math/special_functions/ellint_3.hpp

//  Copyright (c) 2006 Xiaogang Zhang
//  Copyright (c) 2006 John Maddock
//  Use, modification and distribution are subject to the
//  Boost Software License, Version 1.0. (See accompanying file
//  LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
//
//  History:
//  XZ wrote the original of this file as part of the Google
//  Summer of Code 2006.  JM modified it to fit into the
//  Boost.Math conceptual framework better, and to correctly
//  handle the various corner cases.
//

#ifndef BOOST_MATH_ELLINT_3_HPP
#define BOOST_MATH_ELLINT_3_HPP

#ifdef _MSC_VER
#pragma once
#endif

#include <boost/math/special_functions/math_fwd.hpp>
#include <boost/math/special_functions/ellint_rf.hpp>
#include <boost/math/special_functions/ellint_rj.hpp>
#include <boost/math/special_functions/ellint_1.hpp>
#include <boost/math/special_functions/ellint_2.hpp>
#include <boost/math/special_functions/log1p.hpp>
#include <boost/math/special_functions/atanh.hpp>
#include <boost/math/constants/constants.hpp>
#include <boost/math/policies/error_handling.hpp>
#include <boost/math/tools/workaround.hpp>
#include <boost/math/special_functions/round.hpp>

// Elliptic integrals (complete and incomplete) of the third kind
// Carlson, Numerische Mathematik, vol 33, 1 (1979)

namespace boost { namespace math {

namespace detail{

template <typename T, typename Policy>
T ellint_pi_imp(T v, T k, T vc, const Policy& pol);

// Elliptic integral (Legendre form) of the third kind
template <typename T, typename Policy>
T ellint_pi_imp(T v, T phi, T k, T vc, const Policy& pol)
{
   // Note vc = 1-v presumably without cancellation error.
   BOOST_MATH_STD_USING

   static const char* function = "boost::math::ellint_3<%1%>(%1%,%1%,%1%)";

   if(abs(k) > 1)
   {
      return policies::raise_domain_error<T>(function,
         "Got k = %1%, function requires |k| <= 1", k, pol);
   }

   T sphi = sin(fabs(phi));
   T result = 0;

   // Special cases first:
   if(v == 0)
   {
      // A&S 17.7.18 & 19
      return (k == 0) ? phi : ellint_f_imp(phi, k, pol);
   }
   if((v > 0) && (1 / v < (sphi * sphi)))
   {
      // Complex result is a domain error:
      return policies::raise_domain_error<T>(function,
         "Got v = %1%, but result is complex for v > 1 / sin^2(phi)", v, pol);
   }

