alglib 0.1.1

Sign up to get free protection for your applications and to get access to all the features.
Files changed (255) hide show
  1. data/History.txt +7 -0
  2. data/Manifest.txt +253 -0
  3. data/README.txt +33 -0
  4. data/Rakefile +27 -0
  5. data/ext/Rakefile +24 -0
  6. data/ext/alglib.i +24 -0
  7. data/ext/alglib/Makefile +157 -0
  8. data/ext/alglib/airyf.cpp +372 -0
  9. data/ext/alglib/airyf.h +81 -0
  10. data/ext/alglib/alglib.cpp +8558 -0
  11. data/ext/alglib/alglib_util.cpp +19 -0
  12. data/ext/alglib/alglib_util.h +14 -0
  13. data/ext/alglib/ap.cpp +877 -0
  14. data/ext/alglib/ap.english.html +364 -0
  15. data/ext/alglib/ap.h +666 -0
  16. data/ext/alglib/ap.russian.html +442 -0
  17. data/ext/alglib/apvt.h +754 -0
  18. data/ext/alglib/bdss.cpp +1500 -0
  19. data/ext/alglib/bdss.h +251 -0
  20. data/ext/alglib/bdsvd.cpp +1339 -0
  21. data/ext/alglib/bdsvd.h +164 -0
  22. data/ext/alglib/bessel.cpp +1226 -0
  23. data/ext/alglib/bessel.h +331 -0
  24. data/ext/alglib/betaf.cpp +105 -0
  25. data/ext/alglib/betaf.h +74 -0
  26. data/ext/alglib/bidiagonal.cpp +1328 -0
  27. data/ext/alglib/bidiagonal.h +350 -0
  28. data/ext/alglib/binomialdistr.cpp +247 -0
  29. data/ext/alglib/binomialdistr.h +153 -0
  30. data/ext/alglib/blas.cpp +576 -0
  31. data/ext/alglib/blas.h +132 -0
  32. data/ext/alglib/cblas.cpp +226 -0
  33. data/ext/alglib/cblas.h +57 -0
  34. data/ext/alglib/cdet.cpp +138 -0
  35. data/ext/alglib/cdet.h +92 -0
  36. data/ext/alglib/chebyshev.cpp +216 -0
  37. data/ext/alglib/chebyshev.h +76 -0
  38. data/ext/alglib/chisquaredistr.cpp +157 -0
  39. data/ext/alglib/chisquaredistr.h +144 -0
  40. data/ext/alglib/cholesky.cpp +285 -0
  41. data/ext/alglib/cholesky.h +86 -0
  42. data/ext/alglib/cinverse.cpp +298 -0
  43. data/ext/alglib/cinverse.h +111 -0
  44. data/ext/alglib/clu.cpp +337 -0
  45. data/ext/alglib/clu.h +120 -0
  46. data/ext/alglib/correlation.cpp +280 -0
  47. data/ext/alglib/correlation.h +77 -0
  48. data/ext/alglib/correlationtests.cpp +726 -0
  49. data/ext/alglib/correlationtests.h +134 -0
  50. data/ext/alglib/crcond.cpp +826 -0
  51. data/ext/alglib/crcond.h +148 -0
  52. data/ext/alglib/creflections.cpp +310 -0
  53. data/ext/alglib/creflections.h +165 -0
  54. data/ext/alglib/csolve.cpp +312 -0
  55. data/ext/alglib/csolve.h +99 -0
  56. data/ext/alglib/ctrinverse.cpp +387 -0
  57. data/ext/alglib/ctrinverse.h +98 -0
  58. data/ext/alglib/ctrlinsolve.cpp +297 -0
  59. data/ext/alglib/ctrlinsolve.h +81 -0
  60. data/ext/alglib/dawson.cpp +234 -0
  61. data/ext/alglib/dawson.h +74 -0
  62. data/ext/alglib/descriptivestatistics.cpp +436 -0
  63. data/ext/alglib/descriptivestatistics.h +112 -0
  64. data/ext/alglib/det.cpp +140 -0
  65. data/ext/alglib/det.h +94 -0
  66. data/ext/alglib/dforest.cpp +1819 -0
  67. data/ext/alglib/dforest.h +316 -0
  68. data/ext/alglib/elliptic.cpp +497 -0
  69. data/ext/alglib/elliptic.h +217 -0
  70. data/ext/alglib/estnorm.cpp +429 -0
  71. data/ext/alglib/estnorm.h +107 -0
  72. data/ext/alglib/expintegrals.cpp +422 -0
  73. data/ext/alglib/expintegrals.h +108 -0
  74. data/ext/alglib/faq.english.html +258 -0
  75. data/ext/alglib/faq.russian.html +272 -0
  76. data/ext/alglib/fdistr.cpp +202 -0
  77. data/ext/alglib/fdistr.h +163 -0
  78. data/ext/alglib/fresnel.cpp +211 -0
  79. data/ext/alglib/fresnel.h +91 -0
  80. data/ext/alglib/gammaf.cpp +338 -0
  81. data/ext/alglib/gammaf.h +104 -0
  82. data/ext/alglib/gqgengauss.cpp +235 -0
  83. data/ext/alglib/gqgengauss.h +92 -0
  84. data/ext/alglib/gqgenhermite.cpp +268 -0
  85. data/ext/alglib/gqgenhermite.h +63 -0
  86. data/ext/alglib/gqgenjacobi.cpp +297 -0
  87. data/ext/alglib/gqgenjacobi.h +72 -0
  88. data/ext/alglib/gqgenlaguerre.cpp +265 -0
  89. data/ext/alglib/gqgenlaguerre.h +69 -0
  90. data/ext/alglib/gqgenlegendre.cpp +300 -0
  91. data/ext/alglib/gqgenlegendre.h +62 -0
  92. data/ext/alglib/gqgenlobatto.cpp +305 -0
