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-rw-r--r-- | src/math/jn.go | 304 |
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diff --git a/src/math/jn.go b/src/math/jn.go new file mode 100644 index 0000000..b1aca8f --- /dev/null +++ b/src/math/jn.go @@ -0,0 +1,304 @@ +// Copyright 2010 The Go Authors. All rights reserved. +// Use of this source code is governed by a BSD-style +// license that can be found in the LICENSE file. + +package math + +/* + Bessel function of the first and second kinds of order n. +*/ + +// The original C code and the long comment below are +// from FreeBSD's /usr/src/lib/msun/src/e_jn.c and +// came with this notice. The go code is a simplified +// version of the original C. +// +// ==================================================== +// Copyright (C) 1993 by Sun Microsystems, Inc. All rights reserved. +// +// Developed at SunPro, a Sun Microsystems, Inc. business. +// Permission to use, copy, modify, and distribute this +// software is freely granted, provided that this notice +// is preserved. +// ==================================================== +// +// __ieee754_jn(n, x), __ieee754_yn(n, x) +// floating point Bessel's function of the 1st and 2nd kind +// of order n +// +// Special cases: +// y0(0)=y1(0)=yn(n,0) = -inf with division by zero signal; +// y0(-ve)=y1(-ve)=yn(n,-ve) are NaN with invalid signal. +// Note 2. About jn(n,x), yn(n,x) +// For n=0, j0(x) is called, +// for n=1, j1(x) is called, +// for n<x, forward recursion is used starting +// from values of j0(x) and j1(x). +// for n>x, a continued fraction approximation to +// j(n,x)/j(n-1,x) is evaluated and then backward +// recursion is used starting from a supposed value +// for j(n,x). The resulting value of j(0,x) is +// compared with the actual value to correct the +// supposed value of j(n,x). +// +// yn(n,x) is similar in all respects, except +// that forward recursion is used for all +// values of n>1. + +// Jn returns the order-n Bessel function of the first kind. +// +// Special cases are: +// Jn(n, ±Inf) = 0 +// Jn(n, NaN) = NaN +func Jn(n int, x float64) float64 { + const ( + TwoM29 = 1.0 / (1 << 29) // 2**-29 0x3e10000000000000 + Two302 = 1 << 302 // 2**302 0x52D0000000000000 + ) + // special cases + switch { + case IsNaN(x): + return x + case IsInf(x, 0): + return 0 + } + // J(-n, x) = (-1)**n * J(n, x), J(n, -x) = (-1)**n * J(n, x) + // Thus, J(-n, x) = J(n, -x) + + if n == 0 { + return J0(x) + } + if x == 0 { + return 0 + } + if n < 0 { + n, x = -n, -x + } + if n == 1 { + return J1(x) + } + sign := false + if x < 0 { + x = -x + if n&1 == 1 { + sign = true // odd n and negative x + } + } + var b float64 + if float64(n) <= x { + // Safe to use J(n+1,x)=2n/x *J(n,x)-J(n-1,x) + if x >= Two302 { // x > 2**302 + + // (x >> n**2) + // Jn(x) = cos(x-(2n+1)*pi/4)*sqrt(2/x*pi) + // Yn(x) = sin(x-(2n+1)*pi/4)*sqrt(2/x*pi) + // Let s=sin(x), c=cos(x), + // xn=x-(2n+1)*pi/4, sqt2 = sqrt(2),then + // + // n sin(xn)*sqt2 cos(xn)*sqt2 + // ---------------------------------- + // 0 s-c c+s + // 1 -s-c -c+s + // 2 -s+c -c-s + // 3 s+c c-s + + var temp float64 + switch s, c := Sincos(x); n & 3 { + case 0: + temp = c + s + case 1: + temp = -c + s + case 2: + temp = -c - s + case 3: + temp = c - s + } + b = (1 / SqrtPi) * temp / Sqrt(x) + } else { + b = J1(x) + for i, a := 1, J0(x); i < n; i++ { + a, b = b, b*(float64(i+i)/x)-a // avoid underflow + } + } + } else { + if x < TwoM29 { // x < 2**-29 + // x is tiny, return the first Taylor expansion of J(n,x) + // J(n,x) = 1/n!