alglib 0.1.1

data/ext/alglib/airyf.cpp

@@ -0,0 +1,372 @@
+/*************************************************************************
+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 "airyf.h"
+
+/*************************************************************************
+Airy function
+
+Solution of the differential equation
+
+y"(x) = xy.
+
+The function returns the two independent solutions Ai, Bi
+and their first derivatives Ai'(x), Bi'(x).
+
+Evaluation is by power series summation for small x,
+by rational minimax approximations for large x.
+
+
+
+ACCURACY:
+Error criterion is absolute when function <= 1, relative
+when function > 1, except * denotes relative error criterion.
+For large negative x, the absolute error increases as x^1.5.
+For large positive x, the relative error increases as x^1.5.
+
+Arithmetic  domain   function  # trials      peak         rms
+IEEE        -10, 0     Ai        10000       1.6e-15     2.7e-16
+IEEE          0, 10    Ai        10000       2.3e-14*    1.8e-15*
+IEEE        -10, 0     Ai'       10000       4.6e-15     7.6e-16
+IEEE          0, 10    Ai'       10000       1.8e-14*    1.5e-15*
+IEEE        -10, 10    Bi        30000       4.2e-15     5.3e-16
+IEEE        -10, 10    Bi'       30000       4.9e-15     7.3e-16
+
+Cephes Math Library Release 2.8:  June, 2000
+Copyright 1984, 1987, 1989, 2000 by Stephen L. Moshier
+*************************************************************************/
+void airy(double x, double& ai, double& aip, double& bi, double& bip)
+{
+    double z;
+    double zz;
+    double t;
+    double f;
+    double g;
+    double uf;
+    double ug;
+    double k;
+    double zeta;
+    double theta;
+    int domflg;
+    double c1;
+    double c2;
+    double sqrt3;
+    double sqpii;
+    double afn;
+    double afd;
+    double agn;
+    double agd;
+    double apfn;
+    double apfd;
+    double apgn;
+    double apgd;
+    double an;
+    double ad;
+    double apn;
+    double apd;
+    double bn16;
+    double bd16;
+    double bppn;
+    double bppd;
+
+    sqpii = 5.64189583547756286948E-1;
+    c1 = 0.35502805388781723926;
+    c2 = 0.258819403792806798405;
+    sqrt3 = 1.732050807568877293527;
+    domflg = 0;
+    if( x>25.77 )
+    {
+        ai = 0;
+        aip = 0;
+        bi = ap::maxrealnumber;
+        bip = ap::maxrealnumber;
+        return;
+    }
+    if( x<-2.09 )
+    {
+        domflg = 15;
+        t = sqrt(-x);
+        zeta = -2.0*x*t/3.0;
+        t = sqrt(t);
+        k = sqpii/t;
+        z = 1.0/zeta;
+        zz = z*z;
+        afn = -1.31696323418331795333E-1;
+        afn = afn*zz-6.26456544431912369773E-1;
+        afn = afn*zz-6.93158036036933542233E-1;
+        afn = afn*zz-2.79779981545119124951E-1;
+        afn = afn*zz-4.91900132609500318020E-2;
+        afn = afn*zz-4.06265923594885404393E-3;
+        afn = afn*zz-1.59276496239262096340E-4;
+        afn = afn*zz-2.77649108155232920844E-6;
+        afn = afn*zz-1.67787698489114633780E-8;
+        afd = 1.00000000000000000000E0;
+        afd = afd*zz+1.33560420706553243746E1;
+        afd = afd*zz+3.26825032795224613948E1;
+        afd = afd*zz+2.67367040941499554804E1;
