/** @file inifcns_gamma.cpp * * Implementation of Gamma-function, Beta-function, Polygamma-functions, and * some related stuff. */ /* * GiNaC Copyright (C) 1999-2000 Johannes Gutenberg University Mainz, Germany * * This program is free software; you can redistribute it and/or modify * it under the terms of the GNU General Public License as published by * the Free Software Foundation; either version 2 of the License, or * (at your option) any later version. * * This program 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 General Public License for more details. * * You should have received a copy of the GNU General Public License * along with this program; if not, write to the Free Software * Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA */ #include #include #include "inifcns.h" #include "ex.h" #include "constant.h" #include "pseries.h" #include "numeric.h" #include "power.h" #include "relational.h" #include "symbol.h" #include "utils.h" #ifndef NO_GINAC_NAMESPACE namespace GiNaC { #endif // ndef NO_GINAC_NAMESPACE ////////// // Gamma-function ////////// static ex gamma_evalf(const ex & x) { BEGIN_TYPECHECK TYPECHECK(x,numeric) END_TYPECHECK(gamma(x)) return gamma(ex_to_numeric(x)); } /** Evaluation of gamma(x). Knows about integer arguments, half-integer * arguments and that's it. Somebody ought to provide some good numerical * evaluation some day... * * @exception std::domain_error("gamma_eval(): simple pole") */ static ex gamma_eval(const ex & x) { if (x.info(info_flags::numeric)) { // trap integer arguments: if (x.info(info_flags::integer)) { // gamma(n+1) -> n! for postitive n if (x.info(info_flags::posint)) { return factorial(ex_to_numeric(x).sub(_num1())); } else { throw (std::domain_error("gamma_eval(): simple pole")); } } // trap half integer arguments: if ((x*2).info(info_flags::integer)) { // trap positive x==(n+1/2) // gamma(n+1/2) -> Pi^(1/2)*(1*3*..*(2*n-1))/(2^n) if ((x*_ex2()).info(info_flags::posint)) { numeric n = ex_to_numeric(x).sub(_num1_2()); numeric coefficient = doublefactorial(n.mul(_num2()).sub(_num1())); coefficient = coefficient.div(pow(_num2(),n)); return coefficient * pow(Pi,_ex1_2()); } else { // trap negative x==(-n+1/2) // gamma(-n+1/2) -> Pi^(1/2)*(-2)^n/(1*3*..*(2*n-1)) numeric n = abs(ex_to_numeric(x).sub(_num1_2())); numeric coefficient = pow(_num_2(), n); coefficient = coefficient.div(doublefactorial(n.mul(_num2()).sub(_num1())));; return coefficient*power(Pi,_ex1_2()); } } // gamma_evalf should be called here once it becomes available } return gamma(x).hold(); } static ex gamma_diff(const ex & x, unsigned diff_param) { GINAC_ASSERT(diff_param==0); // d/dx log(gamma(x)) -> psi(x) // d/dx gamma(x) -> psi(x)*gamma(x) return psi(x)*gamma(x); } static ex gamma_series(const ex & x, const symbol & s, const ex & pt, int order) { // method: // Taylor series where there is no pole falls back to psi function // evaluation. // On a pole at -m use the recurrence relation // gamma(x) == gamma(x+1) / x // from which follows // series(gamma(x),x,-m,order) == // series(gamma(x+m+1)/(x*(x+1)*...*(x+m)),x,-m,order+1); const ex x_pt = x.subs(s==pt); if (!x_pt.info(info_flags::integer) || x_pt.info(info_flags::positive)) throw do_taylor(); // caught by function::series() // if we got here we have to care for a simple pole at -m: numeric m = -ex_to_numeric(x_pt); ex ser_numer = gamma(x+m+_ex1()); ex ser_denom = _ex1(); for (numeric p; p<=m; ++p) ser_denom *= x+p; return (ser_numer/ser_denom).series(s, pt, order+1); } REGISTER_FUNCTION(gamma, gamma_eval, gamma_evalf, gamma_diff, gamma_series); ////////// // Beta-function ////////// static ex beta_evalf(const ex & x, const ex & y) { BEGIN_TYPECHECK TYPECHECK(x,numeric) TYPECHECK(y,numeric) END_TYPECHECK(beta(x,y)) return