view scripts/specfun/cosint.m @ 24913:9da779d2f029 stable

cosint improve signed zero imag input near branch cut Stop special casing the origin, instead have log deal with signed zeros (real and complex). Ensure we approach the branch cut (negative real axis) correctly based on signed 0 for imaginary part. cosint.m: handle complex signed zero, add and modify BIST.
author Colin Macdonald <cbm@m.fsf.org>
date Tue, 23 Jan 2018 23:14:50 -0800
parents 8d6f3941a118
children d7293106945c
line wrap: on
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## Copyright (C) 2017 Michele Ginesi
##
## 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/>.

## Author: Michele Ginesi <michele.ginesi@gmail.com>

## -*- texinfo -*-
## @deftypefn {} {} cosint (@var{x})
## Compute the cosine integral function:
## @tex
## $$
## {\rm Ci} (x) = - \int_x^\infty {{\cos (t)} \over t} dt
## $$
## @end tex
## @ifnottex
##
## @example
## @group
##             +oo
##            /
## Ci (x) = - | (cos (t)) / t dt
##            /
##           x
##
## @end group
## @end example
## @end ifnottex
## An equivalent definition is
## @tex
## $$
## {\rm Ci} (x) = \gamma + \log (x) + \int_0^x {{\cos (t) - 1} \over t} dt
## $$
## @end tex
## @ifnottex
##
## @example
## @group
##
##                              x
##                             /
##                             |   cos (t) - 1
## Ci (x) = gamma + log (x) +  | ---------------  dt
##                             |         t
##                             /
##                            0
## @end group
## @end example
## @end ifnottex
## Reference:
##
## @nospell{M. Abramowitz and I.A. Stegun},
## @cite{Handbook of Mathematical Functions}
## 1964.
##
## @seealso{expint, cos, sinint}
##
## @end deftypefn

function [y] = cosint (x)

  if (nargin != 1)
    print_usage ();
  endif

  sz = size (x);
  #x = reshape (x, numel (x), 1);
  if (iscomplex (x))
    ## workaround reshape narrowing to real (#52953)
    x = complex (real (x)(:), imag (x)(:));
  else
    x = x(:);
  end

  y = zeros (size (x), class (x));
  tol = eps (class (x));

  i_miss = true (length (x), 1);

  ## special values
  y(x == Inf) = 0;
  y((x == -Inf) & !signbit (imag(x))) = 1i * pi;
  y((x == -Inf) &  signbit (imag(x))) = -1i * pi;

  i_miss = ((i_miss) & (x != Inf) & (x != -Inf));

  ## For values large in modulus and not in (-oo,0), we use the relation
  ## with expint

  flag_large = (abs (x) > 2 & ((abs (imag (x)) > 1e-15) | real (x) > 0));
  xx = x(flag_large);

  ## Abramowitz, relation 5.2.20
  ii_sw = (real (xx) <= 0 & imag (xx) <= 0);
  xx(ii_sw) = conj (xx(ii_sw));
  ii_nw = (real (xx) < 0);
  xx(ii_nw) *= -1;
  yy = -0.5 * (expint (1i * xx) + expint (-1i * xx));
  yy(ii_nw) += 1i * pi;
  yy(ii_sw) = conj (yy(ii_sw));
  y(i_miss & flag_large) = yy;

  ## For values small in modulus, use the series expansion (also near (-oo, 0])
  i_miss = ((i_miss) & (!flag_large));
  if (iscomplex (x))
    ## indexing can lose imag part: if it was -0, we could end up on the
    ## wrong right side of the branch cut along the negative real axis.
    xx = complex (real (x)(i_miss), imag (x)(i_miss));
  else
    xx = x(i_miss);
  end
  ssum = - xx .^ 2 / 4; # First term of the series expansion
  gma = 0.57721566490153286060651209008; # Euler gamma constant
  yy = gma + log (complex (xx)) + ssum; # log(complex(...) handles signed zero
  flag_sum = true (nnz (i_miss), 1);
  it = 1;
  maxit = 300;
  while ((any (flag_sum)) && (it < maxit));
    ssum .*= - xx .^ 2 * (2 * it) / ((2 * it + 2) ^ 2 * (2 * it + 1));
    yy(flag_sum) += ssum (flag_sum);
    flag_sum = (abs (ssum) >= tol);
    it++;
  endwhile

  y(i_miss) = yy;

  y = reshape (y, sz);

endfunction


%!assert (cosint (1.1), 0.38487337742465081550, 2 * eps);

