unity.c
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1 /* unity.c
2  *
3  * Relative error approximations for function arguments near
4  * unity.
5  *
6  * log1p(x) = log(1+x)
7  * expm1(x) = exp(x) - 1
8  * cosm1(x) = cos(x) - 1
9  * lgam1p(x) = lgam(1+x)
10  *
11  */
12 
13 /* Scipy changes:
14  * - 06-10-2016: added lgam1p
15  */
16 
17 #include "mconf.h"
18 
19 extern double MACHEP;
20 
21 
22 
23 /* log1p(x) = log(1 + x) */
24 
25 /* Coefficients for log(1+x) = x - x**2/2 + x**3 P(x)/Q(x)
26  * 1/sqrt(2) <= x < sqrt(2)
27  * Theoretical peak relative error = 2.32e-20
28  */
29 static const double LP[] = {
30  4.5270000862445199635215E-5,
31  4.9854102823193375972212E-1,
32  6.5787325942061044846969E0,
33  2.9911919328553073277375E1,
34  6.0949667980987787057556E1,
35  5.7112963590585538103336E1,
36  2.0039553499201281259648E1,
37 };
38 
39 static const double LQ[] = {
40  /* 1.0000000000000000000000E0, */
41  1.5062909083469192043167E1,
42  8.3047565967967209469434E1,
43  2.2176239823732856465394E2,
44  3.0909872225312059774938E2,
45  2.1642788614495947685003E2,
46  6.0118660497603843919306E1,
47 };
48 
49 double log1p(double x)
50 {
51  double z;
52 
53  z = 1.0 + x;
54  if ((z < M_SQRT1_2) || (z > M_SQRT2))
55  return (log(z));
56  z = x * x;
57  z = -0.5 * z + x * (z * polevl(x, LP, 6) / p1evl(x, LQ, 6));
58  return (x + z);
59 }
60 
61 
62 /* log(1 + x) - x */
63 double log1pmx(double x)
64 {
65  if (fabs(x) < 0.5) {
66  int n;
67  double xfac = x;
68  double term;
69  double res = 0;
70 
71  for(n = 2; n < MAXITER; n++) {
72  xfac *= -x;
73  term = xfac / n;
74  res += term;
75  if (fabs(term) < MACHEP * fabs(res)) {
76  break;
77  }
78  }
79  return res;
80  }
81  else {
82  return log1p(x) - x;
83  }
84 }
85 
86 
87 /* expm1(x) = exp(x) - 1 */
88 
89 /* e^x = 1 + 2x P(x^2)/( Q(x^2) - P(x^2) )
90  * -0.5 <= x <= 0.5
91  */
92 
93 static double EP[3] = {
94  1.2617719307481059087798E-4,
95  3.0299440770744196129956E-2,
96  9.9999999999999999991025E-1,
97 };
98 
99 static double EQ[4] = {
100  3.0019850513866445504159E-6,
101  2.5244834034968410419224E-3,
102  2.2726554820815502876593E-1,
103  2.0000000000000000000897E0,
104 };
105 
106 double expm1(double x)
107 {
108  double r, xx;
109 
110  if (!cephes_isfinite(x)) {
111  if (cephes_isnan(x)) {
112  return x;
113  }
114  else if (x > 0) {
115  return x;
116  }
117  else {
118  return -1.0;
119  }
120 
121  }
122  if ((x < -0.5) || (x > 0.5))
123  return (exp(x) - 1.0);
124  xx = x * x;
125  r = x * polevl(xx, EP, 2);
126  r = r / (polevl(xx, EQ, 3) - r);
127  return (r + r);
128 }
129 
130 
131 
132 /* cosm1(x) = cos(x) - 1 */
133 
134 static double coscof[7] = {
135  4.7377507964246204691685E-14,
136  -1.1470284843425359765671E-11,
137  2.0876754287081521758361E-9,
138  -2.7557319214999787979814E-7,
139  2.4801587301570552304991E-5,
140  -1.3888888888888872993737E-3,
141  4.1666666666666666609054E-2,
142 };
143 
144 double cosm1(double x)
