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1
2 ///////////////////////////////////////////////////////////////////////////////
3 // Copyright 2014 Anton Bikineev
4 // Copyright 2014 Christopher Kormanyos
5 // Copyright 2014 John Maddock
6 // Copyright 2014 Paul Bristow
7 // Distributed under the Boost
8 // Software License, Version 1.0. (See accompanying file
9 // LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
10 //
11 #ifndef BOOST_MATH_HYPERGEOMETRIC_1F1_BESSEL_HPP
12 #define BOOST_MATH_HYPERGEOMETRIC_1F1_BESSEL_HPP
13
14 #include <boost/math/tools/series.hpp>
15 #include <boost/math/special_functions/bessel.hpp>
16 #include <boost/math/special_functions/laguerre.hpp>
17 #include <boost/math/special_functions/detail/hypergeometric_pFq_checked_series.hpp>
18 #include <boost/math/special_functions/bessel_iterators.hpp>
19
20
21 namespace boost { namespace math { namespace detail {
22
23 template <class T, class Policy>
24 T hypergeometric_1F1_divergent_fallback(const T& a, const T& b, const T& z, const Policy& pol, int& log_scaling);
25
26 template <class T>
27 bool hypergeometric_1F1_is_tricomi_viable_positive_b(const T& a, const T& b, const T& z)
28 {
29 BOOST_MATH_STD_USING
30 if ((z < b) && (a > -50))
31 return false; // might as well fall through to recursion
32 if (b <= 100)
33 return true;
34 // Even though we're in a reasonable domain for Tricomi's approximation,
35 // the arguments to the Bessel functions may be so large that we can't
36 // actually evaluate them:
37 T x = sqrt(fabs(2 * z * b - 4 * a * z));
38 T v = b - 1;
39 return log(boost::math::constants::e<T>() * x / (2 * v)) * v > tools::log_min_value<T>();
40 }
41
42 //
43 // Returns an arbitrarily small value compared to "target" for use as a seed
44 // value for Bessel recurrences. Note that we'd better not make it too small
45 // or underflow may occur resulting in either one of the terms in the
46 // recurrence being zero, or else the result being zero. Using 1/epsilon
47 // as a safety factor ensures that if we do underflow to zero, all of the digits
48 // will have been cancelled out anyway:
49 //
50 template <class T>
51 T arbitrary_small_value(const T& target)
52 {
53 using std::fabs;
54 return (tools::min_value<T>() / tools::epsilon<T>()) * (fabs(target) > 1 ? target : 1);
55 }
56
57
58 template <class T, class Policy>
59 struct hypergeometric_1F1_AS_13_3_7_tricomi_series
60 {
61 typedef T result_type;
62
63 enum { cache_size = 64 };
64
65 hypergeometric_1F1_AS_13_3_7_tricomi_series(const T& a, const T& b, const T& z, const Policy& pol_)
66 : A_minus_2(1), A_minus_1(0), A(b / 2), mult(z / 2), term(1), b_minus_1_plus_n(b - 1),
67 bessel_arg((b / 2 - a) * z),
68 two_a_minus_b(2 * a - b), pol(pol_), n(2)
69 {
70 BOOST_MATH_STD_USING
71 term /= pow(fabs(bessel_arg), b_minus_1_plus_n / 2);
72 mult /= sqrt(fabs(bessel_arg));
73 bessel_cache[cache_size - 1] = bessel_arg > 0 ? boost::math::cyl_bessel_j(b_minus_1_plus_n - 1, 2 * sqrt(bessel_arg), pol) : boost::math::cyl_bessel_i(b_minus_1_plus_n - 1, 2 * sqrt(-bessel_arg), pol);
74 if (fabs(bessel_cache[cache_size - 1]) < tools::min_value<T>() / tools::epsilon<T>())
75 {
76 // We get very limited precision due to rapid denormalisation/underflow of the Bessel values, raise an exception and try something else:
77 policies::raise_evaluation_error("hypergeometric_1F1_AS_13_3_7_tricomi_series<%1%>", "Underflow in Bessel functions", bessel_cache[cache_size - 1], pol);
78 }
