/src/libreoffice/scaddins/source/analysis/bessel.cxx
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1 | | /* -*- Mode: C++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */ |
2 | | /* |
3 | | * This file is part of the LibreOffice project. |
4 | | * |
5 | | * This Source Code Form is subject to the terms of the Mozilla Public |
6 | | * License, v. 2.0. If a copy of the MPL was not distributed with this |
7 | | * file, You can obtain one at http://mozilla.org/MPL/2.0/. |
8 | | * |
9 | | * This file incorporates work covered by the following license notice: |
10 | | * |
11 | | * Licensed to the Apache Software Foundation (ASF) under one or more |
12 | | * contributor license agreements. See the NOTICE file distributed |
13 | | * with this work for additional information regarding copyright |
14 | | * ownership. The ASF licenses this file to you under the Apache |
15 | | * License, Version 2.0 (the "License"); you may not use this file |
16 | | * except in compliance with the License. You may obtain a copy of |
17 | | * the License at http://www.apache.org/licenses/LICENSE-2.0 . |
18 | | */ |
19 | | |
20 | | #include "bessel.hxx" |
21 | | #include <cmath> |
22 | | #include <numbers> |
23 | | #include <rtl/math.hxx> |
24 | | |
25 | | #include <com/sun/star/lang/IllegalArgumentException.hpp> |
26 | | #include <com/sun/star/sheet/NoConvergenceException.hpp> |
27 | | |
28 | | using ::com::sun::star::lang::IllegalArgumentException; |
29 | | using ::com::sun::star::sheet::NoConvergenceException; |
30 | | |
31 | | namespace sca::analysis { |
32 | | |
33 | | // BESSEL J |
34 | | |
35 | | |
36 | | /* The BESSEL function, first kind, unmodified: |
37 | | The algorithm follows |
38 | | http://www.reference-global.com/isbn/978-3-11-020354-7 |
39 | | Numerical Mathematics 1 / Numerische Mathematik 1, |
40 | | An algorithm-based introduction / Eine algorithmisch orientierte Einfuehrung |
41 | | Deuflhard, Peter; Hohmann, Andreas |
42 | | Berlin, New York (Walter de Gruyter) 2008 |
43 | | 4. ueberarb. u. erw. Aufl. 2008 |
44 | | eBook ISBN: 978-3-11-020355-4 |
45 | | Chapter 6.3.2 , algorithm 6.24 |
46 | | The source is in German. |
47 | | The BesselJ-function is a special case of the adjoint summation with |
48 | | a_k = 2*(k-1)/x for k=1,... |
49 | | b_k = -1, for all k, directly substituted |
50 | | m_0=1, m_k=2 for k even, and m_k=0 for k odd, calculated on the fly |
51 | | alpha_k=1 for k=N and alpha_k=0 otherwise |
52 | | */ |
53 | | |
54 | | double BesselJ( double x, sal_Int32 N ) |
55 | | |
56 | 0 | { |
57 | 0 | if( N < 0 ) |
58 | 0 | throw IllegalArgumentException(); |
59 | 0 | if (x==0.0) |
60 | 0 | return (N==0) ? 1.0 : 0.0; |
61 | | |
62 | | /* The algorithm works only for x>0, therefore remember sign. BesselJ |
