annotate scripts/specfun/legendre.m @ 19697:4197fc428c7d

maint: Update copyright notices for 2015.
author John W. Eaton <jwe@octave.org>
date Wed, 11 Feb 2015 14:19:08 -0500
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1 ## Copyright (C) 2000-2015 Kai Habel
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2 ## Copyright (C) 2008 Marco Caliari
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3 ##
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4 ## This file is part of Octave.
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5 ##
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6 ## Octave is free software; you can redistribute it and/or modify it
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7 ## under the terms of the GNU General Public License as published by
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8 ## the Free Software Foundation; either version 3 of the License, or (at
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9 ## your option) any later version.
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10 ##
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11 ## Octave is distributed in the hope that it will be useful, but
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12 ## WITHOUT ANY WARRANTY; without even the implied warranty of
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13 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
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14 ## General Public License for more details.
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15 ##
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16 ## You should have received a copy of the GNU General Public License
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17 ## along with Octave; see the file COPYING. If not, see
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18 ## <http://www.gnu.org/licenses/>.
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19
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20 ## -*- texinfo -*-
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21 ## @deftypefn {Function File} {@var{l} =} legendre (@var{n}, @var{x})
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22 ## @deftypefnx {Function File} {@var{l} =} legendre (@var{n}, @var{x}, @var{normalization})
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23 ## Compute the Legendre function of degree @var{n} and order
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24 ## @var{m} = 0 @dots{} @var{n}.
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25 ##
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26 ## The value @var{n} must be a real non-negative integer. @var{x} is a
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27 ## vector with real-valued elements in the range [-1, 1].
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28 ##
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29 ## The optional argument @var{normalization} may be one of @qcode{"unnorm"},
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30 ## @qcode{"sch"}, or @qcode{"norm"}. The default if no normalization is given
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31 ## is @qcode{"unnorm"}.
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32 ##
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33 ## When the optional argument @var{normalization} is @qcode{"unnorm"}, compute
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34 ## the Legendre function of degree @var{n} and order @var{m} and return all
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35 ## values for @var{m} = 0 @dots{} @var{n}. The return value has one dimension
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36 ## more than @var{x}.
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37 ##
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38 ## The Legendre Function of degree @var{n} and order @var{m}:
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39 ##
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40 ## @tex
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41 ## $$
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42 ## P^m_n(x) = (-1)^m (1-x^2)^{m/2}{d^m\over {dx^m}}P_n (x)
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43 ## $$
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44 ## @end tex
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45 ## @ifnottex
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46 ##
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47 ## @example
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48 ## @group
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49 ## m m 2 m/2 d^m
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50 ## P(x) = (-1) * (1-x ) * ---- P(x)
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51 ## n dx^m n
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52 ## @end group
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53 ## @end example
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54 ##
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55 ## @end ifnottex
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56 ##
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57 ## @noindent
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58 ## with Legendre polynomial of degree @var{n}:
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59 ##
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60 ## @tex
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61 ## $$
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62 ## P(x) = {1\over{2^n n!}}\biggl({d^n\over{dx^n}}(x^2 - 1)^n\biggr)
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63 ## $$
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64 ## @end tex
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65 ## @ifnottex
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66 ##
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67 ## @example
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68 ## @group
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69 ## 1 d^n 2 n
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70 ## P(x) = ------ [----(x - 1) ]
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71 ## n 2^n n! dx^n
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72 ## @end group
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73 ## @end example
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74 ##
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75 ## @end ifnottex
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76 ##
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77 ## @noindent
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78 ## @code{legendre (3, [-1.0, -0.9, -0.8])} returns the matrix:
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79 ##
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80 ## @example
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81 ## @group
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82 ## x | -1.0 | -0.9 | -0.8
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83 ## ------------------------------------
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84 ## m=0 | -1.00000 | -0.47250 | -0.08000
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85 ## m=1 | 0.00000 | -1.99420 | -1.98000
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86 ## m=2 | 0.00000 | -2.56500 | -4.32000
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87 ## m=3 | 0.00000 | -1.24229 | -3.24000
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88 ## @end group
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89 ## @end example
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90 ##
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91 ## When the optional argument @code{normalization} is @qcode{"sch"},
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92 ## compute the Schmidt semi-normalized associated Legendre function.
