// Copyright John Maddock 2008. // 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) // // Wrapper that works with mpfr_class defined in gmpfrxx.h // See http://math.berkeley.edu/~wilken/code/gmpfrxx/ // Also requires the gmp and mpfr libraries. // #ifndef BOOST_MATH_E_FLOAT_BINDINGS_HPP #define BOOST_MATH_E_FLOAT_BINDINGS_HPP #include #include #include #include #include #include #include #include #include #include #include #include namespace boost{ namespace math{ namespace ef{ class e_float { public: // Constructors: e_float() {} e_float(const ::e_float& c) : m_value(c){} e_float(char c) { m_value = ::e_float(c); } #ifndef BOOST_NO_INTRINSIC_WCHAR_T e_float(wchar_t c) { m_value = ::e_float(c); } #endif e_float(unsigned char c) { m_value = ::e_float(c); } e_float(signed char c) { m_value = ::e_float(c); } e_float(unsigned short c) { m_value = ::e_float(c); } e_float(short c) { m_value = ::e_float(c); } e_float(unsigned int c) { m_value = ::e_float(c); } e_float(int c) { m_value = ::e_float(c); } e_float(unsigned long c) { m_value = ::e_float((UINT64)c); } e_float(long c) { m_value = ::e_float((INT64)c); } #ifdef BOOST_HAS_LONG_LONG e_float(boost::ulong_long_type c) { m_value = ::e_float(c); } e_float(boost::long_long_type c) { m_value = ::e_float(c); } #endif e_float(float c) { assign_large_real(c); } e_float(double c) { assign_large_real(c); } e_float(long double c) { assign_large_real(c); } // Assignment: e_float& operator=(char c) { m_value = ::e_float(c); return *this; } e_float& operator=(unsigned char c) { m_value = ::e_float(c); return *this; } e_float& operator=(signed char c) { m_value = ::e_float(c); return *this; } #ifndef BOOST_NO_INTRINSIC_WCHAR_T e_float& operator=(wchar_t c) { m_value = ::e_float(c); return *this; } #endif e_float& operator=(short c) { m_value = ::e_float(c); return *this; } e_float& operator=(unsigned short c) { m_value = ::e_float(c); return *this; } e_float& operator=(int c) { m_value = ::e_float(c); return *this; } e_float& operator=(unsigned int c) { m_value = ::e_float(c); return *this; } e_float& operator=(long c) { m_value = ::e_float((INT64)c); return *this; } e_float& operator=(unsigned long c) { m_value = ::e_float((UINT64)c); return *this; } #ifdef BOOST_HAS_LONG_LONG e_float& operator=(boost::long_long_type c) { m_value = ::e_float(c); return *this; } e_float& operator=(boost::ulong_long_type c) { m_value = ::e_float(c); return *this; } #endif e_float& operator=(float c) { assign_large_real(c); return *this; } e_float& operator=(double c) { assign_large_real(c); return *this; } e_float& operator=(long double c) { assign_large_real(c); return *this; } // Access: ::e_float& value(){ return m_value; } ::e_float const& value()const{ return m_value; } // Member arithmetic: e_float& operator+=(const e_float& other) { m_value += other.value(); return *this; } e_float& operator-=(const e_float& other) { m_value -= other.value(); return *this; } e_float& operator*=(const e_float& other) { m_value *= other.value(); return *this; } e_float& operator/=(const e_float& other) { m_value /= other.value(); return *this; } e_float operator-()const { return -m_value; } e_float const& operator+()const { return *this; } private: ::e_float m_value; template void assign_large_real(const V& a) { using std::frexp; using std::ldexp; using std::floor; if (a == 0) { m_value = ::ef::zero(); return; } if (a == 1) { m_value = ::ef::one(); return; } if ((boost::math::isinf)(a)) { m_value = a > 0 ? m_value.my_value_inf() : -m_value.my_value_inf(); return; } if((boost::math::isnan)(a)) { m_value = m_value.my_value_nan(); return; } int e; long double f, term; ::e_float t; m_value = ::ef::zero(); f = frexp(a, &e); ::e_float shift = ::ef::pow2(30); while(f) { // extract 30 bits from f: f = ldexp(f, 30); term = floor(f); e -= 30; m_value *= shift; m_value += ::e_float(static_cast(term)); f -= term; } m_value *= ::ef::pow2(e); } }; // Non-member arithmetic: inline e_float operator+(const e_float& a, const e_float& b) { e_float result(a); result += b; return result; } inline e_float operator-(const e_float& a, const e_float& b) { e_float result(a); result -= b; return result; } inline e_float operator*(const e_float& a, const e_float& b) { e_float result(a); result *= b; return result; } inline e_float operator/(const e_float& a, const e_float& b) { e_float result(a); result /= b; return result; } // Comparison: inline bool operator == (const e_float& a, const e_float& b) { return a.value() == b.value() ? true : false; } inline bool operator != (const e_float& a, const e_float& b) { return a.value() != b.value() ? true : false;} inline bool operator < (const e_float& a, const e_float& b) { return a.value() < b.value() ? true : false; } inline bool operator <= (const e_float& a, const e_float& b) { return a.value() <= b.value() ? true : false; } inline bool operator > (const e_float& a, const e_float& b) { return a.value() > b.value() ? true : false; } inline bool operator >= (const e_float& a, const e_float& b) { return a.value() >= b.value() ? true : false; } std::istream& operator >> (std::istream& is, e_float& f) { return is >> f.value(); } std::ostream& operator << (std::ostream& os, const e_float& f) { return os << f.value(); } inline e_float fabs(const e_float& v) { return ::ef::fabs(v.value()); } inline e_float abs(const e_float& v) { return ::ef::fabs(v.value()); } inline e_float floor(const e_float& v) { return ::ef::floor(v.value()); } inline e_float ceil(const e_float& v) { return ::ef::ceil(v.value()); } inline e_float pow(const e_float& v, const e_float& w) { return ::ef::pow(v.value(), w.value()); } inline e_float pow(const e_float& v, int i) { return ::ef::pow(v.value(), ::e_float(i)); } inline e_float exp(const e_float& v) { return ::ef::exp(v.value()); } inline e_float log(const e_float& v) { return ::ef::log(v.value()); } inline e_float sqrt(const e_float& v) { return ::ef::sqrt(v.value()); } inline e_float sin(const e_float& v) { return ::ef::sin(v.value()); } inline e_float cos(const e_float& v) { return ::ef::cos(v.value()); } inline e_float tan(const e_float& v) { return ::ef::tan(v.value()); } inline e_float acos(const e_float& v) { return ::ef::acos(v.value()); } inline e_float asin(const e_float& v) { return ::ef::asin(v.value()); } inline e_float atan(const e_float& v) { return ::ef::atan(v.value()); } inline e_float atan2(const e_float& v, const e_float& u) { return ::ef::atan2(v.value(), u.value()); } inline e_float ldexp(const e_float& v, int e) { return v.value() * ::ef::pow2(e); } inline e_float frexp(const e_float& v, int* expon) { double d; INT64 i; v.value().extract_parts(d, i); *expon = static_cast(i); return v.value() * ::ef::pow2(-i); } inline e_float sinh (const e_float& x) { return ::ef::sinh(x.value()); } inline e_float cosh (const e_float& x) { return ::ef::cosh(x.value()); } inline e_float tanh (const e_float& x) { return ::ef::tanh(x.value()); } inline e_float asinh (const e_float& x) { return ::ef::asinh(x.value()); } inline e_float acosh (const e_float& x) { return ::ef::acosh(x.value()); } inline e_float atanh (const e_float& x) { return ::ef::atanh(x.value()); } e_float fmod(const e_float& v1, const e_float& v2) { e_float n; if(v1 < 0) n = ceil(v1 / v2); else n = floor(v1 / v2); return v1 - n * v2; } } namespace detail{ template <> inline int fpclassify_imp< boost::math::ef::e_float> BOOST_NO_MACRO_EXPAND(boost::math::ef::e_float x, const generic_tag&) { if(x.value().isnan()) return FP_NAN; if(x.value().isinf()) return FP_INFINITE; if(x == 0) return FP_ZERO; return FP_NORMAL; } } namespace ef{ template inline int itrunc(const e_float& v, const Policy& pol) { BOOST_MATH_STD_USING e_float r = boost::math::trunc(v, pol); if(fabs(r) > (std::numeric_limits::max)()) return static_cast(policies::raise_rounding_error("boost::math::itrunc<%1%>(%1%)", 0, 0, v, pol)); return