path: root/digamma.c

/* mpfr_digamma -- digamma function of a floating-point number

Copyright 2009, 2010 Free Software Foundation, Inc.
Contributed by the Arenaire and Cacao 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
http://www.gnu.org/licenses/ or write to the Free Software Foundation, Inc.,
51 Franklin St, Fifth Floor, Boston, MA 02110-1301, USA. */

#include "mpfr-impl.h"

/* Put in s an approximation of digamma(x).
   Assumes x >= 2.
   Assumes s does not overlap with x.
   Returns an integer e such that the error is bounded by 2^e ulps
   of the result s.
*/
static mp_exp_t
mpfr_digamma_approx (mpfr_ptr s, mpfr_srcptr x)
{
  mp_prec_t p = MPFR_PREC (s);
  mpfr_t t, u, invxx;
  mp_exp_t e, exps, f, expu;
  mpz_t *INITIALIZED(B);  /* variable B declared as initialized */
  unsigned long n0, n; /* number of allocated B[] */

  MPFR_ASSERTN(MPFR_IS_POS(x) && (MPFR_EXP(x) >= 2));

  mpfr_init2 (t, p);
  mpfr_init2 (u, p);
  mpfr_init2 (invxx, p);

  mpfr_log (s, x, MPFR_RNDN);         /* error <= 1/2 ulp */
  mpfr_ui_div (t, 1, x, MPFR_RNDN);   /* error <= 1/2 ulp */
  mpfr_div_2exp (t, t, 1, MPFR_RNDN); /* exact */
  mpfr_sub (s, s, t, MPFR_RNDN);
  /* error <= 1/2 + 1/2*2^(EXP(olds)-EXP(s)) + 1/2*2^(EXP(t)-EXP(s)).
     For x >= 2, log(x) >= 2*(1/(2x)), thus olds >= 2t, and olds - t >= olds/2,
     thus 0 <= EXP(olds)-EXP(s) <= 1, and EXP(t)-EXP(s) <= 0, thus
     error <= 1/2 + 1/2*2 + 1/2 <= 2 ulps. */
  e = 2; /* initial error */
  mpfr_mul (invxx, x, x, MPFR_RNDZ);     /* invxx = x^2 * (1 + theta)
                                            for |theta| <= 2^(-p) */
  mpfr_ui_div (invxx, 1, invxx, MPFR_RNDU); /* invxx = 1/x^2 * (1 + theta)^2 */

  /* in the following we note err=xxx when the ratio between the approximation
     and the exact result can be written (1 + theta)^xxx for |theta| <= 2^(-p),
     following Higham's method */
  B = mpfr_bernoulli_internal ((mpz_t *) 0, 0);
  mpfr_set_ui (t, 1, MPFR_RNDN); /* err = 0 */
  for (n = 1;; n++)
    {
      /* compute next Bernoulli number */
      B = mpfr_bernoulli_internal (B, n);
      /* The main term is Bernoulli[2n]/(2n)/x^(2n) = B[n]/(2n+1)!(2n)/x^(2n)
         = B[n]*t[n]/(2n) where t[n]/t[n-1] = 1/(2n)/(2n+1)/x^2. */
      mpfr_mul (t, t, invxx, MPFR_RNDU);        /* err = err + 3 */
      mpfr_div_ui (t, t, 2 * n, MPFR_RNDU);     /* err = err + 1 */
      mpfr_div_ui (t, t, 2 * n + 1, MPFR_RNDU); /* err = err + 1 */
      /* we thus have err = 5n here */
      mpfr_div_ui (u, t, 2 * n, MPFR_RNDU);     /* err = 5n+1 */
      mpfr_mul_z (u, u, B[n], MPFR_RNDU);       /* err = 5n+2, and the
                                                   absolute error is bounded
                                                   by 10n+4 ulp(u) [Rule 11] */
      /* if the terms 'u' are decreasing by a factor two at least,
         then the error coming from those is bounded by
         sum((10n+4)/2^n, n=1..infinity) = 24 */
      exps = mpfr_get_exp (s);
      expu = mpfr_get_exp (u);
      if (expu < exps - (mp_exp_t) p)
        break;
      mpfr_sub (s, s, u, MPFR_RNDN); /* error <= 24 + n/2 */
      if (mpfr_get_exp (s) < exps)
        e <<= exps - mpfr_get_exp (s);
      e ++; /* error in mpfr_sub */
      f = 10 * n + 4;
      while (expu < exps)
        {
          f = (1 + f) / 2;
          expu ++;
        }
      e += f; /* total rouding error coming from 'u' term */
    }

