alglib 0.1.1

data/ext/alglib/bessel.h

@@ -0,0 +1,331 @@
+/*************************************************************************
+Cephes Math Library Release 2.8:  June, 2000
+Copyright by Stephen L. Moshier
+
+Contributors:
+    * Sergey Bochkanov (ALGLIB project). Translation from C to
+      pseudocode.
+
+See subroutines comments for additional copyrights.
+
+Redistribution and use in source and binary forms, with or without
+modification, are permitted provided that the following conditions are
+met:
+
+- Redistributions of source code must retain the above copyright
+  notice, this list of conditions and the following disclaimer.
+
+- Redistributions in binary form must reproduce the above copyright
+  notice, this list of conditions and the following disclaimer listed
+  in this license in the documentation and/or other materials
+  provided with the distribution.
+
+- Neither the name of the copyright holders nor the names of its
+  contributors may be used to endorse or promote products derived from
+  this software without specific prior written permission.
+
+THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS
+"AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT
+LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR
+A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT
+OWNER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL,
+SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT
+LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE,
+DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY
+THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
+(INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE
+OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
+*************************************************************************/
+
+#ifndef _bessel_h
+#define _bessel_h
+
+#include "ap.h"
+#include "ialglib.h"
+
+/*************************************************************************
+Bessel function of order zero
+
+Returns Bessel function of order zero of the argument.
+
+The domain is divided into the intervals [0, 5] and
+(5, infinity). In the first interval the following rational
+approximation is used:
+
+
+       2         2
+(w - r  ) (w - r  ) P (w) / Q (w)
+      1         2    3       8
+
+           2
+where w = x  and the two r's are zeros of the function.
+
+In the second interval, the Hankel asymptotic expansion
+is employed with two rational functions of degree 6/6
+and 7/7.
+
+ACCURACY:
+
+                     Absolute error:
+arithmetic   domain     # trials      peak         rms
+   IEEE      0, 30       60000       4.2e-16     1.1e-16
+
+Cephes Math Library Release 2.8:  June, 2000
+Copyright 1984, 1987, 1989, 2000 by Stephen L. Moshier
+*************************************************************************/
+double besselj0(double x);
+
+
+/*************************************************************************
+Bessel function of order one
+
+Returns Bessel function of order one of the argument.
+
+The domain is divided into the intervals [0, 8] and
+(8, infinity). In the first interval a 24 term Chebyshev
+expansion is used. In the second, the asymptotic
+trigonometric representation is employed using two
+rational functions of degree 5/5.
+
+ACCURACY:
+
+                     Absolute error:
+arithmetic   domain      # trials      peak         rms
+   IEEE      0, 30       30000       2.6e-16     1.1e-16
+
+Cephes Math Library Release 2.8:  June, 2000
+Copyright 1984, 1987, 1989, 2000 by Stephen L. Moshier
+*************************************************************************/
+double besselj1(double x);
+
+
+/*************************************************************************
+Bessel function of integer order
+
+Returns Bessel function of order n, where n is a
+(possibly negative) integer.
+
+The ratio of jn(x) to j0(x) is computed by backward
+recurrence.  First the ratio jn/jn-1 is found by a
+continued fraction expansion.  Then the recurrence
+relating successive orders is applied until j0 or j1 is
+reached.
+
+If n = 0 or 1 the routine for j0 or j1 is called
+directly.
+
+ACCURACY:
+
+                     Absolute error:
+arithmetic   range      # trials      peak         rms
+   IEEE      0, 30        5000       4.4e-16     7.9e-17
+
+
+Not suitable for large n or x. Use jv() (fractional order) instead.
+
+Cephes Math Library Release 2.8:  June, 2000
+Copyright 1984, 1987, 2000 by Stephen L. Moshier
+*************************************************************************/
+double besseljn(int n, double x);
+
+
+/*************************************************************************
+Bessel function of the second kind, order zero
+
+Returns Bessel function of the second kind, of order
+zero, of the argument.
+
+The domain is divided into the intervals [0, 5] and
+(5, infinity). In the first interval a rational approximation
+R(x) is employed to compute
+  y0(x)  = R(x)  +   2 * log(x) * j0(x) / PI.
+Thus a call to j0() is required.
+
+In the second interval, the Hankel asymptotic expansion
+is employed with two rational functions of degree 6/6
+and 7/7.
+
+
+
+ACCURACY:
+
+ Absolute error, when y0(x) < 1; else relative error:
+
+arithmetic   domain     # trials      peak         rms
+   IEEE      0, 30       30000       1.3e-15     1.6e-16
+
+Cephes Math Library Release 2.8:  June, 2000
+Copyright 1984, 1987, 1989, 2000 by Stephen L. Moshier
+*************************************************************************/
+double bessely0(double x);
+
+
+/*************************************************************************