  93. data/ext/alglib/gqgenlobatto.h +97 -0
  94. data/ext/alglib/gqgenradau.cpp +232 -0
  95. data/ext/alglib/gqgenradau.h +95 -0
  96. data/ext/alglib/hbisinv.cpp +480 -0
  97. data/ext/alglib/hbisinv.h +183 -0
  98. data/ext/alglib/hblas.cpp +228 -0
  99. data/ext/alglib/hblas.h +64 -0
  100. data/ext/alglib/hcholesky.cpp +339 -0
  101. data/ext/alglib/hcholesky.h +91 -0
  102. data/ext/alglib/hermite.cpp +114 -0
  103. data/ext/alglib/hermite.h +49 -0
  104. data/ext/alglib/hessenberg.cpp +370 -0
  105. data/ext/alglib/hessenberg.h +152 -0
  106. data/ext/alglib/hevd.cpp +247 -0
  107. data/ext/alglib/hevd.h +107 -0
  108. data/ext/alglib/hsschur.cpp +1316 -0
  109. data/ext/alglib/hsschur.h +108 -0
  110. data/ext/alglib/htridiagonal.cpp +734 -0
  111. data/ext/alglib/htridiagonal.h +180 -0
  112. data/ext/alglib/ialglib.cpp +6 -0
  113. data/ext/alglib/ialglib.h +9 -0
  114. data/ext/alglib/ibetaf.cpp +960 -0
  115. data/ext/alglib/ibetaf.h +125 -0
  116. data/ext/alglib/igammaf.cpp +430 -0
  117. data/ext/alglib/igammaf.h +157 -0
  118. data/ext/alglib/inv.cpp +274 -0
  119. data/ext/alglib/inv.h +115 -0
  120. data/ext/alglib/inverseupdate.cpp +480 -0
  121. data/ext/alglib/inverseupdate.h +185 -0
  122. data/ext/alglib/jacobianelliptic.cpp +164 -0
  123. data/ext/alglib/jacobianelliptic.h +94 -0
  124. data/ext/alglib/jarquebera.cpp +2271 -0
  125. data/ext/alglib/jarquebera.h +80 -0
  126. data/ext/alglib/kmeans.cpp +356 -0
  127. data/ext/alglib/kmeans.h +76 -0
  128. data/ext/alglib/laguerre.cpp +94 -0
  129. data/ext/alglib/laguerre.h +48 -0
  130. data/ext/alglib/lbfgs.cpp +1167 -0
  131. data/ext/alglib/lbfgs.h +218 -0
  132. data/ext/alglib/lda.cpp +434 -0
  133. data/ext/alglib/lda.h +133 -0
  134. data/ext/alglib/ldlt.cpp +1130 -0
  135. data/ext/alglib/ldlt.h +124 -0
  136. data/ext/alglib/leastsquares.cpp +1252 -0
  137. data/ext/alglib/leastsquares.h +290 -0
  138. data/ext/alglib/legendre.cpp +107 -0
  139. data/ext/alglib/legendre.h +49 -0
  140. data/ext/alglib/linreg.cpp +1185 -0
  141. data/ext/alglib/linreg.h +380 -0
  142. data/ext/alglib/logit.cpp +1523 -0
  143. data/ext/alglib/logit.h +333 -0
  144. data/ext/alglib/lq.cpp +399 -0
  145. data/ext/alglib/lq.h +160 -0
  146. data/ext/alglib/lu.cpp +462 -0
  147. data/ext/alglib/lu.h +119 -0
  148. data/ext/alglib/mannwhitneyu.cpp +4490 -0
  149. data/ext/alglib/mannwhitneyu.h +115 -0
  150. data/ext/alglib/minlm.cpp +918 -0
  151. data/ext/alglib/minlm.h +312 -0
  152. data/ext/alglib/mlpbase.cpp +3375 -0
  153. data/ext/alglib/mlpbase.h +589 -0
  154. data/ext/alglib/mlpe.cpp +1369 -0
  155. data/ext/alglib/mlpe.h +552 -0
  156. data/ext/alglib/mlptrain.cpp +1056 -0
  157. data/ext/alglib/mlptrain.h +283 -0
  158. data/ext/alglib/nearunityunit.cpp +91 -0
  159. data/ext/alglib/nearunityunit.h +17 -0
  160. data/ext/alglib/normaldistr.cpp +377 -0
  161. data/ext/alglib/normaldistr.h +175 -0
  162. data/ext/alglib/nsevd.cpp +1869 -0
  163. data/ext/alglib/nsevd.h +140 -0
  164. data/ext/alglib/pca.cpp +168 -0
  165. data/ext/alglib/pca.h +87 -0
  166. data/ext/alglib/poissondistr.cpp +143 -0
  167. data/ext/alglib/poissondistr.h +130 -0
  168. data/ext/alglib/polinterpolation.cpp +685 -0
  169. data/ext/alglib/polinterpolation.h +206 -0
  170. data/ext/alglib/psif.cpp +173 -0
  171. data/ext/alglib/psif.h +88 -0
  172. data/ext/alglib/qr.cpp +414 -0
  173. data/ext/alglib/qr.h +168 -0
  174. data/ext/alglib/ratinterpolation.cpp +134 -0
  175. data/ext/alglib/ratinterpolation.h +72 -0
  176. data/ext/alglib/rcond.cpp +705 -0
  177. data/ext/alglib/rcond.h +140 -0
  178. data/ext/alglib/reflections.cpp +504 -0
  179. data/ext/alglib/reflections.h +165 -0
  180. data/ext/alglib/rotations.cpp +473 -0
  181. data/ext/alglib/rotations.h +128 -0
  182. data/ext/alglib/rsolve.cpp +221 -0
  183. data/ext/alglib/rsolve.h +99 -0
  184. data/ext/alglib/sbisinv.cpp +217 -0
  185. data/ext/alglib/sbisinv.h +171 -0
  186. data/ext/alglib/sblas.cpp +185 -0
