EVOLUTION-MANAGER

Edit File: hypergeometric_1F1_by_ratios.hpp

/////////////////////////////////////////////////////////////////////////////// // Copyright 2018 John Maddock // Distributed under the Boost // Software License, Version 1.0. (See accompanying file // LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt) #ifndef BOOST_HYPERGEOMETRIC_1F1_BY_RATIOS_HPP_ #define BOOST_HYPERGEOMETRIC_1F1_BY_RATIOS_HPP_ #include <boost/math/tools/recurrence.hpp> #include <boost/math/policies/error_handling.hpp> namespace boost { namespace math { namespace detail { template <class T, class Policy> T hypergeometric_1F1_imp(const T& a, const T& b, const T& z, const Policy& pol, int& log_scaling); /* Evaluation by method of ratios for domain b < 0 < a,z We first convert the recurrence relation into a ratio of M(a+1, b+1, z) / M(a, b, z) using Shintan's equivalence between solving a recurrence relation using Miller's method and continued fractions. The continued fraction is VERY rapid to converge (typically < 10 terms), but may converge to entirely the wrong value if we're in a bad part of the domain. Strangely it seems to matter not whether we use recurrence on a, b or a and b they all work or not work about the same, so we might as well make life easy for ourselves and use the a and b recurrence to avoid having to apply one extra recurrence to convert from an a or b recurrence to an a+b one. See: H. Shintan, Note on Miller's recurrence algorithm, J. Sci. Hiroshima Univ. Ser. A-I Math., 29 (1965), pp. 121-133. Also: Computational Aspects of Three Term Recurrence Relations, SIAM Review, January 1967. The following table lists by experiment, how large z can be in order to ensure the continued fraction converges to the correct value: a b max z 13, -130, 22 13, -1300, 335 13, -13000, 3585 130, -130, 8 130, -1300, 263 130, - 13000, 3420 1300, -130, 1 1300, -1300, 90 1300, -13000, 2650 13000, -13, - 13000, -130, - 13000, -1300, 13 13000, -13000, 750 So try z_limit = -b / (4 - 5 * sqrt(log(a)) * a / b); or z_limit = -b / (4 - 5 * (log(a)) * a / b) for a < 100 This still isn't quite right for both a and b small, but we'll be using a Bessel approximation in that region anyway. Normalization using wronksian {1,2} from A&S 13.1.20 (also 13.1.12, 13.1.13): W{ M(a,b,z), z^(1-b)M(1+a-b, 2-b, z) } = (1-b)z^-b e^z = M(a,b,z) M2'(a,b,z) - M'(a,b,z) M2(a,b,z) = M(a,b,z) [(a-b+1)z^(1-b)/(2-b) M2(a+1,b+1,z) + (1-b)z^-b M2(a,b,z)] - a/b M(a+1,b+1,z) z^(1-b)M2(a,b,z) = M(a,b,z) [(a-b+1)z^(1-b)/(2-b) M2(a+1,b+1,z) + (1-b)z^-b M2(a,b,z)] - a/b R(a,b,z) M(a,b,z) z^(1-b)M2(a,b,z) = M(a,b,z) [(a-b+1)z^(1-b)/(2-b) M2(a+1,b+1,z) + (1-b)z^-b M2(a,b,z) - a/b R(a,b,z) z^(1-b)M2(a,b,z) ] so: (1-b)e^z = M(a,b,z) [(a-b+1)z/(2-b) M2(a+1,b+1,z) + (1-b) M2(a,b,z) - a/b z R(a,b,z) M2(a,b,z) ] */ template <class T> inline bool is_in_hypergeometric_1F1_from_function_ratio_negative_b_region(const T& a, const T& b, const T& z) { BOOST_MATH_STD_USING if (a < 100) return z < -b / (4 - 5 * (log(a)) * a / b); else return z < -b / (4 - 5 * sqrt(log(a)) * a / b); } template <class T, class Policy> T hypergeometric_1F1_from_function_ratio_negative_b(const T& a, const T& b, const T& z, const Policy& pol, int& log_scaling, const T& ratio) { BOOST_MATH_STD_USING // // Let M2 = M(1+a-b, 2-b, z) // This is going to be a mighty big number: // int local_scaling = 0; T M2 = boost::math::detail::hypergeometric_1F1_imp(T(1 + a - b), T(2 - b), z, pol, local_scaling); log_scaling -= local_scaling; // all the M2 terms are in the denominator // // Since a, b and z are all likely to be large we need the Wronksian // calculation below to not overflow, so scale everything right down: // if (fabs(M2) > 1) { int s = itrunc(log(fabs(M2))); log_scaling -= s; // M2 will be in the denominator, so subtract the scaling! local_scaling += s; M2 *= exp(T(-s)); } // // Let M3 = M(1+a-b + 1, 2-b + 1, z) // we can get to this from the ratio which is cheaper to calculate: // boost::uintmax_t max_iter = boost::math::policies::get_max_series_iterations<Policy>(); boost::math::detail::hypergeometric_1F1_recurrence_a_and_b_coefficients<T> coef2(1 + a - b + 1, 2 - b + 1, z); T M3 = boost::math::tools::function_ratio_from_backwards_recurrence(coef2, boost::math::policies::get_epsilon<T, Policy>(), max_iter) * M2; boost::math::policies::check_series_iterations<T>("boost::math::hypergeometric_1F1_from_function_ratio_negative_b_positive_a<%1%>(%1%,%1%,%1%)", max_iter, pol); // // Get the RHS of the Wronksian: // int fz = itrunc(z); log_scaling += fz; T rhs = (1 - b) * exp(z - fz); // // We need to divide that by: // [(a-b+1)z/(2-b) M2(a+1,b+1,z) + (1-b) M2(a,b,z) - a/b z^b R(a,b,z) M2(a,b,z) ] // Note that at this stage, both M3 and M2 are scaled by exp(local_scaling). // T lhs = (a - b + 1) * z * M3 / (2 - b) + (1 - b) * M2 - a * z * ratio * M2 / b; return rhs / lhs; } template <class T, class Policy> T hypergeometric_1F1_from_function_ratio_negative_b(const T& a, const T& b, const T& z, const Policy& pol, int& log_scaling) { BOOST_MATH_STD_USING // // Get the function ratio, M(a+1, b+1, z)/M(a,b,z): // boost::uintmax_t max_iter = boost::math::policies::get_max_series_iterations<Policy>(); boost::math::detail::hypergeometric_1F1_recurrence_a_and_b_coefficients<T> coef(a + 1, b + 1, z); T ratio = boost::math::tools::function_ratio_from_backwards_recurrence(coef, boost::math::policies::get_epsilon<T, Policy>(), max_iter); boost::math::policies::check_series_iterations<T>("boost::math::hypergeometric_1F1_from_function_ratio_negative_b_positive_a<%1%>(%1%,%1%,%1%)", max_iter, pol); return hypergeometric_1F1_from_function_ratio_negative_b(a, b, z, pol, log_scaling, ratio); } // // And over again, this time via forwards recurrence when z is large enough: // template <class T> bool hypergeometric_1F1_is_in_forwards_recurence_for_negative_b_region(const T& a, const T& b, const T& z) { // // There's no easy relation between a, b and z that tells us whether we're in the region // where forwards recursion is stable, so use a lookup table, note that the minumum // permissible z-value is decreasing with a, and increasing with |b|: // static const float data[][3] = { {7.500e+00f, -7.500e+00f, 8.409e+00f }, {7.500e+00f, -1.125e+01f, 8.409e+00f }, {7.500e+00f, -1.688e+01f, 9.250e+00f }, {7.500e+00f, -2.531e+01f, 1.119e+01f }, {7.500e+00f, -3.797e+01f, 1.354e+01f }, {7.500e+00f, -5.695e+01f, 1.983e+01f }, {7.500e+00f, -8.543e+01f, 2.639e+01f }, {7.500e+00f, -1.281e+02f, 3.864e+01f }, {7.500e+00f, -1.922e+02f, 5.657e+01f }, {7.500e+00f, -2.883e+02f, 8.283e+01f }, {7.500e+00f, -4.325e+02f, 1.213e+02f }, {7.500e+00f, -6.487e+02f, 1.953e+02f }, {7.500e+00f, -9.731e+02f, 2.860e+02f }, {7.500e+00f, -1.460e+03f, 4.187e+02f }, {7.500e+00f, -2.189e+03f, 6.130e+02f }, {7.500e+00f, -3.284e+03f, 