  n0 = ++n;
  while (n--)
    mpz_clear (B[n]);
  (*__gmp_free_func) (B, n0 * sizeof (mpz_t));

  mpfr_clear (t);
  mpfr_clear (u);
  mpfr_clear (invxx);

  f = 0;
  while (e > 1)
    {
      f++;
      e = (e + 1) / 2;
      /* Invariant: 2^f * e does not decrease */
    }
  return f;
}

/* Use the reflection formula Digamma(1-x) = Digamma(x) + Pi * cot(Pi*x),
   i.e., Digamma(x) = Digamma(1-x) - Pi * cot(Pi*x).
   Assume x < 1/2. */
static int
mpfr_digamma_reflection (mpfr_ptr y, mpfr_srcptr x, mpfr_rnd_t rnd_mode)
{
  mp_prec_t p = MPFR_PREC(y) + 10, q;
  mpfr_t t, u, v;
  mp_exp_t e1, expv;
  int inex;
  MPFR_ZIV_DECL (loop);

  /* we want that 1-x is exact with precision q: if 0 < x < 1/2, then
     q = PREC(x)-EXP(x) is ok, otherwise if -1 <= x < 0, q = PREC(x)-EXP(x)
     is ok, otherwise for x < -1, PREC(x) is ok if EXP(x) <= PREC(x),
     otherwise we need EXP(x) */
  if (MPFR_EXP(x) < 0)
    q = MPFR_PREC(x) + 1 - MPFR_EXP(x);
  else if (MPFR_EXP(x) <= MPFR_PREC(x))
    q = MPFR_PREC(x) + 1;
  else
    q = MPFR_EXP(x);
  mpfr_init2 (u, q);
  MPFR_ASSERTN(mpfr_ui_sub (u, 1, x, MPFR_RNDN) == 0);

  /* if x is half an integer, cot(Pi*x) = 0, thus Digamma(x) = Digamma(1-x) */
  mpfr_mul_2exp (u, u, 1, MPFR_RNDN);
  inex = mpfr_integer_p (u);
  mpfr_div_2exp (u, u, 1, MPFR_RNDN);
  if (inex)
    {
      inex = mpfr_digamma (y, u, rnd_mode);
      goto end;
    }

  mpfr_init2 (t, p);
  mpfr_init2 (v, p);

  MPFR_ZIV_INIT (loop, p);
  for (;;)
    {
      mpfr_const_pi (v, MPFR_RNDN);  /* v = Pi*(1+theta) for |theta|<=2^(-p) */
      mpfr_mul (t, v, x, MPFR_RNDN); /* (1+theta)^2 */
      e1 = MPFR_EXP(t) - (mp_exp_t) p + 1; /* bound for t: err(t) <= 2^e1 */
      mpfr_cot (t, t, MPFR_RNDN);
      /* cot(t * (1+h)) = cot(t) - theta * (1 + cot(t)^2) with |theta|<=t*h */
      if (MPFR_EXP(t) > 0)
        e1 = e1 + 2 * MPFR_EXP(t) + 1;
      else
        e1 = e1 + 1;
      /* now theta * (1 + cot(t)^2) <= 2^e1 */
      e1 += (mp_exp_t) p - MPFR_EXP(t); /* error is now 2^e1 ulps */
      mpfr_mul (t, t, v, MPFR_RNDN);
      e1 ++;
      mpfr_digamma (v, u, MPFR_RNDN);   /* error <= 1/2 ulp */
      expv = MPFR_EXP(v);
      mpfr_sub (v, v, t, MPFR_RNDN);
      if (MPFR_EXP(v) < MPFR_EXP(t))
        e1 += MPFR_EXP(t) - MPFR_EXP(v); /* scale error for t wrt new v */
      /* now take into account the 1/2 ulp error for v */
      if (expv - MPFR_EXP(v) - 1 > e1)
        e1 = expv - MPFR_EXP(v) - 1;
      else
        e1 ++;
      e1 ++; /* rounding error for mpfr_sub */
      if (MPFR_CAN_ROUND (v, p - e1, MPFR_PREC(y), rnd_mode))
        break;
      MPFR_ZIV_NEXT (loop, p);
      mpfr_set_prec (t, p);
      mpfr_set_prec (v, p);
    }
  MPFR_ZIV_FREE (loop);

