/* mpfr_eint, mpfr_eint1 -- the exponential integral Copyright 2005-2021 Free Software Foundation, Inc. Contributed by the AriC and Caramba projects, INRIA. This file is part of the GNU MPFR Library. The GNU MPFR Library is free software; you can redistribute it and/or modify it under the terms of the GNU Lesser General Public License as published by the Free Software Foundation; either version 3 of the License, or (at your option) any later version. The GNU MPFR 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 Lesser General Public License for more details. You should have received a copy of the GNU Lesser General Public License along with the GNU MPFR Library; see the file COPYING.LESSER. If not, see https://www.gnu.org/licenses/ or write to the Free Software Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301, USA. */ #define MPFR_NEED_LONGLONG_H #include "mpfr-impl.h" /* eint1(x) = -gamma - log(x) - sum((-1)^k*z^k/k/k!, k=1..infinity) for x > 0 = - eint(-x) for x < 0 where eint (x) = gamma + log(x) + sum(z^k/k/k!, k=1..infinity) for x > 0 eint (x) is undefined for x < 0. */ /* Compute in y an approximation of sum(x^k/k/k!, k=1..infinity), assuming x != 0, and return e such that the absolute error is bounded by 2^e ulp(y). Return PREC(y) when the truncated series does not converge. */ static mpfr_exp_t mpfr_eint_aux (mpfr_ptr y, mpfr_srcptr x) { mpfr_t eps; /* dynamic (absolute) error bound on t */ mpfr_t erru, errs; mpz_t m, s, t, u; mpfr_exp_t e, sizeinbase; mpfr_prec_t w = MPFR_PREC(y); unsigned long k; MPFR_GROUP_DECL (group); MPFR_LOG_FUNC ( ("x[%Pu]=%.*Rg", mpfr_get_prec (x), mpfr_log_prec, x), ("y[%Pu]=%.*Rg", mpfr_get_prec (y), mpfr_log_prec, y)); /* for |x| <= 1, we have S := sum(x^k/k/k!, k=1..infinity) = x + R(x) where |R(x)| <= (x/2)^2/(1-|x|/2) <= 2*(x/2)^2 thus |R(x)/x| <= |x|/2 thus if |x| <= 2^(-PREC(y)) we have |S - o(x)| <= ulp(y) */ if (MPFR_GET_EXP(x) <= - (mpfr_exp_t) w) { mpfr_set (y, x, MPFR_RNDN); return 0; } mpz_init (s); /* initializes to 0 */ mpz_init (t); mpz_init (u); mpz_init (m); MPFR_GROUP_INIT_3 (group, 31, eps, erru, errs); e = mpfr_get_z_2exp (m, x); /* x = m * 2^e with m != 0 */ MPFR_LOG_MSG (("e=%" MPFR_EXP_FSPEC "d\n", (mpfr_eexp_t) e)); MPFR_ASSERTD (mpz_sizeinbase (m, 2) == MPFR_PREC (x)); /* since m != 0 */ if (MPFR_PREC (x) > w) { e += MPFR_PREC (x) - w; mpz_tdiv_q_2exp (m, m, MPFR_PREC (x) - w); /* one still has m != 0 */ MPFR_LOG_MSG (("e=%" MPFR_EXP_FSPEC "d\n", (mpfr_eexp_t) e)); } /* Remove trailing zeroes from m: this will speed up much cases where x is a small integer divided by a power of 2. Note: As shown above, m != 0. This is needed for the "e += ..." below, otherwise n would take the largest value of mp_bitcnt_t and could be too large. */ { mp_bitcnt_t n = mpz_scan1 (m, 0); mpz_tdiv_q_2exp (m, m, n); /* Since one initially has mpz_sizeinbase (m, 2) == MPFR_PREC (x) and m has not increased, one can deduce that n <= MPFR_PREC (x), so that the cast to mpfr_prec_t is