9.872e+02f }, {7.500e+00f, -4.926e+03f, 1.445e+03f }, {7.500e+00f, -7.389e+03f, 2.116e+03f }, {7.500e+00f, -1.108e+04f, 3.098e+03f }, {7.500e+00f, -1.663e+04f, 4.990e+03f }, {1.125e+01f, -7.500e+00f, 6.318e+00f }, {1.125e+01f, -1.125e+01f, 6.950e+00f }, {1.125e+01f, -1.688e+01f, 7.645e+00f }, {1.125e+01f, -2.531e+01f, 9.250e+00f }, {1.125e+01f, -3.797e+01f, 1.231e+01f }, {1.125e+01f, -5.695e+01f, 1.639e+01f }, {1.125e+01f, -8.543e+01f, 2.399e+01f }, {1.125e+01f, -1.281e+02f, 3.513e+01f }, {1.125e+01f, -1.922e+02f, 5.657e+01f }, {1.125e+01f, -2.883e+02f, 8.283e+01f }, {1.125e+01f, -4.325e+02f, 1.213e+02f }, {1.125e+01f, -6.487e+02f, 1.776e+02f }, {1.125e+01f, -9.731e+02f, 2.860e+02f }, {1.125e+01f, -1.460e+03f, 4.187e+02f }, {1.125e+01f, -2.189e+03f, 6.130e+02f }, {1.125e+01f, -3.284e+03f, 9.872e+02f }, {1.125e+01f, -4.926e+03f, 1.445e+03f }, {1.125e+01f, -7.389e+03f, 2.116e+03f }, {1.125e+01f, -1.108e+04f, 3.098e+03f }, {1.125e+01f, -1.663e+04f, 4.990e+03f }, {1.688e+01f, -7.500e+00f, 4.747e+00f }, {1.688e+01f, -1.125e+01f, 5.222e+00f }, {1.688e+01f, -1.688e+01f, 5.744e+00f }, {1.688e+01f, -2.531e+01f, 7.645e+00f }, {1.688e+01f, -3.797e+01f, 1.018e+01f }, {1.688e+01f, -5.695e+01f, 1.490e+01f }, {1.688e+01f, -8.543e+01f, 2.181e+01f }, {1.688e+01f, -1.281e+02f, 3.193e+01f }, {1.688e+01f, -1.922e+02f, 5.143e+01f }, {1.688e+01f, -2.883e+02f, 7.530e+01f }, {1.688e+01f, -4.325e+02f, 1.213e+02f }, {1.688e+01f, -6.487e+02f, 1.776e+02f }, {1.688e+01f, -9.731e+02f, 2.600e+02f }, {1.688e+01f, -1.460e+03f, 4.187e+02f }, {1.688e+01f, -2.189e+03f, 6.130e+02f }, {1.688e+01f, -3.284e+03f, 9.872e+02f }, {1.688e+01f, -4.926e+03f, 1.445e+03f }, {1.688e+01f, -7.389e+03f, 2.116e+03f }, {1.688e+01f, -1.108e+04f, 3.098e+03f }, {1.688e+01f, -1.663e+04f, 4.990e+03f }, {2.531e+01f, -7.500e+00f, 3.242e+00f }, {2.531e+01f, -1.125e+01f, 3.566e+00f }, {2.531e+01f, -1.688e+01f, 4.315e+00f }, {2.531e+01f, -2.531e+01f, 5.744e+00f }, {2.531e+01f, -3.797e+01f, 7.645e+00f }, {2.531e+01f, -5.695e+01f, 1.231e+01f }, {2.531e+01f, -8.543e+01f, 1.803e+01f }, {2.531e+01f, -1.281e+02f, 2.903e+01f }, {2.531e+01f, -1.922e+02f, 4.676e+01f }, {2.531e+01f, -2.883e+02f, 6.845e+01f }, {2.531e+01f, -4.325e+02f, 1.102e+02f }, {2.531e+01f, -6.487e+02f, 1.776e+02f }, {2.531e+01f, -9.731e+02f, 2.600e+02f }, {2.531e+01f, -1.460e+03f, 4.187e+02f }, {2.531e+01f, -2.189e+03f, 6.130e+02f }, {2.531e+01f, -3.284e+03f, 8.974e+02f }, {2.531e+01f, -4.926e+03f, 1.445e+03f }, {2.531e+01f, -7.389e+03f, 2.116e+03f }, {2.531e+01f, -1.108e+04f, 3.098e+03f }, {2.531e+01f, -1.663e+04f, 4.990e+03f }, {3.797e+01f, -7.500e+00f, 2.214e+00f }, {3.797e+01f, -1.125e+01f, 2.679e+00f }, {3.797e+01f, -1.688e+01f, 3.242e+00f }, {3.797e+01f, -2.531e+01f, 4.315e+00f }, {3.797e+01f, -3.797e+01f, 6.318e+00f }, {3.797e+01f, -5.695e+01f, 9.250e+00f }, {3.797e+01f, -8.543e+01f, 1.490e+01f }, {3.797e+01f, -1.281e+02f, 2.399e+01f }, {3.797e+01f, -1.922e+02f, 3.864e+01f }, {3.797e+01f, -2.883e+02f, 6.223e+01f }, {3.797e+01f, -4.325e+02f, 1.002e+02f }, {3.797e+01f, -6.487e+02f, 1.614e+02f }, {3.797e+01f, -9.731e+02f, 2.600e+02f }, {3.797e+01f, -1.460e+03f, 3.806e+02f }, {3.797e+01f, -2.189e+03f, 6.130e+02f }, {3.797e+01f, -3.284e+03f, 8.974e+02f }, {3.797e+01f, -4.926e+03f, 1.445e+03f }, {3.797e+01f, -7.389e+03f, 2.116e+03f }, {3.797e+01f, -1.108e+04f, 3.098e+03f }, {3.797e+01f, -1.663e+04f, 4.990e+03f }, {5.695e+01f, -7.500e+00f, 