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/*
 * Licensed to the Apache Software Foundation (ASF) under one or more
 * contributor license agreements.  See the NOTICE file distributed with
 * this work for additional information regarding copyright ownership.
 * The ASF licenses this file to You under the Apache License, Version 2.0
 * (the "License"); you may not use this file except in compliance with
 * the License.  You may obtain a copy of the License at
 *
 *      http://www.apache.org/licenses/LICENSE-2.0
 *
 * Unless required by applicable law or agreed to in writing, software
 * distributed under the License is distributed on an "AS IS" BASIS,
 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 * See the License for the specific language governing permissions and
 * limitations under the License.
 */

package org.apache.commons.math3.special;

import org.apache.commons.math3.analysis.UnivariateFunction;
import org.apache.commons.math3.exception.ConvergenceException;
import org.apache.commons.math3.exception.MathIllegalArgumentException;
import org.apache.commons.math3.exception.util.LocalizedFormats;
import org.apache.commons.math3.util.FastMath;
import org.apache.commons.math3.util.MathArrays;

/**
 * This class provides computation methods related to Bessel
 * functions of the first kind. Detailed descriptions of these functions are
 * available in Wikipedia, Abrabowitz and
 * Stegun (Ch. 9-11), and DLMF (Ch. 10).
 * 

* This implementation is based on the rjbesl Fortran routine at * Netlib.

*

* From the Fortran code:

*

* This program is based on a program written by David J. Sookne (2) that * computes values of the Bessel functions J or I of real argument and integer * order. Modifications include the restriction of the computation to the J * Bessel function of non-negative real argument, the extension of the * computation to arbitrary positive order, and the elimination of most * underflow.

*

* References:

*
    *
  • "A Note on Backward Recurrence Algorithms," Olver, F. W. J., and Sookne, * D. J., Math. Comp. 26, 1972, pp 941-947.
  • *
  • "Bessel Functions of Real Argument and Integer Order," Sookne, D. J., NBS * Jour. of Res. B. 77B, 1973, pp 125-132.
  • *

* @since 3.4 */ public class BesselJ implements UnivariateFunction { // --------------------------------------------------------------------- // Mathematical constants // --------------------------------------------------------------------- /** -2 / pi */ private static final double PI2 = 0.636619772367581343075535; /** first few significant digits of 2pi */ private static final double TOWPI1 = 6.28125; /** 2pi - TWOPI1 to working precision */ private static final double TWOPI2 = 1.935307179586476925286767e-3; /** TOWPI1 + TWOPI2 */ private static final double TWOPI = TOWPI1 + TWOPI2; // --------------------------------------------------------------------- // Machine-dependent parameters // --------------------------------------------------------------------- /** * 10.0^K, where K is the largest integer such that ENTEN is * machine-representable in working precision */ private static final double ENTEN = 1.0e308; /** * Decimal significance desired. Should be set to (INT(log_{10}(2) * (it)+1)). * Setting NSIG lower will result in decreased accuracy while setting * NSIG higher will increase CPU time without increasing accuracy. * The truncation error is limited to a relative error of * T=.5(10^(-NSIG)). */ private static final double ENSIG = 1.0e16; /** 10.0 ** (-K) for the smallest integer K such that K >= NSIG/4 */ private static final double RTNSIG = 1.0e-4; /** Smallest ABS(X) such that X/4 does not underflow */ private static final double ENMTEN = 8.90e-308; /** Minimum acceptable value for x */ private static final double X_MIN = 0.0; /** * Upper limit on the magnitude of x. If abs(x) = n, then at least * n iterations of the backward recursion will be executed. The value of * 10.0 ** 4 is used on every machine. */ private static final double X_MAX = 1.0e4; /** First 25 factorials as doubles */ private static final double[] FACT = { 1.0, 1.0, 2.0, 6.0, 24.0, 120.0, 720.0, 5040.0, 40320.0, 362880.0, 3628800.0, 39916800.0, 479001600.0, 6227020800.0, 87178291200.0, 1.307674368e12, 2.0922789888e13, 3.55687428096e14, 6.402373705728e15, 1.21645100408832e17, 2.43290200817664e18, 5.109094217170944e19, 1.12400072777760768e21, 2.585201673888497664e22, 6.2044840173323943936e23 }; /** Order of the function computed when {@link #value(double)} is used */ private final double order; /** * Create a new BesselJ with the given order. * * @param order order of the function computed when using {@link #value(double)}. */ public BesselJ(double order) { this.order = order; } /** * Returns the value of the constructed Bessel function of the first kind, * for the passed argument. * * @param x Argument * @return Value of the Bessel function at x * @throws MathIllegalArgumentException if {@code x} is too large relative to {@code order} * @throws ConvergenceException if the algorithm fails to converge */ public double value(double x) throws MathIllegalArgumentException, ConvergenceException { return BesselJ.value(order, x); } /** * Returns the first Bessel function, \(J_{order}(x)\). * * @param order Order of the Bessel function * @param x Argument * @return Value of the Bessel function of the first kind, \(J_{order}(x)\) * @throws MathIllegalArgumentException if {@code x} is too large relative to {@code order} * @throws ConvergenceException if the algorithm fails to converge */ public static double value(double order, double x) throws MathIllegalArgumentException, ConvergenceException { final int n = (int) order; final double alpha = order - n; final int nb = n + 1; final BesselJResult res = rjBesl(x, alpha, nb); if (res.nVals >= nb) { return res.vals[n]; } else if (res.nVals < 0) { throw new MathIllegalArgumentException(LocalizedFormats.BESSEL_FUNCTION_BAD_ARGUMENT,order, x); } else if (FastMath.abs(res.vals[res.nVals - 1]) < 1e-100) { return res.vals[n]; // underflow; return value (will be zero) } throw new ConvergenceException(LocalizedFormats.BESSEL_FUNCTION_FAILED_CONVERGENCE, order, x); } /** * Encapsulates the results returned by {@link BesselJ#rjBesl(double, double, int)}. *

