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- // Special functions -*- C++ -*-
-
- // Copyright (C) 2006-2020 Free Software Foundation, Inc.
- //
- // This file is part of the GNU ISO C++ Library. This library is free
- // software; you can redistribute it and/or modify it under the
- // terms of the GNU General Public License as published by the
- // Free Software Foundation; either version 3, or (at your option)
- // any later version.
- //
- // This library is distributed in the hope that it will be useful,
- // but WITHOUT ANY WARRANTY; without even the implied warranty of
- // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
- // GNU General Public License for more details.
- //
- // Under Section 7 of GPL version 3, you are granted additional
- // permissions described in the GCC Runtime Library Exception, version
- // 3.1, as published by the Free Software Foundation.
-
- // You should have received a copy of the GNU General Public License and
- // a copy of the GCC Runtime Library Exception along with this program;
- // see the files COPYING3 and COPYING.RUNTIME respectively. If not, see
- // <http://www.gnu.org/licenses/>.
-
- /** @file tr1/exp_integral.tcc
- * This is an internal header file, included by other library headers.
- * Do not attempt to use it directly. @headername{tr1/cmath}
- */
-
- //
- // ISO C++ 14882 TR1: 5.2 Special functions
- //
-
- // Written by Edward Smith-Rowland based on:
- //
- // (1) Handbook of Mathematical Functions,
- // Ed. by Milton Abramowitz and Irene A. Stegun,
- // Dover Publications, New-York, Section 5, pp. 228-251.
- // (2) The Gnu Scientific Library, http://www.gnu.org/software/gsl
- // (3) Numerical Recipes in C, by W. H. Press, S. A. Teukolsky,
- // W. T. Vetterling, B. P. Flannery, Cambridge University Press (1992),
- // 2nd ed, pp. 222-225.
- //
-
- #ifndef _GLIBCXX_TR1_EXP_INTEGRAL_TCC
- #define _GLIBCXX_TR1_EXP_INTEGRAL_TCC 1
-
- #include <tr1/special_function_util.h>
-
- namespace std _GLIBCXX_VISIBILITY(default)
- {
- _GLIBCXX_BEGIN_NAMESPACE_VERSION
-
- #if _GLIBCXX_USE_STD_SPEC_FUNCS
- #elif defined(_GLIBCXX_TR1_CMATH)
- namespace tr1
- {
- #else
- # error do not include this header directly, use <cmath> or <tr1/cmath>
- #endif
- // [5.2] Special functions
-
- // Implementation-space details.
- namespace __detail
- {
- template<typename _Tp> _Tp __expint_E1(_Tp);
-
- /**
- * @brief Return the exponential integral @f$ E_1(x) @f$
- * by series summation. This should be good
- * for @f$ x < 1 @f$.
- *
- * The exponential integral is given by
- * \f[
- * E_1(x) = \int_{1}^{\infty} \frac{e^{-xt}}{t} dt
- * \f]
- *
- * @param __x The argument of the exponential integral function.
- * @return The exponential integral.
- */
- template<typename _Tp>
- _Tp
- __expint_E1_series(_Tp __x)
- {
- const _Tp __eps = std::numeric_limits<_Tp>::epsilon();
- _Tp __term = _Tp(1);
- _Tp __esum = _Tp(0);
- _Tp __osum = _Tp(0);
- const unsigned int __max_iter = 1000;
- for (unsigned int __i = 1; __i < __max_iter; ++__i)
- {
- __term *= - __x / __i;
- if (std::abs(__term) < __eps)
- break;
- if (__term >= _Tp(0))
- __esum += __term / __i;
- else
- __osum += __term / __i;
- }
-
- return - __esum - __osum
- - __numeric_constants<_Tp>::__gamma_e() - std::log(__x);
- }
-
-
- /**
- * @brief Return the exponential integral @f$ E_1(x) @f$
- * by asymptotic expansion.
- *
- * The exponential integral is given by
- * \f[
- * E_1(x) = \int_{1}^\infty \frac{e^{-xt}}{t} dt
- * \f]
- *
- * @param __x The argument of the exponential integral function.
- * @return The exponential integral.