static_cast(r.value().extract_int64()); } template inline long ltrunc(const e_float& v, const Policy& pol) { BOOST_MATH_STD_USING e_float r = boost::math::trunc(v, pol); if(fabs(r) > (std::numeric_limits::max)()) return static_cast(policies::raise_rounding_error("boost::math::ltrunc<%1%>(%1%)", 0, 0L, v, pol)); return static_cast(r.value().extract_int64()); } #ifdef BOOST_HAS_LONG_LONG template inline boost::long_long_type lltrunc(const e_float& v, const Policy& pol) { BOOST_MATH_STD_USING e_float r = boost::math::trunc(v, pol); if(fabs(r) > (std::numeric_limits::max)()) return static_cast(policies::raise_rounding_error("boost::math::lltrunc<%1%>(%1%)", 0, v, 0LL, pol).value().extract_int64()); return static_cast(r.value().extract_int64()); } #endif template inline int iround(const e_float& v, const Policy& pol) { BOOST_MATH_STD_USING e_float r = boost::math::round(v, pol); if(fabs(r) > (std::numeric_limits::max)()) return static_cast(policies::raise_rounding_error("boost::math::iround<%1%>(%1%)", 0, v, 0, pol).value().extract_int64()); return static_cast(r.value().extract_int64()); } template inline long lround(const e_float& v, const Policy& pol) { BOOST_MATH_STD_USING e_float r = boost::math::round(v, pol); if(fabs(r) > (std::numeric_limits::max)()) return static_cast(policies::raise_rounding_error("boost::math::lround<%1%>(%1%)", 0, v, 0L, pol).value().extract_int64()); return static_cast(r.value().extract_int64()); } #ifdef BOOST_HAS_LONG_LONG template inline boost::long_long_type llround(const e_float& v, const Policy& pol) { BOOST_MATH_STD_USING e_float r = boost::math::round(v, pol); if(fabs(r) > (std::numeric_limits::max)()) return static_cast(policies::raise_rounding_error("boost::math::llround<%1%>(%1%)", 0, v, 0LL, pol).value().extract_int64()); return static_cast(r.value().extract_int64()); } #endif }}} namespace std{ template<> class numeric_limits< ::boost::math::ef::e_float> : public numeric_limits< ::e_float> { public: static const ::boost::math::ef::e_float (min) (void) { return (numeric_limits< ::e_float>::min)(); } static const ::boost::math::ef::e_float (max) (void) { return (numeric_limits< ::e_float>::max)(); } static const ::boost::math::ef::e_float epsilon (void) { return (numeric_limits< ::e_float>::epsilon)(); } static const ::boost::math::ef::e_float round_error(void) { return (numeric_limits< ::e_float>::round_error)(); } static const ::boost::math::ef::e_float infinity (void) { return (numeric_limits< ::e_float>::infinity)(); } static const ::boost::math::ef::e_float quiet_NaN (void) { return (numeric_limits< ::e_float>::quiet_NaN)(); } // // e_float's supplied digits member is wrong // - it should be same the same as digits 10 // - given that radix is 10. // static const int digits = digits10; }; } // namespace std namespace boost{ namespace math{ namespace policies{ template struct precision< ::boost::math::ef::e_float, Policy> { typedef typename Policy::precision_type precision_type; typedef digits2<((::std::numeric_limits< ::boost::math::ef::e_float>::digits10 + 1) * 1000L) / 301L> digits_2; typedef typename mpl::if_c< ((digits_2::value <= precision_type::value) || (Policy::precision_type::value <= 0)), // Default case, full precision for RealType: digits_2, // User customised precision: precision_type >::type type; }; } namespace tools{ template <> inline int digits< ::boost::math::ef::e_float>(BOOST_MATH_EXPLICIT_TEMPLATE_TYPE_SPEC( ::boost::math::ef::e_float)) { return ((::std::numeric_limits< ::boost::math::ef::e_float>::digits10 + 1) * 1000L) / 301L; } template <> inline ::boost::math::ef::e_float root_epsilon< ::boost::math::ef::e_float>() { return detail::root_epsilon_imp(static_cast< ::boost::math::ef::e_float const*>(0), boost::integral_constant()); } template <> inline ::boost::math::ef::e_float forth_root_epsilon< ::boost::math::ef::e_float>() { return detail::forth_root_epsilon_imp(static_cast< ::boost::math::ef::e_float