* {@link #getVals()} returns the computed function values. * {@link #getnVals()} is the number of values among those returned by {@link #getnVals()} * that can be considered accurate. *

*

    *
  • nVals < 0: An argument is out of range. For example, nb <= 0, alpha * < 0 or > 1, or x is too large. In this case, b(0) is set to zero, the * remainder of the b-vector is not calculated, and nVals is set to * MIN(nb,0) - 1 so that nVals != nb.
  • *
  • nb > nVals > 0: Not all requested function values could be calculated * accurately. This usually occurs because nb is much larger than abs(x). In * this case, b(n) is calculated to the desired accuracy for n < nVals, but * precision is lost for nVals < n <= nb. If b(n) does not vanish for n > * nVals (because it is too small to be represented), and b(n)/b(nVals) = * \(10^{-k}\), then only the first NSIG-k significant figures of b(n) can be * trusted.

*/ public static class BesselJResult { /** Bessel function values */ private final double[] vals; /** Valid value count */ private final int nVals; /** * Create a new BesselJResult with the given values and valid value count. * * @param b values * @param n count of valid values */ public BesselJResult(double[] b, int n) { vals = MathArrays.copyOf(b, b.length); nVals = n; } /** * @return the computed function values */ public double[] getVals() { return MathArrays.copyOf(vals, vals.length); } /** * @return the number of valid function values (normally the same as the * length of the array returned by {@link #getnVals()}) */ public int getnVals() { return nVals; } } /** * Calculates Bessel functions \(J_{n+alpha}(x)\) for * non-negative argument x, and non-negative order n + alpha. *

* Before using the output vector, the user should check that * nVals = nb, i.e., all orders have been calculated to the desired accuracy. * See BesselResult class javadoc for details on return values. *

