float>::min() = -1.1754943508222875e-38
1869 // -std::numeric_limits<double>::min() = -2.2250738585072014e-308
1870 // N[productlog(-1, -1.1754943508222875 * 10^-38 ), 50] = -91.856775324595479509567756730093823993834155027858
1871 // N[productlog(-1, -2.2250738585072014e-308 * 10^-308 ), 50] = -1424.8544521230553853558132180518404363617968042942
1872 // N[productlog(-1, -1.4325445274604020119111357113179868158* 10^-27), 37] = -65.99999999999999999999999999999999955
1873
1874 // R.M.Corless, G.H.Gonnet, D.E.G.Hare, D.J.Jeffrey, and D.E.Knuth,
1875 // On the Lambert W function, Adv.Comput.Math., vol. 5, pp. 329, 1996.
1876 // Francois Chapeau-Blondeau and Abdelilah Monir
1877 // Numerical Evaluation of the Lambert W Function
1878 // IEEE Transactions On Signal Processing, VOL. 50, NO. 9, Sep 2002
1879 // https://pdfs.semanticscholar.org/7a5a/76a9369586dd0dd34dda156d8f2779d1fd59.pdf
1880 // Estimate Lambert W using ln(-z) ...
1881 // This is roughly the power of ten * ln(10) ~= 2.3. n ~= 10^n
1882 // and improve by adding a second term -ln(ln(-z))
1883 T guess; // bisect lowest possible Gk[=64] (for lookup_t type)
1884 T lz = log(-z);
1885 T llz = log(-lz);
1886 guess = lz - llz + (llz / lz); // Chapeau-Blondeau equation 20, page 2162.
1887 #ifdef BOOST_MATH_INSTRUMENT_LAMBERT_WM1_TINY
1888 std::streamsize saved_precision = std::cout.precision(std::numeric_limits<T>::max_digits10);
1889 std::cout << "z = " << z << ", guess = " << guess << ", ln(-z) = " << lz << ", ln(-ln(-z) = " << llz << ", llz/lz = " << (llz / lz) << std::endl;
1890 // z = -1.0000000000000001e-30, guess = -73.312782616731482, ln(-z) = -69.077552789821368, ln(-ln(-z) = 4.2352298269101114, llz/lz = -0.061311231447304194
1891 // z = -9.9999999999999999e-91, guess = -212.56650048504233, ln(-z) = -207.23265836946410, ln(-ln(-z) = 5.3338421155782205, llz/lz = -0.025738424423764311
1892 // >z = -2.2250738585072014e-308, guess = -714.95942238244606, ln(-z) = -708.39641853226408, ln(-ln(-z) = 6.5630038501819854, llz/lz = -0.0092645920821846622
1893 int d10 = policies::digits_base10<T, Policy>(); // policy template parameter digits10
1894 int d2 = policies::digits<T, Policy>(); // digits base 2 from policy.
1895 std::cout << "digits10 = " << d10 << ", digits2 = " << d2 // For example: digits10 = 1, digits2 = 5
1896 << std::endl;
1897 std::cout.precision(saved_precision);
1898 #endif // BOOST_MATH_INSTRUMENT_LAMBERT_WM1_TINY
1899 if (policies::digits<T, Policy>() < 12)
1900 { // 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.
1901 return guess;
1902 }
1903 T result = lambert_w_detail::lambert_w_halley_iterate(guess, z);
1904 return result;
1905
1906 // Was Fukushima
1907 // G[k=64] == g[63] == -1.02643897e-26
1908 //return policies::raise_domain_error(function,
1909 // "Argument z = %1% is too small (< -1.02643897e-26) ! (Should not occur, please report.",
1910 // z, pol);
1911 } // Z too small so use approximation and Halley.
1912 // Else Use a lookup table to find the nearest integer part of Lambert W-1 as starting point for Bisection.
1913
1914 if (boost::math::tools::digits<T>() > 53)
1915 { // T is more precise than 64-bit double (or long double, or ?),
1916 // so compute an approximate value using only one Schroeder refinement,
1917 // (avoiding any double-precision Halley refinement from policy double_digits2<50> 53 - 3 = 50
1918 // because are next going to use Halley refinement at full/high precision using this as an approximation).
1919 using boost::math::policies::precision;
1920 using boost::math::policies::digits10;
1921 using boost::math::policies::digits2;
1922 using boost::math::policies::policy;
1923 // Compute a 50-bit precision approximate W0 in a double (no Halley refinement).
