Esempio n. 1
0
// unused now from R
double bessel_j(double x, double alpha)
{
    int nb, ncalc;
    double na, *bj;
#ifndef MATHLIB_STANDALONE
    const void *vmax;
#endif

#ifdef IEEE_754
    /* NaNs propagated correctly */
    if (ISNAN(x) || ISNAN(alpha)) return x + alpha;
#endif
    if (x < 0) {
	ML_ERROR(ME_RANGE, "bessel_j");
	return ML_NAN;
    }
    na = floor(alpha);
    if (alpha < 0) {
	/* Using Abramowitz & Stegun  9.1.2
	 * this may not be quite optimal (CPU and accuracy wise) */
	return(((alpha - na == 0.5) ? 0 : bessel_j(x, -alpha) * cospi(alpha)) +
	       ((alpha      == na ) ? 0 : bessel_y(x, -alpha) * sinpi(alpha)));
    }
    else if (alpha > 1e7) {
	MATHLIB_WARNING("besselJ(x, nu): nu=%g too large for bessel_j() algorithm", alpha);
	return ML_NAN;
    }
    nb = 1 + (int)na; /* nb-1 <= alpha < nb */
    alpha -= (double)(nb-1);
#ifdef MATHLIB_STANDALONE
    bj = (double *) calloc(nb, sizeof(double));
#ifndef _RENJIN
    if (!bj) MATHLIB_ERROR("%s", _("bessel_j allocation error"));
#endif
#else
    vmax = vmaxget();
    bj = (double *) R_alloc((size_t) nb, sizeof(double));
#endif
    J_bessel(&x, &alpha, &nb, bj, &ncalc);
    if(ncalc != nb) {/* error input */
      if(ncalc < 0)
	MATHLIB_WARNING4(_("bessel_j(%g): ncalc (=%d) != nb (=%d); alpha=%g. Arg. out of range?\n"),
			 x, ncalc, nb, alpha);
      else
	MATHLIB_WARNING2(_("bessel_j(%g,nu=%g): precision lost in result\n"),
			 x, alpha+(double)nb-1);
    }
    x = bj[nb-1];
#ifdef MATHLIB_STANDALONE
    free(bj);
#else
    vmaxset(vmax);
#endif
    return x;
}
Esempio n. 2
0
double bessel_y(double x, double alpha)
{
    long nb, ncalc;
    double na, *by;
#ifndef MATHLIB_STANDALONE
    const void *vmax;
#endif

#ifdef IEEE_754
    /* NaNs propagated correctly */
    if (ISNAN(x) || ISNAN(alpha)) return x + alpha;
#endif
    if (x < 0) {
	ML_ERROR(ME_RANGE, "bessel_y");
	return ML_NAN;
    }
    na = floor(alpha);
    if (alpha < 0) {
	/* Using Abramowitz & Stegun  9.1.2
	 * this may not be quite optimal (CPU and accuracy wise) */
	return(bessel_y(x, -alpha) * cos(M_PI * alpha) -
	       ((alpha == na) ? 0 :
		bessel_j(x, -alpha) * sin(M_PI * alpha)));
    }
    nb = 1+ (long)na;/* nb-1 <= alpha < nb */
    alpha -= (nb-1);
#ifdef MATHLIB_STANDALONE
    by = (double *) calloc(nb, sizeof(double));
    if (!by) MATHLIB_ERROR("%s", _("bessel_y allocation error"));
#else
    vmax = vmaxget();
    by = (double *) R_alloc((size_t) nb, sizeof(double));
#endif
    Y_bessel(&x, &alpha, &nb, by, &ncalc);
    if(ncalc != nb) {/* error input */
	if(ncalc == -1)
	    return ML_POSINF;
	else if(ncalc < -1)
	    MATHLIB_WARNING4(_("bessel_y(%g): ncalc (=%ld) != nb (=%ld); alpha=%g. Arg. out of range?\n"),
			     x, ncalc, nb, alpha);
	else /* ncalc >= 0 */
	    MATHLIB_WARNING2(_("bessel_y(%g,nu=%g): precision lost in result\n"),
			     x, alpha+nb-1);
    }
    x = by[nb-1];
#ifdef MATHLIB_STANDALONE
    free(by);
#else
    vmaxset(vmax);
#endif
    return x;
}
Esempio n. 3
0
double bessel(double *dist, int n, int dim, double nugget, double sill,
	      double range, double smooth, double *rho){
  //This function computes the bessel covariance function
  //between each pair of locations.
  //When ans != 0.0, the powered exponential parameters are ill-defined.