79 if ((term * bessel_cache[cache_size - 1] < tools::min_value<T>() / (tools::epsilon<T>() * tools::epsilon<T>())) || !(boost::math::isfinite)(term) || (!std::numeric_limits<T>::has_infinity && (fabs(term) > tools::max_value<T>())))
80 {
81 term = -log(fabs(bessel_arg)) * b_minus_1_plus_n / 2;
82 log_scale = itrunc(term);
83 term -= log_scale;
84 term = exp(term);
85 }
86 else
87 log_scale = 0;
88 #ifndef BOOST_NO_CXX17_IF_CONSTEXPR
89 if constexpr (std::numeric_limits<T>::has_infinity)
90 {
91 if (!(boost::math::isfinite)(bessel_cache[cache_size - 1]))
92 policies::raise_evaluation_error("hypergeometric_1F1_AS_13_3_7_tricomi_series<%1%>", "Expected finite Bessel function result but got %1%", bessel_cache[cache_size - 1], pol);
93 }
94 else
95 if ((boost::math::isnan)(bessel_cache[cache_size - 1]) || (fabs(bessel_cache[cache_size - 1]) >= tools::max_value<T>()))
96 policies::raise_evaluation_error("hypergeometric_1F1_AS_13_3_7_tricomi_series<%1%>", "Expected finite Bessel function result but got %1%", bessel_cache[cache_size - 1], pol);
97 #else
98 if ((std::numeric_limits<T>::has_infinity && !(boost::math::isfinite)(bessel_cache[cache_size - 1]))
99 || (!std::numeric_limits<T>::has_infinity && ((boost::math::isnan)(bessel_cache[cache_size - 1]) || (fabs(bessel_cache[cache_size - 1]) >= tools::max_value<T>()))))
100 policies::raise_evaluation_error("hypergeometric_1F1_AS_13_3_7_tricomi_series<%1%>", "Expected finite Bessel function result but got %1%", bessel_cache[cache_size - 1], pol);
101 #endif
102 cache_offset = -cache_size;
103 refill_cache();
104 }
105 T operator()()
106 {
107 //
108 // We return the n-2 term, and do 2 terms at once as every other term can be
109 // very small (or zero) when b == 2a:
110 //
111 BOOST_MATH_STD_USING
112 if(n - 2 - cache_offset >= cache_size)
113 refill_cache();
114 T result = A_minus_2 * term * bessel_cache[n - 2 - cache_offset];
115 term *= mult;
116 ++n;
117 T A_next = ((b_minus_1_plus_n + 2) * A_minus_1 + two_a_minus_b * A_minus_2) / n;
118 b_minus_1_plus_n += 1;
119 A_minus_2 = A_minus_1;
120 A_minus_1 = A;
121 A = A_next;
122
123 if (A_minus_2 != 0)
124 {
125 if (n - 2 - cache_offset >= cache_size)
126 refill_cache();
127 result += A_minus_2 * term * bessel_cache[n - 2 - cache_offset];
128 }
129 term *= mult;
130 ++n;
131 A_next = ((b_minus_1_plus_n + 2) * A_minus_1 + two_a_minus_b * A_minus_2) / n;
132 b_minus_1_plus_n += 1;
133 A_minus_2 = A_minus_1;
134 A_minus_1 = A;
135 A = A_next;
136
137 return result;
138 }
139
140 int scale()const
141 {
142 return log_scale;
143 }
144
145 private:
146 T A_minus_2, A_minus_1, A, mult, term, b_minus_1_plus_n, bessel_arg, two_a_minus_b;
147 std::array<T, cache_size> bessel_cache;
148 const Policy& pol;
149 int n, log_scale, cache_offset;
150
151 hypergeometric_1F1_AS_13_3_7_tricomi_series operator=(const hypergeometric_1F1_AS_13_3_7_tricomi_series&);
152
153 void refill_cache()
154 {
155 BOOST_MATH_STD_USING
156 //
157 // We don't calculate a new bessel I/J value: instead start our iterator off
158 // with an arbitrary small value, then when we get back to the last value in the previous cache
159 // calculate the ratio and use it to renormalise all the new values. This is more efficient, but
160 // also avoids problems with J_v(x) or I_v(x) underflowing to zero.
161 //
162 cache_offset += cache_size;
163 T last_value = bessel_cache.back();
164 T ratio;
165 if (bessel_arg > 0)
166 {
167 //
168 // We will be calculating Bessel J.
