annotate scripts/specfun/legendre.m @ 7507:bc6573d2fa40

legendre.m: Added normalization and improved stability.
author Ben Abbott <bpabbott@mac.com>
date Wed, 20 Feb 2008 21:47:39 -0500
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1 ## Copyright (C) 2000, 2006, 2007 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}, "unnorm")
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23 ## Compute the Legendre function of degree @var{n} and order @var{m}
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24 ## where all values for @var{m} = 0 @dots{} @var{n} are returned.
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25 ## @var{n} must be a non-negative scalar integer in the range greater
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26 ## than or equal to 0. The return value has one dimension more than @var{x}.
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27 ##
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28 ## The Legendre Function of degree @var{n} and order @var{m}:
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29 ##
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30 ## @example
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31 ## @group
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32 ## m m 2 m/2 d^m
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33 ## P(x) = (-1) * (1-x ) * ---- P (x)
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34 ## n dx^m n
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35 ## @end group
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36 ## @end example
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37 ##
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38 ## @noindent
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39 ## with Legendre polynomial of degree @var{n}:
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40 ##
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41 ## @example
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42 ## @group
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43 ## 1 d^n 2 n
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44 ## P (x) = ------ [----(x - 1) ]
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45 ## n 2^n n! dx^n
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46 ## @end group
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47 ## @end example
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48 ##
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49 ## @noindent
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50 ## @code{legendre (3, [-1.0, -0.9, -0.8])} returns the matrix:
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51 ##
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52 ## @example
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53 ## @group
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54 ## x | -1.0 | -0.9 | -0.8
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55 ## ------------------------------------
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56 ## m=0 | -1.00000 | -0.47250 | -0.08000
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57 ## m=1 | 0.00000 | -1.99420 | -1.98000
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58 ## m=2 | 0.00000 | -2.56500 | -4.32000
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59 ## m=3 | 0.00000 | -1.24229 | -3.24000
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60 ## @end group
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61 ## @end example
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62 ##
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63 ## @deftypefnx {Function File} {@var{l} =} legendre (@var{n}, @var{x}, "sch")
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64 ## Compute the Schmidt semi-normalized associated Legendre function.
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65 ## The Schmidt semi-normalized associated Legendre function is related
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66 ## to the unnormalized Legendre functions by the following:
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67 ##
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68 ## For Legendre functions of degree n and order 0:
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69 ##
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70 ## @example
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71 ## @group
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72 ## 0 0
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73 ## SP (x) = P (x)
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74 ## n n
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75 ## @end group
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76 ## @end example
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77 ##
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78 ## For Legendre functions of degree n and order m:
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79 ##
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80 ## @example
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81 ## @group
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82 ## m m m 2(n-m)! 0.5
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83 ## SP (x) = P (x) * (-1) * [-------]
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84 ## n n (n+m)!
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85 ## @end group
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86 ## @end example
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87 ##
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88 ## @deftypefnx {Function File} {@var{l} =} legendre (@var{n}, @var{x}, "norm")
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89 ## Compute the fully normalized associated Legendre function.
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90 ## The fully normalized associated Legendre function is related
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91 ## to the unnormalized Legendre functions by the following:
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92 ##
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93 ## For Legendre functions of degree @var{n} and order @var{m}
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94 ##
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95 ## @example
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96 ## @group
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97 ## m m m (n+0.5)(n-m)! 0.5
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98 ## NP (x) = P (x) * (-1) * [-------------]
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99 ## n n (n+m)!
