# HG changeset patch # User Carnë Draug # Date 1430618368 -3600 # Node ID bd565f3e0ecb681c8807a8daba8b8dfc955d63d9 # Parent 1fae49e34a1af4507a545ad7604562bab6c2a42f psi: refactor to reduce code duplication. * liboctave/numeric/lo-specfun.cc (psi): reduce code duplication by creating Lanczos_approximation_psi() to be shared between the functions for complex and real input. Also invert the order of the for loops (to sum smaller numbers first, which will increase accuracy. * libinterp/corefcn/psi.cc: adjust tolerance for the tests. diff --git a/libinterp/corefcn/psi.cc b/libinterp/corefcn/psi.cc --- a/libinterp/corefcn/psi.cc +++ b/libinterp/corefcn/psi.cc @@ -127,16 +127,16 @@ ## Interesting identities of the digamma function, in section of 5.1.3 %!assert (psi (1/3), - em - (3/2) * log(3) - ((sqrt (3) / 6) * pi), eps*10) -%!assert (psi (1/4), - em -3 * log (2) - pi /2, eps*10) +%!assert (psi (1/4), - em -3 * log (2) - pi /2) %!assert (psi (1/6), - em -2 * log (2) - (3/2) * log (3) - ((sqrt (3) / 2) * pi), eps*10) ## First 6 zeros of the digamma function, in section of 5.1.5 (and also on ## Abramowitz and Stegun, page 258, eq 6.3.19) %!assert (psi ( 1.46163214496836234126265954232572132846819620400644), 0, eps) -%!assert (psi (-0.504083008264455409258269304533302498955385182368579), 0, eps*10) +%!assert (psi (-0.504083008264455409258269304533302498955385182368579), 0, eps) %!assert (psi (-1.573498473162390458778286043690434612655040859116846), 0, eps) %!assert (psi (-2.610720868444144650001537715718724207951074010873480), 0, eps*10) -%!assert (psi (-3.635293366436901097839181566946017713948423861193530), 0, eps) +%!assert (psi (-3.635293366436901097839181566946017713948423861193530), 0, eps*10) %!assert (psi (-4.653237761743142441714598151148207363719069416133868), 0, eps*100) ## Tests for complex values @@ -150,10 +150,9 @@ %!assert (imag (psi (i*z)), 1/2 .* 1./z + 1/2 * pi * coth (pi * z), eps *10) ## Abramowitz and Stegun, page 259 eq 6.3.12 -%!assert (imag (psi (1/2 + i*z)), 1/2 * pi * tanh (pi * z), eps*10) +%!assert (imag (psi (1/2 + i*z)), 1/2 * pi * tanh (pi * z), eps) ## Abramowitz and Stegun, page 259 eq 6.3.13 %!assert (imag (psi (1 + i*z)), - 1./(2*z) + 1/2 * pi * coth (pi * z), eps*10) */ - diff --git a/liboctave/numeric/lo-specfun.cc b/liboctave/numeric/lo-specfun.cc --- a/liboctave/numeric/lo-specfun.cc +++ b/liboctave/numeric/lo-specfun.cc @@ -3728,23 +3728,39 @@ } } -static const double euler_mascheroni = 0.577215664901532860606512090082402431042; static const double pi = 3.14159265358979323846; -// Coefficients for C.Lanczos expansion of psi function from XLiFE++ gammaFunctions -// psi_coef[k] = - (2k+1) * lg_coef[k] (see melina++ gamma functions) -// -1/12, 3/360,-5/1260, 7/1680,-9/1188, 11*691/360360,-13/156, 15*3617/122400, ? , ? -static const double psi_coeff[10] = { - -0.83333333333333333e-1, 0.83333333333333333e-2, - -0.39682539682539683e-2, 0.41666666666666667e-2, - -0.75757575757575758e-2, 0.21092796092796093e-1, - -0.83333333333333333e-1, 0.4432598039215686, - -0.3053954330270122e+1, 0.125318899521531e+2 -}; + +template +T +Lanczos_approximation_psi (const T zc) +{ + // Coefficients for C.Lanczos expansion of psi function from XLiFE++ gammaFunctions + // psi_coef[k] = - (2k+1) * lg_coef[k] (see melina++ gamma functions) + // -1/12, 3/360,-5/1260, 7/1680,-9/1188, 11*691/360360,-13/156, 