1 2 /////////////////////////////////////////////////////////////////////////////// 3 // Copyright 2014 Anton Bikineev 4 // Copyright 2014 Christopher Kormanyos 5 // Copyright 2014 John Maddock 6 // Copyright 2014 Paul Bristow 7 // Distributed under the Boost 8 // Software License, Version 1.0. (See accompanying file 9 // LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt) 10 11 #ifndef BOOST_HYPERGEOMETRIC_1F1_RECURRENCE_HPP_ 12 #define BOOST_HYPERGEOMETRIC_1F1_RECURRENCE_HPP_ 13 14 #include <boost/math/special_functions/modf.hpp> 15 #include <boost/math/special_functions/next.hpp> 16 17 #include <boost/math/tools/recurrence.hpp> 18 #include <boost/math/special_functions/detail/hypergeometric_pFq_checked_series.hpp> 19 20 namespace boost { namespace math { namespace detail { 21 22 // forward declaration for initial values 23 template <class T, class Policy> 24 inline T hypergeometric_1F1_imp(const T& a, const T& b, const T& z, const Policy& pol); 25 26 template <class T, class Policy> 27 inline T hypergeometric_1F1_imp(const T& a, const T& b, const T& z, const Policy& pol, int& log_scaling); 28 29 template <class T> 30 struct hypergeometric_1F1_recurrence_a_coefficients 31 { 32 typedef boost::math::tuple<T, T, T> result_type; 33 hypergeometric_1F1_recurrence_a_coefficientsboost::math::detail::hypergeometric_1F1_recurrence_a_coefficients34 hypergeometric_1F1_recurrence_a_coefficients(const T& a, const T& b, const T& z): 35 a(a), b(b), z(z) 36 { 37 } 38 operator ()boost::math::detail::hypergeometric_1F1_recurrence_a_coefficients39 result_type operator()(boost::intmax_t i) const 40 { 41 const T ai = a + i; 42 43 const T an = b - ai; 44 const T bn = (2 * ai - b + z); 45 const T cn = -ai; 46 47 return boost::math::make_tuple(an, bn, cn); 48 } 49 50 private: 51 const T a, b, z; 52 hypergeometric_1F1_recurrence_a_coefficients operator=(const hypergeometric_1F1_recurrence_a_coefficients&); 53 }; 54 55 template <class T> 56 struct hypergeometric_1F1_recurrence_b_coefficients 57 { 58 typedef boost::math::tuple<T, T, T> result_type; 59 hypergeometric_1F1_recurrence_b_coefficientsboost::math::detail::hypergeometric_1F1_recurrence_b_coefficients60 hypergeometric_1F1_recurrence_b_coefficients(const T& a, const T& b, const T& z): 61 a(a), b(b), z(z) 62 { 63 } 64 operator ()boost::math::detail::hypergeometric_1F1_recurrence_b_coefficients65 result_type operator()(boost::intmax_t i) const 66 { 67 const T bi = b + i; 68 69 const T an = bi * (bi - 1); 70 const T bn = bi * (1 - bi - z); 71 const T cn = z * (bi - a); 72 73 return boost::math::make_tuple(an, bn, cn); 74 } 75 76 private: 77 const T a, b, z; 78 hypergeometric_1F1_recurrence_b_coefficients& operator=(const hypergeometric_1F1_recurrence_b_coefficients&); 79 }; 80 // 81 // for use when we're recursing to a small b: 82 // 83 template <class T> 84 struct hypergeometric_1F1_recurrence_small_b_coefficients 85 { 86 typedef boost::math::tuple<T, T, T> result_type; 87 hypergeometric_1F1_recurrence_small_b_coefficientsboost::math::detail::hypergeometric_1F1_recurrence_small_b_coefficients88 hypergeometric_1F1_recurrence_small_b_coefficients(const T& a, const T& b, const T& z, int N) : 89 a(a), b(b), z(z), N(N) 90 { 91 } 92 operator ()boost::math::detail::hypergeometric_1F1_recurrence_small_b_coefficients93 result_type operator()(boost::intmax_t i) const 94 { 95 const T bi = b + (i + N); 96 const T bi_minus_1 = b + (i + N - 1); 97 98 const T an = bi * bi_minus_1; 99 const T bn = bi * (-bi_minus_1 - z); 100 const T cn = z * (bi - a); 101 102 return