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100 ## @end group
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101 ## @end example
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102 ## @end deftypefn
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103
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104 ## Author: Marco Caliari <marco.caliari@univr.it>
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105
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106 function retval = legendre (n, x, normalization)
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107
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108 if (nargin < 2 || nargin > 3)
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109 print_usage ();
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110 endif
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111
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112 if (nargin == 3)
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113 normalization = lower (normalization);
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114 else
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115 normalization = "unnorm";
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116 endif
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117
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118 if (! isscalar (n) || n < 0 || n != fix (n))
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119 error ("legendre: n must be a non-negative scalar integer");
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120 endif
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121
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122 if (! isvector (x) || any (x < -1 || x > 1))
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123 error ("legendre: x must be vector in range -1 <= x <= 1");
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124 endif
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125
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126 switch (normalization)
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127 case "norm"
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128 scale = sqrt (n+0.5);
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129 case "sch"
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130 scale = sqrt (2);
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131 case "unnorm"
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132 scale = 1;
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133 otherwise
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134 error ("legendre: expecting normalization option to be \"norm\", \"sch\", or \"unnorm\"");
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135 endswitch
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136
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137 ## Based on the recurrence relation below
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138 ## m m m
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139 ## (n-m+1) * P (x) = (2*n+1)*x*P (x) - (n+1)*P (x)
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140 ## n+1 n n-1
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141 ## http://en.wikipedia.org/wiki/Associated_Legendre_function
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142
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143 for m = 1:n
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144 lpm1 = scale;
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145 lpm2 = (2*m-1) .* x .* scale;
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146 lpm3 = lpm2;
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diff changeset
147 for k = m+1:n
bc6573d2fa40 legendre.m: Added normalization and improved stability.
Ben Abbott <bpabbott@mac.com>
parents: 7017
diff changeset
148 lpm3 = ((2*k-1) .* x .* lpm2 - (k+m-2) .* lpm1)/(k-m+1);
bc6573d2fa40 legendre.m: Added normalization and improved stability.
Ben Abbott <bpabbott@mac.com>
parents: 7017
diff changeset
149 lpm1 = lpm2;
bc6573d2fa40 legendre.m: Added normalization and improved stability.
Ben Abbott <bpabbott@mac.com>
parents: 7017
diff changeset
150 lpm2 = lpm3;
bc6573d2fa40 legendre.m: Added normalization and improved stability.
Ben Abbott <bpabbott@mac.com>
parents: 7017
diff changeset
151 endfor
bc6573d2fa40 legendre.m: Added normalization and improved stability.
Ben Abbott <bpabbott@mac.com>
parents: 7017
diff changeset
152 retval(m,:) = lpm3;
bc6573d2fa40 legendre.m: Added normalization and improved stability.
Ben Abbott <bpabbott@mac.com>
parents: 7017
diff changeset
153 if (strcmp (normalization, "unnorm"))
bc6573d2fa40 legendre.m: Added normalization and improved stability.
Ben Abbott <bpabbott@mac.com>
parents: 7017
diff changeset
154 scale = -scale * (2*m-1);
bc6573d2fa40 legendre.m: Added normalization and improved stability.
Ben Abbott <bpabbott@mac.com>
parents: 7017
diff changeset
155 else
bc6573d2fa40 legendre.m: Added normalization and improved stability.
Ben Abbott <bpabbott@mac.com>
parents: 7017
diff changeset
156 ## normalization == "sch" or normalization == "norm"
bc6573d2fa40 legendre.m: Added normalization and improved stability.
Ben Abbott <bpabbott@mac.com>
parents: 7017
diff changeset
157 scale = scale / sqrt ((n-m+1)*(n+m))*(2*m-1);
bc6573d2fa40 legendre.m: Added normalization and improved stability.
Ben Abbott <bpabbott@mac.com>
parents: 7017
diff changeset
158 endif
bc6573d2fa40 legendre.m: Added normalization and improved stability.
Ben Abbott <bpabbott@mac.com>
parents: 7017
diff changeset
159 scale = scale .* sqrt(1-x.^2);
bc6573d2fa40 legendre.m: Added normalization and improved stability.
Ben Abbott <bpabbott@mac.com>
parents: 7017
diff changeset
160 endfor
5827
1fe78adb91bc [project @ 2006-05-22 06:25:14 by jwe]
jwe
parents:
diff changeset
161
7507
bc6573d2fa40 legendre.m: Added normalization and improved stability.
Ben Abbott <bpabbott@mac.com>
parents: 7017
diff changeset
162 retval(n+1,:) = scale;
5827
1fe78adb91bc [project @ 2006-05-22 06:25:14 by jwe]
jwe
parents:
diff changeset
163
7507
bc6573d2fa40 legendre.m: Added normalization and improved stability.
Ben Abbott <bpabbott@mac.com>
parents: 7017
diff changeset
164 if (strcmp (normalization, "sch"))
bc6573d2fa40 legendre.m: Added normalization and improved stability.