%!test
%! x = [2, 3, pi; exp(1), 5, 6];
%! A = cosint (x);
%! B = [0.422980828774864996, 0.119629786008000328, 0.0736679120464254860; ...
%!      0.213958001340379779, -0.190029749656643879, -0.0680572438932471262];
%! assert (A, B, -5e-15);

%!assert (cosint (0), - Inf)
%!assert (cosint (-0), -inf + 1i*pi)
%!assert (cosint (complex (-0, 0)), -inf + 1i*pi)
%!assert (cosint (complex (-0, -0)), -inf - 1i*pi)
%!assert (cosint (inf), 0)
%!assert (cosint (-inf), 1i * pi)
%!assert (cosint (complex (-inf, -0)), -1i * pi)
%!assert (isnan (cosint (nan)))

%!assert (class (cosint (single (1))), "single")

##tests against maple
%!assert (cosint (1), 0.337403922900968135, -2*eps)
%!assert (cosint (-1), 0.337403922900968135 + 3.14159265358979324*I, -2*eps)
%!assert (cosint (pi), 0.0736679120464254860, -2*eps)
%!assert (cosint (-pi), 0.0736679120464254860 + 3.14159265358979324*I, -2*eps)
%!assert (cosint (300), -0.00333219991859211178, -2*eps)
%!assert (cosint (1e4), -0.0000305519167244852127, -2*eps)
%!assert (cosint (20i), 1.28078263320282944e7 + 1.57079632679489662*I, -2*eps)

%!test
%! x = (0:4).';
%! y_ex = [-Inf
%!         0.337403922900968135
%!         0.422980828774864996
%!         0.119629786008000328
%!         -0.140981697886930412];
%! assert (cosint(x), y_ex, -3e-15);

%!test
%! x = -(1:4).';
%! y_ex = [0.337403922900968135 + pi*1i
%!         0.422980828774864996 + pi*1i
%!         0.119629786008000328 + pi*1i
%!         -0.140981697886930412 + pi*1i];
%! assert (cosint (x), y_ex, -4*eps);

%!test
%! x = complex (-(1:4).', -0);
%! y_ex = [0.337403922900968135 - pi*1i
%!         0.422980828774864996 - pi*1i
%!         0.119629786008000328 - pi*1i
%!         -0.140981697886930412 - pi*1i];
%! assert (cosint (x), y_ex, -4*eps);

%!test
%! x = 1i * (0:4).';
%! y_ex = [-Inf
%!         0.837866940980208241 + 1.57079632679489662*I
%!         2.45266692264691452 + 1.57079632679489662*I
%!         4.96039209476560976 + 1.57079632679489662*I
%!         9.81354755882318556 + 1.57079632679489662*I];
%! assert (cosint (x), y_ex, -4*eps);

%!test
%! x = -1i * (1:4).';
%! y_ex = [0.837866940980208241 - 1.57079632679489662*I
%!         2.45266692264691452 - 1.57079632679489662*I
%!         4.96039209476560976 - 1.57079632679489662*I
%!         9.81354755882318556 - 1.57079632679489662*I];
%! assert (cosint (x), y_ex, -4*eps);

%!test
%! x = [1+2i; -2+5i; 2-5i; 100; 10i; -1e-4 + 1e-6*1i; -20-1i];
%! A = [ 2.03029639329172164 - 0.151907155175856884*I
%!      1.61538963829107749 + 19.7257540553382650*I
%!      1.61538963829107749 + 16.5841614017484717*I
%!      -0.00514882514261049214
%!      1246.11448604245441 + 1.57079632679489662*I
%!      -8.63307471207423322 + 3.13159298695312800*I
%!      0.0698222284673061493 - 3.11847446254772946*I ];
%! B = cosint (x);
%! assert (A, B, -3*eps)
%! B = cosint (single (x));
%! assert (A, B, -3*eps ("single"))