*(x/2)**n - ... + + if n > 33 { // underflow + b = 0 + } else { + temp := x * 0.5 + b = temp + a := 1.0 + for i := 2; i <= n; i++ { + a *= float64(i) // a = n! + b *= temp // b = (x/2)**n + } + b /= a + } + } else { + // use backward recurrence + // x x**2 x**2 + // J(n,x)/J(n-1,x) = ---- ------ ------ ..... + // 2n - 2(n+1) - 2(n+2) + // + // 1 1 1 + // (for large x) = ---- ------ ------ ..... + // 2n 2(n+1) 2(n+2) + // -- - ------ - ------ - + // x x x + // + // Let w = 2n/x and h=2/x, then the above quotient + // is equal to the continued fraction: + // 1 + // = ----------------------- + // 1 + // w - ----------------- + // 1 + // w+h - --------- + // w+2h - ... + // + // To determine how many terms needed, let + // Q(0) = w, Q(1) = w(w+h) - 1, + // Q(k) = (w+k*h)*Q(k-1) - Q(k-2), + // When Q(k) > 1e4 good for single + // When Q(k) > 1e9 good for double + // When Q(k) > 1e17 good for quadruple + + // determine k + w := float64(n+n) / x + h := 2 / x + q0 := w + z := w + h + q1 := w*z - 1 + k := 1 + for q1 < 1e9 { + k++ + z += h + q0, q1 = q1, z*q1-q0 + } + m := n + n + t := 0.0 + for i := 2 * (n + k); i >= m; i -= 2 { + t = 1 / (float64(i)/x - t) + } + a := t + b = 1 + // estimate log((2/x)**n*n!) = n*log(2/x)+n*ln(n) + // Hence, if n*(log(2n/x)) > ... + // single 8.8722839355e+01 + // double 7.09782712893383973096e+02 + // long double 1.1356523406294143949491931077970765006170e+04 + // then recurrent value may overflow and the result is + // likely underflow to zero + + tmp := float64(n) + v := 2 / x + tmp = tmp * Log(Abs(v*tmp)) + if tmp < 7.09782712893383973096e+02 { + for i := n - 1; i > 0; i-- { + di := float64(i + i) + a, b = b, b*di/x-a + } + } else { + for i := n - 1; i > 0; i-- { + di := float64(i + i) + a, b = b, b*di/x-a + // scale b to avoid spurious overflow + if b > 1e100 { + a /= b + t /= b + b = 1 + } + } + } + b = t * J0(x) / b + } + } + if sign { + return -b + } + return b +} + +// Yn returns the order-n Bessel function of the second kind. +// +// Special cases are: +// Yn(n, +Inf) = 0 +// Yn(n ≥ 0, 0) = -Inf +// Yn(n < 0, 0) = +Inf if n is odd, -Inf if n is even +// Yn(n, x < 0) = NaN +// Yn(n, NaN) = NaN +func Yn(n int, x float64) float64 { + const Two302 = 1 << 302 // 2**302 0x52D0000000000000 + // special cases + switch { + case x < 0 || IsNaN(x): + return NaN() + case IsInf(x, 1): + return 0 + } + + if n == 0 { + return Y0(x) + } + if x == 0 { + if n < 0 && n&1 == 1 { + return Inf(1) + } + return Inf(-1) + } + sign := false + if n < 0 { + n = -n + if n&1 == 1 { + sign = true // sign true if n < 0 && |n| odd + } + } + if n == 1 { + if sign { + return -Y1(x) + } + return Y1(x) + } + var b float64 + if x >= Two302 { // x > 2**302 + // (x >> n**2) + // Jn(x) = cos(x-(2n+1)*pi/4)*sqrt(2/x*pi) + // Yn(x) = sin(x-(2n+1)*pi/4)*sqrt(2/x*pi) + // Let s=sin(x), c=cos(x), + // xn=x-(2n+1)*pi/4, sqt2 = sqrt(2),then + // + // n sin(xn)*sqt2 cos(xn)*sqt2 + // ---------------------------------- + // 0 s-c c+s + // 1 -s-c -c+s + // 2 -s+c -c-s + // 3 s+c c-s + + var temp float64 + switch s, c := Sincos(x); n & 3 { + case 0: + temp = s - c + case 1: + temp = -s - c + case 2: + temp = -s + c + case 3: + temp = s + c + } + b = (1 / SqrtPi) * temp / Sqrt(x) + } else { + a := Y0(x) + b = Y1(x) + // quit if b is -inf + for i := 1; i < n && !IsInf(b, -1); i++ { + a, b = b, (float64(i+i)/x)*b-a + } + } + if sign { + return -b + } + return b +} |