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//proc/thread-self/root/opt/alt/ruby40/share/ruby/bigdecimal/math.rb
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# frozen_string_literal: false require 'bigdecimal' # #-- # Contents: # sqrt(x, prec) # cbrt(x, prec) # hypot(x, y, prec) # sin (x, prec) # cos (x, prec) # tan (x, prec) # asin(x, prec) # acos(x, prec) # atan(x, prec) # atan2(y, x, prec) # sinh (x, prec) # cosh (x, prec) # tanh (x, prec) # asinh(x, prec) # acosh(x, prec) # atanh(x, prec) # log2 (x, prec) # log10(x, prec) # log1p(x, prec) # expm1(x, prec) # erf (x, prec) # erfc(x, prec) # gamma(x, prec) # lgamma(x, prec) # frexp(x) # ldexp(x, exponent) # PI (prec) # E (prec) == exp(1.0,prec) # # where: # x, y ... BigDecimal number to be computed. # prec ... Number of digits to be obtained. #++ # # Provides mathematical functions. # # Example: # # require "bigdecimal/math" # # include BigMath # # a = BigDecimal((PI(49)/2).to_s) # puts sin(a,100) # => 0.9999999999...9999999986e0 # module BigMath module_function # call-seq: # sqrt(decimal, numeric) -> BigDecimal # # Computes the square root of +decimal+ to the specified number of digits of # precision, +numeric+. # # BigMath.sqrt(BigDecimal('2'), 32).to_s # #=> "0.14142135623730950488016887242097e1" # def sqrt(x, prec) prec = BigDecimal::Internal.coerce_validate_prec(prec, :sqrt) x = BigDecimal::Internal.coerce_to_bigdecimal(x, prec, :sqrt) x.sqrt(prec) end # Returns [sign, reduced_x] where reduced_x is in -pi/2..pi/2 # and satisfies sin(x) = sign * sin(reduced_x) # If add_half_pi is true, adds pi/2 to x before reduction. # Precision of pi is adjusted to ensure reduced_x has the required precision. private_class_method def _sin_periodic_reduction(x, prec, add_half_pi: false) # :nodoc: return [1, x] if -Math::PI/2 <= x && x <= Math::PI/2 && !add_half_pi mod_prec = prec + BigDecimal.double_fig pi_extra_prec = [x.exponent, 0].max + BigDecimal.double_fig while true pi = PI(mod_prec + pi_extra_prec) half_pi = pi / 2 div, mod = (add_half_pi ? x + pi : x + half_pi).divmod(pi) mod -= half_pi if mod.zero? || mod_prec + mod.exponent <= 0 # mod is too small to estimate required pi precision mod_prec = mod_prec * 3 / 2 + BigDecimal.double_fig elsif mod_prec + mod.exponent < prec # Estimate required precision of pi mod_prec = prec - mod.exponent + BigDecimal.double_fig else return [div % 2 == 0 ? 1 : -1, mod.mult(1, prec)] end end end # call-seq: # cbrt(decimal, numeric) -> BigDecimal # # Computes the cube root of +decimal+ to the specified number of digits of # precision, +numeric+. # # BigMath.cbrt(BigDecimal('2'), 32).to_s # #=> "0.12599210498948731647672106072782e1" # def cbrt(x, prec) prec = BigDecimal::Internal.coerce_validate_prec(prec, :cbrt) x = BigDecimal::Internal.coerce_to_bigdecimal(x, prec, :cbrt) return BigDecimal::Internal.nan_computation_result if x.nan? return BigDecimal::Internal.infinity_computation_result * x.infinite? if x.infinite? return BigDecimal(0) if x.zero? x = -x if neg = x < 0 ex = x.exponent / 3 x = x._decimal_shift(-3 * ex) y = BigDecimal(Math.cbrt(x.to_f), 0) precs = [prec + BigDecimal.double_fig] precs << 2 + precs.last / 2 while precs.last > BigDecimal.double_fig precs.reverse_each do |p| y = (2 * y + x.div(y, p).div(y, p)).div(3, p) end y._decimal_shift(ex).mult(neg ? -1 : 1, prec) end # call-seq: # hypot(x, y, numeric) -> BigDecimal # # Returns sqrt(x**2 + y**2) to the specified number of digits of # precision, +numeric+. # # BigMath.hypot(BigDecimal('1'), BigDecimal('2'), 32).to_s # #=> "0.22360679774997896964091736687313e1" # def hypot(x, y, prec) prec = BigDecimal::Internal.coerce_validate_prec(prec, :hypot) x = BigDecimal::Internal.coerce_to_bigdecimal(x, prec, :hypot) y = BigDecimal::Internal.coerce_to_bigdecimal(y, prec, :hypot) return BigDecimal::Internal.nan_computation_result if x.nan? || y.nan? return BigDecimal::Internal.infinity_computation_result if x.infinite? || y.infinite? prec2 = prec + BigDecimal.double_fig sqrt(x.mult(x, prec2) + y.mult(y, prec2), prec) end # call-seq: # sin(decimal, numeric) -> BigDecimal # # Computes the sine of +decimal+ to the specified number of digits of # precision, +numeric+. # # If +decimal+ is Infinity or NaN, returns NaN. # # BigMath.sin(BigMath.PI(5)/4, 32).to_s # #=> "0.70710807985947359435812921837984e0" # def sin(x, prec) prec = BigDecimal::Internal.coerce_validate_prec(prec, :sin) x = BigDecimal::Internal.coerce_to_bigdecimal(x, prec, :sin) return BigDecimal::Internal.nan_computation_result if x.infinite? || x.nan? n = prec + BigDecimal.double_fig one = BigDecimal("1") two = BigDecimal("2") sign, x = _sin_periodic_reduction(x, n) x1 = x x2 = x.mult(x,n) y = x d = y i = one z = one while d.nonzero? && ((m = n - (y.exponent - d.exponent).abs) > 0) m = BigDecimal.double_fig if m < BigDecimal.double_fig x1 = -x2.mult(x1,n) i += two z *= (i-one) * i d = x1.div(z,m) y += d end y = BigDecimal("1") if y > 1 y.mult(sign, prec) end # call-seq: # cos(decimal, numeric) -> BigDecimal # # Computes the cosine of +decimal+ to the specified number of digits of # precision, +numeric+. # # If +decimal+ is Infinity or NaN, returns NaN. # # BigMath.cos(BigMath.PI(16), 32).to_s # #=> "-0.99999999999999999999999999999997e0" # def cos(x, prec) prec = BigDecimal::Internal.coerce_validate_prec(prec, :cos) x = BigDecimal::Internal.coerce_to_bigdecimal(x, prec, :cos) return BigDecimal::Internal.nan_computation_result if x.infinite? || x.nan? sign, x = _sin_periodic_reduction(x, prec + BigDecimal.double_fig, add_half_pi: true) sign * sin(x, prec) end # call-seq: # tan(decimal, numeric) -> BigDecimal # # Computes the tangent of +decimal+ to the specified number of digits of # precision, +numeric+. # # If +decimal+ is Infinity or NaN, returns NaN. # # BigMath.tan(BigDecimal("0.0"), 4).to_s # #=> "0.0" # # BigMath.tan(BigMath.PI(24) / 4, 32).to_s # #=> "0.99999999999999999999999830836025e0" # def tan(x, prec) prec = BigDecimal::Internal.coerce_validate_prec(prec, :tan) sin(x, prec + BigDecimal.double_fig).div(cos(x, prec + BigDecimal.double_fig), prec) end # call-seq: # asin(decimal, numeric) -> BigDecimal # # Computes the arcsine of +decimal+ to the specified number of digits of # precision, +numeric+. # # If +decimal+ is NaN, returns NaN. # # BigMath.asin(BigDecimal('0.5'), 32).to_s # #=> "0.52359877559829887307710723054658e0" # def asin(x, prec) prec = BigDecimal::Internal.coerce_validate_prec(prec, :asin) x = BigDecimal::Internal.coerce_to_bigdecimal(x, prec, :asin) raise Math::DomainError, "Out of domain argument for asin" if x < -1 || x > 1 return BigDecimal::Internal.nan_computation_result if x.nan? prec2 = prec + BigDecimal.double_fig cos = (1 - x**2).sqrt(prec2) if cos.zero? PI(prec2).div(x > 0 ? 2 : -2, prec) else atan(x.div(cos, prec2), prec) end end # call-seq: # acos(decimal, numeric) -> BigDecimal # # Computes the arccosine of +decimal+ to the specified number of digits of # precision, +numeric+. # # If +decimal+ is NaN, returns NaN. # # BigMath.acos(BigDecimal('0.5'), 32).to_s # #=> "0.10471975511965977461542144610932e1" # def acos(x, prec) prec = BigDecimal::Internal.coerce_validate_prec(prec, :acos) x = BigDecimal::Internal.coerce_to_bigdecimal(x, prec, :acos) raise Math::DomainError, "Out of domain argument for acos" if x < -1 || x > 1 return BigDecimal::Internal.nan_computation_result if x.nan? prec2 = prec + BigDecimal.double_fig return (PI(prec2) / 2).sub(asin(x, prec2), prec) if x < 0 return PI(prec2).div(2, prec) if x.zero? sin = (1 - x**2).sqrt(prec2) atan(sin.div(x, prec2), prec) end # call-seq: # atan(decimal, numeric) -> BigDecimal # # Computes the arctangent of +decimal+ to the specified number of digits of # precision, +numeric+. # # If +decimal+ is NaN, returns NaN. # # BigMath.atan(BigDecimal('-1'), 32).to_s # #=> "-0.78539816339744830961566084581988e0" # def atan(x, prec) prec = BigDecimal::Internal.coerce_validate_prec(prec, :atan) x = BigDecimal::Internal.coerce_to_bigdecimal(x, prec, :atan) return BigDecimal::Internal.nan_computation_result if x.nan? n = prec + BigDecimal.double_fig pi = PI(n) x = -x if neg = x < 0 return pi.div(neg ? -2 : 2, prec) if x.infinite? return pi.div(neg ? -4 : 4, prec) if x.round(n) == 1 x = BigDecimal("1").div(x, n) if inv = x > 1 x = (-1 + sqrt(1 + x.mult(x, n), n)).div(x, n) if dbl = x > 0.5 y = x d = y t = x r = BigDecimal("3") x2 = x.mult(x,n) while d.nonzero? && ((m = n - (y.exponent - d.exponent).abs) > 0) m = BigDecimal.double_fig if m < BigDecimal.double_fig t = -t.mult(x2,n) d = t.div(r,m) y += d r += 2 end y *= 2 if dbl y = pi / 2 - y if inv y = -y if neg y.mult(1, prec) end # call-seq: # atan2(decimal, decimal, numeric) -> BigDecimal # # Computes the arctangent of y and x to the specified number of digits of # precision, +numeric+. # # BigMath.atan2(BigDecimal('-1'), BigDecimal('1'), 32).to_s # #=> "-0.78539816339744830961566084581988e0" # def atan2(y, x, prec) prec = BigDecimal::Internal.coerce_validate_prec(prec, :atan2) x = BigDecimal::Internal.coerce_to_bigdecimal(x, prec, :atan2) y = BigDecimal::Internal.coerce_to_bigdecimal(y, prec, :atan2) return BigDecimal::Internal.nan_computation_result if x.nan? || y.nan? if x.infinite? || y.infinite? one = BigDecimal(1) zero = BigDecimal(0) x = x.infinite? ? (x > 0 ? one : -one) : zero y = y.infinite? ? (y > 0 ? one : -one) : y.sign * zero end return x.sign >= 0 ? BigDecimal(0) : y.sign * PI(prec) if y.zero? y = -y if neg = y < 0 xlarge = y.abs < x.abs prec2 = prec + BigDecimal.double_fig if x > 0 v = xlarge ? atan(y.div(x, prec2), prec) : PI(prec2) / 2 - atan(x.div(y, prec2), prec2) else v = xlarge ? PI(prec2) - atan(-y.div(x, prec2), prec2) : PI(prec2) / 2 + atan(x.div(-y, prec2), prec2) end v.mult(neg ? -1 : 1, prec) end # call-seq: # sinh(decimal, numeric) -> BigDecimal # # Computes the hyperbolic sine of +decimal+ to the specified number of digits of # precision, +numeric+. # # If +decimal+ is NaN, returns NaN. # # BigMath.sinh(BigDecimal('1'), 32).to_s # #=> "0.11752011936438014568823818505956e1" # def sinh(x, prec) prec = BigDecimal::Internal.coerce_validate_prec(prec, :sinh) x = BigDecimal::Internal.coerce_to_bigdecimal(x, prec, :sinh) return BigDecimal::Internal.nan_computation_result if x.nan? return BigDecimal::Internal.infinity_computation_result * x.infinite? if x.infinite? prec2 = prec + BigDecimal.double_fig prec2 -= x.exponent if x.exponent < 0 e = exp(x, prec2) (e - BigDecimal(1).div(e, prec2)).div(2, prec) end # call-seq: # cosh(decimal, numeric) -> BigDecimal # # Computes the hyperbolic cosine of +decimal+ to the specified number of digits of # precision, +numeric+. # # If +decimal+ is NaN, returns NaN. # # BigMath.cosh(BigDecimal('1'), 32).to_s # #=> "0.15430806348152437784779056207571e1" # def cosh(x, prec) prec = BigDecimal::Internal.coerce_validate_prec(prec, :cosh) x = BigDecimal::Internal.coerce_to_bigdecimal(x, prec, :cosh) return BigDecimal::Internal.nan_computation_result