arb/acb/agm1.c
2020-03-13 13:32:20 +01:00

643 lines
14 KiB
C

/*
Copyright (C) 2014 Fredrik Johansson
This file is part of Arb.
Arb is free software: you can redistribute it and/or modify it under
the terms of the GNU Lesser General Public License (LGPL) as published
by the Free Software Foundation; either version 2.1 of the License, or
(at your option) any later version. See <http://www.gnu.org/licenses/>.
*/
#include "acb.h"
#include "acb_poly.h"
void mag_agm(mag_t res, const mag_t x, const mag_t y);
/* Checks that |arg(z)| <= 3 pi / 4 */
static int
acb_check_arg(const acb_t z)
{
mag_t re, im;
int res;
if (!arb_contains_negative(acb_realref(z)))
return 1;
mag_init(re);
mag_init(im);
arb_get_mag(re, acb_realref(z));
arb_get_mag_lower(im, acb_imagref(z));
res = mag_cmp(re, im) < 0;
mag_clear(re);
mag_clear(im);
return res;
}
static void
sqrtmul(acb_t c, const acb_t a, const acb_t b, slong prec)
{
if (arb_is_positive(acb_realref(a)) &&
arb_is_positive(acb_realref(b)))
{
acb_mul(c, a, b, prec);
acb_sqrt(c, c, prec);
}
else if (arb_is_nonnegative(acb_imagref(a)) &&
arb_is_nonnegative(acb_imagref(b)))
{
acb_mul(c, a, b, prec);
acb_neg(c, c);
acb_sqrt(c, c, prec);
acb_mul_onei(c, c);
}
else if (arb_is_nonpositive(acb_imagref(a)) &&
arb_is_nonpositive(acb_imagref(b)))
{
acb_mul(c, a, b, prec);
acb_neg(c, c);
acb_sqrt(c, c, prec);
acb_mul_onei(c, c);
acb_neg(c, c);
}
else
{
acb_t d;
acb_init(d);
acb_sqrt(c, a, prec);
acb_sqrt(d, b, prec);
acb_mul(c, c, d, prec);
acb_clear(d);
}
}
static void
acb_agm_close_taylor(acb_t res, acb_t z, acb_t z2,
const acb_t aplusb, const acb_t aminusb,
const mag_t err, slong prec)
{
acb_div(z, aminusb, aplusb, prec);
acb_sqr(z, z, prec);
acb_sqr(z2, z, prec);
acb_mul_si(res, z2, -469, prec);
acb_addmul_si(res, z, -704, prec);
acb_mul(res, res, z2, prec);
acb_addmul_si(res, z2, -1280, prec);
acb_mul_2exp_si(z, z, 12);
acb_sub(res, res, z, prec);
acb_add_ui(res, res, 16384, prec);
acb_mul_2exp_si(res, res, -15);
acb_add_error_mag(res, err);
acb_mul(res, res, aplusb, prec);
}
static void
acb_agm1_around_zero(acb_t res, const acb_t z, slong prec)
{
mag_t a, b;
mag_init(a);
mag_init(b);
mag_one(a);
acb_get_mag(b, z);
mag_agm(a, a, b);
acb_zero(res);
acb_add_error_mag(res, a);
mag_clear(a);
mag_clear(b);
}
void
acb_agm1_basecase(acb_t res, const acb_t z, slong prec)
{
acb_t a, b, t, u;
mag_t err, err2;
int isreal;
isreal = acb_is_real(z) && arb_is_nonnegative(acb_realref(z));
if (isreal)
{
acb_init(a);
acb_one(a);
arb_agm(acb_realref(res), acb_realref(a), acb_realref(z), prec);
arb_zero(acb_imagref(res));
acb_clear(a);
return;
}
if (acb_is_zero(z))
{
acb_zero(res);
return;
}
if (acb_is_one(z))
{
acb_one(res);
return;
}
if (!acb_check_arg(z))
{
acb_agm1_around_zero(res, z, prec);
return;
}
acb_init(a);
acb_init(b);
acb_init(t);
acb_init(u);
mag_init(err);
mag_init(err2);
acb_one(a);
acb_set_round(b, z, prec);
while (1)
{
acb_sub(u, a, b, prec);
if (acb_contains_zero(u))
{
/* Dupont's thesis, p. 87: |M(z) - a_n| <= |a_n - b_n| */
acb_set(res, a);
acb_get_mag(err, u);
acb_add_error_mag(res, err);
break;
}
acb_add(t, a, b, prec);
acb_get_mag(err, u);
acb_get_mag_lower(err2, t);
mag_div(err, err, err2);
mag_geom_series(err, err, 10);
mag_mul_2exp_si(err, err, -6);
if (mag_cmp_2exp_si(err, -prec) < 0)
{
acb_agm_close_taylor(res, a, b, t, u, err, prec);
break;
}
acb_mul_2exp_si(t, t, -1);
sqrtmul(u, a, b, prec);
acb_swap(t, a);
acb_swap(u, b);
}
acb_clear(a);
acb_clear(b);
acb_clear(t);
acb_clear(u);
mag_clear(err);
mag_clear(err2);
}
/*
Computes (M(z), M'(z)) using a finite difference.