- */
- template<typename _Tp>
- _Tp
- __expint_E1_asymp(_Tp __x)
- {
- _Tp __term = _Tp(1);
- _Tp __esum = _Tp(1);
- _Tp __osum = _Tp(0);
- const unsigned int __max_iter = 1000;
- for (unsigned int __i = 1; __i < __max_iter; ++__i)
- {
- _Tp __prev = __term;
- __term *= - __i / __x;
- if (std::abs(__term) > std::abs(__prev))
- break;
- if (__term >= _Tp(0))
- __esum += __term;
- else
- __osum += __term;
- }
-
- return std::exp(- __x) * (__esum + __osum) / __x;
- }
-
-
- /**
- * @brief Return the exponential integral @f$ E_n(x) @f$
- * by series summation.
- *
- * The exponential integral is given by
- * \f[
- * E_n(x) = \int_{1}^\infty \frac{e^{-xt}}{t^n} dt
- * \f]
- *
- * @param __n The order of the exponential integral function.
- * @param __x The argument of the exponential integral function.
- * @return The exponential integral.
- */
- template<typename _Tp>
- _Tp
- __expint_En_series(unsigned int __n, _Tp __x)
- {
- const unsigned int __max_iter = 1000;
- const _Tp __eps = std::numeric_limits<_Tp>::epsilon();
- const int __nm1 = __n - 1;
- _Tp __ans = (__nm1 != 0
- ? _Tp(1) / __nm1 : -std::log(__x)
- - __numeric_constants<_Tp>::__gamma_e());
- _Tp __fact = _Tp(1);
- for (int __i = 1; __i <= __max_iter; ++__i)
- {
- __fact *= -__x / _Tp(__i);
- _Tp __del;
- if ( __i != __nm1 )
- __del = -__fact / _Tp(__i - __nm1);
- else
- {
- _Tp __psi = -__numeric_constants<_Tp>::gamma_e();
- for (int __ii = 1; __ii <= __nm1; ++__ii)
- __psi += _Tp(1) / _Tp(__ii);
- __del = __fact * (__psi - std::log(__x));
- }
- __ans += __del;
- if (std::abs(__del) < __eps * std::abs(__ans))
- return __ans;
- }
- std::__throw_runtime_error(__N("Series summation failed "
- "in __expint_En_series."));
- }
-
-
- /**
- * @brief Return the exponential integral @f$ E_n(x) @f$
- * by continued fractions.
- *
- * The exponential integral is given by
- * \f[
- * E_n(x) = \int_{1}^\infty \frac{e^{-xt}}{t^n} dt
- * \f]
- *
- * @param __n The order of the exponential integral function.
- * @param __x The argument of the exponential integral function.
- * @return The exponential integral.
- */
- template<typename _Tp>
- _Tp
- __expint_En_cont_frac(unsigned int __n, _Tp __x)
- {
- const unsigned int __max_iter = 1000;
- const _Tp __eps = std::numeric_limits<_Tp>::epsilon();
- const _Tp __fp_min = std::numeric_limits<_Tp>::min();
- const int __nm1 = __n - 1;
- _Tp __b = __x + _Tp(__n);
- _Tp __c = _Tp(1) / __fp_min;
- _Tp __d = _Tp(1) / __b;
- _Tp __h = __d;
- for ( unsigned int __i = 1; __i <= __max_iter; ++__i )
- {
- _Tp __a = -_Tp(__i * (__nm1 + __i));
- __b += _Tp(2);
- __d = _Tp(1) / (__a * __d + __b);
- __c = __b + __a / __c;
- const _Tp __del = __c * __d;
- __h *= __del;
- if (std::abs(__del - _Tp(1)) < __eps)
- {
- const _Tp __ans = __h * std::exp(-__x);
- return __ans;
- }
- }
- std::__throw_runtime_error(__N("Continued fraction failed "
- "in __expint_En_cont_frac."));
- }
-
-
- /**
- * @brief Return the exponential integral @f$ E_n(x) @f$
- * by recursion. Use upward recursion for @f$ x < n @f$
- * and downward recursion (Miller's algorithm) otherwise.
- *
- * The exponential integral is given by
- * \f[
- * E_n(x) = \int_{1}^\infty \frac{e^{-xt}}{t^n} dt
- * \f]
- *
- * @param __n The order of the exponential integral function.
- * @param __x The argument of the exponential integral function.
- * @return The exponential integral.
