120 lines
2.5 KiB
Python
120 lines
2.5 KiB
Python
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"""
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Precompute coefficients of Temme's asymptotic expansion for gammainc.
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This takes about 8 hours to run on a 2.3 GHz Macbook Pro with 4GB ram.
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Sources:
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[1] NIST, "Digital Library of Mathematical Functions",
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http://dlmf.nist.gov/
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"""
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from __future__ import division, print_function, absolute_import
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import os
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from scipy.special._precompute.utils import lagrange_inversion
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try:
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import mpmath as mp
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except ImportError:
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pass
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def compute_a(n):
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"""a_k from DLMF 5.11.6"""
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a = [mp.sqrt(2)/2]
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for k in range(1, n):
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ak = a[-1]/k
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for j in range(1, len(a)):
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ak -= a[j]*a[-j]/(j + 1)
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ak /= a[0]*(1 + mp.mpf(1)/(k + 1))
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a.append(ak)
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return a
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def compute_g(n):
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"""g_k from DLMF 5.11.3/5.11.5"""
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a = compute_a(2*n)
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g = []
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for k in range(n):
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g.append(mp.sqrt(2)*mp.rf(0.5, k)*a[2*k])
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return g
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def eta(lam):
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"""Function from DLMF 8.12.1 shifted to be centered at 0."""
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if lam > 0:
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return mp.sqrt(2*(lam - mp.log(lam + 1)))
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elif lam < 0:
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return -mp.sqrt(2*(lam - mp.log(lam + 1)))
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else:
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return 0
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def compute_alpha(n):
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"""alpha_n from DLMF 8.12.13"""
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coeffs = mp.taylor(eta, 0, n - 1)
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return lagrange_inversion(coeffs)
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def compute_d(K, N):
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"""d_{k, n} from DLMF 8.12.12"""
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M = N + 2*K
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d0 = [-mp.mpf(1)/3]
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alpha = compute_alpha(M + 2)
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for n in range(1, M):
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d0.append((n + 2)*alpha[n+2])
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d = [d0]
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g = compute_g(K)
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for k in range(1, K):
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dk = []
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for n in range(M - 2*k):
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dk.append((-1)**k*g[k]*d[0][n] + (n + 2)*d[k-1][n+2])
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d.append(dk)
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for k in range(K):
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d[k] = d[k][:N]
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return d
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header = \
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r"""/* This file was automatically generated by _precomp/gammainc.py.
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* Do not edit it manually!
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*/
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#ifndef IGAM_H
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#define IGAM_H
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#define K {}
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#define N {}
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static const double d[K][N] =
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{{"""
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footer = \
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r"""
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#endif
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"""
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def main():
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print(__doc__)
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K = 25
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N = 25
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with mp.workdps(50):
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d = compute_d(K, N)
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fn = os.path.join(os.path.dirname(__file__), '..', 'cephes', 'igam.h')
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with open(fn + '.new', 'w') as f:
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f.write(header.format(K, N))
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for k, row in enumerate(d):
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row = map(lambda x: mp.nstr(x, 17, min_fixed=0, max_fixed=0), row)
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f.write('{')
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f.write(", ".join(row))
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if k < K - 1:
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f.write('},\n')
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else:
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f.write('}};\n')
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f.write(footer)
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os.rename(fn + '.new', fn)
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if __name__ == "__main__":
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main()
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