169 // We need a different recurrence strategy for positive and negative orders:
170 //
171 if (b_minus_1_plus_n > 0)
172 {
173 bessel_j_backwards_iterator<T> i(b_minus_1_plus_n + (int)cache_size - 1, 2 * sqrt(bessel_arg), arbitrary_small_value(last_value));
174
175 for (int j = cache_size - 1; j >= 0; --j, ++i)
176 {
177 bessel_cache[j] = *i;
178 //
179 // Depending on the value of bessel_arg, the values stored in the cache can grow so
180 // large as to overflow, if that looks likely then we need to rescale all the
181 // existing terms (most of which will then underflow to zero). In this situation
182 // it's likely that our series will only need 1 or 2 terms of the series but we
183 // can't be sure of that:
184 //
185 if ((j < cache_size - 2) && (tools::max_value<T>() / fabs(64 * bessel_cache[j] / bessel_cache[j + 1]) < fabs(bessel_cache[j])))
186 {
187 T rescale = pow(fabs(bessel_cache[j] / bessel_cache[j + 1]), j + 1) * 2;
188 if (!((boost::math::isfinite)(rescale)))
189 rescale = tools::max_value<T>();
190 for (int k = j; k < cache_size; ++k)
191 bessel_cache[k] /= rescale;
192 bessel_j_backwards_iterator<T> ti(b_minus_1_plus_n + j, 2 * sqrt(bessel_arg), bessel_cache[j + 1], bessel_cache[j]);
193 i = ti;
194 }
195 }
196 ratio = last_value / *i;
197 }
198 else
199 {
200 //
201 // Negative order is difficult: the J_v(x) recurrence relations are unstable
202 // *in both directions* for v < 0, except as v -> -INF when we have
203 // J_-v(x) ~= -sin(pi.v)Y_v(x).
204 // For small v what we can do is compute every other Bessel function and
205 // then fill in the gaps using the recurrence relation. This *is* stable
206 // provided that v is not so negative that the above approximation holds.
207 //
208 bessel_cache[1] = cyl_bessel_j(b_minus_1_plus_n + 1, 2 * sqrt(bessel_arg), pol);
209 bessel_cache[0] = (last_value + bessel_cache[1]) / (b_minus_1_plus_n / sqrt(bessel_arg));
210 int pos = 2;
211 while ((pos < cache_size - 1) && (b_minus_1_plus_n + pos < 0))
212 {
213 bessel_cache[pos + 1] = cyl_bessel_j(b_minus_1_plus_n + pos + 1, 2 * sqrt(bessel_arg), pol);
214 bessel_cache[pos] = (bessel_cache[pos-1] + bessel_cache[pos+1]) / ((b_minus_1_plus_n + pos) / sqrt(bessel_arg));
215 pos += 2;
216 }
217 if (pos < cache_size)
218 {
219 //
220 // We have crossed over into the region where backward recursion is the stable direction
221 // start from arbitrary value and recurse down to "pos" and normalise:
222 //
223 bessel_j_backwards_iterator<T> i2(b_minus_1_plus_n + (int)cache_size - 1, 2 * sqrt(bessel_arg), arbitrary_small_value(bessel_cache[pos-1]));
224 for (int loc = cache_size - 1; loc >= pos; --loc)
225 bessel_cache[loc] = *i2++;
226 ratio = bessel_cache[pos - 1] / *i2;
227 //
228 // Sanity check, if we normalised to an unusually small value then it was likely
229 // to be near a root and the calculated ratio is garbage, if so perform one
230 // more J_v(x) evaluation at position and normalise again:
231 //
232 if (fabs(bessel_cache[pos] * ratio / bessel_cache[pos - 1]) > 5)
233 ratio = cyl_bessel_j(b_minus_1_plus_n + pos, 2 * sqrt(bessel_arg), pol) / bessel_cache[pos];
234 while (pos < cache_size)
235 bessel_cache[pos++] *= ratio;
236 }
237 ratio = 1;
238 }
239 }
240 else
241 {
242 //
243 // Bessel I.