+Bessel function of second kind of order one
+
+Returns Bessel function of the second kind of order one
+of the argument.
+
+The domain is divided into the intervals [0, 8] and
+(8, infinity). In the first interval a 25 term Chebyshev
+expansion is used, and a call to j1() is required.
+In the second, the asymptotic trigonometric representation
+is employed using two rational functions of degree 5/5.
+
+ACCURACY:
+
+                     Absolute error:
+arithmetic   domain      # trials      peak         rms
+   IEEE      0, 30       30000       1.0e-15     1.3e-16
+
+Cephes Math Library Release 2.8:  June, 2000
+Copyright 1984, 1987, 1989, 2000 by Stephen L. Moshier
+*************************************************************************/
+double bessely1(double x);
+
+
+/*************************************************************************
+Bessel function of second kind of integer order
+
+Returns Bessel function of order n, where n is a
+(possibly negative) integer.
+
+The function is evaluated by forward recurrence on
+n, starting with values computed by the routines
+y0() and y1().
+
+If n = 0 or 1 the routine for y0 or y1 is called
+directly.
+
+ACCURACY:
+                     Absolute error, except relative
+                     when y > 1:
+arithmetic   domain     # trials      peak         rms
+   IEEE      0, 30       30000       3.4e-15     4.3e-16
+
+Cephes Math Library Release 2.8:  June, 2000
+Copyright 1984, 1987, 2000 by Stephen L. Moshier
+*************************************************************************/
+double besselyn(int n, double x);
+
+
+/*************************************************************************
+Modified Bessel function of order zero
+
+Returns modified Bessel function of order zero of the
+argument.
+
+The function is defined as i0(x) = j0( ix ).
+
+The range is partitioned into the two intervals [0,8] and
+(8, infinity).  Chebyshev polynomial expansions are employed
+in each interval.
+
+ACCURACY:
+
+                     Relative error:
+arithmetic   domain     # trials      peak         rms
+   IEEE      0,30        30000       5.8e-16     1.4e-16
+
+Cephes Math Library Release 2.8:  June, 2000
+Copyright 1984, 1987, 2000 by Stephen L. Moshier
+*************************************************************************/
+double besseli0(double x);
+
+
+/*************************************************************************
+Modified Bessel function of order one
+
+Returns modified Bessel function of order one of the
+argument.
+
+The function is defined as i1(x) = -i j1( ix ).
+
+The range is partitioned into the two intervals [0,8] and
+(8, infinity).  Chebyshev polynomial expansions are employed
+in each interval.
+
+ACCURACY:
+
+                     Relative error:
+arithmetic   domain     # trials      peak         rms
+   IEEE      0, 30       30000       1.9e-15     2.1e-16
+
+Cephes Math Library Release 2.8:  June, 2000
+Copyright 1985, 1987, 2000 by Stephen L. Moshier
+*************************************************************************/
+double besseli1(double x);
+
+
+/*************************************************************************
+Modified Bessel function, second kind, order zero
+
+Returns modified Bessel function of the second kind
+of order zero of the argument.
+
+The range is partitioned into the two intervals [0,8] and
+(8, infinity).  Chebyshev polynomial expansions are employed
+in each interval.
+
+ACCURACY:
+
+Tested at 2000 random points between 0 and 8.  Peak absolute
+error (relative when K0 > 1) was 1.46e-14; rms, 4.26e-15.
+                     Relative error:
+arithmetic   domain     # trials      peak         rms
+   IEEE      0, 30       30000       1.2e-15     1.6e-16
+
+Cephes Math Library Release 2.8:  June, 2000
+Copyright 1984, 1987, 2000 by Stephen L. Moshier
+*************************************************************************/
+double besselk0(double x);
+
+
+/*************************************************************************
+Modified Bessel function, second kind, order one
+
+Computes the modified Bessel function of the second kind
+of order one of the argument.
+
+The range is partitioned into the two intervals [0,2] and
+(2, infinity).  Chebyshev polynomial expansions are employed
+in each interval.
+
+ACCURACY:
+
+                     Relative error:
+arithmetic   domain     # trials      peak         rms
+   IEEE      0, 30       30000       1.2e-15     1.6e-16
+
+Cephes Math Library Release 2.8:  June, 2000
+Copyright 1984, 1987, 2000 by Stephen L. Moshier
+*************************************************************************/
+double besselk1(double x);
+
+
+/*************************************************************************
+Modified Bessel function, second kind, integer order
+
+Returns modified Bessel function of the second kind
+of order n of the argument.
+
+The range is partitioned into the two intervals [0,9.55] and
+(9.55, infinity).  An ascending power series is used in the
+low range, and an asymptotic expansion in the high range.
+
+ACCURACY:
+
+                     Relative error:
+arithmetic   domain     # trials      peak         rms
+   IEEE      0,30        90000       1.8e-8      3.0e-10
+
+Error is high only near the crossover point x = 9.55
+between the two expansions used.
+
+Cephes Math Library Release 2.8:  June, 2000
+Copyright 1984, 1987, 1988, 2000 by Stephen L. Moshier
+*************************************************************************/
+double besselkn(int nn, double x);
+
+
+#endif