  187. data/ext/alglib/sblas.h +64 -0
  188. data/ext/alglib/schur.cpp +156 -0
  189. data/ext/alglib/schur.h +102 -0
  190. data/ext/alglib/sdet.cpp +193 -0
  191. data/ext/alglib/sdet.h +101 -0
  192. data/ext/alglib/sevd.cpp +116 -0
  193. data/ext/alglib/sevd.h +99 -0
  194. data/ext/alglib/sinverse.cpp +672 -0
  195. data/ext/alglib/sinverse.h +138 -0
  196. data/ext/alglib/spddet.cpp +138 -0
  197. data/ext/alglib/spddet.h +96 -0
  198. data/ext/alglib/spdgevd.cpp +842 -0
  199. data/ext/alglib/spdgevd.h +200 -0
  200. data/ext/alglib/spdinverse.cpp +509 -0
  201. data/ext/alglib/spdinverse.h +122 -0
  202. data/ext/alglib/spdrcond.cpp +421 -0
  203. data/ext/alglib/spdrcond.h +118 -0
  204. data/ext/alglib/spdsolve.cpp +275 -0
  205. data/ext/alglib/spdsolve.h +105 -0
  206. data/ext/alglib/spline2d.cpp +1192 -0
  207. data/ext/alglib/spline2d.h +301 -0
  208. data/ext/alglib/spline3.cpp +1264 -0
  209. data/ext/alglib/spline3.h +290 -0
  210. data/ext/alglib/srcond.cpp +595 -0
  211. data/ext/alglib/srcond.h +127 -0
  212. data/ext/alglib/ssolve.cpp +895 -0
  213. data/ext/alglib/ssolve.h +139 -0
  214. data/ext/alglib/stdafx.h +0 -0
  215. data/ext/alglib/stest.cpp +131 -0
  216. data/ext/alglib/stest.h +94 -0
  217. data/ext/alglib/studenttdistr.cpp +222 -0
  218. data/ext/alglib/studenttdistr.h +115 -0
  219. data/ext/alglib/studentttests.cpp +377 -0
  220. data/ext/alglib/studentttests.h +178 -0
  221. data/ext/alglib/svd.cpp +620 -0
  222. data/ext/alglib/svd.h +126 -0
  223. data/ext/alglib/tdbisinv.cpp +2608 -0
  224. data/ext/alglib/tdbisinv.h +228 -0
  225. data/ext/alglib/tdevd.cpp +1229 -0
  226. data/ext/alglib/tdevd.h +115 -0
  227. data/ext/alglib/tridiagonal.cpp +594 -0
  228. data/ext/alglib/tridiagonal.h +171 -0
  229. data/ext/alglib/trigintegrals.cpp +490 -0
  230. data/ext/alglib/trigintegrals.h +131 -0
  231. data/ext/alglib/trinverse.cpp +345 -0
  232. data/ext/alglib/trinverse.h +98 -0
  233. data/ext/alglib/trlinsolve.cpp +926 -0
  234. data/ext/alglib/trlinsolve.h +73 -0
  235. data/ext/alglib/tsort.cpp +405 -0
  236. data/ext/alglib/tsort.h +54 -0
  237. data/ext/alglib/variancetests.cpp +245 -0
  238. data/ext/alglib/variancetests.h +134 -0
  239. data/ext/alglib/wsr.cpp +6285 -0
  240. data/ext/alglib/wsr.h +96 -0
  241. data/ext/ap.i +97 -0
  242. data/ext/correlation.i +24 -0
  243. data/ext/extconf.rb +6 -0
  244. data/ext/logit.i +89 -0
  245. data/lib/alglib.rb +71 -0
  246. data/lib/alglib/correlation.rb +26 -0
  247. data/lib/alglib/linearregression.rb +63 -0
  248. data/lib/alglib/logit.rb +42 -0
  249. data/test/test_alglib.rb +52 -0
  250. data/test/test_correlation.rb +44 -0
  251. data/test/test_correlationtest.rb +45 -0
  252. data/test/test_linreg.rb +35 -0
  253. data/test/test_logit.rb +43 -0
  254. data/test/test_pca.rb +27 -0
  255. metadata +326 -0
@@ -0,0 +1,171 @@
1
+ /*************************************************************************
2
+ Copyright (c) 1992-2007 The University of Tennessee. All rights reserved.
3
+
4
+ Contributors:
5
+ * Sergey Bochkanov (ALGLIB project). Translation from FORTRAN to
6
+ pseudocode.
7
+
8
+ See subroutines comments for additional copyrights.
9
+
10
+ Redistribution and use in source and binary forms, with or without
11
+ modification, are permitted provided that the following conditions are
12
+ met:
13
+
14
+ - Redistributions of source code must retain the above copyright
15
+ notice, this list of conditions and the following disclaimer.
16
+
17
+ - Redistributions in binary form must reproduce the above copyright
18
+ notice, this list of conditions and the following disclaimer listed
19
+ in this license in the documentation and/or other materials
20
+ provided with the distribution.
21
+
22
+ - Neither the name of the copyright holders nor the names of its
23
+ contributors may be used to endorse or promote products derived from
24
+ this software without specific prior written permission.
