// // 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; } } }