if x.nan? return BigDecimal::Internal.infinity_computation_result if x.infinite? prec2 = prec + BigDecimal.double_fig e = exp(x, prec2) (e + BigDecimal(1).div(e, prec2)).div(2, prec) end # call-seq: # tanh(decimal, numeric) -> BigDecimal # # Computes the hyperbolic tangent of +decimal+ to the specified number of digits of # precision, +numeric+. # # If +decimal+ is NaN, returns NaN. # # BigMath.tanh(BigDecimal('1'), 32).to_s # #=> "0.76159415595576488811945828260479e0" # def tanh(x, prec) prec = BigDecimal::Internal.coerce_validate_prec(prec, :tanh) x = BigDecimal::Internal.coerce_to_bigdecimal(x, prec, :tanh) return BigDecimal::Internal.nan_computation_result if x.nan? return BigDecimal(x.infinite?) if x.infinite? prec2 = prec + BigDecimal.double_fig + [-x.exponent, 0].max e = exp(x, prec2) einv = BigDecimal(1).div(e, prec2) (e - einv).div(e + einv, prec) end # call-seq: # asinh(decimal, numeric) -> BigDecimal # # Computes the inverse hyperbolic sine of +decimal+ to the specified number of digits of # precision, +numeric+. # # If +decimal+ is NaN, returns NaN. # # BigMath.asinh(BigDecimal('1'), 32).to_s # #=> "0.88137358701954302523260932497979e0" # def asinh(x, prec) prec = BigDecimal::Internal.coerce_validate_prec(prec, :asinh) x = BigDecimal::Internal.coerce_to_bigdecimal(x, prec, :asinh) return BigDecimal::Internal.nan_computation_result if x.nan? return BigDecimal::Internal.infinity_computation_result * x.infinite? if x.infinite? return -asinh(-x, prec) if x < 0 sqrt_prec = prec + [-x.exponent, 0].max + BigDecimal.double_fig log(x + sqrt(x**2 + 1, sqrt_prec), prec) end # call-seq: # acosh(decimal, numeric) -> BigDecimal # # Computes the inverse hyperbolic cosine of +decimal+ to the specified number of digits of # precision, +numeric+. # # If +decimal+ is NaN, returns NaN. # # BigMath.acosh(BigDecimal('2'), 32).to_s # #=> "0.1316957896924816708625046347308e1" # def acosh(x, prec) prec = BigDecimal::Internal.coerce_validate_prec(prec, :acosh) x = BigDecimal::Internal.coerce_to_bigdecimal(x, prec, :acosh) raise Math::DomainError, "Out of domain argument for acosh" if x < 1 return BigDecimal::Internal.infinity_computation_result if x.infinite? return BigDecimal::Internal.nan_computation_result if x.nan? log(x + sqrt(x**2 - 1, prec + BigDecimal.double_fig), prec) end # call-seq: # atanh(decimal, numeric) -> BigDecimal # # Computes the inverse hyperbolic tangent of +decimal+ to the specified number of digits of # precision, +numeric+. # # If +decimal+ is NaN, returns NaN. # # BigMath.atanh(BigDecimal('0.5'), 32).to_s # #=> "0.54930614433405484569762261846126e0" # def atanh(x, prec) prec = BigDecimal::Internal.coerce_validate_prec(prec, :atanh) x = BigDecimal::Internal.coerce_to_bigdecimal(x, prec, :atanh) raise Math::DomainError, "Out of domain argument for atanh" if x < -1 || x > 1 return BigDecimal::Internal.nan_computation_result if x.nan? return BigDecimal::Internal.infinity_computation_result if x == 1 return -BigDecimal::Internal.infinity_computation_result if x == -1 prec2 = prec + BigDecimal.double_fig (log(x + 1, prec2) - log(1 - x, prec2)).div(2, prec) end # call-seq: # BigMath.log2(decimal, numeric) -> BigDecimal # # Computes the base 2 logarithm of +decimal+ to the specified number of # digits of precision, +numeric+. # # If +decimal+ is zero or negative, raises Math::DomainError. # # If +decimal+ is positive infinity, returns Infinity. # # If +decimal+ is NaN, returns NaN. # # BigMath.log2(BigDecimal('3'), 32).to_s # #=> "0.15849625007211561814537389439478e1" # def log2(x, prec) prec = BigDecimal::Internal.coerce_validate_prec(prec, :log2) x = BigDecimal::Internal.coerce_to_bigdecimal(x, prec, :log2) return BigDecimal::Internal.nan_computation_result if x.nan? return BigDecimal::Internal.infinity_computation_result if x.infinite? == 1 prec2 = prec + BigDecimal.double_fig * 3 / 2 v = log(x, prec2).div(log(BigDecimal(2), prec2), prec2) # Perform half-up rounding to calculate log2(2**n)==n correctly in every rounding mode v = v.round(prec + BigDecimal.double_fig - (v.exponent < 0 ? v.exponent : 0), BigDecimal::ROUND_HALF_UP) v.mult(1, prec) end # call-seq: # BigMath.log10(decimal, numeric) -> BigDecimal # # Computes the base 10 logarithm of +decimal+ to the specified number of # digits of precision, +numeric+. # # If +decimal+ is zero or negative, raises Math::DomainError. # # If +decimal+ is positive infinity, returns Infinity. # # If +decimal+ is NaN, returns NaN. # # BigMath.log10(BigDecimal('3'), 32).to_s # #=> "0.47712125471966243729502790325512e0" # def log10(x, prec) prec = BigDecimal::Internal.coerce_validate_prec(prec, :log10) x = BigDecimal::Internal.coerce_to_bigdecimal(x, prec, :log10) return BigDecimal::Internal.nan_computation_result if x.nan? return BigDecimal::Internal.infinity_computation_result if x.infinite? == 1 prec2 = prec + BigDecimal.double_fig * 3 / 2 v = log(x, prec2).div(log(BigDecimal(10), prec2), prec2) # Perform half-up rounding to calculate log10(10**n)==n correctly in every rounding mode v = v.round(prec + BigDecimal.double_fig - (v.exponent < 0 ? v.exponent : 0), BigDecimal::ROUND_HALF_UP) v.mult(1, prec) end # call-seq: # BigMath.log1p(decimal, numeric) -> BigDecimal # # Computes log(1 + decimal) to the specified number of digits of precision, +numeric+. # # BigMath.log1p(BigDecimal('0.1'), 32).to_s # #=> "0.95310179804324860043952123280765e-1" # def log1p(x, prec) prec = BigDecimal::Internal.coerce_validate_prec(prec, :log1p) x = BigDecimal::Internal.coerce_to_bigdecimal(x, prec, :log1p) raise Math::DomainError, 'Out of domain argument for log1p' if x < -1 return log(x + 1, prec) end # call-seq: # BigMath.expm1(decimal, numeric) -> BigDecimal # # Computes exp(decimal) - 1 to the specified number of digits of precision, +numeric+. # # BigMath.expm1(BigDecimal('0.1'), 32).to_s # #=> "0.10517091807564762481170782649025e0" # def expm1(x, prec) prec = BigDecimal::Internal.coerce_validate_prec(prec, :expm1) x = BigDecimal::Internal.coerce_to_bigdecimal(x, prec, :expm1) return BigDecimal(-1) if x.infinite? == -1 exp_prec = prec if x < -1 # log10(exp(x)) = x * log10(e) lg_e = 0.4342944819032518 exp_prec = prec + (lg_e * x).ceil + BigDecimal.double_fig elsif x < 1 exp_prec = prec - x.exponent + BigDecimal.double_fig else exp_prec = prec end return BigDecimal(-1) if exp_prec <= 0 exp = exp(x, exp_prec) if exp.exponent > prec + BigDecimal.double_fig # Workaroudn for https://github.com/ruby/bigdecimal/issues/464 exp else exp.sub(1, prec) end end # erf(decimal, numeric) -> BigDecimal # # Computes the error function of +decimal+ to the specified number of digits of # precision, +numeric+. # # If +decimal+ is NaN, returns NaN. # # BigMath.erf(BigDecimal('1'), 32).to_s # #=> "0.84270079294971486934122063508261e0" # def erf(x, prec) prec = BigDecimal::Internal.coerce_validate_prec(prec, :erf) x = BigDecimal::Internal.coerce_to_bigdecimal(x, prec, :erf) return BigDecimal::Internal.nan_computation_result if x.nan? return BigDecimal(x.infinite?) if x.infinite? return BigDecimal(0) if x == 0 return -erf(-x, prec) if x < 0 return BigDecimal(1) if x > 5000000000 # erf(5000000000) > 1 - 1e-10000000000000000000 if x > 8 xf = x.to_f log10_erfc = -xf ** 2 / Math.log(10) - Math.log10(xf * Math::PI ** 0.5) erfc_prec = [prec + log10_erfc.ceil, 