3039 lines
107 KiB
Java
3039 lines
107 KiB
Java
package org.nevec.rjm;
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import java.math.BigDecimal;
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import java.math.BigInteger;
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import java.math.MathContext;
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import java.security.ProviderException;
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import it.cavallium.warppi.util.Error;
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/**
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* BigDecimal special functions.
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* <a href="http://arxiv.org/abs/0908.3030">A Java Math.BigDecimal
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* Implementation of Core Mathematical Functions</a>
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*
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* @since 2009-05-22
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* @author Richard J. Mathar
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* @see <a href="http://apfloat.org/">apfloat</a>
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* @see <a href="http://dfp.sourceforge.net/">dfp</a>
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* @see <a href="http://jscience.org/">JScience</a>
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*/
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public class BigDecimalMath {
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/**
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* The base of the natural logarithm in a predefined accuracy.
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* http://www.cs.arizona.edu/icon/oddsends/e.htm
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* The precision of the predefined constant is one less than
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* the string's length, taking into account the decimal dot.
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* static int E_PRECISION = E.length()-1 ;
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*/
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static BigDecimal E = new BigDecimal("2.71828182845904523536028747135266249775724709369995957496696762772407663035354" + "759457138217852516642742746639193200305992181741359662904357290033429526059563" + "073813232862794349076323382988075319525101901157383418793070215408914993488416" + "750924476146066808226480016847741185374234544243710753907774499206955170276183" + "860626133138458300075204493382656029760673711320070932870912744374704723069697" + "720931014169283681902551510865746377211125238978442505695369677078544996996794" + "686445490598793163688923009879312773617821542499922957635148220826989519366803" + "318252886939849646510582093923982948879332036250944311730123819706841614039701" + "983767932068328237646480429531180232878250981945581530175671736133206981125099" + "618188159304169035159888851934580727386673858942287922849989208680582574927961" + "048419844436346324496848756023362482704197862320900216099023530436994184914631" + "409343173814364054625315209618369088870701676839642437814059271456354906130310" + "720851038375051011574770417189861068739696552126715468895703503540212340784981" + "933432106817012100562788023519303322474501585390473041995777709350366041699732" + "972508868769664035557071622684471625607988265178713419512466520103059212366771" + "943252786753985589448969709640975459185695638023637016211204774272283648961342" + "251644507818244235294863637214174023889344124796357437026375529444833799801612" + "549227850925778256209262264832627793338656648162772516401910590049164499828931");
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/**
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* Euler's constant Pi.
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* http://www.cs.arizona.edu/icon/oddsends/pi.htm
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*/
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static BigDecimal PI = new BigDecimal("3.14159265358979323846264338327950288419716939937510582097494459230781640628620" + "899862803482534211706798214808651328230664709384460955058223172535940812848111" + "745028410270193852110555964462294895493038196442881097566593344612847564823378" + "678316527120190914564856692346034861045432664821339360726024914127372458700660" + "631558817488152092096282925409171536436789259036001133053054882046652138414695" + "194151160943305727036575959195309218611738193261179310511854807446237996274956" + "735188575272489122793818301194912983367336244065664308602139494639522473719070" + "217986094370277053921717629317675238467481846766940513200056812714526356082778" + "577134275778960917363717872146844090122495343014654958537105079227968925892354" + "201995611212902196086403441815981362977477130996051870721134999999837297804995" + "105973173281609631859502445945534690830264252230825334468503526193118817101000" + "313783875288658753320838142061717766914730359825349042875546873115956286388235" + "378759375195778185778053217122680661300192787661119590921642019893809525720106" + "548586327886593615338182796823030195203530185296899577362259941389124972177528" + "347913151557485724245415069595082953311686172785588907509838175463746493931925" + "506040092770167113900984882401285836160356370766010471018194295559619894676783" + "744944825537977472684710404753464620804668425906949129331367702898915210475216" + "205696602405803815019351125338243003558764024749647326391419927260426992279678" + "235478163600934172164121992458631503028618297455570674983850549458858692699569" + "092721079750930295532116534498720275596023648066549911988183479775356636980742" + "654252786255181841757467289097777279380008164706001614524919217321721477235014");
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/**
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* Euler-Mascheroni constant lower-case gamma.
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* http://www.worldwideschool.org/library/books/sci/math/
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* MiscellaneousMathematicalConstants/chap35.html
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*/
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static BigDecimal GAMMA = new BigDecimal("0.577215664901532860606512090082402431" + "0421593359399235988057672348848677267776646709369470632917467495146314472498070" + "8248096050401448654283622417399764492353625350033374293733773767394279259525824" + "7094916008735203948165670853233151776611528621199501507984793745085705740029921" + "3547861466940296043254215190587755352673313992540129674205137541395491116851028" + "0798423487758720503843109399736137255306088933126760017247953783675927135157722" + "6102734929139407984301034177717780881549570661075010161916633401522789358679654" + "9725203621287922655595366962817638879272680132431010476505963703947394957638906" + "5729679296010090151251959509222435014093498712282479497471956469763185066761290" + "6381105182419744486783638086174945516989279230187739107294578155431600500218284" + "4096053772434203285478367015177394398700302370339518328690001558193988042707411" + "5422278197165230110735658339673487176504919418123000406546931429992977795693031" + "0050308630341856980323108369164002589297089098548682577736428825395492587362959" + "6133298574739302373438847070370284412920166417850248733379080562754998434590761" + "6431671031467107223700218107450444186647591348036690255324586254422253451813879" + "1243457350136129778227828814894590986384600629316947188714958752549236649352047" + "3243641097268276160877595088095126208404544477992299157248292516251278427659657" + "0832146102982146179519579590959227042089896279712553632179488737642106606070659" + "8256199010288075612519913751167821764361905705844078357350158005607745793421314" + "49885007864151716151945");
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/**
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* Natural logarithm of 2.
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* http://www.worldwideschool.org/library/books/sci/math/
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* MiscellaneousMathematicalConstants/chap58.html
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*/
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static BigDecimal LOG2 = new BigDecimal("0.693147180559945309417232121458176568075" + "50013436025525412068000949339362196969471560586332699641868754200148102057068573" + "368552023575813055703267075163507596193072757082837143519030703862389167347112335" + "011536449795523912047517268157493206515552473413952588295045300709532636664265410" + "423915781495204374043038550080194417064167151864471283996817178454695702627163106" + "454615025720740248163777338963855069526066834113727387372292895649354702576265209" + "885969320196505855476470330679365443254763274495125040606943814710468994650622016" + "772042452452961268794654619316517468139267250410380254625965686914419287160829380" + "317271436778265487756648508567407764845146443994046142260319309673540257444607030" + "809608504748663852313818167675143866747664789088143714198549423151997354880375165" + "861275352916610007105355824987941472950929311389715599820565439287170007218085761" + "025236889213244971389320378439353088774825970171559107088236836275898425891853530" + "243634214367061189236789192372314672321720534016492568727477823445353476481149418" + "642386776774406069562657379600867076257199184734022651462837904883062033061144630" + "073719489002743643965002580936519443041191150608094879306786515887090060520346842" + "973619384128965255653968602219412292420757432175748909770675268711581705113700915" + "894266547859596489065305846025866838294002283300538207400567705304678700184162404" + "418833232798386349001563121889560650553151272199398332030751408426091479001265168" + "243443893572472788205486271552741877243002489794540196187233980860831664811490930" + "667519339312890431641370681397776498176974868903887789991296503619270710889264105" + "230924783917373501229842420499568935992206602204654941510613");
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/**
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* Euler's constant.
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*
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* @param mc
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* The required precision of the result.
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* @return 3.14159...
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* @throws Error
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* @since 2009-05-29
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*/
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static public BigDecimal pi(final MathContext mc) throws Error {
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/* look it up if possible */
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if (mc.getPrecision() < BigDecimalMath.PI.precision()) {
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return BigDecimalMath.PI.round(mc);
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} else {
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/*
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* Broadhurst <a
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* href="http://arxiv.org/abs/math/9803067">arXiv:math/9803067</a>
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*/
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final int[] a = { 1, 0, 0, -1, -1, -1, 0, 0 };
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final BigDecimal S = BigDecimalMath.broadhurstBBP(1, 1, a, mc);
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return BigDecimalMath.multiplyRound(S, 8);
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}
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} /* BigDecimalMath.pi */
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/**
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* Euler-Mascheroni constant.
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*
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* @param mc
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* The required precision of the result.
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* @return 0.577...
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* @throws Error
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* @since 2009-08-13
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*/
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static public BigDecimal gamma(final MathContext mc) throws Error {
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/* look it up if possible */
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if (mc.getPrecision() < BigDecimalMath.GAMMA.precision()) {
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return BigDecimalMath.GAMMA.round(mc);
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} else {
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final double eps = BigDecimalMath.prec2err(0.577, mc.getPrecision());
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/*
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* Euler-Stieltjes as shown in Dilcher, Aequat Math 48 (1) (1994)
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* 55-85
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*/
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MathContext mcloc = SafeMathContext.newMathContext(2 + mc.getPrecision());
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BigDecimal resul = BigDecimal.ONE;
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resul = resul.add(BigDecimalMath.log(2, mcloc));
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resul = resul.subtract(BigDecimalMath.log(3, mcloc));
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/*
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* how many terms: zeta-1 falls as 1/2^(2n+1), so the
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* terms drop faster than 1/2^(4n+2). Set 1/2^(4kmax+2) < eps.
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* Leading term zeta(3)/(4^1*3) is 0.017. Leading zeta(3) is 1.2.
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* Log(2) is 0.7
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*/
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final int kmax = (int) ((Math.log(eps / 0.7) - 2.) / 4.);
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mcloc = SafeMathContext.newMathContext(1 + BigDecimalMath.err2prec(1.2, eps / kmax));
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for (int n = 1;; n++) {
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/*
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* zeta is close to 1. Division of zeta-1 through
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* 4^n*(2n+1) means divion through roughly 2^(2n+1)
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*/
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BigDecimal c = BigDecimalMath.zeta(2 * n + 1, mcloc).subtract(BigDecimal.ONE);
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BigInteger fourn = new BigInteger("" + (2 * n + 1));
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fourn = fourn.shiftLeft(2 * n);
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c = BigDecimalMath.divideRound(c, fourn);
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resul = resul.subtract(c);
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if (c.doubleValue() < 0.1 * eps) {
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break;
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}
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}
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return resul.round(mc);
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}
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} /* BigDecimalMath.gamma */
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/**
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* The square root.
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*
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* @param x
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* the non-negative argument.
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* @param mc
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* @return the square root of the BigDecimal.
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* @since 2008-10-27
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*/
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static public BigDecimal sqrt(final BigDecimal x, final MathContext mc) {
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if (x.compareTo(BigDecimal.ZERO) < 0) {
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throw new ArithmeticException("negative argument " + x.toString() + " of square root");
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}
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if (x.abs().subtract(new BigDecimal(Math.pow(10., -mc.getPrecision()))).compareTo(BigDecimal.ZERO) < 0) {
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return BigDecimalMath.scalePrec(BigDecimal.ZERO, mc);
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}
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/* start the computation from a double precision estimate */
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BigDecimal s = new BigDecimal(Math.sqrt(x.doubleValue()), mc);
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final BigDecimal half = new BigDecimal("2");
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/* increase the local accuracy by 2 digits */
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final MathContext locmc = SafeMathContext.newMathContext(mc.getPrecision() + 2, mc.getRoundingMode());
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/*
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* relative accuracy requested is 10^(-precision)
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*/
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final double eps = Math.pow(10.0, -mc.getPrecision());
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for (;;) {
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/*
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* s = s -(s/2-x/2s); test correction s-x/s for being
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* smaller than the precision requested. The relative correction is
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* 1-x/s^2,
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* (actually half of this, which we use for a little bit of
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* additional protection).
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*/
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if (Math.abs(BigDecimal.ONE.subtract(x.divide(s.pow(2, locmc), locmc)).doubleValue()) <= eps) {
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break;
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}
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s = s.add(x.divide(s, locmc)).divide(half, locmc);
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/* debugging */
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// System.out.println("itr "+x.round(locmc).toString() + " " +
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// s.round(locmc).toString()) ;
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}
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return s;
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} /* BigDecimalMath.sqrt */
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/**
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* The square root.
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*
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* @param x
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* the non-negative argument.
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* @return the square root of the BigDecimal rounded to the precision
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* implied by x.
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* @since 2009-06-25
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*/
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static public BigDecimal sqrt(final BigDecimal x) {
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if (x.compareTo(BigDecimal.ZERO) < 0) {
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throw new ArithmeticException("negative argument " + x.toString() + " of square root");
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}
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return BigDecimalMath.root(2, x);
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} /* BigDecimalMath.sqrt */
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/**
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* The cube root.
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*
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* @param x
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* The argument.
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* @return The cubic root of the BigDecimal rounded to the precision implied
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* by x.
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* The sign of the result is the sign of the argument.
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* @since 2009-08-16
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*/
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static public BigDecimal cbrt(final BigDecimal x) {
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if (x.compareTo(BigDecimal.ZERO) < 0) {
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return BigDecimalMath.root(3, x.negate()).negate();
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} else {
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return BigDecimalMath.root(3, x);
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}
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} /* BigDecimalMath.cbrt */
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/**
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* The integer root.
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*
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* @param n
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* the positive argument.
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* @param x
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* the non-negative argument.
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* @return The n-th root of the BigDecimal rounded to the precision implied
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* by x, x^(1/n).
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* @since 2009-07-30
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*/
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static public BigDecimal root(final int n, final BigDecimal x) {
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if (x.compareTo(BigDecimal.ZERO) < 0) {
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throw new ArithmeticException("negative argument " + x.toString() + " of root");
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}
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if (n <= 0) {
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throw new ArithmeticException("negative power " + n + " of root");
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}
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if (n == 1) {
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return x;
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}
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/* start the computation from a double precision estimate */
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BigDecimal s = new BigDecimal(Math.pow(x.doubleValue(), 1.0 / n));
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/*
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* this creates nth with nominal precision of 1 digit
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*/
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final BigDecimal nth = new BigDecimal(n);
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/*
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* Specify an internal accuracy within the loop which is
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* slightly larger than what is demanded by 'eps' below.
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*/
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final BigDecimal xhighpr = BigDecimalMath.scalePrec(x, 2);
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final MathContext mc = SafeMathContext.newMathContext(2 + x.precision());
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/*
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* Relative accuracy of the result is eps.
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*/
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final double eps = x.ulp().doubleValue() / (2 * n * x.doubleValue());
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for (;;) {
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/*
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* s = s -(s/n-x/n/s^(n-1)) = s-(s-x/s^(n-1))/n; test correction
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* s/n-x/s for being
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* smaller than the precision requested. The relative correction is
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* (1-x/s^n)/n,
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*/
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BigDecimal c = xhighpr.divide(s.pow(n - 1), mc);
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c = s.subtract(c);
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final MathContext locmc = SafeMathContext.newMathContext(c.precision());
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c = c.divide(nth, locmc);
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s = s.subtract(c);
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if (Math.abs(c.doubleValue() / s.doubleValue()) < eps) {
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break;
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}
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}
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return s.round(SafeMathContext.newMathContext(BigDecimalMath.err2prec(eps)));
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} /* BigDecimalMath.root */
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/**
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* The hypotenuse.
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*
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* @param x
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* the first argument.
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* @param y
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* the second argument.
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* @return the square root of the sum of the squares of the two arguments,
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* sqrt(x^2+y^2).
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* @since 2009-06-25
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*/
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static public BigDecimal hypot(final BigDecimal x, final BigDecimal y) {
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/*
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* compute x^2+y^2
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*/
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BigDecimal z = x.pow(2).add(y.pow(2));
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/*
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* truncate to the precision set by x and y. Absolute error =
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* 2*x*xerr+2*y*yerr,
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* where the two errors are 1/2 of the ulp's. Two intermediate protectio
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* digits.
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*/
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final BigDecimal zerr = x.abs().multiply(x.ulp()).add(y.abs().multiply(y.ulp()));
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MathContext mc = SafeMathContext.newMathContext(2 + BigDecimalMath.err2prec(z, zerr));
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/* Pull square root */
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z = BigDecimalMath.sqrt(z.round(mc));
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/*
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* Final rounding. Absolute error in the square root is
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* (y*yerr+x*xerr)/z, where zerr holds 2*(x*xerr+y*yerr).
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*/
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mc = SafeMathContext.newMathContext(BigDecimalMath.err2prec(z.doubleValue(), 0.5 * zerr.doubleValue() / z.doubleValue()));
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return z.round(mc);
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} /* BigDecimalMath.hypot */
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/**
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* The hypotenuse.
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*
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* @param n
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* the first argument.
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* @param x
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* the second argument.
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* @return the square root of the sum of the squares of the two arguments,
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* sqrt(n^2+x^2).