244 // We need a different recurrence strategy for positive and negative orders:
245 //
246 if (b_minus_1_plus_n > 0)
247 {
248 bessel_i_backwards_iterator<T> i(b_minus_1_plus_n + (int)cache_size - 1, 2 * sqrt(-bessel_arg), arbitrary_small_value(last_value));
249
250 for (int j = cache_size - 1; j >= 0; --j, ++i)
251 {
252 bessel_cache[j] = *i;
253 //
254 // Depending on the value of bessel_arg, the values stored in the cache can grow so
255 // large as to overflow, if that looks likely then we need to rescale all the
256 // existing terms (most of which will then underflow to zero). In this situation
257 // it's likely that our series will only need 1 or 2 terms of the series but we
258 // can't be sure of that:
259 //
260 if ((j < cache_size - 2) && (tools::max_value<T>() / fabs(64 * bessel_cache[j] / bessel_cache[j + 1]) < fabs(bessel_cache[j])))
261 {
262 T rescale = pow(fabs(bessel_cache[j] / bessel_cache[j + 1]), j + 1) * 2;
263 if (!((boost::math::isfinite)(rescale)))
264 rescale = tools::max_value<T>();
265 for (int k = j; k < cache_size; ++k)
266 bessel_cache[k] /= rescale;
267 i = bessel_i_backwards_iterator<T>(b_minus_1_plus_n + j, 2 * sqrt(-bessel_arg), bessel_cache[j + 1], bessel_cache[j]);
268 }
269 }
270 ratio = last_value / *i;
271 }
272 else
273 {
274 //
275 // Forwards iteration is stable:
276 //
277 bessel_i_forwards_iterator<T> i(b_minus_1_plus_n, 2 * sqrt(-bessel_arg));
278 int pos = 0;
279 while ((pos < cache_size) && (b_minus_1_plus_n + pos < 0.5))
280 {
281 bessel_cache[pos++] = *i++;
282 }
283 if (pos < cache_size)
284 {
285 //
286 // We have crossed over into the region where backward recursion is the stable direction
287 // start from arbitrary value and recurse down to "pos" and normalise:
288 //
289 bessel_i_backwards_iterator<T> i2(b_minus_1_plus_n + (int)cache_size - 1, 2 * sqrt(-bessel_arg), arbitrary_small_value(last_value));
290 for (int loc = cache_size - 1; loc >= pos; --loc)
291 bessel_cache[loc] = *i2++;
292 ratio = bessel_cache[pos - 1] / *i2;
293 while (pos < cache_size)
294 bessel_cache[pos++] *= ratio;
295 }
296 ratio = 1;
297 }
298 }
299 if(ratio != 1)
300 for (auto j = bessel_cache.begin(); j != bessel_cache.end(); ++j)
301 *j *= ratio;
302 //
303 // Very occationally our normalisation fails because the normalisztion value
304 // is sitting right on top of a root (or very close to it). When that happens
305 // best to calculate a fresh Bessel evaluation and normalise again.
306 //
307 if (fabs(bessel_cache[0] / last_value) > 5)
308 {
309 ratio = (bessel_arg < 0 ? cyl_bessel_i(b_minus_1_plus_n, 2 * sqrt(-bessel_arg), pol) : cyl_bessel_j(b_minus_1_plus_n, 2 * sqrt(bessel_arg), pol)) / bessel_cache[0];
310 if (ratio != 1)
311 for (auto j = bessel_cache.begin(); j != bessel_cache.end(); ++j)
312 *j *= ratio;
313 }
314 }
315 };
316
317 template <class T, class Policy>
318 T hypergeometric_1F1_AS_13_3_7_tricomi(const T& a, const T& b, const T& z, const Policy& pol, int& log_scale)
319 {
320 BOOST_MATH_STD_USING
321 //
322 // Works for a < 0, b < 0, z > 0.
323 //
324 // For convergence we require A * term to be converging otherwise we get
325 // a divergent alternating series. It's actually really hard to analyse this
326 // and the best purely heuristic policy we've found is
327 // z < fabs((2 * a - b) / (sqrt(fabs(a)))) ; b > 0 or:
328 // z < fabs((2 * a - b) / (sqrt(fabs(ab)))) ; b < 0
329 //
330 T prefix(0);
331 int prefix_sgn(0);
332 bool use_logs = false;
333 int scale = 0;
334 //
335 // We can actually support the b == 2a case within here, but we haven't
336 // as we appear never to get here in practice. Which means this get out
337 // clause is a bit of defensive programming....