valid. This cast is needed to ensure that the operand e of the addition below is not converted to an unsigned integer type, which could yield incorrect results with some C implementations. */ MPFR_ASSERTD (n <= MPFR_PREC (x)); e += (mpfr_prec_t) n; } /* initialize t to 2^w */ mpz_set_ui (t, 1); mpz_mul_2exp (t, t, w); mpfr_set_ui (eps, 0, MPFR_RNDN); /* eps[0] = 0 */ mpfr_set_ui (errs, 0, MPFR_RNDN); /* maximal error on s */ for (k = 1;; k++) { /* let t[k] = x^k/k/k!, and eps[k] be the absolute error on t[k]: since t[k] = trunc(t[k-1]*m*2^e/k), we have eps[k+1] <= 1 + eps[k-1]*|m|*2^e/k + |t[k-1]|*|m|*2^(1-w)*2^e/k = 1 + (eps[k-1] + |t[k-1]|*2^(1-w))*|m|*2^e/k = 1 + (eps[k-1]*2^(w-1) + |t[k-1]|)*2^(1-w)*|m|*2^e/k */ mpfr_mul_2ui (eps, eps, w - 1, MPFR_RNDU); if (mpz_sgn (t) >= 0) mpfr_add_z (eps, eps, t, MPFR_RNDU); else mpfr_sub_z (eps, eps, t, MPFR_RNDU); MPFR_MPZ_SIZEINBASE2 (sizeinbase, m); mpfr_mul_2si (eps, eps, sizeinbase - (w - 1) + e, MPFR_RNDU); mpfr_div_ui (eps, eps, k, MPFR_RNDU); mpfr_add_ui (eps, eps, 1, MPFR_RNDU); mpz_mul (t, t, m); if (e < 0) mpz_tdiv_q_2exp (t, t, -e); else mpz_mul_2exp (t, t, e); mpz_tdiv_q_ui (t, t, k); mpz_tdiv_q_ui (u, t, k); mpz_add (s, s, u); /* the absolute error on u is <= 1 + eps[k]/k */ mpfr_div_ui (erru, eps, k, MPFR_RNDU); mpfr_add_ui (erru, erru, 1, MPFR_RNDU); /* and that on s is the sum of all errors on u */ mpfr_add (errs, errs, erru, MPFR_RNDU); /* we are done when t is smaller than errs */ if (mpz_sgn (t) == 0) sizeinbase = 0; else MPFR_MPZ_SIZEINBASE2 (sizeinbase, t); if (sizeinbase < MPFR_GET_EXP (errs)) break; } /* the truncation error is bounded by (|t|+eps)/k*(|x|/k + |x|^2/k^2 + ...) <= (|t|+eps)/k*|x|/(k-|x|) */ mpz_abs (t, t); mpfr_add_z (eps, eps, t, MPFR_RNDU); mpfr_div_ui (eps, eps, k, MPFR_RNDU); mpfr_abs (erru, x, MPFR_RNDU); /* |x| */ mpfr_mul (eps, eps, erru, MPFR_RNDU); mpfr_ui_sub (erru, k, erru, MPFR_RNDD); if (MPFR_IS_NEG (erru)) { /* the truncated series does not converge, return fail */ e = w; } else { mpfr_div (eps, eps, erru, MPFR_RNDU); mpfr_add (errs, errs, eps, MPFR_RNDU); mpfr_set_z (y, s, MPFR_RNDN); mpfr_div_2ui (y, y, w, MPFR_RNDN); /* errs was an absolute error bound on s. We must convert it to an error in terms of ulp(y). Since ulp(y) = 2^(EXP(y)-PREC(y)), we must divide the error by 2^(EXP(y)-PREC(y)), but since we divided also y by 2^w = 2^PREC(y), we must simply divide by 2^EXP(y). */ e = MPFR_GET_EXP (errs) - MPFR_GET_EXP (y); } MPFR_GROUP_CLEAR (group); mpz_clear (s); mpz_clear (t); mpz_clear (u); mpz_clear (m); MPFR_LOG_MSG (("e=%" MPFR_EXP_FSPEC "d\n", (mpfr_eexp_t) e)); return e; } /* Return in y an approximation of Ei(x) using the asymptotic expansion: Ei(x) = exp(x)/x * (1 + 1/x + 2/x^2 + ... + k!/x^k + ...) Assumes |x| >= PREC(y) * log(2). Returns the error bound in terms of ulp(y). */ static mpfr_exp_t mpfr_eint_asympt (mpfr_ptr y, mpfr_srcptr x) { mpfr_prec_t p = MPFR_PREC(y); mpfr_t invx, t, err; unsigned long k; mpfr_exp_t err_exp; MPFR_LOG_FUNC ( ("x[%Pu]=%.