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* @since 2009-08-05
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*/
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static public BigDecimal hypot(final int n, final BigDecimal x) {
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/*
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* compute n^2+x^2 in infinite precision
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*/
|
|
BigDecimal z = new BigDecimal(n).pow(2).add(x.pow(2));
|
|
|
|
/*
|
|
* Truncate to the precision set by x. Absolute error = in z (square of
|
|
* the result) is |2*x*xerr|,
|
|
* where the error is 1/2 of the ulp. Two intermediate protection
|
|
* digits.
|
|
* zerr is a signed value, but used only in conjunction with err2prec(),
|
|
* so this feature does not harm.
|
|
*/
|
|
final double zerr = x.doubleValue() * x.ulp().doubleValue();
|
|
MathContext mc = SafeMathContext.newMathContext(2 + BigDecimalMath.err2prec(z.doubleValue(), zerr));
|
|
|
|
/* Pull square root */
|
|
z = BigDecimalMath.sqrt(z.round(mc));
|
|
|
|
/*
|
|
* Final rounding. Absolute error in the square root is x*xerr/z, where
|
|
* zerr holds 2*x*xerr.
|
|
*/
|
|
mc = SafeMathContext.newMathContext(BigDecimalMath.err2prec(z.doubleValue(), 0.5 * zerr / z.doubleValue()));
|
|
return z.round(mc);
|
|
} /* BigDecimalMath.hypot */
|
|
|
|
/**
|
|
* A suggestion for the maximum numter of terms in the Taylor expansion of
|
|
* the exponential.
|
|
*/
|
|
static private int TAYLOR_NTERM = 8;
|
|
|
|
/**
|
|
* The exponential function.
|
|
*
|
|
* @param x
|
|
* the argument.
|
|
* @return exp(x).
|
|
* The precision of the result is implicitly defined by the
|
|
* precision in the argument.
|
|
* In particular this means that "Invalid Operation" errors are
|
|
* thrown if catastrophic
|
|
* cancellation of digits causes the result to have no valid digits
|
|
* left.
|
|
* @since 2009-05-29
|
|
* @author Richard J. Mathar
|
|
*/
|
|
static public BigDecimal exp(final BigDecimal x) {
|
|
/*
|
|
* To calculate the value if x is negative, use exp(-x) = 1/exp(x)
|
|
*/
|
|
if (x.compareTo(BigDecimal.ZERO) < 0) {
|
|
final BigDecimal invx = BigDecimalMath.exp(x.negate());
|
|
/*
|
|
* Relative error in inverse of invx is the same as the relative
|
|
* errror in invx.
|
|
* This is used to define the precision of the result.
|
|
*/
|
|
final MathContext mc = SafeMathContext.newMathContext(invx.precision());
|
|
return BigDecimal.ONE.divide(invx, mc);
|
|
} else if (x.compareTo(BigDecimal.ZERO) == 0) {
|
|
/*
|
|
* recover the valid number of digits from x.ulp(), if x hits the
|
|
* zero. The x.precision() is 1 then, and does not provide this
|
|
* information.
|
|
*/
|
|
return BigDecimalMath.scalePrec(BigDecimal.ONE, -(int) Math.log10(x.ulp().doubleValue()));
|
|
} else {
|
|
/*
|
|
* Push the number in the Taylor expansion down to a small
|
|
* value where TAYLOR_NTERM terms will do. If x<1, the n-th term is
|
|
* of the order
|
|
* x^n/n!, and equal to both the absolute and relative error of the
|
|
* result
|
|
* since the result is close to 1. The x.ulp() sets the relative and
|
|
* absolute error
|
|
* of the result, as estimated from the first Taylor term.
|
|
* We want x^TAYLOR_NTERM/TAYLOR_NTERM! < x.ulp, which is guaranteed
|
|
* if
|
|
* x^TAYLOR_NTERM < TAYLOR_NTERM*(TAYLOR_NTERM-1)*...*x.ulp.
|
|
*/
|
|
final double xDbl = x.doubleValue();
|
|
final double xUlpDbl = x.ulp().doubleValue();
|
|
if (Math.pow(xDbl, BigDecimalMath.TAYLOR_NTERM) < BigDecimalMath.TAYLOR_NTERM * (BigDecimalMath.TAYLOR_NTERM - 1.0) * (BigDecimalMath.TAYLOR_NTERM - 2.0) * xUlpDbl) {
|
|
/*
|
|
* Add TAYLOR_NTERM terms of the Taylor expansion (Euler's sum
|
|
* formula)
|
|
*/
|
|
BigDecimal resul = BigDecimal.ONE;
|
|
|
|
/* x^i */
|
|
BigDecimal xpowi = BigDecimal.ONE;
|
|
|
|
/* i factorial */
|
|
BigInteger ifac = BigInteger.ONE;
|
|
|
|
/*
|
|
* TAYLOR_NTERM terms to be added means we move x.ulp() to the
|
|
* right
|
|
* for each power of 10 in TAYLOR_NTERM, so the addition won't
|
|
* add noise beyond
|
|
* what's already in x.
|
|
*/
|
|
final MathContext mcTay = SafeMathContext.newMathContext(BigDecimalMath.err2prec(1., xUlpDbl / BigDecimalMath.TAYLOR_NTERM));
|
|
for (int i = 1; i <= BigDecimalMath.TAYLOR_NTERM; i++) {
|
|
ifac = ifac.multiply(new BigInteger("" + i));
|
|
xpowi = xpowi.multiply(x);
|
|
final BigDecimal c = xpowi.divide(new BigDecimal(ifac), mcTay);
|
|
resul = resul.add(c);
|
|
if (Math.abs(xpowi.doubleValue()) < i && Math.abs(c.doubleValue()) < 0.5 * xUlpDbl) {
|
|
break;
|
|
}
|
|
}
|
|
/*
|
|
* exp(x+deltax) = exp(x)(1+deltax) if deltax is <<1. So the
|
|
* relative error
|
|
* in the result equals the absolute error in the argument.
|
|
*/
|
|
final MathContext mc = SafeMathContext.newMathContext(BigDecimalMath.err2prec(xUlpDbl / 2.));
|
|
return resul.round(mc);
|
|
} else {
|
|
/*
|
|
* Compute exp(x) = (exp(0.1*x))^10. Division by 10 does not
|
|
* lead
|
|
* to loss of accuracy.
|
|
*/
|
|
int exSc = (int) (1.0 - Math.log10(BigDecimalMath.TAYLOR_NTERM * (BigDecimalMath.TAYLOR_NTERM - 1.0) * (BigDecimalMath.TAYLOR_NTERM - 2.0) * xUlpDbl / Math.pow(xDbl, BigDecimalMath.TAYLOR_NTERM)) / (BigDecimalMath.TAYLOR_NTERM - 1.0));
|
|
final BigDecimal xby10 = x.scaleByPowerOfTen(-exSc);
|
|
BigDecimal expxby10 = BigDecimalMath.exp(xby10);
|
|
|
|
/*
|
|
* Final powering by 10 means that the relative error of the
|
|
* result
|
|
* is 10 times the relative error of the base (First order
|
|
* binomial expansion).
|
|
* This looses one digit.
|
|
*/
|
|
final MathContext mc = SafeMathContext.newMathContext(expxby10.precision() - exSc);
|
|
/*
|
|
* Rescaling the powers of 10 is done in chunks of a maximum of
|
|
* 8 to avoid an invalid operation
|
|
* response by the BigDecimal.pow library or integer overflow.
|
|
*/
|
|
while (exSc > 0) {
|
|
int exsub = Math.min(8, exSc);
|
|
exSc -= exsub;
|
|
final MathContext mctmp = SafeMathContext.newMathContext(expxby10.precision() - exsub + 2);
|
|
int pex = 1;
|
|
while (exsub-- > 0) {
|
|
pex *= 10;
|
|
}
|
|
expxby10 = expxby10.pow(pex, mctmp);
|
|
}
|
|
return expxby10.round(mc);
|
|
}
|
|
}
|
|
} /* BigDecimalMath.exp */
|
|
|
|
/**
|
|
* The base of the natural logarithm.
|
|
*
|
|
* @param mc
|
|
* the required precision of the result
|
|
* @return exp(1) = 2.71828....
|
|
* @since 2009-05-29
|
|
*/
|
|
static public BigDecimal exp(final MathContext mc) {
|
|
/* look it up if possible */
|
|
if (mc.getPrecision() < BigDecimalMath.E.precision()) {
|
|
return BigDecimalMath.E.round(mc);
|
|
} else {
|
|
/*
|
|
* Instantiate a 1.0 with the requested pseudo-accuracy
|
|
* and delegate the computation to the public method above.
|
|
*/
|
|
final BigDecimal uni = BigDecimalMath.scalePrec(BigDecimal.ONE, mc.getPrecision());
|
|
return BigDecimalMath.exp(uni);
|
|
}
|
|
} /* BigDecimalMath.exp */
|
|
|
|
/**
|
|
* The natural logarithm.
|
|
*
|
|
* @param x
|
|
* the argument.
|
|
* @return ln(x).
|
|
* The precision of the result is implicitly defined by the
|
|
* precision in the argument.
|
|
* @since 2009-05-29
|
|
* @author Richard J. Mathar
|
|
*/
|
|
static public BigDecimal log(final BigDecimal x) {
|
|
/*
|
|
* the value is undefined if x is negative.
|
|
*/
|
|
if (x.compareTo(BigDecimal.ZERO) < 0) {
|
|
throw new ArithmeticException("Cannot take log of negative " + x.toString());
|
|
} else if (x.compareTo(BigDecimal.ONE) == 0) {
|
|
/* log 1. = 0. */
|
|
return BigDecimalMath.scalePrec(BigDecimal.ZERO, x.precision() - 1);
|
|
} else if (Math.abs(x.doubleValue() - 1.0) <= 0.3) {
|
|
/*
|
|
* The standard Taylor series around x=1, z=0, z=x-1.
|
|
* Abramowitz-Stegun 4.124.
|
|
* The absolute error is err(z)/(1+z) = err(x)/x.
|
|
*/
|
|
final BigDecimal z = BigDecimalMath.scalePrec(x.subtract(BigDecimal.ONE), 2);
|
|
BigDecimal zpown = z;
|
|
final double eps = 0.5 * x.ulp().doubleValue() / Math.abs(x.doubleValue());
|
|
BigDecimal resul = z;
|
|
for (int k = 2;; k++) {
|
|
zpown = BigDecimalMath.multiplyRound(zpown, z);
|
|
final BigDecimal c = BigDecimalMath.divideRound(zpown, k);
|
|
if (k % 2 == 0) {
|
|
resul = resul.subtract(c);
|
|
} else {
|
|
resul = resul.add(c);
|
|
}
|
|
if (Math.abs(c.doubleValue()) < eps) {
|
|
break;
|
|
}
|
|
}
|
|
final MathContext mc = SafeMathContext.newMathContext(BigDecimalMath.err2prec(resul.doubleValue(), eps));
|
|
return resul.round(mc);
|
|
} else {
|
|
final double xDbl = x.doubleValue();
|
|
final double xUlpDbl = x.ulp().doubleValue();
|
|
|
|
/*
|
|
* Map log(x) = log root[r](x)^r = r*log( root[r](x)) with the aim
|
|
* to move roor[r](x) near to 1.2 (that is, below the 0.3 appearing
|
|
* above), where log(1.2) is roughly 0.2.
|
|
*/
|
|
int r = (int) (Math.log(xDbl) / 0.2);
|
|
|
|
/*
|
|
* Since the actual requirement is a function of the value 0.3
|
|
* appearing above,
|
|
* we avoid the hypothetical case of endless recurrence by ensuring
|
|
* that r >= 2.
|
|
*/
|
|
r = Math.max(2, r);
|
|
|
|
/*
|
|
* Compute r-th root with 2 additional digits of precision
|
|
*/
|
|
final BigDecimal xhighpr = BigDecimalMath.scalePrec(x, 2);
|
|
BigDecimal resul = BigDecimalMath.root(r, xhighpr);
|
|
resul = BigDecimalMath.log(resul).multiply(new BigDecimal(r));
|
|
|
|
/*
|
|
* error propagation: log(x+errx) = log(x)+errx/x, so the absolute
|
|
* error
|
|
* in the result equals the relative error in the input,
|
|
* xUlpDbl/xDbl .
|
|
*/
|
|
final MathContext mc = SafeMathContext.newMathContext(BigDecimalMath.err2prec(resul.doubleValue(), xUlpDbl / xDbl));
|
|
return resul.round(mc);
|
|
}
|
|
} /* BigDecimalMath.log */
|
|
|
|
/**
|
|
* The natural logarithm.
|
|
*
|
|
* @param n
|
|
* The main argument, a strictly positive integer.
|
|
* @param mc
|
|
* The requirements on the precision.
|
|
* @return ln(n).
|
|
* @since 2009-08-08
|
|
* @author Richard J. Mathar
|
|
* @throws Error
|
|
*/
|
|
static public BigDecimal log(final int n, final MathContext mc) throws Error {
|
|
/*
|
|
* the value is undefined if x is negative.
|
|
*/
|
|
if (n <= 0) {
|
|
throw new ArithmeticException("Cannot take log of negative " + n);
|
|
} else if (n == 1) {
|
|
return BigDecimal.ZERO;
|
|
} else if (n == 2) {
|
|
if (mc.getPrecision() < BigDecimalMath.LOG2.precision()) {
|
|
return BigDecimalMath.LOG2.round(mc);
|
|
} else {
|
|
/*
|
|
* Broadhurst <a
|
|
* href="http://arxiv.org/abs/math/9803067">arXiv:math/9803067</
|
|
* a>
|
|
* Error propagation: the error in log(2) is twice the error in
|
|
* S(2,-5,...).
|
|
*/
|
|
final int[] a = { 2, -5, -2, -7, -2, -5, 2, -3 };
|
|
BigDecimal S = BigDecimalMath.broadhurstBBP(2, 1, a, SafeMathContext.newMathContext(1 + mc.getPrecision()));
|
|
S = S.multiply(new BigDecimal(8));
|
|
S = BigDecimalMath.sqrt(BigDecimalMath.divideRound(S, 3));
|
|
return S.round(mc);
|
|
}
|
|
} else if (n == 3) {
|
|
/*
|
|
* summation of a series roughly proportional to (7/500)^k. Estimate
|
|
* count
|
|
* of terms to estimate the precision (drop the favorable additional
|
|
* 1/k here): 0.013^k <= 10^(-precision), so k*log10(0.013) <=
|
|
* -precision
|
|
* so k>= precision/1.87.
|
|
*/
|
|
final int kmax = (int) (mc.getPrecision() / 1.87);
|
|
MathContext mcloc = SafeMathContext.newMathContext(mc.getPrecision() + 1 + (int) Math.log10(kmax * 0.693 / 1.098));
|
|
BigDecimal log3 = BigDecimalMath.multiplyRound(BigDecimalMath.log(2, mcloc), 19);
|
|
|
|
/*
|
|
* log3 is roughly 1, so absolute and relative error are the same.
|
|
* The
|
|
* result will be divided by 12, so a conservative error is the one
|
|
* already found in mc
|
|
*/
|
|
final double eps = BigDecimalMath.prec2err(1.098, mc.getPrecision()) / kmax;
|
|
final Rational r = new Rational(7153, 524288);
|
|
Rational pk = new Rational(7153, 524288);
|
|
for (int k = 1;; k++) {
|
|
final Rational tmp = pk.divide(k);
|
|
if (tmp.doubleValue() < eps) {
|
|
break;
|
|
}
|
|
|
|
/*
|
|
* how many digits of tmp do we need in the sum?
|
|
*/
|
|
mcloc = SafeMathContext.newMathContext(BigDecimalMath.err2prec(tmp.doubleValue(), eps));
|
|
final BigDecimal c = pk.divide(k).BigDecimalValue(mcloc);
|
|
if (k % 2 != 0) {
|
|
log3 = log3.add(c);
|
|
} else {
|
|
log3 = log3.subtract(c);
|
|
}
|
|
pk = pk.multiply(r);
|
|
}
|
|
log3 = BigDecimalMath.divideRound(log3, 12);
|
|
return log3.round(mc);
|
|
} else if (n == 5) {
|
|
/*
|
|
* summation of a series roughly proportional to (7/160)^k. Estimate
|
|
* count
|
|
* of terms to estimate the precision (drop the favorable additional
|
|
* 1/k here): 0.046^k <= 10^(-precision), so k*log10(0.046) <=
|
|
* -precision
|
|
* so k>= precision/1.33.
|
|
*/
|
|
final int kmax = (int) (mc.getPrecision() / 1.33);
|
|
MathContext mcloc = SafeMathContext.newMathContext(mc.getPrecision() + 1 + (int) Math.log10(kmax * 0.693 / 1.609));
|
|
BigDecimal log5 = BigDecimalMath.multiplyRound(BigDecimalMath.log(2, mcloc), 14);
|
|
|
|
/*
|
|
* log5 is roughly 1.6, so absolute and relative error are the same.
|
|
* The
|
|
* result will be divided by 6, so a conservative error is the one
|
|
* already found in mc
|
|
*/
|
|
final double eps = BigDecimalMath.prec2err(1.6, mc.getPrecision()) / kmax;
|
|
final Rational r = new Rational(759, 16384);
|
|
Rational pk = new Rational(759, 16384);
|
|
for (int k = 1;; k++) {
|
|
final Rational tmp = pk.divide(k);
|
|
if (tmp.doubleValue() < eps) {
|
|
break;
|
|
}
|
|
|
|
/*
|
|
* how many digits of tmp do we need in the sum?
|
|
*/
|
|
mcloc = SafeMathContext.newMathContext(BigDecimalMath.err2prec(tmp.doubleValue(), eps));
|
|
final BigDecimal c = pk.divide(k).BigDecimalValue(mcloc);
|
|
log5 = log5.subtract(c);
|
|
pk = pk.multiply(r);
|
|
}
|
|
log5 = BigDecimalMath.divideRound(log5, 6);
|
|
return log5.round(mc);
|
|
} else if (n == 7) {
|
|
/*
|
|
* summation of a series roughly proportional to (1/8)^k. Estimate
|
|
* count
|
|
* of terms to estimate the precision (drop the favorable additional
|
|
* 1/k here): 0.125^k <= 10^(-precision), so k*log10(0.125) <=
|
|
* -precision
|
|
* so k>= precision/0.903.
|
|
*/
|
|
final int kmax = (int) (mc.getPrecision() / 0.903);
|
|
MathContext mcloc = SafeMathContext.newMathContext(mc.getPrecision() + 1 + (int) Math.log10(kmax * 3 * 0.693 / 1.098));
|
|
BigDecimal log7 = BigDecimalMath.multiplyRound(BigDecimalMath.log(2, mcloc), 3);
|
|
|
|
/*
|
|
* log7 is roughly 1.9, so absolute and relative error are the same.
|
|
*/
|
|
final double eps = BigDecimalMath.prec2err(1.9, mc.getPrecision()) / kmax;
|
|
final Rational r = new Rational(1, 8);
|
|
Rational pk = new Rational(1, 8);
|
|
for (int k = 1;; k++) {
|
|
final Rational tmp = pk.divide(k);
|
|
if (tmp.doubleValue() < eps) {
|
|
break;
|
|
}
|
|
|
|
/*
|
|
* how many digits of tmp do we need in the sum?