  const double irange = 1 / range, cst = sill * R_pow(2, smooth) * gammafn(smooth + 1);

  //Some preliminary steps: Valid points?
  if (smooth < (0.5 * (dim - 2)))
    return (1 + 0.5 * (dim - 2) - smooth) * (1 + 0.5 * (dim - 2) - smooth) * MINF;

  /* else if (smooth > 100)
    //Require as bessel_j will be numerically undefined
    return (smooth - 99) * (smooth - 99) * MINF; */

  if (range <= 0)
    return (1 - range) * (1 - range) * MINF;

  if (sill <= 0)
    return (1 - sill) * (1 - sill) * MINF;

  if (nugget < 0)
    return (1 - nugget) * (1 - nugget) * MINF;

  #pragma omp parallel for
  for (int i=0;i<n;i++){
    double cst2 = dist[i] * irange;

    if (cst2 == 0)
      rho[i] = nugget + sill;

    else if (cst2 <= 1e5)
      rho[i] = cst * R_pow(cst2, -smooth) * bessel_j(cst2, smooth);

    else
      // approximation of the besselJ function for large x
      rho[i] = cst * R_pow(cst2, -smooth) * M_SQRT_2dPI *
	cos(cst2 - smooth * M_PI_2 - M_PI_4);

    /*if (!R_FINITE(rho[i]))
      return MINF;*/
  }

  return 0.0;
}
Esempio n. 4
0
/*
 * Bessel series
 * http://dlmf.nist.gov/11.4.19
 */
double struve_bessel_series(double v, double z, int is_h, double *err)
{
    int n, sgn;
    double term, cterm, sum, maxterm;

    if (is_h && v < 0) {
        /* Works less reliably in this region */
        *err = NPY_INFINITY;
        return NPY_NAN;
    }

    sum = 0;
    maxterm = 0;

    cterm = sqrt(z / (2*M_PI));

    for (n = 0; n < MAXITER; ++n) {
        if (is_h) {
            term = cterm * bessel_j(n + v + 0.5, z) / (n + 0.5);
            cterm *= z/2 / (n + 1);
        }
        else {
            term = cterm * bessel_i(n + v + 0.5, z) / (n + 0.5);
            cterm *= -z/2 / (n + 1);
        }
        sum += term;
        if (fabs(term) > maxterm) {
            maxterm = fabs(term);
        }
        if (fabs(term) < SUM_EPS * fabs(sum) || term == 0 || !npy_isfinite(sum)) {
            break;
        }
    }

    *err = fabs(term) + fabs(maxterm) * 1e-16;

    /* Account for potential underflow of the Bessel functions */
    *err += 1e-300 * fabs(cterm);

    return sum;
}
Esempio n. 5
0
static double struve_hl(double v, double z, int is_h)
{
    double value[4], err[4], tmp;
    int n;

    if (z < 0) {
        n = v;
        if (v == n) {
            tmp = (n % 2 == 0) ? -1 : 1;
            return tmp * struve_hl(v, -z, is_h);
        }
        else {
            return NPY_NAN;
        }
    }
    else if (z == 0) {
        if (v < -1) {
            return gammasgn(v + 1.5) * NPY_INFINITY;
        }
        else if (v == -1) {
            return 2 / sqrt(M_PI) / Gamma(0.5);
        }
        else {
            return 0;
        }
    }

    n = -v - 0.5;
    if (n == -v - 0.5 && n > 0) {
        if (is_h) {
            return (n % 2 == 0 ? 1 : -1) * bessel_j(n + 0.5, z);
        }
        else {
            return bessel_i(n + 0.5, z);
        }
    }

