1 /* -*- Mode: C++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
3 * This file is part of the LibreOffice project.
5 * This Source Code Form is subject to the terms of the Mozilla Public
6 * License, v. 2.0. If a copy of the MPL was not distributed with this
7 * file, You can obtain one at http://mozilla.org/MPL/2.0/.
9 * This file incorporates work covered by the following license notice:
11 * Licensed to the Apache Software Foundation (ASF) under one or more
12 * contributor license agreements. See the NOTICE file distributed
13 * with this work for additional information regarding copyright
14 * ownership. The ASF licenses this file to you under the Apache
15 * License, Version 2.0 (the "License"); you may not use this file
16 * except in compliance with the License. You may obtain a copy of
17 * the License at http://www.apache.org/licenses/LICENSE-2.0 .
22 #include <rtl/math.hxx>
24 #include <com/sun/star/lang/IllegalArgumentException.hpp>
25 #include <com/sun/star/sheet/NoConvergenceException.hpp>
27 using ::com::sun::star::lang::IllegalArgumentException
;
28 using ::com::sun::star::sheet::NoConvergenceException
;
30 namespace sca::analysis
{
35 /* The BESSEL function, first kind, unmodified:
37 http://www.reference-global.com/isbn/978-3-11-020354-7
38 Numerical Mathematics 1 / Numerische Mathematik 1,
39 An algorithm-based introduction / Eine algorithmisch orientierte Einfuehrung
40 Deuflhard, Peter; Hohmann, Andreas
41 Berlin, New York (Walter de Gruyter) 2008
42 4. ueberarb. u. erw. Aufl. 2008
43 eBook ISBN: 978-3-11-020355-4
44 Chapter 6.3.2 , algorithm 6.24
45 The source is in German.
46 The BesselJ-function is a special case of the adjoint summation with
47 a_k = 2*(k-1)/x for k=1,...
48 b_k = -1, for all k, directly substituted
49 m_0=1, m_k=2 for k even, and m_k=0 for k odd, calculated on the fly
50 alpha_k=1 for k=N and alpha_k=0 otherwise
53 double BesselJ( double x
, sal_Int32 N
)
57 throw IllegalArgumentException();
59 return (N
==0) ? 1.0 : 0.0;
61 /* The algorithm works only for x>0, therefore remember sign. BesselJ
62 with integer order N is an even function for even N (means J(-x)=J(x))
63 and an odd function for odd N (means J(-x)=-J(x)).*/
64 double fSign
= (N
% 2 == 1 && x
< 0) ? -1.0 : 1.0;
67 const double fMaxIteration
= 9000000.0; //experimental, for to return in < 3 seconds
68 double fEstimateIteration
= fX
* 1.5 + N
;
69 bool bAsymptoticPossible
= pow(fX
,0.4) > N
;
70 if (fEstimateIteration
> fMaxIteration
)
72 if (!bAsymptoticPossible
)
73 throw NoConvergenceException();
74 return fSign
* sqrt(M_2_PI
/fX
)* cos(fX
-N
*M_PI_2
-M_PI_4
);
77 double const epsilon
= 1.0e-15; // relative error
78 bool bHasfound
= false;
80 // e_{-1} = 0; e_0 = alpha_0 / b_2
81 double u
; // u_0 = e_0/f_0 = alpha_0/m_0 = alpha_0