|
|
*/
|
|
mcloc = SafeMathContext.newMathContext(BigDecimalMath.err2prec(tmp.doubleValue(), eps));
|
|
final BigDecimal c = pk.divide(k).BigDecimalValue(mcloc);
|
|
log7 = log7.subtract(c);
|
|
pk = pk.multiply(r);
|
|
}
|
|
return log7.round(mc);
|
|
|
|
}
|
|
|
|
else {
|
|
/*
|
|
* At this point one could either forward to the log(BigDecimal)
|
|
* signature (implemented)
|
|
* or decompose n into Ifactors and use an implemenation of all the
|
|
* prime bases.
|
|
* Estimate of the result; convert the mc argument to an absolute
|
|
* error eps
|
|
* log(n+errn) = log(n)+errn/n = log(n)+eps
|
|
*/
|
|
final double res = Math.log(n);
|
|
double eps = BigDecimalMath.prec2err(res, mc.getPrecision());
|
|
/*
|
|
* errn = eps*n, convert absolute error in result to requirement on
|
|
* absolute error in input
|
|
*/
|
|
eps *= n;
|
|
/*
|
|
* Convert this absolute requirement of error in n to a relative
|
|
* error in n
|
|
*/
|
|
final MathContext mcloc = SafeMathContext.newMathContext(1 + BigDecimalMath.err2prec(n, eps));
|
|
/*
|
|
* Padd n with a number of zeros to trigger the required accuracy in
|
|
* the standard signature method
|
|
*/
|
|
final BigDecimal nb = BigDecimalMath.scalePrec(new BigDecimal(n), mcloc);
|
|
return BigDecimalMath.log(nb);
|
|
}
|
|
} /* log */
|
|
|
|
/**
|
|
* The natural logarithm.
|
|
*
|
|
* @param r
|
|
* The main argument, a strictly positive value.
|
|
* @param mc
|
|
* The requirements on the precision.
|
|
* @return ln(r).
|
|
* @since 2009-08-09
|
|
* @author Richard J. Mathar
|
|
*/
|
|
static public BigDecimal log(final Rational r, final MathContext mc) {
|
|
/*
|
|
* the value is undefined if x is negative.
|
|
*/
|
|
if (r.compareTo(Rational.ZERO) <= 0) {
|
|
throw new ArithmeticException("Cannot take log of negative " + r.toString());
|
|
} else if (r.compareTo(Rational.ONE) == 0) {
|
|
return BigDecimal.ZERO;
|
|
} else {
|
|
|
|
/*
|
|
* log(r+epsr) = log(r)+epsr/r. Convert the precision to an absolute
|
|
* error in the result.
|
|
* eps contains the required absolute error of the result, epsr/r.
|
|
*/
|
|
final double eps = BigDecimalMath.prec2err(Math.log(r.doubleValue()), mc.getPrecision());
|
|
|
|
/*
|
|
* Convert this further into a requirement of the relative precision
|
|
* in r, given that
|
|
* epsr/r is also the relative precision of r. Add one safety digit.
|
|
*/
|
|
final MathContext mcloc = SafeMathContext.newMathContext(1 + BigDecimalMath.err2prec(eps));
|
|
|
|
final BigDecimal resul = BigDecimalMath.log(r.BigDecimalValue(mcloc));
|
|
|
|
return resul.round(mc);
|
|
}
|
|
} /* log */
|
|
|
|
/**
|
|
* Power function.
|
|
*
|
|
* @param x
|
|
* Base of the power.
|
|
* @param y
|
|
* Exponent of the power.
|
|
* @return x^y.
|
|
* The estimation of the relative error in the result is
|
|
* |log(x)*err(y)|+|y*err(x)/x|
|
|
* @since 2009-06-01
|
|
*/
|
|
static public BigDecimal pow(final BigDecimal x, final BigDecimal y) {
|
|
if (x.compareTo(BigDecimal.ZERO) < 0) {
|
|
throw new ArithmeticException("Cannot power negative " + x.toString());
|
|
} else if (x.compareTo(BigDecimal.ZERO) == 0) {
|
|
return BigDecimal.ZERO;
|
|
} else {
|
|
/*
|
|
* return x^y = exp(y*log(x)) ;
|
|
*/
|
|
final BigDecimal logx = BigDecimalMath.log(x);
|
|
final BigDecimal ylogx = y.multiply(logx);
|
|
final BigDecimal resul = BigDecimalMath.exp(ylogx);
|
|
|
|
/*
|
|
* The estimation of the relative error in the result is
|
|
* |log(x)*err(y)|+|y*err(x)/x|
|
|
*/
|
|
final double errR = Math.abs(logx.doubleValue() * y.ulp().doubleValue() / 2.) + Math.abs(y.doubleValue() * x.ulp().doubleValue() / 2. / x.doubleValue());
|
|
final MathContext mcR = SafeMathContext.newMathContext(BigDecimalMath.err2prec(1.0, errR));
|
|
return resul.round(mcR);
|
|
}
|
|
} /* BigDecimalMath.pow */
|
|
|
|
/**
|
|
* Raise to an integer power and round.
|
|
*
|
|
* @param x
|
|
* The base.
|
|
* @param n
|
|
* The exponent.
|
|
* @return x^n.
|
|
* @since 2009-08-13
|
|
* @since 2010-05-26 handle also n<0 cases.
|
|
*/
|
|
static public BigDecimal powRound(final BigDecimal x, final int n) {
|
|
/**
|
|
* Special cases: x^1=x and x^0 = 1
|
|
*/
|
|
if (n == 1) {
|
|
return x;
|
|
} else if (n == 0) {
|
|
return BigDecimal.ONE;
|
|
} else {
|
|
/*
|
|
* The relative error in the result is n times the relative error in
|
|
* the input.
|
|
* The estimation is slightly optimistic due to the integer rounding
|
|
* of the logarithm.
|
|
* Since the standard BigDecimal.pow can only handle positive n, we
|
|
* split the algorithm.
|
|
*/
|
|
final MathContext mc = SafeMathContext.newMathContext(x.precision() - (int) Math.log10(Math.abs(n)));
|
|
if (n > 0) {
|
|
return x.pow(n, mc);
|
|
} else {
|
|
return BigDecimal.ONE.divide(x.pow(-n), mc);
|
|
}
|
|
}
|
|
} /* BigDecimalMath.powRound */
|
|
|
|
/**
|
|
* Raise to an integer power and round.
|
|
*
|
|
* @param x
|
|
* The base.
|
|
* @param n
|
|
* The exponent.
|
|
* The current implementation allows n only in the interval of
|
|
* the standard int values.
|
|
* @return x^n.
|
|
* @since 2010-05-26
|
|
*/
|
|
static public BigDecimal powRound(final BigDecimal x, final BigInteger n) {
|
|
/**
|
|
* For now, the implementation forwards to the cases where n
|
|
* is in the range of the standard integers. This might, however, be
|
|
* implemented to decompose larger powers into cascaded calls to smaller
|
|
* ones.
|
|
*/
|
|
if (n.compareTo(Rational.MAX_INT) > 0 || n.compareTo(Rational.MIN_INT) < 0) {
|
|
throw new ProviderException("Not implemented: big power " + n.toString());
|
|
} else {
|
|
return BigDecimalMath.powRound(x, n.intValue());
|
|
}
|
|
} /* BigDecimalMath.powRound */
|
|
|
|
/**
|
|
* Raise to a fractional power and round.
|
|
*
|
|
* @param x
|
|
* The base.
|
|
* Generally enforced to be positive, with the exception of
|
|
* integer exponents where
|
|
* the sign is carried over according to the parity of the
|
|
* exponent.
|
|
* @param q
|
|
* The exponent.
|
|
* @return x^q.
|
|
* @since 2010-05-26
|
|
*/
|
|
static public BigDecimal powRound(final BigDecimal x, final Rational q) {
|
|
/**
|
|
* Special cases: x^1=x and x^0 = 1
|
|
*/
|
|
if (q.compareTo(BigInteger.ONE) == 0) {
|
|
return x;
|
|
} else if (q.signum() == 0) {
|
|
return BigDecimal.ONE;
|
|
} else if (q.isInteger()) {
|
|
/*
|
|
* We are sure that the denominator is positive here, because
|
|
* normalize() has been
|
|
* called during constrution etc.
|
|
*/
|
|
return BigDecimalMath.powRound(x, q.a);
|
|
} else if (x.compareTo(BigDecimal.ZERO) < 0) {
|
|
throw new ArithmeticException("Cannot power negative " + x.toString());
|
|
} else if (q.isIntegerFrac()) {
|
|
/*
|
|
* Newton method with first estimate in double precision.
|
|
* The disadvantage of this first line here is that the result
|
|
* must fit in the
|
|
* standard range of double precision numbers exponents.
|
|
*/
|
|
final double estim = Math.pow(x.doubleValue(), q.doubleValue());
|
|
BigDecimal res = new BigDecimal(estim);
|
|
|
|
/*
|
|
* The error in x^q is q*x^(q-1)*Delta(x).
|
|
* The relative error is q*Delta(x)/x, q times the relative
|
|
* error of x.
|
|
*/
|
|
final BigDecimal reserr = new BigDecimal(0.5 * q.abs().doubleValue() * x.ulp().divide(x.abs(), MathContext.DECIMAL64).doubleValue());
|
|
|
|
/*
|
|
* The main point in branching the cases above is that this
|
|
* conversion
|
|
* will succeed for numerator and denominator of q.
|
|
*/
|
|
final int qa = q.a.intValue();
|
|
final int qb = q.b.intValue();
|
|
|
|
/* Newton iterations. */
|
|
final BigDecimal xpowa = BigDecimalMath.powRound(x, qa);
|
|
for (;;) {
|
|
/*
|
|
* numerator and denominator of the Newton term. The major
|
|
* disadvantage of this implementation is that the updates
|
|
* of the powers
|
|
* of the new estimate are done in full precision calling
|
|
* BigDecimal.pow(),
|
|
* which becomes slow if the denominator of q is large.
|
|
*/
|
|
final BigDecimal nu = res.pow(qb).subtract(xpowa);
|
|
final BigDecimal de = BigDecimalMath.multiplyRound(res.pow(qb - 1), q.b);
|
|
|
|
/* estimated correction */
|
|
BigDecimal eps = nu.divide(de, MathContext.DECIMAL64);
|
|
|
|
final BigDecimal err = res.multiply(reserr, MathContext.DECIMAL64);
|
|
final int precDiv = 2 + BigDecimalMath.err2prec(eps, err);
|
|
if (precDiv <= 0) {
|
|
/*
|
|
* The case when the precision is already reached and
|
|
* any precision
|
|
* will do.
|
|
*/
|
|
eps = nu.divide(de, MathContext.DECIMAL32);
|
|
} else {
|
|
final MathContext mc = SafeMathContext.newMathContext(precDiv);
|
|
eps = nu.divide(de, mc);
|
|
}
|
|
|
|
res = BigDecimalMath.subtractRound(res, eps);
|
|
/*
|
|
* reached final precision if the relative error fell below
|
|
* reserr,
|
|
* |eps/res| < reserr
|
|
*/
|
|
if (eps.divide(res, MathContext.DECIMAL64).abs().compareTo(reserr) < 0) {
|
|
/*
|
|
* delete the bits of extra precision kept in this
|
|
* working copy.
|
|
*/
|
|
final MathContext mc = SafeMathContext.newMathContext(BigDecimalMath.err2prec(reserr.doubleValue()));
|
|
return res.round(mc);
|
|
}
|
|
}
|
|
} else {
|
|
/*
|
|
* The error in x^q is q*x^(q-1)*Delta(x) + Delta(q)*x^q*log(x).
|
|
* The relative error is q/x*Delta(x) + Delta(q)*log(x). Convert
|
|
* q to a floating point
|
|
* number such that its relative error becomes negligible:
|
|
* Delta(q)/q << Delta(x)/x/log(x) .
|
|
*/
|
|
final int precq = 3 + BigDecimalMath.err2prec(x.ulp().divide(x, MathContext.DECIMAL64).doubleValue() / Math.log(x.doubleValue()));
|
|
final MathContext mc = SafeMathContext.newMathContext(precq);
|
|
|
|
/*
|
|
* Perform the actual calculation as exponentiation of two
|
|
* floating point numbers.
|
|
*/
|
|
return BigDecimalMath.pow(x, q.BigDecimalValue(mc));
|
|
}
|
|
} /* BigDecimalMath.powRound */
|
|
|
|
/**
|
|
* Trigonometric sine.
|
|
*
|
|
* @param x
|
|
* The argument in radians.
|
|
* @return sin(x) in the range -1 to 1.
|
|
* @throws Error
|
|
* @since 2009-06-01
|
|
*/
|
|
static public BigDecimal sin(final BigDecimal x) throws Error {
|
|
if (x.compareTo(BigDecimal.ZERO) < 0) {
|
|
return BigDecimalMath.sin(x.negate()).negate();
|
|
} else if (x.compareTo(BigDecimal.ZERO) == 0) {
|
|
return BigDecimal.ZERO;
|
|
} else {
|
|
/*
|
|
* reduce modulo 2pi
|
|
*/
|
|
final BigDecimal res = BigDecimalMath.mod2pi(x);
|
|
final double errpi = 0.5 * Math.abs(x.ulp().doubleValue());
|
|
MathContext mc = SafeMathContext.newMathContext(2 + BigDecimalMath.err2prec(3.14159, errpi));
|
|
final BigDecimal p = BigDecimalMath.pi(mc);
|
|
mc = SafeMathContext.newMathContext(x.precision());
|
|
if (res.compareTo(p) > 0) {
|
|
/*
|
|
* pi<x<=2pi: sin(x)= - sin(x-pi)
|
|
*/
|
|
return BigDecimalMath.sin(BigDecimalMath.subtractRound(res, p)).negate();
|
|
} else if (res.multiply(new BigDecimal("2")).compareTo(p) > 0) {
|
|
/*
|
|
* pi/2<x<=pi: sin(x)= sin(pi-x)
|
|
*/
|
|
return BigDecimalMath.sin(BigDecimalMath.subtractRound(p, res));
|
|
} else /*
|
|
* for the range 0<=x<Pi/2 one could use sin(2x)=2sin(x)cos(x)
|
|
* to split this further. Here, use the sine up to pi/4 and the
|
|
* cosine higher up.
|
|
*/
|
|
if (res.multiply(new BigDecimal("4")).compareTo(p) > 0) {
|
|
/*
|
|
* x>pi/4: sin(x) = cos(pi/2-x)
|
|
*/
|
|
return BigDecimalMath.cos(BigDecimalMath.subtractRound(p.divide(new BigDecimal("2")), res));
|
|
} else {
|
|
/*
|
|
* Simple Taylor expansion, sum_{i=1..infinity}
|
|
* (-1)^(..)res^(2i+1)/(2i+1)!
|
|
*/
|
|
BigDecimal resul = res;
|
|
|
|
/* x^i */
|
|
BigDecimal xpowi = res;
|
|
|
|
/* 2i+1 factorial */
|
|
BigInteger ifac = BigInteger.ONE;
|
|
|
|
/*
|
|
* The error in the result is set by the error in x itself.
|
|
*/
|
|
final double xUlpDbl = res.ulp().doubleValue();
|
|
|
|
/*
|
|
* The error in the result is set by the error in x itself.
|
|
* We need at most k terms to squeeze x^(2k+1)/(2k+1)! below
|
|
* this value.
|
|
* x^(2k+1) < x.ulp; (2k+1)*log10(x) < -x.precision;
|
|
* 2k*log10(x)< -x.precision;
|
|
* 2k*(-log10(x)) > x.precision; 2k*log10(1/x) > x.precision
|
|
*/
|
|
final int k = (int) (res.precision() / Math.log10(1.0 / res.doubleValue())) / 2;
|
|
final MathContext mcTay = SafeMathContext.newMathContext(BigDecimalMath.err2prec(res.doubleValue(), xUlpDbl / k));
|
|
for (int i = 1;; i++) {
|
|
/*
|
|
* TBD: at which precision will 2*i or 2*i+1 overflow?
|
|
*/
|
|
ifac = ifac.multiply(new BigInteger("" + 2 * i));
|
|
ifac = ifac.multiply(new BigInteger("" + (2 * i + 1)));
|
|
xpowi = xpowi.multiply(res).multiply(res).negate();
|
|
final BigDecimal corr = xpowi.divide(new BigDecimal(ifac), mcTay);
|
|
resul = resul.add(corr);
|
|
if (corr.abs().doubleValue() < 0.5 * xUlpDbl) {
|
|
break;
|
|
}
|
|
}
|
|
/*
|
|
* The error in the result is set by the error in x itself.
|
|
*/
|
|
mc = SafeMathContext.newMathContext(res.precision());
|
|
return resul.round(mc);
|
|
}
|
|
}
|
|
} /* sin */
|
|
|
|
/**
|
|
* Trigonometric cosine.
|
|
*
|
|
* @param x
|
|
* The argument in radians.
|
|
* @return cos(x) in the range -1 to 1.
|
|
* @throws Error
|
|
* @since 2009-06-01
|
|
*/
|
|
static public BigDecimal cos(final BigDecimal x) throws Error {
|
|
if (x.compareTo(BigDecimal.ZERO) < 0) {
|
|
return BigDecimalMath.cos(x.negate());
|
|
} else if (x.compareTo(BigDecimal.ZERO) == 0) {
|
|
return BigDecimal.ONE;
|
|
} else {
|
|
/*
|
|
* reduce modulo 2pi
|
|
*/
|
|
final BigDecimal res = BigDecimalMath.mod2pi(x);
|
|
final double errpi = 0.5 * Math.abs(x.ulp().doubleValue());
|
|
MathContext mc = SafeMathContext.newMathContext(2 + BigDecimalMath.err2prec(3.14159, errpi));
|
|
final BigDecimal p = BigDecimalMath.pi(mc);
|
|
mc = SafeMathContext.newMathContext(x.precision());
|
|
if (res.compareTo(p) > 0) {
|
|
/*
|
|
* pi<x<=2pi: cos(x)= - cos(x-pi)
|
|
*/
|
|
return BigDecimalMath.cos(BigDecimalMath.subtractRound(res, p)).negate();
|
|
} else if (res.multiply(new BigDecimal("2")).compareTo(p) > 0) {
|
|
/*
|
|
* pi/2<x<=pi: cos(x)= -cos(pi-x)
|
|
*/
|
|
return BigDecimalMath.cos(BigDecimalMath.subtractRound(p, res)).negate();
|
|
} else /*
|
|
* for the range 0<=x<Pi/2 one could use cos(2x)= 1-2*sin^2(x)
|
|
* to split this further, or use the cos up to pi/4 and the sine
|
|
* higher up.