63 | | with integer order N is an even function for even N (means J(-x)=J(x)) |
64 | | and an odd function for odd N (means J(-x)=-J(x)).*/ |
65 | 0 | double fSign = (N % 2 == 1 && x < 0) ? -1.0 : 1.0; |
66 | 0 | double fX = fabs(x); |
67 | |
|
68 | 0 | const double fMaxIteration = 9000000.0; //experimental, for to return in < 3 seconds |
69 | 0 | double fEstimateIteration = fX * 1.5 + N; |
70 | 0 | bool bAsymptoticPossible = pow(fX,0.4) > N; |
71 | 0 | if (fEstimateIteration > fMaxIteration) |
72 | 0 | { |
73 | 0 | if (!bAsymptoticPossible) |
74 | 0 | throw NoConvergenceException(); |
75 | 0 | return fSign * sqrt(M_2_PI/fX)* cos(fX-N*M_PI_2-M_PI_4); |
76 | 0 | } |
77 | | |
78 | 0 | double const epsilon = 1.0e-15; // relative error |
79 | 0 | bool bHasfound = false; |
80 | 0 | double k= 0.0; |
81 | | // e_{-1} = 0; e_0 = alpha_0 / b_2 |
82 | 0 | double u ; // u_0 = e_0/f_0 = alpha_0/m_0 = alpha_0 |
83 | | |
84 | | // first used with k=1 |
85 | 0 | double m_bar; // m_bar_k = m_k * f_bar_{k-1} |
86 | 0 | double g_bar; // g_bar_k = m_bar_k - a_{k+1} + g_{k-1} |
87 | 0 | double g_bar_delta_u; // g_bar_delta_u_k = f_bar_{k-1} * alpha_k |
88 | | // - g_{k-1} * delta_u_{k-1} - m_bar_k * u_{k-1} |
89 | | // f_{-1} = 0.0; f_0 = m_0 / b_2 = 1/(-1) = -1 |
90 | 0 | double g = 0.0; // g_0= f_{-1} / f_0 = 0/(-1) = 0 |
91 | 0 | double delta_u = 0.0; // dummy initialize, first used with * 0 |
92 | 0 | double f_bar = -1.0; // f_bar_k = 1/f_k, but only used for k=0 |
93 | |
|
94 | 0 | if (N==0) |
95 | 0 | { |
96 | | //k=0; alpha_0 = 1.0 |
97 | 0 | u = 1.0; // u_0 = alpha_0 |
98 | | // k = 1.0; at least one step is necessary |
99 | | // m_bar_k = m_k * f_bar_{k-1} ==> m_bar_1 = 0.0 |
100 | 0 | g_bar_delta_u = 0.0; // alpha_k = 0.0, m_bar = 0.0; g= 0.0 |
101 | 0 | g_bar = - 2.0/fX; // k = 1.0, g = 0.0 |
102 | 0 | delta_u = g_bar_delta_u / g_bar; |
103 | 0 | u = u + delta_u ; // u_k = u_{k-1} + delta_u_k |
104 | 0 | g = -1.0 / g_bar; // g_k=b_{k+2}/g_bar_k |
105 | 0 | f_bar = f_bar * g; // f_bar_k = f_bar_{k-1}* g_k |
106 | 0 | k = 2.0; |
107 | | // From now on all alpha_k = 0.0 and k > N+1 |
108 | 0 | } |
109 | 0 | else |
110 | 0 | { // N >= 1 and alpha_k = 0.0 for k<N |
111 | 0 | u=0.0; // u_0 = alpha_0 |
112 | 0 | for (k =1.0; k<= N-1; k = k + 1.0) |
113 | 0 | { |
114 | 0 | m_bar=2.0 * fmod(k-1.0, 2.0) * f_bar; |
115 | 0 | g_bar_delta_u = - g * delta_u - m_bar * u; // alpha_k = 0.0 |
116 | 0 | g_bar = m_bar - 2.0*k/fX + g; |
117 | 0 | delta_u = g_bar_delta_u / g_bar; |
118 | 0 | u = u + delta_u; |
119 | 0 | g = -1.0/g_bar; |
120 | 0 | f_bar=f_bar * g; |
121 | 0 | } |
122 | | // Step alpha_N = 1.0 |
123 | 0 | m_bar=2.0 * fmod(k-1.0, 2.0) * f_bar; |
124 | 0 | g_bar_delta_u = f_bar - g * delta_u - m_bar * u; // alpha_k = 1.0 |