338 //
339 if(b == 2 * a)
340 return hypergeometric_1F1_divergent_fallback(a, b, z, pol, log_scale);
341
342 try
343 {
344 prefix = boost::math::tgamma(b, pol);
345 prefix *= exp(z / 2);
346 }
347 catch (const std::runtime_error&)
348 {
349 use_logs = true;
350 }
351 if (use_logs || (prefix == 0) || !(boost::math::isfinite)(prefix) || (!std::numeric_limits<T>::has_infinity && (fabs(prefix) >= tools::max_value<T>())))
352 {
353 use_logs = true;
354 prefix = boost::math::lgamma(b, &prefix_sgn, pol) + z / 2;
355 scale = itrunc(prefix);
356 log_scale += scale;
357 prefix -= scale;
358 }
359 T result(0);
360 boost::uintmax_t max_iter = boost::math::policies::get_max_series_iterations<Policy>();
361 bool retry = false;
362 int series_scale = 0;
363 try
364 {
365 hypergeometric_1F1_AS_13_3_7_tricomi_series<T, Policy> s(a, b, z, pol);
366 series_scale = s.scale();
367 log_scale += s.scale();
368 try
369 {
370 T norm = 0;
371 result = 0;
372 if((a < 0) && (b < 0))
373 result = boost::math::tools::checked_sum_series(s, boost::math::policies::get_epsilon<T, Policy>(), max_iter, result, norm);
374 else
375 result = boost::math::tools::sum_series(s, boost::math::policies::get_epsilon<T, Policy>(), max_iter, result);
376 if (!(boost::math::isfinite)(result) || (result == 0) || (!std::numeric_limits<T>::has_infinity && (fabs(result) >= tools::max_value<T>())))
377 retry = true;
378 if (norm / fabs(result) > 1 / boost::math::tools::root_epsilon<T>())
379 retry = true; // fatal cancellation
380 }
381 catch (const std::overflow_error&)
382 {
383 retry = true;
384 }
385 catch (const boost::math::evaluation_error&)
386 {
387 retry = true;
388 }
389 }
390 catch (const std::overflow_error&)
391 {
392 log_scale -= scale;
393 return hypergeometric_1F1_divergent_fallback(a, b, z, pol, log_scale);
394 }
395 catch (const boost::math::evaluation_error&)
396 {
397 log_scale -= scale;
398 return hypergeometric_1F1_divergent_fallback(a, b, z, pol, log_scale);
399 }
400 if (retry)
401 {
402 log_scale -= scale;
403 log_scale -= series_scale;
404 return hypergeometric_1F1_divergent_fallback(a, b, z, pol, log_scale);
405 }
406 boost::math::policies::check_series_iterations<T>("boost::math::hypergeometric_1F1_AS_13_3_7<%1%>(%1%,%1%,%1%)", max_iter, pol);
407 if (use_logs)
408 {
409 int sgn = boost::math::sign(result);
410 prefix += log(fabs(result));
411 result = sgn * prefix_sgn * exp(prefix);
412 }
413 else
414 {
415 if ((fabs(result) > 1) && (fabs(prefix) > 1) && (tools::max_value<T>() / fabs(result) < fabs(prefix)))
416 {
417 // Overflow:
418 scale = itrunc(tools::log_max_value<T>()) - 10;
419 log_scale += scale;
420 result /= exp(T(scale));
421 }
422 result *= prefix;
423 }
424 return result;
425 }
426
427
428 template <class T>
429 struct cyl_bessel_i_large_x_sum
430 {
431 typedef T result_type;
432
433 cyl_bessel_i_large_x_sum(const T& v, const T& x) : v(v), z(x), term(1), k(0) {}
434
435 T operator()()
436 {
437 T result = term;
438 ++k;
439 term *= -(4 * v * v - (2 * k - 1) * (2 * k - 1)) / (8 * k * z);
440 return result;
441 }
442 T v, z, term;
443 int k;
444 };
445
446 template <class T, class Policy>
447 T cyl_bessel_i_large_x_scaled(const T& v, const T& x, int& log_scaling, const Policy& pol)
448 {
449 BOOST_MATH_STD_USING
450 cyl_bessel_i_large_x_sum<T> s(v, x);
451 boost::uintmax_t max_iter = boost::math::policies::get_max_series_iterations<Policy>();
452 T result = boost::math::tools::sum_series(s, boost::math::policies::get_epsilon<T, Policy>(), max_iter);
453 boost::math::policies::check_series_iterations<T>("boost::math::cyl_bessel_i_large_x<%1%>(%1%,%1%)", max_iter, pol);
454 int scale = boost::math::itrunc(x);
455 log_scaling += scale;
456 return result * exp(x - scale) / sqrt(boost::math::constants::two_pi<T>() * x);
457 }
458
459
460
461 template <class T, class Policy>
462 struct hypergeometric_1F1_AS_13_3_6_series
463 {
464 typedef T result_type;
465
466 enum { cache_size = 64 };
467 //
468 // This series is only convergent/useful for a and b approximately equal
469 // (ideally |a-b| < 1). The series can also go divergent after a while
470 // when b < 0, which limits precision to around that of double. In that
471 // situation we return 0 to terminate the series as otherwise the divergent
472 // terms will destroy all the bits in our result before they do eventually
473 // converge again. One important use case for this series is for z < 0
474 // and |a| << |b| so that either b-a == b or at least most of the digits in a
475 // are lost in the subtraction. Note that while you can easily convince yourself
476 // that the result should be unity when b-a == b, in fact this is not (quite)
477 // the case for large z.