|
|
* throw new ProviderException("Not implemented: cosine ") ;
|
|
*/
|
|
if (res.multiply(new BigDecimal("4")).compareTo(p) > 0) {
|
|
/*
|
|
* x>pi/4: cos(x) = sin(pi/2-x)
|
|
*/
|
|
return BigDecimalMath.sin(BigDecimalMath.subtractRound(p.divide(new BigDecimal("2")), res));
|
|
} else {
|
|
/*
|
|
* Simple Taylor expansion, sum_{i=0..infinity}
|
|
* (-1)^(..)res^(2i)/(2i)!
|
|
*/
|
|
BigDecimal resul = BigDecimal.ONE;
|
|
|
|
/* x^i */
|
|
BigDecimal xpowi = BigDecimal.ONE;
|
|
|
|
/* 2i factorial */
|
|
BigInteger ifac = BigInteger.ONE;
|
|
|
|
/*
|
|
* The absolute error in the result is the error in x^2/2
|
|
* which is x times the error in x.
|
|
*/
|
|
final double xUlpDbl = 0.5 * res.ulp().doubleValue() * res.doubleValue();
|
|
|
|
/*
|
|
* The error in the result is set by the error in x^2/2
|
|
* itself, xUlpDbl.
|
|
* We need at most k terms to push x^(2k+1)/(2k+1)! below
|
|
* this value.
|
|
* x^(2k) < xUlpDbl; (2k)*log(x) < log(xUlpDbl);
|
|
*/
|
|
final int k = (int) (Math.log(xUlpDbl) / Math.log(res.doubleValue())) / 2;
|
|
final MathContext mcTay = SafeMathContext.newMathContext(BigDecimalMath.err2prec(1., xUlpDbl / k));
|
|
for (int i = 1;; i++) {
|
|
/*
|
|
* TBD: at which precision will 2*i-1 or 2*i overflow?
|
|
*/
|
|
ifac = ifac.multiply(new BigInteger("" + (2 * i - 1)));
|
|
ifac = ifac.multiply(new BigInteger("" + 2 * i));
|
|
xpowi = xpowi.multiply(res).multiply(res).negate();
|
|
final BigDecimal corr = xpowi.divide(new BigDecimal(ifac), mcTay);
|
|
resul = resul.add(corr);
|
|
if (corr.abs().doubleValue() < 0.5 * xUlpDbl) {
|
|
break;
|
|
}
|
|
}
|
|
/*
|
|
* The error in the result is governed by the error in x
|
|
* itself.
|
|
*/
|
|
mc = SafeMathContext.newMathContext(BigDecimalMath.err2prec(resul.doubleValue(), xUlpDbl));
|
|
return resul.round(mc);
|
|
}
|
|
}
|
|
} /* BigDecimalMath.cos */
|
|
|
|
/**
|
|
* The trigonometric tangent.
|
|
*
|
|
* @param x
|
|
* the argument in radians.
|
|
* @return the tan(x)
|
|
* @throws Error
|
|
*/
|
|
static public BigDecimal tan(final BigDecimal x) throws Error {
|
|
if (x.compareTo(BigDecimal.ZERO) == 0) {
|
|
return BigDecimal.ZERO;
|
|
} else if (x.compareTo(BigDecimal.ZERO) < 0) {
|
|
return BigDecimalMath.tan(x.negate()).negate();
|
|
} else {
|
|
/*
|
|
* reduce modulo pi
|
|
*/
|
|
final BigDecimal res = BigDecimalMath.modpi(x);
|
|
|
|
/*
|
|
* absolute error in the result is err(x)/cos^2(x) to lowest order
|
|
*/
|
|
final double xDbl = res.doubleValue();
|
|
final double xUlpDbl = x.ulp().doubleValue() / 2.;
|
|
final double eps = xUlpDbl / 2. / Math.pow(Math.cos(xDbl), 2.);
|
|
|
|
if (xDbl > 0.8) {
|
|
/* tan(x) = 1/cot(x) */
|
|
final BigDecimal co = BigDecimalMath.cot(x);
|
|
final MathContext mc = SafeMathContext.newMathContext(BigDecimalMath.err2prec(1. / co.doubleValue(), eps));
|
|
return BigDecimal.ONE.divide(co, mc);
|
|
} else {
|
|
final BigDecimal xhighpr = BigDecimalMath.scalePrec(res, 2);
|
|
final BigDecimal xhighprSq = BigDecimalMath.multiplyRound(xhighpr, xhighpr);
|
|
|
|
BigDecimal resul = xhighpr.plus();
|
|
|
|
/* x^(2i+1) */
|
|
BigDecimal xpowi = xhighpr;
|
|
|
|
final Bernoulli b = new Bernoulli();
|
|
|
|
/* 2^(2i) */
|
|
BigInteger fourn = new BigInteger("4");
|
|
/* (2i)! */
|
|
BigInteger fac = new BigInteger("2");
|
|
|
|
for (int i = 2;; i++) {
|
|
Rational f = b.at(2 * i).abs();
|
|
fourn = fourn.shiftLeft(2);
|
|
fac = fac.multiply(new BigInteger("" + 2 * i)).multiply(new BigInteger("" + (2 * i - 1)));
|
|
f = f.multiply(fourn).multiply(fourn.subtract(BigInteger.ONE)).divide(fac);
|
|
xpowi = BigDecimalMath.multiplyRound(xpowi, xhighprSq);
|
|
final BigDecimal c = BigDecimalMath.multiplyRound(xpowi, f);
|
|
resul = resul.add(c);
|
|
if (Math.abs(c.doubleValue()) < 0.1 * eps) {
|
|
break;
|
|
}
|
|
}
|
|
final MathContext mc = SafeMathContext.newMathContext(BigDecimalMath.err2prec(resul.doubleValue(), eps));
|
|
return resul.round(mc);
|
|
}
|
|
}
|
|
} /* BigDecimalMath.tan */
|
|
|
|
/**
|
|
* The trigonometric co-tangent.
|
|
*
|
|
* @param x
|
|
* the argument in radians.
|
|
* @return the cot(x)
|
|
* @throws Error
|
|
* @since 2009-07-31
|
|
*/
|
|
static public BigDecimal cot(final BigDecimal x) throws Error {
|
|
if (x.compareTo(BigDecimal.ZERO) == 0) {
|
|
throw new ArithmeticException("Cannot take cot of zero " + x.toString());
|
|
} else if (x.compareTo(BigDecimal.ZERO) < 0) {
|
|
return BigDecimalMath.cot(x.negate()).negate();
|
|
} else {
|
|
/*
|
|
* reduce modulo pi
|
|
*/
|
|
final BigDecimal res = BigDecimalMath.modpi(x);
|
|
|
|
/*
|
|
* absolute error in the result is err(x)/sin^2(x) to lowest order
|
|
*/
|
|
final double xDbl = res.doubleValue();
|
|
final double xUlpDbl = x.ulp().doubleValue() / 2.;
|
|
final double eps = xUlpDbl / 2. / Math.pow(Math.sin(xDbl), 2.);
|
|
|
|
final BigDecimal xhighpr = BigDecimalMath.scalePrec(res, 2);
|
|
final BigDecimal xhighprSq = BigDecimalMath.multiplyRound(xhighpr, xhighpr);
|
|
|
|
MathContext mc = SafeMathContext.newMathContext(BigDecimalMath.err2prec(xhighpr.doubleValue(), eps));
|
|
BigDecimal resul = BigDecimal.ONE.divide(xhighpr, mc);
|
|
|
|
/* x^(2i-1) */
|
|
BigDecimal xpowi = xhighpr;
|
|
|
|
final Bernoulli b = new Bernoulli();
|
|
|
|
/* 2^(2i) */
|
|
BigInteger fourn = new BigInteger("4");
|
|
/* (2i)! */
|
|
BigInteger fac = BigInteger.ONE;
|
|
|
|
for (int i = 1;; i++) {
|
|
Rational f = b.at(2 * i);
|
|
fac = fac.multiply(new BigInteger("" + 2 * i)).multiply(new BigInteger("" + (2 * i - 1)));
|
|
f = f.multiply(fourn).divide(fac);
|
|
final BigDecimal c = BigDecimalMath.multiplyRound(xpowi, f);
|
|
if (i % 2 == 0) {
|
|
resul = resul.add(c);
|
|
} else {
|
|
resul = resul.subtract(c);
|
|
}
|
|
if (Math.abs(c.doubleValue()) < 0.1 * eps) {
|
|
break;
|
|
}
|
|
|
|
fourn = fourn.shiftLeft(2);
|
|
xpowi = BigDecimalMath.multiplyRound(xpowi, xhighprSq);
|
|
}
|
|
mc = SafeMathContext.newMathContext(BigDecimalMath.err2prec(resul.doubleValue(), eps));
|
|
return resul.round(mc);
|
|
}
|
|
} /* BigDecimalMath.cot */
|
|
|
|
/**
|
|
* The inverse trigonometric sine.
|
|
*
|
|
* @param x
|
|
* the argument.
|
|
* @return the arcsin(x) in radians.
|
|
* @throws Error
|
|
*/
|
|
static public BigDecimal asin(final BigDecimal x) throws Error {
|
|
if (x.compareTo(BigDecimal.ONE) > 0 || x.compareTo(BigDecimal.ONE.negate()) < 0) {
|
|
throw new ArithmeticException("Out of range argument " + x.toString() + " of asin");
|
|
} else if (x.compareTo(BigDecimal.ZERO) == 0) {
|
|
return BigDecimal.ZERO;
|
|
} else if (x.compareTo(BigDecimal.ONE) == 0) {
|
|
/*
|
|
* arcsin(1) = pi/2
|
|
*/
|
|
final double errpi = Math.sqrt(x.ulp().doubleValue());
|
|
final MathContext mc = SafeMathContext.newMathContext(BigDecimalMath.err2prec(3.14159, errpi));
|
|
return BigDecimalMath.pi(mc).divide(new BigDecimal(2));
|
|
} else if (x.compareTo(BigDecimal.ZERO) < 0) {
|
|
return BigDecimalMath.asin(x.negate()).negate();
|
|
} else if (x.doubleValue() > 0.7) {
|
|
final BigDecimal xCompl = BigDecimal.ONE.subtract(x);
|
|
final double xDbl = x.doubleValue();
|
|
final double xUlpDbl = x.ulp().doubleValue() / 2.;
|
|
final double eps = xUlpDbl / 2. / Math.sqrt(1. - Math.pow(xDbl, 2.));
|
|
|
|
final BigDecimal xhighpr = BigDecimalMath.scalePrec(xCompl, 3);
|
|
final BigDecimal xhighprV = BigDecimalMath.divideRound(xhighpr, 4);
|
|
|
|
BigDecimal resul = BigDecimal.ONE;
|
|
|
|
/* x^(2i+1) */
|
|
BigDecimal xpowi = BigDecimal.ONE;
|
|
|
|
/* i factorial */
|
|
BigInteger ifacN = BigInteger.ONE;
|
|
BigInteger ifacD = BigInteger.ONE;
|
|
|
|
for (int i = 1;; i++) {
|
|
ifacN = ifacN.multiply(new BigInteger("" + (2 * i - 1)));
|
|
ifacD = ifacD.multiply(new BigInteger("" + i));
|
|
if (i == 1) {
|
|
xpowi = xhighprV;
|
|
} else {
|
|
xpowi = BigDecimalMath.multiplyRound(xpowi, xhighprV);
|
|
}
|
|
final BigDecimal c = BigDecimalMath.divideRound(BigDecimalMath.multiplyRound(xpowi, ifacN), ifacD.multiply(new BigInteger("" + (2 * i + 1))));
|
|
resul = resul.add(c);
|
|
/*
|
|
* series started 1+x/12+... which yields an estimate of the
|
|
* sum's error
|
|
*/
|
|
if (Math.abs(c.doubleValue()) < xUlpDbl / 120.) {
|
|
break;
|
|
}
|
|
}
|
|
/*
|
|
* sqrt(2*z)*(1+...)
|
|
*/
|
|
xpowi = BigDecimalMath.sqrt(xhighpr.multiply(new BigDecimal(2)));
|
|
resul = BigDecimalMath.multiplyRound(xpowi, resul);
|
|
|
|
MathContext mc = SafeMathContext.newMathContext(resul.precision());
|
|
final BigDecimal pihalf = BigDecimalMath.pi(mc).divide(new BigDecimal(2));
|
|
|
|
mc = SafeMathContext.newMathContext(BigDecimalMath.err2prec(resul.doubleValue(), eps));
|
|
return pihalf.subtract(resul, mc);
|
|
} else {
|
|
/*
|
|
* absolute error in the result is err(x)/sqrt(1-x^2) to lowest
|
|
* order
|
|
*/
|
|
final double xDbl = x.doubleValue();
|
|
final double xUlpDbl = x.ulp().doubleValue() / 2.;
|
|
final double eps = xUlpDbl / 2. / Math.sqrt(1. - Math.pow(xDbl, 2.));
|
|
|
|
final BigDecimal xhighpr = BigDecimalMath.scalePrec(x, 2);
|
|
final BigDecimal xhighprSq = BigDecimalMath.multiplyRound(xhighpr, xhighpr);
|
|
|
|
BigDecimal resul = xhighpr.plus();
|
|
|
|
/* x^(2i+1) */
|
|
BigDecimal xpowi = xhighpr;
|
|
|
|
/* i factorial */
|
|
BigInteger ifacN = BigInteger.ONE;
|
|
BigInteger ifacD = BigInteger.ONE;
|
|
|
|
for (int i = 1;; i++) {
|
|
ifacN = ifacN.multiply(new BigInteger("" + (2 * i - 1)));
|
|
ifacD = ifacD.multiply(new BigInteger("" + 2 * i));
|
|
xpowi = BigDecimalMath.multiplyRound(xpowi, xhighprSq);
|
|
final BigDecimal c = BigDecimalMath.divideRound(BigDecimalMath.multiplyRound(xpowi, ifacN), ifacD.multiply(new BigInteger("" + (2 * i + 1))));
|
|
resul = resul.add(c);
|
|
if (Math.abs(c.doubleValue()) < 0.1 * eps) {
|
|
break;
|
|
}
|
|
}
|
|
final MathContext mc = SafeMathContext.newMathContext(BigDecimalMath.err2prec(resul.doubleValue(), eps));
|
|
return resul.round(mc);
|
|
}
|
|
} /* BigDecimalMath.asin */
|
|
|
|
/**
|
|
* The inverse trigonometric cosine.
|
|
*
|
|
* @param x
|
|
* the argument.
|
|
* @return the arccos(x) in radians.
|
|
* @throws Error
|
|
* @since 2009-09-29
|
|
*/
|
|
static public BigDecimal acos(final BigDecimal x) throws Error {
|
|
/*
|
|
* Essentially forwarded to pi/2 - asin(x)
|
|
*/
|
|
final BigDecimal xhighpr = BigDecimalMath.scalePrec(x, 2);
|
|
BigDecimal resul = BigDecimalMath.asin(xhighpr);
|
|
double eps = resul.ulp().doubleValue() / 2.;
|
|
|
|
MathContext mc = SafeMathContext.newMathContext(BigDecimalMath.err2prec(3.14159, eps));
|
|
final BigDecimal pihalf = BigDecimalMath.pi(mc).divide(new BigDecimal(2));
|
|
resul = pihalf.subtract(resul);
|
|
|
|
/*
|
|
* absolute error in the result is err(x)/sqrt(1-x^2) to lowest order
|
|
*/
|
|
final double xDbl = x.doubleValue();
|
|
final double xUlpDbl = x.ulp().doubleValue() / 2.;
|
|
eps = xUlpDbl / 2. / Math.sqrt(1. - Math.pow(xDbl, 2.));
|
|
|
|
mc = SafeMathContext.newMathContext(BigDecimalMath.err2prec(resul.doubleValue(), eps));
|
|
return resul.round(mc);
|
|
|
|
} /* BigDecimalMath.acos */
|
|
|
|
/**
|
|
* The inverse trigonometric tangent.
|
|
*
|
|
* @param x
|
|
* the argument.
|
|
* @return the principal value of arctan(x) in radians in the range -pi/2 to
|
|
* +pi/2.
|
|
* @throws Error
|
|
* @since 2009-08-03
|
|
*/
|
|
static public BigDecimal atan(final BigDecimal x) throws Error {
|
|
if (x.compareTo(BigDecimal.ZERO) < 0) {
|
|
return BigDecimalMath.atan(x.negate()).negate();
|
|
} else if (x.compareTo(BigDecimal.ZERO) == 0) {
|
|
return BigDecimal.ZERO;
|
|
} else if (x.doubleValue() > 0.7 && x.doubleValue() < 3.0) {
|
|
/*
|
|
* Abramowitz-Stegun 4.4.34 convergence acceleration
|
|
* 2*arctan(x) = arctan(2x/(1-x^2)) = arctan(y). x=(sqrt(1+y^2)-1)/y
|
|
* This maps 0<=y<=3 to 0<=x<=0.73 roughly. Temporarily with 2
|
|
* protectionist digits.
|
|
*/
|
|
final BigDecimal y = BigDecimalMath.scalePrec(x, 2);
|
|
final BigDecimal newx = BigDecimalMath.divideRound(BigDecimalMath.hypot(1, y).subtract(BigDecimal.ONE), y);
|
|
|
|
/* intermediate result with too optimistic error estimate */
|
|
final BigDecimal resul = BigDecimalMath.multiplyRound(BigDecimalMath.atan(newx), 2);
|
|
|
|
/*
|
|
* absolute error in the result is errx/(1+x^2), where errx = half
|
|
* of the ulp.