   if(v == 1)
   {
      // http://functions.wolfram.com/08.06.03.0008.01
      T m = k * k;
      result = sqrt(1 - m * sphi * sphi) * tan(phi) - ellint_e_imp(phi, k, pol);
      result /= 1 - m;
      result += ellint_f_imp(phi, k, pol);
      return result;
   }
   if(phi == constants::half_pi<T>())
   {
      // Have to filter this case out before the next
      // special case, otherwise we might get an infinity from
      // tan(phi).
      // Also note that since we can't represent PI/2 exactly
      // in a T, this is a bit of a guess as to the users true
      // intent...
      //
      return ellint_pi_imp(v, k, vc, pol);
   }
   if((phi > constants::half_pi<T>()) || (phi < 0))
   {
      // Carlson's algorithm works only for |phi| <= pi/2,
      // use the integrand's periodicity to normalize phi
      //
      // Xiaogang's original code used a cast to long long here
      // but that fails if T has more digits than a long long,
      // so rewritten to use fmod instead:
      //
      // See http://functions.wolfram.com/08.06.16.0002.01
      //
      if(fabs(phi) > 1 / tools::epsilon<T>())
      {
         if(v > 1)
            return policies::raise_domain_error<T>(
            function,
            "Got v = %1%, but this is only supported for 0 <= phi <= pi/2", v, pol);
         //
         // Phi is so large that phi%pi is necessarily zero (or garbage),
         // just return the second part of the duplication formula:
         //
         result = 2 * fabs(phi) * ellint_pi_imp(v, k, vc, pol) / constants::pi<T>();
      }
      else
      {
         T rphi = boost::math::tools::fmod_workaround(T(fabs(phi)), T(constants::half_pi<T>()));
         T m = boost::math::round((fabs(phi) - rphi) / constants::half_pi<T>());
         int sign = 1;
         if((m != 0) && (k >= 1))
         {
            return policies::raise_domain_error<T>(function, "Got k=1 and phi=%1% but the result is complex in that domain", phi, pol);
         }
         if(boost::math::tools::fmod_workaround(m, T(2)) > 0.5)
         {
            m += 1;
            sign = -1;
            rphi = constants::half_pi<T>() - rphi;
         }
         result = sign * ellint_pi_imp(v, rphi, k, vc, pol);
         if((m > 0) && (vc > 0))
            result += m * ellint_pi_imp(v, k, vc, pol);
      }
      return phi < 0 ? T(-result) : result;
   }
   if(k == 0)
   {
      // A&S 17.7.20:
      if(v < 1)
      {
         T vcr = sqrt(vc);
         return atan(vcr * tan(phi)) / vcr;
      }
      else if(v == 1)
      {
         return tan(phi);
      }
      else
      {
         // v > 1:
         T vcr = sqrt(-vc);
         T arg = vcr * tan(phi);
         return (boost::math::log1p(arg, pol) - boost::math::log1p(-arg, pol)) / (2 * vcr);
      }
   }
   if(v < 0)
   {
      //
      // If we don't shift to 0 <= v <= 1 we get
      // cancellation errors later on.  Use
      // A&S 17.7.15/16 to shift to v > 0.
      //
      // Mathematica simplifies the expressions
      // given in A&S as follows (with thanks to
      // Rocco Romeo for figuring these out!):
      //
      // V = (k2 - n)/(1 - n)
      // Assuming[(k2 >= 0 && k2 <= 1) && n < 0, FullSimplify[Sqrt[(1 - V)*(1 - k2 / V)] / Sqrt[((1 - n)*(1 - k2 / n))]]]
      // Result: ((-1 + k2) n) / ((-1 + n) (-k2 + n))
      //
      // Assuming[(k2 >= 0 && k2 <= 1) && n < 0, FullSimplify[k2 / (Sqrt[-n*(k2 - n) / (1 - n)] * Sqrt[(1 - n)*(1 - k2 / n)])]]
      // Result : k2 / (k2 - n)
      //
      // Assuming[(k2 >= 0 && k2 <= 1) && n < 0, FullSimplify[Sqrt[1 / ((1 - n)*(1 - k2 / n))]]]
      // Result : Sqrt[n / ((k2 - n) (-1 + n))]
      //
      T k2 = k * k;
      T N = (k2 - v) / (1 - v);
      T Nm1 = (1 - k2) / (1 - v);
      T p2 = -v * N;
      T t;
      if(p2 <= tools::min_value<T>())
         p2 = sqrt(-v) * sqrt(N);
      else
         p2 = sqrt(p2);
      T delta = sqrt(1 - k2 * sphi * sphi);
      if(N > k2)
      {
         result = ellint_pi_imp(N, phi, k, Nm1, pol);
         result *= v / (v - 1);
         result *= (k2 - 1) / (v - k2);
      }

      if(k != 0)
      {
         t = ellint_f_imp(phi, k, pol);
         t *= k2 / (k2 - v);
         result += t;
      }
      t = v / ((k2 - v) * (v - 1));
      if(t > tools::min_value<T>())
      {
         result += atan((p2 / 2) * sin(2 * phi) / delta) * sqrt(t);
      }
      else
      {
         result += atan((p2 / 2) * sin(2 * phi) / delta) * sqrt(fabs(1 / (k2 - v))) * sqrt(fabs(v / (v - 1)));
      }
      return result;
   }
   if(k == 1)
   {
      // See http://functions.wolfram.com/08.06.03.0013.01
      result = sqrt(v) * atanh(sqrt(v) * sin(phi)) - log(1 / cos(phi) + tan(phi));
      result /= v - 1;
      return result;
   }
#if 0  // disabled but retained for future reference: see below.
   if(v > 1)
   {
      //
      // If v > 1 we can use the identity in A&S 17.7.7/8
      // to shift to 0 <= v <= 1.  In contrast to previous
      // revisions of this header, this identity does now work
      // but appears not to produce better error rates in
      // practice.  Archived here for future reference...
      //
      T k2 = k * k;
      T N = k2 / v;
      T Nm1 = (v - k2) / v;
      T p1 = sqrt((-vc) * (1 - k2 / v));
      T delta = sqrt(1 - k2 * sphi * sphi);
      //
      // These next two terms have a large amount of cancellation
      // so it's not clear if this relation is useable even if
      // the issues with phi > pi/2 can be fixed:
      //
      result = -ellint_pi_imp(N, phi, k, Nm1, pol);
      result += ellint_f_imp(phi, k, pol);
      //
      // This log term gives the complex result when
      //     n > 1/sin^2(phi)
      // However that case is dealt with as an error above,
      // so we should always get a real result here:
      //
      result += log((delta + p1 * tan(phi)) / (delta - p1 * tan(phi))) / (2 * p1);
      return result;
   }
#endif
   //
   // Carlson's algorithm works only for |phi| <= pi/2,
   // by the time we get here phi should already have been
   // normalised above.
   //
   BOOST_ASSERT(fabs(phi) < constants::half_pi<T>());
   BOOST_ASSERT(phi >= 0);
   T x, y, z, p, t;
   T cosp = cos(phi);
   x = cosp * cosp;
   t = sphi * sphi;
   y = 1 - k * k * t;
   z = 1;
   if(v * t < 0.5)
      p = 1 - v * t;
   else
      p = x + vc * t;
   result = sphi * (ellint_rf_imp(x, y, z, pol) + v * t * ellint_rj_imp(x, y, z, p, pol) / 3);