- */
- template<typename _Tp>
- _Tp
- __expint_En_recursion(unsigned int __n, _Tp __x)
- {
- _Tp __En;
- _Tp __E1 = __expint_E1(__x);
- if (__x < _Tp(__n))
- {
- // Forward recursion is stable only for n < x.
- __En = __E1;
- for (unsigned int __j = 2; __j < __n; ++__j)
- __En = (std::exp(-__x) - __x * __En) / _Tp(__j - 1);
- }
- else
- {
- // Backward recursion is stable only for n >= x.
- __En = _Tp(1);
- const int __N = __n + 20; // TODO: Check this starting number.
- _Tp __save = _Tp(0);
- for (int __j = __N; __j > 0; --__j)
- {
- __En = (std::exp(-__x) - __j * __En) / __x;
- if (__j == __n)
- __save = __En;
- }
- _Tp __norm = __En / __E1;
- __En /= __norm;
- }
-
- return __En;
- }
-
- /**
- * @brief Return the exponential integral @f$ Ei(x) @f$
- * by series summation.
- *
- * The exponential integral is given by
- * \f[
- * Ei(x) = -\int_{-x}^\infty \frac{e^t}{t} dt
- * \f]
- *
- * @param __x The argument of the exponential integral function.
- * @return The exponential integral.
- */
- template<typename _Tp>
- _Tp
- __expint_Ei_series(_Tp __x)
- {
- _Tp __term = _Tp(1);
- _Tp __sum = _Tp(0);
- const unsigned int __max_iter = 1000;
- for (unsigned int __i = 1; __i < __max_iter; ++__i)
- {
- __term *= __x / __i;
- __sum += __term / __i;
- if (__term < std::numeric_limits<_Tp>::epsilon() * __sum)
- break;
- }
-
- return __numeric_constants<_Tp>::__gamma_e() + __sum + std::log(__x);
- }
-
-
- /**
- * @brief Return the exponential integral @f$ Ei(x) @f$
- * by asymptotic expansion.
- *
- * The exponential integral is given by
- * \f[
- * Ei(x) = -\int_{-x}^\infty \frac{e^t}{t} dt
- * \f]
- *
- * @param __x The argument of the exponential integral function.
- * @return The exponential integral.
- */
- template<typename _Tp>
- _Tp
- __expint_Ei_asymp(_Tp __x)
- {
- _Tp __term = _Tp(1);
- _Tp __sum = _Tp(1);
- const unsigned int __max_iter = 1000;
- for (unsigned int __i = 1; __i < __max_iter; ++__i)
- {
- _Tp __prev = __term;
- __term *= __i / __x;
- if (__term < std::numeric_limits<_Tp>::epsilon())
- break;
- if (__term >= __prev)
- break;
- __sum += __term;
- }
-
- return std::exp(__x) * __sum / __x;
- }
-
-
- /**
- * @brief Return the exponential integral @f$ Ei(x) @f$.
- *
- * The exponential integral is given by
- * \f[
- * Ei(x) = -\int_{-x}^\infty \frac{e^t}{t} dt
- * \f]
- *
- * @param __x The argument of the exponential integral function.
- * @return The exponential integral.
- */
- template<typename _Tp>
- _Tp
- __expint_Ei(_Tp __x)
- {
- if (__x < _Tp(0))
- return -__expint_E1(-__x);
- else if (__x < -std::log(std::numeric_limits<_Tp>::epsilon()))
- return __expint_Ei_series(__x);
- else
- return __expint_Ei_asymp(__x);
- }
-
-
- /**
- * @brief Return the exponential integral @f$ E_1(x) @f$.
- *
- * The exponential integral is given by
- * \f[
- * E_1(x) = \int_{1}^\infty \frac{e^{-xt}}{t} dt
- * \f]
- *
- * @param __x The argument of the exponential integral function.
- * @return The exponential integral.
- */
- template<typename _Tp>
- _Tp
- __expint_E1(_Tp __x)
- {
- if (__x < _Tp(0))
- return -__expint_Ei(-__x);
- else if (__x < _Tp(1))
- return __expint_E1_series(__x);
- else if (__x < _Tp(100)) // TODO: Find a good asymptotic switch point.