  inex = mpfr_set (y, v, rnd_mode);

  mpfr_clear (t);
  mpfr_clear (v);
 end:
  mpfr_clear (u);

  return inex;
}

/* we have x >= 1/2 here */
static int
mpfr_digamma_positive (mpfr_ptr y, mpfr_srcptr x, mpfr_rnd_t rnd_mode)
{
  mp_prec_t p = MPFR_PREC(y) + 10, q;
  mpfr_t t, u, x_plus_j;
  int inex;
  mp_exp_t errt, erru, expt;
  unsigned long j = 0, min;
  MPFR_ZIV_DECL (loop);

  /* compute a precision q such that x+1 is exact */
  if (MPFR_PREC(x) < MPFR_EXP(x))
    q = MPFR_EXP(x);
  else
    q = MPFR_PREC(x) + 1;
  mpfr_init2 (x_plus_j, q);

  mpfr_init2 (t, p);
  mpfr_init2 (u, p);
  MPFR_ZIV_INIT (loop, p);
  for(;;)
    {
      /* Lower bound for x+j in mpfr_digamma_approx call: since the smallest
         term of the divergent series for Digamma(x) is about exp(-2*Pi*x), and
         we want it to be less than 2^(-p), this gives x > p*log(2)/(2*Pi)
         i.e., x >= 0.1103 p.
         To be safe, we ensure x >= 0.25 * p.
      */
      min = (p + 3) / 4;
      if (min < 2)
        min = 2;

      mpfr_set (x_plus_j, x, MPFR_RNDN);
      mpfr_set_ui (u, 0, MPFR_RNDN);
      j = 0;
      while (mpfr_cmp_ui (x_plus_j, min) < 0)
        {
          j ++;
          mpfr_ui_div (t, 1, x_plus_j, MPFR_RNDN); /* err <= 1/2 ulp */
          mpfr_add (u, u, t, MPFR_RNDN);
          inex = mpfr_add_ui (x_plus_j, x_plus_j, 1, MPFR_RNDZ);
          if (inex != 0) /* we lost one bit */
            {
              q ++;
              mpfr_prec_round (x_plus_j, q, MPFR_RNDZ);
              mpfr_nextabove (x_plus_j);
            }
          /* since all terms are positive, the error is bounded by j ulps */
        }
      for (erru = 0; j > 1; erru++, j = (j + 1) / 2);
      errt = mpfr_digamma_approx (t, x_plus_j);
      expt = MPFR_EXP(t);
      mpfr_sub (t, t, u, MPFR_RNDN);
      if (MPFR_EXP(t) < expt)
        errt += expt - MPFR_EXP(t);
      if (MPFR_EXP(t) < MPFR_EXP(u))
        erru += MPFR_EXP(u) - MPFR_EXP(t);
      if (errt > erru)
        errt = errt + 1;
      else if (errt == erru)
        errt = errt + 2;
      else
        errt = erru + 1;
      if (MPFR_CAN_ROUND (t, p - errt, MPFR_PREC(y), rnd_mode))
        break;
      MPFR_ZIV_NEXT (loop, p);
      mpfr_set_prec (t, p);
      mpfr_set_prec (u, p);
    }
  MPFR_ZIV_FREE (loop);
  inex = mpfr_set (y, t, rnd_mode);
  mpfr_clear (t);
  mpfr_clear (u);
  mpfr_clear (x_plus_j);
  return inex;
}

int
mpfr_digamma (mpfr_ptr y, mpfr_srcptr x, mpfr_rnd_t rnd_mode)
{
  int inex;
  MPFR_SAVE_EXPO_DECL (expo);