1.513e+00f }, {5.695e+01f, -1.125e+01f, 1.830e+00f }, {5.695e+01f, -1.688e+01f, 2.214e+00f }, {5.695e+01f, -2.531e+01f, 3.242e+00f }, {5.695e+01f, -3.797e+01f, 4.315e+00f }, {5.695e+01f, -5.695e+01f, 7.645e+00f }, {5.695e+01f, -8.543e+01f, 1.231e+01f }, {5.695e+01f, -1.281e+02f, 1.983e+01f }, {5.695e+01f, -1.922e+02f, 3.513e+01f }, {5.695e+01f, -2.883e+02f, 5.657e+01f }, {5.695e+01f, -4.325e+02f, 9.111e+01f }, {5.695e+01f, -6.487e+02f, 1.467e+02f }, {5.695e+01f, -9.731e+02f, 2.363e+02f }, {5.695e+01f, -1.460e+03f, 3.806e+02f }, {5.695e+01f, -2.189e+03f, 5.572e+02f }, {5.695e+01f, -3.284e+03f, 8.974e+02f }, {5.695e+01f, -4.926e+03f, 1.314e+03f }, {5.695e+01f, -7.389e+03f, 2.116e+03f }, {5.695e+01f, -1.108e+04f, 3.098e+03f }, {5.695e+01f, -1.663e+04f, 4.990e+03f }, {8.543e+01f, -7.500e+00f, 1.250e+00f }, {8.543e+01f, -1.125e+01f, 1.250e+00f }, {8.543e+01f, -1.688e+01f, 1.513e+00f }, {8.543e+01f, -2.531e+01f, 2.214e+00f }, {8.543e+01f, -3.797e+01f, 3.242e+00f }, {8.543e+01f, -5.695e+01f, 5.222e+00f }, {8.543e+01f, -8.543e+01f, 9.250e+00f }, {8.543e+01f, -1.281e+02f, 1.639e+01f }, {8.543e+01f, -1.922e+02f, 2.903e+01f }, {8.543e+01f, -2.883e+02f, 5.143e+01f }, {8.543e+01f, -4.325e+02f, 8.283e+01f }, {8.543e+01f, -6.487e+02f, 1.334e+02f }, {8.543e+01f, -9.731e+02f, 2.148e+02f }, {8.543e+01f, -1.460e+03f, 3.460e+02f }, {8.543e+01f, -2.189e+03f, 5.572e+02f }, {8.543e+01f, -3.284e+03f, 8.974e+02f }, {8.543e+01f, -4.926e+03f, 1.314e+03f }, {8.543e+01f, -7.389e+03f, 2.116e+03f }, {8.543e+01f, -1.108e+04f, 3.098e+03f }, {8.543e+01f, -1.663e+04f, 4.536e+03f }, {1.281e+02f, -7.500e+00f, 1.250e+00f }, {1.281e+02f, -1.125e+01f, 1.250e+00f }, {1.281e+02f, -1.688e+01f, 1.250e+00f }, {1.281e+02f, -2.531e+01f, 1.513e+00f }, {1.281e+02f, -3.797e+01f, 2.214e+00f }, {1.281e+02f, -5.695e+01f, 3.923e+00f }, {1.281e+02f, -8.543e+01f, 6.950e+00f }, {1.281e+02f, -1.281e+02f, 1.231e+01f }, {1.281e+02f, -1.922e+02f, 2.181e+01f }, {1.281e+02f, -2.883e+02f, 4.250e+01f }, {1.281e+02f, -4.325e+02f, 6.845e+01f }, {1.281e+02f, -6.487e+02f, 1.213e+02f }, {1.281e+02f, -9.731e+02f, 1.953e+02f }, {1.281e+02f, -1.460e+03f, 3.460e+02f }, {1.281e+02f, -2.189e+03f, 5.572e+02f }, {1.281e+02f, -3.284e+03f, 8.159e+02f }, {1.281e+02f, -4.926e+03f, 1.314e+03f }, {1.281e+02f, -7.389e+03f, 1.924e+03f }, {1.281e+02f, -1.108e+04f, 3.098e+03f }, {1.281e+02f, -1.663e+04f, 4.536e+03f }, {1.922e+02f, -7.500e+00f, 1.250e+00f }, {1.922e+02f, -1.125e+01f, 1.250e+00f }, {1.922e+02f, -1.688e+01f, 1.250e+00f }, {1.922e+02f, -2.531e+01f, 1.250e+00f }, {1.922e+02f, -3.797e+01f, 1.664e+00f }, {1.922e+02f, -5.695e+01f, 2.679e+00f }, {1.922e+02f, -8.543e+01f, 5.222e+00f }, {1.922e+02f, -1.281e+02f, 9.250e+00f }, {1.922e+02f, -1.922e+02f, 1.803e+01f }, {1.922e+02f, -2.883e+02f, 3.193e+01f }, {1.922e+02f, -4.325e+02f, 5.657e+01f }, {1.922e+02f, -6.487e+02f, 1.002e+02f }, {1.922e+02f, -9.731e+02f, 1.776e+02f }, {1.922e+02f, -1.460e+03f, 3.145e+02f }, {1.922e+02f, -2.189e+03f, 5.066e+02f }, {1.922e+02f, -3.284e+03f, 8.159e+02f }, {1.922e+02f, -4.926e+03f, 1.194e+03f }, {1.922e+02f, -7.389e+03f, 1.924e+03f }, {1.922e+02f, -1.108e+04f, 3.098e+03f }, {1.922e+02f, -1.663e+04f, 4.536e+03f }, {2.883e+02f, -7.500e+00f, 1.250e+00f }, {2.883e+02f, -1.125e+01f, 1.250e+00f }, {2.883e+02f, -1.688e+01f, 1.250e+00f }, {2.883e+02f, -2.531e+01f, 1.250e+00f }, {2.883e+02f, -3.797e+01f, 1.250e+00f }, {2.883e+02f, -5.695e+01f, 