1924 T double_approx(static_cast<T>(lambert_wm1_imp(must_reduce_to_double(z, boost::is_constructible<double, T>()), policy<digits2<50> >())));
1925 #ifdef BOOST_MATH_INSTRUMENT_LAMBERT_WM1_NOT_BUILTIN
1926 std::streamsize saved_precision = std::cout.precision(std::numeric_limits<T>::max_digits10);
1927 std::cout << "Lambert_wm1 Argument Type " << typeid(T).name() << " approximation double = " << double_approx << std::endl;
1928 std::cout.precision(saved_precision);
1929 #endif // BOOST_MATH_INSTRUMENT_LAMBERT_WM1
1930 // Perform additional Halley refinement(s) to ensure that
1931 // get a near as possible to correct result (usually +/- one epsilon).
1932 T result = lambert_w_halley_iterate(double_approx, z);
1933 #ifdef BOOST_MATH_INSTRUMENT_LAMBERT_WM1
1934 std::streamsize saved_precision = std::cout.precision(std::numeric_limits<T>::max_digits10);
1935 std::cout << "Result " << typeid(T).name() << " precision Halley refinement = " << result << std::endl;
1936 std::cout.precision(saved_precision);
1937 #endif // BOOST_MATH_INSTRUMENT_LAMBERT_WM1
1938 return result;
1939 } // digits > 53 - higher precision than double.
1940 else // T is double or less precision.
1941 { // Use a lookup table to find the nearest integer part of Lambert W as starting point for Bisection.
1942 using namespace boost::math::lambert_w_detail::lambert_w_lookup;
1943 // Bracketing sequence n = (2, 4, 8, 16, 32, 64) for W-1 branch. (0 is -infinity)
1944 // Since z is probably quite small, start with lowest n (=2).
1945 int n = 2;
1946 if (wm1zs[n - 1] > z)
1947 {
1948 goto bisect;
1949 }
1950 for (int j = 1; j <= 5; ++j)
1951 {
1952 n *= 2;
1953 if (wm1zs[n - 1] > z)
1954 {
1955 goto overshot;
1956 }
1957 }
1958 // else z < g[63] == -1.0264389699511303e-26, so Lambert W-1 integer part > 64.
1959 // This should not now occur (should be caught by test and code above) so should be a logic_error?
1960 return policies::raise_domain_error(function,
1961 "Argument z = %1% is too small (< -1.026439e-26) (logic error - please report!)",
1962 z, pol);
1963 overshot:
1964 {
1965 int nh = n / 2;
1966 for (int j = 1; j <= 5; ++j)
1967 {
1968 nh /= 2; // halve step size.
1969 if (nh <= 0)
1970 {
1971 break; // goto bisect;
1972 }
1973 if (wm1zs[n - nh - 1] > z)
1974 {
1975 n -= nh;
1976 }
1977 }
1978 }
1979 bisect:
1980 --n;
1981 // g[n] now holds lambert W of floor integer n and g[n+1] the ceil part;
1982 // these are used as initial values for bisection.
1983 #ifdef BOOST_MATH_INSTRUMENT_LAMBERT_WM1_LOOKUP
1984 std::streamsize saved_precision = std::cout.precision(std::numeric_limits<T>::max_digits10);
1985 std::cout << "Result lookup W-1(" << z << ") bisection between wm1zs[" << n - 1 << "] = " << wm1zs[n - 1] << " and wm1zs[" << n << "] = " << wm1zs[n]
1986 << ", bisect mean = " << (wm1zs[n - 1] + wm1zs[n]) / 2 << std::endl;
1987 std::cout.precision(saved_precision);
1988 #endif // BOOST_MATH_INSTRUMENT_LAMBERT_WM1_LOOKUP
1989
1990 // Compute bisections is the number of bisections computed from n,
1991 // such that a single application of the fifth-order Schroeder update formula
1992 // after the bisections is enough to evaluate Lambert W-1 with (near?) 53-bit accuracy.
1993 // Fukushima established these by trial and error?
1994 int bisections = 11; // Assume maximum number of bisections will be needed (most common case).