|
|
*/
|
|
final double eps = x.ulp().doubleValue() / (2.0 * Math.hypot(1.0, x.doubleValue()));
|
|
final MathContext mc = SafeMathContext.newMathContext(BigDecimalMath.err2prec(resul.doubleValue(), eps));
|
|
return resul.round(mc);
|
|
} else if (x.doubleValue() < 0.71) {
|
|
/* Taylor expansion around x=0; Abramowitz-Stegun 4.4.42 */
|
|
|
|
final BigDecimal xhighpr = BigDecimalMath.scalePrec(x, 2);
|
|
final BigDecimal xhighprSq = BigDecimalMath.multiplyRound(xhighpr, xhighpr).negate();
|
|
|
|
BigDecimal resul = xhighpr.plus();
|
|
|
|
/* signed x^(2i+1) */
|
|
BigDecimal xpowi = xhighpr;
|
|
|
|
/*
|
|
* absolute error in the result is errx/(1+x^2), where errx = half
|
|
* of the ulp.
|
|
*/
|
|
final double eps = x.ulp().doubleValue() / (2.0 * Math.hypot(1.0, x.doubleValue()));
|
|
|
|
for (int i = 1;; i++) {
|
|
xpowi = BigDecimalMath.multiplyRound(xpowi, xhighprSq);
|
|
final BigDecimal c = BigDecimalMath.divideRound(xpowi, 2 * i + 1);
|
|
|
|
resul = resul.add(c);
|
|
if (Math.abs(c.doubleValue()) < 0.1 * eps) {
|
|
break;
|
|
}
|
|
}
|
|
final MathContext mc = SafeMathContext.newMathContext(BigDecimalMath.err2prec(resul.doubleValue(), eps));
|
|
return resul.round(mc);
|
|
} else {
|
|
/* Taylor expansion around x=infinity; Abramowitz-Stegun 4.4.42 */
|
|
|
|
/*
|
|
* absolute error in the result is errx/(1+x^2), where errx = half
|
|
* of the ulp.
|
|
*/
|
|
final double eps = x.ulp().doubleValue() / (2.0 * Math.hypot(1.0, x.doubleValue()));
|
|
|
|
/*
|
|
* start with the term pi/2; gather its precision relative to the
|
|
* expected result
|
|
*/
|
|
MathContext mc = SafeMathContext.newMathContext(2 + BigDecimalMath.err2prec(3.1416, eps));
|
|
final BigDecimal onepi = BigDecimalMath.pi(mc);
|
|
BigDecimal resul = onepi.divide(new BigDecimal(2));
|
|
|
|
final BigDecimal xhighpr = BigDecimalMath.divideRound(-1, BigDecimalMath.scalePrec(x, 2));
|
|
final BigDecimal xhighprSq = BigDecimalMath.multiplyRound(xhighpr, xhighpr).negate();
|
|
|
|
/* signed x^(2i+1) */
|
|
BigDecimal xpowi = xhighpr;
|
|
|
|
for (int i = 0;; i++) {
|
|
final BigDecimal c = BigDecimalMath.divideRound(xpowi, 2 * i + 1);
|
|
|
|
resul = resul.add(c);
|
|
if (Math.abs(c.doubleValue()) < 0.1 * eps) {
|
|
break;
|
|
}
|
|
xpowi = BigDecimalMath.multiplyRound(xpowi, xhighprSq);
|
|
}
|
|
mc = SafeMathContext.newMathContext(BigDecimalMath.err2prec(resul.doubleValue(), eps));
|
|
return resul.round(mc);
|
|
}
|
|
} /* BigDecimalMath.atan */
|
|
|
|
/**
|
|
* The hyperbolic cosine.
|
|
*
|
|
* @param x
|
|
* The argument.
|
|
* @return The cosh(x) = (exp(x)+exp(-x))/2 .
|
|
* @author Richard J. Mathar
|
|
* @throws Error
|
|
* @since 2009-08-19
|
|
*/
|
|
static public BigDecimal cosh(final BigDecimal x) throws Error {
|
|
if (x.compareTo(BigDecimal.ZERO) < 0) {
|
|
return BigDecimalMath.cos(x.negate());
|
|
} else if (x.compareTo(BigDecimal.ZERO) == 0) {
|
|
return BigDecimal.ONE;
|
|
} else if (x.doubleValue() > 1.5) {
|
|
/*
|
|
* cosh^2(x) = 1+ sinh^2(x).
|
|
*/
|
|
return BigDecimalMath.hypot(1, BigDecimalMath.sinh(x));
|
|
} else {
|
|
final BigDecimal xhighpr = BigDecimalMath.scalePrec(x, 2);
|
|
/* Simple Taylor expansion, sum_{0=1..infinity} x^(2i)/(2i)! */
|
|
BigDecimal resul = BigDecimal.ONE;
|
|
|
|
/* x^i */
|
|
BigDecimal xpowi = BigDecimal.ONE;
|
|
|
|
/* 2i factorial */
|
|
BigInteger ifac = BigInteger.ONE;
|
|
|
|
/*
|
|
* The absolute error in the result is the error in x^2/2 which
|
|
* is x times the error in x.
|
|
*/
|
|
final double xUlpDbl = 0.5 * x.ulp().doubleValue() * x.doubleValue();
|
|
|
|
/*
|
|
* The error in the result is set by the error in x^2/2 itself,
|
|
* xUlpDbl.
|
|
* We need at most k terms to push x^(2k)/(2k)! below this
|
|
* value.
|
|
* x^(2k) < xUlpDbl; (2k)*log(x) < log(xUlpDbl);
|
|
*/
|
|
final int k = (int) (Math.log(xUlpDbl) / Math.log(x.doubleValue())) / 2;
|
|
|
|
/*
|
|
* The individual terms are all smaller than 1, so an estimate
|
|
* of 1.0 for
|
|
* the absolute value will give a safe relative error estimate
|
|
* for the indivdual terms
|
|
*/
|
|
final MathContext mcTay = SafeMathContext.newMathContext(BigDecimalMath.err2prec(1., xUlpDbl / k));
|
|
for (int i = 1;; i++) {
|
|
/*
|
|
* TBD: at which precision will 2*i-1 or 2*i overflow?
|
|
*/
|
|
ifac = ifac.multiply(new BigInteger("" + (2 * i - 1)));
|
|
ifac = ifac.multiply(new BigInteger("" + 2 * i));
|
|
xpowi = xpowi.multiply(xhighpr).multiply(xhighpr);
|
|
final BigDecimal corr = xpowi.divide(new BigDecimal(ifac), mcTay);
|
|
resul = resul.add(corr);
|
|
if (corr.abs().doubleValue() < 0.5 * xUlpDbl) {
|
|
break;
|
|
}
|
|
}
|
|
/*
|
|
* The error in the result is governed by the error in x itself.
|
|
*/
|
|
final MathContext mc = SafeMathContext.newMathContext(BigDecimalMath.err2prec(resul.doubleValue(), xUlpDbl));
|
|
return resul.round(mc);
|
|
}
|
|
} /* BigDecimalMath.cosh */
|
|
|
|
/**
|
|
* The hyperbolic sine.
|
|
*
|
|
* @param x
|
|
* the argument.
|
|
* @return the sinh(x) = (exp(x)-exp(-x))/2 .
|
|
* @author Richard J. Mathar
|
|
* @throws Error
|
|
* @since 2009-08-19
|
|
*/
|
|
static public BigDecimal sinh(final BigDecimal x) throws Error {
|
|
if (x.compareTo(BigDecimal.ZERO) < 0) {
|
|
return BigDecimalMath.sinh(x.negate()).negate();
|
|
} else if (x.compareTo(BigDecimal.ZERO) == 0) {
|
|
return BigDecimal.ZERO;
|
|
} else if (x.doubleValue() > 2.4) {
|
|
/*
|
|
* Move closer to zero with sinh(2x)= 2*sinh(x)*cosh(x).
|
|
*/
|
|
final BigDecimal two = new BigDecimal(2);
|
|
final BigDecimal xhalf = x.divide(two);
|
|
final BigDecimal resul = BigDecimalMath.sinh(xhalf).multiply(BigDecimalMath.cosh(xhalf)).multiply(two);
|
|
/*
|
|
* The error in the result is set by the error in x itself.
|
|
* The first derivative of sinh(x) is cosh(x), so the absolute
|
|
* error
|
|
* in the result is cosh(x)*errx, and the relative error is
|
|
* coth(x)*errx = errx/tanh(x)
|
|
*/
|
|
final double eps = Math.tanh(x.doubleValue());
|
|
final MathContext mc = SafeMathContext.newMathContext(BigDecimalMath.err2prec(0.5 * x.ulp().doubleValue() / eps));
|
|
return resul.round(mc);
|
|
} else {
|
|
final BigDecimal xhighpr = BigDecimalMath.scalePrec(x, 2);
|
|
/*
|
|
* Simple Taylor expansion, sum_{i=0..infinity} x^(2i+1)/(2i+1)!
|
|
*/
|
|
BigDecimal resul = xhighpr;
|
|
|
|
/* x^i */
|
|
BigDecimal xpowi = xhighpr;
|
|
|
|
/* 2i+1 factorial */
|
|
BigInteger ifac = BigInteger.ONE;
|
|
|
|
/*
|
|
* The error in the result is set by the error in x itself.
|
|
*/
|
|
final double xUlpDbl = x.ulp().doubleValue();
|
|
|
|
/*
|
|
* The error in the result is set by the error in x itself.
|
|
* We need at most k terms to squeeze x^(2k+1)/(2k+1)! below
|
|
* this value.
|
|
* x^(2k+1) < x.ulp; (2k+1)*log10(x) < -x.precision;
|
|
* 2k*log10(x)< -x.precision;
|
|
* 2k*(-log10(x)) > x.precision; 2k*log10(1/x) > x.precision
|
|
*/
|
|
final int k = (int) (x.precision() / Math.log10(1.0 / xhighpr.doubleValue())) / 2;
|
|
final MathContext mcTay = SafeMathContext.newMathContext(BigDecimalMath.err2prec(x.doubleValue(), xUlpDbl / k));
|
|
for (int i = 1;; i++) {
|
|
/*
|
|
* TBD: at which precision will 2*i or 2*i+1 overflow?
|
|
*/
|
|
ifac = ifac.multiply(new BigInteger("" + 2 * i));
|
|
ifac = ifac.multiply(new BigInteger("" + (2 * i + 1)));
|
|
xpowi = xpowi.multiply(xhighpr).multiply(xhighpr);
|
|
final BigDecimal corr = xpowi.divide(new BigDecimal(ifac), mcTay);
|
|
resul = resul.add(corr);
|
|
if (corr.abs().doubleValue() < 0.5 * xUlpDbl) {
|
|
break;
|
|
}
|
|
}
|
|
/*
|
|
* The error in the result is set by the error in x itself.
|
|
*/
|
|
final MathContext mc = SafeMathContext.newMathContext(x.precision());
|
|
return resul.round(mc);
|
|
}
|
|
} /* BigDecimalMath.sinh */
|
|
|
|
/**
|
|
* The hyperbolic tangent.
|
|
*
|
|
* @param x
|
|
* The argument.
|
|
* @return The tanh(x) = sinh(x)/cosh(x).
|
|
* @author Richard J. Mathar
|
|
* @since 2009-08-20
|
|
*/
|
|
static public BigDecimal tanh(final BigDecimal x) {
|
|
if (x.compareTo(BigDecimal.ZERO) < 0) {
|
|
return BigDecimalMath.tanh(x.negate()).negate();
|
|
} else if (x.compareTo(BigDecimal.ZERO) == 0) {
|
|
return BigDecimal.ZERO;
|
|
} else {
|
|
final BigDecimal xhighpr = BigDecimalMath.scalePrec(x, 2);
|
|
|
|
/*
|
|
* tanh(x) = (1-e^(-2x))/(1+e^(-2x)) .
|
|
*/
|
|
final BigDecimal exp2x = BigDecimalMath.exp(xhighpr.multiply(new BigDecimal(-2)));
|
|
|
|
/*
|
|
* The error in tanh x is err(x)/cosh^2(x).
|
|
*/
|
|
final double eps = 0.5 * x.ulp().doubleValue() / Math.pow(Math.cosh(x.doubleValue()), 2.0);
|
|
final MathContext mc = SafeMathContext.newMathContext(BigDecimalMath.err2prec(Math.tanh(x.doubleValue()), eps));
|
|
return BigDecimal.ONE.subtract(exp2x).divide(BigDecimal.ONE.add(exp2x), mc);
|
|
}
|
|
} /* BigDecimalMath.tanh */
|
|
|
|
/**
|
|
* The inverse hyperbolic sine.
|
|
*
|
|
* @param x
|
|
* The argument.
|
|
* @return The arcsinh(x) .
|
|
* @author Richard J. Mathar
|
|
* @since 2009-08-20
|
|
*/
|
|
static public BigDecimal asinh(final BigDecimal x) {
|
|
if (x.compareTo(BigDecimal.ZERO) == 0) {
|
|
return BigDecimal.ZERO;
|
|
} else {
|
|
final BigDecimal xhighpr = BigDecimalMath.scalePrec(x, 2);
|
|
|
|
/*
|
|
* arcsinh(x) = log(x+hypot(1,x))
|
|
*/
|
|
final BigDecimal logx = BigDecimalMath.log(BigDecimalMath.hypot(1, xhighpr).add(xhighpr));
|
|
|
|
/*
|
|
* The absolute error in arcsinh x is err(x)/sqrt(1+x^2)
|
|
*/
|
|
final double xDbl = x.doubleValue();
|
|
final double eps = 0.5 * x.ulp().doubleValue() / Math.hypot(1., xDbl);
|
|
final MathContext mc = SafeMathContext.newMathContext(BigDecimalMath.err2prec(logx.doubleValue(), eps));
|
|
return logx.round(mc);
|
|
}
|
|
} /* BigDecimalMath.asinh */
|
|
|
|
/**
|
|
* The inverse hyperbolic cosine.
|
|
*
|
|
* @param x
|
|
* The argument.
|
|
* @return The arccosh(x) .
|
|
* @author Richard J. Mathar
|
|
* @since 2009-08-20
|
|
*/
|
|
static public BigDecimal acosh(final BigDecimal x) {
|
|
if (x.compareTo(BigDecimal.ONE) < 0) {
|
|
throw new ArithmeticException("Out of range argument cosh " + x.toString());
|
|
} else if (x.compareTo(BigDecimal.ONE) == 0) {
|
|
return BigDecimal.ZERO;
|
|
} else {
|
|
final BigDecimal xhighpr = BigDecimalMath.scalePrec(x, 2);
|
|
|
|
/*
|
|
* arccosh(x) = log(x+sqrt(x^2-1))
|
|
*/
|
|
final BigDecimal logx = BigDecimalMath.log(BigDecimalMath.sqrt(xhighpr.pow(2).subtract(BigDecimal.ONE)).add(xhighpr));
|
|
|
|
/*
|
|
* The absolute error in arcsinh x is err(x)/sqrt(x^2-1)
|
|
*/
|
|
final double xDbl = x.doubleValue();
|
|
final double eps = 0.5 * x.ulp().doubleValue() / Math.sqrt(xDbl * xDbl - 1.);
|
|
final MathContext mc = SafeMathContext.newMathContext(BigDecimalMath.err2prec(logx.doubleValue(), eps));
|
|
return logx.round(mc);
|
|
}
|
|
} /* BigDecimalMath.acosh */
|
|
|
|
/**
|
|
* The Gamma function.
|
|
*
|
|
* @param x
|
|
* The argument.
|
|
* @return Gamma(x).
|
|
* @throws Error
|
|
* @since 2009-08-06
|
|
*/
|
|
static public BigDecimal Gamma(final BigDecimal x) throws Error {
|
|
/*
|
|
* reduce to interval near 1.0 with the functional relation,
|
|
* Abramowitz-Stegun 6.1.33
|
|
*/
|
|
if (x.compareTo(BigDecimal.ZERO) < 0) {
|
|
return BigDecimalMath.divideRound(BigDecimalMath.Gamma(x.add(BigDecimal.ONE)), x);
|
|
} else if (x.doubleValue() > 1.5) {
|
|
/*
|
|
* Gamma(x) = Gamma(xmin+n) = Gamma(xmin)*Pochhammer(xmin,n).
|
|
*/
|
|
final int n = (int) (x.doubleValue() - 0.5);
|
|
final BigDecimal xmin1 = x.subtract(new BigDecimal(n));
|
|
return BigDecimalMath.multiplyRound(BigDecimalMath.Gamma(xmin1), BigDecimalMath.pochhammer(xmin1, n));
|
|
} else {
|
|
/*
|
|
* apply Abramowitz-Stegun 6.1.33
|
|
*/
|
|
BigDecimal z = x.subtract(BigDecimal.ONE);
|
|
|
|
/*
|
|
* add intermediately 2 digits to the partial sum accumulation
|
|
*/
|
|
z = BigDecimalMath.scalePrec(z, 2);
|
|
MathContext mcloc = SafeMathContext.newMathContext(z.precision());
|
|
|
|
/*
|
|
* measure of the absolute error is the relative error in the first,
|
|
* logarithmic term
|
|
*/
|
|
double eps = x.ulp().doubleValue() / x.doubleValue();
|
|
|
|
BigDecimal resul = BigDecimalMath.log(BigDecimalMath.scalePrec(x, 2)).negate();
|
|
|
|
if (x.compareTo(BigDecimal.ONE) != 0) {
|
|
|
|
final BigDecimal gammCompl = BigDecimal.ONE.subtract(BigDecimalMath.gamma(mcloc));
|
|
resul = resul.add(BigDecimalMath.multiplyRound(z, gammCompl));
|
|
for (int n = 2;; n++) {
|
|
/*
|
|
* multiplying z^n/n by zeta(n-1) means that the two
|
|
* relative errors add.
|
|
* so the requirement in the relative error of zeta(n)-1 is
|
|
* that this is somewhat
|
|
* smaller than the relative error in z^n/n (the absolute
|
|
* error of thelatter is the
|
|
* absolute error in z)
|
|
*/
|
|
BigDecimal c = BigDecimalMath.divideRound(z.pow(n, mcloc), n);
|
|
MathContext m = SafeMathContext.newMathContext(BigDecimalMath.err2prec(n * z.ulp().doubleValue() / 2. / z.doubleValue()));
|
|
c = c.round(m);
|
|
|
|
/*
|
|
* At larger n, zeta(n)-1 is roughly 1/2^n. The product is
|
|
* c/2^n.
