racket/collects/math/private/functions/lambert.rkt
Neil Toronto f2dc2027f6 Initial math library commit. The history for these changes is preserved
in the original GitHub fork:

  https://github.com/ntoronto/racket

Some things about this are known to be broken (most egregious is that the
array tests DO NOT RUN because of a problem in typed/rackunit), about half
has no coverage in the tests, and half has no documentation. Fixes and
docs are coming. This is committed now to allow others to find errors and
inconsistency in the things that appear to be working, and to give the
author a (rather incomplete) sense of closure.
2012-11-16 11:39:51 -07:00

125 lines
4.6 KiB
Racket

#lang typed/racket/base
(require racket/fixnum
"../../flonum.rkt"
"../polynomial/chebyshev.rkt")
(provide fllambert lambert fllambert- lambert-)
(define -lambert-max.0 (- (flexp -1.0)))
(: lambert-upper-appx+ (Flonum -> Flonum))
(define (lambert-upper-appx+ x)
(cond [(x . fl<= . 3.0) (define z (fl+ x 1.04))
(define z^2 (fl* z z))
(fl* (fl* 0.607 (flsqrt x)) (fl- 1.0 (fl/ 1.0 (fl* z^2 z^2))))]
[else (define L1 (fllog x))
(define L2 (fllog L1))
(fl+ (fl+ (fl- L1 L2) (fl/ L2 L1))
(fl/ (fl* L2 (fl+ -2.0 L2))
(fl* (fl* 2.0 L1) L1)))]))
(: lambert-upper-appx- (Float -> Float))
(define (lambert-upper-appx- x)
(fl- (flexpt (fl+ 2.0 (fl/ (fl+ x -lambert-max.0)
(- -lambert-max.0)))
0.4)
1.0))
(: lambert-upper-newton (Float Float -> Float))
(define (lambert-upper-newton x y)
(let loop ([y y] [#{n : Nonnegative-Fixnum} 0])
(cond [(n . fx< . 6)
(define exp-y (flexp y))
(define denom (fl* (fl+ y 1.0) exp-y))
(define new-y (fl/ (fl+ (fl* y denom) (fl- x (fl* y exp-y)))
denom))
(cond [((flabs (fl- new-y y)) . fl<= . (flabs (fl* epsilon.0 new-y))) y]
[else (loop new-y (fx+ n 1))])]
[else y])))
(: fllambert (Flonum -> Flonum))
(define (fllambert x)
(cond [(x . fl> . 0.0)
(cond [(x . fl> . 1e308) (lambert-upper-appx+ x)]
[else (lambert-upper-newton x (lambert-upper-appx+ x))])]
[(x . fl< . 0.0)
(cond [(x . fl> . -lambert-max.0) (lambert-upper-newton x (lambert-upper-appx- x))]
[(x . fl< . -lambert-max.0) +nan.0]
[else -1.0])]
[else x]))
;; ===================================================================================================
(: lambert-lower-appx (Float -> Float))
(define (lambert-lower-appx x)
(cond [(x . fl> . -0.3678793)
(define L1 (fllog (- x)))
(define L2 (fllog (- L1)))
(fl+ (fl+ (- L1 L2) (/ L2 L1))
(fl/ (fl* L2 (fl+ -2.0 L2))
(fl* (fl* 2.0 L1) L1)))]
[(x . fl> . -0.3678794)
((inline-chebyshev-flpoly-fun
-0.3678794 -0.367879
(-2.002168474311089
-0.0005183728424209184
6.618450077030176e-05
-1.718303045243156e-05
5.513014540399948e-06
-1.7451631748784575e-06))
x)]
[else
((inline-chebyshev-flpoly-fun
-0.36787944 -0.3678794
(-2.000625593512204
-0.0001831934682653043
2.9969169663135453e-05
-1.002911105281908e-05
4.0654407009362474e-06
-1.5323076251738676e-06))
x)]))
(: lambert-lower-newton (Float Float -> Float))
(define (lambert-lower-newton x y)
(let loop ([dy 0.0] [y y] [#{n : Nonnegative-Fixnum} 0])
(cond [(n . fx< . 13)
(define exp-y (flexp y))
(define denom (- (flexp (fl+ (fllog (flabs (fl+ y 1.0))) y))))
(define new-dy (fl/ (fl+ (fl- x denom) exp-y) denom))
(define new-y (fl+ y new-dy))
(cond [((flabs (fl- new-y y)) . fl<= . (flabs (fl* epsilon.0 new-y))) y]
[(and (n . fx> . 3) (not (fl= (flsgn new-dy) (flsgn dy))))
;; If we detect oscillation, the true value is between new-y and y
(fl* 0.5 (fl+ new-y y))]
[else
(loop new-dy new-y (fx+ n 1))])]
[else y])))
(: fllambert- (Float -> Float))
(define (fllambert- x)
(cond [(x . fl<= . -lambert-max.0) (if (fl= x -lambert-max.0) -1.0 +nan.0)]
[(x . fl>= . 0.0) (if (fl= x 0.0) -inf.0 +nan.0)]
[else (lambert-lower-newton x (lambert-lower-appx x))]))
;; ===================================================================================================
(: lambert (case-> (Zero -> Zero)
(Flonum -> Flonum)
(Real -> (U Zero Flonum))))
(define (lambert x)
(cond [(flonum? x) (fllambert x)]
[(single-flonum? x) (fllambert (fl x))]
[(zero? x) x]
[(x . < . -lambert-max.0)
(raise-argument-error 'lambert "Real >= (- (exp -1))" x)]
[else (fllambert (fl x))]))
(: lambert- (Real -> Flonum))
(define (lambert- x)
(cond [(flonum? x) (fllambert- x)]
[(single-flonum? x) (fllambert- (fl x))]
[(or (x . < . -lambert-max.0) (x . >= . 0))
(raise-argument-error 'lambert- "Negative-Real >= (- (exp -1))" x)]
[else (fllambert- (fl x))]))