  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))
        {
          if (MPFR_IS_POS(x)) /* Digamma(+Inf) = +Inf */
            {
              MPFR_SET_SAME_SIGN(y, x);
              MPFR_SET_INF(y);
              MPFR_RET(0);
            }
          else                /* Digamma(-Inf) = NaN */
            {
              MPFR_SET_NAN(y);
              MPFR_RET_NAN;
            }
        }
      else /* Zero case */
        {
          /* the following works also in case of overlap */
          MPFR_SET_INF(y);
          MPFR_SET_OPPOSITE_SIGN(y, x);
          MPFR_RET(0);
        }
    }

  /* Digamma is undefined for negative integers */
  if (MPFR_IS_NEG(x) && mpfr_integer_p (x))
    {
      MPFR_SET_NAN(y);
      MPFR_RET_NAN;
    }

  /* now x is a normal number */

  MPFR_SAVE_EXPO_MARK (expo);
  /* for x very small, we have Digamma(x) = -1/x - gamma + O(x), more precisely
     -1 < Digamma(x) + 1/x < 0 for -0.2 < x < 0.2, thus:
     (i) either x is a power of two, then 1/x is exactly representable, and
         as long as 1/2*ulp(1/x) > 1, we can conclude;
     (ii) otherwise assume x has <= n bits, and y has <= n+1 bits, then
   |y + 1/x| >= 2^(-2n) ufp(y), where ufp means unit in first place.
   Since |Digamma(x) + 1/x| <= 1, if 2^(-2n) ufp(y) >= 2, then
   |y - Digamma(x)| >= 2^(-2n-1)ufp(y), and rounding -1/x gives the correct result.
   If x < 2^E, then y > 2^(-E), thus ufp(y) > 2^(-E-1).
   A sufficient condition is thus EXP(x) <= -2 MAX(PREC(x),PREC(Y)). */
  if (MPFR_EXP(x) < -2)
    {
      if (MPFR_EXP(x) <= -2 * (mp_exp_t) MAX(MPFR_PREC(x), MPFR_PREC(y)))
        {
          int signx = MPFR_SIGN(x);
          inex = mpfr_si_div (y, -1, x, rnd_mode);
          if (inex == 0) /* x is a power of two */
            { /* result always -1/x, except when rounding down */
              if (rnd_mode == MPFR_RNDA)
                rnd_mode = (signx > 0) ? MPFR_RNDD : MPFR_RNDU;
              if (rnd_mode == MPFR_RNDZ)
                rnd_mode = (signx > 0) ? MPFR_RNDU : MPFR_RNDD;
              if (rnd_mode == MPFR_RNDU)
                inex = 1;
              else if (rnd_mode == MPFR_RNDD)
                {
                  mpfr_nextbelow (y);
                  inex = -1;
                }
              else /* nearest */
                inex = 1;
            }
          MPFR_SAVE_EXPO_UPDATE_FLAGS (expo, __gmpfr_flags);
          goto end;
        }
    }

  if (MPFR_IS_NEG(x))
    inex = mpfr_digamma_reflection (y, x, rnd_mode);
  /* if x < 1/2 we use the reflection formula */
  else if (MPFR_EXP(x) < 0)
    inex = mpfr_digamma_reflection (y, x, rnd_mode);
  else
    inex = mpfr_digamma_positive (y, x, rnd_mode);

 end:
  MPFR_SAVE_EXPO_FREE (expo);
  return mpfr_check_range (y, inex, rnd_mode);
}