- return __expint_En_cont_frac(1, __x);
- else
- return __expint_E1_asymp(__x);
- }
-
-
- /**
- * @brief Return the exponential integral @f$ E_n(x) @f$
- * for large argument.
- *
- * The exponential integral is given by
- * \f[
- * E_n(x) = \int_{1}^\infty \frac{e^{-xt}}{t^n} dt
- * \f]
- *
- * This is something of an extension.
- *
- * @param __n The order of the exponential integral function.
- * @param __x The argument of the exponential integral function.
- * @return The exponential integral.
- */
- template<typename _Tp>
- _Tp
- __expint_asymp(unsigned int __n, _Tp __x)
- {
- _Tp __term = _Tp(1);
- _Tp __sum = _Tp(1);
- for (unsigned int __i = 1; __i <= __n; ++__i)
- {
- _Tp __prev = __term;
- __term *= -(__n - __i + 1) / __x;
- if (std::abs(__term) > std::abs(__prev))
- break;
- __sum += __term;
- }
-
- return std::exp(-__x) * __sum / __x;
- }
-
-
- /**
- * @brief Return the exponential integral @f$ E_n(x) @f$
- * for large order.
- *
- * The exponential integral is given by
- * \f[
- * E_n(x) = \int_{1}^\infty \frac{e^{-xt}}{t^n} dt
- * \f]
- *
- * This is something of an extension.
- *
- * @param __n The order of the exponential integral function.
- * @param __x The argument of the exponential integral function.
- * @return The exponential integral.
- */
- template<typename _Tp>
- _Tp
- __expint_large_n(unsigned int __n, _Tp __x)
- {
- const _Tp __xpn = __x + __n;
- const _Tp __xpn2 = __xpn * __xpn;
- _Tp __term = _Tp(1);
- _Tp __sum = _Tp(1);
- for (unsigned int __i = 1; __i <= __n; ++__i)
- {
- _Tp __prev = __term;
- __term *= (__n - 2 * (__i - 1) * __x) / __xpn2;
- if (std::abs(__term) < std::numeric_limits<_Tp>::epsilon())
- break;
- __sum += __term;
- }
-
- return std::exp(-__x) * __sum / __xpn;
- }
-
-
- /**
- * @brief Return the exponential integral @f$ E_n(x) @f$.
- *
- * The exponential integral is given by
- * \f[
- * E_n(x) = \int_{1}^\infty \frac{e^{-xt}}{t^n} dt
- * \f]
- * This is something of an extension.
- *
- * @param __n The order of the exponential integral function.
- * @param __x The argument of the exponential integral function.
- * @return The exponential integral.
- */
- template<typename _Tp>
- _Tp
- __expint(unsigned int __n, _Tp __x)
- {
- // Return NaN on NaN input.
- if (__isnan(__x))
- return std::numeric_limits<_Tp>::quiet_NaN();
- else if (__n <= 1 && __x == _Tp(0))
- return std::numeric_limits<_Tp>::infinity();
- else
- {
- _Tp __E0 = std::exp(__x) / __x;
- if (__n == 0)
- return __E0;
-
- _Tp __E1 = __expint_E1(__x);
- if (__n == 1)
- return __E1;
-
- if (__x == _Tp(0))
- return _Tp(1) / static_cast<_Tp>(__n - 1);
-
- _Tp __En = __expint_En_recursion(__n, __x);
-
- return __En;
- }
- }
-
-
- /**
- * @brief Return the exponential integral @f$ Ei(x) @f$.
- *
- * The exponential integral is given by
- * \f[
- * Ei(x) = -\int_{-x}^\infty \frac{e^t}{t} dt
- * \f]
- *
- * @param __x The argument of the exponential integral function.
- * @return The exponential integral.
- */
- template<typename _Tp>
- inline _Tp
- __expint(_Tp __x)
- {
- if (__isnan(__x))
- return std::numeric_limits<_Tp>::quiet_NaN();
- else
- return __expint_Ei(__x);
- }
- } // namespace __detail
- #if ! _GLIBCXX_USE_STD_SPEC_FUNCS && defined(_GLIBCXX_TR1_CMATH)
- } // namespace tr1
- #endif
-
- _GLIBCXX_END_NAMESPACE_VERSION
- }
-
- #endif // _GLIBCXX_TR1_EXP_INTEGRAL_TCC
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