diff options
Diffstat (limited to 'libs/math/tools/carlson_ellint_data.cpp')
-rw-r--r-- | libs/math/tools/carlson_ellint_data.cpp | 489 |
1 files changed, 486 insertions, 3 deletions
diff --git a/libs/math/tools/carlson_ellint_data.cpp b/libs/math/tools/carlson_ellint_data.cpp index c234b4b17..5bd980733 100644 --- a/libs/math/tools/carlson_ellint_data.cpp +++ b/libs/math/tools/carlson_ellint_data.cpp @@ -6,7 +6,8 @@ #include <boost/math/tools/test_data.hpp> #include <boost/test/included/prg_exec_monitor.hpp> -#include <boost/math/special_functions/ellint_3.hpp> +#include <boost/math/special_functions/ellint_rj.hpp> +#include <boost/math/special_functions/ellint_rd.hpp> #include <fstream> #include <boost/math/tools/test_data.hpp> #include <boost/random.hpp> @@ -20,6 +21,377 @@ float truncate_to_float(float const * pf) return *pf; } +// +// Archived here is the original implementation of this +// function by Xiaogang Zhang, we can use this to +// generate special test cases for the new version: +// +template <typename T, typename Policy> +T ellint_rj_old(T x, T y, T z, T p, const Policy& pol) +{ + T value, u, lambda, alpha, beta, sigma, factor, tolerance; + T X, Y, Z, P, EA, EB, EC, E2, E3, S1, S2, S3; + unsigned long k; + + BOOST_MATH_STD_USING + using namespace boost::math; + + static const char* function = "boost::math::ellint_rj<%1%>(%1%,%1%,%1%)"; + + if(x < 0) + { + return policies::raise_domain_error<T>(function, + "Argument x must be non-negative, but got x = %1%", x, pol); + } + if(y < 0) + { + return policies::raise_domain_error<T>(function, + "Argument y must be non-negative, but got y = %1%", y, pol); + } + if(z < 0) + { + return policies::raise_domain_error<T>(function, + "Argument z must be non-negative, but got z = %1%", z, pol); + } + if(p == 0) + { + return policies::raise_domain_error<T>(function, + "Argument p must not be zero, but got p = %1%", p, pol); + } + if(x + y == 0 || y + z == 0 || z + x == 0) + { + return policies::raise_domain_error<T>(function, + "At most one argument can be zero, " + "only possible result is %1%.", std::numeric_limits<T>::quiet_NaN(), pol); + } + + // error scales as the 6th power of tolerance + tolerance = pow(T(1) * tools::epsilon<T>() / 3, T(1) / 6); + + // for p < 0, the integral is singular, return Cauchy principal value + if(p < 0) + { + // + // We must ensure that (z - y) * (y - x) is positive. + // Since the integral is symmetrical in x, y and z + // we can just permute the values: + // + if(x > y) + std::swap(x, y); + if(y > z) + std::swap(y, z); + if(x > y) + std::swap(x, y); + + T q = -p; + T pmy = (z - y) * (y - x) / (y + q); // p - y + + BOOST_ASSERT(pmy >= 0); + + p = pmy + y; + value = ellint_rj_old(x, y, z, p, pol); + value *= pmy; + value -= 3 * boost::math::ellint_rf(x, y, z, pol); + value += 3 * sqrt((x * y * z) / (x * z + p * q)) * boost::math::ellint_rc(x * z + p * q, p * q, pol); + value /= (y + q); + return value; + } + + // duplication + sigma = 0; + factor = 1; + k = 1; + do + { + u = (x + y + z + p + p) / 5; + X = (u - x) / u; + Y = (u - y) / u; + Z = (u - z) / u; + P = (u - p) / u; + + if((tools::max)(abs(X), abs(Y), abs(Z), abs(P)) < tolerance) + break; + + T sx = sqrt(x); + T sy = sqrt(y); + T sz = sqrt(z); + + lambda = sy * (sx + sz) + sz * sx; + alpha = p * (sx + sy + sz) + sx * sy * sz; + alpha *= alpha; + beta = p * (p + lambda) * (p + lambda); + sigma += factor * boost::math::ellint_rc(alpha, beta, pol); + factor /= 4; + x = (x + lambda) / 4; + y = (y + lambda) / 4; + z = (z + lambda) / 4; + p = (p + lambda) / 4; + ++k; + } while(k < policies::get_max_series_iterations<Policy>()); + + // Check to see if we gave up too soon: + policies::check_series_iterations<T>(function, k, pol); + + // Taylor series expansion to the 5th order + EA = X * Y + Y * Z + Z * X; + EB = X * Y * Z; + EC = P * P; + E2 = EA - 3 * EC; + E3 = EB + 2 * P * (EA - EC); + S1 = 1 + E2 * (E2 * T(9) / 88 - E3 * T(9) / 52 - T(3) / 14); + S2 = EB * (T(1) / 6 + P * (T(-6) / 22 + P * T(3) / 26)); + S3 = P * ((EA - EC) / 3 - P * EA * T(3) / 22); + value = 3 * sigma + factor * (S1 + S2 + S3) / (u * sqrt(u)); + + return value; +} + +template <typename T, typename Policy> +T ellint_rd_imp_old(T x, T y, T z, const Policy& pol) +{ + T value, u, lambda, sigma, factor, tolerance; + T X, Y, Z, EA, EB, EC, ED, EE, S1, S2; + unsigned long k; + + BOOST_MATH_STD_USING + using namespace boost::math; + + static const char* function = "boost::math::ellint_rd<%1%>(%1%,%1%,%1%)"; + + if(x < 0) + { + return policies::raise_domain_error<T>(function, + "Argument x must be >= 0, but got %1%", x, pol); + } + if(y < 0) + { + return policies::raise_domain_error<T>(function, + "Argument y must be >= 0, but got %1%", y, pol); + } + if(z <= 0) + { + return policies::raise_domain_error<T>(function, + "Argument z must be > 0, but got %1%", z, pol); + } + if(x + y == 0) + { + return policies::raise_domain_error<T>(function, + "At most one argument can be zero, but got, x + y = %1%", x + y, pol); + } + + // error scales as the 6th power of tolerance + tolerance = pow(tools::epsilon<T>() / 3, T(1) / 6); + + // duplication + sigma = 0; + factor = 1; + k = 1; + do + { + u = (x + y + z + z + z) / 5; + X = (u - x) / u; + Y = (u - y) / u; + Z = (u - z) / u; + if((tools::max)(abs(X), abs(Y), abs(Z)) < tolerance) + break; + T sx = sqrt(x); + T sy = sqrt(y); + T sz = sqrt(z); + lambda = sy * (sx + sz) + sz * sx; //sqrt(x * y) + sqrt(y * z) + sqrt(z * x); + sigma += factor / (sz * (z + lambda)); + factor /= 4; + x = (x + lambda) / 4; + y = (y + lambda) / 4; + z = (z + lambda) / 4; + ++k; + } while(k < policies::get_max_series_iterations<Policy>()); + + // Check to see if we gave up too soon: + policies::check_series_iterations<T>(function, k, pol); + + // Taylor series expansion to the 5th order + EA = X * Y; + EB = Z * Z; + EC = EA - EB; + ED = EA - 6 * EB; + EE = ED + EC + EC; + S1 = ED * (ED * T(9) / 88 - Z * EE * T(9) / 52 - T(3) / 14); + S2 = Z * (EE / 6 + Z * (-EC * T(9) / 22 + Z * EA * T(3) / 26)); + value = 3 * sigma + factor * (1 + S1 + S2) / (u * sqrt(u)); + + return value; +} + +template <typename T, typename Policy> +T ellint_rf_imp_old(T x, T y, T z, const Policy& pol) +{ + T value, X, Y, Z, E2, E3, u, lambda, tolerance; + unsigned