Mercurial > octave
annotate libinterp/corefcn/psi.cc @ 31605:e88a07dec498 stable
maint: Use macros to begin/end C++ namespaces.
* oct-conf-post-public.in.h: Define two macros (OCTAVE_BEGIN_NAMESPACE,
OCTAVE_END_NAMESPACE) that can be used to start/end a namespace.
* mk-opts.pl, build-env.h, build-env.in.cc, __betainc__.cc, __contourc__.cc,
__dsearchn__.cc, __eigs__.cc, __expint__.cc, __ftp__.cc, __gammainc__.cc,
__ichol__.cc, __ilu__.cc, __isprimelarge__.cc, __lin_interpn__.cc,
__magick_read__.cc, __pchip_deriv__.cc, __qp__.cc, amd.cc, auto-shlib.cc,
auto-shlib.h, balance.cc, base-text-renderer.cc, base-text-renderer.h,
besselj.cc, bitfcns.cc, bsxfun.cc, c-file-ptr-stream.cc, c-file-ptr-stream.h,
call-stack.cc, call-stack.h, ccolamd.cc, cellfun.cc, chol.cc, colamd.cc,
colloc.cc, conv2.cc, daspk.cc, dasrt.cc, dassl.cc, data.cc, data.h, debug.cc,
defaults.cc, defaults.h, defun-int.h, defun.cc, det.cc, dirfns.cc, display.cc,
display.h, dlmread.cc, dmperm.cc, dot.cc, dynamic-ld.cc, dynamic-ld.h, eig.cc,
ellipj.cc, environment.cc, environment.h, error.cc, error.h, errwarn.h,
event-manager.cc, event-manager.h, event-queue.cc, event-queue.h, fcn-info.cc,
fcn-info.h, fft.cc, fft2.cc, fftn.cc, file-io.cc, filter.cc, find.cc,
ft-text-renderer.cc, ft-text-renderer.h, gcd.cc, getgrent.cc, getpwent.cc,
getrusage.cc, givens.cc, gl-render.cc, gl-render.h, gl2ps-print.cc,
gl2ps-print.h, graphics-toolkit.cc, graphics-toolkit.h, graphics.cc,
graphics.in.h, gsvd.cc, gtk-manager.cc, gtk-manager.h, hash.cc, help.cc,
help.h, hess.cc, hex2num.cc, hook-fcn.cc, hook-fcn.h, input.cc, input.h,
interpreter-private.cc, interpreter-private.h, interpreter.cc, interpreter.h,
inv.cc, jsondecode.cc, jsonencode.cc, kron.cc, latex-text-renderer.cc,
latex-text-renderer.h, load-path.cc, load-path.h, load-save.cc, load-save.h,
lookup.cc, ls-ascii-helper.cc, ls-ascii-helper.h, ls-oct-text.cc, ls-utils.cc,
ls-utils.h, lsode.cc, lu.cc, mappers.cc, matrix_type.cc, max.cc, mex-private.h,
mex.cc, mgorth.cc, nproc.cc, oct-fstrm.cc, oct-fstrm.h, oct-hdf5-types.cc,
oct-hdf5-types.h, oct-hist.cc, oct-hist.h, oct-iostrm.cc, oct-iostrm.h,
oct-opengl.h, oct-prcstrm.cc, oct-prcstrm.h, oct-procbuf.cc, oct-procbuf.h,
oct-process.cc, oct-process.h, oct-stdstrm.h, oct-stream.cc, oct-stream.h,
oct-strstrm.cc, oct-strstrm.h, oct-tex-lexer.in.ll, oct-tex-parser.yy,
ordqz.cc, ordschur.cc, pager.cc, pager.h, pinv.cc, pow2.cc, pr-flt-fmt.cc,
pr-output.cc, procstream.cc, procstream.h, psi.cc, qr.cc, quad.cc, quadcc.cc,
qz.cc, rand.cc, rcond.cc, regexp.cc, schur.cc, settings.cc, settings.h,
sighandlers.cc, sighandlers.h, sparse-xdiv.cc, sparse-xdiv.h, sparse-xpow.cc,