1].max erfc = _erfc_asymptotic(x, erfc_prec) if erfc # Workaround for https://github.com/ruby/bigdecimal/issues/464 return BigDecimal(1) if erfc.exponent < -prec - BigDecimal.double_fig return BigDecimal(1).sub(erfc, prec) end end prec2 = prec + BigDecimal.double_fig x_smallprec = x.mult(1, Integer.sqrt(prec2) / 2) # Taylor series of x with small precision is fast erf1 = _erf_taylor(x_smallprec, BigDecimal(0), BigDecimal(0), prec2) # Taylor series converges quickly for small x _erf_taylor(x - x_smallprec, x_smallprec, erf1, prec2).mult(1, prec) end # call-seq: # erfc(decimal, numeric) -> BigDecimal # # Computes the complementary error function of +decimal+ to the specified number of digits of # precision, +numeric+. # # If +decimal+ is NaN, returns NaN. # # BigMath.erfc(BigDecimal('10'), 32).to_s # #=> "0.20884875837625447570007862949578e-44" # def erfc(x, prec) prec = BigDecimal::Internal.coerce_validate_prec(prec, :erfc) x = BigDecimal::Internal.coerce_to_bigdecimal(x, prec, :erfc) return BigDecimal::Internal.nan_computation_result if x.nan? return BigDecimal(1 - x.infinite?) if x.infinite? return BigDecimal(1).sub(erf(x, prec + BigDecimal.double_fig), prec) if x < 0 return BigDecimal(0) if x > 5000000000 # erfc(5000000000) < 1e-10000000000000000000 (underflow) if x >= 8 y = _erfc_asymptotic(x, prec) return y.mult(1, prec) if y end # erfc(x) = 1 - erf(x) < exp(-x**2)/x/sqrt(pi) # Precision of erf(x) needs about log10(exp(-x**2)) extra digits log10 = 2.302585092994046 high_prec = prec + BigDecimal.double_fig + (x.ceil**2 / log10).ceil BigDecimal(1).sub(erf(x, high_prec), prec) end # Calculates erf(x + a) private_class_method def _erf_taylor(x, a, erf_a, prec) # :nodoc: return erf_a if x.zero? # Let f(x+a) = erf(x+a)*exp((x+a)**2)*sqrt(pi)/2 # = c0 + c1*x + c2*x**2 + c3*x**3 + c4*x**4 + ... # f'(x+a) = 1+2*(x+a)*f(x+a) # f'(x+a) = c1 + 2*c2*x + 3*c3*x**2 + 4*c4*x**3 + 5*c5*x**4 + ... # = 1+2*(x+a)*(c0 + c1*x + c2*x**2 + c3*x**3 + c4*x**4 + ...) # therefore, # c0 = f(a) # c1 = 2 * a * c0 + 1 # c2 = (2 * c0 + 2 * a * c1) / 2 # c3 = (2 * c1 + 2 * a * c2) / 3 # c4 = (2 * c2 + 2 * a * c3) / 4 # # All coefficients are positive when a >= 0 scale = BigDecimal(2).div(sqrt(PI(prec), prec), prec) c_prev = erf_a.div(scale.mult(exp(-a*a, prec), prec), prec) c_next = (2 * a * c_prev).add(1, prec).mult(x, prec) sum = c_prev.add(c_next, prec) 2.step do |k| cn = (c_prev.mult(x, prec) + a * c_next).mult(2, prec).mult(x, prec).div(k, prec) sum = sum.add(cn, prec) c_prev, c_next = c_next, cn break if [c_prev, c_next].all? { |c| c.zero? || (c.exponent < sum.exponent - prec) } end value = sum.mult(scale.mult(exp(-(x + a).mult(x + a, prec), prec), prec), prec) value > 1 ? BigDecimal(1) : value end private_class_method def _erfc_asymptotic(x, prec) # :nodoc: # Let f(x) = erfc(x)*sqrt(pi)*exp(x**2)/2 # f(x) satisfies the following differential equation: # 2*x*f(x) = f'(x) + 1 # From the above equation, we can derive the following asymptotic expansion: # f(x) = (0..kmax).sum { (-1)**k * (2*k)! / 4**k / k! / x**(2*k)) } / x # This asymptotic expansion does not converge. # But if there is a k that satisfies (2*k)! / 4**k / k! / x**(2*k) < 10**(-prec), # It is enough to calculate erfc within the given precision. # Using Stirling's approximation, we can simplify this condition to: # sqrt(2)/2 + k*log(k) - k - 2*k*log(x) < -prec*log(10) # and the left side is minimized when k = x**2. prec += BigDecimal.double_fig xf = x.to_f kmax = (1..