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93 ## The Schmidt semi-normalized associated Legendre function is related
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94 ## to the unnormalized Legendre functions by the following:
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95 ##
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96 ## For Legendre functions of degree @var{n} and order 0:
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97 ##
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98 ## @tex
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99 ## $$
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100 ## SP^0_n (x) = P^0_n (x)
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101 ## $$
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102 ## @end tex
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103 ## @ifnottex
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104 ##
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105 ## @example
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106 ## @group
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107 ## 0 0
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108 ## SP(x) = P(x)
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109 ## n n
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110 ## @end group
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111 ## @end example
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112 ##
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113 ## @end ifnottex
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114 ##
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115 ## For Legendre functions of degree n and order m:
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116 ##
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117 ## @tex
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118 ## $$
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119 ## SP^m_n (x) = P^m_n (x)(-1)^m\biggl({2(n-m)!\over{(n+m)!}}\biggl)^{0.5}
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120 ## $$
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121 ## @end tex
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122 ## @ifnottex
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123 ##
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124 ## @example
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125 ## @group
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126 ## m m m 2(n-m)! 0.5
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127 ## SP(x) = P(x) * (-1) * [-------]
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128 ## n n (n+m)!
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129 ## @end group
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130 ## @end example
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131 ##
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132 ## @end ifnottex
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133 ##
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134 ## When the optional argument @var{normalization} is @qcode{"norm"},
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135 ## compute the fully normalized associated Legendre function.
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136 ## The fully normalized associated Legendre function is related
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137 ## to the unnormalized Legendre functions by the following:
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138 ##
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139 ## For Legendre functions of degree @var{n} and order @var{m}
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140 ##
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141 ## @tex
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142 ## $$
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143 ## NP^m_n (x) = P^m_n (x)(-1)^m\biggl({(n+0.5)(n-m)!\over{(n+m)!}}\biggl)^{0.5}
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144 ## $$
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145 ## @end tex
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146 ## @ifnottex
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147 ##
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148 ## @example
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149 ## @group
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150 ## m m m (n+0.5)(n-m)! 0.5
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151 ## NP(x) = P(x) * (-1) * [-------------]
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152 ## n n (n+m)!
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153 ## @end group
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154 ## @end example
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155 ##
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156 ## @end ifnottex
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157 ## @end deftypefn
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158
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159 ## Author: Marco Caliari <marco.caliari@univr.it>
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160
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161 function retval = legendre (n, x, normalization)
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162
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163 persistent warned_overflow = false;
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164
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165 if (nargin < 2 || nargin > 3)
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166 print_usage ();
1fe78adb91bc [project @ 2006-05-22 06:25:14 by jwe]
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167 endif
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168
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169 if (! isreal (n) || ! isscalar (n) || n < 0 || n != fix (n))
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170 error ("legendre: N must be a real non-negative integer");
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171 elseif (! isreal (x) || any (x(:) < -1 | x(:) > 1))
10672
1cd7c39a96ee legendre.m: Orient row vector correctly (bug #29997).
Rik <octave@nomad.inbox5.com>
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172 error ("legendre: X must be real-valued vector in the range -1 <= X <= 1");
1cd7c39a96ee legendre.m: Orient row vector correctly (bug #29997).
Rik <octave@nomad.inbox5.com>
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173 endif
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174
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175 if (nargin == 3)
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176 normalization = lower (normalization);
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177 else
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178 normalization = "unnorm";
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179 endif
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180
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181 unnorm = false;
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182 switch (normalization)
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183 case "unnorm"
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184 scale = 1;
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185 unnorm = true;
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186 case "norm"
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187 scale = sqrt (n+0.5);
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188 case "sch"
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189 scale = sqrt (2);
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diff changeset
190 otherwise
19099
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191 error ('legendre: NORMALIZATION option must be "unnorm", "norm", or "sch"');
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192 endswitch
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193
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194 scale = scale * ones (size (x));
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195
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196 ## Based on the recurrence relation below
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197 ## m m m
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198 ## (n-m+1) * P (x) = (2*n+1)*x*P (x) - (n+1)*P (x)
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199 ## n+1 n n-1
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200 ## http://en.wikipedia.org/wiki/Associated_Legendre_function
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201
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202 overflow = false;
14868
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diff changeset
203 retval = zeros ([n+1, size(x)]);
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diff changeset
204 for m = 1:n
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Ben Abbott <bpabbott@mac.com>
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diff changeset
205 lpm1 = scale;
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John W. Eaton <jwe@octave.org>
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diff changeset
206 lpm2 = (2*m-1) .* x .* scale;
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diff changeset
207 lpm3 = lpm2;
bc6573d2fa40 legendre.m: Added normalization and improved stability.
