view libinterp/corefcn/__betainc__.cc @ 30564:796f54d4ddbf stable

update Octave Project Developers copyright for the new year In files that have the "Octave Project Developers" copyright notice, update for 2021. In all .txi and .texi files except gpl.txi and gpl.texi in the doc/liboctave and doc/interpreter directories, change the copyright to "Octave Project Developers", the same as used for other source files. Update copyright notices for 2022 (not done since 2019). For gpl.txi and gpl.texi, change the copyright notice to be "Free Software Foundation, Inc." and leave the date at 2007 only because this file only contains the text of the GPL, not anything created by the Octave Project Developers. Add Paul Thomas to contributors.in.
author John W. Eaton <jwe@octave.org>
date Tue, 28 Dec 2021 18:22:40 -0500
parents 7d6709900da7
children e88a07dec498
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////////////////////////////////////////////////////////////////////////
//
// Copyright (C) 2018-2022 The Octave Project Developers
//
// See the file COPYRIGHT.md in the top-level directory of this
// distribution or <https://octave.org/copyright/>.
//
// 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
// <https://www.gnu.org/licenses/>.
//
////////////////////////////////////////////////////////////////////////

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

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

OCTAVE_NAMESPACE_BEGIN

DEFUN (__betainc__, args, ,
       doc: /* -*- texinfo -*-
@deftypefn {} {@var{y} =} __betainc__ (@var{x}, @var{a}, @var{b})
Continued fraction for incomplete beta function.
@end deftypefn */)
{
  if (args.length () != 3)
    print_usage ();

  bool is_single = (args(0).is_single_type () || args(1).is_single_type ()
                    || args(2).is_single_type ());

  // Total number of scenarios: get maximum of length of all vectors
  int numel_x = args(0).numel ();
  int numel_a = args(1).numel ();
  int numel_b = args(2).numel ();
  int len = std::max (std::max (numel_x, numel_a), numel_b);

  octave_value_list retval;
  // Initialize output dimension vector
  dim_vector output_dv (len, 1);

  // Lentz's algorithm in two cases: single and double precision
  if (is_single)
    {
      // Initialize output and inputs
      FloatColumnVector output (output_dv);
      FloatNDArray x, a, b;

      if (numel_x == 1)
        x = FloatNDArray (output_dv, args(0).float_scalar_value ());
      else
        x = args(0).float_array_value ();


      if (numel_a == 1)
        a = FloatNDArray (output_dv, args(1).float_scalar_value ());
      else
        a = args(1).float_array_value ();

      if (numel_b == 1)
        b = FloatNDArray (output_dv, args(2).float_scalar_value ());
      else
        b = args(2).float_array_value ();

      // Initialize variables used in algorithm
      static const float tiny = math::exp2 (-50.0f);
      static const float eps = std::numeric_limits<float>::epsilon ();
      float xj, x2, y, Cj, Dj, aj, bj, Deltaj, alpha_j, beta_j;
      int j, maxit;
      maxit = 200;

      // Loop over all elements
      for (octave_idx_type i = 0; i < len; ++i)
        {
          // Catch Ctrl+C
          OCTAVE_QUIT;

          // Variable initialization for the current element
          xj = x(i);
          y = tiny;
          Cj = y;
          Dj = 0;
          aj = a(i);
          bj = b(i);
          Deltaj = 0;
          alpha_j = 1;
          beta_j = aj - (aj * (aj + bj)) / (aj + 1) * xj;
          x2 = xj * xj;
          j = 1;

          // Lentz's algorithm
          while ((std::abs ((Deltaj - 1)) > eps) && (j < maxit))
            {
              Dj = beta_j + alpha_j * Dj;
              if (Dj == 0)
                Dj = tiny;
              Cj = beta_j + alpha_j / Cj;
              if (Cj == 0)
                Cj = tiny;
              Dj = 1 / Dj;
              Deltaj = Cj * Dj;
              y *= Deltaj;
              alpha_j = ((aj + j - 1) * (aj + bj + j -1) * (bj - j) * j)
                        / ((aj + 2 * j - 1) * (aj + 2 * j - 1)) * x2;
              beta_j = aj + 2 * j + ((j * (bj - j)) / (aj + 2 * j - 1)
                       - ((aj + j) * (aj + bj + j)) / (aj + 2 * j + 1)) * xj;
              j++;
            }

          output(i) = y;
        }

      retval(0) = output;
    }
  else
    {
      // Initialize output and inputs
      ColumnVector output (output_dv);
      NDArray x, a, b;

      if (numel_x == 1)
        x = NDArray (output_dv, args(0).scalar_value ());
      else
        x = args(0).array_value ();

      if (numel_a == 1)
        a = NDArray (output_dv, args(1).scalar_value ());
      else
        a = args(1).array_value ();

      if (numel_b == 1)
        b = NDArray (output_dv, args(2).scalar_value ());
      else
        b = args(2).array_value ();

      // Initialize variables used in algorithm
      static const double tiny = math::exp2 (-100.0);
      static const double eps = std::numeric_limits<double>::epsilon ();
      double xj, x2, y, Cj, Dj, aj, bj, Deltaj, alpha_j, beta_j;
      int j, maxit;
      maxit = 200;

      // Loop over all elements
      for (octave_idx_type i = 0; i < len; ++i)
        {
          // Catch Ctrl+C
          OCTAVE_QUIT;

          // Variable initialization for the current element
          xj = x(i);
          y = tiny;
          Cj = y;
          Dj = 0;
          aj = a(i);
          bj = b(i);
          Deltaj = 0;
          alpha_j = 1;
          beta_j = aj - (aj * (aj + bj)) / (aj + 1) * xj;
          x2 = xj * xj;
          j = 1;

          // Lentz's algorithm
          while ((std::abs ((Deltaj - 1)) > eps) && (j < maxit))
            {
              Dj = beta_j + alpha_j * Dj;
              if (Dj == 0)
                Dj = tiny;
              Cj = beta_j + alpha_j / Cj;
              if (Cj == 0)
                Cj = tiny;
              Dj = 1 / Dj;
              Deltaj = Cj * Dj;
              y *= Deltaj;
              alpha_j = ((aj + j - 1) * (aj + bj + j - 1) * (bj - j) * j)
                        / ((aj + 2 * j - 1) * (aj + 2 * j - 1)) * x2;
              beta_j = aj + 2 * j + ((j * (bj - j)) / (aj + 2 * j - 1)
                       - ((aj + j) * (aj + bj + j)) / (aj + 2 * j + 1)) * xj;
              j++;
            }

          output(i) = y;
        }

      retval(0) = output;
    }

  return retval;
}

OCTAVE_NAMESPACE_END