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Added thirdparty: boost library
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Viacheslav Demydiuk
+195
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///////////////////////////////////////////////////////////////////////////////
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// Copyright 2018 John Maddock
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// Distributed under the Boost
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// Software License, Version 1.0. (See accompanying file
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// LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
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#ifndef BOOST_MATH_HYPERGEOMETRIC_PFQ_HPP
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#define BOOST_MATH_HYPERGEOMETRIC_PFQ_HPP
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#include <boost/math/special_functions/detail/hypergeometric_pFq_checked_series.hpp>
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#include <boost/math/tools/throw_exception.hpp>
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#include <chrono>
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#include <initializer_list>
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namespace boost {
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namespace math {
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namespace detail {
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struct pFq_termination_exception : public std::runtime_error
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{
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pFq_termination_exception(const char* p) : std::runtime_error(p) {}
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};
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struct timed_iteration_terminator
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{
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timed_iteration_terminator(std::uintmax_t i, double t) : max_iter(i), max_time(t), start_time(std::chrono::system_clock::now()) {}
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bool operator()(std::uintmax_t iter)const
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{
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if (iter > max_iter)
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BOOST_MATH_THROW_EXCEPTION(boost::math::detail::pFq_termination_exception("pFq exceeded maximum permitted iterations."));
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if (std::chrono::duration<double>(std::chrono::system_clock::now() - start_time).count() > max_time)
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BOOST_MATH_THROW_EXCEPTION(boost::math::detail::pFq_termination_exception("pFq exceeded maximum permitted evaluation time."));
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return false;
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}
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std::uintmax_t max_iter;
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double max_time;
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std::chrono::system_clock::time_point start_time;
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};
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}
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template <class Seq, class Real, class Policy>
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inline typename tools::promote_args<Real, typename Seq::value_type>::type hypergeometric_pFq(const Seq& aj, const Seq& bj, const Real& z, Real* p_abs_error, const Policy& pol)
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{
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typedef typename tools::promote_args<Real, typename Seq::value_type>::type result_type;
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typedef typename policies::evaluation<result_type, Policy>::type value_type;
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typedef typename policies::normalise<
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Policy,
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policies::promote_float<false>,
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policies::promote_double<false>,
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policies::discrete_quantile<>,
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policies::assert_undefined<> >::type forwarding_policy;
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BOOST_MATH_STD_USING
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long long scale = 0;
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std::pair<value_type, value_type> r = boost::math::detail::hypergeometric_pFq_checked_series_impl(aj, bj, value_type(z), pol, boost::math::detail::iteration_terminator(boost::math::policies::get_max_series_iterations<forwarding_policy>()), scale);
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r.first *= exp(Real(scale));
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r.second *= exp(Real(scale));
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if (p_abs_error)
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*p_abs_error = static_cast<Real>(r.second) * boost::math::tools::epsilon<Real>();
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return policies::checked_narrowing_cast<result_type, Policy>(r.first, "boost::math::hypergeometric_pFq<%1%>(%1%,%1%,%1%)");
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}
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template <class Seq, class Real>
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inline typename tools::promote_args<Real, typename Seq::value_type>::type hypergeometric_pFq(const Seq& aj, const Seq& bj, const Real& z, Real* p_abs_error = 0)
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{
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return hypergeometric_pFq(aj, bj, z, p_abs_error, boost::math::policies::policy<>());
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}
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template <class R, class Real, class Policy>
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inline typename tools::promote_args<Real, R>::type hypergeometric_pFq(const std::initializer_list<R>& aj, const std::initializer_list<R>& bj, const Real& z, Real* p_abs_error, const Policy& pol)
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{
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return hypergeometric_pFq<std::initializer_list<R>, Real, Policy>(aj, bj, z, p_abs_error, pol);
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}
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template <class R, class Real>
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inline typename tools::promote_args<Real, R>::type hypergeometric_pFq(const std::initializer_list<R>& aj, const std::initializer_list<R>& bj, const Real& z, Real* p_abs_error = nullptr)
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{
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return hypergeometric_pFq<std::initializer_list<R>, Real>(aj, bj, z, p_abs_error);
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}
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#ifndef BOOST_NO_EXCEPTIONS
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template <class T>
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struct scoped_precision
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{
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scoped_precision(unsigned p)
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{
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old_p = T::default_precision();
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T::default_precision(p);
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}
