/* mpfr_digamma -- digamma function of a floating-point number Copyright 2009-2015 Free Software Foundation, Inc. Contributed by the AriC and Caramel projects, INRIA. This file is part of the GNU MPFR Library. The GNU MPFR Library is free software; you can redistribute it and/or modify it under the terms of the GNU Lesser General Public License as published by the Free Software Foundation; either version 3 of the License, or (at your option) any later version. The GNU MPFR Library is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License for more details. You should have received a copy of the GNU Lesser General Public License along with the GNU MPFR Library; see the file COPYING.LESSER. If not, see http://www.gnu.org/licenses/ or write to the Free Software Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301, USA. */ #include "mpfr-impl.h" /* Put in s an approximation of digamma(x). Assumes x >= 2. Assumes s does not overlap with x. Returns an integer e such that the error is bounded by 2^e ulps of the result s. */ static mpfr_exp_t mpfr_digamma_approx (mpfr_ptr s, mpfr_srcptr x) { mpfr_prec_t p = MPFR_PREC (s); mpfr_t t, u, invxx; mpfr_exp_t e, exps, f, expu; mpz_t *INITIALIZED(B); /* variable B declared as initialized */ unsigned long n0, n; /* number of allocated B[] */ MPFR_ASSERTN(MPFR_IS_POS(x) && (MPFR_EXP(x) >= 2)); mpfr_init2 (t, p); mpfr_init2 (u, p); mpfr_init2 (invxx, p); mpfr_log (s, x, MPFR_RNDN); /* error <= 1/2 ulp */ mpfr_ui_div (t, 1, x, MPFR_RNDN); /* error <= 1/2 ulp */ mpfr_div_2exp (t, t, 1, MPFR_RNDN); /* exact */ mpfr_sub (s, s, t, MPFR_RNDN); /* error <= 1/2 + 1/2*2^(EXP(olds)-EXP(s)) + 1/2*2^(EXP(t)-EXP(s)). For x >= 2, log(x) >= 2*(1/(2x)), thus olds >= 2t, and olds - t >= olds/2, thus 0 <= EXP(olds)-EXP(s) <= 1, and EXP(t)-EXP(s) <= 0, thus error <= 1/2 + 1/2*2 + 1/2 <= 2 ulps. */ e = 2; /* initial error */ mpfr_mul (invxx, x, x, MPFR_RNDZ); /* invxx = x^2 * (1 + theta) for |theta| <= 2^(-p) */ mpfr_ui_div (invxx, 1, invxx, MPFR_RNDU); /* invxx = 1/x^2 * (1 + theta)^2 */ /* in the following we note err=xxx when the ratio between the approximation and the exact result can be written (1 + theta)^xxx for |theta| <= 2^(-p), following Higham's method */ B = mpfr_bernoulli_internal ((mpz_t *) 0, 0); mpfr_set_ui (t, 1, MPFR_RNDN); /* err = 0 */ for (n = 1;; n++) { /* compute next Bernoulli number */ B = mpfr_bernoulli_internal (B, n); /* The main term is Bernoulli[2n]/(2n)/x^(2n) = B[n]/(2n+1)!(2n)/x^(2n) = B[n]*t[n]/(2n) where t[n]/t[n-1] = 1/(2n)/(2n+1)/x^2. */ mpfr_mul (t, t, invxx, MPFR_RNDU); /* err = err + 3 */ mpfr_div_ui (t, t, 2 * n, MPFR_RNDU); /* err = err + 1 */ mpfr_div_ui (t, t, 2 * n + 1, MPFR_RNDU); /* err = err + 1 */ /* we thus have err = 5n here */ mpfr_div_ui (u, t, 2 * n, MPFR_RNDU); /* err = 5n+1 */ mpfr_mul_z (u, u, B[n], MPFR_RNDU); /* err = 5n+2, and the absolute error is bounded by 10n+4 ulp(u) [Rule 11] */ /* if the terms 'u' are decreasing by a factor two at least, then the error coming from those is bounded by sum((10n+4)/2^n, n=1..infinity) = 24 */ exps = mpfr_get_exp (s); expu = mpfr_get_exp (u); if (expu < exps - (mpfr_exp_t) p) break; mpfr_sub (s, s, u, MPFR_RNDN); /* error <= 24 + n/2 */ if (mpfr_get_exp (s) < exps) e <<= exps - mpfr_get_exp (s); e ++; /* error in mpfr_sub */ f = 10 * n + 4; while (expu < exps) { f = (1 + f) / 2; expu ++; } e += f; /* total rouding error coming from 