83 // first used with k=1
84 double m_bar
; // m_bar_k = m_k * f_bar_{k-1}
85 double g_bar
; // g_bar_k = m_bar_k - a_{k+1} + g_{k-1}
86 double g_bar_delta_u
; // g_bar_delta_u_k = f_bar_{k-1} * alpha_k
87 // - g_{k-1} * delta_u_{k-1} - m_bar_k * u_{k-1}
88 // f_{-1} = 0.0; f_0 = m_0 / b_2 = 1/(-1) = -1
89 double g
= 0.0; // g_0= f_{-1} / f_0 = 0/(-1) = 0
90 double delta_u
= 0.0; // dummy initialize, first used with * 0
91 double f_bar
= -1.0; // f_bar_k = 1/f_k, but only used for k=0
96 u
= 1.0; // u_0 = alpha_0
97 // k = 1.0; at least one step is necessary
98 // m_bar_k = m_k * f_bar_{k-1} ==> m_bar_1 = 0.0
99 g_bar_delta_u
= 0.0; // alpha_k = 0.0, m_bar = 0.0; g= 0.0
100 g_bar
= - 2.0/fX
; // k = 1.0, g = 0.0
101 delta_u
= g_bar_delta_u
/ g_bar
;
102 u
= u
+ delta_u
; // u_k = u_{k-1} + delta_u_k
103 g
= -1.0 / g_bar
; // g_k=b_{k+2}/g_bar_k
104 f_bar
= f_bar
* g
; // f_bar_k = f_bar_{k-1}* g_k
106 // From now on all alpha_k = 0.0 and k > N+1
109 { // N >= 1 and alpha_k = 0.0 for k<N
110 u
=0.0; // u_0 = alpha_0
111 for (k
=1.0; k
<= N
-1; k
= k
+ 1.0)
113 m_bar
=2.0 * fmod(k
-1.0, 2.0) * f_bar
;
114 g_bar_delta_u
= - g
* delta_u
- m_bar
* u
; // alpha_k = 0.0
115 g_bar
= m_bar
- 2.0*k
/fX
+ g
;
116 delta_u
= g_bar_delta_u
/ g_bar
;
121 // Step alpha_N = 1.0
122 m_bar
=2.0 * fmod(k
-1.0, 2.0) * f_bar
;
123 g_bar_delta_u
= f_bar
- g
* delta_u
- m_bar
* u
; // alpha_k = 1.0
124 g_bar
= m_bar
- 2.0*k
/fX
+ g
;
125 delta_u
= g_bar_delta_u
/ g_bar
;
131 // Loop until desired accuracy, always alpha_k = 0.0
134 m_bar
= 2.0 * fmod(k
-1.0, 2.0) * f_bar
;
135 g_bar_delta_u
= - g
* delta_u
- m_bar
* u
;
136 g_bar
= m_bar
- 2.0*k
/fX
+ g
;
137 delta_u
= g_bar_delta_u
/ g_bar
;
141 bHasfound
= (fabs(delta_u
)<=fabs(u
)*epsilon
);
144 while (!bHasfound
&& k
<= fMaxIteration
);
146 throw NoConvergenceException(); // unlikely to happen
155 /* The BESSEL function, first kind, modified:
158 I_n(x) = SUM TERM(n,k) with TERM(n,k) := --------------
161 No asymptotic approximation used, see issue 43040.
164 double BesselI( double x
, sal_Int32 n
)
166 const sal_Int32 nMaxIteration
= 2000;
167 const double fXHalf
= x
/ 2.0;
169 throw IllegalArgumentException();
171 double fResult
= 0.0;
173 /* Start the iteration without TERM(n,0), which is set here.
175 TERM(n,0) = (x/2)^n / n!
179 // avoid overflow in Fak(n)
180 for( nK
= 1; nK
<= n
; ++nK
)
182 fTerm
= fTerm
/ static_cast< double >( nK
) * fXHalf
;
184 fResult
= fTerm
; // Start result with TERM(n,0).
188 const double fEpsilon
= 1.0E-15;
191 /* Calculation of TERM(n,k) from TERM(n,k-1):
194 TERM(n,k) = --------------
197 (x/2)^2 (x/2)^(n+2(k-1))
198 = --------------------------
199 k (k-1)! (n+k) (n+k-1)!
201 (x/2)^2 (x/2)^(n+2(k-1))
202 = --------- * ------------------
203 k(n+k) (k-1)! (n+k-1)!