long k; + BOOST_MATH_STD_USING + using namespace boost::math; + static const char* function = "boost::math::ellint_rf<%1%>(%1%,%1%,%1%)"; + if(x < 0 || y < 0 || z < 0) + { + return policies::raise_domain_error<T>(function, + "domain error, all arguments must be non-negative, " + "only sensible result is %1%.", + std::numeric_limits<T>::quiet_NaN(), pol); + } + if(x + y == 0 || y + z == 0 || z + x == 0) + { + return policies::raise_domain_error<T>(function, + "domain error, at most one argument can be zero, " + "only sensible result is %1%.", + std::numeric_limits<T>::quiet_NaN(), pol); + } + // Carlson scales error as the 6th power of tolerance, + // but this seems not to work for types larger than + // 80-bit reals, this heuristic seems to work OK: + if(policies::digits<T, Policy>() > 64) + { + tolerance = pow(tools::epsilon<T>(), T(1) / 4.25f); + BOOST_MATH_INSTRUMENT_VARIABLE(tolerance); + } + else + { + tolerance = pow(4 * tools::epsilon<T>(), T(1) / 6); + BOOST_MATH_INSTRUMENT_VARIABLE(tolerance); + } + // duplication + k = 1; + do + { + u = (x + y + z) / 3; + X = (u - x) / u; + Y = (u - y) / u; + Z = (u - z) / u; + // Termination condition: + if((tools::max)(abs(X), abs(Y), abs(Z)) < tolerance) + break; + T sx = sqrt(x); + T sy = sqrt(y); + T sz = sqrt(z); + lambda = sy * (sx + sz) + sz * sx; + x = (x + lambda) / 4; + y = (y + lambda) / 4; + z = (z + lambda) / 4; + ++k; + } while(k < policies::get_max_series_iterations<Policy>()); + // Check to see if we gave up too soon: + policies::check_series_iterations<T>(function, k, pol); + BOOST_MATH_INSTRUMENT_VARIABLE(k); + // Taylor series expansion to the 5th order + E2 = X * Y - Z * Z; + E3 = X * Y * Z; + value = (1 + E2*(E2 / 24 - E3*T(3) / 44 - T(0.1)) + E3 / 14) / sqrt(u); + BOOST_MATH_INSTRUMENT_VARIABLE(value); + return value; +} + + + +boost::math::tuple<mp_t, mp_t, mp_t, mp_t> generate_rj_data_4e(mp_t n) +{ + mp_t result = ellint_rj_old(n, n, n, n, boost::math::policies::policy<>()); + return boost::math::make_tuple(n, n, n, result); +} + +boost::math::tuple<mp_t, mp_t, mp_t, mp_t, mp_t> generate_rj_data_3e(mp_t x, mp_t p) +{ + mp_t r = ellint_rj_old(x, x, x, p, boost::math::policies::policy<>()); + return boost::math::make_tuple(x, x, x, p, r); +} + +boost::math::tuple<mp_t, mp_t, mp_t, mp_t, mp_t> generate_rj_data_2e_1(mp_t x, mp_t y, mp_t p) +{ + mp_t r = ellint_rj_old(x, x, y, p, boost::math::policies::policy<>()); + return boost::math::make_tuple(x, x, y, p, r); +} + +boost::math::tuple<mp_t, mp_t, mp_t, mp_t, mp_t> generate_rj_data_2e_2(mp_t x, mp_t y, mp_t p) +{ + mp_t r = ellint_rj_old(x, y, x, p, boost::math::policies::policy<>()); + return boost::math::make_tuple(x, y, x, p, r); +} + +boost::math::tuple<mp_t, mp_t, mp_t, mp_t, mp_t> generate_rj_data_2e_3(mp_t x, mp_t y, mp_t p) +{ + mp_t r = ellint_rj_old(y, x, x, p, boost::math::policies::policy<>()); + return boost::math::make_tuple(y, x, x, p, r); +} + +boost::math::tuple<mp_t, mp_t, mp_t, mp_t, mp_t> generate_rj_data_2e_4(mp_t x, mp_t y, mp_t p) +{ + mp_t r = ellint_rj_old(x, y, p, p, boost::math::policies::policy<>()); + return