+        afd = afd*zz+9.18707402907259625840E0;
+        afd = afd*zz+1.47529146771666414581E0;
+        afd = afd*zz+1.15687173795188044134E-1;
+        afd = afd*zz+4.40291641615211203805E-3;
+        afd = afd*zz+7.54720348287414296618E-5;
+        afd = afd*zz+4.51850092970580378464E-7;
+        uf = 1.0+zz*afn/afd;
+        agn = 1.97339932091685679179E-2;
+        agn = agn*zz+3.91103029615688277255E-1;
+        agn = agn*zz+1.06579897599595591108E0;
+        agn = agn*zz+9.39169229816650230044E-1;
+        agn = agn*zz+3.51465656105547619242E-1;
+        agn = agn*zz+6.33888919628925490927E-2;
+        agn = agn*zz+5.85804113048388458567E-3;
+        agn = agn*zz+2.82851600836737019778E-4;
+        agn = agn*zz+6.98793669997260967291E-6;
+        agn = agn*zz+8.11789239554389293311E-8;
+        agn = agn*zz+3.41551784765923618484E-10;
+        agd = 1.00000000000000000000E0;
+        agd = agd*zz+9.30892908077441974853E0;
+        agd = agd*zz+1.98352928718312140417E1;
+        agd = agd*zz+1.55646628932864612953E1;
+        agd = agd*zz+5.47686069422975497931E0;
+        agd = agd*zz+9.54293611618961883998E-1;
+        agd = agd*zz+8.64580826352392193095E-2;
+        agd = agd*zz+4.12656523824222607191E-3;
+        agd = agd*zz+1.01259085116509135510E-4;
+        agd = agd*zz+1.17166733214413521882E-6;
+        agd = agd*zz+4.91834570062930015649E-9;
+        ug = z*agn/agd;
+        theta = zeta+0.25*ap::pi();
+        f = sin(theta);
+        g = cos(theta);
+        ai = k*(f*uf-g*ug);
+        bi = k*(g*uf+f*ug);
+        apfn = 1.85365624022535566142E-1;
+        apfn = apfn*zz+8.86712188052584095637E-1;
+        apfn = apfn*zz+9.87391981747398547272E-1;
+        apfn = apfn*zz+4.01241082318003734092E-1;
+        apfn = apfn*zz+7.10304926289631174579E-2;
+        apfn = apfn*zz+5.90618657995661810071E-3;
+        apfn = apfn*zz+2.33051409401776799569E-4;
+        apfn = apfn*zz+4.08718778289035454598E-6;
+        apfn = apfn*zz+2.48379932900442457853E-8;
+        apfd = 1.00000000000000000000E0;
+        apfd = apfd*zz+1.47345854687502542552E1;
+        apfd = apfd*zz+3.75423933435489594466E1;
+        apfd = apfd*zz+3.14657751203046424330E1;
+        apfd = apfd*zz+1.09969125207298778536E1;
+        apfd = apfd*zz+1.78885054766999417817E0;
+        apfd = apfd*zz+1.41733275753662636873E-1;
+        apfd = apfd*zz+5.44066067017226003627E-3;
+        apfd = apfd*zz+9.39421290654511171663E-5;
+        apfd = apfd*zz+5.65978713036027009243E-7;
+        uf = 1.0+zz*apfn/apfd;
+        apgn = -3.55615429033082288335E-2;
+        apgn = apgn*zz-6.37311518129435504426E-1;
+        apgn = apgn*zz-1.70856738884312371053E0;
+        apgn = apgn*zz-1.50221872117316635393E0;
+        apgn = apgn*zz-5.63606665822102676611E-1;
+        apgn = apgn*zz-1.02101031120216891789E-1;
+        apgn = apgn*zz-9.48396695961445269093E-3;
+        apgn = apgn*zz-4.60325307486780994357E-4;
+        apgn = apgn*zz-1.14300836484517375919E-5;
+        apgn = apgn*zz-1.33415518685547420648E-7;
+        apgn = apgn*zz-5.63803833958893494476E-10;
+        apgd = 1.00000000000000000000E0;
+        apgd = apgd*zz+9.85865801696130355144E0;
+        apgd = apgd*zz+2.16401867356585941885E1;
