/* * ------------------------------------------------------------------------- * $Id: Sfun.java,v 1.2 2004/11/22 17:51:43 pfisterer Exp $ * ------------------------------------------------------------------------- * Copyright (c) 1997 - 1998 by Visual Numerics, Inc. All rights reserved. * * Permission to use, copy, modify, and distribute this software is freely * granted by Visual Numerics, Inc., provided that the copyright notice * above and the following warranty disclaimer are preserved in human * readable form. * * Because this software is licenses free of charge, it is provided * "AS IS", with NO WARRANTY. TO THE EXTENT PERMITTED BY LAW, VNI * DISCLAIMS ALL WARRANTIES, EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED * TO ITS PERFORMANCE, MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE. * VNI WILL NOT BE LIABLE FOR ANY DAMAGES WHATSOEVER ARISING OUT OF THE USE * OF OR INABILITY TO USE THIS SOFTWARE, INCLUDING BUT NOT LIMITED TO DIRECT, * INDIRECT, SPECIAL, CONSEQUENTIAL, PUNITIVE, AND EXEMPLARY DAMAGES, EVEN * IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGES. * * ------------------------------------------------------------------------- */ package org.tritonus.lowlevel.dsp; /** * Collection of special functions. */ public class Sfun { /** The smallest relative spacing for doubles.*/ public final static double EPSILON_SMALL = 1.1102230246252e-16; /** The largest relative spacing for doubles. */ public final static double EPSILON_LARGE = 2.2204460492503e-16; /** * Private contructor, so nobody can make an instance of this class. */ private Sfun() { } /* * Evaluate a Chebyschev series */ static double csevl(double x, double coef[]) { double b0, b1, b2, twox; int i; b1 = 0.0; b0 = 0.0; b2 = 0.0; twox = 2.0*x; for (i = coef.length-1; i >= 0; i--) { b2 = b1; b1 = b0; b0 = twox*b1 - b2 + coef[i]; } return 0.5*(b0-b2); } // Series on [0,0.0625] private static final double COT_COEF[] = { .240259160982956302509553617744970e+0, -.165330316015002278454746025255758e-1, -.429983919317240189356476228239895e-4, -.159283223327541046023490851122445e-6, -.619109313512934872588620579343187e-9, -.243019741507264604331702590579575e-11, -.956093675880008098427062083100000e-14, -.376353798194580580416291539706666e-16, -.148166574646746578852176794666666e-18 }; /** * Returns the cotangent of a double. * @param x A double value. * @return The cotangent of x. * If x is NaN, the result is NaN. */ static public double cot(double x) { double ans, ainty, ainty2, prodbg, y, yrem; double pi2rec = 0.011619772367581343075535053490057; // 2/PI - 0.625 y = Math.abs(x); if (y > 4.5036e+15) { // 4.5036e+15 = 1.0/EPSILON_LARGE return Double.NaN; } // Carefully compute // Y * (2/PI) = (AINT(Y) + REM(Y)) * (.625 + PI2REC) // = AINT(.625*Y) + REM(.625*Y) + Y*PI2REC = AINT(.625*Y) + Z // = AINT(.625*Y) + AINT(Z) + REM(Z) ainty = (int)y; yrem = y - ainty; prodbg = 0.625*ainty; ainty = (int)prodbg; y = (prodbg-ainty) + 0.625*yrem + y*pi2rec; ainty2 = (int)y; ainty = ainty + ainty2; y = y - ainty2; int ifn = (int)(ainty%2.0); if (ifn == 1) y = 1.0 - y; if (y == 0.0) { ans = Double.POSITIVE_INFINITY; } else if (y <= 1.82501e-08) { // 1.82501e-08 = Math.sqrt(3.0*EPSILON_SMALL) ans = 1.0/y; } else if (y <= 0.25) { ans = (0.5+csevl(32.0*y*y-1.0,COT_COEF))/y; } else if (y <= 0.5) { ans = (0.5+csevl(8.0*y*y-1.0,COT_COEF))/(0.5*y); ans = (ans*ans-1.0)*0.5/ans; } else { ans = (0.5+csevl(2.0*y*y-1.0,COT_COEF))/(0.25*y); ans = (ans*ans-1.0)*0.5/ans; ans = (ans*ans-1.0)*0.5/ans; } if (x != 0.0) ans = sign(ans,x); if (ifn == 1) ans = -ans; return ans; } /** * Returns the common (base 10) logarithm of a double. * @param x A double value. * @return The common logarithm of x. */ static public double log10(double x) { //if (Double.isNaN(x)) return Double.NaN; return 0.43429448190325182765*Math.log(x); } /* * Returns the value of x with the sign of y. */ static private double sign(double x, double y) { double abs_x = ((x < 0) ? -x : x); return (y < 0.0) ? -abs_x : abs_x; } // Series on the interval [0,1] private static final double SINH_COEF[] = { 0.1730421940471796, 0.08759422192276048, 0.00107947777456713, 0.00000637484926075, 0.00000002202366404, 0.00000000004987940, 0.00000000000007973, 0.00000000000000009}; /** * Returns the inverse (arc) hyperbolic sine of a double. * @param x A double value. * @return The arc hyperbolic sine of x. * If x is NaN or less than one, the result is NaN. */ static public double sinh(double x) { double ans; double y = Math.abs(x); if (Double.isNaN(x)) { ans = Double.NaN; } else if (Double.isInfinite(y)) { return x; } else if (y < 2.58096e-08) { // 2.58096e-08 = Math.sqrt(6.0*EPSILON_SMALL) ans = x; } else if (y <= 1.0) { ans = x*(1.0+csevl(2.0*x*x-1.0,SINH_COEF)); } else { y = Math.exp(y); if (y >= 94906265.62) { // 94906265.62 = 1.0/Math.sqrt(EPSILON_SMALL) ans = sign(0.5*y,x); } else { ans = sign(0.5*(y-1.0/y),x); } } return ans; } /** * Returns the hyperbolic cosine of a double. * @param x A double value. * @return The hyperbolic cosine of x. * If x is NaN, the result is NaN. */ static public double cosh(double x) { double ans; double y = Math.exp(Math.abs(x)); if (Double.isNaN(x)) { ans = Double.NaN; } else if (Double.isInfinite(x)) { ans = x; } else if (y < 94906265.62) { // 94906265.62 = 1.0/Math.sqrt(EPSILON_SMALL) ans = 0.5*(y+1.0/y); } else { ans = 0.5*y; } return ans; } // Series on [0,1] private static final double TANH_COEF[] = { -.25828756643634710, -.11836106330053497, .009869442648006398, -.000835798662344582, .000070904321198943, -.000006016424318120, .000000510524190800, -.000000043320729077, .000000003675999055, -.000000000311928496, .000000000026468828, -.000000000002246023, .000000000000190587, -.000000000000016172, .000000000000001372, -.000000000000000116, .000000000000000009}; /** * Returns the hyperbolic tangent of a double. * @param x A double value. * @return The hyperbolic tangent of x. */ static public double tanh(double x) { double ans, y; y = Math.abs(x); if (Double.isNaN(x)) { ans = Double.NaN; } else if (y < 1.82501e-08) { // 1.82501e-08 = Math.sqrt(3.0*EPSILON_SMALL) ans = x; } else if (y <= 1.0) { ans = x*(1.0+csevl(2.0*x*x-1.0,TANH_COEF)); } else if (y < 7.977294885) { // 7.977294885 = -0.5*Math.log(EPSILON_SMALL) y = Math.exp(y); ans = sign((y-1.0/y)/(y+1.0/y),x); } else { ans = sign(1.0,x); } return ans; } // Series on the interval [0,1] private static final double