145 {
146  double xx;
147 
148  if ((x < -M_PI_4) || (x > M_PI_4))
149  return (cos(x) - 1.0);
150  xx = x * x;
151  xx = -0.5 * xx + xx * xx * polevl(xx, coscof, 6);
152  return xx;
153 }
154 
155 
156 /* Compute lgam(x + 1) around x = 0 using its Taylor series. */
157 static double lgam1p_taylor(double x)
158 {
159  int n;
160  double xfac, coeff, res;
161 
162  if (x == 0) {
163  return 0;
164  }
165  res = -SCIPY_EULER * x;
166  xfac = -x;
167  for (n = 2; n < 42; n++) {
168  xfac *= -x;
169  coeff = zeta(n, 1) * xfac / n;
170  res += coeff;
171  if (fabs(coeff) < MACHEP * fabs(res)) {
172  break;
173  }
174  }
175 
176  return res;
177 }
178 
179 
180 /* Compute lgam(x + 1). */
181 double lgam1p(double x)
182 {
183  if (fabs(x) <= 0.5) {
184  return lgam1p_taylor(x);
185  } else if (fabs(x - 1) < 0.5) {
186  return log(x) + lgam1p_taylor(x - 1);
187  } else {
188  return lgam(x + 1);
189  }
190 }
lgam1p
double lgam1p(double x)
Definition: unity.c:181
MAXITER
#define MAXITER
Definition: igam.c:110
cephes_isnan
#define cephes_isnan(x)
Definition: mconf.h:99
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EQ
static double EQ[4]
Definition: unity.c:99
log
const EIGEN_DEVICE_FUNC LogReturnType log() const
Definition: ArrayCwiseUnaryOps.h:128
res
cout<< "Here is the matrix m:"<< endl<< m<< endl;Matrix< ptrdiff_t, 3, 1 > res
Definition: PartialRedux_count.cpp:3
exp
const EIGEN_DEVICE_FUNC ExpReturnType exp() const
Definition: ArrayCwiseUnaryOps.h:97
lgam
double lgam(double x)
Definition: gamma.c:275
SCIPY_EULER
#define SCIPY_EULER
Definition: mconf.h:128
ceres::cos
Jet< T, N > cos(const Jet< T, N > &f)
Definition: jet.h:426
boost::multiprecision::fabs
Real fabs(const Real &a)
Definition: boostmultiprec.cpp:119
p1evl
static double p1evl(double x, const double coef[], int N)
Definition: polevl.h:97
EP
static double EP[3]
Definition: unity.c:93
n
int n
Definition: BiCGSTAB_simple.cpp:1
LQ
static const double LQ[]
Definition: unity.c:39
expm1
double expm1(double x)
Definition: unity.c:106
M_PI_4
#define M_PI_4
Definition: mconf.h:119
polevl
static double polevl(double x, const double coef[], int N)
Definition: polevl.h:65
cosm1
double cosm1(double x)
Definition: unity.c:144
log1p
double log1p(double x)
Definition: unity.c:49
pybind_wrapper_test_script.z
z
Definition: pybind_wrapper_test_script.py:61
lgam1p_taylor
static double lgam1p_taylor(double x)
Definition: unity.c:157
coscof
static double coscof[7]
Definition: unity.c:134
MACHEP
double MACHEP
Definition: const.c:54
M_SQRT1_2
#define M_SQRT1_2
Definition: mconf.h:124
mconf.h
cephes_isfinite
#define cephes_isfinite(x)
Definition: mconf.h:101
zeta
double zeta(double x, double q)
Definition: zeta.c:89
LP
static const double LP[]
Definition: unity.c:29
log1pmx
double log1pmx(double x)
Definition: unity.c:63
M_SQRT2
#define M_SQRT2
Definition: mconf.h:123


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autogenerated on Thu Dec 19 2024 04:08:28