15*3617/122400, ? , ? + static const T dg_coeff[10] = { + -0.83333333333333333e-1, 0.83333333333333333e-2, + -0.39682539682539683e-2, 0.41666666666666667e-2, + -0.75757575757575758e-2, 0.21092796092796093e-1, + -0.83333333333333333e-1, 0.4432598039215686, + -0.3053954330270122e+1, 0.125318899521531e+2 + }; + + T overz2 = T (1.0) / (zc * zc); + T overz2k = overz2; + + T p = 0; + for (octave_idx_type k = 0; k < 10; k++, overz2k *= overz2) + p += dg_coeff[k] * overz2k; + p += log (zc) - T (0.5) / zc; + return p; +} template T psi (const T& z) { + static const double euler_mascheroni = 0.577215664901532860606512090082402431042; + const bool is_int = (xfloor (z) == z); T p = 0; @@ -3761,15 +3777,13 @@ { // Abramowitz and Stegun, page 258, eq 6.3.2 p = - euler_mascheroni; - const octave_idx_type n = z; - for (octave_idx_type k = 1; k < n; k++) + for (octave_idx_type k = z - 1; k > 0; k--) p += 1.0 / k; } else if (xfloor (z + 0.5) == z + 0.5) { // Abramowitz and Stegun, page 258, eq 6.3.3 and 6.3.4 - const octave_idx_type n = z + 1; - for (octave_idx_type k = 1; k < n; k++) + for (octave_idx_type k = z; k > 0; k--) p += 1.0 / (2 * k - 1); p = - euler_mascheroni - 2 * log (2) + 2 * (p); @@ -3782,17 +3796,12 @@ // Use formula for derivative of LogGamma(z) if (z < 10) { - const octave_idx_type n = 10 - z; - for (octave_idx_type k = 0; k < n; k++) + const signed char n = 10 - z; + for (signed char k = n - 1; k >= 0; k--) p -= 1.0 / (k + z); zc += n; } - T overz2 = 1.0 / (zc*zc); - T overz2k = overz2; - - p += log (zc) - 0.5 / zc; - for (octave_idx_type k = 0; k < 10; k++, overz2k *= overz2) - p += psi_coeff[k] * overz2k; + p += Lanczos_approximation_psi (zc); } return p; @@ -3813,46 +3822,35 @@ P z_r = z.real (); P z_ra = z_r; + std::complex dgam (0.0, 0.0); if (z.imag () == 0) - return std::complex (psi (z_r), 0.0); + dgam = std::complex (psi (z_r), 0.0); else if (z_r < 0) - return psi (P (1.0) - z)- (P (pi) / tan (P (pi) * z)); + dgam = psi (P (1.0) - z)- (P (pi) / tan (P (pi) * z)); else { // Use formula for derivative of LogGamma(z) - - std::complex dgam = 0.0; - std::complex z_p = z; - - octave_idx_type n = 0; - std::complex z_m = z_p; + std::complex z_m = z; if (z_ra < 8) { - n = 8 - octave_idx_type (z_ra); - z_m = z_p + std::complex (n, 0.0); + unsigned char n = 8 - z_ra; + z_m = z + std::complex (n, 0.0); + + // Recurrence formula + // for | Re(z) | < 8 , use recursively DiGamma(z) = DiGamma(z+1) - 1/z + std::complex z_p = z + P (n - 1); + for (unsigned char k = n; k > 0; k--, z_p -= 1.0) + dgam -= P (1.0) / z_p; } // for | Re(z) | > 8, use derivative of C.Lanczos expansion for LogGamma // psi(z) = log(z) - 1/(2z) - 1/12z^2 + 3/360z^4 - 5/1260z^6 + 7/1680z^8 - 9/1188z^10 + ... // (Abramowitz&Stegun, page 259, formula 6.3.18 - std::complex overz = P (1.0) / z_m; - std::complex overz2 = overz * overz; - std::complex overz2k = overz2; - - dgam += log (z_m) - P (0.5) * overz; - for (octave_idx_type k = 0; k < 10; k++, overz2k *= overz2) - dgam += P (psi_coeff[k]) * overz2k; - - // Recurrence formula - // for | Re(z) | < 8 , use recursively DiGamma(z) = DiGamma(z+1) - 1/z - for (octave_idx_type k = 0; k < n; k++, z_p += 1.0) - dgam -= P (1.0) / z_p; - - return dgam; + dgam += Lanczos_approximation_psi (z_m); } + return dgam; } // explicit instantiations template Complex psi (const Complex& z); template FloatComplex psi (const FloatComplex& z); -