*Rg", mpfr_get_prec (x), mpfr_log_prec, x), ("err_exp=%" MPFR_EXP_FSPEC "d", (mpfr_eexp_t) err_exp)); mpfr_init2 (t, p); mpfr_init2 (invx, p); mpfr_init2 (err, 31); /* error in ulps on y */ mpfr_ui_div (invx, 1, x, MPFR_RNDN); /* invx = 1/x*(1+u) with |u|<=2^(1-p) */ mpfr_set_ui (t, 1, MPFR_RNDN); /* exact */ mpfr_set (y, t, MPFR_RNDN); mpfr_set_ui (err, 0, MPFR_RNDN); for (k = 1; MPFR_GET_EXP(t) + (mpfr_exp_t) p > MPFR_GET_EXP(y); k++) { mpfr_mul (t, t, invx, MPFR_RNDN); /* 2 more roundings */ mpfr_mul_ui (t, t, k, MPFR_RNDN); /* 1 more rounding: t = k!/x^k*(1+u)^e with u=2^{-p} and |e| <= 3*k */ /* we use the fact that |(1+u)^n-1| <= 2*|n*u| for |n*u| <= 1, thus the error on t is less than 6*k*2^{-p}*t <= 6*k*ulp(t) */ /* err is in terms of ulp(y): transform it in terms of ulp(t) */ mpfr_mul_2si (err, err, MPFR_GET_EXP(y) - MPFR_GET_EXP(t), MPFR_RNDU); mpfr_add_ui (err, err, 6 * k, MPFR_RNDU); /* transform back in terms of ulp(y) */ mpfr_div_2si (err, err, MPFR_GET_EXP(y) - MPFR_GET_EXP(t), MPFR_RNDU); mpfr_add (y, y, t, MPFR_RNDN); } /* add the truncation error bounded by ulp(y): 1 ulp */ mpfr_mul (y, y, invx, MPFR_RNDN); /* err <= 2*err + 3/2 */ mpfr_exp (t, x, MPFR_RNDN); /* err(t) <= 1/2*ulp(t) */ mpfr_mul (y, y, t, MPFR_RNDN); /* again: err <= 2*err + 3/2 */ mpfr_mul_2ui (err, err, 2, MPFR_RNDU); mpfr_add_ui (err, err, 8, MPFR_RNDU); err_exp = MPFR_GET_EXP(err); mpfr_clear (t); mpfr_clear (invx); mpfr_clear (err); return err_exp; } /* mpfr_eint returns Ei(x) for x >= 0, and -E1(-x) for x < 0, following http://dlmf.nist.gov/6.2 */ int mpfr_eint (mpfr_ptr y, mpfr_srcptr x, mpfr_rnd_t rnd) { int inex; mpfr_t tmp, ump, x_abs; mpfr_exp_t err, te; mpfr_prec_t prec; MPFR_SAVE_EXPO_DECL (expo); MPFR_ZIV_DECL (loop); MPFR_LOG_FUNC ( ("x[%Pu]=%.*Rg rnd=%d", mpfr_get_prec (x), mpfr_log_prec, x, rnd), ("y[%Pu]=%.*Rg inexact=%d", mpfr_get_prec (y), mpfr_log_prec, y, inex)); if (MPFR_UNLIKELY (MPFR_IS_SINGULAR (x))) { if (MPFR_IS_NAN (x)) { MPFR_SET_NAN (y); MPFR_RET_NAN; } else if (MPFR_IS_INF (x)) { /* eint(+inf) = +inf and eint(-inf) = -0 */ if (MPFR_IS_POS (x)) { MPFR_SET_INF(y); MPFR_SET_POS(y); } else { MPFR_SET_ZERO(y); MPFR_SET_NEG(y); } MPFR_RET(0); } else /* eint(+/-0) = -Inf */ { MPFR_SET_INF(y); MPFR_SET_NEG(y); MPFR_SET_DIVBY0 (); MPFR_RET(0); } } MPFR_TMP_INIT_ABS (x_abs, x); MPFR_SAVE_EXPO_MARK (expo); /* Init stuff */ prec = MPFR_PREC (y) + 2 * MPFR_INT_CEIL_LOG2 (MPFR_PREC (y)) + 6; mpfr_init2 (tmp, 64); mpfr_init2 (ump, 64); /* Since eint(x) >= exp(x)/x, we have log2(eint(x)) >= (x-log(x))/log(2). Let's compute k <= (x-log(x))/log(2) in a low precision. If k >= emax, then log2(eint(x)) >= emax, and eint(x) >= 2^emax, i.e. it overflows. */ if (MPFR_IS_POS(x)) { mpfr_log (tmp, x, MPFR_RNDU); mpfr_sub (ump, x, tmp, MPFR_RNDD); mpfr_div (ump, ump, __gmpfr_const_log2_RNDU, MPFR_RNDD); /* FIXME: We really need a mpfr_cmp_exp_t function. */ MPFR_ASSERTN (MPFR_EMAX_MAX <= LONG_MAX); if (mpfr_cmp_ui (ump, __gmpfr_emax) >= 