gamma(ex_to_numeric(x))*gamma(ex_to_numeric(y)) / gamma(ex_to_numeric(x+y)); } static ex beta_eval(const ex & x, const ex & y) { if (x.info(info_flags::numeric) && y.info(info_flags::numeric)) { // treat all problematic x and y that may not be passed into gamma, // because they would throw there although beta(x,y) is well-defined // using the formula beta(x,y) == (-1)^y * beta(1-x-y, y) numeric nx(ex_to_numeric(x)); numeric ny(ex_to_numeric(y)); if (nx.is_real() && nx.is_integer() && ny.is_real() && ny.is_integer()) { if (nx.is_negative()) { if (nx<=-ny) return pow(_num_1(), ny)*beta(1-x-y, y); else throw (std::domain_error("beta_eval(): simple pole")); } if (ny.is_negative()) { if (ny<=-nx) return pow(_num_1(), nx)*beta(1-y-x, x); else throw (std::domain_error("beta_eval(): simple pole")); } return gamma(x)*gamma(y)/gamma(x+y); } // no problem in numerator, but denominator has pole: if ((nx+ny).is_real() && (nx+ny).is_integer() && !(nx+ny).is_positive()) return _ex0(); // everything is ok: return gamma(x)*gamma(y)/gamma(x+y); } return beta(x,y).hold(); } static ex beta_diff(const ex & x, const ex & y, unsigned diff_param) { GINAC_ASSERT(diff_param<2); ex retval; // d/dx beta(x,y) -> (psi(x)-psi(x+y)) * beta(x,y) if (diff_param==0) retval = (psi(x)-psi(x+y))*beta(x,y); // d/dy beta(x,y) -> (psi(y)-psi(x+y)) * beta(x,y) if (diff_param==1) retval = (psi(y)-psi(x+y))*beta(x,y); return retval; } static ex beta_series(const ex & x, const ex & y, const symbol & s, const ex & pt, int order) { // method: // Taylor series where there is no pole of one of the gamma functions // falls back to beta function evaluation. Otherwise, fall back to // gamma series directly. // FIXME: this could need some testing, maybe it's wrong in some cases? const ex x_pt = x.subs(s==pt); const ex y_pt = y.subs(s==pt); ex x_ser, y_ser, xy_ser; if ((!x_pt.info(info_flags::integer) || x_pt.info(info_flags::positive)) && (!y_pt.info(info_flags::integer) || y_pt.info(info_flags::positive))) throw do_taylor(); // caught by function::series() // trap the case where x is on a pole directly: if (x.info(info_flags::integer) && !x.info(info_flags::positive)) x_ser = gamma(x+s).series(s,pt,order); else x_ser = gamma(x).series(s,pt,order); // trap the case where y is on a pole directly: if (y.info(info_flags::integer) && !y.info(info_flags::positive)) y_ser = gamma(y+s).series(s,pt,order); else y_ser = gamma(y).series(s,pt,order); // trap the case where y is on a pole directly: if ((x+y).info(info_flags::integer) && !(x+y).info(info_flags::positive)) xy_ser = gamma(y+x+s).series(s,pt,order); else xy_ser = gamma(y+x).series(s,pt,order); // compose the result: return (x_ser*y_ser/xy_ser).series(s,pt,order); } REGISTER_FUNCTION(beta, beta_eval, beta_evalf, beta_diff, beta_series); ////////// // Psi-function (aka digamma-function) ////////// static ex psi1_evalf(const ex & x) { BEGIN_TYPECHECK TYPECHECK(x,numeric) END_TYPECHECK(psi(x)) return psi(ex_to_numeric(x)); } /** Evaluation of digamma-function psi(x). * Somebody ought to provide some good numerical evaluation some day... */ static ex psi1_eval(const ex & x) { if (x.info(info_flags::numeric)) { numeric nx = ex_to_numeric(x); if (nx.is_integer()) { // integer case if (nx.is_positive()) { // psi(n) -> 1 + 1/2 +...+ 1/(n-1) - EulerGamma numeric rat(0); for (numeric i(nx+_num_1()); i.is_positive(); --i) rat += i.inverse(); return rat-EulerGamma; } else { // for non-positive integers there is a pole: throw (std::domain_error("psi_eval(): simple pole")); } } if ((_num2()*nx).is_integer()) { // half integer case if (nx.is_positive()) { // psi((2m+1)/2) -> 2/(2m+1) + 2/2m +...