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- /* hyp2f1f.c
- *
- * Gauss hypergeometric function F
- * 2 1
- *
- *
- * SYNOPSIS:
- *
- * float a, b, c, x, y, hyp2f1f();
- *
- * y = hyp2f1f( a, b, c, x );
- *
- *
- * DESCRIPTION:
- *
- *
- * hyp2f1( a, b, c, x ) = F ( a, b; c; x )
- * 2 1
- *
- * inf.
- * - a(a+1)...(a+k) b(b+1)...(b+k) k+1
- * = 1 + > ----------------------------- x .
- * - c(c+1)...(c+k) (k+1)!
- * k = 0
- *
- * Cases addressed are
- * Tests and escapes for negative integer a, b, or c
- * Linear transformation if c - a or c - b negative integer
- * Special case c = a or c = b
- * Linear transformation for x near +1
- * Transformation for x < -0.5
- * Psi function expansion if x > 0.5 and c - a - b integer
- * Conditionally, a recurrence on c to make c-a-b > 0
- *
- * |x| > 1 is rejected.
- *
- * The parameters a, b, c are considered to be integer
- * valued if they are within 1.0e-6 of the nearest integer.
- *
- * ACCURACY:
- *
- * Relative error (-1 < x < 1):
- * arithmetic domain # trials peak rms
- * IEEE 0,3 30000 5.8e-4 4.3e-6
- */
- /* hyp2f1 */
- /*
- Cephes Math Library Release 2.2: November, 1992
- Copyright 1984, 1987, 1992 by Stephen L. Moshier
- Direct inquiries to 30 Frost Street, Cambridge, MA 02140
- */
- #include <math.h>
- #define EPS 1.0e-5
- #define EPS2 1.0e-5
- #define ETHRESH 1.0e-5
- extern float MAXNUMF, MACHEPF;
- #define fabsf(x) ( (x) < 0 ? -(x) : (x) )
- #ifdef ANSIC
- float powf(float, float);
- static float hys2f1f(float, float, float, float, float *);
- static float hyt2f1f(float, float, float, float, float *);
- float gammaf(float), logf(float), expf(float), psif(float);
- float floorf(float);
- #else
- float powf(), gammaf(), logf(), expf(), psif();
- float floorf();
- static float hyt2f1f(), hys2f1f();
- #endif
- #define roundf(x) (floorf((x)+(float )0.5))
- float hyp2f1f( float aa, float bb, float cc, float xx )
- {
- float a, b, c, x;
- float d, d1, d2, e;
- float p, q, r, s, y, ax;
- float ia, ib, ic, id, err;
- int flag, i, aid;
- a = aa;
- b = bb;
- c = cc;
- x = xx;
- err = 0.0;
- ax = fabsf(x);
- s = 1.0 - x;
- flag = 0;
- ia = roundf(a); /* nearest integer to a */
- ib = roundf(b);
- if( a <= 0 )
- {
- if( fabsf(a-ia) < EPS ) /* a is a negative integer */
- flag |= 1;
- }
- if( b <= 0 )
- {
- if( fabsf(b-ib) < EPS ) /* b is a negative integer */
- flag |= 2;
- }
- if( ax < 1.0 )
- {
- if( fabsf(b-c) < EPS ) /* b = c */
- {
- y = powf( s, -a ); /* s to the -a power */
- goto hypdon;
- }
- if( fabsf(a-c) < EPS ) /* a = c */
- {
- y = powf( s, -b ); /* s to the -b power */
- goto hypdon;
- }
- }
- if( c <= 0.0 )
- {
- ic = roundf(c); /* nearest integer to c */
- if( fabsf(c-ic) < EPS ) /* c is a negative integer */
- {
- /* check if termination before explosion */
- if( (flag & 1) && (ia > ic) )
- goto hypok;
- if( (flag & 2) && (ib > ic) )
- goto hypok;
- goto hypdiv;
- }
- }
- if( flag ) /* function is a polynomial */
- goto hypok;
- if( ax > 1.0 ) /* series diverges */
- goto hypdiv;
- p = c - a;
- ia = roundf(p);
- if( (ia <= 0.0) && (fabsf(p-ia) < EPS) ) /* negative int c - a */
- flag |= 4;
- r = c - b;
- ib = roundf(r); /* nearest integer to r */
- if( (ib <= 0.0) && (fabsf(r-ib) < EPS) ) /* negative int c - b */
- flag |= 8;
- d = c - a - b;
- id = roundf(d); /* nearest integer to d */
- q = fabsf(d-id);
- if( fabsf(ax-1.0) < EPS ) /* |x| == 1.0 */
- {
- if( x > 0.0 )
- {
- if( flag & 12 ) /* negative int c-a or c-b */
- {
- if( d >= 0.0 )
- goto hypf;
- else
- goto hypdiv;
- }
- if( d <= 0.0 )
- goto hypdiv;
- y = gammaf(c)*gammaf(d)/(gammaf(p)*gammaf(r));
- goto hypdon;
- }
- if( d <= -1.0 )
- goto hypdiv;
- }
- /* Conditionally make d > 0 by recurrence on c
- * AMS55 #15.2.27
- */
- if( d < 0.0 )
- {
- /* Try the power series first */
- y = hyt2f1f( a, b, c, x, &err );
- if( err < ETHRESH )
- goto hypdon;
- /* Apply the recurrence if power series fails */
- err = 0.0;
- aid = 2 - id;
- e = c + aid;
- d2 = hyp2f1f(a,b,e,x);