ASINH_COEF[] = { -.12820039911738186343372127359268e+0, -.58811761189951767565211757138362e-1, .47274654322124815640725249756029e-2, -.49383631626536172101360174790273e-3, .58506207058557412287494835259321e-4, -.74669983289313681354755069217188e-5, .10011693583558199265966192015812e-5, -.13903543858708333608616472258886e-6, .19823169483172793547317360237148e-7, -.28847468417848843612747272800317e-8, .42672965467159937953457514995907e-9, -.63976084654366357868752632309681e-10, .96991686089064704147878293131179e-11, -.14844276972043770830246658365696e-11, .22903737939027447988040184378983e-12, -.35588395132732645159978942651310e-13, .55639694080056789953374539088554e-14, -.87462509599624678045666593520162e-15, .13815248844526692155868802298129e-15, -.21916688282900363984955142264149e-16, .34904658524827565638313923706880e-17 }; /** * Returns the inverse (arc) hyperbolic sine of a double. * @param x A double value. * @return The arc hyperbolic sine of x. * If x is NaN, the result is NaN. */ static public double asinh(double x) { double ans; double y = Math.abs(x); if (Double.isNaN(x)) { ans = Double.NaN; } else if (y <= 1.05367e-08) { // 1.05367e-08 = Math.sqrt(EPSILON_SMALL) ans = x; } else if (y <= 1.0) { ans = x*(1.0+csevl(2.0*x*x-1.0,ASINH_COEF)); } else if (y < 94906265.62) { // 94906265.62 = 1/Math.sqrt(EPSILON_SMALL) ans = Math.log(y+Math.sqrt(y*y+1.0)); } else { ans = 0.69314718055994530941723212145818 + Math.log(y); } if (x < 0.0) ans = -ans; return ans; } /** * Returns the inverse (arc) hyperbolic cosine of a double. * @param x A double value. * @return The arc hyperbolic cosine of x. * If x is NaN or less than one, the result is NaN. */ static public double acosh(double x) { double ans; if (Double.isNaN(x) || x < 1) { ans = Double.NaN; } else if (x < 94906265.62) { // 94906265.62 = 1.0/Math.sqrt(EPSILON_SMALL) ans = Math.log(x+Math.sqrt(x*x-1.0)); } else { ans = 0.69314718055994530941723212145818 + Math.log(x); } return ans; } // Series on the interval [0,0.25] private static final double ATANH_COEF[] = { .9439510239319549230842892218633e-1, .4919843705578615947200034576668e-1, .2102593522455432763479327331752e-2, .1073554449776116584640731045276e-3, .5978267249293031478642787517872e-5, .3505062030889134845966834886200e-6, .2126374343765340350896219314431e-7, .1321694535715527192129801723055e-8, .8365875501178070364623604052959e-10, .5370503749311002163881434587772e-11, .3486659470157107922971245784290e-12, .2284549509603433015524024119722e-13, .1508407105944793044874229067558e-14, .1002418816804109126136995722837e-15, .6698674738165069539715526882986e-17, .4497954546494931083083327624533e-18 }; /** * Returns the inverse (arc) hyperbolic tangent of a double. * @param x A double value. * @return The arc hyperbolic tangent of x. * If x is NaN or |x|>1, the result is NaN. */ static public double atanh(double x) { double y = Math.abs(x); double ans; if (Double.isNaN(x)) { ans = Double.NaN; } else if (y < 1.82501e-08) { // 1.82501e-08 = Math.sqrt(3.0*EPSILON_SMALL) ans = x; } else if (y <= 0.5) { ans = x*(1.0+csevl(8.0*x*x-1.0,ATANH_COEF)); } else if (y < 1.0) { ans = 0.5*Math.log((1.0+x)/(1.0-x)); } else if (y == 1.0) { ans = x*Double.POSITIVE_INFINITY; } else { ans = Double.NaN; } return ans; } /** * Returns the factorial of an integer. * @param n An integer value. * @return The factorial of n, n!. * If x is negative, the result is NaN. */ static public double fact(int n) { double ans = 1; if (Double.isNaN(n) || n < 0) { ans = Double.NaN; } else if (n > 170) { // The 171! is too large to fit in a double. ans = Double.POSITIVE_INFINITY; } else { for (int k = 2; k <= n; k++) ans *= k; } return ans; } // Series on the interval [0,1] private static final double