|
|
* The relative error in c is c.ulp/2/c . The error in the
|
|
* product should be small versus eps/10.
|
|
* Error from 1/2^n is c*err(sigma-1).
|
|
* We need a relative error of zeta-1 of the order of
|
|
* c.ulp/50/c. This is an absolute
|
|
* error in zeta-1 of c.ulp/50/c/2^n, and also the absolute
|
|
* error in zeta, because zeta is
|
|
* of the order of 1.
|
|
*/
|
|
if (eps / 100. / c.doubleValue() < 0.01) {
|
|
m = SafeMathContext.newMathContext(BigDecimalMath.err2prec(eps / 100. / c.doubleValue()));
|
|
} else {
|
|
m = SafeMathContext.newMathContext(2);
|
|
}
|
|
/* zeta(n) -1 */
|
|
final BigDecimal zetm1 = BigDecimalMath.zeta(n, m).subtract(BigDecimal.ONE);
|
|
c = BigDecimalMath.multiplyRound(c, zetm1);
|
|
|
|
if (n % 2 == 0) {
|
|
resul = resul.add(c);
|
|
} else {
|
|
resul = resul.subtract(c);
|
|
}
|
|
|
|
/*
|
|
* alternating sum, so truncating as eps is reached suffices
|
|
*/
|
|
if (Math.abs(c.doubleValue()) < eps) {
|
|
break;
|
|
}
|
|
}
|
|
}
|
|
|
|
/*
|
|
* The relative error in the result is the absolute error in the
|
|
* input variable times the digamma (psi) value at that point.
|
|
*/
|
|
final double zdbl = z.doubleValue();
|
|
eps = BigDecimalMath.psi(zdbl) * x.ulp().doubleValue() / 2.;
|
|
mcloc = SafeMathContext.newMathContext(BigDecimalMath.err2prec(eps));
|
|
return BigDecimalMath.exp(resul).round(mcloc);
|
|
}
|
|
} /* BigDecimalMath.gamma */
|
|
|
|
/**
|
|
* The Gamma function.
|
|
*
|
|
* @param q
|
|
* The argument.
|
|
* @param mc
|
|
* The required accuracy in the result.
|
|
* @return Gamma(x).
|
|
* @throws Error
|
|
* @since 2010-05-26
|
|
*/
|
|
static public BigDecimal Gamma(final Rational q, final MathContext mc) throws Error {
|
|
if (q.isBigInteger()) {
|
|
if (q.compareTo(Rational.ZERO) <= 0) {
|
|
throw new ArithmeticException("Gamma at " + q.toString());
|
|
} else {
|
|
/* Gamma(n) = (n-1)! */
|
|
final Factorial f = new Factorial();
|
|
final BigInteger g = f.at(q.trunc().intValue() - 1);
|
|
return BigDecimalMath.scalePrec(new BigDecimal(g), mc);
|
|
}
|
|
} else if (q.b.intValue() == 2) {
|
|
/*
|
|
* half integer cases which are related to sqrt(pi)
|
|
*/
|
|
final BigDecimal p = BigDecimalMath.sqrt(BigDecimalMath.pi(mc));
|
|
if (q.compareTo(Rational.ZERO) >= 0) {
|
|
Rational pro = Rational.ONE;
|
|
Rational f = q.subtract(1);
|
|
while (f.compareTo(Rational.ZERO) > 0) {
|
|
pro = pro.multiply(f);
|
|
f = f.subtract(1);
|
|
}
|
|
return BigDecimalMath.multiplyRound(p, pro);
|
|
} else {
|
|
Rational pro = Rational.ONE;
|
|
Rational f = q;
|
|
while (f.compareTo(Rational.ZERO) < 0) {
|
|
pro = pro.divide(f);
|
|
f = f.add(1);
|
|
}
|
|
return BigDecimalMath.multiplyRound(p, pro);
|
|
}
|
|
} else {
|
|
/*
|
|
* The relative error of the result is psi(x)*Delta(x). Tune
|
|
* Delta(x) such
|
|
* that this is equivalent to mc: Delta(x) = precision/psi(x).
|
|
*/
|
|
final double qdbl = q.doubleValue();
|
|
final double deltx = 5. * Math.pow(10., -mc.getPrecision()) / BigDecimalMath.psi(qdbl);
|
|
|
|
final MathContext mcx = SafeMathContext.newMathContext(BigDecimalMath.err2prec(qdbl, deltx));
|
|
final BigDecimal x = q.BigDecimalValue(mcx);
|
|
|
|
/* forward calculation to the general floating point case */
|
|
return BigDecimalMath.Gamma(x);
|
|
}
|
|
} /* BigDecimalMath.Gamma */
|
|
|
|
/**
|
|
* Pochhammer's function.
|
|
*
|
|
* @param x
|
|
* The main argument.
|
|
* @param n
|
|
* The non-negative index.
|
|
* @return (x)_n = x(x+1)(x+2)*...*(x+n-1).
|
|
* @since 2009-08-19
|
|
*/
|
|
static public BigDecimal pochhammer(final BigDecimal x, final int n) {
|
|
/*
|
|
* reduce to interval near 1.0 with the functional relation,
|
|
* Abramowitz-Stegun 6.1.33
|
|
*/
|
|
if (n < 0) {
|
|
throw new ProviderException("Not implemented: pochhammer with negative index " + n);
|
|
} else if (n == 0) {
|
|
return BigDecimal.ONE;
|
|
} else {
|
|
/*
|
|
* internally two safety digits
|
|
*/
|
|
final BigDecimal xhighpr = BigDecimalMath.scalePrec(x, 2);
|
|
BigDecimal resul = xhighpr;
|
|
|
|
final double xUlpDbl = x.ulp().doubleValue();
|
|
final double xDbl = x.doubleValue();
|
|
/*
|
|
* relative error of the result is the sum of the relative errors of
|
|
* the factors
|
|
*/
|
|
double eps = 0.5 * xUlpDbl / Math.abs(xDbl);
|
|
for (int i = 1; i < n; i++) {
|
|
eps += 0.5 * xUlpDbl / Math.abs(xDbl + i);
|
|
resul = resul.multiply(xhighpr.add(new BigDecimal(i)));
|
|
final MathContext mcloc = SafeMathContext.newMathContext(4 + BigDecimalMath.err2prec(eps));
|
|
resul = resul.round(mcloc);
|
|
}
|
|
return resul.round(SafeMathContext.newMathContext(BigDecimalMath.err2prec(eps)));
|
|
}
|
|
} /* BigDecimalMath.pochhammer */
|
|
|
|
/**
|
|
* Reduce value to the interval [0,2*Pi].
|
|
*
|
|
* @param x
|
|
* the original value
|
|
* @return the value modulo 2*pi in the interval from 0 to 2*pi.
|
|
* @throws Error
|
|
* @since 2009-06-01
|
|
*/
|
|
static public BigDecimal mod2pi(final BigDecimal x) throws Error {
|
|
/*
|
|
* write x= 2*pi*k+r with the precision in r defined by the precision of
|
|
* x and not
|
|
* compromised by the precision of 2*pi, so the ulp of 2*pi*k should
|
|
* match the ulp of x.
|
|
* First get a guess of k to figure out how many digits of 2*pi are
|
|
* needed.
|
|
*/
|
|
final int k = (int) (0.5 * x.doubleValue() / Math.PI);
|
|
|
|
/*
|
|
* want to have err(2*pi*k)< err(x)=0.5*x.ulp, so err(pi) = err(x)/(4k)
|
|
* with two safety digits
|
|
*/
|
|
double err2pi;
|
|
if (k != 0) {
|
|
err2pi = 0.25 * Math.abs(x.ulp().doubleValue() / k);
|
|
} else {
|
|
err2pi = 0.5 * Math.abs(x.ulp().doubleValue());
|
|
}
|
|
MathContext mc = SafeMathContext.newMathContext(2 + BigDecimalMath.err2prec(6.283, err2pi));
|
|
final BigDecimal twopi = BigDecimalMath.pi(mc).multiply(new BigDecimal(2));
|
|
|
|
/*
|
|
* Delegate the actual operation to the BigDecimal class, which may
|
|
* return
|
|
* a negative value of x was negative .
|
|
*/
|
|
BigDecimal res = x.remainder(twopi);
|
|
if (res.compareTo(BigDecimal.ZERO) < 0) {
|
|
res = res.add(twopi);
|
|
}
|
|
|
|
/*
|
|
* The actual precision is set by the input value, its absolute value of
|
|
* x.ulp()/2.
|
|
*/
|
|
mc = SafeMathContext.newMathContext(BigDecimalMath.err2prec(res.doubleValue(), x.ulp().doubleValue() / 2.));
|
|
return res.round(mc);
|
|
} /* mod2pi */
|
|
|
|
/**
|
|
* Reduce value to the interval [-Pi/2,Pi/2].
|
|
*
|
|
* @param x
|
|
* The original value
|
|
* @return The value modulo pi, shifted to the interval from -Pi/2 to Pi/2.
|
|
* @throws Error
|
|
* @since 2009-07-31
|
|
*/
|
|
static public BigDecimal modpi(final BigDecimal x) throws Error {
|
|
/*
|
|
* write x= pi*k+r with the precision in r defined by the precision of x
|
|
* and not
|
|
* compromised by the precision of pi, so the ulp of pi*k should match
|
|
* the ulp of x.
|
|
* First get a guess of k to figure out how many digits of pi are
|
|
* needed.
|
|
*/
|
|
final int k = (int) (x.doubleValue() / Math.PI);
|
|
|
|
/*
|
|
* want to have err(pi*k)< err(x)=x.ulp/2, so err(pi) = err(x)/(2k) with
|
|
* two safety digits
|
|
*/
|
|
double errpi;
|
|
if (k != 0) {
|
|
errpi = 0.5 * Math.abs(x.ulp().doubleValue() / k);
|
|
} else {
|
|
errpi = 0.5 * Math.abs(x.ulp().doubleValue());
|
|
}
|
|
MathContext mc = SafeMathContext.newMathContext(2 + BigDecimalMath.err2prec(3.1416, errpi));
|
|
final BigDecimal onepi = BigDecimalMath.pi(mc);
|
|
final BigDecimal pihalf = onepi.divide(new BigDecimal(2));
|
|
|
|
/*
|
|
* Delegate the actual operation to the BigDecimal class, which may
|
|
* return
|
|
* a negative value of x was negative .
|
|
*/
|
|
BigDecimal res = x.remainder(onepi);
|
|
if (res.compareTo(pihalf) > 0) {
|
|
res = res.subtract(onepi);
|
|
} else if (res.compareTo(pihalf.negate()) < 0) {
|
|
res = res.add(onepi);
|
|
}
|
|
|
|
/*
|
|
* The actual precision is set by the input value, its absolute value of
|
|
* x.ulp()/2.
|
|
*/
|
|
mc = SafeMathContext.newMathContext(BigDecimalMath.err2prec(res.doubleValue(), x.ulp().doubleValue() / 2.));
|
|
return res.round(mc);
|
|
} /* modpi */
|
|
|
|
/**
|
|
* Riemann zeta function.
|
|
*
|
|
* @param n
|
|
* The positive integer argument.
|
|
* @param mc
|
|
* Specification of the accuracy of the result.
|
|
* @return zeta(n).
|
|
* @throws Error
|
|
* @since 2009-08-05
|
|
*/
|
|
static public BigDecimal zeta(final int n, final MathContext mc) throws Error {
|
|
if (n <= 0) {
|
|
throw new ProviderException("Not implemented: zeta at negative argument " + n);
|
|
}
|
|
if (n == 1) {
|
|
throw new ArithmeticException("Pole at zeta(1) ");
|
|
}
|
|
|
|
if (n % 2 == 0) {
|
|
/*
|
|
* Even indices. Abramowitz-Stegun 23.2.16. Start with
|
|
* 2^(n-1)*B(n)/n!
|
|
*/
|
|
Rational b = new Bernoulli().at(n).abs();
|
|
b = b.divide(new Factorial().at(n));
|
|
b = b.multiply(BigInteger.ONE.shiftLeft(n - 1));
|
|
|
|
/*
|
|
* to be multiplied by pi^n. Absolute error in the result of pi^n is
|
|
* n times
|
|
* error in pi times pi^(n-1). Relative error is n*error(pi)/pi,
|
|
* requested by mc.
|
|
* Need one more digit in pi if n=10, two digits if n=100 etc, and
|
|
* add one extra digit.
|
|
*/
|
|
final MathContext mcpi = SafeMathContext.newMathContext(mc.getPrecision() + (int) Math.log10(10.0 * n));
|
|
final BigDecimal piton = BigDecimalMath.pi(mcpi).pow(n, mc);
|
|
return BigDecimalMath.multiplyRound(piton, b);
|
|
} else if (n == 3) {
|
|
/*
|
|
* Broadhurst BBP <a
|
|
* href="http://arxiv.org/abs/math/9803067">arXiv:math/9803067</a>
|
|
* Error propagation: S31 is roughly 0.087, S33 roughly 0.131
|
|
*/
|
|
final int[] a31 = { 1, -7, -1, 10, -1, -7, 1, 0 };
|
|
final int[] a33 = { 1, 1, -1, -2, -1, 1, 1, 0 };
|
|
BigDecimal S31 = BigDecimalMath.broadhurstBBP(3, 1, a31, mc);
|
|
BigDecimal S33 = BigDecimalMath.broadhurstBBP(3, 3, a33, mc);
|
|
S31 = S31.multiply(new BigDecimal(48));
|
|
S33 = S33.multiply(new BigDecimal(32));
|
|
return S31.add(S33).divide(new BigDecimal(7), mc);
|
|
} else if (n == 5) {
|
|
/*
|
|
* Broadhurst BBP <a
|
|
* href=http://arxiv.org/abs/math/9803067">arXiv:math/9803067</a>
|
|
* Error propagation: S51 is roughly -11.15, S53 roughly 22.165, S55
|
|
* is roughly 0.031
|
|
* 9*2048*S51/6265 = -3.28. 7*2038*S53/61651= 5.07.
|
|
* 738*2048*S55/61651= 0.747.
|
|
* The result is of the order 1.03, so we add 2 digits to S51 and
|
|
* S52 and one digit to S55.
|
|
*/
|
|
final int[] a51 = { 31, -1614, -31, -6212, -31, -1614, 31, 74552 };
|
|
final int[] a53 = { 173, 284, -173, -457, -173, 284, 173, -111 };
|
|
final int[] a55 = { 1, 0, -1, -1, -1, 0, 1, 1 };
|
|
BigDecimal S51 = BigDecimalMath.broadhurstBBP(5, 1, a51, SafeMathContext.newMathContext(2 + mc.getPrecision()));
|
|
BigDecimal S53 = BigDecimalMath.broadhurstBBP(5, 3, a53, SafeMathContext.newMathContext(2 + mc.getPrecision()));
|
|
BigDecimal S55 = BigDecimalMath.broadhurstBBP(5, 5, a55, SafeMathContext.newMathContext(1 + mc.getPrecision()));
|
|
S51 = S51.multiply(new BigDecimal(18432));
|
|
S53 = S53.multiply(new BigDecimal(14336));
|
|
S55 = S55.multiply(new BigDecimal(1511424));
|
|
return S51.add(S53).subtract(S55).divide(new BigDecimal(62651), mc);
|
|
} else {
|
|
/*
|
|
* Cohen et al Exp Math 1 (1) (1992) 25
|
|
*/
|
|
Rational betsum = new Rational();
|
|
final Bernoulli bern = new Bernoulli();
|
|
final Factorial fact = new Factorial();
|
|
for (int npr = 0; npr <= (n + 1) / 2; npr++) {
|
|
Rational b = bern.at(2 * npr).multiply(bern.at(n + 1 - 2 * npr));
|
|
b = b.divide(fact.at(2 * npr)).divide(fact.at(n + 1 - 2 * npr));
|
|
b = b.multiply(1 - 2 * npr);
|
|
if (npr % 2 == 0) {
|
|
betsum = betsum.add(b);
|
|
} else {
|
|
betsum = betsum.subtract(b);
|
|
}
|
|
}
|
|
betsum = betsum.divide(n - 1);
|
|
/*
|
|
* The first term, including the facor (2pi)^n, is essentially most
|
|
* of the result, near one. The second term below is roughly in the
|
|
* range 0.003 to 0.009.
|
|
* So the precision here is matching the precisionn requested by mc,
|
|
* and the precision
|
|
* requested for 2*pi is in absolute terms adjusted.
|
|
*/
|
|
final MathContext mcloc = SafeMathContext.newMathContext(2 + mc.getPrecision() + (int) Math.log10(n));
|
|
BigDecimal ftrm = BigDecimalMath.pi(mcloc).multiply(new BigDecimal(2));
|
|
ftrm = ftrm.pow(n);
|
|
ftrm = BigDecimalMath.multiplyRound(ftrm, betsum.BigDecimalValue(mcloc));
|
|
BigDecimal exps = new BigDecimal(0);
|
|
|
|
/*
|
|
* the basic accuracy of the accumulated terms before multiplication
|
|
* with 2
|
|
*/
|
|
double eps = Math.pow(10., -mc.getPrecision());
|
|
|
|
if (n % 4 == 3) {
|
|
/*
|
|
* since the argument n is at least 7 here, the drop
|
|
* of the terms is at rather constant pace at least 10^-3, for
|
|
* example
|
|
* 0.0018, 0.2e-7, 0.29e-11, 0.74e-15 etc for npr=1,2,3.... We
|
|
* want 2 times these terms
|
|
* fall below eps/10.
|
|
*/
|
|
final int kmax = mc.getPrecision() / 3;
|
|
eps /= kmax;
|
|
/*
|
|
* need an error of eps for 2/(exp(2pi)-1) = 0.0037
|
|
* The absolute error is
|
|
* 4*exp(2pi)*err(pi)/(exp(2pi)-1)^2=0.0075*err(pi)
|
|
*/
|
|
BigDecimal exp2p = BigDecimalMath.pi(SafeMathContext.newMathContext(3 + BigDecimalMath.err2prec(3.14, eps / 0.0075)));
|
|
exp2p = BigDecimalMath.exp(exp2p.multiply(new BigDecimal(2)));
|
|
BigDecimal c = exp2p.subtract(BigDecimal.ONE);
|
|
exps = BigDecimalMath.divideRound(1, c);
|
|
for (int npr = 2; npr <= kmax; npr++) {
|
|
/*
|
|
* the error estimate above for npr=1 is the worst case of
|
|
* the absolute error created by an error in 2pi. So we can
|
|
* safely re-use the exp2p value computed above without
|
|
* reassessment of its error.