25
+
26
+ THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS
27
+ "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT
28
+ LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR
29
+ A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT
30
+ OWNER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL,
31
+ SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT
32
+ LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE,
33
+ DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY
34
+ THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
35
+ (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE
36
+ OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
37
+ *************************************************************************/
38
+
39
+ #ifndef _tridiagonal_h
40
+ #define _tridiagonal_h
41
+
42
+ #include "ap.h"
43
+ #include "ialglib.h"
44
+
45
+ #include "sblas.h"
46
+ #include "reflections.h"
47
+
48
+
49
+ /*************************************************************************
50
+ Reduction of a symmetric matrix which is given by its higher or lower
51
+ triangular part to a tridiagonal matrix using orthogonal similarity
52
+ transformation: Q'*A*Q=T.
53
+
54
+ Input parameters:
55
+ A - matrix to be transformed
56
+ array with elements [0..N-1, 0..N-1].
57
+ N - size of matrix A.
58
+ IsUpper - storage format. If IsUpper = True, then matrix A is given
59
+ by its upper triangle, and the lower triangle is not used
60
+ and not modified by the algorithm, and vice versa
61
+ if IsUpper = False.
62
+
63
+ Output parameters:
64
+ A - matrices T and Q in compact form (see lower)
65
+ Tau - array of factors which are forming matrices H(i)
66
+ array with elements [0..N-2].
67
+ D - main diagonal of symmetric matrix T.
68
+ array with elements [0..N-1].
69
+ E - secondary diagonal of symmetric matrix T.
70
+ array with elements [0..N-2].
71
+
72
+
73
+ If IsUpper=True, the matrix Q is represented as a product of elementary
74
+ reflectors
75
+
76
+ Q = H(n-2) . . . H(2) H(0).
77
+
78
+ Each H(i) has the form
79
+
80
+ H(i) = I - tau * v * v'
81
+
82
+ where tau is a real scalar, and v is a real vector with
83
+ v(i+1:n-1) = 0, v(i) = 1, v(0:i-1) is stored on exit in
84
+ A(0:i-1,i+1), and tau in TAU(i).
85
+
86
+ If IsUpper=False, the matrix Q is represented as a product of elementary
87
+ reflectors
88
+
89
+ Q = H(0) H(2) . . . H(n-2).
90
+
91
+ Each H(i) has the form
92
+
93
+ H(i) = I - tau * v * v'
94
+
95
+ where tau is a real scalar, and v is a real vector with
96
+ v(0:i) = 0, v(i+1) = 1, v(i+2:n-1) is stored on exit in A(i+2:n-1,i),
97
+ and tau in TAU(i).
98
+
99
+ The contents of A on exit are illustrated by the following examples
100
+ with n = 5:
101
+
102
+ if UPLO = 'U': if UPLO = 'L':
103
+
104
+ ( d e v1 v2 v3 ) ( d )
105
+ ( d e v2 v3 ) ( e d )
106
+ ( d e v3 ) ( v0 e d )
107
+ ( d e ) ( v0 v1 e d )
108
+ ( d ) ( v0 v1 v2 e d )
109
+
110
+ where d and e denote diagonal and off-diagonal elements of T, and vi
111
+ denotes an element of the vector defining H(i).
112
+
113
+ -- LAPACK routine (version 3.0) --
114
+ Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,
115
+ Courant Institute, Argonne National Lab, and Rice University
116
+ October 31, 1992
117
+ *************************************************************************/
118
+ void smatrixtd(ap::real_2d_array& a,
119
+ int n,
120
+ bool isupper,
121
+ ap::real_1d_array& tau,
122
+ ap::real_1d_array& d,
123
+ ap::real_1d_array& e);
124
+
125
+
126
+ /*************************************************************************
127
+ Unpacking matrix Q which reduces symmetric matrix to a tridiagonal
128
+ form.
129
+
130
+ Input parameters:
131
+ A - the result of a SMatrixTD subroutine
132
+ N - size of matrix A.
133
+ IsUpper - storage format (a parameter of SMatrixTD subroutine)
134
+ Tau - the result of a SMatrixTD subroutine
135
+
136
+ Output parameters:
137
+ Q - transformation matrix.
138
+ array with elements [0..N-1, 0..N-1].
139
+
140
+ -- ALGLIB --
141
+ Copyright 2005-2008 by Bochkanov Sergey
142
+ *************************************************************************/
143
+ void smatrixtdunpackq(const ap::real_2d_array& a,
144
+ const int& n,
145
+ const bool& isupper,
146
+ const ap::real_1d_array& tau,
147
+ ap::real_2d_array& q);
148
+
149
+
150
+ /*************************************************************************
151
+ Obsolete 1-based subroutine
152
+ *************************************************************************/
153
+ void totridiagonal(ap::real_2d_array& a,
154
+ int n,
155
+ bool isupper,
156
+ ap::real_1d_array& tau,
157
+ ap::real_1d_array& d,
158
+ ap::real_1d_array& e);
159
+
160
+
161
+ /*************************************************************************
162
+ Obsolete 1-based subroutine
163
+ *************************************************************************/
164
+ void unpackqfromtridiagonal(const ap::real_2d_array& a,
165
+ const int& n,
166
+ const bool& isupper,
167
+ const ap::real_1d_array& tau,
168
+ ap::real_2d_array& q);
169
+
170
+
171
+ #endif
@@ -0,0 +1,490 @@
1
+ /*************************************************************************
2
+ Cephes Math Library Release 2.8: June, 2000
3
+ Copyright by Stephen L. Moshier
4
+
5
+ Contributors:
6
+ * Sergey Bochkanov (ALGLIB project). Translation from C to
7
+ pseudocode.
8
+
9
+ See subroutines comments for additional copyrights.
10
+
11
+ Redistribution and use in source and binary forms, with or without
12
+ modification, are permitted provided that the following conditions are
13
+ met:
14
+
15
+ - Redistributions of source code must retain the above copyright
16
+ notice, this list of conditions and the following disclaimer.