2.013e+00f }, {2.883e+02f, -8.543e+01f, 3.566e+00f }, {2.883e+02f, -1.281e+02f, 6.950e+00f }, {2.883e+02f, -1.922e+02f, 1.354e+01f }, {2.883e+02f, -2.883e+02f, 2.399e+01f }, {2.883e+02f, -4.325e+02f, 4.676e+01f }, {2.883e+02f, -6.487e+02f, 8.283e+01f }, {2.883e+02f, -9.731e+02f, 1.614e+02f }, {2.883e+02f, -1.460e+03f, 2.600e+02f }, {2.883e+02f, -2.189e+03f, 4.605e+02f }, {2.883e+02f, -3.284e+03f, 7.417e+02f }, {2.883e+02f, -4.926e+03f, 1.194e+03f }, {2.883e+02f, -7.389e+03f, 1.924e+03f }, {2.883e+02f, -1.108e+04f, 2.817e+03f }, {2.883e+02f, -1.663e+04f, 4.536e+03f }, {4.325e+02f, -7.500e+00f, 1.250e+00f }, {4.325e+02f, -1.125e+01f, 1.250e+00f }, {4.325e+02f, -1.688e+01f, 1.250e+00f }, {4.325e+02f, -2.531e+01f, 1.250e+00f }, {4.325e+02f, -3.797e+01f, 1.250e+00f }, {4.325e+02f, -5.695e+01f, 1.375e+00f }, {4.325e+02f, -8.543e+01f, 2.436e+00f }, {4.325e+02f, -1.281e+02f, 4.747e+00f }, {4.325e+02f, -1.922e+02f, 9.250e+00f }, {4.325e+02f, -2.883e+02f, 1.803e+01f }, {4.325e+02f, -4.325e+02f, 3.513e+01f }, {4.325e+02f, -6.487e+02f, 6.845e+01f }, {4.325e+02f, -9.731e+02f, 1.334e+02f }, {4.325e+02f, -1.460e+03f, 2.363e+02f }, {4.325e+02f, -2.189e+03f, 3.806e+02f }, {4.325e+02f, -3.284e+03f, 6.743e+02f }, {4.325e+02f, -4.926e+03f, 1.086e+03f }, {4.325e+02f, -7.389e+03f, 1.749e+03f }, {4.325e+02f, -1.108e+04f, 2.817e+03f }, {4.325e+02f, -1.663e+04f, 4.536e+03f }, {6.487e+02f, -7.500e+00f, 1.250e+00f }, {6.487e+02f, -1.125e+01f, 1.250e+00f }, {6.487e+02f, -1.688e+01f, 1.250e+00f }, {6.487e+02f, -2.531e+01f, 1.250e+00f }, {6.487e+02f, -3.797e+01f, 1.250e+00f }, {6.487e+02f, -5.695e+01f, 1.250e+00f }, {6.487e+02f, -8.543e+01f, 1.664e+00f }, {6.487e+02f, -1.281e+02f, 3.242e+00f }, {6.487e+02f, -1.922e+02f, 6.950e+00f }, {6.487e+02f, -2.883e+02f, 1.354e+01f }, {6.487e+02f, -4.325e+02f, 2.639e+01f }, {6.487e+02f, -6.487e+02f, 5.143e+01f }, {6.487e+02f, -9.731e+02f, 1.002e+02f }, {6.487e+02f, -1.460e+03f, 1.953e+02f }, {6.487e+02f, -2.189e+03f, 3.460e+02f }, {6.487e+02f, -3.284e+03f, 6.130e+02f }, {6.487e+02f, -4.926e+03f, 9.872e+02f }, {6.487e+02f, -7.389e+03f, 1.590e+03f }, {6.487e+02f, -1.108e+04f, 2.561e+03f }, {6.487e+02f, -1.663e+04f, 4.124e+03f }, {9.731e+02f, -7.500e+00f, 1.250e+00f }, {9.731e+02f, -1.125e+01f, 1.250e+00f }, {9.731e+02f, -1.688e+01f, 1.250e+00f }, {9.731e+02f, -2.531e+01f, 1.250e+00f }, {9.731e+02f, -3.797e+01f, 1.250e+00f }, {9.731e+02f, -5.695e+01f, 1.250e+00f }, {9.731e+02f, -8.543e+01f, 1.250e+00f }, {9.731e+02f, -1.281e+02f, 2.214e+00f }, {9.731e+02f, -1.922e+02f, 4.747e+00f }, {9.731e+02f, -2.883e+02f, 9.250e+00f }, {9.731e+02f, -4.325e+02f, 1.983e+01f }, {9.731e+02f, -6.487e+02f, 3.864e+01f }, {9.731e+02f, -9.731e+02f, 7.530e+01f }, {9.731e+02f, -1.460e+03f, 1.467e+02f }, {9.731e+02f, -2.189e+03f, 2.860e+02f }, {9.731e+02f, -3.284e+03f, 5.066e+02f }, {9.731e+02f, -4.926e+03f, 8.974e+02f }, {9.731e+02f, -7.389e+03f, 1.445e+03f }, {9.731e+02f, -1.108e+04f, 2.561e+03f }, {9.731e+02f, -1.663e+04f, 4.124e+03f }, {1.460e+03f, -7.500e+00f, 1.250e+00f }, {1.460e+03f, -1.125e+01f, 1.250e+00f }, {1.460e+03f, -1.688e+01f, 1.250e+00f }, {1.460e+03f, -2.531e+01f, 1.250e+00f }, {1.460e+03f, -3.797e+01f, 1.250e+00f }, {1.460e+03f, -5.695e+01f, 1.250e+00f }, {1.460e+03f, -8.543e+01f, 1.250e+00f }, {1.460e+03f, -1.281e+02f, 1.513e+00f }, {1.460e+03f, -1.922e+02f, 3.242e+00f }, {1.460e+03f, -2.883e+02f, 6.950e+00f }, {1.460e+03f, -4.325e+02f, 