|
|
*/
|
|
c = BigDecimalMath.powRound(exp2p, npr).subtract(BigDecimal.ONE);
|
|
c = BigDecimalMath.multiplyRound(c, new BigInteger("" + npr).pow(n));
|
|
c = BigDecimalMath.divideRound(1, c);
|
|
exps = exps.add(c);
|
|
}
|
|
} else {
|
|
/*
|
|
* since the argument n is at least 9 here, the drop
|
|
* of the terms is at rather constant pace at least 10^-3, for
|
|
* example
|
|
* 0.0096, 0.5e-7, 0.3e-11, 0.6e-15 etc. We want these terms
|
|
* fall below eps/10.
|
|
*/
|
|
final int kmax = (1 + mc.getPrecision()) / 3;
|
|
eps /= kmax;
|
|
/*
|
|
* need an error of eps for
|
|
* 2/(exp(2pi)-1)*(1+4*Pi/8/(1-exp(-2pi)) = 0.0096
|
|
* at k=7 or = 0.00766 at k=13 for example.
|
|
* The absolute error is 0.017*err(pi) at k=9, 0.013*err(pi) at
|
|
* k=13, 0.012 at k=17
|
|
*/
|
|
BigDecimal twop = BigDecimalMath.pi(SafeMathContext.newMathContext(3 + BigDecimalMath.err2prec(3.14, eps / 0.017)));
|
|
twop = twop.multiply(new BigDecimal(2));
|
|
final BigDecimal exp2p = BigDecimalMath.exp(twop);
|
|
BigDecimal c = exp2p.subtract(BigDecimal.ONE);
|
|
exps = BigDecimalMath.divideRound(1, c);
|
|
c = BigDecimal.ONE.subtract(BigDecimalMath.divideRound(1, exp2p));
|
|
c = BigDecimalMath.divideRound(twop, c).multiply(new BigDecimal(2));
|
|
c = BigDecimalMath.divideRound(c, n - 1).add(BigDecimal.ONE);
|
|
exps = BigDecimalMath.multiplyRound(exps, c);
|
|
for (int npr = 2; npr <= kmax; npr++) {
|
|
c = BigDecimalMath.powRound(exp2p, npr).subtract(BigDecimal.ONE);
|
|
c = BigDecimalMath.multiplyRound(c, new BigInteger("" + npr).pow(n));
|
|
|
|
BigDecimal d = BigDecimalMath.divideRound(1, exp2p.pow(npr));
|
|
d = BigDecimal.ONE.subtract(d);
|
|
d = BigDecimalMath.divideRound(twop, d).multiply(new BigDecimal(2 * npr));
|
|
d = BigDecimalMath.divideRound(d, n - 1).add(BigDecimal.ONE);
|
|
|
|
d = BigDecimalMath.divideRound(d, c);
|
|
|
|
exps = exps.add(d);
|
|
}
|
|
}
|
|
exps = exps.multiply(new BigDecimal(2));
|
|
return ftrm.subtract(exps, mc);
|
|
}
|
|
} /* zeta */
|
|
|
|
/**
|
|
* Riemann zeta function.
|
|
*
|
|
* @param n
|
|
* The positive integer argument.
|
|
* @return zeta(n)-1.
|
|
* @throws Error
|
|
* @since 2009-08-20
|
|
*/
|
|
static public double zeta1(final int n) throws Error {
|
|
/*
|
|
* precomputed static table in double precision
|
|
*/
|
|
final double[] zmin1 = { 0., 0., 6.449340668482264364724151666e-01, 2.020569031595942853997381615e-01, 8.232323371113819151600369654e-02, 3.692775514336992633136548646e-02, 1.734306198444913971451792979e-02, 8.349277381922826839797549850e-03, 4.077356197944339378685238509e-03, 2.008392826082214417852769232e-03, 9.945751278180853371459589003e-04, 4.941886041194645587022825265e-04, 2.460865533080482986379980477e-04, 1.227133475784891467518365264e-04, 6.124813505870482925854510514e-05, 3.058823630702049355172851064e-05, 1.528225940865187173257148764e-05, 7.637197637899762273600293563e-06, 3.817293264999839856461644622e-06, 1.908212716553938925656957795e-06, 9.539620338727961131520386834e-07, 4.769329867878064631167196044e-07, 2.384505027277329900036481868e-07, 1.192199259653110730677887189e-07, 5.960818905125947961244020794e-08, 2.980350351465228018606370507e-08, 1.490155482836504123465850663e-08, 7.450711789835429491981004171e-09, 3.725334024788457054819204018e-09, 1.862659723513049006403909945e-09, 9.313274324196681828717647350e-10, 4.656629065033784072989233251e-10, 2.328311833676505492001455976e-10, 1.164155017270051977592973835e-10, 5.820772087902700889243685989e-11, 2.910385044497099686929425228e-11, 1.455192189104198423592963225e-11, 7.275959835057481014520869012e-12, 3.637979547378651190237236356e-12, 1.818989650307065947584832101e-12, 9.094947840263889282533118387e-13, 4.547473783042154026799112029e-13, 2.273736845824652515226821578e-13, 1.136868407680227849349104838e-13, 5.684341987627585609277182968e-14, 2.842170976889301855455073705e-14, 1.421085482803160676983430714e-14, 7.105427395210852712877354480e-15, 3.552713691337113673298469534e-15, 1.776356843579120327473349014e-15, 8.881784210930815903096091386e-16, 4.440892103143813364197770940e-16, 2.220446050798041983999320094e-16, 1.110223025141066133720544570e-16, 5.551115124845481243723736590e-17, 2.775557562136124172581632454e-17, 1.387778780972523276283909491e-17, 6.938893904544153697446085326e-18, 3.469446952165922624744271496e-18, 1.734723476047576572048972970e-18, 8.673617380119933728342055067e-19, 4.336808690020650487497023566e-19, 2.168404344997219785013910168e-19, 1.084202172494241406301271117e-19, 5.421010862456645410918700404e-20, 2.710505431223468831954621312e-20, 1.355252715610116458148523400e-20, 6.776263578045189097995298742e-21, 3.388131789020796818085703100e-21, 1.694065894509799165406492747e-21, 8.470329472546998348246992609e-22, 4.235164736272833347862270483e-22, 2.117582368136194731844209440e-22, 1.058791184068023385226500154e-22, 5.293955920339870323813912303e-23, 2.646977960169852961134116684e-23, 1.323488980084899080309451025e-23, 6.617444900424404067355245332e-24, 3.308722450212171588946956384e-24, 1.654361225106075646229923677e-24, 8.271806125530344403671105617e-25, 4.135903062765160926009382456e-25, 2.067951531382576704395967919e-25, 1.033975765691287099328409559e-25, 5.169878828456431320410133217e-26, 2.584939414228214268127761771e-26, 1.292469707114106670038112612e-26, 6.462348535570531803438002161e-27, 3.231174267785265386134814118e-27, 1.615587133892632521206011406e-27, 8.077935669463162033158738186e-28, 4.038967834731580825622262813e-28, 2.019483917365790349158762647e-28, 1.009741958682895153361925070e-28, 5.048709793414475696084771173e-29, 2.524354896707237824467434194e-29, 1.262177448353618904375399966e-29, 6.310887241768094495682609390e-30, 3.155443620884047239109841220e-30, 1.577721810442023616644432780e-30, 7.888609052210118073520537800e-31 };
|
|
if (n <= 0) {
|
|
throw new ProviderException("Not implemented: zeta at negative argument " + n);
|
|
}
|
|
if (n == 1) {
|
|
throw new ArithmeticException("Pole at zeta(1) ");
|
|
}
|
|
|
|
if (n < zmin1.length) {
|
|
/* look it up if available */
|
|
return zmin1[n];
|
|
} else {
|
|
/*
|
|
* Result is roughly 2^(-n), desired accuracy 18 digits. If zeta(n)
|
|
* is computed, the equivalent accuracy
|
|
* in relative units is higher, because zeta is around 1.
|
|
*/
|
|
final double eps = 1.e-18 * Math.pow(2., -n);
|
|
final MathContext mc = SafeMathContext.newMathContext(BigDecimalMath.err2prec(eps));
|
|
return BigDecimalMath.zeta(n, mc).subtract(BigDecimal.ONE).doubleValue();
|
|
}
|
|
} /* zeta */
|
|
|
|
/**
|
|
* trigonometric cot.
|
|
*
|
|
* @param x
|
|
* The argument.
|
|
* @return cot(x) = 1/tan(x).
|
|
*/
|
|
static public double cot(final double x) {
|
|
return 1. / Math.tan(x);
|
|
}
|
|
|
|
/**
|
|
* Digamma function.
|
|
*
|
|
* @param x
|
|
* The main argument.
|
|
* @return psi(x).
|
|
* The error is sometimes up to 10 ulp, where AS 6.3.15 suffers from
|
|
* cancellation of digits and psi=0
|
|
* @throws Error
|
|
* @since 2009-08-26
|
|
*/
|
|
static public double psi(final double x) throws Error {
|
|
/*
|
|
* the single positive zero of psi(x)
|
|
*/
|
|
final double psi0 = 1.46163214496836234126265954232572132846819;
|
|
if (x > 2.0) {
|
|
/*
|
|
* Reduce to a value near x=1 with the standard recurrence formula.
|
|
* Abramowitz-Stegun 6.3.5
|
|
*/
|
|
final int m = (int) (x - 0.5);
|
|
final double xmin1 = x - m;
|
|
double resul = 0.;
|
|
for (int i = 1; i <= m; i++) {
|
|
resul += 1. / (x - i);
|
|
}
|
|
return resul + BigDecimalMath.psi(xmin1);
|
|
} else if (Math.abs(x - psi0) < 0.55) {
|
|
/*
|
|
* Taylor approximation around the local zero
|
|
*/
|
|
final double[] psiT0 = { 9.67672245447621170427e-01, -4.42763168983592106093e-01, 2.58499760955651010624e-01, -1.63942705442406527504e-01, 1.07824050691262365757e-01, -7.21995612564547109261e-02, 4.88042881641431072251e-02, -3.31611264748473592923e-02, 2.25976482322181046596e-02, -1.54247659049489591388e-02, 1.05387916166121753881e-02, -7.20453438635686824097e-03, 4.92678139572985344635e-03, -3.36980165543932808279e-03, 2.30512632673492783694e-03, -1.57693677143019725927e-03, 1.07882520191629658069e-03, -7.38070938996005129566e-04, 5.04953265834602035177e-04, -3.45468025106307699556e-04, 2.36356015640270527924e-04, -1.61706220919748034494e-04, 1.10633727687474109041e-04, -7.56917958219506591924e-05, 5.17857579522208086899e-05, -3.54300709476596063157e-05, 2.42400661186013176527e-05, -1.65842422718541333752e-05, 1.13463845846638498067e-05, -7.76281766846209442527e-06, 5.31106092088986338732e-06, -3.63365078980104566837e-06, 2.48602273312953794890e-06, -1.70085388543326065825e-06, 1.16366753635488427029e-06, -7.96142543124197040035e-07, 5.44694193066944527850e-07, -3.72661612834382295890e-07, 2.54962655202155425666e-07, -1.74436951177277452181e-07, 1.19343948298302427790e-07, -8.16511518948840884084e-08, 5.58629968353217144428e-08, -3.82196006191749421243e-08, 2.61485769519618662795e-08, -1.78899848649114926515e-08, 1.22397314032336619391e-08, -8.37401629767179054290e-09, 5.72922285984999377160e-09 };
|
|
final double xdiff = x - psi0;
|
|
double resul = 0.;
|
|
for (int i = psiT0.length - 1; i >= 0; i--) {
|
|
resul = resul * xdiff + psiT0[i];
|
|
}
|
|
return resul * xdiff;
|
|
} else if (x < 0.) {
|
|
/* Reflection formula */
|
|
final double xmin = 1. - x;
|
|
return BigDecimalMath.psi(xmin) + Math.PI / Math.tan(Math.PI * xmin);
|
|
} else {
|
|
final double xmin1 = x - 1;
|
|
double resul = 0.;
|
|
for (int k = 26; k >= 1; k--) {
|
|
resul -= BigDecimalMath.zeta1(2 * k + 1);
|
|
resul *= xmin1 * xmin1;
|
|
}
|
|
/* 0.422... = 1 -gamma */
|
|
return resul + 0.422784335098467139393487909917597568 + 0.5 / xmin1 - 1. / (1 - xmin1 * xmin1) - Math.PI / (2. * Math.tan(Math.PI * xmin1));
|
|
}
|
|
} /* psi */
|
|
|
|
/**
|
|
* Broadhurst ladder sequence.
|
|
*
|
|
* @param a
|
|
* The vector of 8 integer arguments
|
|
* @param mc
|
|
* Specification of the accuracy of the result
|
|
* @return S_(n,p)(a)
|
|
* @throws Error
|
|
* @since 2009-08-09
|
|
* @see <a href="http://arxiv.org/abs/math/9803067">arXiv:math/9803067</a>
|
|
*/
|
|
static protected BigDecimal broadhurstBBP(final int n, final int p, final int a[], final MathContext mc)
|
|
throws Error {
|
|
/*
|
|
* Explore the actual magnitude of the result first with a quick
|
|
* estimate.
|
|
*/
|
|
double x = 0.0;
|
|
for (int k = 1; k < 10; k++) {
|
|
x += a[(k - 1) % 8] / Math.pow(2., p * (k + 1) / 2) / Math.pow(k, n);
|
|
}
|
|
|
|
/*
|
|
* Convert the relative precision and estimate of the result into an
|
|
* absolute precision.
|
|
*/
|
|
double eps = BigDecimalMath.prec2err(x, mc.getPrecision());
|
|
|
|
/*
|
|
* Divide this through the number of terms in the sum to account for
|
|
* error accumulation
|
|
* The divisor 2^(p(k+1)/2) means that on the average each 8th term in k
|
|
* has shrunk by
|
|
* relative to the 8th predecessor by 1/2^(4p). 1/2^(4pc) =
|
|
* 10^(-precision) with c the 8term
|
|
* cycles yields c=log_2( 10^precision)/4p = 3.3*precision/4p with k=8c
|
|
*/
|
|
final int kmax = (int) (6.6 * mc.getPrecision() / p);
|
|
|
|
/* Now eps is the absolute error in each term */
|
|
eps /= kmax;
|
|
BigDecimal res = BigDecimal.ZERO;
|
|
for (int c = 0;; c++) {
|
|
Rational r = new Rational();
|
|
for (int k = 0; k < 8; k++) {
|
|
Rational tmp = new Rational(new BigInteger("" + a[k]), new BigInteger("" + (1 + 8 * c + k)).pow(n));
|
|
/*
|
|
* floor( (pk+p)/2)
|
|
*/
|
|
final int pk1h = p * (2 + 8 * c + k) / 2;
|
|
tmp = tmp.divide(BigInteger.ONE.shiftLeft(pk1h));
|
|
r = r.add(tmp);
|
|
}
|
|
|
|
if (Math.abs(r.doubleValue()) < eps) {
|
|
break;
|
|
}
|
|
final MathContext mcloc = SafeMathContext.newMathContext(1 + BigDecimalMath.err2prec(r.doubleValue(), eps));
|
|
res = res.add(r.BigDecimalValue(mcloc));
|
|
}
|
|
return res.round(mc);
|
|
} /* broadhurstBBP */
|
|
|
|
/**
|
|
* Add a BigDecimal and a BigInteger.
|
|
*
|
|
* @param x
|
|
* The left summand
|
|
* @param y
|
|
* The right summand
|
|
* @return The sum x+y.
|
|
* @since 2012-03-02
|
|
*/
|
|
static public BigDecimal add(final BigDecimal x, final BigInteger y) {
|
|
return x.add(new BigDecimal(y));
|
|
} /* add */
|
|
|
|
/**
|
|
* Add and round according to the larger of the two ulp's.
|
|
*
|
|
* @param x
|
|
* The left summand
|
|
* @param y
|
|
* The right summand
|
|
* @return The sum x+y.
|
|
* @since 2009-07-30
|
|
*/
|
|
static public BigDecimal addRound(final BigDecimal x, final BigDecimal y) {
|
|
final BigDecimal resul = x.add(y);
|
|
/*
|
|
* The estimation of the absolute error in the result is
|
|
* |err(y)|+|err(x)|
|
|
*/
|
|
final double errR = Math.abs(y.ulp().doubleValue() / 2.) + Math.abs(x.ulp().doubleValue() / 2.);
|
|
int err2prec = BigDecimalMath.err2prec(resul.doubleValue(), errR);
|
|
if (err2prec < 0) {
|
|
err2prec = 0;
|
|
}
|
|
final MathContext mc = SafeMathContext.newMathContext(err2prec);
|
|
return resul.round(mc);
|
|
} /* addRound */
|
|
|
|
/**
|
|
* Add and round according to the larger of the two ulp's.
|
|
*
|
|
* @param x
|
|
* The left summand
|
|
* @param y
|
|
* The right summand
|
|
* @return The sum x+y.
|
|
* @since 2010-07-19
|
|
*/
|
|
static public BigComplex addRound(final BigComplex x, final BigDecimal y) {
|
|
final BigDecimal R = BigDecimalMath.addRound(x.re, y);
|
|
return new BigComplex(R, x.im);
|
|
} /* addRound */
|
|
|
|
/**
|
|
* Add and round according to the larger of the two ulp's.
|
|
*
|
|
* @param x
|
|
* The left summand
|
|
* @param y
|
|
* The right summand
|
|
* @return The sum x+y.
|
|
* @since 2010-07-19
|
|
*/
|
|
static public BigComplex addRound(final BigComplex x, final BigComplex y) {
|
|
final BigDecimal R = BigDecimalMath.addRound(x.re, y.re);
|
|
final BigDecimal I = BigDecimalMath.addRound(x.im, y.im);
|
|
return new BigComplex(R, I);
|
|
} /* addRound */
|
|
|
|
/**
|
|
* Subtract and round according to the larger of the two ulp's.