data/ext/alglib/betaf.cpp

@@ -0,0 +1,105 @@
+/*************************************************************************
+Cephes Math Library Release 2.8:  June, 2000
+Copyright by Stephen L. Moshier
+
+Contributors:
+    * Sergey Bochkanov (ALGLIB project). Translation from C to
+      pseudocode.
+
+See subroutines comments for additional copyrights.
+
+Redistribution and use in source and binary forms, with or without
+modification, are permitted provided that the following conditions are
+met:
+
+- Redistributions of source code must retain the above copyright
+  notice, this list of conditions and the following disclaimer.
+
+- Redistributions in binary form must reproduce the above copyright
+  notice, this list of conditions and the following disclaimer listed
+  in this license in the documentation and/or other materials
+  provided with the distribution.
+
+- Neither the name of the copyright holders nor the names of its
+  contributors may be used to endorse or promote products derived from
+  this software without specific prior written permission.
+
+THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS
+"AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT
+LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR
+A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT
+OWNER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL,
+SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT
+LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE,
+DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY
+THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
+(INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE
+OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
+*************************************************************************/
+
+#include <stdafx.h>
+#include "betaf.h"
+
+/*************************************************************************
+Beta function
+
+
+                  -     -
+                 | (a) | (b)
+beta( a, b )  =  -----------.
+                    -
+                   | (a+b)
+
+For large arguments the logarithm of the function is
+evaluated using lgam(), then exponentiated.
+
+ACCURACY:
+
+                     Relative error:
+arithmetic   domain     # trials      peak         rms
+   IEEE       0,30       30000       8.1e-14     1.1e-14
+
+Cephes Math Library Release 2.0:  April, 1987
+Copyright 1984, 1987 by Stephen L. Moshier
+*************************************************************************/
+double beta(double a, double b)
+{
+    double result;
+    double y;
+    double sg;
+    double s;
+
+    sg = 1;
+    ap::ap_error::make_assertion(a>0||a!=ap::ifloor(a), "Overflow in Beta");
+    ap::ap_error::make_assertion(b>0||b!=ap::ifloor(b), "Overflow in Beta");
+    y = a+b;
+    if( fabs(y)>171.624376956302725 )
+    {
+        y = lngamma(y, s);
+        sg = sg*s;
+        y = lngamma(b, s)-y;
+        sg = sg*s;
+        y = lngamma(a, s)+y;
+        sg = sg*s;
+        ap::ap_error::make_assertion(y<=log(ap::maxrealnumber), "Overflow in Beta");
+        result = sg*exp(y);
+        return result;
+    }
+    y = gamma(y);
+    ap::ap_error::make_assertion(y!=0, "Overflow in Beta");
+    if( a>b )
+    {
+        y = gamma(a)/y;
+        y = y*gamma(b);
+    }
+    else
+    {
+        y = gamma(b)/y;
+        y = y*gamma(a);
+    }
+    result = y;
+    return result;
+}
+
+
+

data/ext/alglib/betaf.h

@@ -0,0 +1,74 @@
+/*************************************************************************
+Cephes Math Library Release 2.8:  June, 2000
+Copyright by Stephen L. Moshier
+
+Contributors:
+    * Sergey Bochkanov (ALGLIB project). Translation from C to
+      pseudocode.
+
+See subroutines comments for additional copyrights.
+
+Redistribution and use in source and binary forms, with or without
+modification, are permitted provided that the following conditions are
+met:
+
+- Redistributions of source code must retain the above copyright
+  notice, this list of conditions and the following disclaimer.
+
+- Redistributions in binary form must reproduce the above copyright
+  notice, this list of conditions and the following disclaimer listed
+  in this license in the documentation and/or other materials
+  provided with the distribution.
+
+- Neither the name of the copyright holders nor the names of its
+  contributors may be used to endorse or promote products derived from
+  this software without specific prior written permission.
+
+THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS
+"AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT
+LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR
+A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT
+OWNER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL,
+SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT
+LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE,
+DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY
+THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
+(INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE
+OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
+*************************************************************************/
+
+#ifndef _betaf_h
+#define _betaf_h
+
+#include "ap.h"
+#include "ialglib.h"
+
+#include "gammaf.h"
+
+
+/*************************************************************************
+Beta function
+
+
+                  -     -
+                 | (a) | (b)
+beta( a, b )  =  -----------.
+                    -
+                   | (a+b)
+
+For large arguments the logarithm of the function is
+evaluated using lgam(), then exponentiated.
+
+ACCURACY:
+
+                     Relative error:
+arithmetic   domain     # trials      peak         rms
+   IEEE       0,30       30000       8.1e-14     1.1e-14
+
+Cephes Math Library Release 2.0:  April, 1987
+Copyright 1984, 1987 by Stephen L. Moshier
+*************************************************************************/
+double beta(double a, double b);
+
+
+#endif