sparse-xpow.h, sparse.cc, spparms.cc, sqrtm.cc, stack-frame.cc, stack-frame.h,
stream-euler.cc, strfind.cc, strfns.cc, sub2ind.cc, svd.cc, sylvester.cc,
symbfact.cc, syminfo.cc, syminfo.h, symrcm.cc, symrec.cc, symrec.h,
symscope.cc, symscope.h, symtab.cc, symtab.h, syscalls.cc, sysdep.cc, sysdep.h,
text-engine.cc, text-engine.h, text-renderer.cc, text-renderer.h, time.cc,
toplev.cc, tril.cc, tsearch.cc, typecast.cc, url-handle-manager.cc,
url-handle-manager.h, urlwrite.cc, utils.cc, utils.h, variables.cc,
variables.h, xdiv.cc, xdiv.h, xnorm.cc, xnorm.h, xpow.cc, xpow.h,
__delaunayn__.cc, __fltk_uigetfile__.cc, __glpk__.cc, __init_fltk__.cc,
__init_gnuplot__.cc, __ode15__.cc, __voronoi__.cc, audiodevinfo.cc,
audioread.cc, convhulln.cc, fftw.cc, gzip.cc, mk-build-env-features.sh,
mk-builtins.pl, cdef-class.cc, cdef-class.h, cdef-fwd.h, cdef-manager.cc,
cdef-manager.h, cdef-method.cc, cdef-method.h, cdef-object.cc, cdef-object.h,
cdef-package.cc, cdef-package.h, cdef-property.cc, cdef-property.h,
cdef-utils.cc, cdef-utils.h, ov-base.cc, ov-base.h, ov-bool-mat.cc,
ov-builtin.h, ov-cell.cc, ov-class.cc, ov-class.h, ov-classdef.cc,
ov-classdef.h, ov-complex.cc, ov-fcn-handle.cc, ov-fcn-handle.h, ov-fcn.h,
ov-java.cc, ov-java.h, ov-mex-fcn.h, ov-null-mat.cc, ov-oncleanup.cc,
ov-struct.cc, ov-typeinfo.cc, ov-typeinfo.h, ov-usr-fcn.cc, ov-usr-fcn.h,
ov.cc, ov.h, octave.cc, octave.h, mk-ops.sh, op-b-b.cc, op-b-bm.cc,
op-b-sbm.cc, op-bm-b.cc, op-bm-bm.cc, op-bm-sbm.cc, op-cdm-cdm.cc, op-cell.cc,
op-chm.cc, op-class.cc, op-cm-cm.cc, op-cm-cs.cc, op-cm-m.cc, op-cm-s.cc,
op-cm-scm.cc, op-cm-sm.cc, op-cs-cm.cc, op-cs-cs.cc, op-cs-m.cc, op-cs-s.cc,
op-cs-scm.cc, op-cs-sm.cc, op-dm-dm.cc, op-dm-scm.cc, op-dm-sm.cc,
op-dm-template.cc, op-dms-template.cc, op-fcdm-fcdm.cc, op-fcm-fcm.cc,
op-fcm-fcs.cc, op-fcm-fm.cc, op-fcm-fs.cc, op-fcn.cc, op-fcs-fcm.cc,
op-fcs-fcs.cc, op-fcs-fm.cc, op-fcs-fs.cc, op-fdm-fdm.cc, op-fm-fcm.cc,
op-fm-fcs.cc, op-fm-fm.cc, op-fm-fs.cc, op-fs-fcm.cc, op-fs-fcs.cc,
op-fs-fm.cc, op-fs-fs.cc, op-i16-i16.cc, op-i32-i32.cc, op-i64-i64.cc,
op-i8-i8.cc, op-int-concat.cc, op-m-cm.cc, op-m-cs.cc, op-m-m.cc, op-m-s.cc,
op-m-scm.cc, op-m-sm.cc, op-mi.cc, op-pm-pm.cc, op-pm-scm.cc, op-pm-sm.cc,
op-pm-template.cc, op-range.cc, op-s-cm.cc, op-s-cs.cc, op-s-m.cc, op-s-s.cc,
op-s-scm.cc, op-s-sm.cc, op-sbm-b.cc, op-sbm-bm.cc, op-sbm-sbm.cc,
op-scm-cm.cc, op-scm-cs.cc, op-scm-m.cc, op-scm-s.cc, op-scm-scm.cc,
op-scm-sm.cc, op-sm-cm.cc, op-sm-cs.cc, op-sm-m.cc, op-sm-s.cc, op-sm-scm.cc,
op-sm-sm.cc, op-str-m.cc, op-str-s.cc, op-str-str.cc, op-struct.cc,
op-ui16-ui16.cc, op-ui32-ui32.cc, op-ui64-ui64.cc, op-ui8-ui8.cc, ops.h,