125 | 0 | g_bar = m_bar - 2.0*k/fX + g; |
126 | 0 | delta_u = g_bar_delta_u / g_bar; |
127 | 0 | u = u + delta_u; |
128 | 0 | g = -1.0/g_bar; |
129 | 0 | f_bar = f_bar * g; |
130 | 0 | k = k + 1.0; |
131 | 0 | } |
132 | | // Loop until desired accuracy, always alpha_k = 0.0 |
133 | 0 | do |
134 | 0 | { |
135 | 0 | m_bar = 2.0 * fmod(k-1.0, 2.0) * f_bar; |
136 | 0 | g_bar_delta_u = - g * delta_u - m_bar * u; |
137 | 0 | g_bar = m_bar - 2.0*k/fX + g; |
138 | 0 | delta_u = g_bar_delta_u / g_bar; |
139 | 0 | u = u + delta_u; |
140 | 0 | g = -1.0/g_bar; |
141 | 0 | f_bar = f_bar * g; |
142 | 0 | bHasfound = (fabs(delta_u)<=fabs(u)*epsilon); |
143 | 0 | k = k + 1.0; |
144 | 0 | } |
145 | 0 | while (!bHasfound && k <= fMaxIteration); |
146 | 0 | if (!bHasfound) |
147 | 0 | throw NoConvergenceException(); // unlikely to happen |
148 | | |
149 | 0 | return u * fSign; |
150 | 0 | } |
151 | | |
152 | | |
153 | | // BESSEL I |
154 | | |
155 | | |
156 | | /* The BESSEL function, first kind, modified: |
157 | | |
158 | | inf (x/2)^(n+2k) |
159 | | I_n(x) = SUM TERM(n,k) with TERM(n,k) := -------------- |
160 | | k=0 k! (n+k)! |
161 | | |
162 | | No asymptotic approximation used, see issue 43040. |
163 | | */ |
164 | | |
165 | | double BesselI( double x, sal_Int32 n ) |
166 | 0 | { |
167 | 0 | const sal_Int32 nMaxIteration = 2000; |
168 | 0 | const double fXHalf = x / 2.0; |
169 | 0 | if( n < 0 ) |
170 | 0 | throw IllegalArgumentException(); |
171 | | |
172 | 0 | double fResult = 0.0; |
173 | | |
174 | | /* Start the iteration without TERM(n,0), which is set here. |
175 | | |
176 | | TERM(n,0) = (x/2)^n / n! |
177 | | */ |
178 | 0 | sal_Int32 nK = 0; |
179 | 0 | double fTerm = 1.0; |
180 | | // avoid overflow in Fak(n) |
181 | 0 | for( nK = 1; nK <= n; ++nK ) |
182 | 0 | { |
183 | 0 | fTerm = fTerm / static_cast< double >( nK ) * fXHalf; |
184 | 0 | } |
185 | 0 | fResult = fTerm; // Start result with TERM(n,0). |
186 | 0 | if( fTerm != 0.0 ) |
187 | 0 | { |
188 | 0 | nK = 1; |
189 | 0 | const double fEpsilon = 1.0E-15; |
190 | 0 | do |
191 | 0 | { |
192 | | /* Calculation of TERM(n,k) from TERM(n,k-1): |
193 | | |
194 | | (x/2)^(n+2k) |
195 | | TERM(n,k) = -------------- |
196 | | k! (n+k)! |
197 | | |
198 | | (x/2)^2 (x/2)^(n+2(k-1)) |
199 | | = -------------------------- |
200 | | k (k-1)! (n+k) (n+k-1)! |
201 | | |
202 | | (x/2)^2 (x/2)^(n+2(k-1)) |
203 | | = --------- * ------------------ |
204 | | k(n+k) (k-1)! (n+k-1)! |
205 | | |
206 | | x^2/4 |
207 | | = -------- TERM(n,k-1) |
208 | | k(n+k) |
209 | | */ |
210 | 0 | fTerm = fTerm * fXHalf / static_cast<double>(nK) * fXHalf / static_cast<double>(nK+n); |
211 | 0 | fResult += fTerm; |
212 | 0 | nK++; |
213 | 0 | } |