Ben Abbott <bpabbott@mac.com>
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diff changeset
208 for k = m+1:n
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209 lpm3a = (2*k-1) .* x .* lpm2;
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210 lpm3b = (k+m-2) .* lpm1;
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diff changeset
211 lpm3 = (lpm3a - lpm3b) / (k-m+1);
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diff changeset
212 lpm1 = lpm2;
bc6573d2fa40 legendre.m: Added normalization and improved stability.
Ben Abbott <bpabbott@mac.com>
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diff changeset
213 lpm2 = lpm3;
8255
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Ben Abbott <bpabbott@mac.com>
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diff changeset
214 if (! warned_overflow)
19099
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diff changeset
215 if ( any (abs (lpm3a) > realmax)
8255
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diff changeset
216 || any (abs (lpm3b) > realmax)
3f1199ad212f legendre.m: Warn once on under/overflow.
Ben Abbott <bpabbott@mac.com>
parents: 7517
diff changeset
217 || any (abs (lpm3) > realmax))
3f1199ad212f legendre.m: Warn once on under/overflow.
Ben Abbott <bpabbott@mac.com>
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diff changeset
218 overflow = true;
3f1199ad212f legendre.m: Warn once on under/overflow.
Ben Abbott <bpabbott@mac.com>
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diff changeset
219 endif
3f1199ad212f legendre.m: Warn once on under/overflow.
Ben Abbott <bpabbott@mac.com>
parents: 7517
diff changeset
220 endif
7507
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diff changeset
221 endfor
12893
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Marco Caliari <marco.caliari@univr.it>
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diff changeset
222 retval(m,:) = lpm3(:);
19099
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Rik <rik@octave.org>
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diff changeset
223 if (unnorm)
55b613e5183d legendre.m: Overhaul function.
Rik <rik@octave.org>
parents: 17744
diff changeset
224 scale *= -(2*m-1);
55b613e5183d legendre.m: Overhaul function.
Rik <rik@octave.org>
parents: 17744
diff changeset
225 else # normalization = "sch" or "norm"
55b613e5183d legendre.m: Overhaul function.
Rik <rik@octave.org>
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diff changeset
226 scale *= (2*m-1) / sqrt ((n-m+1)*(n+m));
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diff changeset
227 endif
19099
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diff changeset
228 scale .*= sqrt (1-x.^2);
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diff changeset
229 endfor
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230
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diff changeset
231 retval(n+1,:) = scale(:);
72ffa81a68d4 legendre.m: Allow ND-array inputs (Bug #33526).
Marco Caliari <marco.caliari@univr.it>
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diff changeset
232
72ffa81a68d4 legendre.m: Allow ND-array inputs (Bug #33526).
Marco Caliari <marco.caliari@univr.it>
parents: 11587
diff changeset
233 if (isvector (x))
19099
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diff changeset
234 ## vector case is special
12893
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diff changeset
235 retval = reshape (retval, n + 1, length (x));
72ffa81a68d4 legendre.m: Allow ND-array inputs (Bug #33526).
Marco Caliari <marco.caliari@univr.it>
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diff changeset
236 endif
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237
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diff changeset
238 if (strcmp (normalization, "sch"))
19099
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diff changeset
239 retval(1,:) ./= sqrt (2);
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diff changeset
240 endif
bc6573d2fa40 legendre.m: Added normalization and improved stability.
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diff changeset
241
8255
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diff changeset
242 if (overflow && ! warned_overflow)
8664
e07e93c04080 style fixes
John W. Eaton <jwe@octave.org>
parents: 8255
diff changeset
243 warning ("legendre: overflow - results may be unstable for high orders");
8255
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diff changeset
244 warned_overflow = true;
3f1199ad212f legendre.m: Warn once on under/overflow.
