/contrib/mpfr/src/digamma.c
C | 378 lines | 269 code | 30 blank | 79 comment | 57 complexity | faf7c3dce86bae663a5f9c59b9698c9f MD5 | raw file
- /* mpfr_digamma -- digamma function of a floating-point number
- Copyright 2009, 2010, 2011, 2012, 2013 Free Software Foundation, Inc.
- Contributed by the AriC and Caramel 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 mpfr_exp_t
- mpfr_digamma_approx (mpfr_ptr s, mpfr_srcptr x)
- {
- mpfr_prec_t p = MPFR_PREC (s);
- mpfr_t t, u, invxx;
- mpfr_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 - (mpfr_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)
- {
- mpfr_prec_t p = MPFR_PREC(y) + 10, q;
- mpfr_t t, u, v;
- mpfr_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) - (mpfr_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 += (mpfr_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)
- {
- mpfr_prec_t p = MPFR_PREC(y) + 10, q;
- mpfr_t t, u, x_plus_j;
- int inex;
- mpfr_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);
- MPFR_LOG_FUNC
- (("x[%Pu]=%.*Rg rnd=%d", mpfr_get_prec(x), mpfr_log_prec, x, rnd_mode),
- ("y[%Pu]=%.*Rg inexact=%d", mpfr_get_prec(y), mpfr_log_prec, y, inex));
- 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_set_divby0 ();
- 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 * (mpfr_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);
- }