214 | 0 | while( (fabs( fTerm ) > fabs(fResult) * fEpsilon) && (nK < nMaxIteration) ); |
215 | |
|
216 | 0 | } |
217 | 0 | return fResult; |
218 | 0 | } |
219 | | |
220 | | /// @throws IllegalArgumentException |
221 | | /// @throws NoConvergenceException |
222 | | static double Besselk0( double fNum ) |
223 | 0 | { |
224 | 0 | double fRet; |
225 | |
|
226 | 0 | if( fNum <= 2.0 ) |
227 | 0 | { |
228 | 0 | double fNum2 = fNum * 0.5; |
229 | 0 | double y = fNum2 * fNum2; |
230 | |
|
231 | 0 | fRet = -log( fNum2 ) * BesselI( fNum, 0 ) + |
232 | 0 | ( -0.57721566 + y * ( 0.42278420 + y * ( 0.23069756 + y * ( 0.3488590e-1 + |
233 | 0 | y * ( 0.262698e-2 + y * ( 0.10750e-3 + y * 0.74e-5 ) ) ) ) ) ); |
234 | 0 | } |
235 | 0 | else |
236 | 0 | { |
237 | 0 | double y = 2.0 / fNum; |
238 | |
|
239 | 0 | fRet = exp( -fNum ) / sqrt( fNum ) * ( 1.25331414 + y * ( -0.7832358e-1 + |
240 | 0 | y * ( 0.2189568e-1 + y * ( -0.1062446e-1 + y * ( 0.587872e-2 + |
241 | 0 | y * ( -0.251540e-2 + y * 0.53208e-3 ) ) ) ) ) ); |
242 | 0 | } |
243 | |
|
244 | 0 | return fRet; |
245 | 0 | } |
246 | | |
247 | | /// @throws IllegalArgumentException |
248 | | /// @throws NoConvergenceException |
249 | | static double Besselk1( double fNum ) |
250 | 0 | { |
251 | 0 | double fRet; |
252 | |
|
253 | 0 | if( fNum <= 2.0 ) |
254 | 0 | { |
255 | 0 | double fNum2 = fNum * 0.5; |
256 | 0 | double y = fNum2 * fNum2; |
257 | |
|
258 | 0 | fRet = log( fNum2 ) * BesselI( fNum, 1 ) + |
259 | 0 | ( 1.0 + y * ( 0.15443144 + y * ( -0.67278579 + y * ( -0.18156897 + y * ( -0.1919402e-1 + |
260 | 0 | y * ( -0.110404e-2 + y * -0.4686e-4 ) ) ) ) ) ) |
261 | 0 | / fNum; |
262 | 0 | } |
263 | 0 | else |
264 | 0 | { |
265 | 0 | double y = 2.0 / fNum; |
266 | |
|
267 | 0 | fRet = exp( -fNum ) / sqrt( fNum ) * ( 1.25331414 + y * ( 0.23498619 + |
268 | 0 | y * ( -0.3655620e-1 + y * ( 0.1504268e-1 + y * ( -0.780353e-2 + |
269 | 0 | y * ( 0.325614e-2 + y * -0.68245e-3 ) ) ) ) ) ); |
270 | 0 | } |
271 | |
|
272 | 0 | return fRet; |
273 | 0 | } |
274 | | |
275 | | |
276 | | double BesselK( double fNum, sal_Int32 nOrder ) |
277 | 0 | { |
278 | 0 | switch( nOrder ) |
279 | 0 | { |
280 | 0 | case 0: return Besselk0( fNum ); |
281 | 0 | case 1: return Besselk1( fNum ); |
282 | 0 | default: |
283 | 0 | { |
284 | 0 | double fTox = 2.0 / fNum; |
285 | 0 | double fBkm = Besselk0( fNum ); |
286 | 0 | double fBk = Besselk1( fNum ); |
287 | |
|
288 | 0 | for( sal_Int32 n = 1 ; n < nOrder ; n++ ) |
289 | 0 | { |
290 | 0 | const double fBkp = fBkm + double( n ) * fTox * fBk; |
291 | 0 | fBkm = fBk; |
292 | 0 | fBk = fBkp; |
293 | 0 | } |
294 | |
|
295 | 0 | return fBk; |
296 | 0 | } |
297 | 0 | } |
298 | 0 | } |
299 | | |
300 | | |
301 | | // BESSEL Y |
302 | | |
303 | | |
304 | | /* The BESSEL function, second kind, unmodified: |