478 //
479 hypergeometric_1F1_AS_13_3_6_series(const T& a, const T& b, const T& z, const T& b_minus_a, const Policy& pol_)
480 : b_minus_a(b_minus_a), half_z(z / 2), poch_1(2 * b_minus_a - 1), poch_2(b_minus_a - a), b_poch(b), term(1), last_result(1), sign(1), n(0), cache_offset(-cache_size), scale(0), pol(pol_)
481 {
482 bessel_i_cache[cache_size - 1] = half_z > tools::log_max_value<T>() ?
483 cyl_bessel_i_large_x_scaled(T(b_minus_a - 1.5f), half_z, scale, pol) : boost::math::cyl_bessel_i(b_minus_a - 1.5f, half_z, pol);
484 refill_cache();
485 }
486 T operator()()
487 {
488 BOOST_MATH_STD_USING
489 if(n - cache_offset >= cache_size)
490 refill_cache();
491
492 T result = term * (b_minus_a - 0.5f + n) * sign * bessel_i_cache[n - cache_offset];
493 ++n;
494 term *= poch_1;
495 poch_1 = (n == 1) ? T(2 * b_minus_a) : T(poch_1 + 1);
496 term *= poch_2;
497 poch_2 += 1;
498 term /= n;
499 term /= b_poch;
500 b_poch += 1;
501 sign = -sign;
502
503 if ((fabs(result) > fabs(last_result)) && (n > 100))
504 return 0; // series has gone divergent!
505
506 last_result = result;
507
508 return result;
509 }
510
511 int scaling()const
512 {
513 return scale;
514 }
515
516 private:
517 T b_minus_a, half_z, poch_1, poch_2, b_poch, term, last_result;
518 int sign;
519 int n, cache_offset, scale;
520 const Policy& pol;
521 std::array<T, cache_size> bessel_i_cache;
522
523 void refill_cache()
524 {
525 BOOST_MATH_STD_USING
526 //
527 // We don't calculate a new bessel I value: instead start our iterator off
528 // with an arbitrary small value, then when we get back to the last value in the previous cache
529 // calculate the ratio and use it to renormalise all the values. This is more efficient, but
530 // also avoids problems with I_v(x) underflowing to zero.
