org.apache.commons.numbers.gamma.SpecialMath Maven / Gradle / Ivy
/*
* 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.numbers.gamma;
/**
* Special math functions.
*
* @since 1.1
*/
final class SpecialMath {
/** Minimum x for log1pmx(x). */
private static final double X_MIN = -1;
/** Low threshold to use log1p(x) - x. */
private static final double X_LOW = -0.79149064;
/** High threshold to use log1p(x) - x. */
private static final double X_HIGH = 1;
/** 2^-6. */
private static final double TWO_POW_M6 = 0x1.0p-6;
/** 2^-12. */
private static final double TWO_POW_M12 = 0x1.0p-12;
/** 2^-20. */
private static final double TWO_POW_M20 = 0x1.0p-20;
/** 2^-53. */
private static final double TWO_POW_M53 = 0x1.0p-53;
/** Private constructor. */
private SpecialMath() {
// intentionally empty.
}
/**
* Returns {@code log(1 + x) - x}. This function is accurate when {@code x -> 0}.
*
* This function uses a Taylor series expansion when x is small ({@code |x| < 0.01}):
*
*
* ln(1 + x) - x = -x^2/2 + x^3/3 - x^4/4 + ...
*
*
* or around 0 ({@code -0.791 <= x <= 1}):
*
*
* ln(x + a) = ln(a) + 2 [z + z^3/3 + z^5/5 + z^7/7 + ... ]
*
* z = x / (2a + x)
*
*
* For a = 1:
*
*
* ln(x + 1) - x = -x + 2 [z + z^3/3 + z^5/5 + z^7/7 + ... ]
* = z * (-x + 2z^2 [ 1/3 + z^2/5 + z^4/7 + ... ])
*
*
* The code is based on the {@code log1pmx} documentation for the R DPQ package with addition of the
* direct Taylor series for tiny x.
*
*
See Abramowitz, M. and Stegun, I. A. (1972) Handbook of Mathematical Functions. New York:
* Dover. Formulas 4.1.24 and 4.2.29, p.68. Wikipedia: Abramowitz_and_Stegun
* provides links to the full text which is in public domain.
*
* @param x Value x
* @return {@code log(1 + x) - x}
*/
static double log1pmx(double x) {
// -1 is the minimum supported value
if (x <= X_MIN) {
return x == X_MIN ? Double.NEGATIVE_INFINITY : Double.NaN;
}
// Use the thresholds documented in the R implementation
if (x < X_LOW || x > X_HIGH) {
return Math.log1p(x) - x;
}
final double a = Math.abs(x);
// Addition to the R version for small x.
// Use a direct Taylor series:
// ln(1 + x) = x - x^2/2 + x^3/3 - x^4/4 + ...
if (a < TWO_POW_M6) {
return log1pmxSmall(x, a);
}
// The use of the following series is fast converging:
// ln(x + 1) - x = -x + 2 [z + z^3/3 + z^5/5 + z^7/7 + ... ]
// = z * (-x + 2z^2 [ 1/3 + z^2/5 + z^4/7 + ... ])
// z = x / (2 + x)
//
// Tests show this is more accurate when |x| > 1e-4 than the direct Taylor series.
// The direct series can be modified to sum multiple terms together for a small
// increase in precision to a closer match to this variation but the direct series
// takes approximately 3x longer to converge.
final double z = x / (2 + x);
final double zz = z * z;
// Series sum
// sum(k=0,...,Inf; zz^k/(3+k*2)) = 1/3 + zz/5 + zz^2/7 + zz^3/9 + ... )
double sum = 1.0 / 3;
double numerator = 1;
int denominator = 3;
for (;;) {
numerator *= zz;
denominator += 2;
final double sum2 = sum + numerator / denominator;
// Since |x| <= 1 the additional terms will reduce in magnitude.
// Iterate until convergence. Expected iterations:
// x iterations
// -0.79 38
// -0.5 15
// -0.1 5
// 0.1 5
// 0.5 10
// 1.0 15
if (sum2 == sum) {
break;
}
sum = sum2;
}
return z * (2 * zz * sum - x);
}
/**
* Returns {@code log(1 + x) - x}. This function is accurate when
* {@code x -> 0}.
*
*
This function uses a Taylor series expansion when x is small
* ({@code |x| < 0.01}):
*
*
* ln(1 + x) - x = -x^2/2 + x^3/3 - x^4/4 + ...
*
*
* No loop iterations are used as the series is directly expanded
* for a set number of terms based on the absolute value of x.
*
* @param x Value x (assumed to be small)
* @param a Absolute value of x
* @return {@code log(1 + x) - x}
*/
private static double log1pmxSmall(double x, double a) {
// Use a direct Taylor series:
// ln(1 + x) = x - x^2/2 + x^3/3 - x^4/4 + ...
// Reverse the summation (small to large) for a marginal increase in precision.
// To stop the Taylor series the next term must be less than 1 ulp from the
// answer.
// x^n/n < |log(1+x)-x| * eps
// eps = machine epsilon = 2^-53
// x^n < |log(1+x)-x| * eps
// n < (log(|log(1+x)-x|) + log(eps)) / log(x)
// In practice this is a conservative limit.
final double x2 = x * x;
if (a < TWO_POW_M53) {
// Below machine epsilon. Addition of x^3/3 is not possible.
// Subtract from zero to prevent creating -0.0 for x=0.
return 0 - x2 / 2;
}
final double x4 = x2 * x2;
// +/-9.5367431640625e-07: log1pmx = -4.547470617660916e-13 :
// -4.5474764000725028e-13
// n = 4.69
if (a < TWO_POW_M20) {
// n=5
return x * x4 / 5 -
x4 / 4 +
x * x2 / 3 -
x2 / 2;
}
// +/-2.44140625E-4: log1pmx = -2.9797472637290841e-08 : -2.9807173914456693e-08
// n = 6.49
if (a < TWO_POW_M12) {
// n=7
return x * x2 * x4 / 7 -
x2 * x4 / 6 +
x * x4 / 5 -
x4 / 4 +
x * x2 / 3 -
x2 / 2;
}
// Assume |x| < 2^-6
// +/-0.015625: log1pmx = -0.00012081346403474586 : -0.00012335696813916864
// n = 10.9974
// n=11
final double x8 = x4 * x4;
return x * x2 * x8 / 11 -
x2 * x8 / 10 +
x * x8 / 9 -
x8 / 8 +
x * x2 * x4 / 7 -
x2 * x4 / 6 +
x * x4 / 5 -
x4 / 4 +
x * x2 / 3 -
x2 / 2;
}
}