|
|
*
|
|
* @param x
|
|
* The left term.
|
|
* @param y
|
|
* The right term.
|
|
* @return The difference x-y.
|
|
* @since 2009-07-30
|
|
*/
|
|
static public BigDecimal subtractRound(final BigDecimal x, final BigDecimal y) {
|
|
final BigDecimal resul = x.subtract(y);
|
|
/*
|
|
* The estimation of the absolute error in the result is
|
|
* |err(y)|+|err(x)|
|
|
*/
|
|
final double errR = Math.abs(y.ulp().doubleValue() / 2.) + Math.abs(x.ulp().doubleValue() / 2.);
|
|
final MathContext mc = SafeMathContext.newMathContext(BigDecimalMath.err2prec(resul.doubleValue(), errR));
|
|
return resul.round(mc);
|
|
} /* subtractRound */
|
|
|
|
/**
|
|
* Subtract and round according to the larger of the two ulp's.
|
|
*
|
|
* @param x
|
|
* The left summand
|
|
* @param y
|
|
* The right summand
|
|
* @return The difference x-y.
|
|
* @since 2010-07-19
|
|
*/
|
|
static public BigComplex subtractRound(final BigComplex x, final BigComplex y) {
|
|
final BigDecimal R = BigDecimalMath.subtractRound(x.re, y.re);
|
|
final BigDecimal I = BigDecimalMath.subtractRound(x.im, y.im);
|
|
return new BigComplex(R, I);
|
|
} /* subtractRound */
|
|
|
|
/**
|
|
* Multiply and round.
|
|
*
|
|
* @param x
|
|
* The left factor.
|
|
* @param y
|
|
* The right factor.
|
|
* @return The product x*y.
|
|
* @since 2009-07-30
|
|
*/
|
|
static public BigDecimal multiplyRound(final BigDecimal x, final BigDecimal y) {
|
|
final BigDecimal resul = x.multiply(y);
|
|
/*
|
|
* The estimation of the relative error in the result is the sum of the
|
|
* relative
|
|
* errors |err(y)/y|+|err(x)/x|
|
|
*/
|
|
final MathContext mc = SafeMathContext.newMathContext(Math.min(x.precision(), y.precision()));
|
|
return resul.round(mc);
|
|
} /* multiplyRound */
|
|
|
|
/**
|
|
* Multiply and round.
|
|
*
|
|
* @param x
|
|
* The left factor.
|
|
* @param y
|
|
* The right factor.
|
|
* @return The product x*y.
|
|
* @since 2010-07-19
|
|
*/
|
|
static public BigComplex multiplyRound(final BigComplex x, final BigDecimal y) {
|
|
final BigDecimal R = BigDecimalMath.multiplyRound(x.re, y);
|
|
final BigDecimal I = BigDecimalMath.multiplyRound(x.im, y);
|
|
return new BigComplex(R, I);
|
|
} /* multiplyRound */
|
|
|
|
/**
|
|
* Multiply and round.
|
|
*
|
|
* @param x
|
|
* The left factor.
|
|
* @param y
|
|
* The right factor.
|
|
* @return The product x*y.
|
|
* @since 2010-07-19
|
|
*/
|
|
static public BigComplex multiplyRound(final BigComplex x, final BigComplex y) {
|
|
final BigDecimal R = BigDecimalMath.subtractRound(BigDecimalMath.multiplyRound(x.re, y.re), BigDecimalMath.multiplyRound(x.im, y.im));
|
|
final BigDecimal I = BigDecimalMath.addRound(BigDecimalMath.multiplyRound(x.re, y.im), BigDecimalMath.multiplyRound(x.im, y.re));
|
|
return new BigComplex(R, I);
|
|
} /* multiplyRound */
|
|
|
|
/**
|
|
* Multiply and round.
|
|
*
|
|
* @param x
|
|
* The left factor.
|
|
* @param f
|
|
* The right factor.
|
|
* @return The product x*f.
|
|
* @since 2009-07-30
|
|
*/
|
|
static public BigDecimal multiplyRound(final BigDecimal x, final Rational f) {
|
|
if (f.compareTo(BigInteger.ZERO) == 0) {
|
|
return BigDecimal.ZERO;
|
|
} else {
|
|
/*
|
|
* Convert the rational value with two digits of extra precision
|
|
*/
|
|
final MathContext mc = SafeMathContext.newMathContext(2 + x.precision());
|
|
final BigDecimal fbd = f.BigDecimalValue(mc);
|
|
|
|
/*
|
|
* and the precision of the product is then dominated by the
|
|
* precision in x
|
|
*/
|
|
return BigDecimalMath.multiplyRound(x, fbd);
|
|
}
|
|
}
|
|
|
|
/**
|
|
* Multiply and round.
|
|
*
|
|
* @param x
|
|
* The left factor.
|
|
* @param n
|
|
* The right factor.
|
|
* @return The product x*n.
|
|
* @since 2009-07-30
|
|
*/
|
|
static public BigDecimal multiplyRound(final BigDecimal x, final int n) {
|
|
final BigDecimal resul = x.multiply(new BigDecimal(n));
|
|
/*
|
|
* The estimation of the absolute error in the result is |n*err(x)|
|
|
*/
|
|
final MathContext mc = SafeMathContext.newMathContext(n != 0 ? x.precision() : 0);
|
|
return resul.round(mc);
|
|
}
|
|
|
|
/**
|
|
* Multiply and round.
|
|
*
|
|
* @param x
|
|
* The left factor.
|
|
* @param n
|
|
* The right factor.
|
|
* @return the product x*n
|
|
* @since 2009-07-30
|
|
*/
|
|
static public BigDecimal multiplyRound(final BigDecimal x, final BigInteger n) {
|
|
final BigDecimal resul = x.multiply(new BigDecimal(n));
|
|
/*
|
|
* The estimation of the absolute error in the result is |n*err(x)|
|
|
*/
|
|
final MathContext mc = SafeMathContext.newMathContext(n.compareTo(BigInteger.ZERO) != 0 ? x.precision() : 0);
|
|
return resul.round(mc);
|
|
}
|
|
|
|
/**
|
|
* Divide and round.
|
|
*
|
|
* @param x
|
|
* The numerator
|
|
* @param y
|
|
* The denominator
|
|
* @return the divided x/y
|
|
* @since 2009-07-30
|
|
*/
|
|
static public BigDecimal divideRound(final BigDecimal x, final BigDecimal y) {
|
|
/*
|
|
* The estimation of the relative error in the result is
|
|
* |err(y)/y|+|err(x)/x|
|
|
*/
|
|
final MathContext mc = SafeMathContext.newMathContext(Math.min(x.precision(), y.precision()));
|
|
final BigDecimal resul = x.divide(y, mc);
|
|
/*
|
|
* If x and y are precise integer values that may have common factors,
|
|
* the method above will truncate trailing zeros, which may result in
|
|
* a smaller apparent accuracy than starte... add missing trailing zeros
|
|
* now.
|
|
*/
|
|
return BigDecimalMath.scalePrec(resul, mc);
|
|
}
|
|
|
|
/**
|
|
* Build the inverse and maintain the approximate accuracy.
|
|
*
|
|
* @param z
|
|
* The denominator
|
|
* @return The divided 1/z = [Re(z)-i*Im(z)]/ [Re^2 z + Im^2 z]
|
|
* @since 2010-07-19
|
|
*/
|
|
static public BigComplex invertRound(final BigComplex z) {
|
|
if (z.im.compareTo(BigDecimal.ZERO) == 0) {
|
|
/*
|
|
* In this case with vanishing Im(x), the result is simply 1/Re z.
|
|
*/
|
|
final MathContext mc = SafeMathContext.newMathContext(z.re.precision());
|
|
return new BigComplex(BigDecimal.ONE.divide(z.re, mc));
|
|
} else if (z.re.compareTo(BigDecimal.ZERO) == 0) {
|
|
/*
|
|
* In this case with vanishing Re(z), the result is simply -i/Im z
|
|
*/
|
|
final MathContext mc = SafeMathContext.newMathContext(z.im.precision());
|
|
return new BigComplex(BigDecimal.ZERO, BigDecimal.ONE.divide(z.im, mc).negate());
|
|
} else {
|
|
/*
|
|
* 1/(x.re+I*x.im) = 1/(x.re+x.im^2/x.re) - I /(x.im +x.re^2/x.im)
|
|
*/
|
|
BigDecimal R = BigDecimalMath.addRound(z.re, BigDecimalMath.divideRound(BigDecimalMath.multiplyRound(z.im, z.im), z.re));
|
|
BigDecimal I = BigDecimalMath.addRound(z.im, BigDecimalMath.divideRound(BigDecimalMath.multiplyRound(z.re, z.re), z.im));
|
|
MathContext mc = SafeMathContext.newMathContext(1 + R.precision());
|
|
R = BigDecimal.ONE.divide(R, mc);
|
|
mc = SafeMathContext.newMathContext(1 + I.precision());
|
|
I = BigDecimal.ONE.divide(I, mc);
|
|
return new BigComplex(R, I.negate());
|
|
}
|
|
}
|
|
|
|
/**
|
|
* Divide and round.
|
|
*
|
|
* @param x
|
|
* The numerator
|
|
* @param y
|
|
* The denominator
|
|
* @return the divided x/y
|
|
* @since 2010-07-19
|
|
*/
|
|
static public BigComplex divideRound(final BigComplex x, final BigComplex y) {
|
|
return BigDecimalMath.multiplyRound(x, BigDecimalMath.invertRound(y));
|
|
}
|
|
|
|
/**
|
|
* Divide and round.
|
|
*
|
|
* @param x
|
|
* The numerator
|
|
* @param n
|
|
* The denominator
|
|
* @return the divided x/n
|
|
* @since 2009-07-30
|
|
*/
|
|
static public BigDecimal divideRound(final BigDecimal x, final int n) {
|
|
/*
|
|
* The estimation of the relative error in the result is |err(x)/x|
|
|
*/
|
|
final MathContext mc = SafeMathContext.newMathContext(x.precision());
|
|
return x.divide(new BigDecimal(n), mc);
|
|
}
|
|
|
|
/**
|
|
* Divide and round.
|
|
*
|
|
* @param x
|
|
* The numerator
|
|
* @param n
|
|
* The denominator
|
|
* @return the divided x/n
|
|
* @since 2009-07-30
|
|
*/
|
|
static public BigDecimal divideRound(final BigDecimal x, final BigInteger n) {
|
|
/*
|
|
* The estimation of the relative error in the result is |err(x)/x|
|
|
*/
|
|
final MathContext mc = SafeMathContext.newMathContext(x.precision());
|
|
return x.divide(new BigDecimal(n), mc);
|
|
} /* divideRound */
|
|
|
|
/**
|
|
* Divide and round.
|
|
*
|
|
* @param n
|
|
* The numerator
|
|
* @param x
|
|
* The denominator
|
|
* @return the divided n/x
|
|
* @since 2009-08-05
|
|
*/
|
|
static public BigDecimal divideRound(final BigInteger n, final BigDecimal x) {
|
|
/*
|
|
* The estimation of the relative error in the result is |err(x)/x|
|
|
*/
|
|
final MathContext mc = SafeMathContext.newMathContext(x.precision());
|
|
return new BigDecimal(n).divide(x, mc);
|
|
} /* divideRound */
|
|
|
|
/**
|
|
* Divide and round.
|
|
*
|
|
* @param n
|
|
* The numerator
|
|
* @param x
|
|
* The denominator
|
|
* @return the divided n/x
|
|
* @since 2012-03-01
|
|
*/
|
|
static public BigComplex divideRound(final BigInteger n, final BigComplex x) {
|
|
/*
|
|
* catch case of real-valued denominator first
|
|
*/
|
|
if (x.im.compareTo(BigDecimal.ZERO) == 0) {
|
|
return new BigComplex(BigDecimalMath.divideRound(n, x.re), BigDecimal.ZERO);
|
|
} else if (x.re.compareTo(BigDecimal.ZERO) == 0) {
|
|
return new BigComplex(BigDecimal.ZERO, BigDecimalMath.divideRound(n, x.im).negate());
|
|
}
|
|
|
|
final BigComplex z = BigDecimalMath.invertRound(x);
|
|
/*
|
|
* n/(x+iy) = nx/(x^2+y^2) -nyi/(x^2+y^2)
|
|
*/
|
|
final BigDecimal repart = BigDecimalMath.multiplyRound(z.re, n);
|
|
final BigDecimal impart = BigDecimalMath.multiplyRound(z.im, n);
|
|
return new BigComplex(repart, impart);
|
|
} /* divideRound */
|
|
|
|
/**
|
|
* Divide and round.
|
|
*
|
|
* @param n
|
|
* The numerator.
|
|
* @param x
|
|
* The denominator.
|
|
* @return the divided n/x.
|
|
* @since 2009-08-05
|
|
*/
|
|
static public BigDecimal divideRound(final int n, final BigDecimal x) {
|
|
/*
|
|
* The estimation of the relative error in the result is |err(x)/x|
|
|
*/
|
|
final MathContext mc = SafeMathContext.newMathContext(x.precision());
|
|
return new BigDecimal(n).divide(x, mc);
|
|
}
|
|
|
|
/**
|
|
* Append decimal zeros to the value. This returns a value which appears to
|
|
* have
|
|
* a higher precision than the input.
|
|
*
|
|
* @param x
|
|
* The input value
|
|
* @param d
|
|
* The (positive) value of zeros to be added as least significant
|
|
* digits.
|
|
* @return The same value as the input but with increased (pseudo)
|
|
* precision.
|
|
*/
|
|
static public BigDecimal scalePrec(final BigDecimal x, final int d) {
|
|
return x.setScale(d + x.scale());
|
|
}
|
|
|
|
/**
|
|
* Append decimal zeros to the value. This returns a value which appears to
|
|
* have
|
|
* a higher precision than the input.
|
|
*
|
|
* @param x
|
|
* The input value
|
|
* @param d
|
|
* The (positive) value of zeros to be added as least significant
|
|
* digits.
|
|
* @return The same value as the input but with increased (pseudo)
|
|
* precision.
|
|
*/
|
|
static public BigComplex scalePrec(final BigComplex x, final int d) {
|
|
return new BigComplex(BigDecimalMath.scalePrec(x.re, d), BigDecimalMath.scalePrec(x.im, d));
|
|
}
|
|
|
|
/**
|
|
* Boost the precision by appending decimal zeros to the value. This returns
|
|
* a value which appears to have
|
|
* a higher precision than the input.
|
|
*
|
|
* @param x
|
|
* The input value
|
|
* @param mc
|
|
* The requirement on the minimum precision on return.
|
|
* @return The same value as the input but with increased (pseudo)
|
|
* precision.
|
|
*/
|
|
static public BigDecimal scalePrec(final BigDecimal x, final MathContext mc) {
|
|
final int diffPr = mc.getPrecision() - x.precision();
|
|
if (diffPr > 0) {
|
|
return BigDecimalMath.scalePrec(x, diffPr);
|
|
} else {
|
|
return x;
|
|
}
|
|
} /* BigDecimalMath.scalePrec */
|
|
|
|
/**
|
|
* Convert an absolute error to a precision.
|
|
*
|
|
* @param x
|
|
* The value of the variable
|
|
* @param xerr
|
|
* The absolute error in the variable
|
|
* @return The number of valid digits in x.
|
|
* The value is rounded down, and on the pessimistic side for that
|
|
* reason.
|
|
* @since 2009-06-25
|
|
*/
|
|
static public int err2prec(final BigDecimal x, final BigDecimal xerr) {
|
|
return BigDecimalMath.err2prec(xerr.divide(x, MathContext.DECIMAL64).doubleValue());
|
|
}
|
|
|
|
/**
|
|
* Convert an absolute error to a precision.
|
|
*
|
|
* @param x
|
|
* The value of the variable
|
|
* The value returned depends only on the absolute value, not on
|
|
* the sign.
|
|
* @param xerr
|
|
* The absolute error in the variable
|
|
* The value returned depends only on the absolute value, not on
|
|
* the sign.
|
|
* @return The number of valid digits in x.
|
|
* Derived from the representation x+- xerr, as if the error was
|
|
* represented
|
|
* in a "half width" (half of the error bar) form.
|
|
* The value is rounded down, and on the pessimistic side for that
|
|
* reason.
|
|
* @since 2009-05-30
|
|
*/
|
|
static public int err2prec(final double x, final double xerr) {
|
|
/*
|
|
* Example: an error of xerr=+-0.5 at x=100 represents 100+-0.5 with
|
|
* a precision = 3 (digits).
|
|
*/
|
|
return 1 + (int) Math.log10(Math.abs(0.5 * x / xerr));
|
|
}
|
|
|
|
/**
|
|
* Convert a relative error to a precision.
|
|
*
|
|
* @param xerr
|
|
* The relative error in the variable.
|
|
* The value returned depends only on the absolute value, not on
|
|
* the sign.
|
|
* @return The number of valid digits in x.
|
|
* The value is rounded down, and on the pessimistic side for that
|
|
* reason.
|
|
* @since 2009-08-05
|
|
*/
|
|
static public int err2prec(final double xerr) {
|
|
/*
|
|
* Example: an error of xerr=+-0.5 a precision of 1 (digit), an error of
|
|
* +-0.05 a precision of 2 (digits)
|
|
*/
|
|
return 1 + (int) Math.log10(Math.abs(0.5 / xerr));
|
|
}
|
|
|
|
/**
|
|
* Convert a precision (relative error) to an absolute error.
|
|
* The is the inverse functionality of err2prec().
|
|
*
|
|
* @param x
|
|
* The value of the variable
|
|
* The value returned depends only on the absolute value, not on
|
|
* the sign.
|
|
* @param prec
|
|
* The number of valid digits of the variable.
|
|
* @return the absolute error in x.
|
|
* Derived from the an accuracy of one half of the ulp.
|
|
* @since 2009-08-09
|
|
*/
|
|
static public double prec2err(final double x, final int prec) {
|
|
return 5. * Math.abs(x) * Math.pow(10., -prec);
|
|
}
|
|
|
|
} /* BigDecimalMath */
|