anon-fcn-validator.cc, anon-fcn-validator.h, bp-table.cc, bp-table.h,
comment-list.cc, comment-list.h, filepos.h, lex.h, lex.ll, oct-lvalue.cc,
oct-lvalue.h, oct-parse.yy, parse.h, profiler.cc, profiler.h,
pt-anon-scopes.cc, pt-anon-scopes.h, pt-arg-list.cc, pt-arg-list.h,
pt-args-block.cc, pt-args-block.h, pt-array-list.cc, pt-array-list.h,
pt-assign.cc, pt-assign.h, pt-binop.cc, pt-binop.h, pt-bp.cc, pt-bp.h,
pt-cbinop.cc, pt-cbinop.h, pt-cell.cc, pt-cell.h, pt-check.cc, pt-check.h,
pt-classdef.cc, pt-classdef.h, pt-cmd.h, pt-colon.cc, pt-colon.h, pt-const.cc,
pt-const.h, pt-decl.cc, pt-decl.h, pt-eval.cc, pt-eval.h, pt-except.cc,
pt-except.h, pt-exp.cc, pt-exp.h, pt-fcn-handle.cc, pt-fcn-handle.h, pt-id.cc,
pt-id.h, pt-idx.cc, pt-idx.h, pt-jump.h, pt-loop.cc, pt-loop.h, pt-mat.cc,
pt-mat.h, pt-misc.cc, pt-misc.h, pt-pr-code.cc, pt-pr-code.h, pt-select.cc,
pt-select.h, pt-spmd.cc, pt-spmd.h, pt-stmt.cc, pt-stmt.h, pt-tm-const.cc,
pt-tm-const.h, pt-unop.cc, pt-unop.h, pt-vm-eval.cc, pt-walk.cc, pt-walk.h,
pt.cc, pt.h, token.cc, token.h, Range.cc, Range.h, idx-vector.cc, idx-vector.h,
range-fwd.h, CollocWt.cc, CollocWt.h, aepbalance.cc, aepbalance.h, chol.cc,
chol.h, gepbalance.cc, gepbalance.h, gsvd.cc, gsvd.h, hess.cc, hess.h,
lo-mappers.cc, lo-mappers.h, lo-specfun.cc, lo-specfun.h, lu.cc, lu.h,
oct-convn.cc, oct-convn.h, oct-fftw.cc, oct-fftw.h, oct-norm.cc, oct-norm.h,
oct-rand.cc, oct-rand.h, oct-spparms.cc, oct-spparms.h, qr.cc, qr.h, qrp.cc,
qrp.h, randgamma.cc, randgamma.h, randmtzig.cc, randmtzig.h, randpoisson.cc,
randpoisson.h, schur.cc, schur.h, sparse-chol.cc, sparse-chol.h, sparse-lu.cc,
sparse-lu.h, sparse-qr.cc, sparse-qr.h, svd.cc, svd.h, child-list.cc,
child-list.h, dir-ops.cc, dir-ops.h, file-ops.cc, file-ops.h, file-stat.cc,
file-stat.h, lo-sysdep.cc, lo-sysdep.h, lo-sysinfo.cc, lo-sysinfo.h,
mach-info.cc, mach-info.h, oct-env.cc, oct-env.h, oct-group.cc, oct-group.h,
oct-password.cc, oct-password.h, oct-syscalls.cc, oct-syscalls.h, oct-time.cc,
oct-time.h, oct-uname.cc, oct-uname.h, action-container.cc, action-container.h,
base-list.h, cmd-edit.cc, cmd-edit.h, cmd-hist.cc, cmd-hist.h, f77-fcn.h,
file-info.cc, file-info.h, lo-array-errwarn.cc, lo-array-errwarn.h, lo-hash.cc,
lo-hash.h, lo-ieee.h, lo-regexp.cc, lo-regexp.h, lo-utils.cc, lo-utils.h,
oct-base64.cc, oct-base64.h, oct-glob.cc, oct-glob.h, oct-inttypes.h,
oct-mutex.cc, oct-mutex.h, oct-refcount.h, oct-shlib.cc, oct-shlib.h,
oct-sparse.cc, oct-sparse.h, oct-string.h, octave-preserve-stream-state.h,
pathsearch.cc, pathsearch.h, quit.cc, quit.h, unwind-prot.cc, unwind-prot.h,
url-transfer.cc, url-transfer.h : Use new macros to begin/end C++ namespaces.