206 = -------- TERM(n,k-1)
209 fTerm
= fTerm
* fXHalf
/ static_cast<double>(nK
) * fXHalf
/ static_cast<double>(nK
+n
);
213 while( (fabs( fTerm
) > fabs(fResult
) * fEpsilon
) && (nK
< nMaxIteration
) );
219 /// @throws IllegalArgumentException
220 /// @throws NoConvergenceException
221 static double Besselk0( double fNum
)
227 double fNum2
= fNum
* 0.5;
228 double y
= fNum2
* fNum2
;
230 fRet
= -log( fNum2
) * BesselI( fNum
, 0 ) +
231 ( -0.57721566 + y
* ( 0.42278420 + y
* ( 0.23069756 + y
* ( 0.3488590e-1 +
232 y
* ( 0.262698e-2 + y
* ( 0.10750e-3 + y
* 0.74e-5 ) ) ) ) ) );
236 double y
= 2.0 / fNum
;
238 fRet
= exp( -fNum
) / sqrt( fNum
) * ( 1.25331414 + y
* ( -0.7832358e-1 +
239 y
* ( 0.2189568e-1 + y
* ( -0.1062446e-1 + y
* ( 0.587872e-2 +
240 y
* ( -0.251540e-2 + y
* 0.53208e-3 ) ) ) ) ) );
246 /// @throws IllegalArgumentException
247 /// @throws NoConvergenceException
248 static double Besselk1( double fNum
)
254 double fNum2
= fNum
* 0.5;
255 double y
= fNum2
* fNum2
;
257 fRet
= log( fNum2
) * BesselI( fNum
, 1 ) +
258 ( 1.0 + y
* ( 0.15443144 + y
* ( -0.67278579 + y
* ( -0.18156897 + y
* ( -0.1919402e-1 +
259 y
* ( -0.110404e-2 + y
* -0.4686e-4 ) ) ) ) ) )
264 double y
= 2.0 / fNum
;
266 fRet
= exp( -fNum
) / sqrt( fNum
) * ( 1.25331414 + y
* ( 0.23498619 +
267 y
* ( -0.3655620e-1 + y
* ( 0.1504268e-1 + y
* ( -0.780353e-2 +
268 y
* ( 0.325614e-2 + y
* -0.68245e-3 ) ) ) ) ) );
275 double BesselK( double fNum
, sal_Int32 nOrder
)
279 case 0: return Besselk0( fNum
);
280 case 1: return Besselk1( fNum
);
283 double fTox
= 2.0 / fNum
;
284 double fBkm
= Besselk0( fNum
);
285 double fBk
= Besselk1( fNum
);
287 for( sal_Int32 n
= 1 ; n
< nOrder
; n
++ )
289 const double fBkp
= fBkm
+ double( n
) * fTox
* fBk
;
303 /* The BESSEL function, second kind, unmodified:
