view libinterp/corefcn/psi.cc @ 30564:796f54d4ddbf stable

update Octave Project Developers copyright for the new year In files that have the "Octave Project Developers" copyright notice, update for 2021. In all .txi and .texi files except gpl.txi and gpl.texi in the doc/liboctave and doc/interpreter directories, change the copyright to "Octave Project Developers", the same as used for other source files. Update copyright notices for 2022 (not done since 2019). For gpl.txi and gpl.texi, change the copyright notice to be "Free Software Foundation, Inc." and leave the date at 2007 only because this file only contains the text of the GPL, not anything created by the Octave Project Developers. Add Paul Thomas to contributors.in.
author John W. Eaton <jwe@octave.org>
date Tue, 28 Dec 2021 18:22:40 -0500
parents 7d6709900da7
children 83f9f8bda883
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////////////////////////////////////////////////////////////////////////
//
// Copyright (C) 2016-2022 The Octave Project Developers
//
// See the file COPYRIGHT.md in the top-level directory of this
// distribution or <https://octave.org/copyright/>.
//
// This file is part of Octave.
//
// Octave is free software: you can redistribute it and/or modify it
// under the terms of the GNU General Public License as published by
// the Free Software Foundation, either version 3 of the License, or
// (at your option) any later version.
//
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// WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
// GNU General Public License for more details.
//
// You should have received a copy of the GNU General Public License
// along with Octave; see the file COPYING.  If not, see
// <https://www.gnu.org/licenses/>.
//
////////////////////////////////////////////////////////////////////////

#if defined (HAVE_CONFIG_H)
#  include "config.h"
#endif

#include "ov.h"
#include "defun.h"
#include "error.h"
#include "dNDArray.h"
#include "fNDArray.h"

#include "lo-specfun.h"

OCTAVE_NAMESPACE_BEGIN

DEFUN (psi, args, ,
       doc: /* -*- texinfo -*-
@deftypefn  {} {} psi (@var{z})
@deftypefnx {} {} psi (@var{k}, @var{z})
Compute the psi (polygamma) function.

The polygamma functions are the @var{k}th derivative of the logarithm
of the gamma function.  If unspecified, @var{k} defaults to zero.  A value
of zero computes the digamma function, a value of 1, the trigamma function,
and so on.

The digamma function is defined:

@tex
$$
\Psi (z) = {d (log (\Gamma (z))) \over dx}
$$
@end tex
@ifnottex

@example
@group
psi (z) = d (log (gamma (z))) / dx
@end group
@end example

@end ifnottex

When computing the digamma function (when @var{k} equals zero), @var{z}
can have any value real or complex value.  However, for polygamma functions
(@var{k} higher than 0), @var{z} must be real and non-negative.

@seealso{gamma, gammainc, gammaln}
@end deftypefn */)
{
  int nargin = args.length ();

  if (nargin < 1 || nargin > 2)
    print_usage ();

  const octave_value oct_z = (nargin == 1) ? args(0) : args(1);
  const octave_idx_type k = (nargin == 1) ? 0 : args(0).xidx_type_value ("psi: K must be an integer");
  if (k < 0)
    error ("psi: K must be non-negative");

  octave_value retval;

  if (k == 0)
    {
#define FLOAT_BRANCH(T, A, M, E)                                \
      if (oct_z.is_ ## T ##_type ())                            \
        {                                                       \
          const A ## NDArray z = oct_z.M ## array_value ();     \
          A ## NDArray psi_z (z.dims ());                       \
                                                                \
          const E *zv = z.data ();                              \
          E *psi_zv = psi_z.fortran_vec ();                     \
          const octave_idx_type n = z.numel ();                 \
          for (octave_idx_type i = 0; i < n; i++)               \
            *psi_zv++ = math::psi (*zv++);              \
                                                                \
          retval = psi_z;                                       \
        }

      if (oct_z.iscomplex ())
        {
          FLOAT_BRANCH(double, Complex, complex_, Complex)
          else FLOAT_BRANCH(single, FloatComplex, float_complex_, FloatComplex)
          else
            error ("psi: Z must be a floating point");
        }
      else
        {
          FLOAT_BRANCH(double, , , double)
          else FLOAT_BRANCH(single, Float, float_, float)
          else
            error ("psi: Z must be a floating point");
        }

#undef FLOAT_BRANCH
    }
  else
    {
      if (! oct_z.isreal ())
        error ("psi: Z must be real value for polygamma (K > 0)");