+        apgd = apgd*zz+1.73130776389749389525E1;
+        apgd = apgd*zz+6.17872175280828766327E0;
+        apgd = apgd*zz+1.08848694396321495475E0;
+        apgd = apgd*zz+9.95005543440888479402E-2;
+        apgd = apgd*zz+4.78468199683886610842E-3;
+        apgd = apgd*zz+1.18159633322838625562E-4;
+        apgd = apgd*zz+1.37480673554219441465E-6;
+        apgd = apgd*zz+5.79912514929147598821E-9;
+        ug = z*apgn/apgd;
+        k = sqpii*t;
+        aip = -k*(g*uf+f*ug);
+        bip = k*(f*uf-g*ug);
+        return;
+    }
+    if( x>=2.09 )
+    {
+        domflg = 5;
+        t = sqrt(x);
+        zeta = 2.0*x*t/3.0;
+        g = exp(zeta);
+        t = sqrt(t);
+        k = 2.0*t*g;
+        z = 1.0/zeta;
+        an = 3.46538101525629032477E-1;
+        an = an*z+1.20075952739645805542E1;
+        an = an*z+7.62796053615234516538E1;
+        an = an*z+1.68089224934630576269E2;
+        an = an*z+1.59756391350164413639E2;
+        an = an*z+7.05360906840444183113E1;
+        an = an*z+1.40264691163389668864E1;
+        an = an*z+9.99999999999999995305E-1;
+        ad = 5.67594532638770212846E-1;
+        ad = ad*z+1.47562562584847203173E1;
+        ad = ad*z+8.45138970141474626562E1;
+        ad = ad*z+1.77318088145400459522E2;
+        ad = ad*z+1.64234692871529701831E2;
+        ad = ad*z+7.14778400825575695274E1;
+        ad = ad*z+1.40959135607834029598E1;
+        ad = ad*z+1.00000000000000000470E0;
+        f = an/ad;
+        ai = sqpii*f/k;
+        k = -0.5*sqpii*t/g;
+        apn = 6.13759184814035759225E-1;
+        apn = apn*z+1.47454670787755323881E1;
+        apn = apn*z+8.20584123476060982430E1;
+        apn = apn*z+1.71184781360976385540E2;
+        apn = apn*z+1.59317847137141783523E2;
+        apn = apn*z+6.99778599330103016170E1;
+        apn = apn*z+1.39470856980481566958E1;
+        apn = apn*z+1.00000000000000000550E0;
+        apd = 3.34203677749736953049E-1;
+        apd = apd*z+1.11810297306158156705E1;
+        apd = apd*z+7.11727352147859965283E1;
+        apd = apd*z+1.58778084372838313640E2;
+        apd = apd*z+1.53206427475809220834E2;
+        apd = apd*z+6.86752304592780337944E1;
+        apd = apd*z+1.38498634758259442477E1;
+        apd = apd*z+9.99999999999999994502E-1;
+        f = apn/apd;
+        aip = f*k;
+        if( x>8.3203353 )
+        {
+            bn16 = -2.53240795869364152689E-1;
+            bn16 = bn16*z+5.75285167332467384228E-1;
+            bn16 = bn16*z-3.29907036873225371650E-1;
+            bn16 = bn16*z+6.44404068948199951727E-2;
+            bn16 = bn16*z-3.82519546641336734394E-3;
+            bd16 = 1.00000000000000000000E0;
+            bd16 = bd16*z-7.15685095054035237902E0;
+            bd16 = bd16*z+1.06039580715664694291E1;
+            bd16 = bd16*z-5.23246636471251500874E0;
+            bd16 = bd16*z+9.57395864378383833152E-1;
+            bd16 = bd16*z-5.50828147163549611107E-2;
+            f = z*bn16/bd16;
+            k = sqpii*g;
+            bi = k*(1.0+f)/t;
+            bppn = 4.65461162774651610328E-1;
+            bppn = bppn*z-1.08992173800493920734E0;
+            bppn = bppn*z+6.38800117371827987759E-1;
+            bppn = bppn*z-1.26844349553102907034E-1;