    /* Try the asymptotic expansion */
    if (z >= 0.7*v + 12) {
        value[0] = struve_asymp_large_z(v, z, is_h, &err[0]);
        if (err[0] < GOOD_EPS * fabs(value[0])) {
            return value[0];
        }
    }
    else {
        err[0] = NPY_INFINITY;
    }

    /* Try power series */
    value[1] = struve_power_series(v, z, is_h, &err[1]);
    if (err[1] < GOOD_EPS * fabs(value[1])) {
        return value[1];
    }

    /* Try bessel series */
    if (fabs(z) < fabs(v) + 20) {
        value[2] = struve_bessel_series(v, z, is_h, &err[2]);
        if (err[2] < GOOD_EPS * fabs(value[2])) {
            return value[2];
        }
    }
    else {
        err[2] = NPY_INFINITY;
    }

    /* Return the best of the three, if it is acceptable */
    n = 0;
    if (err[1] < err[n]) n = 1;
    if (err[2] < err[n]) n = 2;
    if (err[n] < ACCEPTABLE_EPS * fabs(value[n]) || err[n] < ACCEPTABLE_ATOL) {
        return value[n];
    }

    /* Maybe it really is an overflow? */
    tmp = -lgam(v + 1.5) + (v + 1)*log(z/2);
    if (!is_h) {
        tmp = fabs(tmp);
    }
    if (tmp > 700) {
        sf_error("struve", SF_ERROR_OVERFLOW, "overflow in series");
        return NPY_INFINITY * gammasgn(v + 1.5);
    }

    /* Failure */
    sf_error("struve", SF_ERROR_NO_RESULT, "total loss of precision");
    return NPY_NAN;
}
Esempio n. 6
0
int main()
{
#include "bessel_j_int_data.ipp"

   add_data(j0_data);
   add_data(j0_tricky);
   add_data(j1_data);
   add_data(j1_tricky);
   add_data(jn_data);
   add_data(bessel_j_int_data);

   unsigned data_total = data.size();

   screen_data([](const std::vector<double>& v){  return boost::math::cyl_bessel_j(static_cast<int>(v[0]), v[1]);  }, [](const std::vector<double>& v){ return v[2];  });


#if defined(TEST_C99) && !defined(COMPILER_COMPARISON_TABLES)
   screen_data([](const std::vector<double>& v){  return ::jn(static_cast<int>(v[0]), v[1]);  }, [](const std::vector<double>& v){ return v[2];  });
#endif
#if defined(TEST_LIBSTDCXX) && !defined(COMPILER_COMPARISON_TABLES)
   screen_data([](const std::vector<double>& v){  return std::tr1::cyl_bessel_j(static_cast<int>(v[0]), v[1]);  }, [](const std::vector<double>& v){ return v[2];  });
#endif
#if defined(TEST_GSL) && !defined(COMPILER_COMPARISON_TABLES)
   screen_data([](const std::vector<double>& v){  return gsl_sf_bessel_Jn(static_cast<int>(v[0]), v[1]);  }, [](const std::vector<double>& v){ return v[2];  });
#endif
#if defined(TEST_RMATH) && !defined(COMPILER_COMPARISON_TABLES)
   screen_data([](const std::vector<double>& v){  return bessel_j(v[1], static_cast<int>(v[0]));  }, [](const std::vector<double>& v){ return v[2];  });
#endif

   unsigned data_used = data.size();
   std::string function = "cyl_bessel_j (integer order)[br](" + boost::lexical_cast<std::string>(data_used) + "/" + boost::lexical_cast<std::string>(data_total) + " tests selected)";
   std::string function_short = "cyl_bessel_j (integer order)";