boost::math::make_tuple(x, y, p, p, r); +} + +boost::math::tuple<mp_t, mp_t, mp_t, mp_t> generate_rd_data_2e_1(mp_t x, mp_t y) +{ + mp_t r = ellint_rd_imp_old(x, y, y, boost::math::policies::policy<>()); + return boost::math::make_tuple(x, y, y, r); +} + +boost::math::tuple<mp_t, mp_t, mp_t, mp_t> generate_rd_data_2e_2(mp_t x, mp_t y) +{ + mp_t r = ellint_rd_imp_old(x, x, y, boost::math::policies::policy<>()); + return boost::math::make_tuple(x, x, y, r); +} + +boost::math::tuple<mp_t, mp_t, mp_t, mp_t> generate_rd_data_2e_3(mp_t x) +{ + mp_t r = ellint_rd_imp_old(mp_t(0), x, x, boost::math::policies::policy<>()); + return boost::math::make_tuple(0, x, x, r); +} + +boost::math::tuple<mp_t, mp_t, mp_t, mp_t> generate_rd_data_3e(mp_t x) +{ + mp_t r = ellint_rd_imp_old(x, x, x, boost::math::policies::policy<>()); + return boost::math::make_tuple(x, x, x, r); +} + +boost::math::tuple<mp_t, mp_t, mp_t, mp_t> generate_rd_data_0xy(mp_t x, mp_t y) +{ + mp_t r = ellint_rd_imp_old(mp_t(0), x, y, boost::math::policies::policy<>()); + return boost::math::make_tuple(mp_t(0), x, y, r); +} + +boost::math::tuple<mp_t, mp_t, mp_t, mp_t> generate_rf_data_xxx(mp_t x) +{ + mp_t r = ellint_rf_imp_old(x, x, x, boost::math::policies::policy<>()); + return boost::math::make_tuple(x, x, x, r); +} + +boost::math::tuple<mp_t, mp_t, mp_t, mp_t> generate_rf_data_xyy(mp_t x, mp_t y) +{ + mp_t r = ellint_rf_imp_old(x, y, y, boost::math::policies::policy<>()); + return boost::math::make_tuple(x, y, y, r); +} + +boost::math::tuple<mp_t, mp_t, mp_t, mp_t> generate_rf_data_xxy(mp_t x, mp_t y) +{ + mp_t r = ellint_rf_imp_old(x, x, y, boost::math::policies::policy<>()); + return boost::math::make_tuple(x, x, y, r); +} + +boost::math::tuple<mp_t, mp_t, mp_t, mp_t> generate_rf_data_xyx(mp_t x, mp_t y) +{ + mp_t r = ellint_rf_imp_old(x, y, x, boost::math::policies::policy<>()); + return boost::math::make_tuple(x, y, x, r); +} + +boost::math::tuple<mp_t, mp_t, mp_t, mp_t> generate_rf_data_0yy(mp_t y) +{ + mp_t r = ellint_rf_imp_old(mp_t(0), y, y, boost::math::policies::policy<>()); + return boost::math::make_tuple(mp_t(0), y, y, r); +} + +boost::math::tuple<mp_t, mp_t, mp_t, mp_t> generate_rf_data_xy0(mp_t x, mp_t y) +{ + mp_t r = ellint_rf_imp_old(x, y, mp_t(0), boost::math::policies::policy<>()); + return boost::math::make_tuple(x, y, mp_t(0), r); +} + boost::math::tuple<mp_t, mp_t, mp_t, mp_t> generate_rf_data(mp_t n) { static boost::mt19937 r; @@ -99,11 +471,107 @@ boost::math::tuple<mp_t, mp_t, mp_t, mp_t> generate_rd_data(mp_t n) return boost::math::make_tuple(xr, yr, zr, result); } -int cpp_main(int argc, char*argv []) +mp_t rg_imp(mp_t x, mp_t y, mp_t z) +{ + using std::swap; + // If z is zero permute so the call to RD is valid: + if(z == 0) + swap(x, z); + return (z * ellint_rf_imp_old(x, y, z, boost::math::policies::policy<>()) + - (x - z) * (y - z) * ellint_rd_imp_old(x, y, z, boost::math::policies::policy<>()) / 3 + + sqrt(x * y / z)) / 2; +} + +boost::math::tuple<mp_t, mp_t, mp_t, mp_t> generate_rg_data(mp_t n) +{ + static boost::mt19937 r; + boost::uniform_real<float> ur(0, 1); + boost::uniform_int<int> ui(-100, 100); + float