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~scoped_precision()
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{
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T::default_precision(old_p);
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}
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unsigned old_p;
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};
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template <class Seq, class Real, class Policy>
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Real hypergeometric_pFq_precision(const Seq& aj, const Seq& bj, Real z, unsigned digits10, double timeout, const Policy& pol)
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{
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unsigned current_precision = digits10 + 5;
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for (auto ai = aj.begin(); ai != aj.end(); ++ai)
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{
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current_precision = (std::max)(current_precision, ai->precision());
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}
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for (auto bi = bj.begin(); bi != bj.end(); ++bi)
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{
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current_precision = (std::max)(current_precision, bi->precision());
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}
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current_precision = (std::max)(current_precision, z.precision());
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Real r, norm;
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std::vector<Real> aa(aj), bb(bj);
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do
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{
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scoped_precision<Real> p(current_precision);
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for (auto ai = aa.begin(); ai != aa.end(); ++ai)
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ai->precision(current_precision);
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for (auto bi = bb.begin(); bi != bb.end(); ++bi)
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bi->precision(current_precision);
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z.precision(current_precision);
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try
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{
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long long scale = 0;
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std::pair<Real, Real> rp = boost::math::detail::hypergeometric_pFq_checked_series_impl(aa, bb, z, pol, boost::math::detail::timed_iteration_terminator(boost::math::policies::get_max_series_iterations<Policy>(), timeout), scale);
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rp.first *= exp(Real(scale));
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rp.second *= exp(Real(scale));
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r = rp.first;
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norm = rp.second;
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unsigned cancellation;
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try {
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cancellation = itrunc(log10(abs(norm / r)));
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}
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catch (const boost::math::rounding_error&)
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{
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// Happens when r is near enough zero:
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cancellation = UINT_MAX;
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}
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if (cancellation >= current_precision - 1)
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{
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current_precision *= 2;
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continue;
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}
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unsigned precision_obtained = current_precision - 1 - cancellation;
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if (precision_obtained < digits10)
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{
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current_precision += digits10 - precision_obtained + 5;
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}
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else
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break;
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}
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catch (const boost::math::evaluation_error&)
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{
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current_precision *= 2;
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}
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catch (const detail::pFq_termination_exception& e)
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{
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//
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// Either we have exhausted the number of series iterations, or the timeout.
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// Either way we quit now.
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throw boost::math::evaluation_error(e.what());
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}
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} while (true);
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return r;
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}
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template <class Seq, class Real>
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Real hypergeometric_pFq_precision(const Seq& aj, const Seq& bj, const Real& z, unsigned digits10, double timeout = 0.5)
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{
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return hypergeometric_pFq_precision(aj, bj, z, digits10, timeout, boost::math::policies::policy<>());
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}
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template <class Real, class Policy>
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Real hypergeometric_pFq_precision(const std::initializer_list<Real>& aj, const std::initializer_list<Real>& bj, const Real& z, unsigned digits10, double timeout, const Policy& pol)
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{
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return hypergeometric_pFq_precision< std::initializer_list<Real>, Real>(aj, bj, z, digits10, timeout, pol);
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}
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template <class Real>
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Real hypergeometric_pFq_precision(const std::initializer_list<Real>& aj, const std::initializer_list<Real>& bj, const Real& z, unsigned digits10, double timeout = 0.5)
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{
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return hypergeometric_pFq_precision< std::initializer_list<Real>, Real>(aj, bj, z, digits10, timeout, boost::math::policies::policy<>());
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}
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#endif
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}
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} // namespaces
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#endif // BOOST_MATH_BESSEL_ITERATORS_HPP
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