17
+
18
+ - Redistributions in binary form must reproduce the above copyright
19
+ notice, this list of conditions and the following disclaimer listed
20
+ in this license in the documentation and/or other materials
21
+ provided with the distribution.
22
+
23
+ - Neither the name of the copyright holders nor the names of its
24
+ contributors may be used to endorse or promote products derived from
25
+ this software without specific prior written permission.
26
+
27
+ THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS
28
+ "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT
29
+ LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR
30
+ A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT
31
+ OWNER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL,
32
+ SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT
33
+ LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE,
34
+ DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY
35
+ THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
36
+ (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE
37
+ OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
38
+ *************************************************************************/
39
+
40
+ #include <stdafx.h>
41
+ #include "trigintegrals.h"
42
+
43
+ static void chebiterationshichi(double x,
44
+ double c,
45
+ double& b0,
46
+ double& b1,
47
+ double& b2);
48
+
49
+ /*************************************************************************
50
+ Sine and cosine integrals
51
+
52
+ Evaluates the integrals
53
+
54
+ x
55
+ -
56
+ | cos t - 1
57
+ Ci(x) = eul + ln x + | --------- dt,
58
+ | t
59
+ -
60
+ 0
61
+ x
62
+ -
63
+ | sin t
64
+ Si(x) = | ----- dt
65
+ | t
66
+ -
67
+ 0
68
+
69
+ where eul = 0.57721566490153286061 is Euler's constant.
70
+ The integrals are approximated by rational functions.
71
+ For x > 8 auxiliary functions f(x) and g(x) are employed
72
+ such that
73
+
74
+ Ci(x) = f(x) sin(x) - g(x) cos(x)
75
+ Si(x) = pi/2 - f(x) cos(x) - g(x) sin(x)
76
+
77
+
78
+ ACCURACY:
79
+ Test interval = [0,50].
80
+ Absolute error, except relative when > 1:
81
+ arithmetic function # trials peak rms
82
+ IEEE Si 30000 4.4e-16 7.3e-17
83
+ IEEE Ci 30000 6.9e-16 5.1e-17
84
+
85
+ Cephes Math Library Release 2.1: January, 1989
86
+ Copyright 1984, 1987, 1989 by Stephen L. Moshier
87
+ *************************************************************************/
88
+ void sinecosineintegrals(double x, double& si, double& ci)
89
+ {
90
+ double z;
91
+ double c;
92
+ double s;
93
+ double f;
94
+ double g;
95
+ int sg;
96
+ double sn;
97
+ double sd;
98
+ double cn;
99
+ double cd;
100
+ double fn;
101
+ double fd;
102
+ double gn;
103
+ double gd;
104
+
105
+ if( x<0 )
106
+ {
107
+ sg = -1;
108
+ x = -x;
109
+ }
110
+ else
111
+ {
112
+ sg = 0;
113
+ }
114
+ if( x==0 )
115
+ {
116
+ si = 0;
117
+ ci = -ap::maxrealnumber;
118
+ return;
119
+ }
120
+ if( x>1.0E9 )
121
+ {
122
+ si = 1.570796326794896619-cos(x)/x;
123
+ ci = sin(x)/x;
124
+ return;
125
+ }
126
+ if( x<=4 )
127
+ {
128
+ z = x*x;
129
+ sn = -8.39167827910303881427E-11;
130
+ sn = sn*z+4.62591714427012837309E-8;
131
+ sn = sn*z-9.75759303843632795789E-6;
132
+ sn = sn*z+9.76945438170435310816E-4;
133
+ sn = sn*z-4.13470316229406538752E-2;
134
+ sn = sn*z+1.00000000000000000302E0;
135
+ sd = 2.03269266195951942049E-12;
136
+ sd = sd*z+1.27997891179943299903E-9;
137
+ sd = sd*z+4.41827842801218905784E-7;
138
+ sd = sd*z+9.96412122043875552487E-5;
139
+ sd = sd*z+1.42085239326149893930E-2;
140
+ sd = sd*z+9.99999999999999996984E-1;
141
+ s = x*sn/sd;
142
+ cn = 2.02524002389102268789E-11;
143
+ cn = cn*z-1.35249504915790756375E-8;
144
+ cn = cn*z+3.59325051419993077021E-6;
145
+ cn = cn*z-4.74007206873407909465E-4;
146
+ cn = cn*z+2.89159652607555242092E-2;
147
+ cn = cn*z-1.00000000000000000080E0;
148
+ cd = 4.07746040061880559506E-12;
149
+ cd = cd*z+3.06780997581887812692E-9;
150
+ cd = cd*z+1.23210355685883423679E-6;
151
+ cd = cd*z+3.17442024775032769882E-4;
152
+ cd = cd*z+5.10028056236446052392E-2;
153
+ cd = cd*z+4.00000000000000000080E0;