const*>(0), boost::integral_constant()); } } namespace lanczos{ template struct lanczos { typedef typename mpl::if_c< std::numeric_limits< ::e_float>::digits10 < 22, lanczos13UDT, typename mpl::if_c< std::numeric_limits< ::e_float>::digits10 < 36, lanczos22UDT, typename mpl::if_c< std::numeric_limits< ::e_float>::digits10 < 50, lanczos31UDT, typename mpl::if_c< std::numeric_limits< ::e_float>::digits10 < 110, lanczos61UDT, undefined_lanczos >::type >::type >::type >::type type; }; } // namespace lanczos template inline boost::math::ef::e_float skewness(const extreme_value_distribution& /*dist*/) { // // This is 12 * sqrt(6) * zeta(3) / pi^3: // See http://mathworld.wolfram.com/ExtremeValueDistribution.html // return boost::lexical_cast("1.1395470994046486574927930193898461120875997958366"); } template inline boost::math::ef::e_float skewness(const rayleigh_distribution& /*dist*/) { // using namespace boost::math::constants; return boost::lexical_cast("0.63111065781893713819189935154422777984404221106391"); // Computed using NTL at 150 bit, about 50 decimal digits. // return 2 * root_pi() * pi_minus_three() / pow23_four_minus_pi(); } template inline boost::math::ef::e_float kurtosis(const rayleigh_distribution& /*dist*/) { // using namespace boost::math::constants; return boost::lexical_cast("3.2450893006876380628486604106197544154170667057995"); // Computed using NTL at 150 bit, about 50 decimal digits. // return 3 - (6 * pi() * pi() - 24 * pi() + 16) / // (four_minus_pi() * four_minus_pi()); } template inline boost::math::ef::e_float kurtosis_excess(const rayleigh_distribution& /*dist*/) { //using namespace boost::math::constants; // Computed using NTL at 150 bit, about 50 decimal digits. return boost::lexical_cast("0.2450893006876380628486604106197544154170667057995"); // return -(6 * pi() * pi() - 24 * pi() + 16) / // (four_minus_pi() * four_minus_pi()); } // kurtosis namespace detail{ // // Version of Digamma accurate to ~100 decimal digits. // template boost::math::ef::e_float digamma_imp(boost::math::ef::e_float x, const boost::integral_constant* , const Policy& pol) { // // This handles reflection of negative arguments, and all our // eboost::math::ef::e_floator handling, then forwards to the T-specific approximation. // BOOST_MATH_STD_USING // ADL of std functions. boost::math::ef::e_float result = 0; // // Check for negative arguments and use reflection: // if(x < 0) { // Reflect: x = 1 - x; // Argument reduction for tan: boost::math::ef::e_float remainder = x - floor(x); // Shift to negative if > 0.5: if(remainder > 0.5) { remainder -= 1; } // // check for evaluation at a negative pole: // if(remainder == 0) { return policies::raise_pole_error("boost::math::digamma<%1%>(%1%)", 0, (1-x), pol); } result = constants::pi() / tan(constants::pi() * remainder); } result += big_digamma(x); return result; } boost::math::ef::e_float bessel_i0(boost::math::ef::e_float x) { static const boost::math::ef::e_float P1[] = { boost::lexical_cast("-2.2335582639474375249e+15"), boost::lexical_cast("-5.5050369673018427753e+14"), boost::lexical_cast("-3.2940087627407749166e+13"), boost::lexical_cast("-8.4925101247114157499e+11"), boost::lexical_cast("-1.1912746104985237192e+10"), boost::lexical_cast("-1.0313066708737980747e+08"), boost::lexical_cast("-5.9545626019847898221e+05"), boost::lexical_cast("-2.4125195876041896775e+03"), boost::lexical_cast("-7.0935347449210549190e+00"), boost::lexical_cast("-1.5453977791786851041e-02"), boost::lexical_cast("-2.5172644670688975051e-05"), boost::lexical_cast("-3.0517226450451067446e-08"), boost::lexical_cast("-2.6843448573468483278e-11"), boost::lexical_cast("-1.5982226675653184646e-14"), boost::lexical_cast("-5.2487866627945699800e-18"), }; static const boost::math::ef::e_float Q1[] = { boost::lexical_cast("-2.2335582639474375245e+15"), boost::lexical_cast("7.8858692566751002988e+12"), boost::lexical_cast("-1.2207067397808979846e+10"), boost::lexical_cast("1.0377081058062166144e+07"), boost::lexical_cast("-4.8527560179962773045e+03"), boost::lexical_cast("1.0"), }; static