Ben Abbott <bpabbott@mac.com>
parents: 7017
diff changeset
165 retval(1,:) = retval(1,:) / sqrt (2);
bc6573d2fa40 legendre.m: Added normalization and improved stability.
Ben Abbott <bpabbott@mac.com>
parents: 7017
diff changeset
166 endif
bc6573d2fa40 legendre.m: Added normalization and improved stability.
Ben Abbott <bpabbott@mac.com>
parents: 7017
diff changeset
167
5827
1fe78adb91bc [project @ 2006-05-22 06:25:14 by jwe]
jwe
parents:
diff changeset
168 endfunction
1fe78adb91bc [project @ 2006-05-22 06:25:14 by jwe]
jwe
parents:
diff changeset
169
1fe78adb91bc [project @ 2006-05-22 06:25:14 by jwe]
jwe
parents:
diff changeset
170 %!test
7507
bc6573d2fa40 legendre.m: Added normalization and improved stability.
Ben Abbott <bpabbott@mac.com>
parents: 7017
diff changeset
171 %! result = legendre (3, [-1.0 -0.9 -0.8]);
5827
1fe78adb91bc [project @ 2006-05-22 06:25:14 by jwe]
jwe
parents:
diff changeset
172 %! expected = [
1fe78adb91bc [project @ 2006-05-22 06:25:14 by jwe]
jwe
parents:
diff changeset
173 %! -1.00000 -0.47250 -0.08000
1fe78adb91bc [project @ 2006-05-22 06:25:14 by jwe]
jwe
parents:
diff changeset
174 %! 0.00000 -1.99420 -1.98000
1fe78adb91bc [project @ 2006-05-22 06:25:14 by jwe]
jwe
parents:
diff changeset
175 %! 0.00000 -2.56500 -4.32000
1fe78adb91bc [project @ 2006-05-22 06:25:14 by jwe]
jwe
parents:
diff changeset
176 %! 0.00000 -1.24229 -3.24000
1fe78adb91bc [project @ 2006-05-22 06:25:14 by jwe]
jwe
parents:
diff changeset
177 %! ];
7507
bc6573d2fa40 legendre.m: Added normalization and improved stability.
Ben Abbott <bpabbott@mac.com>
parents: 7017
diff changeset
178 %! assert (result, expected, 1e-5);
bc6573d2fa40 legendre.m: Added normalization and improved stability.
Ben Abbott <bpabbott@mac.com>
parents: 7017
diff changeset
179
bc6573d2fa40 legendre.m: Added normalization and improved stability.
Ben Abbott <bpabbott@mac.com>
parents: 7017
diff changeset
180 %!test
bc6573d2fa40 legendre.m: Added normalization and improved stability.
Ben Abbott <bpabbott@mac.com>
parents: 7017
diff changeset
181 %! result = legendre (3, [-1.0 -0.9 -0.8], "sch");
bc6573d2fa40 legendre.m: Added normalization and improved stability.
Ben Abbott <bpabbott@mac.com>
parents: 7017
diff changeset
182 %! expected = [
bc6573d2fa40 legendre.m: Added normalization and improved stability.
Ben Abbott <bpabbott@mac.com>
parents: 7017
diff changeset
183 %! -1.00000 -0.47250 -0.08000
bc6573d2fa40 legendre.m: Added normalization and improved stability.
Ben Abbott <bpabbott@mac.com>
parents: 7017
diff changeset
184 %! 0.00000 0.81413 0.80833
bc6573d2fa40 legendre.m: Added normalization and improved stability.
Ben Abbott <bpabbott@mac.com>
parents: 7017
diff changeset
185 %! -0.00000 -0.33114 -0.55771
bc6573d2fa40 legendre.m: Added normalization and improved stability.
Ben Abbott <bpabbott@mac.com>
parents: 7017
diff changeset
186 %! 0.00000 0.06547 0.17076
bc6573d2fa40 legendre.m: Added normalization and improved stability.
Ben Abbott <bpabbott@mac.com>
parents: 7017
diff changeset
187 %! ];
bc6573d2fa40 legendre.m: Added normalization and improved stability.