author | Rik <rik@octave.org> |
---|---|
date | Thu, 01 Dec 2022 14:23:45 -0800 |
parents | 32d2b6604a9f |
children | aac27ad79be6 |
rev | line source |
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1 //////////////////////////////////////////////////////////////////////// |
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2 // |
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3 // Copyright (C) 2016-2022 The Octave Project Developers |
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4 // |
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5 // See the file COPYRIGHT.md in the top-level directory of this |
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6 // distribution or <https://octave.org/copyright/>. |
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7 // |
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8 // This file is part of Octave. |
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9 // |
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10 // Octave is free software: you can redistribute it and/or modify it |
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11 // under the terms of the GNU General Public License as published by |
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12 // the Free Software Foundation, either version 3 of the License, or |
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13 // (at your option) any later version. |
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14 // |
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15 // Octave is distributed in the hope that it will be useful, but |
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16 // WITHOUT ANY WARRANTY; without even the implied warranty of |
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17 // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the |
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18 // GNU General Public License for more details. |
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19 // |
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20 // You should have received a copy of the GNU General Public License |
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21 // along with Octave; see the file COPYING. If not, see |
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22 // <https://www.gnu.org/licenses/>. |
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23 // |
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24 //////////////////////////////////////////////////////////////////////// |
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25 |
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26 #if defined (HAVE_CONFIG_H) |
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27 # include "config.h" |
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28 #endif |
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29 |
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30 #include "ov.h" |
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31 #include "defun.h" |
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32 #include "error.h" |
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33 #include "dNDArray.h" |
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34 #include "fNDArray.h" |
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35 |
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36 #include "lo-specfun.h" |
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37 |
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38 OCTAVE_BEGIN_NAMESPACE(octave) |
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39 |
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40 DEFUN (psi, args, , |
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41 doc: /* -*- texinfo -*- |
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42 @deftypefn {} {@var{y} =} psi (@var{z}) |
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43 @deftypefnx {} {@var{y} =} psi (@var{k}, @var{z}) |
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44 Compute the psi (polygamma) function. |
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45 |
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46 The polygamma functions are the @var{k}th derivative of the logarithm |
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47 of the gamma function. If unspecified, @var{k} defaults to zero. A value |
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48 of zero computes the digamma function, a value of 1, the trigamma function, |
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49 and so on. |
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50 |
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51 The digamma function is defined: |
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52 |
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53 @tex |
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54 $$ |
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55 \Psi (z) = {d (log (\Gamma (z))) \over dx} |
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56 $$ |
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57 @end tex |
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58 @ifnottex |
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59 |
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60 @example |
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61 @group |
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62 psi (z) = d (log (gamma (z))) / dx |
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63 @end group |
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64 @end example |
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65 |
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66 @end ifnottex |
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67 |
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68 When computing the digamma function (when @var{k} equals zero), @var{z} |
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69 can have any value real or complex value. However, for polygamma functions |
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70 (@var{k} higher than 0), @var{z} must be real and non-negative. |
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71 |
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72 @seealso{gamma, gammainc, gammaln} |
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73 @end deftypefn */) |
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74 { |
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75 int nargin = args.length (); |
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76 |
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77 if (nargin < 1 || nargin > 2) |
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78 print_usage (); |
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79 |
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80 const octave_value oct_z = (nargin == 1) ? args(0) : args(1); |