305 | | The algorithm for order 0 and for order 1 follows |
306 | | http://www.reference-global.com/isbn/978-3-11-020354-7 |
307 | | Numerical Mathematics 1 / Numerische Mathematik 1, |
308 | | An algorithm-based introduction / Eine algorithmisch orientierte Einfuehrung |
309 | | Deuflhard, Peter; Hohmann, Andreas |
310 | | Berlin, New York (Walter de Gruyter) 2008 |
311 | | 4. ueberarb. u. erw. Aufl. 2008 |
312 | | eBook ISBN: 978-3-11-020355-4 |
313 | | Chapter 6.3.2 , algorithm 6.24 |
314 | | The source is in German. |
315 | | See #i31656# for a commented version of the implementation, attachment #desc6 |
316 | | https://bz.apache.org/ooo/attachment.cgi?id=63609 |
317 | | */ |
318 | | |
319 | | /// @throws IllegalArgumentException |
320 | | /// @throws NoConvergenceException |
321 | | static double Bessely0( double fX ) |
322 | 0 | { |
323 | | // If fX > 2^64 then sin and cos fail |
324 | 0 | if (fX <= 0 || !rtl::math::isValidArcArg(fX)) |
325 | 0 | throw IllegalArgumentException(); |
326 | 0 | const double fMaxIteration = 9000000.0; // should not be reached |
327 | 0 | if (fX > 5.0e+6) // iteration is not considerably better than approximation |
328 | 0 | return sqrt(1/M_PI/fX) |
329 | 0 | *(std::sin(fX)-std::cos(fX)); |
330 | 0 | const double epsilon = 1.0e-15; |
331 | 0 | double alpha = log(fX/2.0)+std::numbers::egamma; |
332 | 0 | double u = alpha; |
333 | |
|
334 | 0 | double k = 1.0; |
335 | 0 | double g_bar_delta_u = 0.0; |
336 | 0 | double g_bar = -2.0 / fX; |
337 | 0 | double delta_u = g_bar_delta_u / g_bar; |
338 | 0 | double g = -1.0/g_bar; |
339 | 0 | double f_bar = -1 * g; |
340 | |
|
341 | 0 | double sign_alpha = 1.0; |
342 | 0 | bool bHasFound = false; |
343 | 0 | k = k + 1; |
344 | 0 | do |
345 | 0 | { |
346 | 0 | double km1mod2 = fmod(k-1.0, 2.0); |
347 | 0 | double m_bar = (2.0*km1mod2) * f_bar; |
348 | 0 | if (km1mod2 == 0.0) |
349 | 0 | alpha = 0.0; |
350 | 0 | else |
351 | 0 | { |
352 | 0 | alpha = sign_alpha * (4.0/k); |
353 | 0 | sign_alpha = -sign_alpha; |
354 | 0 | } |
355 | 0 | g_bar_delta_u = f_bar * alpha - g * delta_u - m_bar * u; |
356 | 0 | g_bar = m_bar - (2.0*k)/fX + g; |
357 | 0 | delta_u = g_bar_delta_u / g_bar; |
358 | 0 | u = u+delta_u; |
359 | 0 | g = -1.0 / g_bar; |
360 | 0 | f_bar = f_bar*g; |
361 | 0 | bHasFound = (fabs(delta_u)<=fabs(u)*epsilon); |
362 | 0 | k=k+1; |
363 | 0 | } |
364 | 0 | while (!bHasFound && k<fMaxIteration); |
365 | 0 | if (!bHasFound) |
366 | 0 | throw NoConvergenceException(); // not likely to happen |
367 | 0 | return u*M_2_PI; |
368 | 0 | } |
369 | | |
370 | | // See #i31656# for a commented version of this implementation, attachment #desc6 |
371 | | // https://bz.apache.org/ooo/attachment.cgi?id=63609 |