Ben Abbott <bpabbott@mac.com>
parents: 7017
diff changeset
188 %! assert (result, expected, 1e-5);
bc6573d2fa40 legendre.m: Added normalization and improved stability.
Ben Abbott <bpabbott@mac.com>
parents: 7017
diff changeset
189
bc6573d2fa40 legendre.m: Added normalization and improved stability.
Ben Abbott <bpabbott@mac.com>
parents: 7017
diff changeset
190 %!test
bc6573d2fa40 legendre.m: Added normalization and improved stability.
Ben Abbott <bpabbott@mac.com>
parents: 7017
diff changeset
191 %! result = legendre (3, [-1.0 -0.9 -0.8], "norm");
bc6573d2fa40 legendre.m: Added normalization and improved stability.
Ben Abbott <bpabbott@mac.com>
parents: 7017
diff changeset
192 %! expected = [
bc6573d2fa40 legendre.m: Added normalization and improved stability.
Ben Abbott <bpabbott@mac.com>
parents: 7017
diff changeset
193 %! -1.87083 -0.88397 -0.14967
bc6573d2fa40 legendre.m: Added normalization and improved stability.
Ben Abbott <bpabbott@mac.com>
parents: 7017
diff changeset
194 %! 0.00000 1.07699 1.06932
bc6573d2fa40 legendre.m: Added normalization and improved stability.
Ben Abbott <bpabbott@mac.com>
parents: 7017
diff changeset
195 %! -0.00000 -0.43806 -0.73778
bc6573d2fa40 legendre.m: Added normalization and improved stability.
Ben Abbott <bpabbott@mac.com>
parents: 7017
diff changeset
196 %! 0.00000 0.08661 0.22590
bc6573d2fa40 legendre.m: Added normalization and improved stability.
Ben Abbott <bpabbott@mac.com>
parents: 7017
diff changeset
197 %! ];
bc6573d2fa40 legendre.m: Added normalization and improved stability.
Ben Abbott <bpabbott@mac.com>
parents: 7017
diff changeset
198 %! assert (result, expected, 1e-5);
bc6573d2fa40 legendre.m: Added normalization and improved stability.
Ben Abbott <bpabbott@mac.com>
parents: 7017
diff changeset
199
bc6573d2fa40 legendre.m: Added normalization and improved stability.
Ben Abbott <bpabbott@mac.com>
parents: 7017
diff changeset
200 %!test
bc6573d2fa40 legendre.m: Added normalization and improved stability.
Ben Abbott <bpabbott@mac.com>
parents: 7017
diff changeset
201 %! result = legendre (151, 0);
bc6573d2fa40 legendre.m: Added normalization and improved stability.
Ben Abbott <bpabbott@mac.com>
parents: 7017
diff changeset
202 %! ## 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
203 %! assert (result(end) < -1.7976e308 && all (isfinite (result(1:end-1))));
bc6573d2fa40 legendre.m: Added normalization and improved stability.
Ben Abbott <bpabbott@mac.com>
parents: 7017
diff changeset
204
bc6573d2fa40 legendre.m: Added normalization and improved stability.
Ben Abbott <bpabbott@mac.com>
parents: 7017
diff changeset
205 %!test
bc6573d2fa40 legendre.m: Added normalization and improved stability.
Ben Abbott <bpabbott@mac.com>
parents: 7017
diff changeset
206 %! result = legendre (150, 0);
bc6573d2fa40 legendre.m: Added normalization and improved stability.
Ben Abbott <bpabbott@mac.com>
parents: 7017
diff changeset
207 %! ## This agrees with Matlab's result.
bc6573d2fa40 legendre.m: Added normalization and improved stability.
Ben Abbott <bpabbott@mac.com>
parents: 7017
diff changeset
208 %! assert (result(end), 3.7532741115719e+306, 0.0000000000001e+306)
bc6573d2fa40 legendre.m: Added normalization and improved stability.
Ben Abbott <bpabbott@mac.com>
parents: 7017
diff changeset
209
bc6573d2fa40 legendre.m: Added normalization and improved stability.
Ben Abbott <bpabbott@mac.com>
parents: 7017
diff changeset
210