//
// Math.NET Numerics, part of the Math.NET Project
// http://mathnet.opensourcedotnet.info
//
// Copyright (c) 2009 Math.NET
//
// Permission is hereby granted, free of charge, to any person
// obtaining a copy of this software and associated documentation
// files (the "Software"), to deal in the Software without
// restriction, including without limitation the rights to use,
// copy, modify, merge, publish, distribute, sublicense, and/or sell
// copies of the Software, and to permit persons to whom the
// Software is furnished to do so, subject to the following
// conditions:
//
// The above copyright notice and this permission notice shall be
// included in all copies or substantial portions of the Software.
//
// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
// OTHER DEALINGS IN THE SOFTWARE.
//
namespace MathNet.Numerics
{
using System;
public partial class SpecialFunctions
{
///
/// Numerically stable exponential minus one, i.e. x -> exp(x)-1
///
/// A number specifying a power.
/// Returns exp(power)-1.
public static double ExponentialMinusOne(double power)
{
double x = Math.Abs(power);
if (x > 0.1)
{
return Math.Exp(power) - 1.0;
}
if (x < Precision.DoubleMachinePrecision)
{
return x;
}
// Series Expansion to x^k / k!
int k = 0;
double term = 1.0;
return Series(
() =>
{
k++;
term *= power;
term /= k;
return term;
}
);
}
///
/// Numerically stable hypotenuse of a right angle triangle, i.e. (a,b) -> sqrt(a^2 + b^2)
///
/// The length of side a of the triangle.
/// The length of side b of the triangle.
/// Returns sqrt(a2 + b2) without underflow/overflow.
public static double Hypotenuse(double a, double b)
{
if (Math.Abs(a) > Math.Abs(b))
{
double r = b / a;
return Math.Abs(a) * Math.Sqrt(1 + (r * r));
}
if (b != 0.0)
{
// NOTE (ruegg): not "!b.AlmostZero()" to avoid convergence issues (e.g. in SVD algorithm)
double r = a / b;
return Math.Abs(b) * Math.Sqrt(1 + (r * r));
}
return 0d;
}
///
/// Numerically stable series summation
///
/// provides the summands sequentially
/// Sum
private static double Series(Func nextSummand)
{
double compensation = 0.0;
double current;
double factor = 1 << 16;
double sum = nextSummand();
do
{
// Kahan Summation
// NOTE (ruegg): do NOT optimize. Now, how to tell that the compiler?
current = nextSummand();
double y = current - compensation;
double t = sum + y;
compensation = t - sum;
compensation -= y;
sum = t;
}
while (Math.Abs(sum) < Math.Abs(factor * current));
return sum;
}
}
}