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81 const octave_idx_type k = (nargin == 1) ? 0 : args(0).xidx_type_value ("psi: K must be an integer"); |
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82 if (k < 0) |
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83 error ("psi: K must be non-negative"); |
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84 |
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85 octave_value retval; |
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86 |
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87 if (k == 0) |
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88 { |
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89 #define FLOAT_BRANCH(T, A, M, E) \ |
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90 if (oct_z.is_ ## T ##_type ()) \ |
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91 { \ |
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92 const A ## NDArray z = oct_z.M ## array_value (); \ |
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93 A ## NDArray psi_z (z.dims ()); \ |
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94 \ |
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95 const E *zv = z.data (); \ |
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96 E *psi_zv = psi_z.fortran_vec (); \ |
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97 const octave_idx_type n = z.numel (); \ |
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98 for (octave_idx_type i = 0; i < n; i++) \ |
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99 *psi_zv++ = math::psi (*zv++); \ |
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100 \ |
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101 retval = psi_z; \ |
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102 } |
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103 |
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104 if (oct_z.iscomplex ()) |
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105 { |
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106 FLOAT_BRANCH(double, Complex, complex_, Complex) |
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107 else FLOAT_BRANCH(single, FloatComplex, float_complex_, FloatComplex) |
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108 else |
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109 error ("psi: Z must be a floating point"); |
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110 } |
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111 else |
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112 { |
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113 FLOAT_BRANCH(double, , , double) |
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114 else FLOAT_BRANCH(single, Float, float_, float) |
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115 else |
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116 error ("psi: Z must be a floating point"); |
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117 } |
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118 |
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119 #undef FLOAT_BRANCH |
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120 } |
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121 else |
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122 { |
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123 if (! oct_z.isreal ()) |
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124 error ("psi: Z must be real value for polygamma (K > 0)"); |
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125 |
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126 #define FLOAT_BRANCH(T, A, M, E) \ |
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127 if (oct_z.is_ ## T ##_type ()) \ |
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128 { \ |
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129 const A ## NDArray z = oct_z.M ## array_value (); \ |
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130 A ## NDArray psi_z (z.dims ()); \ |
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131 \ |
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132 const E *zv = z.data (); \ |
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133 E *psi_zv = psi_z.fortran_vec (); \ |
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134 const octave_idx_type n = z.numel (); \ |
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135 for (octave_idx_type i = 0; i < n; i++) \ |
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136 { \ |
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137 if (*zv < 0) \ |
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138 error ("psi: Z must be non-negative for polygamma (K > 0)"); \ |
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139 \ |
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140 *psi_zv++ = math::psi (k, *zv++); \ |
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141 } \ |
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142 retval = psi_z; \ |
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143 } |
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144 |
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145 FLOAT_BRANCH(double, , , double) |
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146 else FLOAT_BRANCH(single, Float, float_, float) |
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147 else |
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148 error ("psi: Z must be a floating point for polygamma (K > 0)"); |
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149 |
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150 #undef FLOAT_BRANCH |
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151 } |
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152 |
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153 return retval; |
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154 } |
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155 |
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156 /* |
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157 %!shared em |
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158 %! em = 0.577215664901532860606512090082402431042; # Euler-Mascheroni Constant |
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159 |
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160 %!assert (psi (ones (7, 3, 5)), repmat (-em, [7 3 5])) |
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161 %!assert (psi ([0 1]), [-Inf -em]) |
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162 %!assert (psi ([-20:1]), [repmat(-Inf, [1 21]) -em]) |
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163 %!assert (psi (single ([0 1])), single ([-Inf -em])) |
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164 |