Ben Abbott <bpabbott@mac.com>
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diff changeset
245 endif
3f1199ad212f legendre.m: Warn once on under/overflow.
Ben Abbott <bpabbott@mac.com>
parents: 7517
diff changeset
246
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diff changeset
247 endfunction
1fe78adb91bc [project @ 2006-05-22 06:25:14 by jwe]
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diff changeset
248
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Marco Caliari <marco.caliari@univr.it>
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diff changeset
249
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250 %!test
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251 %! result = legendre (3, [-1.0 -0.9 -0.8]);
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252 %! expected = [
1fe78adb91bc [project @ 2006-05-22 06:25:14 by jwe]
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parents:
diff changeset
253 %! -1.00000 -0.47250 -0.08000
1fe78adb91bc [project @ 2006-05-22 06:25:14 by jwe]
jwe
parents:
diff changeset
254 %! 0.00000 -1.99420 -1.98000
1fe78adb91bc [project @ 2006-05-22 06:25:14 by jwe]
jwe
parents:
diff changeset
255 %! 0.00000 -2.56500 -4.32000
1fe78adb91bc [project @ 2006-05-22 06:25:14 by jwe]
jwe
parents:
diff changeset
256 %! 0.00000 -1.24229 -3.24000
1fe78adb91bc [project @ 2006-05-22 06:25:14 by jwe]
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diff changeset
257 %! ];
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258 %! assert (result, expected, 1e-5);
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diff changeset
259
bc6573d2fa40 legendre.m: Added normalization and improved stability.
Ben Abbott <bpabbott@mac.com>
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diff changeset
260 %!test
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diff changeset
261 %! result = legendre (3, [-1.0 -0.9 -0.8], "sch");
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262 %! expected = [
bc6573d2fa40 legendre.m: Added normalization and improved stability.
Ben Abbott <bpabbott@mac.com>
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diff changeset
263 %! -1.00000 -0.47250 -0.08000
bc6573d2fa40 legendre.m: Added normalization and improved stability.
Ben Abbott <bpabbott@mac.com>
parents: 7017
diff changeset
264 %! 0.00000 0.81413 0.80833
bc6573d2fa40 legendre.m: Added normalization and improved stability.
Ben Abbott <bpabbott@mac.com>
parents: 7017
diff changeset
265 %! -0.00000 -0.33114 -0.55771
bc6573d2fa40 legendre.m: Added normalization and improved stability.
Ben Abbott <bpabbott@mac.com>
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diff changeset
266 %! 0.00000 0.06547 0.17076
bc6573d2fa40 legendre.m: Added normalization and improved stability.
Ben Abbott <bpabbott@mac.com>
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diff changeset
267 %! ];
bc6573d2fa40 legendre.m: Added normalization and improved stability.
Ben Abbott <bpabbott@mac.com>
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diff changeset
268 %! assert (result, expected, 1e-5);
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Ben Abbott <bpabbott@mac.com>
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diff changeset
269
bc6573d2fa40 legendre.m: Added normalization and improved stability.
Ben Abbott <bpabbott@mac.com>
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diff changeset
270 %!test
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diff changeset
271 %! result = legendre (3, [-1.0 -0.9 -0.8], "norm");
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diff changeset
272 %! expected = [
bc6573d2fa40 legendre.m: Added normalization and improved stability.
Ben Abbott <bpabbott@mac.com>
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diff changeset
273 %! -1.87083 -0.88397 -0.14967
bc6573d2fa40 legendre.m: Added normalization and improved stability.
Ben Abbott <bpabbott@mac.com>
parents: 7017
diff changeset
274 %! 0.00000 1.07699 1.06932
bc6573d2fa40 legendre.m: Added normalization and improved stability.
Ben Abbott <bpabbott@mac.com>
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diff changeset
275 %! -0.00000 -0.43806 -0.73778
bc6573d2fa40 legendre.m: Added normalization and improved stability.
