view libinterp/corefcn/psi.cc @ 20620:e5f36a7854a5

Remove fuzzy matching from odeset/odeget. * levenshtein.cc: Deleted file. * libinterp/corefcn/module.mk: Remove levenshtein.cc from build system. * fuzzy_compare.m: Deleted file. * scripts/ode/module.mk: Remove fuzzy_compare.m from build system * odeget.m: Reword docstring. Use a persistent cellstr variable to keep track of all options. Replace fuzzy_compare() calls with combination of strcmpi and strncmpi. Report errors relative to function odeget rather than OdePkg. Rewrite and extend BIST tests. Add input validation BIST tests. * odeset.m: Reword docstring. Use a persistent cellstr variable to keep track of all options. Replace fuzzy_compare() calls with combination of strcmpi and strncmpi. Report errors relative to function odeset rather than OdePkg. Use more meaningful variables names and create intermediate variables with logical names to help make code readable. Remove interactive input when multiple property names match and just issue an error. Rewrite BIST tests. * ode_struct_value_check.m: Remove input checking for private function which must always be invoked correctly by caller. Use intermediate variables opt and val to make the code more understandable. Consolidate checks on values into single if statements. Use 'val == fix (val)' to check for integer. * __unimplemented__.m: Removed odeset, odeget, ode45 from list.
author Rik <rik@octave.org>
date Fri, 09 Oct 2015 12:03:23 -0700
parents 099bdf98f724
children
line wrap: on
line source

/*

Copyright (C) 2015 Carnë Draug

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.

Octave is distributed in the hope that it will be useful, but 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
<http://www.gnu.org/licenses/>.

*/

#ifdef 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"

DEFUN (psi, args, ,
"-*- texinfo -*-\n\
@deftypefn  {Function File} {} psi (@var{z})\n\
@deftypefnx {Function File} {} psi (@var{k}, @var{z})\n\
Compute the psi (polygamma) function.\n\
\n\
The polygamma functions are the @var{k}th derivative of the logarithm\n\
of the gamma function.  If unspecified, @var{k} defaults to zero.  A value\n\
of zero computes the digamma function, a value of 1, the trigamma function,\n\
and so on.\n\
\n\
The digamma function is defined:\n\
\n\
@tex\n\
$$\n\
\\Psi (z) = {d (log (\\Gamma (z))) \\over dx}\n\
$$\n\
@end tex\n\
@ifnottex\n\
@example\n\
@group\n\
psi (z) = d (log (gamma (z))) / dx\n\
@end group\n\
@end example\n\
@end ifnottex\n\
\n\
When computing the digamma function (when @var{k} equals zero), @var{z}\n\
can have any value real or complex value.  However, for polygamma functions\n\
(@var{k} higher than 0), @var{z} must be real and non-negative.\n\
\n\
@seealso{gamma, gammainc, gammaln}\n\
@end deftypefn")
{
  octave_value retval;

  const octave_idx_type nargin = args.length ();
  if (nargin < 1 || nargin > 2)
    {
      print_usage ();
      return retval;
    }

  const octave_value oct_z = (nargin == 1) ? args(0) : args(1);
  const octave_idx_type k = (nargin == 1) ? 0 : args(0).idx_type_value ();
  if (error_state || k < 0)
    {
      error ("psi: K must be a non-negative integer");
      return retval;
    }
  else 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++ = psi (*zv++); \
\
          retval = psi_z; \
        }

      if (oct_z.is_complex_type ())
        {
          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.is_real_type ())
        {
          error ("psi: Z must be real value for polygamma (K > 0)");
          return retval;
        }

#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)"); \
                  return retval; \
                } \
              *psi_zv++ = 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)
%!assert (psi (-1.573498473162390458778286043690434612655040859116846), 0, eps)
%!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 a non-negative integer> 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)

*/