1.354e+01f }, {1.460e+03f, -6.487e+02f, 2.903e+01f }, {1.460e+03f, -9.731e+02f, 5.657e+01f }, {1.460e+03f, -1.460e+03f, 1.213e+02f }, {1.460e+03f, -2.189e+03f, 2.148e+02f }, {1.460e+03f, -3.284e+03f, 4.187e+02f }, {1.460e+03f, -4.926e+03f, 7.417e+02f }, {1.460e+03f, -7.389e+03f, 1.314e+03f }, {1.460e+03f, -1.108e+04f, 2.328e+03f }, {1.460e+03f, -1.663e+04f, 3.749e+03f }, {2.189e+03f, -7.500e+00f, 1.250e+00f }, {2.189e+03f, -1.125e+01f, 1.250e+00f }, {2.189e+03f, -1.688e+01f, 1.250e+00f }, {2.189e+03f, -2.531e+01f, 1.250e+00f }, {2.189e+03f, -3.797e+01f, 1.250e+00f }, {2.189e+03f, -5.695e+01f, 1.250e+00f }, {2.189e+03f, -8.543e+01f, 1.250e+00f }, {2.189e+03f, -1.281e+02f, 1.250e+00f }, {2.189e+03f, -1.922e+02f, 2.214e+00f }, {2.189e+03f, -2.883e+02f, 4.747e+00f }, {2.189e+03f, -4.325e+02f, 9.250e+00f }, {2.189e+03f, -6.487e+02f, 1.983e+01f }, {2.189e+03f, -9.731e+02f, 4.250e+01f }, {2.189e+03f, -1.460e+03f, 8.283e+01f }, {2.189e+03f, -2.189e+03f, 1.776e+02f }, {2.189e+03f, -3.284e+03f, 3.460e+02f }, {2.189e+03f, -4.926e+03f, 6.130e+02f }, {2.189e+03f, -7.389e+03f, 1.086e+03f }, {2.189e+03f, -1.108e+04f, 1.924e+03f }, {2.189e+03f, -1.663e+04f, 3.408e+03f }, {3.284e+03f, -7.500e+00f, 1.250e+00f }, {3.284e+03f, -1.125e+01f, 1.250e+00f }, {3.284e+03f, -1.688e+01f, 1.250e+00f }, {3.284e+03f, -2.531e+01f, 1.250e+00f }, {3.284e+03f, -3.797e+01f, 1.250e+00f }, {3.284e+03f, -5.695e+01f, 1.250e+00f }, {3.284e+03f, -8.543e+01f, 1.250e+00f }, {3.284e+03f, -1.281e+02f, 1.250e+00f }, {3.284e+03f, -1.922e+02f, 1.513e+00f }, {3.284e+03f, -2.883e+02f, 3.242e+00f }, {3.284e+03f, -4.325e+02f, 6.318e+00f }, {3.284e+03f, -6.487e+02f, 1.354e+01f }, {3.284e+03f, -9.731e+02f, 2.903e+01f }, {3.284e+03f, -1.460e+03f, 6.223e+01f }, {3.284e+03f, -2.189e+03f, 1.334e+02f }, {3.284e+03f, -3.284e+03f, 2.600e+02f }, {3.284e+03f, -4.926e+03f, 5.066e+02f }, {3.284e+03f, -7.389e+03f, 9.872e+02f }, {3.284e+03f, -1.108e+04f, 1.749e+03f }, {3.284e+03f, -1.663e+04f, 3.098e+03f }, {4.926e+03f, -7.500e+00f, 1.250e+00f }, {4.926e+03f, -1.125e+01f, 1.250e+00f }, {4.926e+03f, -1.688e+01f, 1.250e+00f }, {4.926e+03f, -2.531e+01f, 1.250e+00f }, {4.926e+03f, -3.797e+01f, 1.250e+00f }, {4.926e+03f, -5.695e+01f, 1.250e+00f }, {4.926e+03f, -8.543e+01f, 1.250e+00f }, {4.926e+03f, -1.281e+02f, 1.250e+00f }, {4.926e+03f, -1.922e+02f, 1.250e+00f }, {4.926e+03f, -2.883e+02f, 2.013e+00f }, {4.926e+03f, -4.325e+02f, 4.315e+00f }, {4.926e+03f, -6.487e+02f, 9.250e+00f }, {4.926e+03f, -9.731e+02f, 2.181e+01f }, {4.926e+03f, -1.460e+03f, 4.250e+01f }, {4.926e+03f, -2.189e+03f, 9.111e+01f }, {4.926e+03f, -3.284e+03f, 1.953e+02f }, {4.926e+03f, -4.926e+03f, 3.806e+02f }, {4.926e+03f, -7.389e+03f, 7.417e+02f }, {4.926e+03f, -1.108e+04f, 1.445e+03f }, {4.926e+03f, -1.663e+04f, 2.561e+03f }, {7.389e+03f, -7.500e+00f, 1.250e+00f }, {7.389e+03f, -1.125e+01f, 1.250e+00f }, {7.389e+03f, -1.688e+01f, 1.250e+00f }, {7.389e+03f, -2.531e+01f, 1.250e+00f }, {7.389e+03f, -3.797e+01f, 1.250e+00f }, {7.389e+03f, -5.695e+01f, 1.250e+00f }, {7.389e+03f, -8.543e+01f, 1.250e+00f }, {7.389e+03f, -1.281e+02f, 1.250e+00f }, {7.389e+03f, -1.922e+02f, 1.250e+00f }, {7.389e+03f, -2.883e+02f, 1.375e+00f }, {7.389e+03f, -4.325e+02f, 2.947e+00f }, {7.389e+03f, -6.487e+02f, 6.318e+00f }, {7.389e+03f, -9.731e+02f, 1.490e+01f }, {7.389e+03f, -1.460e+03f, 3.193e+01f }, {7.389e+03f, -2.189e+03f, 6.845e+01f }, {7.389e+03f, -3.284e+03f, 