boost::math::make_tuple(an, bn, cn); 103 } 104 105 private: 106 hypergeometric_1F1_recurrence_small_b_coefficients operator=(const hypergeometric_1F1_recurrence_small_b_coefficients&); 107 const T a, b, z; 108 int N; 109 }; 110 111 template <class T> 112 struct hypergeometric_1F1_recurrence_a_and_b_coefficients 113 { 114 typedef boost::math::tuple<T, T, T> result_type; 115 hypergeometric_1F1_recurrence_a_and_b_coefficientsboost::math::detail::hypergeometric_1F1_recurrence_a_and_b_coefficients116 hypergeometric_1F1_recurrence_a_and_b_coefficients(const T& a, const T& b, const T& z, int offset = 0): 117 a(a), b(b), z(z), offset(offset) 118 { 119 } 120 operator ()boost::math::detail::hypergeometric_1F1_recurrence_a_and_b_coefficients121 result_type operator()(boost::intmax_t i) const 122 { 123 const T ai = a + (offset + i); 124 const T bi = b + (offset + i); 125 126 const T an = bi * (b + (offset + i - 1)); 127 const T bn = bi * (z - (b + (offset + i - 1))); 128 const T cn = -ai * z; 129 130 return boost::math::make_tuple(an, bn, cn); 131 } 132 133 private: 134 const T a, b, z; 135 int offset; 136 hypergeometric_1F1_recurrence_a_and_b_coefficients operator=(const hypergeometric_1F1_recurrence_a_and_b_coefficients&); 137 }; 138 #if 0 139 // 140 // These next few recurrence relations are archived for future reference, some of them are novel, though all 141 // are trivially derived from the existing well known relations: 142 // 143 // Recurrence relation for double-stepping on both a and b: 144 // - b(b-1)(b-2) / (2-b+z) M(a-2,b-2,z) + [b(a-1)z / (2-b+z) + b(1-b+z) + abz(b+1) /(b+1)(z-b)] M(a,b,z) - a(a+1)z^2 / (b+1)(z-b) M(a+2,b+2,z) 145 // 146 template <class T> 147 struct hypergeometric_1F1_recurrence_2a_and_2b_coefficients 148 { 149 typedef boost::math::tuple<T, T, T> result_type; 150 151 hypergeometric_1F1_recurrence_2a_and_2b_coefficients(const T& a, const T& b, const T& z, int offset = 0) : 152 a(a), b(b), z(z), offset(offset) 153 { 154 } 155 156 result_type operator()(boost::intmax_t i) const 157 { 158 i *= 2; 159 const T ai = a + (offset + i); 160 const T bi = b + (offset + i); 161 162 const T an = -bi * (b + (offset + i - 1)) * (b + (offset + i - 2)) / (-(b + (offset + i - 2)) + z); 163 const T bn = bi * (a + (offset + i - 1)) * z / (z - (b + (offset + i - 2))) 164 + bi * (z - (b + (offset + i - 1))) 165 + ai * bi * z * (b + (offset + i + 1)) / ((b + (offset + i + 1)) * (z - bi)); 166 const T cn = -ai * (a + (offset + i + 1)) * z * z / ((b + (offset + i + 1)) * (z - bi)); 167 168 return boost::math::make_tuple(an, bn, cn); 169 } 170 171 private: 172 const T a, b, z; 173 int offset; 174 hypergeometric_1F1_recurrence_2a_and_2b_coefficients operator=(const hypergeometric_1F1_recurrence_2a_and_2b_coefficients&); 175 }; 176 177 // 178 // Recurrence relation for double-stepping on a: 179 // -(b-a)(1 + b - a)/(2a-2-b+z)M(a-2,b,z) + [(b-a)(a-1)/(2a-2-b+z) + (2a-b+z) + a(b-a-1)/(2a+2-b+z)]M(a,b,z) -a(a+1)/(2a+2-b+z)M(a+2,b,z) 180 // 181 template <class T> 182 struct hypergeometric_1F1_recurrence_2a_coefficients 183 { 184 typedef boost::math::tuple<T, T, T> result_type; 185 186 hypergeometric_1F1_recurrence_2a_coefficients(const T& a, const T& b, const T& z, int offset = 0) : 187 a(a), b(b), z(z), offset(offset) 188 { 189 } 190 191 result_type operator()(boost::intmax_t i) const 192 { 193 i *= 2; 194 const T ai = a + (offset + i); 195 // -(b-a)(1 + b - a)/(2a-2-b+z) 196 const T an = -(b - ai) * (b - (a + (offset + i - 1))) / (2 * (a + (offset + i - 1)) - b + z); 197 const T bn = (b - ai) * (a + (offset + i - 1)) / (2 * (a + (offset + i - 1)) - b + z) + (2 * ai - b + z) + ai * (b - (a + (offset + i + 1))) / (2 * (a + (offset + i + 1)) - b + z); 198 const T cn = -ai * (a + (offset + i + 1)) / (2 * (a + (offset + i + 1)) - b + z); 199 200 return boost::math::make_tuple(an, bn, cn); 201 } 202 203 private: 204 const T a, b, z; 205 int offset; 206 hypergeometric_1F1_recurrence_2a_coefficients operator=(const hypergeometric_1F1_recurrence_2a_coefficients&); 207 }; 208 209 // 210 // Recurrence relation for double-stepping on b: 211 // b(b-1)^2(b-2)/((1-b)(2-b-z)) M(a,b-2,z) + [zb(b-1)(b-1-a)/((1-b)(2-b-z)) + b(1-b-z) + z(b-a)(b+1)b/((b+1)(b+z)) ] M(a,b,z) + z^2(b-a)(b+1-a)/((b+1)(b+z)) M(a,b+2,z) 212 // 213 template <class T> 214 struct hypergeometric_1F1_recurrence_2b_coefficients 215 { 216 typedef boost::math::tuple<T, T, T> result_type; 217 218 hypergeometric_1F1_recurrence_2b_coefficients(const T& a, const T& b, const T& z, int offset = 0) : 219 a(a), b(b), z(z), offset(offset) 220 { 221 } 222 223 result_type operator()(boost::intmax_t i) const 224 { 225 i *= 2; 226 const T bi = b + (offset + i); 227 const T bi_m1 = b + (offset + i - 1); 228 const T bi_p1 = b + (offset + i + 1); 229 const T bi_m2 = b + (offset + i - 2); 230 231 const T an = bi * (bi_m1) * (bi_m1) * (bi_m2) / (-bi_m1 * (-bi_m2 - z)); 232 const T bn = z * bi * bi_m1 * (bi_m1 - a) / (-bi_m1 * (-bi_m2 - z)) + bi * (-bi_m1 - z) + z * (bi - a) * bi_p1 * bi / (bi_p1 * (bi + z)); 233 const T cn = z * z * (bi - a) * (bi_p1 - a) / (bi_p1 * (bi + z)); 234 235 return boost::math::make_tuple(an, bn, cn); 236 } 237 238 private: 239 const T a, b, z; 240 int offset; 241 hypergeometric_1F1_recurrence_2b_coefficients operator=(const hypergeometric_1F1_recurrence_2b_coefficients&); 242 }; 243 244 // 245 // Recurrence relation for a+ b-: 246 // -z(b-a)(a-1-b)/(b(a-1+z)) M(a-1,b+1,z) + [(b-a)(a-1)b/(b(a-1+z)) + (2a-b+z) + a(b-a-1)/(a+z)] M(a,b,z) + a(1-b)/(a+z) M(a+1,b-1,z) 247 // 248 // This is potentially the most useful of these novel recurrences. 249 // - - + - + 250 template <class T> 251 struct hypergeometric_1F1_recurrence_a_plus_b_minus_coefficients 252 { 253 typedef boost::math::tuple<T, T, T> result_type; 254 255 hypergeometric_1F1_recurrence_a_plus_b_minus_coefficients(const T& a, const T& b, const T& z, int offset = 0) : 256 a(a), b(b), z(z), offset(offset) 257 { 258 } 259 260 result_type operator()(boost::intmax_t i) const 261 { 262 const T ai = a + (offset + i); 263 const T bi = b - (offset + i); 264 265 const T an = -z * (bi - ai) * (ai - 1 - bi) / (bi * (ai - 1 + z)); 266 const T bn = z * ((-1 / (ai + z) - 1 / (ai + z - 1)) * (bi + z - 1) + 3) + bi - 1; 267 const T cn = ai * (1 - bi) / (ai + z); 268 269 return boost::math::make_tuple(an, bn, cn); 270 } 271 272 private: 273 const T a, b, z; 274 int offset; 275 hypergeometric_1F1_recurrence_a_plus_b_minus_coefficients operator=(const hypergeometric_1F1_recurrence_a_plus_b_minus_coefficients&); 276 }; 277 #endif 278 279 template <class T, class Policy> hypergeometric_1F1_backward_recurrence_for_negative_a(const T & a,const T & b,const T & z,const Policy & pol,const char * function,int & log_scaling)280 inline T hypergeometric_1F1_backward_recurrence_for_negative_a(const T& a, const T& b, const T& z, const Policy& pol, const char* function, int& log_scaling) 281 { 282 BOOST_MATH_STD_USING // modf, frexp, fabs, pow 283 284 boost::intmax_t integer_part = 0; 285 T ak = modf(a, &integer_part); 286 // 287 // We need ak-1 positive to avoid infinite recursion below: 288 // 