x = ur(r); + x = ldexp(x, ui(r)); + mp_t xr(truncate_to_float(&x)); + float y = ur(r); + y = ldexp(y, ui(r)); + mp_t yr(truncate_to_float(&y)); + float z = ur(r); + z = ldexp(z, ui(r)); + mp_t zr(truncate_to_float(&z)); + + mp_t result = rg_imp(xr, yr, zr); + return boost::math::make_tuple(xr, yr, zr, result); +} + +boost::math::tuple<mp_t, mp_t, mp_t, mp_t> generate_rg_xxx(mp_t x) +{ + mp_t result = rg_imp(x, x, x); + return boost::math::make_tuple(x, x, x, result); +} + +boost::math::tuple<mp_t, mp_t, mp_t, mp_t> generate_rg_xyy(mp_t x, mp_t y) +{ + mp_t result = rg_imp(x, y, y); + return boost::math::make_tuple(x, y, y, result); +} + +boost::math::tuple<mp_t, mp_t, mp_t, mp_t> generate_rg_xxy(mp_t x, mp_t y) +{ + mp_t result = rg_imp(x, x, y); + return boost::math::make_tuple(x, x, y, result); +} + +boost::math::tuple<mp_t, mp_t, mp_t, mp_t> generate_rg_xyx(mp_t x, mp_t y) +{ + mp_t result = rg_imp(x, y, x); + return boost::math::make_tuple(x, y, x, result); +} + +boost::math::tuple<mp_t, mp_t, mp_t, mp_t> generate_rg_0xx(mp_t x) +{ + mp_t result = rg_imp(mp_t(0), x, x); + return boost::math::make_tuple(mp_t(0), x, x, result); +} + +boost::math::tuple<mp_t, mp_t, mp_t, mp_t> generate_rg_x0x(mp_t x) +{ + mp_t result = rg_imp(x, mp_t(0), x); + return boost::math::make_tuple(x, mp_t(0), x, result); +} + +boost::math::tuple<mp_t, mp_t, mp_t, mp_t> generate_rg_xx0(mp_t x) +{ + mp_t result = rg_imp(x, x, mp_t(0)); + return boost::math::make_tuple(x, x, mp_t(0), result); +} + +boost::math::tuple<mp_t, mp_t, mp_t, mp_t> generate_rg_00x(mp_t x) +{ + mp_t result = sqrt(x) / 2; + return boost::math::make_tuple(mp_t(0), mp_t(0), x, result); +} + +boost::math::tuple<mp_t, mp_t, mp_t, mp_t> generate_rg_0x0(mp_t x) +{ + mp_t result = sqrt(x) / 2; + return boost::math::make_tuple(mp_t(0), x, mp_t(0), result); +} + +boost::math::tuple<mp_t, mp_t, mp_t, mp_t> generate_rg_x00(mp_t x) +{ + mp_t result = sqrt(x) / 2; + return boost::math::make_tuple(x, mp_t(0), mp_t(0), result); +} + +boost::math::tuple<mp_t, mp_t, mp_t, mp_t> generate_rg_xy0(mp_t x, mp_t y) +{ + mp_t result = rg_imp(x, y, mp_t(0)); + return boost::math::make_tuple(x, y, mp_t(0), result); +} + +int cpp_main(int argc, char*argv[]) { using namespace boost::math::tools; - parameter_info<mp_t> arg1, arg2; + parameter_info<mp_t> arg1, arg2, arg3; test_data<mp_t> data; bool cont; @@ -113,6 +581,7 @@ int cpp_main(int argc, char*argv []) return 1; do{ +#if 0 int count; std::cout << "Number of points: "; std::cin >> count; @@ -129,6 +598,20 @@ int cpp_main(int argc, char*argv []) std::getline(std::cin, line); boost::algorithm::trim(line); cont = (line == "y"); +#else + get_user_parameter_info(arg1, "x"); + get_user_parameter_info(arg2, "y"); + //get_user_parameter_info(arg3, "p"); + arg1.type |= dummy_param; + arg2.type |= dummy_param; + //arg3.type |= dummy_param; + data.insert(generate_rd_data_0xy, arg1, arg2); + + std::cout << "Any more data [y/n]?"; + std::getline(std::cin, line); + boost::algorithm::trim(line); + cont = (line == "y"); +#endif }while(cont); std::cout << "Enter name of test data file [default=ellint_rf_data.ipp]"; |