(xf ** 2).floor).bsearch do |k| Math.log(2) / 2 + k * Math.log(k) - k - 2 * k * Math.log(xf) < -prec * Math.log(10) end return unless kmax sum = BigDecimal(1) x2 = x.mult(x, prec) d = BigDecimal(1) (1..kmax).each do |k| d = d.div(x2, prec).mult(1 - 2 * k, prec).div(2, prec) sum = sum.add(d, prec) end sum.div(exp(x2, prec).mult(PI(prec).sqrt(prec), prec), prec).div(x, prec) end # call-seq: # BigMath.gamma(decimal, numeric) -> BigDecimal # # Computes the gamma function of +decimal+ to the specified number of # digits of precision, +numeric+. # # BigMath.gamma(BigDecimal('0.5'), 32).to_s # #=> "0.17724538509055160272981674833411e1" # def gamma(x, prec) prec = BigDecimal::Internal.coerce_validate_prec(prec, :gamma) x = BigDecimal::Internal.coerce_to_bigdecimal(x, prec, :gamma) prec2 = prec + BigDecimal.double_fig if x < 0.5 raise Math::DomainError, 'Numerical argument is out of domain - gamma' if x.frac.zero? # Euler's reflection formula: gamma(z) * gamma(1-z) = pi/sin(pi*z) pi = PI(prec2) sin = _sinpix(x, pi, prec2) return pi.div(gamma(1 - x, prec2).mult(sin, prec2), prec) elsif x.frac.zero? && x < 1000 * prec return _gamma_positive_integer(x, prec2).mult(1, prec) end a, sum = _gamma_spouge_sum_part(x, prec2) (x + (a - 1)).power(x - 0.5, prec2).mult(BigMath.exp(1 - x, prec2), prec2).mult(sum, prec) end # call-seq: # BigMath.lgamma(decimal, numeric) -> [BigDecimal, Integer] # # Computes the natural logarithm of the absolute value of the gamma function # of +decimal+ to the specified number of digits of precision, +numeric+ and its sign. # # BigMath.lgamma(BigDecimal('0.5'), 32) # #=> [0.57236494292470008707171367567653e0, 1] # def lgamma(x, prec) prec = BigDecimal::Internal.coerce_validate_prec(prec, :lgamma) x = BigDecimal::Internal.coerce_to_bigdecimal(x, prec, :lgamma) prec2 = prec + BigDecimal.double_fig if x < 0.5 return [BigDecimal::INFINITY, 1] if x.frac.zero? loop do # Euler's reflection formula: gamma(z) * gamma(1-z) = pi/sin(pi*z) pi = PI(prec2) sin = _sinpix(x, pi, prec2) log_gamma = BigMath.log(pi, prec2).sub(lgamma(1 - x, prec2).first + BigMath.log(sin.abs, prec2), prec) return [log_gamma, sin > 0 ? 1 : -1] if prec2 + log_gamma.exponent > prec + BigDecimal.double_fig # Retry with higher precision if loss of significance is too large prec2 = prec2 * 3 / 2 end elsif x.frac.zero? && x < 1000 * prec log_gamma = BigMath.log(_gamma_positive_integer(x, prec2), prec) [log_gamma, 1] else # if x is close to 1 or 2, increase precision to reduce loss of significance diff1_exponent = (x - 1).exponent diff2_exponent = (x - 2).exponent extremely_near_one = diff1_exponent < -prec2 extremely_near_two = diff2_exponent < -prec2 if extremely_near_one || extremely_near_two # If x is extreamely close to base = 1 or 2, linear interpolation is accurate enough. # Taylor expansion at x = base is: (x - base) * digamma(base) + (x - base) ** 2 * trigamma(base) / 2 + ... # And we can ignore (x - base) ** 2 and higher order terms. base = extremely_near_one ? 1 : 2 d = BigDecimal(1)._decimal_shift(1 - prec2) log_gamma_d, sign = lgamma(base + d, prec2) return [log_gamma_d.mult(x - base, prec2).div(d, prec), sign] end prec2 += [-diff1_exponent, -diff2_exponent, 0].max a, sum = _gamma_spouge_sum_part(x, prec2) log_gamma = BigMath.log(sum, prec2).add((x - 0.5).mult(BigMath.log(x.add(a - 1, prec2), prec2), prec2) + 1 - x, prec) [log_gamma, 1] end end # Returns sum part: sqrt(2*pi) and c[k]/(x+k) terms of Spouge's approximation private_class_method def _gamma_spouge_sum_part(x, prec) # :nodoc: x -= 1 # Spouge's approximation # x! = (x + a)**(x + 0.5) * exp(-x - a) * (sqrt(2 * pi) + (1..a - 1).sum{|k| c[k] / (x + k) } + epsilon) # where c[k] = (-1)**k * (a - k)**(k - 0.5) * exp(a - k) / (k - 1)! # and epsilon is bounded by a**(-0.5) * (2 * pi) ** (-a - 0.5) # Estimate required a for