Ben Abbott <bpabbott@mac.com>
parents: 7017
diff changeset
276 %! 0.00000 0.08661 0.22590
bc6573d2fa40 legendre.m: Added normalization and improved stability.
Ben Abbott <bpabbott@mac.com>
parents: 7017
diff changeset
277 %! ];
bc6573d2fa40 legendre.m: Added normalization and improved stability.
Ben Abbott <bpabbott@mac.com>
parents: 7017
diff changeset
278 %! assert (result, expected, 1e-5);
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Ben Abbott <bpabbott@mac.com>
parents: 7017
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279
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Ben Abbott <bpabbott@mac.com>
parents: 7017
diff changeset
280 %!test
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Ben Abbott <bpabbott@mac.com>
parents: 7017
diff changeset
281 %! result = legendre (151, 0);
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Ben Abbott <bpabbott@mac.com>
parents: 7017
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282 %! ## Don't compare to "-Inf" since it would fail on 64 bit systems.
bc6573d2fa40 legendre.m: Added normalization and improved stability.
Ben Abbott <bpabbott@mac.com>
parents: 7017
diff changeset
283 %! assert (result(end) < -1.7976e308 && all (isfinite (result(1:end-1))));
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Ben Abbott <bpabbott@mac.com>
parents: 7017
diff changeset
284
bc6573d2fa40 legendre.m: Added normalization and improved stability.
Ben Abbott <bpabbott@mac.com>
parents: 7017
diff changeset
285 %!test
bc6573d2fa40 legendre.m: Added normalization and improved stability.
Ben Abbott <bpabbott@mac.com>
parents: 7017
diff changeset
286 %! result = legendre (150, 0);
bc6573d2fa40 legendre.m: Added normalization and improved stability.
Ben Abbott <bpabbott@mac.com>
parents: 7017
diff changeset
287 %! ## This agrees with Matlab's result.
12893
72ffa81a68d4 legendre.m: Allow ND-array inputs (Bug #33526).
Marco Caliari <marco.caliari@univr.it>
parents: 11587
diff changeset
288 %! assert (result(end), 3.7532741115719e+306, 0.0000000000001e+306);
7507
bc6573d2fa40 legendre.m: Added normalization and improved stability.
Ben Abbott <bpabbott@mac.com>
parents: 7017
diff changeset
289
8255
3f1199ad212f legendre.m: Warn once on under/overflow.
Ben Abbott <bpabbott@mac.com>
parents: 7517
diff changeset
290 %!test
3f1199ad212f legendre.m: Warn once on under/overflow.
Ben Abbott <bpabbott@mac.com>
parents: 7517
diff changeset
291 %! result = legendre (0, 0:0.1:1);
14363
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Rik <octave@nomad.inbox5.com>
parents: 14327
diff changeset
292 %! assert (result, full (ones (1,11)));
12893
72ffa81a68d4 legendre.m: Allow ND-array inputs (Bug #33526).
Marco Caliari <marco.caliari@univr.it>
parents: 11587
diff changeset
293
72ffa81a68d4 legendre.m: Allow ND-array inputs (Bug #33526).
Marco Caliari <marco.caliari@univr.it>
parents: 11587
diff changeset
294 %!test
19099
55b613e5183d legendre.m: Overhaul function.
Rik <rik@octave.org>
parents: 17744
diff changeset
295 %! ## Test matrix input
12893
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Marco Caliari <marco.caliari@univr.it>
parents: 11587
diff changeset
296 %! result = legendre (3, [-1,0,1;1,0,-1]);
72ffa81a68d4 legendre.m: Allow ND-array inputs (Bug #33526).
Marco Caliari <marco.caliari@univr.it>
parents: 11587
diff changeset
297 %! expected(:,:,1) = [-1,1;0,0;0,0;0,0];
72ffa81a68d4 legendre.m: Allow ND-array inputs (Bug #33526).
Marco Caliari <marco.caliari@univr.it>
parents: 11587
diff changeset
298 %! expected(:,:,2) = [0,0;1.5,1.5;0,0;-15,-15];
72ffa81a68d4 legendre.m: Allow ND-array inputs (Bug #33526).