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165 ## Abramowitz and Stegun, page 258, eq 6.3.5 |
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166 %!test |
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167 %! z = [-100:-1 1:200] ./ 10; # drop the 0 |
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168 %! assert (psi (z + 1), psi (z) + 1 ./ z, eps*1000); |
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169 |
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170 ## Abramowitz and Stegun, page 258, eq 6.3.2 |
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171 %!assert (psi (1), -em) |
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172 |
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173 ## Abramowitz and Stegun, page 258, eq 6.3.3 |
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174 %!assert (psi (1/2), -em - 2 * log (2)) |
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175 |
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176 ## The following tests are from Pascal Sebah and Xavier Gourdon (2002) |
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177 ## "Introduction to the Gamma Function" |
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178 |
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179 ## Interesting identities of the digamma function, in section of 5.1.3 |
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180 %!assert (psi (1/3), - em - (3/2) * log (3) - ((sqrt (3) / 6) * pi), eps*10) |
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181 %!assert (psi (1/4), - em -3 * log (2) - pi/2, eps*10) |
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182 %!assert (psi (1/6), |
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183 %! - em -2 * log (2) - (3/2) * log (3) - ((sqrt (3) / 2) * pi), eps*10) |
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184 |
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185 ## First 6 zeros of the digamma function, in section of 5.1.5 (and also on |
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186 ## Abramowitz and Stegun, page 258, eq 6.3.19) |
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187 %!assert (psi ( 1.46163214496836234126265954232572132846819620400644), 0, eps) |
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188 %!assert (psi (-0.504083008264455409258269304533302498955385182368579), 0, eps*2) |
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189 %!assert (psi (-1.573498473162390458778286043690434612655040859116846), 0, eps*2) |
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190 %!assert (psi (-2.610720868444144650001537715718724207951074010873480), 0, eps*10) |
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191 %!assert (psi (-3.635293366436901097839181566946017713948423861193530), 0, eps*10) |
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192 %!assert (psi (-4.653237761743142441714598151148207363719069416133868), 0, eps*100) |
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193 |
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194 ## Tests for complex values |
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195 %!shared z |
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196 %! z = [-100:-1 1:200] ./ 10; # drop the 0 |
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197 |
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198 ## Abramowitz and Stegun, page 259 eq 6.3.10 |
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199 %!assert (real (psi (i*z)), real (psi (1 - i*z))) |
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200 |
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201 ## Abramowitz and Stegun, page 259 eq 6.3.11 |
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202 %!assert (imag (psi (i*z)), 1/2 .* 1./z + 1/2 * pi * coth (pi * z), eps *10) |
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203 |
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204 ## Abramowitz and Stegun, page 259 eq 6.3.12 |
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205 %!assert (imag (psi (1/2 + i*z)), 1/2 * pi * tanh (pi * z), eps*10) |
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206 |
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207 ## Abramowitz and Stegun, page 259 eq 6.3.13 |
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208 %!assert (imag (psi (1 + i*z)), - 1./(2*z) + 1/2 * pi * coth (pi * z), eps*10) |
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209 |
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210 ## Abramowitz and Stegun, page 260 eq 6.4.5 |
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211 %!test |
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212 %! for z = 0:20 |
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213 %! assert (psi (1, z + 0.5), |
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214 %! 0.5 * (pi^2) - 4 * sum ((2*(1:z) -1) .^(-2)), |
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215 %! eps*10); |
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216 %! endfor |
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217 |
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218 ## Abramowitz and Stegun, page 260 eq 6.4.6 |
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219 %!test |
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220 %! z = 0.1:0.1:20; |
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221 %! for n = 0:8 |
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222 %! ## our precision goes down really quick when computing n is too high. |
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223 %! assert (psi (n, z+1), |
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224 %! psi (n, z) + ((-1)^n) * factorial (n) * (z.^(-n-1)), 0.1); |
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225 %! endfor |
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226 |
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227 ## Test input validation |
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228 %!error psi () |
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229 %!error psi (1, 2, 3) |
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230 %!error <Z must be> psi ("non numeric") |
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232 %!error <K must be non-negative> psi (-5, 1) |
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233 %!error <Z must be non-negative for polygamma> psi (5, -1) |
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234 %!error <Z must be a floating point> psi (5, uint8 (-1)) |
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235 %!error <Z must be real value for polygamma> psi (5, 5i) |
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236 |
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237 */ |
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238 |
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239 OCTAVE_END_NAMESPACE(octave) |