GAMMA_COEF[] = { .8571195590989331421920062399942e-2, .4415381324841006757191315771652e-2, .5685043681599363378632664588789e-1, -.4219835396418560501012500186624e-2, .1326808181212460220584006796352e-2, -.1893024529798880432523947023886e-3, .3606925327441245256578082217225e-4, -.6056761904460864218485548290365e-5, .1055829546302283344731823509093e-5, -.1811967365542384048291855891166e-6, .3117724964715322277790254593169e-7, -.5354219639019687140874081024347e-8, .9193275519859588946887786825940e-9, -.1577941280288339761767423273953e-9, .2707980622934954543266540433089e-10, -.4646818653825730144081661058933e-11, .7973350192007419656460767175359e-12, -.1368078209830916025799499172309e-12, .2347319486563800657233471771688e-13, -.4027432614949066932766570534699e-14, .6910051747372100912138336975257e-15, -.1185584500221992907052387126192e-15, .2034148542496373955201026051932e-16, -.3490054341717405849274012949108e-17, .5987993856485305567135051066026e-18, -.1027378057872228074490069778431e-18 }; /** * Returns the Gamma function of a double. * @param x A double value. * @return The Gamma function of x. * If x is a negative integer, the result is NaN. */ static public double gamma(double x) { double ans; double y = Math.abs(x); if (y <= 10.0) { /* * Compute gamma(x) for |x|<=10. * First reduce the interval and find gamma(1+y) for 0 <= y < 1. */ int n = (int)x; if (x < 0.0) n--; y = x - n; n--; ans = 0.9375 + csevl(2.0*y-1.0, GAMMA_COEF); if (n == 0) { } else if (n < 0) { // Compute gamma(x) for x < 1 n = -n; if (x == 0.0) { ans = Double.NaN; } else if (y < 1.0/Double.MAX_VALUE) { ans = Double.POSITIVE_INFINITY; } else { double xn = n - 2; if (x < 0.0 && x + xn == 0.0) { ans = Double.NaN; } else { for (int i = 0; i < n; i++) { ans /= x + i; } } } } else { // gamma(x) for x >= 2.0 for (int i = 1; i <= n; i++) { ans *= y + i; } } } else { // gamma(x) for |x| > 10 if (x > 171.614) { ans = Double.POSITIVE_INFINITY; } else if (x < -170.56) { ans = 0.0; // underflows } else { // 0.9189385332046727 = 0.5*log(2*PI) ans = Math.exp((y-0.5)*Math.log(y)-y+0.9189385332046727+r9lgmc(y)); if (x < 0.0) { double sinpiy = Math.sin(Math.PI * y); if (sinpiy == 0 || Math.round(y) == y) { ans = Double.NaN; } else { ans = -Math.PI / (y * sinpiy * ans); } } } } return ans; } /** * Returns the logarithm of the Gamma function of a double. * @param x A double value. * @return The natural logarithm of the Gamma function of x. * If x is a negative integer, the result is NaN. */ static public double logGamma(double x) { double ans, sinpiy, y; y = Math.abs(x); if (y <= 10) { ans = Math.log(Math.abs(gamma(x))); } else if (x > 0) { // A&S 6.1.40 // 0.9189385332046727 = 0.5*log(2*PI) ans = 0.9189385332046727 + (x-0.5)*Math.log(x) - x + r9lgmc(y); } else { sinpiy = Math.abs(Math.sin(Math.PI * y)); if (sinpiy == 0 || Math.round(y) == y) { // The argument for the function can not be a negative integer. ans = Double.NaN; } else { ans = 0.22579135264472743236 + (x-0.5)*Math.log(y) - x - Math.log(sinpiy) - r9lgmc(y); } } return ans; } // Series for the interval [0,0.01] private static final double R9LGMC_COEF[] = { .166638948045186324720572965082e0, -.138494817606756384073298605914e-4, .981082564692472942615717154749e-8, -.180912947557249419426330626672e-10, .622109804189260522712601554342e-13, -.339961500541772194430333059967e-15, .268318199848269874895753884667e-17 }; /* * Returns the log gamma correction