154
+ c = z*cn/cd;
155
+ if( sg!=0 )
156
+ {
157
+ s = -s;
158
+ }
159
+ si = s;
160
+ ci = 0.57721566490153286061+log(x)+c;
161
+ return;
162
+ }
163
+ s = sin(x);
164
+ c = cos(x);
165
+ z = 1.0/(x*x);
166
+ if( x<8 )
167
+ {
168
+ fn = 4.23612862892216586994E0;
169
+ fn = fn*z+5.45937717161812843388E0;
170
+ fn = fn*z+1.62083287701538329132E0;
171
+ fn = fn*z+1.67006611831323023771E-1;
172
+ fn = fn*z+6.81020132472518137426E-3;
173
+ fn = fn*z+1.08936580650328664411E-4;
174
+ fn = fn*z+5.48900223421373614008E-7;
175
+ fd = 1.00000000000000000000E0;
176
+ fd = fd*z+8.16496634205391016773E0;
177
+ fd = fd*z+7.30828822505564552187E0;
178
+ fd = fd*z+1.86792257950184183883E0;
179
+ fd = fd*z+1.78792052963149907262E-1;
180
+ fd = fd*z+7.01710668322789753610E-3;
181
+ fd = fd*z+1.10034357153915731354E-4;
182
+ fd = fd*z+5.48900252756255700982E-7;
183
+ f = fn/(x*fd);
184
+ gn = 8.71001698973114191777E-2;
185
+ gn = gn*z+6.11379109952219284151E-1;
186
+ gn = gn*z+3.97180296392337498885E-1;
187
+ gn = gn*z+7.48527737628469092119E-2;
188
+ gn = gn*z+5.38868681462177273157E-3;
189
+ gn = gn*z+1.61999794598934024525E-4;
190
+ gn = gn*z+1.97963874140963632189E-6;
191
+ gn = gn*z+7.82579040744090311069E-9;
192
+ gd = 1.00000000000000000000E0;
193
+ gd = gd*z+1.64402202413355338886E0;
194
+ gd = gd*z+6.66296701268987968381E-1;
195
+ gd = gd*z+9.88771761277688796203E-2;
196
+ gd = gd*z+6.22396345441768420760E-3;
197
+ gd = gd*z+1.73221081474177119497E-4;
198
+ gd = gd*z+2.02659182086343991969E-6;
199
+ gd = gd*z+7.82579218933534490868E-9;
200
+ g = z*gn/gd;
201
+ }
202
+ else
203
+ {
204
+ fn = 4.55880873470465315206E-1;
205
+ fn = fn*z+7.13715274100146711374E-1;
206
+ fn = fn*z+1.60300158222319456320E-1;
207
+ fn = fn*z+1.16064229408124407915E-2;
208
+ fn = fn*z+3.49556442447859055605E-4;
209
+ fn = fn*z+4.86215430826454749482E-6;
210
+ fn = fn*z+3.20092790091004902806E-8;
211
+ fn = fn*z+9.41779576128512936592E-11;
212
+ fn = fn*z+9.70507110881952024631E-14;
213
+ fd = 1.00000000000000000000E0;
214
+ fd = fd*z+9.17463611873684053703E-1;
215
+ fd = fd*z+1.78685545332074536321E-1;
216
+ fd = fd*z+1.22253594771971293032E-2;
217
+ fd = fd*z+3.58696481881851580297E-4;
218
+ fd = fd*z+4.92435064317881464393E-6;
219
+ fd = fd*z+3.21956939101046018377E-8;
220
+ fd = fd*z+9.43720590350276732376E-11;
221
+ fd = fd*z+9.70507110881952025725E-14;
222
+ f = fn/(x*fd);
223
+ gn = 6.97359953443276214934E-1;
224
+ gn = gn*z+3.30410979305632063225E-1;
225
+ gn = gn*z+3.84878767649974295920E-2;
226
+ gn = gn*z+1.71718239052347903558E-3;
227
+ gn = gn*z+3.48941165502279436777E-5;
228
+ gn = gn*z+3.47131167084116673800E-7;
229
+ gn = gn*z+1.70404452782044526189E-9;
230
+ gn = gn*z+3.85945925430276600453E-12;
231
+ gn = gn*z+3.14040098946363334640E-15;
232
+ gd = 1.00000000000000000000E0;
233
+ gd = gd*z+1.68548898811011640017E0;
234
+ gd = gd*z+4.87852258695304967486E-1;
235
+ gd = gd*z+4.67913194259625806320E-2;
236
+ gd = gd*z+1.90284426674399523638E-3;
237
+ gd = gd*z+3.68475504442561108162E-5;
238
+ gd = gd*z+3.57043223443740838771E-7;
239
+ gd = gd*z+1.72693748966316146736E-9;
240
+ gd = gd*z+3.87830166023954706752E-12;
241
+ gd = gd*z+3.14040098946363335242E-15;
242
+ g = z*gn/gd;
243
+ }
244
+ si = 1.570796326794896619-f*c-g*s;
245
+ if( sg!=0 )
246
+ {
247
+ si = -si;
248
+ }
249
+ ci = f*s-g*c;
250
+ }
251
+
252
+
253
+ /*************************************************************************
254
+ Hyperbolic sine and cosine integrals
255
+
256
+ Approximates the integrals
257
+
258
+ x
259
+ -
260
+ | | cosh t - 1
261
+ Chi(x) = eul + ln x + | ----------- dt,
262
+ | | t
263
+ -
264
+ 0
265
+
266
+ x
267
+ -
268
+ | | sinh t
269
+ Shi(x) = | ------ dt
270
+ | | t
271
+ -
272
+ 0
273
+
274
+ where eul = 0.57721566490153286061 is Euler's constant.
275
+ The integrals are evaluated by power series for x < 8
276
+ and by Chebyshev expansions for x between 8 and 88.
277
+ For large x, both functions approach exp(x)/2x.
278
+ Arguments greater than 88 in magnitude return MAXNUM.
279
+
280
+
281
+ ACCURACY:
282
+
283
+ Test interval 0 to 88.