1995 if (n >= 8)
1996 {
1997 bisections = 8;
1998 }
1999 else if (n >= 3)
2000 {
2001 bisections = 9;
2002 }
2003 else if (n >= 2)
2004 {
2005 bisections = 10;
2006 }
2007 // Bracketing, Fukushima section 2.3, page 82:
2008 // (Avoiding using exponential function for speed).
2009 // Only use @c lookup_t precision, default double, for bisection (again for speed),
2010 // and use later Halley refinement for higher precisions.
2011 using lambert_w_lookup::halves;
2012 using lambert_w_lookup::sqrtwm1s;
2013
2014 typedef typename mpl::if_c<boost::is_constructible<lookup_t, T>::value, lookup_t, T>::type calc_type;
2015
2016 calc_type w = -static_cast<calc_type>(n); // Equation 25,
2017 calc_type y = static_cast<calc_type>(z * wm1es[n - 1]); // Equation 26,
2018 // Perform the bisections fractional bisections for necessary precision.
2019 for (int j = 0; j < bisections; ++j)
2020 { // Equation 27.
2021 calc_type wj = w - halves[j]; // Subtract 1/2, 1/4, 1/8 ...
2022 calc_type yj = y * sqrtwm1s[j]; // Multiply by sqrt(1/e), ...
2023 if (wj < yj)
2024 {
2025 w = wj;
2026 y = yj;
2027 }
2028 } // for j
2029 return static_cast<T>(schroeder_update(w, y)); // Schroeder 5th order method refinement.
2030
2031 // else // Perform additional Halley refinement(s) to ensure that
2032 // // get a near as possible to correct result (usually +/- epsilon).
2033 // {
2034 // // result = lambert_w_halley_iterate(result, z);
2035 // result = lambert_w_halley_step(result, z); // Just one Halley step should be enough.
2036 //#ifdef BOOST_MATH_INSTRUMENT_LAMBERT_WM1_HALLEY
2037 // std::streamsize saved_precision = std::cout.precision(std::numeric_limits<T>::max_digits10);
2038 // std::cout << "Halley refinement estimate = " << result << std::endl;
2039 // std::cout.precision(saved_precision);
2040 //#endif // BOOST_MATH_INSTRUMENT_LAMBERT_W1_HALLEY
2041 // return result; // Halley
2042 // } // Schroeder or Schroeder and Halley.
2043 }
2044 } // template<typename T = double> T lambert_wm1_imp(const T z)
2045 } // namespace lambert_w_detail
2046
2047 ///////////////////////////// User Lambert w functions. //////////////////////////////
2048
2049 //! Lambert W0 using User-defined policy.
2050 template <class T, class Policy>
2051 inline
2052 typename boost::math::tools::promote_args<T>::type
2053 lambert_w0(T z, const Policy& pol)
2054 {
2055 // Promote integer or expression template arguments to double,
2056 // without doing any other internal promotion like float to double.
2057 typedef typename tools::promote_args<T>::type result_type;
2058
2059 // Work out what precision has been selected,
2060 // based on the Policy and the number type.
2061 typedef typename policies::precision<result_type, Policy>::type precision_type;
2062 // and then select the correct implementation based on that precision (not the type T):
2063 typedef mpl::int_<
2064 (precision_type::value == 0) || (precision_type::value > 53) ?
2065 0 // either variable precision (0), or greater than 64-bit precision.
2066 : (precision_type::value <= 24) ? 1 // 32-bit (probably float) precision.
2067 : 2 // 64-bit (probably double) precision.
2068 > tag_type;
2069
2070 return lambert_w_detail::lambert_w0_imp(result_type(z), pol, tag_type()); //
2071 } // lambert_w0(T z, const Policy& pol)
2072
2073 //! Lambert W0 using default policy.
2074 template <class T>
2075 inline
2076 typename tools::promote_args<T>::type
2077 lambert_w0(T z)
2078 {
2079 // Promote integer or expression template arguments to double,
2080 // without doing any other internal promotion like float to double.
2081 typedef typename tools::promote_args<T>::type result_type;
2082
2083 // Work out what precision has been selected, based on the Policy and the number type.
2084 // For the default policy version, we want the *default policy* precision for T.
2085 typedef typename policies::precision<result_type, policies::policy<> >::type precision_type;
2086 // and then select the correct implementation based on that (not the type T):
2087 typedef mpl::int_<
2088 (precision_type::value == 0) || (precision_type::value > 53) ?
2089 0 // either variable precision (0), or greater than 64-bit precision.