- d1 = hyp2f1f(a,b,e+1.0,x);
- q = a + b + 1.0;
- for( i=0; i<aid; i++ )
- {
- r = e - 1.0;
- y = (e*(r-(2.0*e-q)*x)*d2 + (e-a)*(e-b)*x*d1)/(e*r*s);
- e = r;
- d1 = d2;
- d2 = y;
- }
- goto hypdon;
- }
- if( flag & 12 )
- goto hypf; /* negative integer c-a or c-b */
- hypok:
- y = hyt2f1f( a, b, c, x, &err );
- hypdon:
- if( err > ETHRESH )
- {
- mtherr( "hyp2f1", PLOSS );
- /* printf( "Estimated err = %.2e\n", err );*/
- }
- return(y);
- /* The transformation for c-a or c-b negative integer
- * AMS55 #15.3.3
- */
- hypf:
- y = powf( s, d ) * hys2f1f( c-a, c-b, c, x, &err );
- goto hypdon;
- /* The alarm exit */
- hypdiv:
- mtherr( "hyp2f1f", OVERFLOW );
- return( MAXNUMF );
- }
- /* Apply transformations for |x| near 1
- * then call the power series
- */
- static float hyt2f1f( float aa, float bb, float cc, float xx, float *loss )
- {
- float a, b, c, x;
- float p, q, r, s, t, y, d, err, err1;
- float ax, id, d1, d2, e, y1;
- int i, aid;
- a = aa;
- b = bb;
- c = cc;
- x = xx;
- err = 0.0;
- s = 1.0 - x;
- if( x < -0.5 )
- {
- if( b > a )
- y = powf( s, -a ) * hys2f1f( a, c-b, c, -x/s, &err );
- else
- y = powf( s, -b ) * hys2f1f( c-a, b, c, -x/s, &err );
- goto done;
- }
- d = c - a - b;
- id = roundf(d); /* nearest integer to d */
- if( x > 0.8 )
- {
- if( fabsf(d-id) > EPS2 ) /* test for integer c-a-b */
- {
- /* Try the power series first */
- y = hys2f1f( a, b, c, x, &err );
- if( err < ETHRESH )
- goto done;
- /* If power series fails, then apply AMS55 #15.3.6 */
- q = hys2f1f( a, b, 1.0-d, s, &err );
- q *= gammaf(d) /(gammaf(c-a) * gammaf(c-b));
- r = powf(s,d) * hys2f1f( c-a, c-b, d+1.0, s, &err1 );
- r *= gammaf(-d)/(gammaf(a) * gammaf(b));
- y = q + r;
- q = fabsf(q); /* estimate cancellation error */
- r = fabsf(r);
- if( q > r )
- r = q;
- err += err1 + (MACHEPF*r)/y;
- y *= gammaf(c);
- goto done;
- }
- else
- {
- /* Psi function expansion, AMS55 #15.3.10, #15.3.11, #15.3.12 */
- if( id >= 0.0 )
- {
- e = d;
- d1 = d;
- d2 = 0.0;
- aid = id;
- }
- else
- {
- e = -d;
- d1 = 0.0;
- d2 = d;
- aid = -id;
- }
- ax = logf(s);
- /* sum for t = 0 */
- y = psif(1.0) + psif(1.0+e) - psif(a+d1) - psif(b+d1) - ax;
- y /= gammaf(e+1.0);
- p = (a+d1) * (b+d1) * s / gammaf(e+2.0); /* Poch for t=1 */
- t = 1.0;
- do
- {
- r = psif(1.0+t) + psif(1.0+t+e) - psif(a+t+d1)
- - psif(b+t+d1) - ax;
- q = p * r;
- y += q;
- p *= s * (a+t+d1) / (t+1.0);
- p *= (b+t+d1) / (t+1.0+e);
- t += 1.0;
- }
- while( fabsf(q/y) > EPS );
- if( id == 0.0 )
- {
- y *= gammaf(c)/(gammaf(a)*gammaf(b));
- goto psidon;
- }
- y1 = 1.0;
- if( aid == 1 )
- goto nosum;
- t = 0.0;
- p = 1.0;
- for( i=1; i<aid; i++ )
- {
- r = 1.0-e+t;
- p *= s * (a+t+d2) * (b+t+d2) / r;
- t += 1.0;
- p /= t;
- y1 += p;
- }
- nosum:
- p = gammaf(c);
- y1 *= gammaf(e) * p / (gammaf(a+d1) * gammaf(b+d1));
- y *= p / (gammaf(a+d2) * gammaf(b+d2));
- if( (aid & 1) != 0 )
- y = -y;
- q = powf( s, id ); /* s to the id power */
- if( id > 0.0 )
- y *= q;
- else
- y1 *= q;
- y += y1;
- psidon:
- goto done;
- }
- }
- /* Use defining power series if no special cases */
- y = hys2f1f( a, b, c, x, &err );
- done:
- *loss = err;
- return(y);
- }
- /* Defining power series expansion of Gauss hypergeometric function */
- static float hys2f1f( float aa, float bb, float cc, float xx, float *loss )
- {
- int i;
- float a, b, c, x;
- float f, g, h, k, m, s, u, umax;
- a = aa;
- b = bb;
- c = cc;
- x = xx;
- i = 0;
- umax = 0.0;
- f = a;
- g = b;
- h = c;
- k = 0.0;
- s = 1.0;
- u = 1.0;
- do
- {
- if( fabsf(h) < EPS )
- return( MAXNUMF );
- m = k + 1.0;
- u = u * ((f+k) * (g+k) * x / ((h+k) * m));
- s += u;
- k = fabsf(u); /* remember largest term summed */
- if( k > umax )
- umax = k;
- k = m;
- if( ++i > 10000 ) /* should never happen */
- {
- *loss = 1.0;
- return(s);
- }
- }
- while( fabsf(u/s) > MACHEPF );
- /* return estimated relative error */
- *loss = (MACHEPF*umax)/fabsf(s) + (MACHEPF*i);
- return(s);
- }
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