+            bppn = bppn*z+7.62487844342109852105E-3;
+            bppd = 1.00000000000000000000E0;
+            bppd = bppd*z-8.70622787633159124240E0;
+            bppd = bppd*z+1.38993162704553213172E1;
+            bppd = bppd*z-7.14116144616431159572E0;
+            bppd = bppd*z+1.34008595960680518666E0;
+            bppd = bppd*z-7.84273211323341930448E-2;
+            f = z*bppn/bppd;
+            bip = k*t*(1.0+f);
+            return;
+        }
+    }
+    f = 1.0;
+    g = x;
+    t = 1.0;
+    uf = 1.0;
+    ug = x;
+    k = 1.0;
+    z = x*x*x;
+    while(t>ap::machineepsilon)
+    {
+        uf = uf*z;
+        k = k+1.0;
+        uf = uf/k;
+        ug = ug*z;
+        k = k+1.0;
+        ug = ug/k;
+        uf = uf/k;
+        f = f+uf;
+        k = k+1.0;
+        ug = ug/k;
+        g = g+ug;
+        t = fabs(uf/f);
+    }
+    uf = c1*f;
+    ug = c2*g;
+    if( domflg%2==0 )
+    {
+        ai = uf-ug;
+    }
+    if( domflg/2%2==0 )
+    {
+        bi = sqrt3*(uf+ug);
+    }
+    k = 4.0;
+    uf = x*x/2.0;
+    ug = z/3.0;
+    f = uf;
+    g = 1.0+ug;
+    uf = uf/3.0;
+    t = 1.0;
+    while(t>ap::machineepsilon)
+    {
+        uf = uf*z;
+        ug = ug/k;
+        k = k+1.0;
+        ug = ug*z;
+        uf = uf/k;
+        f = f+uf;
+        k = k+1.0;
+        ug = ug/k;
+        uf = uf/k;
+        g = g+ug;
+        k = k+1.0;
+        t = fabs(ug/g);
+    }
+    uf = c1*f;
+    ug = c2*g;
+    if( domflg/4%2==0 )
+    {
+        aip = uf-ug;
+    }
+    if( domflg/8%2==0 )
+    {
+        bip = sqrt3*(uf+ug);
+    }
+}
+
+
+

data/ext/alglib/airyf.h

@@ -0,0 +1,81 @@
+/*************************************************************************
+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 _airyf_h
+#define _airyf_h
+
+#include "ap.h"
+#include "ialglib.h"
+
+/*************************************************************************
+Airy function
+
+Solution of the differential equation
+
+y"(x) = xy.
+
+The function returns the two independent solutions Ai, Bi
+and their first derivatives Ai'(x), Bi'(x).
+
+Evaluation is by power series summation for small x,
+by rational minimax approximations for large x.
+
+
+
+ACCURACY:
+Error criterion is absolute when function <= 1, relative
+when function > 1, except * denotes relative error criterion.
+For large negative x, the absolute error increases as x^1.5.
+For large positive x, the relative error increases as x^1.5.
+
+Arithmetic  domain   function  # trials      peak         rms
+IEEE        -10, 0     Ai        10000       1.6e-15     2.7e-16
+IEEE          0, 10    Ai        10000       2.3e-14*    1.8e-15*
+IEEE        -10, 0     Ai'       10000       4.6e-15     7.6e-16
+IEEE          0, 10    Ai'       10000       1.8e-14*    1.5e-15*
+IEEE        -10, 10    Bi        30000       4.2e-15     5.3e-16
+IEEE        -10, 10    Bi'       30000       4.9e-15     7.3e-16
+
+Cephes Math Library Release 2.8:  June, 2000
+Copyright 1984, 1987, 1989, 2000 by Stephen L. Moshier
+*************************************************************************/
+void airy(double x, double& ai, double& aip, double& bi, double& bip);
+
+
+#endif