1.334e+02f }, {7.389e+03f, -4.926e+03f, 2.860e+02f }, {7.389e+03f, -7.389e+03f, 5.572e+02f }, {7.389e+03f, -1.108e+04f, 1.086e+03f }, {7.389e+03f, -1.663e+04f, 2.116e+03f }, {1.108e+04f, -7.500e+00f, 1.250e+00f }, {1.108e+04f, -1.125e+01f, 1.250e+00f }, {1.108e+04f, -1.688e+01f, 1.250e+00f }, {1.108e+04f, -2.531e+01f, 1.250e+00f }, {1.108e+04f, -3.797e+01f, 1.250e+00f }, {1.108e+04f, -5.695e+01f, 1.250e+00f }, {1.108e+04f, -8.543e+01f, 1.250e+00f }, {1.108e+04f, -1.281e+02f, 1.250e+00f }, {1.108e+04f, -1.922e+02f, 1.250e+00f }, {1.108e+04f, -2.883e+02f, 1.250e+00f }, {1.108e+04f, -4.325e+02f, 2.013e+00f }, {1.108e+04f, -6.487e+02f, 4.315e+00f }, {1.108e+04f, -9.731e+02f, 1.018e+01f }, {1.108e+04f, -1.460e+03f, 2.181e+01f }, {1.108e+04f, -2.189e+03f, 4.676e+01f }, {1.108e+04f, -3.284e+03f, 1.002e+02f }, {1.108e+04f, -4.926e+03f, 2.148e+02f }, {1.108e+04f, -7.389e+03f, 4.187e+02f }, {1.108e+04f, -1.108e+04f, 8.974e+02f }, {1.108e+04f, -1.663e+04f, 1.749e+03f }, {1.663e+04f, -7.500e+00f, 1.250e+00f }, {1.663e+04f, -1.125e+01f, 1.250e+00f }, {1.663e+04f, -1.688e+01f, 1.250e+00f }, {1.663e+04f, -2.531e+01f, 1.250e+00f }, {1.663e+04f, -3.797e+01f, 1.250e+00f }, {1.663e+04f, -5.695e+01f, 1.250e+00f }, {1.663e+04f, -8.543e+01f, 1.250e+00f }, {1.663e+04f, -1.281e+02f, 1.250e+00f }, {1.663e+04f, -1.922e+02f, 1.250e+00f }, {1.663e+04f, -2.883e+02f, 1.250e+00f }, {1.663e+04f, -4.325e+02f, 1.375e+00f }, {1.663e+04f, -6.487e+02f, 2.947e+00f }, {1.663e+04f, -9.731e+02f, 6.318e+00f }, {1.663e+04f, -1.460e+03f, 1.490e+01f }, {1.663e+04f, -2.189e+03f, 3.193e+01f }, {1.663e+04f, -3.284e+03f, 6.845e+01f }, {1.663e+04f, -4.926e+03f, 1.467e+02f }, {1.663e+04f, -7.389e+03f, 3.145e+02f }, {1.663e+04f, -1.108e+04f, 6.743e+02f }, {1.663e+04f, -1.663e+04f, 1.314e+03f }, }; if ((a > 1.663e+04) || (-b > 1.663e+04)) return z > -b; // Way overly conservative? if (a < data[0][0]) return false; int index = 0; while (data[index][0] < a) ++index; if(a != data[index][0]) --index; while ((data[index][1] < b) && (data[index][2] > 1.25)) --index; ++index; BOOST_ASSERT(a > data[index][0]); BOOST_ASSERT(-b < -data[index][1]); return z > data[index][2]; } template <class T, class Policy> T hypergeometric_1F1_from_function_ratio_negative_b_forwards(const T& a, const T& b, const T& z, const Policy& pol, int& log_scaling) { BOOST_MATH_STD_USING // // Get the function ratio, M(a+1, b+1, z)/M(a,b,z): // boost::uintmax_t max_iter = boost::math::policies::get_max_series_iterations<Policy>(); boost::math::detail::hypergeometric_1F1_recurrence_a_and_b_coefficients<T> coef(a, b, z); T ratio = 1 / boost::math::tools::function_ratio_from_forwards_recurrence(coef, boost::math::policies::get_epsilon<T, Policy>(), max_iter); boost::math::policies::check_series_iterations<T>("boost::math::hypergeometric_1F1_from_function_ratio_negative_b_positive_a<%1%>(%1%,%1%,%1%)", max_iter, pol); // // We can't normalise via the Wronksian as the subtraction in the Wronksian will suffer an exquisite amount of cancellation - // potentially many hundreds of digits in this region. However, if forwards iteration is stable at this point // it will also be stable for M(a, b+1, z) etc all the way up to the origin, and hopefully one step beyond. So // use a reference value just over the origin to normalise: // int scale = 0; int steps = itrunc(ceil(-b)); T reference_value = hypergeometric_1F1_imp(T(a + steps), T(b + steps), z, pol, log_scaling); T found = boost::math::tools::apply_recurrence_relation_forward(boost::math::detail::hypergeometric_1F1_recurrence_a_and_b_coefficients<T>(a + 1, b + 1, z), steps - 1, T(1), ratio, &scale); log_scaling -= scale; if ((fabs(reference_value) < 1) && (fabs(reference_value) < tools::min_value<T>() * fabs(found))) { // Possible underflow, rescale int s = itrunc(tools::log_max_value<T>()); log_scaling -= s; reference_value *= exp(T(s)); } else if ((fabs(found) < 1) && (fabs(reference_value) > tools::max_value<T>() * fabs(found))) { // Overflow, rescale: int s = itrunc(tools::log_max_value<T>()); log_scaling += s; reference_value /= exp(T(s)); } return reference_value / found; } // // This next version is largely the same as above, but calculates the ratio for the b recurrence relation // which has a larger area of stability than the ab recurrence when a,b < 0. We can then use a single // recurrence step to convert this to the ratio for the ab recursion and proceed largly as before. // The routine is quite insensitive to the size of z, but requires |a| < |5b| for accuracy. // Fortunately the accuracy outside this domain falls off steadily rather than suddenly switching // to a different behaviour. // template <class T, class Policy> T hypergeometric_1F1_from_function_ratio_negative_ab(const T& a, const T& b, const T& z, const Policy& pol, int& log_scaling) { BOOST_MATH_STD_USING // // Get the function ratio, M(a+1, b+1, z)/M(a,b,z): // boost::uintmax_t max_iter = boost::math::policies::get_max_series_iterations<Policy>(); boost::math::detail::hypergeometric_1F1_recurrence_b_coefficients<T> coef(a, b + 1, z); T ratio = boost::math::tools::function_ratio_from_backwards_recurrence(coef, boost::math::policies::get_epsilon<T, Policy>(), max_iter); boost::math::policies::check_series_iterations<T>("boost::math::hypergeometric_1F1_from_function_ratio_negative_b_positive_a<%1%>(%1%,%1%,%1%)", max_iter, pol); // // We need to use A&S 13.4.3 to convert a ratio for M(a, b + 1, z) / M(a, b, z) // to M(a+1, b+1, z) / M(a, b, z) // // We have: (a-b)M(a, b+1, z) - aM(a+1, b+1, z) + bM(a, b, z) = 0 // and therefore: M(a + 1, b + 1, z) / M(a, b, z) = ((a - b)M(a, b + 1, z) / M(a, b, z) + b) / a // ratio = ((a - b) * ratio + b) / a; // // Let M2 = M(1+a-b, 2-b, z) // This is going to be a mighty big number: // int local_scaling = 0; T M2 = boost::math::detail::hypergeometric_1F1_imp(T(1 + a - b), T(2 - b), z, pol, local_scaling); log_scaling -= local_scaling; // all the M2 terms are in the denominator // // Let M3 = M(1+a-b + 1, 2-b + 1, z) // We don't use the ratio to get this as it's not clear that it's reliable: // int local_scaling2 = 0; T M3 = boost::math::detail::hypergeometric_1F1_imp(T(2 + a - b), T(3 - b), z, pol, local_scaling2); // // M2 and M3 must be identically scaled: // if (local_scaling != local_scaling2) { M3 *= exp(T(local_scaling2 - local_scaling)); } // // Get the RHS of the Wronksian: // int fz = itrunc(z); log_scaling += fz; T rhs = (1 - b) * exp(z - fz); // // We need to divide that by: // [(a-b+1)z/(2-b) M2(a+1,b+1,z) + (1-b) M2(a,b,z) - a/b z^b R(a,b,z) M2(a,b,z) ] // Note that at this stage, both M3 and M2 are scaled by exp(local_scaling). // T lhs = (a - b + 1) * z * M3 / (2 - b) + (1 - b) * M2 - a * z * ratio * M2 / b; return rhs / lhs; } } } } // namespaces #endif // BOOST_HYPERGEOMETRIC_1F1_BY_RATIOS_HPP_