2090 : (precision_type::value <= 24) ? 1 // 32-bit (probably float) precision.
2091 : 2 // 64-bit (probably double) precision.
2092 > tag_type;
2093 return lambert_w_detail::lambert_w0_imp(result_type(z), policies::policy<>(), tag_type());
2094 } // lambert_w0(T z) using default policy.
2095
2096 //! W-1 branch (-max(z) < z <= -1/e).
2097
2098 //! Lambert W-1 using User-defined policy.
2099 template <class T, class Policy>
2100 inline
2101 typename tools::promote_args<T>::type
2102 lambert_wm1(T z, const Policy& pol)
2103 {
2104 // Promote integer or expression template arguments to double,
2105 // without doing any other internal promotion like float to double.
2106 typedef typename tools::promote_args<T>::type result_type;
2107 return lambert_w_detail::lambert_wm1_imp(result_type(z), pol); //
2108 }
2109
2110 //! Lambert W-1 using default policy.
2111 template <class T>
2112 inline
2113 typename tools::promote_args<T>::type
2114 lambert_wm1(T z)
2115 {
2116 typedef typename tools::promote_args<T>::type result_type;
2117 return lambert_w_detail::lambert_wm1_imp(result_type(z), policies::policy<>());
2118 } // lambert_wm1(T z)
2119
2120 // First derivative of Lambert W0 and W-1.
2121 template <class T, class Policy>
2122 inline typename tools::promote_args<T>::type
2123 lambert_w0_prime(T z, const Policy& pol)
2124 {
2125 typedef typename tools::promote_args<T>::type result_type;
2126 using std::numeric_limits;
2127 if (z == 0)
2128 {
2129 return static_cast<result_type>(1);
2130 }
2131 // This is the sensible choice if we regard the Lambert-W function as complex analytic.
2132 // Of course on the real line, it's just undefined.
2133 if (z == - boost::math::constants::exp_minus_one<result_type>())
2134 {
2135 return numeric_limits<result_type>::has_infinity ? numeric_limits<result_type>::infinity() : boost::math::tools::max_value<result_type>();
2136 }
2137 // if z < -1/e, we'll let lambert_w0 do the error handling:
2138 result_type w = lambert_w0(result_type(z), pol);
2139 // If w ~ -1, then presumably this can get inaccurate.
2140 // Is there an accurate way to evaluate 1 + W(-1/e + eps)?
2141 // Yes: This is discussed in the Princeton Companion to Applied Mathematics,
2142 // 'The Lambert-W function', Section 1.3: Series and Generating Functions.
2143 // 1 + W(-1/e + x) ~ sqrt(2ex).
2144 // Nick is not convinced this formula is more accurate than the naive one.
2145 // However, for z != -1/e, we never get rounded to w = -1 in any precision I've tested (up to cpp_bin_float_100).
2146 return w / (z * (1 + w));
2147 } // lambert_w0_prime(T z)
2148
2149 template <class T>
2150 inline typename tools::promote_args<T>::type
2151 lambert_w0_prime(T z)
2152 {
2153 return lambert_w0_prime(z, policies::policy<>());
2154 }
2155
2156 template <class T, class Policy>
2157 inline typename tools::promote_args<T>::type
2158 lambert_wm1_prime(T z, const Policy& pol)
2159 {
2160 using std::numeric_limits;
2161 typedef typename tools::promote_args<T>::type result_type;
2162 //if (z == 0)
2163 //{
2164 // return static_cast<result_type>(1);
2165 //}
2166 //if (z == - boost::math::constants::exp_minus_one<result_type>())
2167 if (z == 0 || z == - boost::math::constants::exp_minus_one<result_type>())
2168 {
2169 return numeric_limits<result_type>::has_infinity ? -numeric_limits<result_type>::infinity() : -boost::math::tools::max_value<result_type>();
2170 }
2171
2172 result_type w = lambert_wm1(z, pol);
2173 return w/(z*(1+w));
2174 } // lambert_wm1_prime(T z)
2175
2176 template <class T>
2177 inline typename tools::promote_args<T>::type
2178 lambert_wm1_prime(T z)
2179 {
2180 return lambert_wm1_prime(z, policies::policy<>());
2181 }
2182
2183 }} //boost::math namespaces
2184
2185 #endif // #ifdef BOOST_MATH_SF_LAMBERT_W_HPP
2186