289 if (0 != ak) 290 { 291 ak += 2; 292 integer_part -= 2; 293 } 294 295 if (-integer_part > static_cast<boost::intmax_t>(policies::get_max_series_iterations<Policy>())) 296 return policies::raise_evaluation_error<T>(function, "1F1 arguments sit in a range with a so negative that we have no evaluation method, got a = %1%", std::numeric_limits<T>::quiet_NaN(), pol); 297 298 T first, second; 299 if(ak == 0) 300 { 301 first = 1; 302 ak -= 1; 303 second = 1 - z / b; 304 } 305 else 306 { 307 int scaling1(0), scaling2(0); 308 first = detail::hypergeometric_1F1_imp(ak, b, z, pol, scaling1); 309 ak -= 1; 310 second = detail::hypergeometric_1F1_imp(ak, b, z, pol, scaling2); 311 if (scaling1 != scaling2) 312 { 313 second *= exp(T(scaling2 - scaling1)); 314 } 315 log_scaling += scaling1; 316 } 317 ++integer_part; 318 319 detail::hypergeometric_1F1_recurrence_a_coefficients<T> s(ak, b, z); 320 321 return tools::apply_recurrence_relation_backward(s, 322 static_cast<unsigned int>(std::abs(integer_part)), 323 first, 324 second, &log_scaling); 325 } 326 327 328 template <class T, class Policy> hypergeometric_1F1_backwards_recursion_on_b_for_negative_a(const T & a,const T & b,const T & z,const Policy & pol,const char *,int & log_scaling)329 T hypergeometric_1F1_backwards_recursion_on_b_for_negative_a(const T& a, const T& b, const T& z, const Policy& pol, const char*, int& log_scaling) 330 { 331 using std::swap; 332 BOOST_MATH_STD_USING // modf, frexp, fabs, pow 333 // 334 // We compute 335 // 336 // M[a + a_shift, b + b_shift; z] 337 // 338 // and recurse backwards on a and b down to 339 // 340 // M[a, b, z] 341 // 342 // With a + a_shift > 1 and b + b_shift > z 343 // 344 // There are 3 distinct regions to ensure stability during the recursions: 345 // 346 // a > 0 : stable for backwards on a 347 // a < 0, b > 0 : stable for backwards on a and b 348 // a < 0, b < 0 : stable for backwards on b (as long as |b| is small). 349 // 350 // We could simplify things by ignoring the middle region, but it's more efficient 351 // to recurse on a and b together when we can. 352 // 353 354 BOOST_ASSERT(a < -1); // Not tested nor taken for -1 < a < 0 355 356 int b_shift = itrunc(z - b) + 2; 357 358 int a_shift = itrunc(-a); 359 if (a + a_shift != 0) 360 { 361 a_shift += 2; 362 } 363 // 364 // If the shifts are so large that we would throw an evaluation_error, try the series instead, 365 // even though this will almost certainly throw as well: 366 // 367 if (b_shift > static_cast<boost::intmax_t>(boost::math::policies::get_max_series_iterations<Policy>())) 368 return hypergeometric_1F1_checked_series_impl(a, b, z, pol, log_scaling); 369 370 if (a_shift > static_cast<boost::intmax_t>(boost::math::policies::get_max_series_iterations<Policy>())) 371 return hypergeometric_1F1_checked_series_impl(a, b, z, pol, log_scaling); 372 373 int a_b_shift = b < 0 ? itrunc(b + b_shift) : b_shift; // The max we can shift on a and b together 374 int leading_a_shift = (std::min)(3, a_shift); // Just enough to make a negative 375 if (a_b_shift > a_shift - 3) 376 { 377 a_b_shift = a_shift < 3 ? 0 : a_shift - 3; 378 } 379 else 380 { 381 // Need to ensure that leading_a_shift is large enough that a will reach it's target 382 // after the first 2 phases (-,0) and (-,-) are over: 383 leading_a_shift = a_shift - a_b_shift; 384 } 385 int trailing_b_shift = b_shift - a_b_shift; 386 if (a_b_shift < 5) 387 { 388 // Might as well do things in two steps rather than 3: 389 if (a_b_shift > 0) 390 { 391 leading_a_shift += a_b_shift; 392 trailing_b_shift += a_b_shift; 393 } 394 a_b_shift = 0; 395 --leading_a_shift; 396 } 397 398 BOOST_ASSERT(leading_a_shift > 1); 399 BOOST_ASSERT(a_b_shift + leading_a_shift + (a_b_shift == 0 ? 