term for argument * values greater than or equal to 10.0. */ static double r9lgmc(double x) { double ans; if (x < 10.0) { ans = Double.NaN; } else if (x < 9.490626562e+07) { // 9.490626562e+07 = 1/Math.sqrt(EPSILON_SMALL) double y = 10.0/x; ans = csevl(2.0*y*y-1.0, R9LGMC_COEF) / x; } else if (x < 1.39118e+11) { // 1.39118e+11 = exp(min(log(amach(2) / 12.0), -log(12.0 * amach(1)))); // See A&S 6.1.41 ans = 1.0/(12.0*x); } else { ans = 0.0; // underflows } return ans; } /** * Returns the logarithm of the Beta function. * @param a A double value. * @param b A double value. * @return The natural logarithm of the Beta function. */ static public double logBeta(double a, double b) { double corr, ans; double p = Math.min(a, b); double q = Math.max(a, b); if (p <= 0.0) { ans = Double.NaN; } else if (p >= 10.0) { // P and Q are large; corr = r9lgmc(p) + r9lgmc(q) - r9lgmc(p+q); double temp = dlnrel(-p/(p+q)); ans = -0.5*Math.log(q) + 0.918938533204672741780329736406 + corr + (p-0.5)*Math.log(p/(p+q)) + q*temp; } else if (q >= 10.0) { // P is small, but Q is large corr = Sfun.r9lgmc(q) - r9lgmc(p+q); // Check from underflow from r9lgmc ans = logGamma(p) + corr + p - p*Math.log(p+q) + (q-0.5)*dlnrel(-p/(p+q)); } else { // P and Q are small; ans = Math.log(gamma(p)*(gamma(q)/gamma(p+q))); } return ans; } // Series on [-0.375,0.375] final private static double ALNRCS_COEF[] = { .103786935627437698006862677191e1, -.133643015049089180987660415531, .194082491355205633579261993748e-1, -.301075511275357776903765377766e-2, .486946147971548500904563665091e-3, -.810548818931753560668099430086e-4, .137788477995595247829382514961e-4, -.238022108943589702513699929149e-5, .41640416213865183476391859902e-6, -.73595828378075994984266837032e-7, .13117611876241674949152294345e-7, -.235467093177424251366960923302e-8, .425227732760349977756380529626e-9, -.771908941348407968261081074933e-10, .140757464813590699092153564722e-10, -.257690720580246806275370786276e-11, .473424066662944218491543950059e-12, -.872490126747426417453012632927e-13, .161246149027405514657398331191e-13, -.298756520156657730067107924168e-14, .554807012090828879830413216973e-15, -.103246191582715695951413339619e-15, .192502392030498511778785032449e-16, -.359550734652651500111897078443e-17, .672645425378768578921945742268e-18, -.126026241687352192520824256376e-18 }; /* * Correction term used by logBeta. */ private static double dlnrel(double x) { double ans; if (x <= -1.0) { ans = Double.NaN; } else if (Math.abs(x) <= 0.375) { ans = x*(1.0 - x*Sfun.csevl(x/.375, ALNRCS_COEF)); } else { ans = Math.log(1.0 + x); } return ans; } // Series on [0,1] private static final double ERFC_COEF[] = { -.490461212346918080399845440334e-1, -.142261205103713642378247418996e0, .100355821875997955757546767129e-1, -.576876469976748476508270255092e-3, .274199312521960610344221607915e-4, -.110431755073445076041353812959e-5, .384887554203450369499613114982e-7, -.118085825338754669696317518016e-8, .323342158260509096464029309534e-10, -.799101594700454875816073747086e-12, .179907251139614556119672454866e-13, -.371863548781869263823168282095e-15, .710359900371425297116899083947e-17, -.126124551191552258324954248533e-18 }; // Series on [0.25,1.00] private static final double