531 //
532 cache_offset += cache_size;
533 T last_value = bessel_i_cache.back();
534 bessel_i_backwards_iterator<T> i(b_minus_a + cache_offset + (int)cache_size - 1.5f, half_z, tools::min_value<T>() * (fabs(last_value) > 1 ? last_value : 1) / tools::epsilon<T>());
535
536 for (int j = cache_size - 1; j >= 0; --j, ++i)
537 {
538 bessel_i_cache[j] = *i;
539 //
540 // Depending on the value of half_z, the values stored in the cache can grow so
541 // large as to overflow, if that looks likely then we need to rescale all the
542 // existing terms (most of which will then underflow to zero). In this situation
543 // it's likely that our series will only need 1 or 2 terms of the series but we
544 // can't be sure of that:
545 //
546 if((j < cache_size - 2) && (bessel_i_cache[j + 1] != 0) && (tools::max_value<T>() / fabs(64 * bessel_i_cache[j] / bessel_i_cache[j + 1]) < fabs(bessel_i_cache[j])))
547 {
548 T rescale = pow(fabs(bessel_i_cache[j] / bessel_i_cache[j + 1]), j + 1) * 2;
549 if (rescale > tools::max_value<T>())
550 rescale = tools::max_value<T>();
551 for (int k = j; k < cache_size; ++k)
552 bessel_i_cache[k] /= rescale;
553 i = bessel_i_backwards_iterator<T>(b_minus_a -0.5f + cache_offset + j, half_z, bessel_i_cache[j + 1], bessel_i_cache[j]);
554 }
555 }
556 T ratio = last_value / *i;
557 for (auto j = bessel_i_cache.begin(); j != bessel_i_cache.end(); ++j)
558 *j *= ratio;
559 }
560
561 hypergeometric_1F1_AS_13_3_6_series();
562 hypergeometric_1F1_AS_13_3_6_series(const hypergeometric_1F1_AS_13_3_6_series&);
563 hypergeometric_1F1_AS_13_3_6_series& operator=(const hypergeometric_1F1_AS_13_3_6_series&);
564 };
565
566 template <class T, class Policy>
567 T hypergeometric_1F1_AS_13_3_6(const T& a, const T& b, const T& z, const T& b_minus_a, const Policy& pol, int& log_scaling)
568 {
569 BOOST_MATH_STD_USING
570 if(b_minus_a == 0)
571 {
572 // special case: M(a,a,z) == exp(z)
573 int scale = itrunc(z, pol);
574 log_scaling += scale;
575 return exp(z - scale);
576 }
577 hypergeometric_1F1_AS_13_3_6_series<T, Policy> s(a, b, z, b_minus_a, pol);
578 boost::uintmax_t max_iter = boost::math::policies::get_max_series_iterations<Policy>();
579 T result = boost::math::tools::sum_series(s, boost::math::policies::get_epsilon<T, Policy>(), max_iter);
580 boost::math::policies::check_series_iterations<T>("boost::math::hypergeometric_1F1_AS_13_3_6<%1%>(%1%,%1%,%1%)", max_iter, pol);
581 result *= boost::math::tgamma(b_minus_a - 0.5f) * pow(z / 4, -b_minus_a + 0.5f);
582 int scale = itrunc(z / 2);
583 log_scaling += scale;
584 log_scaling += s.scaling();
585 result *= exp(z / 2 - scale);
586 return result;
587 }
588
589 /****************************************************************************************************************/
590 //
591 // The following are not used at present and are commented out for that reason:
592 //
593 /****************************************************************************************************************/
594
595 #if 0
596
597 template <class T, class Policy>
598 struct hypergeometric_1F1_AS_13_3_8_series
599 {
600 //
601 // TODO: store and cache Bessel function evaluations via backwards recurrence.
602 //
603 // The C term grows by at least an order of magnitude with each iteration, and
604 // rate of growth is largely independent of the arguments. Free parameter h
605 // seems to give accurate results for small values (almost zero) or h=1.
606 // Convergence and accuracy, only when -a/z > 100, this appears to have no
607 // or little benefit over 13.3.7 as it generally requires more iterations?
608 //
609 hypergeometric_1F1_AS_13_3_8_series(const T& a, const T& b, const T& z, const T& h, const Policy& pol_)
610 : C_minus_2(1), C_minus_1(-b * h), C(b * (b + 1) * h * h / 2 - (2 * h - 1) * a / 2),
611 bessel_arg(2 * sqrt(-a * z)), bessel_order(b - 1), power_term(std::pow(-a * z, (1 - b) / 2)), mult(z / std::sqrt(-a * z)),
612 a_(a), b_(b), z_(z), h_(h), n(2), pol(pol_)
613 {
614 }
615 T operator()()
616 {
617 // we actually return the n-2 term:
618 T result = C_minus_2 * power_term * boost::math::cyl_bessel_j(bessel_order, bessel_arg, pol);
619 bessel_order += 1;
620 power_term *= mult;
621 ++n;
622 T C_next = ((1 - 2 * h_) * (n - 1) - b_ * h_) * C
623 + ((1 - 2 * h_) * a_ - h_ * (h_ - 1) *(b_ + n - 2)) * C_minus_1
624 - h_ * (h_ - 1) * a_ * C_minus_2;
625 C_next /= n;
626 C_minus_2 = C_minus_1;
627 C_minus_1 = C;
628 C = C_next;
629 return result;
630 }
631 T C, C_minus_1, C_minus_2, bessel_arg, bessel_order, power_term, mult, a_, b_, z_, h_;
632 const Policy& pol;
633 int n;
634
635 typedef T result_type;
636 };
637
638 template <class T, class Policy>
639 T hypergeometric_1F1_AS_13_3_8(const T& a, const T& b, const T& z, const T& h, const Policy& pol)
640 {
641 BOOST_MATH_STD_USING
642 T prefix = exp(h * z) * boost::math::tgamma(b);
643 hypergeometric_1F1_AS_13_3_8_series<T, Policy> s(a, b, z, h, pol);
644 boost::uintmax_t max_iter = boost::math::policies::get_max_series_iterations<Policy>();
645 T result = boost::math::tools::sum_series(s, boost::math::policies::get_epsilon<T, Policy>(), max_iter);
646 boost::math::policies::check_series_iterations<T>("boost::math::hypergeometric_1F1_AS_13_3_8<%1%>(%1%,%1%,%1%)", max_iter, pol);
647 result *= prefix;
648 return result;
649 }
650
651 //
652 // This is the series from https://dlmf.nist.gov/13.11
653 // It appears to be unusable for a,z < 0, and for
654 // b < 0 appears to never be better than the defining series
655 // for 1F1.