284
+ Relative error:
285
+ arithmetic function # trials peak rms
286
+ IEEE Shi 30000 6.9e-16 1.6e-16
287
+ Absolute error, except relative when |Chi| > 1:
288
+ IEEE Chi 30000 8.4e-16 1.4e-16
289
+
290
+ Cephes Math Library Release 2.8: June, 2000
291
+ Copyright 1984, 1987, 2000 by Stephen L. Moshier
292
+ *************************************************************************/
293
+ void hyperbolicsinecosineintegrals(double x, double& shi, double& chi)
294
+ {
295
+ double k;
296
+ double z;
297
+ double c;
298
+ double s;
299
+ double a;
300
+ int sg;
301
+ double b0;
302
+ double b1;
303
+ double b2;
304
+
305
+ if( x<0 )
306
+ {
307
+ sg = -1;
308
+ x = -x;
309
+ }
310
+ else
311
+ {
312
+ sg = 0;
313
+ }
314
+ if( x==0 )
315
+ {
316
+ shi = 0;
317
+ chi = -ap::maxrealnumber;
318
+ return;
319
+ }
320
+ if( x<8.0 )
321
+ {
322
+ z = x*x;
323
+ a = 1.0;
324
+ s = 1.0;
325
+ c = 0.0;
326
+ k = 2.0;
327
+ do
328
+ {
329
+ a = a*z/k;
330
+ c = c+a/k;
331
+ k = k+1.0;
332
+ a = a/k;
333
+ s = s+a/k;
334
+ k = k+1.0;
335
+ }
336
+ while(fabs(a/s)>=ap::machineepsilon);
337
+ s = s*x;
338
+ }
339
+ else
340
+ {
341
+ if( x<18.0 )
342
+ {
343
+ a = (576.0/x-52.0)/10.0;
344
+ k = exp(x)/x;
345
+ b0 = 1.83889230173399459482E-17;
346
+ b1 = 0.0;
347
+ chebiterationshichi(a, -9.55485532279655569575E-17, b0, b1, b2);
348
+ chebiterationshichi(a, 2.04326105980879882648E-16, b0, b1, b2);
349
+ chebiterationshichi(a, 1.09896949074905343022E-15, b0, b1, b2);
350
+ chebiterationshichi(a, -1.31313534344092599234E-14, b0, b1, b2);
351
+ chebiterationshichi(a, 5.93976226264314278932E-14, b0, b1, b2);
352
+ chebiterationshichi(a, -3.47197010497749154755E-14, b0, b1, b2);
353
+ chebiterationshichi(a, -1.40059764613117131000E-12, b0, b1, b2);
354
+ chebiterationshichi(a, 9.49044626224223543299E-12, b0, b1, b2);
355
+ chebiterationshichi(a, -1.61596181145435454033E-11, b0, b1, b2);
356
+ chebiterationshichi(a, -1.77899784436430310321E-10, b0, b1, b2);
357
+ chebiterationshichi(a, 1.35455469767246947469E-9, b0, b1, b2);
358
+ chebiterationshichi(a, -1.03257121792819495123E-9, b0, b1, b2);
359
+ chebiterationshichi(a, -3.56699611114982536845E-8, b0, b1, b2);
360
+ chebiterationshichi(a, 1.44818877384267342057E-7, b0, b1, b2);
361
+ chebiterationshichi(a, 7.82018215184051295296E-7, b0, b1, b2);
362
+ chebiterationshichi(a, -5.39919118403805073710E-6, b0, b1, b2);
363
+ chebiterationshichi(a, -3.12458202168959833422E-5, b0, b1, b2);
364
+ chebiterationshichi(a, 8.90136741950727517826E-5, b0, b1, b2);
365
+ chebiterationshichi(a, 2.02558474743846862168E-3, b0, b1, b2);
366
+ chebiterationshichi(a, 2.96064440855633256972E-2, b0, b1, b2);
367
+ chebiterationshichi(a, 1.11847751047257036625E0, b0, b1, b2);
368
+ s = k*0.5*(b0-b2);
369
+ b0 = -8.12435385225864036372E-18;
370
+ b1 = 0.0;
371
+ chebiterationshichi(a, 2.17586413290339214377E-17, b0, b1, b2);
372
+ chebiterationshichi(a, 5.22624394924072204667E-17, b0, b1, b2);
373
+ chebiterationshichi(a, -9.48812110591690559363E-16, b0, b1, b2);
374
+ chebiterationshichi(a, 5.35546311647465209166E-15, b0, b1, b2);
375
+ chebiterationshichi(a, -1.21009970113732918701E-14, b0, b1, b2);
376
+ chebiterationshichi(a, -6.00865178553447437951E-14, b0, b1, b2);
377
+ chebiterationshichi(a, 7.16339649156028587775E-13, b0, b1, b2);
378
+ chebiterationshichi(a, -2.93496072607599856104E-12, b0, b1, b2);
379
+ chebiterationshichi(a, -1.40359438136491256904E-12, b0, b1, b2);
380
+ chebiterationshichi(a, 8.76302288609054966081E-11, b0, b1, b2);
381
+ chebiterationshichi(a, -4.40092476213282340617E-10, b0, b1, b2);
382
+ chebiterationshichi(a, -1.87992075640569295479E-10, b0, b1, b2);
383
+ chebiterationshichi(a, 1.31458150989474594064E-8, b0, b1, b2);
384
+ chebiterationshichi(a, -4.75513930924765465590E-8, b0, b1, b2);
385
+ chebiterationshichi(a, -2.21775018801848880741E-7, b0, b1, b2);
386
+ chebiterationshichi(a, 1.94635531373272490962E-6, b0, b1, b2);
387
+ chebiterationshichi(a, 4.33505889257316408893E-6, b0, b1, b2);
388
+ chebiterationshichi(a, -6.13387001076494349496E-5, b0, b1, b2);
389
+ chebiterationshichi(a, -3.13085477492997465138E-4, b0, b1, b2);
390