1 : 0) == a_shift); 400 BOOST_ASSERT(a_b_shift + trailing_b_shift == b_shift); 401 402 if ((trailing_b_shift == 0) && (fabs(b) < 0.5) && a_b_shift) 403 { 404 // Better to have the final recursion on b alone, otherwise we lose precision when b is very small: 405 int diff = (std::min)(a_b_shift, 3); 406 a_b_shift -= diff; 407 leading_a_shift += diff; 408 trailing_b_shift += diff; 409 } 410 411 T first, second; 412 int scale1(0), scale2(0); 413 first = boost::math::detail::hypergeometric_1F1_imp(T(a + a_shift), T(b + b_shift), z, pol, scale1); 414 // 415 // It would be good to compute "second" from first and the ratio - unfortunately we are right on the cusp 416 // recursion on a switching from stable backwards to stable forwards behaviour and so this is not possible here. 417 // 418 second = boost::math::detail::hypergeometric_1F1_imp(T(a + a_shift - 1), T(b + b_shift), z, pol, scale2); 419 if (scale1 != scale2) 420 second *= exp(T(scale2 - scale1)); 421 log_scaling += scale1; 422 423 // 424 // Now we have [a + a_shift, b + b_shift, z] and [a + a_shift - 1, b + b_shift, z] 425 // and want to recurse until [a + a_shift - leading_a_shift, b + b_shift, z] and [a + a_shift - leadng_a_shift - 1, b + b_shift, z] 426 // which is leading_a_shift -1 steps. 427 // 428 second = boost::math::tools::apply_recurrence_relation_backward( 429 hypergeometric_1F1_recurrence_a_coefficients<T>(a + a_shift - 1, b + b_shift, z), 430 leading_a_shift, first, second, &log_scaling, &first); 431 432 if (a_b_shift) 433 { 434 // 435 // Now we need to switch to an a+b shift so that we have: 436 // [a + a_shift - leading_a_shift, b + b_shift, z] and [a + a_shift - leadng_a_shift - 1, b + b_shift - 1, z] 437 // A&S 13.4.3 gives us what we need: 438 // 439 { 440 // local a's and b's: 441 T la = a + a_shift - leading_a_shift - 1; 442 T lb = b + b_shift; 443 second = ((1 + la - lb) * second - la * first) / (1 - lb); 444 } 445 // 446 // Now apply a_b_shift - 1 recursions to get down to 447 // [a + 1, b + trailing_b_shift + 1, z] and [a, b + trailing_b_shift, z] 448 // 449 second = boost::math::tools::apply_recurrence_relation_backward( 450 hypergeometric_1F1_recurrence_a_and_b_coefficients<T>(a, b + b_shift - a_b_shift, z, a_b_shift - 1), 451 a_b_shift - 1, first, second, &log_scaling, &first); 452 // 453 // Now we need to switch to a b shift, a different application of A&S 13.4.3 454 // will get us there, we leave "second" where it is, and move "first" sideways: 455 // 456 { 457 T lb = b + trailing_b_shift + 1; 458 first = (second * (lb - 1) - a * first) / -(1 + a - lb); 459 } 460 } 461 else 462 { 463 // 464 // We have M[a+1, b+b_shift, z] and M[a, b+b_shift, z] and need M[a, b+b_shift-1, z] for 465 // recursion on b: A&S 13.4.3 gives us what we need. 466 // 467 T third = -(second * (1 + a - b - b_shift) - first * a) / (b + b_shift - 1); 468 swap(first, second); 469 swap(second, third); 470 --trailing_b_shift; 471 } 472 // 473 // Finish off by applying trailing_b_shift recursions: 474 // 475 if (trailing_b_shift) 476 { 477 second = boost::math::tools::apply_recurrence_relation_backward( 478 hypergeometric_1F1_recurrence_small_b_coefficients<T>(a, b, z, trailing_b_shift), 479 trailing_b_shift, first, second, &log_scaling); 480 } 481 return second; 482 } 483 484 485 486 } } } // namespaces 487 488 #endif // BOOST_HYPERGEOMETRIC_1F1_RECURRENCE_HPP_ 489