* @param x non-negative real argument for which J's are to be calculated * @param alpha fractional part of order for which J's or exponentially * scaled J's (\(J\cdot e^{x}\)) are to be calculated. 0 <= alpha < 1.0. * @param nb integer number of functions to be calculated, nb > 0. The first * function calculated is of order alpha, and the last is of order * nb - 1 + alpha. * @return BesselJResult a vector of the functions * \(J_{alpha}(x)\) through \(J_{nb-1+alpha}(x)\), or the corresponding exponentially * scaled functions and an integer output variable indicating possible errors */ public static BesselJResult rjBesl(double x, double alpha, int nb) { final double[] b = new double[nb]; int ncalc = 0; double alpem = 0; double alp2em = 0; // --------------------------------------------------------------------- // Check for out of range arguments. // --------------------------------------------------------------------- final int magx = (int) x; if ((nb > 0) && (x >= X_MIN) && (x <= X_MAX) && (alpha >= 0) && (alpha < 1)) { // --------------------------------------------------------------------- // Initialize result array to zero. // --------------------------------------------------------------------- ncalc = nb; for (int i = 0; i < nb; ++i) { b[i] = 0; } // --------------------------------------------------------------------- // Branch to use 2-term ascending series for small X and asymptotic // form for large X when NB is not too large. // --------------------------------------------------------------------- double tempa; double tempb; double tempc; double tover; if (x < RTNSIG) { // --------------------------------------------------------------------- // Two-term ascending series for small X. // --------------------------------------------------------------------- tempa = 1; alpem = 1 + alpha; double halfx = 0; if (x > ENMTEN) { halfx = 0.5 * x; } if (alpha != 0) { tempa = FastMath.pow(halfx, alpha) / (alpha * Gamma.gamma(alpha)); } tempb = 0; if (x + 1 > 1) { tempb = -halfx * halfx; } b[0] = tempa + (tempa * tempb / alpem); if ((x != 0) && (b[0] == 0)) { ncalc = 0; } if (nb != 1) { if (x <= 0) { for (int n = 1; n < nb; ++n) { b[n] = 0; } } else { // --------------------------------------------------------------------- // Calculate higher order functions. // --------------------------------------------------------------------- tempc = halfx; tover = tempb != 0 ? ENMTEN / tempb : 2 * ENMTEN / x; for (int n = 1; n < nb; ++n) { tempa /= alpem; alpem += 1; tempa *= tempc; if (tempa <= tover * alpem) { tempa = 0; } b[n] = tempa + (tempa * tempb / alpem); if ((b[n] == 0) && (ncalc > n)) { ncalc = n; } } } } } else if ((x > 25.0) && (nb <= magx + 1)) { // --------------------------------------------------------------------- // Asymptotic series for X > 25 // --------------------------------------------------------------------- final double xc = FastMath.sqrt(PI2 / x); final double mul = 0.125 / x; final double xin = mul * mul; int m = 0; if (x >= 130.0) { m = 4; } else if (x >= 35.0) { m = 8; } else { m = 11; } final double xm = 4.0 * m; // --------------------------------------------------------------------- // Argument reduction for SIN and COS routines. // --------------------------------------------------------------------- double t = (double) ((int) ((x / TWOPI) + 0.5)); final double z = x - t * TOWPI1 - t * TWOPI2 - (alpha + 0.5) / PI2; double vsin = FastMath.sin(z); double vcos = FastMath.cos(z); double gnu = 2 * alpha; double capq; double capp; double s; double t1; double xk; for (int i = 1; i <= 2; i++) { s = (xm - 1 - gnu) * (xm - 1 + gnu) * xin * 0.5; t = (gnu - (xm - 3.0)) * (gnu + (xm - 3.0)); capp = (s * t) / FACT[2 * m]; t1 = (gnu - (xm + 1)) * (gnu + (xm + 1)); capq = (s * t1) / FACT[2 * m + 1]; xk = xm; int k = 2 * m; t1 = t; for (int j = 2; j <= m; j++) { xk -= 4.0; s = (xk - 1 - gnu) * (xk - 1 + gnu); t = (gnu - (xk - 3.0)) * (gnu + (xk - 3.0)); capp = (capp + 1 / FACT[k - 2]) * s * t * xin; capq = (capq + 1 / FACT[k - 1]) * s * t1 * xin; k -= 2; t1 = t; } capp += 1; capq = (capq + 1) * ((gnu * gnu) - 1) * (0.125 / x); b[i - 1] = xc * (capp * vcos - capq * vsin); if (nb == 1) { return new BesselJResult(MathArrays.copyOf(b, b.length), ncalc); } t = vsin; vsin = -vcos; vcos = t; gnu += 2.0; } // --------------------------------------------------------------------- // If NB > 2, compute J(X,ORDER+I) I = 2, NB-1 // --------------------------------------------------------------------- if (nb > 2) { gnu = 2 * alpha + 2.0; for (int j = 2; j < nb; ++j) { b[j] = gnu * b[j - 1] / x - b[j - 2]; gnu += 2.0; } } } else { // --------------------------------------------------------------------- // Use recurrence to generate results. First initialize the // calculation of P*S. // --------------------------------------------------------------------- final int nbmx = nb - magx; int n = magx + 1; int nstart = 0; int nend = 0; double en = 2 * (n + alpha); double plast = 1; double p = en / x; double pold; // --------------------------------------------------------------------- // Calculate general significance test. // --------------------------------------------------------------------- double test = 2 * ENSIG; boolean readyToInitialize = false; if (nbmx >= 3) { // --------------------------------------------------------------------- // Calculate P*S until N = NB-1. Check for possible // overflow. // --------------------------------------------------------------------- tover = ENTEN / ENSIG; nstart = magx + 2; nend = nb - 1; en = 2 * (nstart - 1 + alpha); double psave; double psavel; for (int k = nstart; k <= nend; k++) { n = k; en += 2.0; pold = plast; plast = p; p = (en * plast / x) - pold; if (p > tover) { // --------------------------------------------------------------------- // To avoid overflow, divide P*S by TOVER. Calculate // P*S until // ABS(P) > 1. // --------------------------------------------------------------------- tover = ENTEN; p /= tover; plast /= tover; psave = p; psavel = plast; nstart = n + 1; do { n += 1; en += 2.0; pold = plast; plast = p; p = (en * plast / x) - pold; } while (p <= 1); tempb = en / x; // --------------------------------------------------------------------- // Calculate backward test and find NCALC, the // highest N such that // the test is passed. // --------------------------------------------------------------------- test = pold * plast * (0.5 - 0.5 / (tempb * tempb)); test /= ENSIG; p = plast * tover; n -= 1; en -= 2.0; nend = FastMath.min(nb, n); for (int l = nstart; l <= nend; l++) { pold = psavel; psavel = psave; psave = (en * psavel / x) - pold; if (psave * psavel > test) { ncalc = l - 1; readyToInitialize = true; break; } } ncalc = nend; readyToInitialize = true; break; } } if (!readyToInitialize) { n = nend; en = 2 * (n + alpha); // --------------------------------------------------------------------- // Calculate special significance test for NBMX > 2. // --------------------------------------------------------------------- test = FastMath.max(test, FastMath.sqrt(plast * ENSIG) * FastMath.sqrt(2 * p)); } } // --------------------------------------------------------------------- // Calculate P*S until significance test passes. // --------------------------------------------------------------------- if (!readyToInitialize) { do { n += 1; en += 2.0; pold = plast; plast = p; p = (en * plast / x) - pold; } while (p < test); } // --------------------------------------------------------------------- // Initialize the backward recursion and the normalization sum. // --------------------------------------------------------------------- n += 1; en += 2.0; tempb = 0; tempa = 1 / p; int m = (2 * n) - 4 * (n / 2); double sum = 0; double em = (double) (n / 2); alpem = em - 1 + alpha; alp2em = 2 * em + alpha; if (m != 0) { sum = tempa * alpem * alp2em / em; } nend = n - nb; boolean readyToNormalize = false; boolean calculatedB0 = false; // --------------------------------------------------------------------- // Recur backward via difference equation, calculating (but not // storing) B(N), until N = NB. // --------------------------------------------------------------------- for (int l = 1; l <= nend; l++) { n -= 1; en -= 2.0; tempc = tempb; tempb = tempa; tempa = (en * tempb / x) - tempc; m = 2 - m; if (m != 0) { em -= 1; alp2em = 2 * em + alpha; if (n == 1) { break; } alpem = em - 1 + alpha; if (alpem == 0) { alpem = 1; } sum = (sum + tempa * alp2em) * alpem / em; } } // --------------------------------------------------------------------- // Store B(NB). // --------------------------------------------------------------------- b[n - 1] = tempa; if (nend >= 0) { if (nb <= 1) { alp2em = alpha; if (alpha + 1 == 1) { alp2em = 1; } sum += b[0] * alp2em; readyToNormalize = true; } else { // --------------------------------------------------------------------- // Calculate and store B(NB-1). // --------------------------------------------------------------------- n -= 1; en -= 2.0; b[n - 1] = (en * tempa / x) - tempb; if (n == 1) { calculatedB0 = true; } else { m = 2 - m; if (m != 0) { em -= 1; alp2em = 2 * em + alpha; alpem = em - 1 + alpha; if (alpem == 0) { alpem = 1; } sum = (sum + (b[n - 1] * alp2em)) * alpem / em; } } } } if (!readyToNormalize && !calculatedB0) { nend = n - 2; if (nend != 0) { // --------------------------------------------------------------------- // Calculate via difference equation and store B(N), // until N = 2. // --------------------------------------------------------------------- for (int l = 1; l <= nend; l++) { n -= 1; en -= 2.0; b[n - 1] = (en * b[n] / x) - b[n + 1]; m = 2 - m; if (m != 0) { em -= 1; alp2em = 2 * em + alpha; alpem = em - 1 + alpha; if (alpem == 0) { alpem = 1; } sum = (sum + b[n - 1] * alp2em) * alpem / em; } } } } // --------------------------------------------------------------------- // Calculate b[0] // --------------------------------------------------------------------- if (!readyToNormalize) { if (!calculatedB0) { b[0] = 2.0 * (alpha + 1) * b[1] / x - b[2]; } em -= 1; alp2em = 2 * em + alpha; if (alp2em == 0) { alp2em = 1; } sum += b[0] * alp2em; } // --------------------------------------------------------------------- // Normalize. Divide all B(N) by sum. // --------------------------------------------------------------------- if (FastMath.abs(alpha) > 1e-16) { sum *= Gamma.gamma(alpha) * FastMath.pow(x * 0.5, -alpha); } tempa = ENMTEN; if (sum > 1) { tempa *= sum; } for (n = 0; n < nb; n++) { if (FastMath.abs(b[n]) < tempa) { b[n] = 0; } b[n] /= sum; } } // --------------------------------------------------------------------- // Error return -- X, NB, or ALPHA is out of range. // --------------------------------------------------------------------- } else { if (b.length > 0) { b[0] = 0; } ncalc = FastMath.min(nb, 0) - 1; } return new BesselJResult(MathArrays.copyOf(b, b.length), ncalc); } }




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