ERFC2_COEF[] = { -.69601346602309501127391508262e-1, -.411013393626208934898221208467e-1, .391449586668962688156114370524e-2, -.490639565054897916128093545077e-3, .715747900137703638076089414183e-4, -.115307163413123283380823284791e-4, .199467059020199763505231486771e-5, -.364266647159922287393611843071e-6, .694437261000501258993127721463e-7, -.137122090210436601953460514121e-7, .278838966100713713196386034809e-8, -.581416472433116155186479105032e-9, .123892049175275318118016881795e-9, -.269063914530674343239042493789e-10, .594261435084791098244470968384e-11, -.133238673575811957928775442057e-11, .30280468061771320171736972433e-12, -.696664881494103258879586758895e-13, .162085454105392296981289322763e-13, -.380993446525049199987691305773e-14, .904048781597883114936897101298e-15, -.2164006195089607347809812047e-15, .522210223399585498460798024417e-16, -.126972960236455533637241552778e-16, .310914550427619758383622741295e-17, -.766376292032038552400956671481e-18, .190081925136274520253692973329e-18 }; // Series on [0,0.25] private static final double ERFCC_COEF[] = { .715179310202924774503697709496e-1, -.265324343376067157558893386681e-1, .171115397792085588332699194606e-2, -.163751663458517884163746404749e-3, .198712935005520364995974806758e-4, -.284371241276655508750175183152e-5, .460616130896313036969379968464e-6, -.822775302587920842057766536366e-7, .159214187277090112989358340826e-7, -.329507136225284321486631665072e-8, .72234397604005554658126115389e-9, -.166485581339872959344695966886e-9, .401039258823766482077671768814e-10, -.100481621442573113272170176283e-10, .260827591330033380859341009439e-11, -.699111056040402486557697812476e-12, .192949233326170708624205749803e-12, -.547013118875433106490125085271e-13, .158966330976269744839084032762e-13, -.47268939801975548392036958429e-14, .14358733767849847867287399784e-14, -.444951056181735839417250062829e-15, .140481088476823343737305537466e-15, -.451381838776421089625963281623e-16, .147452154104513307787018713262e-16, -.489262140694577615436841552532e-17, .164761214141064673895301522827e-17, -.562681717632940809299928521323e-18, .194744338223207851429197867821e-18 }; /** * Returns the error function of a double. * @param x A double value. * @return The error function of x. */ static public double erf(double x) { double ans; double y = Math.abs(x); if (y <= 1.49012e-08) { // 1.49012e-08 = Math.sqrt(2*EPSILON_SMALL) ans = 2 * x / 1.77245385090551602729816748334; } else if (y <= 1) { ans = x * (1 + csevl(2 * x * x - 1, ERFC_COEF)); } else if (y < 6.013687357) { // 6.013687357 = Math.sqrt(-Math.log(1.77245385090551602729816748334 * EPSILON_SMALL)) ans = sign(1 - erfc(y), x); } else { ans = sign(1, x); } return ans; } /** * Returns the complementary error function of a double. * @param x A double value. * @return The complementary error function of x. */ static public double erfc(double x) { double ans; double y = Math.abs(x); if (x <= -6.013687357) { // -6.013687357 = -Math.sqrt(-Math.log(1.77245385090551602729816748334 * EPSILON_SMALL)) ans = 2; } else if (y < 1.49012e-08) { // 1.49012e-08 = Math.sqrt(2*EPSILON_SMALL) ans = 1 - 2*x/1.77245385090551602729816748334; } else { double ysq = y*y; if (y < 1) { ans = 1 - x*(1+csevl(2*ysq-1,ERFC_COEF)); } else if (y <= 4.0) { ans = Math.exp(-ysq)/y*(0.5+csevl((8.0/ysq-5.0)/3.0,ERFC2_COEF)); if (x < 0) ans = 2.0 - ans;if (x < 0) ans = 2.0 - ans; if (x < 0) ans = 2.0 - ans; } else { ans = Math.exp(-ysq)/y*(0.5+csevl(8.0/ysq-1,ERFCC_COEF)); if (x < 0) ans = 2.0 - ans; } } return ans; } }