656 //
657 template <class T, class Policy>
658 struct hypergeometric_1f1_13_11_1_series
659 {
660 typedef T result_type;
661
662 hypergeometric_1f1_13_11_1_series(const T& a, const T& b, const T& z, const Policy& pol_)
663 : term(1), two_a_minus_1_plus_s(2 * a - 1), two_a_minus_b_plus_s(2 * a - b), b_plus_s(b), a_minus_half_plus_s(a - 0.5f), half_z(z / 2), s(0), pol(pol_)
664 {
665 }
666 T operator()()
667 {
668 T result = term * a_minus_half_plus_s * boost::math::cyl_bessel_i(a_minus_half_plus_s, half_z, pol);
669
670 term *= two_a_minus_1_plus_s * two_a_minus_b_plus_s / (b_plus_s * ++s);
671 two_a_minus_1_plus_s += 1;
672 a_minus_half_plus_s += 1;
673 two_a_minus_b_plus_s += 1;
674 b_plus_s += 1;
675
676 return result;
677 }
678 T term, two_a_minus_1_plus_s, two_a_minus_b_plus_s, b_plus_s, a_minus_half_plus_s, half_z;
679 int s;
680 const Policy& pol;
681 };
682
683 template <class T, class Policy>
684 T hypergeometric_1f1_13_11_1(const T& a, const T& b, const T& z, const Policy& pol, int& log_scaling)
685 {
686 BOOST_MATH_STD_USING
687 bool use_logs = false;
688 T prefix;
689 int prefix_sgn = 1;
690 if (true/*(a < boost::math::max_factorial<T>::value) && (a > 0)*/)
691 prefix = boost::math::tgamma(a - 0.5f, pol);
692 else
693 {
694 prefix = boost::math::lgamma(a - 0.5f, &prefix_sgn, pol);
695 use_logs = true;
696 }
697 if (use_logs)
698 {
699 prefix += z / 2;
700 prefix += log(z / 4) * (0.5f - a);
701 }
702 else if (z > 0)
703 {
704 prefix *= pow(z / 4, 0.5f - a);
705 prefix *= exp(z / 2);
706 }
707 else
708 {
709 prefix *= exp(z / 2);
710 prefix *= pow(z / 4, 0.5f - a);
711 }
712
713 hypergeometric_1f1_13_11_1_series<T, Policy> s(a, b, z, pol);
714 boost::uintmax_t max_iter = boost::math::policies::get_max_series_iterations<Policy>();
715 T result = boost::math::tools::sum_series(s, boost::math::policies::get_epsilon<T, Policy>(), max_iter);
716 boost::math::policies::check_series_iterations<T>("boost::math::hypergeometric_1f1_13_11_1<%1%>(%1%,%1%,%1%)", max_iter, pol);
717 if (use_logs)
718 {
719 int scaling = itrunc(prefix);
720 log_scaling += scaling;
721 prefix -= scaling;
722 result *= exp(prefix) * prefix_sgn;
723 }
724 else
725 result *= prefix;
726
727 return result;
728 }
729
730 #endif
731
732 } } } // namespaces
733
734 #endif // BOOST_MATH_HYPERGEOMETRIC_1F1_BESSEL_HPP