const boost::math::ef::e_float P2[] = { boost::lexical_cast("-2.2210262233306573296e-04"), boost::lexical_cast("1.3067392038106924055e-02"), boost::lexical_cast("-4.4700805721174453923e-01"), boost::lexical_cast("5.5674518371240761397e+00"), boost::lexical_cast("-2.3517945679239481621e+01"), boost::lexical_cast("3.1611322818701131207e+01"), boost::lexical_cast("-9.6090021968656180000e+00"), }; static const boost::math::ef::e_float Q2[] = { boost::lexical_cast("-5.5194330231005480228e-04"), boost::lexical_cast("3.2547697594819615062e-02"), boost::lexical_cast("-1.1151759188741312645e+00"), boost::lexical_cast("1.3982595353892851542e+01"), boost::lexical_cast("-6.0228002066743340583e+01"), boost::lexical_cast("8.5539563258012929600e+01"), boost::lexical_cast("-3.1446690275135491500e+01"), boost::lexical_cast("1.0"), }; boost::math::ef::e_float value, factor, r; BOOST_MATH_STD_USING using namespace boost::math::tools; if (x < 0) { x = -x; // even function } if (x == 0) { return static_cast(1); } if (x <= 15) // x in (0, 15] { boost::math::ef::e_float y = x * x; value = evaluate_polynomial(P1, y) / evaluate_polynomial(Q1, y); } else // x in (15, \infty) { boost::math::ef::e_float y = 1 / x - boost::math::ef::e_float(1) / 15; r = evaluate_polynomial(P2, y) / evaluate_polynomial(Q2, y); factor = exp(x) / sqrt(x); value = factor * r; } return value; } boost::math::ef::e_float bessel_i1(boost::math::ef::e_float x) { static const boost::math::ef::e_float P1[] = { lexical_cast("-1.4577180278143463643e+15"), lexical_cast("-1.7732037840791591320e+14"), lexical_cast("-6.9876779648010090070e+12"), lexical_cast("-1.3357437682275493024e+11"), lexical_cast("-1.4828267606612366099e+09"), lexical_cast("-1.0588550724769347106e+07"), lexical_cast("-5.1894091982308017540e+04"), lexical_cast("-1.8225946631657315931e+02"), lexical_cast("-4.7207090827310162436e-01"), lexical_cast("-9.1746443287817501309e-04"), lexical_cast("-1.3466829827635152875e-06"), lexical_cast("-1.4831904935994647675e-09"), lexical_cast("-1.1928788903603238754e-12"), lexical_cast("-6.5245515583151902910e-16"), lexical_cast("-1.9705291802535139930e-19"), }; static const boost::math::ef::e_float Q1[] = { lexical_cast("-2.9154360556286927285e+15"), lexical_cast("9.7887501377547640438e+12"), lexical_cast("-1.4386907088588283434e+10"), lexical_cast("1.1594225856856884006e+07"), lexical_cast("-5.1326864679904189920e+03"), lexical_cast("1.0"), }; static const boost::math::ef::e_float P2[] = { lexical_cast("1.4582087408985668208e-05"), lexical_cast("-8.9359825138577646443e-04"), lexical_cast("2.9204895411257790122e-02"), lexical_cast("-3.4198728018058047439e-01"), lexical_cast("1.3960118277609544334e+00"), lexical_cast("-1.9746376087200685843e+00"), lexical_cast("8.5591872901933459000e-01"), lexical_cast("-6.0437159056137599999e-02"), }; static const boost::math::ef::e_float Q2[] = { lexical_cast("3.7510433111922824643e-05"), lexical_cast("-2.2835624489492512649e-03"), lexical_cast("7.4212010813186530069e-02"), lexical_cast("-8.5017476463217924408e-01"), lexical_cast("3.2593714889036996297e+00"), lexical_cast("-3.8806586721556593450e+00"), lexical_cast("1.0"), }; boost::math::ef::e_float value, factor, r, w; BOOST_MATH_STD_USING using namespace boost::math::tools; w = abs(x); if (x == 0) { return static_cast(0); } if (w <= 15) // w in (0, 15] { boost::math::ef::e_float y = x * x; r = evaluate_polynomial(P1, y) / evaluate_polynomial(Q1, y); factor = w; value = factor * r; } else // w in (15, \infty) { boost::math::ef::e_float y = 1 / w - boost::math::ef::e_float(1) / 15; r = evaluate_polynomial(P2, y) / evaluate_polynomial(Q2, y); factor = exp(w) / sqrt(w); value = factor * r; } if (x < 0) { value *= -value; // odd function } return value; } } // namespace detail }} #endif // BOOST_MATH_E_FLOAT_BINDINGS_HPP