'u' term */ } n0 = ++n; while (n--) mpz_clear (B[n]); (*__gmp_free_func) (B, n0 * sizeof (mpz_t)); mpfr_clear (t); mpfr_clear (u); mpfr_clear (invxx); f = 0; while (e > 1) { f++; e = (e + 1) / 2; /* Invariant: 2^f * e does not decrease */ } return f; } /* Use the reflection formula Digamma(1-x) = Digamma(x) + Pi * cot(Pi*x), i.e., Digamma(x) = Digamma(1-x) - Pi * cot(Pi*x). Assume x < 1/2. */ static int mpfr_digamma_reflection (mpfr_ptr y, mpfr_srcptr x, mpfr_rnd_t rnd_mode) { mpfr_prec_t p = MPFR_PREC(y) + 10, q; mpfr_t t, u, v; mpfr_exp_t e1, expv; int inex; MPFR_ZIV_DECL (loop); /* we want that 1-x is exact with precision q: if 0 < x < 1/2, then q = PREC(x)-EXP(x) is ok, otherwise if -1 <= x < 0, q = PREC(x)-EXP(x) is ok, otherwise for x < -1, PREC(x) is ok if EXP(x) <= PREC(x), otherwise we need EXP(x) */ if (MPFR_EXP(x) < 0) q = MPFR_PREC(x) + 1 - MPFR_EXP(x); else if (MPFR_EXP(x) <= MPFR_PREC(x)) q = MPFR_PREC(x) + 1; else q = MPFR_EXP(x); mpfr_init2 (u, q); MPFR_ASSERTN(mpfr_ui_sub (u, 1, x, MPFR_RNDN) == 0); /* if x is half an integer, cot(Pi*x) = 0, thus Digamma(x) = Digamma(1-x) */ mpfr_mul_2exp (u, u, 1, MPFR_RNDN); inex = mpfr_integer_p (u); mpfr_div_2exp (u, u, 1, MPFR_RNDN); if (inex) { inex = mpfr_digamma (y, u, rnd_mode); goto end; } mpfr_init2 (t, p); mpfr_init2 (v, p); MPFR_ZIV_INIT (loop, p); for (;;) { mpfr_const_pi (v, MPFR_RNDN); /* v = Pi*(1+theta) for |theta|<=2^(-p) */ mpfr_mul (t, v, x, MPFR_RNDN); /* (1+theta)^2 */ e1 = MPFR_EXP(t) - (mpfr_exp_t) p + 1; /* bound for t: err(t) <= 2^e1 */ mpfr_cot (t, t, MPFR_RNDN); /* cot(t * (1+h)) = cot(t) - theta * (1 + cot(t)^2) with |theta|<=t*h */ if (MPFR_EXP(t) > 0) e1 = e1 + 2 * MPFR_EXP(t) + 1; else e1 = e1 + 1; /* now theta * (1 + cot(t)^2) <= 2^e1 */ e1 += (mpfr_exp_t) p - MPFR_EXP(t); /* error is now 2^e1 ulps */ mpfr_mul (t, t, v, MPFR_RNDN); e1 ++; mpfr_digamma (v, u, MPFR_RNDN); /* error <= 1/2 ulp */ expv = MPFR_EXP(v); mpfr_sub (v, v, t, MPFR_RNDN); if (MPFR_EXP(v) < MPFR_EXP(t)) e1 += MPFR_EXP(t) - MPFR_EXP(v); /* scale error for t wrt new v */ /* now take into account the 1/2 ulp error for v */ if (expv - MPFR_EXP(v) - 1 > e1) e1 = expv - MPFR_EXP(v) - 1; else e1 ++; e1 ++; /* rounding error for mpfr_sub */ if (MPFR_CAN_ROUND (v, p - e1, MPFR_PREC(y), rnd_mode)) break; MPFR_ZIV_NEXT (loop, p); mpfr_set_prec (t, p); mpfr_set_prec (v, p); } MPFR_ZIV_FREE (loop); inex = mpfr_set (y, v, rnd_mode); mpfr_clear (t); mpfr_clear (v); end: mpfr_clear (u); return inex; } /* we have x >= 1/2 here */ static int mpfr_digamma_positive (mpfr_ptr y, mpfr_srcptr x, mpfr_rnd_t rnd_mode) { mpfr_prec_t p = MPFR_PREC(y) + 10, q; mpfr_t t, u, x_plus_j; int inex; mpfr_exp_t errt, erru, expt; unsigned long j = 0, min; MPFR_ZIV_DECL (loop); /* compute a precision q such that x+1 is exact */ if (MPFR_PREC(x) < MPFR_EXP(x)) q = MPFR_EXP(x); else q = MPFR_PREC(x) + 1; mpfr_init2 (x_plus_j, q); mpfr_init2 (t, p); mpfr_init2 (u, p); MPFR_ZIV_INIT (loop, p); for(;;) { /* Lower bound for x+j in mpfr_digamma_approx call: since the smallest term of the divergent series for Digamma(x) is about exp(-2*Pi*x), and we want it to be less than 2^(-p), this gives x > p*log(2)/(2*Pi) i.e., x >= 0.1103 p. To be safe, we ensure x >= 0.25 * p. */ min = (p + 3) / 4; if (min < 2) min = 2; mpfr_set (x_plus_j, x, MPFR_RNDN); mpfr_set_ui (u, 0, MPFR_RNDN); j = 0; while (mpfr_cmp_ui (x_plus_j, min) < 0) { j ++; mpfr_ui_div (t, 