// Copyright (c) 2006 Xiaogang Zhang // Use, modification and distribution are subject to the // Boost Software License, Version 1.0. (See accompanying file // LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt) #ifndef BOOST_MATH_BESSEL_JY_HPP #define BOOST_MATH_BESSEL_JY_HPP #include #include #include #include #include #include #include #include #include #include #include #include #include // Bessel functions of the first and second kind of fractional order namespace boost { namespace math { namespace detail { // Calculate Y(v, x) and Y(v+1, x) by Temme's method, see // Temme, Journal of Computational Physics, vol 21, 343 (1976) template int temme_jy(T v, T x, T* Y, T* Y1, const Policy& pol) { T g, h, p, q, f, coef, sum, sum1, tolerance; T a, d, e, sigma; unsigned long k; BOOST_MATH_STD_USING using namespace boost::math::tools; using namespace boost::math::constants; BOOST_ASSERT(fabs(v) <= 0.5f); // precondition for using this routine T gp = boost::math::tgamma1pm1(v, pol); T gm = boost::math::tgamma1pm1(-v, pol); T spv = boost::math::sin_pi(v, pol); T spv2 = boost::math::sin_pi(v/2, pol); T xp = pow(x/2, v); a = log(x / 2); sigma = -a * v; d = abs(sigma) < tools::epsilon() ? T(1) : sinh(sigma) / sigma; e = abs(v) < tools::epsilon() ? v*pi()*pi() / 2 : 2 * spv2 * spv2 / v; T g1 = (v == 0) ? -euler() : (gp - gm) / ((1 + gp) * (1 + gm) * 2 * v); T g2 = (2 + gp + gm) / ((1 + gp) * (1 + gm) * 2); T vspv = (fabs(v) < tools::epsilon()) ? 1/constants::pi() : v / spv; f = (g1 * cosh(sigma) - g2 * a * d) * 2 * vspv; p = vspv / (xp * (1 + gm)); q = vspv * xp / (1 + gp); g = f + e * q; h = p; coef = 1; sum = coef * g; sum1 = coef * h; T v2 = v * v; T coef_mult = -x * x / 4; // series summation tolerance = tools::epsilon(); for (k = 1; k < policies::get_max_series_iterations(); k++) { f = (k * f + p + q) / (k*k - v2); p /= k - v; q /= k + v; g = f + e * q; h = p - k * g; coef *= coef_mult / k; sum += coef * g; sum1 += coef * h; if (abs(coef * g) < abs(sum) * tolerance) { break; } } policies::check_series_iterations("boost::math::bessel_jy<%1%>(%1%,%1%) in temme_jy", k, pol); *Y = -sum; *Y1 = -2 * sum1 / x; return 0; } // Evaluate continued fraction fv = J_(v+1) / J_v, see // Abramowitz and Stegun, Handbook of Mathematical Functions, 1972, 9.1.73 template int CF1_jy(T v, T x, T* fv, int* sign, const Policy& pol) { T C, D, f, a, b, delta, tiny, tolerance; unsigned long k; int s = 1; BOOST_MATH_STD_USING // |x| <= |v|, CF1_jy converges rapidly // |x| > |v|, CF1_jy needs O(|x|) iterations to converge // modified Lentz's method, see // Lentz, Applied Optics, vol 15, 668 (1976) tolerance = 2 * tools::epsilon(); tiny = sqrt(tools::min_value()); C = f = tiny; // b0 = 0, replace with tiny D = 0.0L; for (k = 1; k < policies::get_max_series_iterations() * 100; k++) { a = -1; b = 2 * (v + k) / x; C = b + a / C; D = b + a * D; if (C == 0) { C = tiny; } if (D == 0) { D = tiny; } D = 1 / D; delta = C * D; f *= delta; if (D < 0) { s = -s; } if (abs(delta - 1.0L) < tolerance) { break; } } policies::check_series_iterations("boost::math::bessel_jy<%1%>(%1%,%1%) in CF1_jy", k / 100, pol); *fv = -f; *sign = s; // sign of denominator return 0; } template struct complex_trait { typedef typename mpl::if_, std::complex, sc::simple_complex >::type type; }; // Evaluate continued fraction p + iq = (J' + iY') / (J + iY), see // Press et al, Numerical Recipes in C, 2nd edition, 1992 template int CF2_jy(T v, T x, T* p, T* q, const Policy& pol) { BOOST_MATH_STD_USING typedef typename complex_trait::type complex_type; complex_type C, D, f, a, b, delta, one(1); T tiny, zero(0.0L); unsigned long k; // |x| >= |v|, CF2_jy converges rapidly // |x| -> 0, CF2_jy fails to converge BOOST_ASSERT(fabs(x) > 1); // modified Lentz's method, complex numbers involved, see // Lentz, Applied Optics, vol 15, 668 (1976) T tolerance = 2 * tools::epsilon(); tiny = sqrt(tools::min_value()); C = f = complex_type(-0.5f/x, 1.0L); D = 0; for (k = 1; k < policies::get_max_series_iterations(); k++) { a = (k - 0.5f)*(k - 0.5f) - v*v; if (k == 1) { a *= complex_type(T(0), 1/x); } b = complex_type(2*x, T(2*k)); C = b + a / C; D = b + a * D; if (C == zero) { C = tiny; } if (D == zero) { D = tiny; } D = one / D; delta = C * D; f *= delta; if (abs(delta - one) < tolerance) { break; } } policies::check_series_iterations("boost::math::bessel_jy<%1%>(%1%,%1%) in CF2_jy", k, pol); *p = real(f); *q = imag(f); return 0; } enum { need_j = 1, need_y = 2 }; // Compute J(v, x) and Y(v, x) simultaneously by Steed's method, see // Barnett et al, Computer Physics Communications, vol 8, 377 (1974) template int bessel_jy(T v, T x, T* J, T* Y, int kind, const Policy& pol) { BOOST_ASSERT(x >= 0); T u, Jv, Ju, Yv, Yv1, Yu, Yu1(0), fv, fu; T W, p, q, gamma, current, prev, next; bool reflect = false; unsigned n, k; int s; static const char* function = "boost::math::bessel_jy<%1%>(%1%,%1%)"; BOOST_MATH_STD_USING using namespace boost::math::tools; using namespace boost::math::constants; if (v < 0) { reflect = true; v = -v; // v is non-negative from here kind = need_j|need_y; // need both for reflection formula } n = real_cast(v + 0.5L); u = v - n; // -1/2 <= u < 1/2 if (x == 0) { *J = *Y = policies::raise_overflow_error( function, 0, pol); return 1; } // x is positive until reflection W = T(2) / (x * pi()); // Wronskian if (x <= 2) // x in (0, 2] { if(temme_jy(u, x, &Yu, &Yu1, pol)) // Temme series { // domain error: *J = *Y = Yu; return 1; } prev = Yu; current = Yu1; for (k = 1; k <= n; k++) // forward recurrence for Y { next = 2 * (u + k) * current / x - prev; prev = current; current = next; } Yv = prev; Yv1 = current; if(kind&need_j) { CF1_jy(v, x, &fv, &s, pol); // continued fraction CF1_jy Jv = W / (Yv * fv - Yv1); // Wronskian relation } else Jv = std::numeric_limits::quiet_NaN(); // any value will do, we're not using it. } else // x in (2, \infty) { // Get Y(u, x): // define tag type that will dispatch to right limits: typedef typename bessel_asymptotic_tag::type tag_type; T lim; switch(kind) { case need_j: lim = asymptotic_bessel_j_limit(v, tag_type()); break; case need_y: lim = asymptotic_bessel_y_limit(tag_type()); break; default: lim = (std::max)( asymptotic_bessel_j_limit(v, tag_type()), asymptotic_bessel_y_limit(tag_type())); break; } if(x > lim) { if(kind&need_y) { Yu = asymptotic_bessel_y_large_x_2(u, x); Yu1 = asymptotic_bessel_y_large_x_2(u + 1, x); } else Yu = std::numeric_limits::quiet_NaN(); // any value will do, we're not using it. if(kind&need_j) { Jv = asymptotic_bessel_j_large_x_2(v, x); } else Jv = std::numeric_limits::quiet_NaN(); // any value will do, we're not using it. } else { CF1_jy(v, x, &fv, &s, pol); // tiny initial value to prevent overflow T init = sqrt(tools::min_value()); prev = fv * s * init; current = s * init; for (k = n; k > 0; k--) // backward recurrence for J { next = 2 * (u + k) * current / x - prev; prev = current; current = next; } T ratio = (s * init) / current; // scaling ratio // can also call CF1_jy() to get fu, not much difference in precision fu = prev / current; CF2_jy(u, x, &p, &q, pol); // continued fraction CF2_jy T t = u / x - fu; // t = J'/J gamma = (p - t) / q; Ju = sign(current) * sqrt(W / (q + gamma * (p - t))); Jv = Ju * ratio; // normalization Yu = gamma * Ju; Yu1 = Yu * (u/x - p - q/gamma); } if(kind&need_y) { // compute Y: prev = Yu; current = Yu1; for (k = 1; k <= n; k++) // forward recurrence for Y { next = 2 * (u + k) * current / x - prev; prev = current; current = next; } Yv = prev; } else Yv = std::numeric_limits::quiet_NaN(); // any value will do, we're not using it. } if (reflect) { T z = (u + n % 2); *J = boost::math::cos_pi(z, pol) * Jv - boost::math::sin_pi(z, pol) * Yv; // reflection formula *Y = boost::math::sin_pi(z, pol) * Jv + boost::math::cos_pi(z, pol) * Yv; } else { *J = Jv; *Y = Yv; } return 0; } } // namespace detail }} // namespaces #endif // BOOST_MATH_BESSEL_JY_HPP