given precision a = (prec / Math.log10(2 * Math::PI)).ceil # Calculate exponent of c[k] in low precision to estimate required precision low_prec = 16 log10f = Math.log(10) x_low_prec = x.mult(1, low_prec) loggamma_k = 0 ck_exponents = (1..a-1).map do |k| loggamma_k += Math.log10(k - 1) if k > 1 -loggamma_k - k / log10f + (k - 0.5) * Math.log10(a - k) - BigMath.log10(x_low_prec.add(k, low_prec), low_prec) end # Estimate exponent of sum by Stirling's approximation approx_sum_exponent = x < 1 ? -Math.log10(a) / 2 : Math.log10(2 * Math::PI) / 2 + x_low_prec.add(0.5, low_prec) * Math.log10(x_low_prec / x_low_prec.add(a, low_prec)) # Determine required precision of c[k] prec2 = [ck_exponents.max.ceil - approx_sum_exponent.floor, 0].max + prec einv = BigMath.exp(-1, prec2) sum = (PI(prec) * 2).sqrt(prec).mult(BigMath.exp(-a, prec), prec) y = BigDecimal(1) (1..a - 1).each do |k| # c[k] = (-1)**k * (a - k)**(k - 0.5) * exp(-k) / (k-1)! / (x + k) y = y.div(1 - k, prec2) if k > 1 y = y.mult(einv, prec2) z = y.mult(BigDecimal((a - k) ** k), prec2).div(BigDecimal(a - k).sqrt(prec2).mult(x.add(k, prec2), prec2), prec2) # sum += c[k] / (x + k) sum = sum.add(z, prec2) end [a, sum] end private_class_method def _gamma_positive_integer(x, prec) # :nodoc: return x if x == 1 numbers = (1..x - 1).map {|i| BigDecimal(i) } while numbers.size > 1 numbers = numbers.each_slice(2).map {|a, b| b ? a.mult(b, prec) : a } end numbers.first end # Returns sin(pi * x), for gamma reflection formula calculation private_class_method def _sinpix(x, pi, prec) # :nodoc: x = x % 2 sign = x > 1 ? -1 : 1 x %= 1 x = 1 - x if x > 0.5 # to avoid sin(pi*x) loss of precision for x close to 1 sign * sin(x.mult(pi, prec), prec) end # call-seq: # frexp(x) -> [BigDecimal, Integer] # # Decomposes +x+ into a normalized fraction and an integral power of ten. # # BigMath.frexp(BigDecimal(123.456)) # #=> [0.123456e0, 3] # def frexp(x) x = BigDecimal::Internal.coerce_to_bigdecimal(x, 0, :frexp) return [x, 0] unless x.finite? exponent = x.exponent [x._decimal_shift(-exponent), exponent] end # call-seq: # ldexp(fraction, exponent) -> BigDecimal # # Inverse of +frexp+. # Returns the value of fraction * 10**exponent. # # BigMath.ldexp(BigDecimal("0.123456e0"), 3) # #=> 0.123456e3 # def ldexp(x, exponent) x = BigDecimal::Internal.coerce_to_bigdecimal(x, 0, :ldexp) x.finite? ? x._decimal_shift(exponent) : x end # call-seq: # PI(numeric) -> BigDecimal # # Computes the value of pi to the specified number of digits of precision, # +numeric+. # # BigMath.PI(32).to_s # #=> "0.31415926535897932384626433832795e1" # def PI(prec) prec = BigDecimal::Internal.coerce_validate_prec(prec, :PI) n = prec + BigDecimal.double_fig zero = BigDecimal("0") one = BigDecimal("1") two = BigDecimal("2") m25 = BigDecimal("-0.04") m57121 = BigDecimal("-57121") pi = zero d = one k = one t = BigDecimal("-80") while d.nonzero? && ((m = n - (pi.exponent - d.exponent).abs) > 0) m = BigDecimal.double_fig if m < BigDecimal.double_fig t = t*m25 d = t.div(k,m) k = k+two pi = pi + d end d = one k = one t = BigDecimal("956") while d.nonzero? && ((m = n - (pi.exponent - d.exponent).abs) > 0) m = BigDecimal.double_fig if m < BigDecimal.double_fig t = t.div(m57121,n) d = t.div(k,m) pi = pi + d k = k+two end pi.mult(1, prec) end # call-seq: # E(numeric) -> BigDecimal # # Computes e (the base of natural logarithms) to the specified number of # digits of precision, +numeric+. # # BigMath.E(32).to_s # #=> "0.27182818284590452353602874713527e1" # def E(prec) prec = BigDecimal::Internal.coerce_validate_prec(prec, :E) exp(1, prec) end end
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