304 The algorithm for order 0 and for order 1 follows
305 http://www.reference-global.com/isbn/978-3-11-020354-7
306 Numerical Mathematics 1 / Numerische Mathematik 1,
307 An algorithm-based introduction / Eine algorithmisch orientierte Einfuehrung
308 Deuflhard, Peter; Hohmann, Andreas
309 Berlin, New York (Walter de Gruyter) 2008
310 4. ueberarb. u. erw. Aufl. 2008
311 eBook ISBN: 978-3-11-020355-4
312 Chapter 6.3.2 , algorithm 6.24
313 The source is in German.
314 See #i31656# for a commented version of the implementation, attachment #desc6
315 https://bz.apache.org/ooo/attachment.cgi?id=63609
318 /// @throws IllegalArgumentException
319 /// @throws NoConvergenceException
320 static double Bessely0( double fX
)
322 // If fX > 2^64 then sin and cos fail
323 if (fX
<= 0 || !rtl::math::isValidArcArg(fX
))
324 throw IllegalArgumentException();
325 const double fMaxIteration
= 9000000.0; // should not be reached
326 if (fX
> 5.0e+6) // iteration is not considerable better then approximation
327 return sqrt(1/M_PI
/fX
)
328 *(std::sin(fX
)-std::cos(fX
));
329 const double epsilon
= 1.0e-15;
330 const double EulerGamma
= 0.57721566490153286060;
331 double alpha
= log(fX
/2.0)+EulerGamma
;
335 double g_bar_delta_u
= 0.0;
336 double g_bar
= -2.0 / fX
;
337 double delta_u
= g_bar_delta_u
/ g_bar
;
338 double g
= -1.0/g_bar
;
339 double f_bar
= -1 * g
;
341 double sign_alpha
= 1.0;
342 bool bHasFound
= false;
346 double km1mod2
= fmod(k
-1.0, 2.0);
347 double m_bar
= (2.0*km1mod2
) * f_bar
;
352 alpha
= sign_alpha
* (4.0/k
);
353 sign_alpha
= -sign_alpha
;
355 g_bar_delta_u
= f_bar
* alpha
- g
* delta_u
- m_bar
* u
;
356 g_bar
= m_bar
- (2.0*k
)/fX
+ g
;
357 delta_u
= g_bar_delta_u
/ g_bar
;
361 bHasFound
= (fabs(delta_u
)<=fabs(u
)*epsilon
);
364 while (!bHasFound
&& k
<fMaxIteration
);
366 throw NoConvergenceException(); // not likely to happen
370 // See #i31656# for a commented version of this implementation, attachment #desc6
371 // https://bz.apache.org/ooo/attachment.cgi?id=63609
372 /// @throws IllegalArgumentException
373 /// @throws NoConvergenceException
374 static double Bessely1( double fX
)
376 // If fX > 2^64 then sin and cos fail
377 if (fX
<= 0 || !rtl::math::isValidArcArg(fX
))
378 throw IllegalArgumentException();
379 const double fMaxIteration
= 9000000.0; // should not be reached
380 if (fX
> 5.0e+6) // iteration is not considerable better then approximation
381 return - sqrt(1/M_PI
/fX
)
382 *(std::sin(fX
)+std::cos(fX
));
383 const double epsilon
= 1.0e-15;
384 const double EulerGamma
= 0.57721566490153286060;
385 double alpha
= 1.0/fX
;
389 alpha
= 1.0 - EulerGamma
- log(fX
/2.0);
390 double g_bar_delta_u
= -alpha
;
391 double g_bar
= -2.0 / fX
;
392 double delta_u
= g_bar_delta_u
/ g_bar
;
394 double g
= -1.0/g_bar
;
396 double sign_alpha
= -1.0;
397 bool bHasFound
= false;
401 double km1mod2
= fmod(k
-1.0,2.0);
402 double m_bar
= (2.0*km1mod2
) * f_bar
;
403 double q
= (k
-1.0)/2.0;
404 if (km1mod2
== 0.0) // k is odd
406 alpha
= sign_alpha
* (1.0/q
+ 1.0/(q
+1.0));
407 sign_alpha
= -sign_alpha
;
411 g_bar_delta_u
= f_bar
* alpha
- g
* delta_u
- m_bar
* u
;
412 g_bar
= m_bar
- (2.0*k
)/fX
+ g
;
413 delta_u
= g_bar_delta_u
/ g_bar
;
417 bHasFound
= (fabs(delta_u
)<=fabs(u
)*epsilon
);
420 while (!bHasFound
&& k
<fMaxIteration
);
422 throw NoConvergenceException();
426 double BesselY( double fNum
, sal_Int32 nOrder
)
430 case 0: return Bessely0( fNum
);
431 case 1: return Bessely1( fNum
);
434 double fTox
= 2.0 / fNum
;
435 double fBym
= Bessely0( fNum
);
436 double fBy
= Bessely1( fNum
);
438 for( sal_Int32 n
= 1 ; n
< nOrder
; n
++ )
440 const double fByp
= double( n
) * fTox
* fBy
- fBym
;
450 } // namespace sca::analysis
452 /* vim:set shiftwidth=4 softtabstop=4 expandtab: */