0) { mpfr_clear (tmp); mpfr_clear (ump); MPFR_SAVE_EXPO_FREE (expo); return mpfr_overflow (y, rnd, 1); } } /* Since E1(x) <= exp(-x) for x >= 1, we have log2(E1(x)) <= -x/log(2). Let's compute k >= -x/log(2) in a low precision. If k < emin then log2(E1(x)) <= emin-1, and E1(x) <= 2^(emin-1): it underflows. */ if (MPFR_IS_NEG(x) && MPFR_GET_EXP(x) >= 1) { mpfr_div (ump, x, __gmpfr_const_log2_RNDD, MPFR_RNDU); MPFR_ASSERTN (MPFR_EMIN_MIN >= LONG_MIN); if (mpfr_cmp_si (ump, __gmpfr_emin) < 0) { mpfr_clear (tmp); mpfr_clear (ump); MPFR_SAVE_EXPO_FREE (expo); return mpfr_underflow (y, rnd, -1); } } /* eint() has a root 0.37250741078136663446..., so if x is near, already take more bits */ if (MPFR_IS_POS(x) && MPFR_GET_EXP(x) == -1) /* 1/4 <= x < 1/2 */ { mpfr_t y; mpfr_init2 (y, 32); /* 1599907147/2^32 is a 32-bit approximation of 0.37250741078136663446 */ mpfr_set_ui_2exp (y, 1599907147UL, -32, MPFR_RNDN); mpfr_sub (y, x, y, MPFR_RNDN); prec += (mpfr_zero_p (y)) ? 32 : mpfr_get_exp (y) < 0 ? -mpfr_get_exp (y) : 0; mpfr_clear (y); } mpfr_set_prec (tmp, prec); mpfr_set_prec (ump, prec); MPFR_ZIV_INIT (loop, prec); /* Initialize the ZivLoop controller */ for (;;) /* Infinite loop */ { /* For the asymptotic expansion to work, we need that the smallest value of k!/|x|^k is smaller than 2^(-p). The minimum is obtained for x=k, and it is smaller than e*sqrt(x)/e^x for x>=1. */ if (MPFR_GET_EXP (x) > 0 && mpfr_cmp_d (x_abs, ((double) prec + 0.5 * (double) MPFR_GET_EXP (x)) * LOG2 + 1.0) > 0) err = mpfr_eint_asympt (tmp, x); else { err = mpfr_eint_aux (tmp, x); /* error <= 2^err ulp(tmp) */ te = MPFR_GET_EXP(tmp); mpfr_const_euler (ump, MPFR_RNDN); /* 0.577 -> EXP(ump)=0 */ mpfr_add (tmp, tmp, ump, MPFR_RNDN); /* If tmp <> 0: error <= 1/2 + 1/2*2^(EXP(ump)-EXP(tmp)) + 2^(te-EXP(tmp)+err) <= 1/2 + 2^(MAX(EXP(ump), te+err+1) - EXP(tmp)) <= 2^(MAX(0, 1 + MAX(EXP(ump), te+err+1) - EXP(tmp))). If tmp = 0 we can use the same bound, replacing EXP(tmp) by EXP(ump). */ err = MAX(1, te + err + 2); te = MPFR_IS_ZERO(tmp) ? MPFR_GET_EXP(ump) : MPFR_GET_EXP(tmp); err = err - te; err = MAX(0, err); mpfr_log (ump, x_abs, MPFR_RNDN); mpfr_add (tmp, tmp, ump, MPFR_RNDN); /* same formula as above, except now EXP(ump) is not 0 */ err += te + 1; if (MPFR_LIKELY (!MPFR_IS_ZERO (ump))) err = MAX (MPFR_GET_EXP (ump), err); /* if tmp is zero, we surely cannot round correctly */ err = (MPFR_IS_ZERO(tmp)) ? prec : MAX(0, err - MPFR_GET_EXP (tmp)); } /* Note: we assume here that MPFR_CAN_ROUND returns the same result for rnd and MPFR_INVERT_RND(rnd) */ if (MPFR_LIKELY (MPFR_CAN_ROUND (tmp, prec - err, MPFR_PREC (y), rnd))) break; MPFR_ZIV_NEXT (loop, prec); /* Increase used precision */ mpfr_set_prec (tmp, prec); mpfr_set_prec (ump, prec); } MPFR_ZIV_FREE (loop); /* Free the ZivLoop Controller */ /* Set y to the computed value */ inex = mpfr_set (y, tmp, rnd); mpfr_clear (tmp); mpfr_clear (ump); MPFR_SAVE_EXPO_FREE (expo); return mpfr_check_range (y, inex, rnd); }