+ chebiterationshichi(a, 4.97164789823116062801E-4, b0, b1, b2);
391
+ chebiterationshichi(a, 2.64347496031374526641E-2, b0, b1, b2);
392
+ chebiterationshichi(a, 1.11446150876699213025E0, b0, b1, b2);
393
+ c = k*0.5*(b0-b2);
394
+ }
395
+ else
396
+ {
397
+ if( x<=88.0 )
398
+ {
399
+ a = (6336.0/x-212.0)/70.0;
400
+ k = exp(x)/x;
401
+ b0 = -1.05311574154850938805E-17;
402
+ b1 = 0.0;
403
+ chebiterationshichi(a, 2.62446095596355225821E-17, b0, b1, b2);
404
+ chebiterationshichi(a, 8.82090135625368160657E-17, b0, b1, b2);
405
+ chebiterationshichi(a, -3.38459811878103047136E-16, b0, b1, b2);
406
+ chebiterationshichi(a, -8.30608026366935789136E-16, b0, b1, b2);
407
+ chebiterationshichi(a, 3.93397875437050071776E-15, b0, b1, b2);
408
+ chebiterationshichi(a, 1.01765565969729044505E-14, b0, b1, b2);
409
+ chebiterationshichi(a, -4.21128170307640802703E-14, b0, b1, b2);
410
+ chebiterationshichi(a, -1.60818204519802480035E-13, b0, b1, b2);
411
+ chebiterationshichi(a, 3.34714954175994481761E-13, b0, b1, b2);
412
+ chebiterationshichi(a, 2.72600352129153073807E-12, b0, b1, b2);
413
+ chebiterationshichi(a, 1.66894954752839083608E-12, b0, b1, b2);
414
+ chebiterationshichi(a, -3.49278141024730899554E-11, b0, b1, b2);
415
+ chebiterationshichi(a, -1.58580661666482709598E-10, b0, b1, b2);
416
+ chebiterationshichi(a, -1.79289437183355633342E-10, b0, b1, b2);
417
+ chebiterationshichi(a, 1.76281629144264523277E-9, b0, b1, b2);
418
+ chebiterationshichi(a, 1.69050228879421288846E-8, b0, b1, b2);
419
+ chebiterationshichi(a, 1.25391771228487041649E-7, b0, b1, b2);
420
+ chebiterationshichi(a, 1.16229947068677338732E-6, b0, b1, b2);
421
+ chebiterationshichi(a, 1.61038260117376323993E-5, b0, b1, b2);
422
+ chebiterationshichi(a, 3.49810375601053973070E-4, b0, b1, b2);
423
+ chebiterationshichi(a, 1.28478065259647610779E-2, b0, b1, b2);
424
+ chebiterationshichi(a, 1.03665722588798326712E0, b0, b1, b2);
425
+ s = k*0.5*(b0-b2);
426
+ b0 = 8.06913408255155572081E-18;
427
+ b1 = 0.0;
428
+ chebiterationshichi(a, -2.08074168180148170312E-17, b0, b1, b2);
429
+ chebiterationshichi(a, -5.98111329658272336816E-17, b0, b1, b2);
430
+ chebiterationshichi(a, 2.68533951085945765591E-16, b0, b1, b2);
431
+ chebiterationshichi(a, 4.52313941698904694774E-16, b0, b1, b2);
432
+ chebiterationshichi(a, -3.10734917335299464535E-15, b0, b1, b2);
433
+ chebiterationshichi(a, -4.42823207332531972288E-15, b0, b1, b2);
434
+ chebiterationshichi(a, 3.49639695410806959872E-14, b0, b1, b2);
435
+ chebiterationshichi(a, 6.63406731718911586609E-14, b0, b1, b2);
436
+ chebiterationshichi(a, -3.71902448093119218395E-13, b0, b1, b2);
437
+ chebiterationshichi(a, -1.27135418132338309016E-12, b0, b1, b2);
438
+ chebiterationshichi(a, 2.74851141935315395333E-12, b0, b1, b2);
439
+ chebiterationshichi(a, 2.33781843985453438400E-11, b0, b1, b2);
440
+ chebiterationshichi(a, 2.71436006377612442764E-11, b0, b1, b2);
441
+ chebiterationshichi(a, -2.56600180000355990529E-10, b0, b1, b2);
442
+ chebiterationshichi(a, -1.61021375163803438552E-9, b0, b1, b2);
443
+ chebiterationshichi(a, -4.72543064876271773512E-9, b0, b1, b2);
444
+ chebiterationshichi(a, -3.00095178028681682282E-9, b0, b1, b2);
445
+ chebiterationshichi(a, 7.79387474390914922337E-8, b0, b1, b2);
446
+ chebiterationshichi(a, 1.06942765566401507066E-6, b0, b1, b2);
447
+ chebiterationshichi(a, 1.59503164802313196374E-5, b0, b1, b2);
448
+ chebiterationshichi(a, 3.49592575153777996871E-4, b0, b1, b2);
449
+ chebiterationshichi(a, 1.28475387530065247392E-2, b0, b1, b2);
450
+ chebiterationshichi(a, 1.03665693917934275131E0, b0, b1, b2);
451
+ c = k*0.5*(b0-b2);
452
+ }
453
+ else
454
+ {
455
+ if( sg!=0 )
456
+ {
457
+ shi = -ap::maxrealnumber;
458
+ }
459
+ else
460
+ {
461
+ shi = ap::maxrealnumber;
462
+ }
463
+ chi = ap::maxrealnumber;
464
+ return;
465
+ }
466
+ }
467
+ }
468
+ if( sg!=0 )
469
+ {
470
+ s = -s;
471
+ }
472
+ shi = s;
473
+ chi = 0.57721566490153286061+log(x)+c;
474
+ }
475
+
476
+
477
+ static void chebiterationshichi(double x,
478
+ double c,
479
+ double& b0,
480
+ double& b1,
481
+ double& b2)
482
+ {
483
+
484
+ b2 = b1;
485
+ b1 = b0;
486
+ b0 = x*b1-b2+c;
487
+ }
488
+
489
+
490
+