372 | | /// @throws IllegalArgumentException |
373 | | /// @throws NoConvergenceException |
374 | | static double Bessely1( double fX ) |
375 | 0 | { |
376 | | // If fX > 2^64 then sin and cos fail |
377 | 0 | if (fX <= 0 || !rtl::math::isValidArcArg(fX)) |
378 | 0 | throw IllegalArgumentException(); |
379 | 0 | const double fMaxIteration = 9000000.0; // should not be reached |
380 | 0 | if (fX > 5.0e+6) // iteration is not considerably better than approximation |
381 | 0 | return - sqrt(1/M_PI/fX) |
382 | 0 | *(std::sin(fX)+std::cos(fX)); |
383 | 0 | const double epsilon = 1.0e-15; |
384 | 0 | double alpha = 1.0/fX; |
385 | 0 | double f_bar = -1.0; |
386 | 0 | double u = alpha; |
387 | 0 | double k = 1.0; |
388 | 0 | alpha = 1.0 - std::numbers::egamma - log(fX/2.0); |
389 | 0 | double g_bar_delta_u = -alpha; |
390 | 0 | double g_bar = -2.0 / fX; |
391 | 0 | double delta_u = g_bar_delta_u / g_bar; |
392 | 0 | u = u + delta_u; |
393 | 0 | double g = -1.0/g_bar; |
394 | 0 | f_bar = f_bar * g; |
395 | 0 | double sign_alpha = -1.0; |
396 | 0 | bool bHasFound = false; |
397 | 0 | k = k + 1.0; |
398 | 0 | do |
399 | 0 | { |
400 | 0 | double km1mod2 = fmod(k-1.0,2.0); |
401 | 0 | double m_bar = (2.0*km1mod2) * f_bar; |
402 | 0 | double q = (k-1.0)/2.0; |
403 | 0 | if (km1mod2 == 0.0) // k is odd |
404 | 0 | { |
405 | 0 | alpha = sign_alpha * (1.0/q + 1.0/(q+1.0)); |
406 | 0 | sign_alpha = -sign_alpha; |
407 | 0 | } |
408 | 0 | else |
409 | 0 | alpha = 0.0; |
410 | 0 | g_bar_delta_u = f_bar * alpha - g * delta_u - m_bar * u; |
411 | 0 | g_bar = m_bar - (2.0*k)/fX + g; |
412 | 0 | delta_u = g_bar_delta_u / g_bar; |
413 | 0 | u = u+delta_u; |
414 | 0 | g = -1.0 / g_bar; |
415 | 0 | f_bar = f_bar*g; |
416 | 0 | bHasFound = (fabs(delta_u)<=fabs(u)*epsilon); |
417 | 0 | k=k+1; |
418 | 0 | } |
419 | 0 | while (!bHasFound && k<fMaxIteration); |
420 | 0 | if (!bHasFound) |
421 | 0 | throw NoConvergenceException(); |
422 | 0 | return -u*2.0/M_PI; |
423 | 0 | } |
424 | | |
425 | | double BesselY( double fNum, sal_Int32 nOrder ) |
426 | 0 | { |
427 | 0 | switch( nOrder ) |
428 | 0 | { |
429 | 0 | case 0: return Bessely0( fNum ); |
430 | 0 | case 1: return Bessely1( fNum ); |
431 | 0 | default: |
432 | 0 | { |
433 | 0 | double fTox = 2.0 / fNum; |
434 | 0 | double fBym = Bessely0( fNum ); |
435 | 0 | double fBy = Bessely1( fNum ); |
436 | |
|
437 | 0 | for( sal_Int32 n = 1 ; n < nOrder ; n++ ) |
438 | 0 | { |
439 | 0 | const double fByp = double( n ) * fTox * fBy - fBym; |
440 | 0 | fBym = fBy; |
441 | 0 | fBy = fByp; |
442 | 0 | } |
443 | |
|
444 | 0 | return fBy; |
445 | 0 | } |
446 | 0 | } |
447 | 0 | } |
448 | | |
449 | | } // namespace sca::analysis |
450 | | |
451 | | /* vim:set shiftwidth=4 softtabstop=4 expandtab: */ |