1, x_plus_j, MPFR_RNDN); /* err <= 1/2 ulp */ mpfr_add (u, u, t, MPFR_RNDN); inex = mpfr_add_ui (x_plus_j, x_plus_j, 1, MPFR_RNDZ); if (inex != 0) /* we lost one bit */ { q ++; mpfr_prec_round (x_plus_j, q, MPFR_RNDZ); mpfr_nextabove (x_plus_j); } /* since all terms are positive, the error is bounded by j ulps */ } for (erru = 0; j > 1; erru++, j = (j + 1) / 2); errt = mpfr_digamma_approx (t, x_plus_j); expt = MPFR_EXP(t); mpfr_sub (t, t, u, MPFR_RNDN); if (MPFR_EXP(t) < expt) errt += expt - MPFR_EXP(t); if (MPFR_EXP(t) < MPFR_EXP(u)) erru += MPFR_EXP(u) - MPFR_EXP(t); if (errt > erru) errt = errt + 1; else if (errt == erru) errt = errt + 2; else errt = erru + 1; if (MPFR_CAN_ROUND (t, p - errt, MPFR_PREC(y), rnd_mode)) break; MPFR_ZIV_NEXT (loop, p); mpfr_set_prec (t, p); mpfr_set_prec (u, p); } MPFR_ZIV_FREE (loop); inex = mpfr_set (y, t, rnd_mode); mpfr_clear (t); mpfr_clear (u); mpfr_clear (x_plus_j); return inex; } int mpfr_digamma (mpfr_ptr y, mpfr_srcptr x, mpfr_rnd_t rnd_mode) { int inex; MPFR_SAVE_EXPO_DECL (expo); MPFR_LOG_FUNC (("x[%Pu]=%.*Rg rnd=%d", mpfr_get_prec(x), mpfr_log_prec, x, rnd_mode), ("y[%Pu]=%.*Rg inexact=%d", mpfr_get_prec(y), mpfr_log_prec, y, inex)); if (MPFR_UNLIKELY(MPFR_IS_SINGULAR(x))) { if (MPFR_IS_NAN(x)) { MPFR_SET_NAN(y); MPFR_RET_NAN; } else if (MPFR_IS_INF(x)) { if (MPFR_IS_POS(x)) /* Digamma(+Inf) = +Inf */ { MPFR_SET_SAME_SIGN(y, x); MPFR_SET_INF(y); MPFR_RET(0); } else /* Digamma(-Inf) = NaN */ { MPFR_SET_NAN(y); MPFR_RET_NAN; } } else /* Zero case */ { /* the following works also in case of overlap */ MPFR_SET_INF(y); MPFR_SET_OPPOSITE_SIGN(y, x); mpfr_set_divby0 (); MPFR_RET(0); } } /* Digamma is undefined for negative integers */ if (MPFR_IS_NEG(x) && mpfr_integer_p (x)) { MPFR_SET_NAN(y); MPFR_RET_NAN; } /* now x is a normal number */ MPFR_SAVE_EXPO_MARK (expo); /* for x very small, we have Digamma(x) = -1/x - gamma + O(x), more precisely -1 < Digamma(x) + 1/x < 0 for -0.2 < x < 0.2, thus: (i) either x is a power of two, then 1/x is exactly representable, and as long as 1/2*ulp(1/x) > 1, we can conclude; (ii) otherwise assume x has <= n bits, and y has <= n+1 bits, then |y + 1/x| >= 2^(-2n) ufp(y), where ufp means unit in first place. Since |Digamma(x) + 1/x| <= 1, if 2^(-2n) ufp(y) >= 2, then |y - Digamma(x)| >= 2^(-2n-1)ufp(y), and rounding -1/x gives the correct result. If x < 2^E, then y > 2^(-E), thus ufp(y) > 2^(-E-1). A sufficient condition is thus EXP(x) <= -2 MAX(PREC(x),PREC(Y)). */ if (MPFR_EXP(x) < -2) { if (MPFR_EXP(x) <= -2 * (mpfr_exp_t) MAX(MPFR_PREC(x), MPFR_PREC(y))) { int signx = MPFR_SIGN(x); inex = mpfr_si_div (y, -1, x, rnd_mode); if (inex == 0) /* x is a power of two */ { /* result always -1/x, except when rounding down */ if (rnd_mode == MPFR_RNDA) rnd_mode = (signx > 0) ? MPFR_RNDD : MPFR_RNDU; if (rnd_mode == MPFR_RNDZ) rnd_mode = (signx > 0) ? MPFR_RNDU : MPFR_RNDD; if (rnd_mode == MPFR_RNDU) inex = 1; else if (rnd_mode == MPFR_RNDD) { mpfr_nextbelow (y); inex = -1; } else /* nearest */ inex = 1; } MPFR_SAVE_EXPO_UPDATE_FLAGS (expo, __gmpfr_flags); goto end; } } if (MPFR_IS_NEG(x)) inex = mpfr_digamma_reflection (y, x, rnd_mode); /* if x < 1/2 we use the reflection formula */ else if (MPFR_EXP(x) < 0) inex = mpfr_digamma_reflection (y, x, rnd_mode); else inex = mpfr_digamma_positive (y, x, rnd_mode); end: MPFR_SAVE_EXPO_FREE (expo); return mpfr_check_range (y, inex, rnd_mode); }