   return result;
}

// Complete elliptic integral (Legendre form) of the third kind
template <typename T, typename Policy>
T ellint_pi_imp(T v, T k, T vc, const Policy& pol)
{
    // Note arg vc = 1-v, possibly without cancellation errors
    BOOST_MATH_STD_USING
    using namespace boost::math::tools;

    static const char* function = "boost::math::ellint_pi<%1%>(%1%,%1%)";

    if (abs(k) >= 1)
    {
       return policies::raise_domain_error<T>(function,
            "Got k = %1%, function requires |k| <= 1", k, pol);
    }
    if(vc <= 0)
    {
       // Result is complex:
       return policies::raise_domain_error<T>(function,
            "Got v = %1%, function requires v < 1", v, pol);
    }

    if(v == 0)
    {
       return (k == 0) ? boost::math::constants::pi<T>() / 2 : ellint_k_imp(k, pol);
    }

    if(v < 0)
    {
       // Apply A&S 17.7.17:
       T k2 = k * k;
       T N = (k2 - v) / (1 - v);
       T Nm1 = (1 - k2) / (1 - v);
       T result = 0;
       result = boost::math::detail::ellint_pi_imp(N, k, Nm1, pol);
       // This next part is split in two to avoid spurious over/underflow:
       result *= -v / (1 - v);
       result *= (1 - k2) / (k2 - v);
       result += ellint_k_imp(k, pol) * k2 / (k2 - v);
       return result;
    }

    T x = 0;
    T y = 1 - k * k;
    T z = 1;
    T p = vc;
    T value = ellint_rf_imp(x, y, z, pol) + v * ellint_rj_imp(x, y, z, p, pol) / 3;

    return value;
}

template <class T1, class T2, class T3>
inline typename tools::promote_args<T1, T2, T3>::type ellint_3(T1 k, T2 v, T3 phi, const mpl::false_&)
{
   return boost::math::ellint_3(k, v, phi, policies::policy<>());
}

template <class T1, class T2, class Policy>
inline typename tools::promote_args<T1, T2>::type ellint_3(T1 k, T2 v, const Policy& pol, const mpl::true_&)
{
   typedef typename tools::promote_args<T1, T2>::type result_type;
   typedef typename policies::evaluation<result_type, Policy>::type value_type;
   return policies::checked_narrowing_cast<result_type, Policy>(
      detail::ellint_pi_imp(
         static_cast<value_type>(v),
         static_cast<value_type>(k),
         static_cast<value_type>(1-v),
         pol), "boost::math::ellint_3<%1%>(%1%,%1%)");
}

} // namespace detail

template <class T1, class T2, class T3, class Policy>
inline typename tools::promote_args<T1, T2, T3>::type ellint_3(T1 k, T2 v, T3 phi, const Policy& pol)
{
   typedef typename tools::promote_args<T1, T2, T3>::type result_type;
   typedef typename policies::evaluation<result_type, Policy>::type value_type;
   return policies::checked_narrowing_cast<result_type, Policy>(
      detail::ellint_pi_imp(
         static_cast<value_type>(v),
         static_cast<value_type>(phi),
         static_cast<value_type>(k),
         static_cast<value_type>(1-v),
         pol), "boost::math::ellint_3<%1%>(%1%,%1%,%1%)");
}

template <class T1, class T2, class T3>
typename detail::ellint_3_result<T1, T2, T3>::type ellint_3(T1 k, T2 v, T3 phi)
{
   typedef typename policies::is_policy<T3>::type tag_type;
   return detail::ellint_3(k, v, phi, tag_type());
}

template <class T1, class T2>
inline typename tools::promote_args<T1, T2>::type ellint_3(T1 k, T2 v)
{
   return ellint_3(k, v, policies::policy<>());
}

}} // namespaces

#endif // BOOST_MATH_ELLINT_3_HPP