+ 2/1 - EulerGamma - 2log(2) numeric rat(0); for (numeric i((nx+_num_1())*_num2()); i.is_positive(); i-=_num2()) rat += _num2()*i.inverse(); return rat-EulerGamma-_ex2()*log(_ex2()); } else { // use the recurrence relation // psi(-m-1/2) == psi(-m-1/2+1) - 1 / (-m-1/2) // to relate psi(-m-1/2) to psi(1/2): // psi(-m-1/2) == psi(1/2) + r // where r == ((-1/2)^(-1) + ... + (-m-1/2)^(-1)) numeric recur(0); for (numeric p(nx); p<0; ++p) recur -= pow(p, _num_1()); return recur+psi(_ex1_2()); } } // psi1_evalf should be called here once it becomes available } return psi(x).hold(); } static ex psi1_diff(const ex & x, unsigned diff_param) { GINAC_ASSERT(diff_param==0); // d/dx psi(x) -> psi(1,x) return psi(_ex1(), x); } static ex psi1_series(const ex & x, const symbol & s, const ex & pt, int order) { // method: // Taylor series where there is no pole falls back to polygamma function // evaluation. // On a pole at -m use the recurrence relation // psi(x) == psi(x+1) - 1/z // from which follows // series(psi(x),x,-m,order) == // series(psi(x+m+1) - 1/x - 1/(x+1) - 1/(x+m)),x,-m,order); const ex x_pt = x.subs(s==pt); if (!x_pt.info(info_flags::integer) || x_pt.info(info_flags::positive)) throw do_taylor(); // caught by function::series() // if we got here we have to care for a simple pole at -m: numeric m = -ex_to_numeric(x_pt); ex recur; for (numeric p; p<=m; ++p) recur += power(x+p,_ex_1()); return (psi(x+m+_ex1())-recur).series(s, pt, order); } const unsigned function_index_psi1 = function::register_new("psi", psi1_eval, psi1_evalf, psi1_diff, psi1_series); ////////// // Psi-functions (aka polygamma-functions) psi(0,x)==psi(x) ////////// static ex psi2_evalf(const ex & n, const ex & x) { BEGIN_TYPECHECK TYPECHECK(n,numeric) TYPECHECK(x,numeric) END_TYPECHECK(psi(n,x)) return psi(ex_to_numeric(n), ex_to_numeric(x)); } /** Evaluation of polygamma-function psi(n,x). * Somebody ought to provide some good numerical evaluation some day... */ static ex psi2_eval(const ex & n, const ex & x) { // psi(0,x) -> psi(x) if (n.is_zero()) return psi(x); // psi(-1,x) -> log(gamma(x)) if (n.is_equal(_ex_1())) return log(gamma(x)); if (n.info(info_flags::numeric) && n.info(info_flags::posint) && x.info(info_flags::numeric)) { numeric nn = ex_to_numeric(n); numeric nx = ex_to_numeric(x); if (nx.is_integer()) { // integer case if (nx.is_equal(_num1())) // use psi(n,1) == (-)^(n+1) * n! * zeta(n+1) return pow(_num_1(),nn+_num1())*factorial(nn)*zeta(ex(nn+_num1())); if (nx.is_positive()) { // use the recurrence relation // psi(n,m) == psi(n,m+1) - (-)^n * n! / m^(n+1) // to relate psi(n,m) to psi(n,1): // psi(n,m) == psi(n,1) + r // where r == (-)^n * n! * (1^(-n-1) + ... + (m-1)^(-n-1)) numeric recur(0); for (numeric p(1); p psi(n+1,x) return psi(n+_ex1(), x); } static ex psi2_series(const ex & n, const ex & x, const symbol & s, const ex & pt, int order) { // method: // Taylor series where there is no pole falls back to polygamma function // evaluation. // On a pole at -m use the recurrence relation // psi(n,x) == psi(n,x+1) - (-)^n * n! / x^(n+1) // from which follows // series(psi(x),x,-m,order) == // series(psi(x+m+1) - (-1)^n * n! * ((x)^(-n-1) + (x+1)^(-n-1) + ... // ... + (x+m)^(-n-1))),x,-m,order); const ex x_pt = x.subs(s==pt); if (!x_pt.info(info_flags::integer) || x_pt.info(info_flags::positive)) throw do_taylor(); // caught by function::series() // if we got here we have to care for a pole of order n+1 at -m: numeric m = -ex_to_numeric(x_pt); ex recur; for (numeric p; p<=m; ++p) recur += power(x+p,-n+_ex_1()); recur *= factorial(n)*power(_ex_1(),n); return (psi(n, x+m+_ex1())-recur).series(s, pt, order); } const unsigned function_index_psi2 = function::register_new("psi", psi2_eval, psi2_evalf, psi2_diff, psi2_series); #ifndef NO_GINAC_NAMESPACE } // namespace GiNaC #endif // ndef NO_GINAC_NAMESPACE