#define FLOAT_BRANCH(T, A, M, E)                                        \
      if (oct_z.is_ ## T ##_type ())                                    \
        {                                                               \
          const A ## NDArray z = oct_z.M ## array_value ();             \
          A ## NDArray psi_z (z.dims ());                               \
                                                                        \
          const E *zv = z.data ();                                      \
          E *psi_zv = psi_z.fortran_vec ();                             \
          const octave_idx_type n = z.numel ();                         \
          for (octave_idx_type i = 0; i < n; i++)                       \
            {                                                           \
              if (*zv < 0)                                              \
                error ("psi: Z must be non-negative for polygamma (K > 0)"); \
                                                                        \
              *psi_zv++ = math::psi (k, *zv++);                         \
            }                                                           \
          retval = psi_z;                                               \
        }

      FLOAT_BRANCH(double, , , double)
      else FLOAT_BRANCH(single, Float, float_, float)
      else
        error ("psi: Z must be a floating point for polygamma (K > 0)");

#undef FLOAT_BRANCH
    }

  return retval;
}

/*
%!shared em
%! em = 0.577215664901532860606512090082402431042; # Euler-Mascheroni Constant

%!assert (psi (ones (7, 3, 5)), repmat (-em, [7 3 5]))
%!assert (psi ([0 1]), [-Inf -em])
%!assert (psi ([-20:1]), [repmat(-Inf, [1 21]) -em])
%!assert (psi (single ([0 1])), single ([-Inf -em]))

## Abramowitz and Stegun, page 258, eq 6.3.5
%!test
%! z = [-100:-1 1:200] ./ 10; # drop the 0
%! assert (psi (z + 1), psi (z) + 1 ./ z, eps*1000);

## Abramowitz and Stegun, page 258, eq 6.3.2
%!assert (psi (1), -em)

## Abramowitz and Stegun, page 258, eq 6.3.3
%!assert (psi (1/2), -em - 2 * log (2))

## The following tests are from Pascal Sebah and Xavier Gourdon (2002)
## "Introduction to the Gamma Function"

## Interesting identities of the digamma function, in section of 5.1.3
%!assert (psi (1/3), - em - (3/2) * log (3) - ((sqrt (3) / 6) * pi), eps*10)
%!assert (psi (1/4), - em -3 * log (2) - pi/2, eps*10)
%!assert (psi (1/6), - em -2 * log (2) - (3/2) * log (3) - ((sqrt (3) / 2) * pi), eps*10)

## First 6 zeros of the digamma function, in section of 5.1.5 (and also on
## Abramowitz and Stegun, page 258, eq 6.3.19)
%!assert (psi ( 1.46163214496836234126265954232572132846819620400644), 0, eps)
%!assert (psi (-0.504083008264455409258269304533302498955385182368579), 0, eps*2)
%!assert (psi (-1.573498473162390458778286043690434612655040859116846), 0, eps*2)
%!assert (psi (-2.610720868444144650001537715718724207951074010873480), 0, eps*10)
%!assert (psi (-3.635293366436901097839181566946017713948423861193530), 0, eps*10)
%!assert (psi (-4.653237761743142441714598151148207363719069416133868), 0, eps*100)

## Tests for complex values
%!shared z
%! z = [-100:-1 1:200] ./ 10; # drop the 0

## Abramowitz and Stegun, page 259 eq 6.3.10
%!assert (real (psi (i*z)), real (psi (1 - i*z)))

## Abramowitz and Stegun, page 259 eq 6.3.11
%!assert (imag (psi (i*z)), 1/2 .* 1./z + 1/2 * pi * coth (pi * z), eps *10)

## Abramowitz and Stegun, page 259 eq 6.3.12
%!assert (imag (psi (1/2 + i*z)), 1/2 * pi * tanh (pi * z), eps*10)

## Abramowitz and Stegun, page 259 eq 6.3.13
%!assert (imag (psi (1 + i*z)), - 1./(2*z) + 1/2 * pi * coth (pi * z), eps*10)

## Abramowitz and Stegun, page 260 eq 6.4.5
%!test
%! for z = 0:20
%!   assert (psi (1, z + 0.5),
%!           0.5 * (pi^2) - 4 * sum ((2*(1:z) -1) .^(-2)),
%!           eps*10);
%! endfor

## Abramowitz and Stegun, page 260 eq 6.4.6
%!test
%! z = 0.1:0.1:20;
%! for n = 0:8
%!   ## our precision goes down really quick when computing n is too high.
%!   assert (psi (n, z+1),
%!           psi (n, z) + ((-1)^n) * factorial (n) * (z.^(-n-1)), 0.1);
%! endfor

## Test input validation
%!error psi ()
%!error psi (1, 2, 3)
%!error <Z must be> psi ("non numeric")
%!error <K must be an integer> psi ({5.3}, 1)
%!error <K must be non-negative> psi (-5, 1)
%!error <Z must be non-negative for polygamma> psi (5, -1)
%!error <Z must be a floating point> psi (5, uint8 (-1))
%!error <Z must be real value for polygamma> psi (5, 5i)

*/

OCTAVE_NAMESPACE_END