view libinterp/corefcn/psi.cc @ 21966:112b20240c87

move docstrings in C++ files out of C strings and into comments * __contourc__.cc, __dispatch__.cc, __dsearchn__.cc, __ichol__.cc, __ilu__.cc, __lin_interpn__.cc, __luinc__.cc, __magick_read__.cc, __pchip_deriv__.cc, __qp__.cc, balance.cc, besselj.cc, betainc.cc, bitfcns.cc, bsxfun.cc, cellfun.cc, colloc.cc, conv2.cc, daspk.cc, dasrt.cc, dassl.cc, data.cc, debug.cc, defaults.cc, det.cc, dirfns.cc, dlmread.cc, dot.cc, eig.cc, ellipj.cc, error.cc, fft.cc, fft2.cc, fftn.cc, file-io.cc, filter.cc, find.cc, gammainc.cc, gcd.cc, getgrent.cc, getpwent.cc, getrusage.cc, givens.cc, graphics.cc, hash.cc, help.cc, hess.cc, hex2num.cc, input.cc, inv.cc, kron.cc, load-path.cc, load-save.cc, lookup.cc, ls-oct-text.cc, lsode.cc, lu.cc, mappers.cc, matrix_type.cc, max.cc, mgorth.cc, nproc.cc, oct-hist.cc, octave-link.cc, ordschur.cc, pager.cc, pinv.cc, pr-output.cc, profiler.cc, psi.cc, pt-jit.cc, quad.cc, quadcc.cc, qz.cc, rand.cc, rcond.cc, regexp.cc, schur.cc, sighandlers.cc, sparse.cc, spparms.cc, sqrtm.cc, str2double.cc, strfind.cc, strfns.cc, sub2ind.cc, svd.cc, sylvester.cc, symtab.cc, syscalls.cc, sysdep.cc, time.cc, toplev.cc, tril.cc, tsearch.cc, typecast.cc, urlwrite.cc, utils.cc, variables.cc, __delaunayn__.cc, __eigs__.cc, __fltk_uigetfile__.cc, __glpk__.cc, __init_fltk__.cc, __init_gnuplot__.cc, __osmesa_print__.cc, __voronoi__.cc, amd.cc, audiodevinfo.cc, audioread.cc, ccolamd.cc, chol.cc, colamd.cc, convhulln.cc, dmperm.cc, fftw.cc, qr.cc, symbfact.cc, symrcm.cc, ov-base.cc, ov-bool-mat.cc, ov-cell.cc, ov-class.cc, ov-classdef.cc, ov-fcn-handle.cc, ov-fcn-inline.cc, ov-flt-re-mat.cc, ov-int16.cc, ov-int32.cc, ov-int64.cc, ov-int8.cc, ov-java.cc, ov-null-mat.cc, ov-oncleanup.cc, ov-range.cc, ov-re-mat.cc, ov-struct.cc, ov-typeinfo.cc, ov-uint16.cc, ov-uint32.cc, ov-uint64.cc, ov-uint8.cc, ov-usr-fcn.cc, ov.cc, octave.cc, pt-arg-list.cc, pt-binop.cc, pt-eval.cc, pt-mat.cc, lex.ll, oct-parse.in.yy: Docstrings are now comments instead of C strings. * build-aux/mk-opts.pl: Emit docstrings as comments instead of C strings. * DASPK-opts.in, LSODE-opts.in: Don't quote " in docstring fragments. * builtins.h: Include builtin-defun-decls.h unconditionally. * defun.h (DEFUN, DEFUNX, DEFCONSTFUN): Simply emit declaration. (DEFALIAS): Always expand to nothing. * defun-dld.h: No special macro expansions for MAKE_BUILTINS. (DEFUN_DLD): Use FORWARD_DECLARE_FUN. (DEFUNX_DLD): Use FORWARD_DECLARE_FUNX. * defun-int.h: No special macro expansions for MAKE_BUILTINS. (FORWARD_DECLARE_FUN, FORWARD_DECLARE_FUNX): New macros. (DEFINE_FUN_INSTALLER_FUN): If compiling an Octave source file, pass "external-doc" to DEFINE_FUNX_INSTALLER_FUN. (DEFUN_INTERNAL, DEFCONSTFUN_INTERNAL, DEFUNX_INTERNAL, DEFALIAS_INTERNAL): Delete. * common.mk (move_if_change_rule): New macro. (simple_move_if_change_rule): Define using move_if_change_rule. * find-defun-files.sh (DEFUN_PATTERN): Update. Don't transform file name extension to ".df". * libinterp/mk-pkg-add, gendoc.pl: Operate directly on source files. * mkbuiltins: New argument, SRCDIR. Operate directly on source files. * mkdefs: Delete. * libinterp/module.mk (BUILT_SOURCES): Update list to contain only files included in other source files. (GENERATED_MAKE_BUILTINS_INCS, DEF_FILES): Delete. (LIBINTERP_BUILT_DISTFILES): Include $(OPT_HANDLERS) here. (LIBINTERP_BUILT_NODISTFILES): Not here. Remove $(ALL_DEF_FILES from the list. (libinterp_EXTRA_DIST): Remove mkdefs from the list. (FOUND_DEFUN_FILES): Rename from SRC_DEF_FILES. (DLDFCN_DEFUN_FILES): Rename from DLDFCN_DEF_FILES. (SRC_DEFUN_FILES): Rename from SRC_DEF_FILES. (ALL_DEFUN_FILES): Rename from ALL_DEF_FILES. (%.df: %.cc): Delete pattern rule. (libinterp/build-env-features.cc, libinterp/builtins.cc, libinterp/dldfcn/PKG_ADD): Use mv instead of move-if-change. (libinterp/builtins.cc, libinterp/builtin-defun-decls.h): Update mkbuiltins command. ($(srcdir)/libinterp/DOCSTRINGS): Update gendoc.pl command. * liboctave/module.mk (BUILT_SOURCES): Don't include liboctave-build-info.cc in the list.
author John W. Eaton <jwe@octave.org>
date Tue, 21 Jun 2016 16:07:51 -0400
parents cbd8cf0a8a5c
children e43d83253e28
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/>.

*/

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

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

#include "lo-specfun.h"

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

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

The digamma function is defined:

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

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

@end ifnottex

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

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

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

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

  octave_value retval;

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

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

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

#undef FLOAT_BRANCH
    }

  return retval;
}

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

## Test input validation
%!error psi ()
%!error psi (1, 2, 3)
%!error <Z must be> psi ("non numeric")
%!error <conversion of 5.3 to int.* value failed> psi (5.3, 1)
%!error <K must be non-negative> psi (-5, 1)
%!error <Z must be non-negative for polygamma> psi (5, -1)
%!error <Z must be a floating point> psi (5, uint8 (-1))
%!error <Z must be real value for polygamma> psi (5, 5i)

*/