view libinterp/corefcn/psi.cc @ 21200:fcac5dbbf9ed

maint: Indent #ifdef blocks in libinterp. * builtins.h, Cell.cc, __contourc__.cc, __dispatch__.cc, __dsearchn__.cc, __ichol__.cc, __ilu__.cc, __lin_interpn__.cc, __pchip_deriv__.cc, __qp__.cc, balance.cc, besselj.cc, betainc.cc, bitfcns.cc, bsxfun.cc, c-file-ptr-stream.cc, c-file-ptr-stream.h, cellfun.cc, colloc.cc, comment-list.cc, conv2.cc, daspk.cc, dasrt.cc, dassl.cc, data.cc, debug.cc, defaults.cc, defaults.in.h, defun-dld.h, defun.cc, defun.h, det.cc, dirfns.cc, display.cc, dlmread.cc, dot.cc, dynamic-ld.cc, eig.cc, ellipj.cc, error.cc, errwarn.cc, event-queue.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, gl-render.cc, gl2ps-print.cc, graphics.cc, graphics.in.h, gripes.cc, hash.cc, help.cc, hess.cc, hex2num.cc, input.cc, inv.cc, jit-ir.cc, jit-typeinfo.cc, jit-util.cc, jit-util.h, kron.cc, load-path.cc, load-save.cc, lookup.cc, ls-ascii-helper.cc, ls-hdf5.cc, ls-mat-ascii.cc, ls-mat4.cc, ls-mat5.cc, ls-oct-binary.cc, ls-oct-text.cc, ls-oct-text.h, ls-utils.cc, ls-utils.h, lsode.cc, lu.cc, luinc.cc, mappers.cc, matrix_type.cc, max.cc, mex.h, mexproto.h, mgorth.cc, nproc.cc, oct-errno.in.cc, oct-fstrm.cc, oct-hdf5-types.cc, oct-hdf5.h, oct-hist.cc, oct-iostrm.cc, oct-lvalue.cc, oct-map.cc, oct-prcstrm.cc, oct-procbuf.cc, oct-stream.cc, oct-strstrm.cc, octave-link.cc, ordschur.cc, pager.cc, pinv.cc, pr-output.cc, procstream.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-xdiv.cc, sparse-xpow.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, sysdep.h, time.cc, toplev.cc, tril.cc, tsearch.cc, txt-eng-ft.cc, txt-eng.cc, typecast.cc, urlwrite.cc, utils.cc, variables.cc, xdiv.cc, xnorm.cc, xpow.cc, zfstream.cc, __delaunayn__.cc, __eigs__.cc, __fltk_uigetfile__.cc, __glpk__.cc, __init_fltk__.cc, __init_gnuplot__.cc, __magick_read__.cc, __osmesa_print__.cc, __voronoi__.cc, amd.cc, audiodevinfo.cc, audioread.cc, ccolamd.cc, chol.cc, colamd.cc, convhulln.cc, dmperm.cc, fftw.cc, oct-qhull.h, qr.cc, symbfact.cc, symrcm.cc, oct-conf.in.cc, ov-base-diag.cc, ov-base-int.cc, ov-base-mat.cc, ov-base-scalar.cc, ov-base-sparse.cc, ov-base.cc, ov-bool-mat.cc, ov-bool-sparse.cc, ov-bool.cc, ov-builtin.cc, ov-cell.cc, ov-ch-mat.cc, ov-class.cc, ov-classdef.cc, ov-colon.cc, ov-complex.cc, ov-cs-list.cc, ov-cx-diag.cc, ov-cx-mat.cc, ov-cx-sparse.cc, ov-dld-fcn.cc, ov-fcn-handle.cc, ov-fcn-inline.cc, ov-fcn.cc, ov-float.cc, ov-flt-complex.cc, ov-flt-cx-diag.cc, ov-flt-cx-mat.cc, ov-flt-re-diag.cc, ov-flt-re-mat.cc, ov-int16.cc, ov-int32.cc, ov-int64.cc, ov-int8.cc, ov-java.cc, ov-lazy-idx.cc, ov-mex-fcn.cc, ov-null-mat.cc, ov-oncleanup.cc, ov-perm.cc, ov-range.cc, ov-re-diag.cc, ov-re-mat.cc, ov-re-sparse.cc, ov-scalar.cc, ov-str-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, ovl.cc, octave.cc, 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-double-conv.cc, op-fcdm-fcdm.cc, op-fcdm-fdm.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-float-conv.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-int-conv.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-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, pt-arg-list.cc, pt-array-list.cc, pt-assign.cc, pt-binop.cc, pt-bp.cc, pt-cbinop.cc, pt-cell.cc, pt-check.cc, pt-classdef.cc, pt-cmd.cc, pt-colon.cc, pt-colon.h, pt-const.cc, pt-decl.cc, pt-eval.cc, pt-except.cc, pt-exp.cc, pt-fcn-handle.cc, pt-funcall.cc, pt-id.cc, pt-idx.cc, pt-jump.cc, pt-loop.cc, pt-mat.cc, pt-misc.cc, pt-pr-code.cc, pt-select.cc, pt-stmt.cc, pt-unop.cc, pt.cc, token.cc, Array-jit.cc, Array-os.cc, Array-sym.cc, Array-tc.cc, version.cc: Indent #ifdef blocks in libinterp.
author Rik <rik@octave.org>
date Fri, 05 Feb 2016 16:29:08 -0800
parents b17fda023ca6
children 40de9f8f23a6
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  {} {} psi (@var{z})\n\
@deftypefnx {} {} 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")
{
  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++ = 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++ = 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 <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)

*/