   double time;

   time = exec_timed_test([](const std::vector<double>& v){  return boost::math::cyl_bessel_j(static_cast<int>(v[0]), v[1]);  });
   std::cout << time << std::endl;
#if defined(COMPILER_COMPARISON_TABLES)
   report_execution_time(time, std::string("Compiler Option Comparison on ") + platform_name(), "boost::math::cyl_bessel_j (integer orders)", get_compiler_options_name());
#else
#if !defined(COMPILER_COMPARISON_TABLES) && (defined(TEST_GSL) || defined(TEST_RMATH) || defined(TEST_C99) || defined(TEST_LIBSTDCXX))
   report_execution_time(time, std::string("Library Comparison with ") + std::string(compiler_name()) + std::string(" on ") + platform_name(), function, boost_name());
#endif
   report_execution_time(time, std::string("Compiler Comparison on ") + std::string(platform_name()), function_short, compiler_name() + std::string("[br]") + boost_name());
#endif
   //
   // Boost again, but with promotion to long double turned off:
   //
#if !defined(COMPILER_COMPARISON_TABLES)
   if(sizeof(long double) != sizeof(double))
   {
      time = exec_timed_test([](const std::vector<double>& v){  return boost::math::cyl_bessel_j(static_cast<int>(v[0]), v[1], boost::math::policies::make_policy(boost::math::policies::promote_double<false>()));  });
      std::cout << time << std::endl;
#if !defined(COMPILER_COMPARISON_TABLES) && (defined(TEST_GSL) || defined(TEST_RMATH) || defined(TEST_C99) || defined(TEST_LIBSTDCXX))
      report_execution_time(time, std::string("Library Comparison with ") + std::string(compiler_name()) + std::string(" on ") + platform_name(), function, boost_name() + "[br]promote_double<false>");
#endif
      report_execution_time(time, std::string("Compiler Comparison on ") + std::string(platform_name()), function_short, compiler_name() + std::string("[br]") + boost_name() + "[br]promote_double<false>");
   }
#endif


#if defined(TEST_C99) && !defined(COMPILER_COMPARISON_TABLES)
   time = exec_timed_test([](const std::vector<double>& v){  return ::jn(static_cast<int>(v[0]), v[1]);  });
   std::cout << time << std::endl;
   report_execution_time(time, std::string("Library Comparison with ") + std::string(compiler_name()) + std::string(" on ") + platform_name(), function, "math.h");
#endif
#if defined(TEST_LIBSTDCXX) && !defined(COMPILER_COMPARISON_TABLES)
   time = exec_timed_test([](const std::vector<double>& v){  return std::tr1::cyl_bessel_j(static_cast<int>(v[0]), v[1]);  });
   std::cout << time << std::endl;
   report_execution_time(time, std::string("Library Comparison with ") + std::string(compiler_name()) + std::string(" on ") + platform_name(), function, "tr1/cmath");
#endif
#if defined(TEST_GSL) && !defined(COMPILER_COMPARISON_TABLES)
   time = exec_timed_test([](const std::vector<double>& v){  return gsl_sf_bessel_Jn(static_cast<int>(v[0]), v[1]);  });
   std::cout << time << std::endl;
   report_execution_time(time, std::string("Library Comparison with ") + std::string(compiler_name()) + std::string(" on ") + platform_name(), function, "GSL " GSL_VERSION);
#endif
#if defined(TEST_RMATH) && !defined(COMPILER_COMPARISON_TABLES)
   time = exec_timed_test([](const std::vector<double>& v){  return bessel_j(v[1], static_cast<int>(v[0]));  });
   std::cout << time << std::endl;
   report_execution_time(time, std::string("Library Comparison with ") + std::string(compiler_name()) + std::string(" on ") + platform_name(), function, "Rmath "  R_VERSION_STRING);
#endif


   return 0;
}