Marco Caliari <marco.caliari@univr.it>
parents: 11587
diff changeset
299 %! expected(:,:,3) = [1,-1;0,0;0,0;0,0];
72ffa81a68d4 legendre.m: Allow ND-array inputs (Bug #33526).
Marco Caliari <marco.caliari@univr.it>
parents: 11587
diff changeset
300 %! assert (result, expected);
72ffa81a68d4 legendre.m: Allow ND-array inputs (Bug #33526).
Marco Caliari <marco.caliari@univr.it>
parents: 11587
diff changeset
301
72ffa81a68d4 legendre.m: Allow ND-array inputs (Bug #33526).
Marco Caliari <marco.caliari@univr.it>
parents: 11587
diff changeset
302 %!test
72ffa81a68d4 legendre.m: Allow ND-array inputs (Bug #33526).
Marco Caliari <marco.caliari@univr.it>
parents: 11587
diff changeset
303 %! result = legendre (3, [-1,0,1;1,0,-1]');
72ffa81a68d4 legendre.m: Allow ND-array inputs (Bug #33526).
Marco Caliari <marco.caliari@univr.it>
parents: 11587
diff changeset
304 %! expected(:,:,1) = [-1,0,1;0,1.5,0;0,0,0;0,-15,0];
72ffa81a68d4 legendre.m: Allow ND-array inputs (Bug #33526).
Marco Caliari <marco.caliari@univr.it>
parents: 11587
diff changeset
305 %! expected(:,:,2) = [1,0,-1;0,1.5,0;0,0,0;0,-15,0];
72ffa81a68d4 legendre.m: Allow ND-array inputs (Bug #33526).
Marco Caliari <marco.caliari@univr.it>
parents: 11587
diff changeset
306 %! assert (result, expected);
10672
1cd7c39a96ee legendre.m: Orient row vector correctly (bug #29997).
Rik <octave@nomad.inbox5.com>
parents: 9051
diff changeset
307
1cd7c39a96ee legendre.m: Orient row vector correctly (bug #29997).
Rik <octave@nomad.inbox5.com>
parents: 9051
diff changeset
308 %% Check correct invocation
14363
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Rik <octave@nomad.inbox5.com>
parents: 14327
diff changeset
309 %!error legendre ()
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks
Rik <octave@nomad.inbox5.com>
parents: 14327
diff changeset
310 %!error legendre (1)
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks
Rik <octave@nomad.inbox5.com>
parents: 14327
diff changeset
311 %!error legendre (1,2,3,4)
19099
55b613e5183d legendre.m: Overhaul function.
Rik <rik@octave.org>
parents: 17744
diff changeset
312 %!error <must be a real non-negative integer> legendre (i, [-1, 0, 1])
55b613e5183d legendre.m: Overhaul function.
Rik <rik@octave.org>
parents: 17744
diff changeset
313 %!error <must be a real non-negative integer> legendre ([1, 2], [-1, 0, 1])
55b613e5183d legendre.m: Overhaul function.
Rik <rik@octave.org>
parents: 17744
diff changeset
314 %!error <must be a real non-negative integer> legendre (-1, [-1, 0, 1])
55b613e5183d legendre.m: Overhaul function.
Rik <rik@octave.org>
parents: 17744
diff changeset
315 %!error <must be a real non-negative integer> legendre (1.1, [-1, 0, 1])
55b613e5183d legendre.m: Overhaul function.
Rik <rik@octave.org>
parents: 17744
diff changeset
316 %!error <must be real-valued vector> legendre (1, [-1+i, 0, 1])
55b613e5183d legendre.m: Overhaul function.
Rik <rik@octave.org>
parents: 17744
diff changeset
317 %!error <in the range -1 .= X .= 1> legendre (1, [-2, 0, 1])
55b613e5183d legendre.m: Overhaul function.
Rik <rik@octave.org>
parents: 17744
diff changeset
318 %!error <in the range -1 .= X .= 1> legendre (1, [-1, 0, 2])
55b613e5183d legendre.m: Overhaul function.
Rik <rik@octave.org>
parents: 17744
diff changeset
319 %!error <NORMALIZATION option must be> legendre (1, [-1, 0, 1], "badnorm")
14363
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks
Rik <octave@nomad.inbox5.com>
parents: 14327
diff changeset
320