Assumes z exact, |arg(z)| <= 3 pi / 4.
*/
void
acb_agm1_deriv_diff(acb_t Mz, acb_t Mzp, const acb_t z, slong prec)
{
mag_t err, t, C;
fmpz_t rexp, hexp;
acb_t u, v;
slong wp, qexp;
int isreal;
if (!acb_is_exact(z) || !acb_is_finite(z) ||
acb_is_zero(z) || !acb_check_arg(z))
{
acb_indeterminate(Mz);
acb_indeterminate(Mzp);
return;
}
isreal = acb_is_real(z) && arb_is_nonnegative(acb_realref(z));
/*
|M^(k)(z) / k!| <= C * D^k where
C = max(1, |z| + r),
D = 1/r,
and 0 < r < |z|
M(z+h) - M(z-h)
|--------------- - M'(z)| <= D^3 h^2 / (1 - D h)
2h
M(z+h) + M(z-h)
|--------------- - M(z)| <= D^2 h^2 / (1 - D h)
2
h D < 1.
*/
fmpz_init(hexp);
fmpz_init(rexp);
mag_init(err);
mag_init(t);
mag_init(C);
acb_init(u);
acb_init(v);
/* choose r = 2^rexp such that r < |z| */
acb_get_mag_lower(t, z);
fmpz_sub_ui(rexp, MAG_EXPREF(t), 2);
/* Choose h = r/q = 2^hexp = 2^(rexp-qexp)
with qexp = floor(prec/2) + 5
D = 1/r = 2^-rexp
f(z) error <= C D^2 h^2 / (1-Dh)
f'(z) error <= C D^3 h^2 / (1-Dh)
1/(1-Dh) < 2, hence:
f(z) error < 2 C D^2 h^2 = C 2^(1-2*qexp)
f'(z) error < 2 C D^3 h^2 = C 2^(1-rexp-2*qexp)
*/
/* C = max(1, |z| + r) */
acb_get_mag(C, z);
mag_one(t);
mag_mul_2exp_fmpz(t, t, rexp);
mag_add(C, C, t);
mag_one(t);
mag_max(C, C, t);
qexp = prec / 2 + 5;
/*
if (fmpz_sgn(rexp) < 0)
qexp += fmpz_bits(rexp);
*/
/* compute h = 2^hexp */
fmpz_sub_ui(hexp, rexp, qexp);
/* compute finite differences */
wp = prec + qexp + 5;
acb_one(u);
acb_mul_2exp_fmpz(u, u, hexp);
acb_add(u, z, u, wp);
acb_agm1_basecase(u, u, wp);
acb_one(v);
acb_mul_2exp_fmpz(v, v, hexp);
acb_sub(v, z, v, wp);
acb_agm1_basecase(v, v, wp);
acb_add(Mz, u, v, prec);
acb_sub(Mzp, u, v, prec);
acb_mul_2exp_si(Mz, Mz, -1);
acb_mul_2exp_si(Mzp, Mzp, -1);
fmpz_neg(hexp, hexp);
acb_mul_2exp_fmpz(Mzp, Mzp, hexp);
/* add error */
mag_mul_2exp_si(err, C, 1 - 2 * qexp);
if (isreal)
arb_add_error_mag(acb_realref(Mz), err);
else
acb_add_error_mag(Mz, err);
fmpz_neg(rexp, rexp);
mag_mul_2exp_fmpz(err, err, rexp);
if (isreal)
arb_add_error_mag(acb_realref(Mzp), err);
else
acb_add_error_mag(Mzp, err);
fmpz_clear(hexp);
fmpz_clear(rexp);
mag_clear(err);
mag_clear(t);
mag_clear(C);
acb_clear(u);
acb_clear(v);
}
/*
For input z + eps
First derivative bound: max(1, |z|+|eps|+r) / r
Second derivative bound: 2 max(1, |z|+|eps|+r) / r^2
This is assuming that the circle at z with radius |eps| + r
does not cross the negative half axis, which we check.
*/
void
acb_agm1_deriv_right(acb_t Mz, acb_t Mzp, const acb_t z, slong prec)
{
if (acb_is_exact(z))
{
acb_agm1_deriv_diff(Mz, Mzp, z, prec);
}
else
{
if (!acb_is_finite(z) || !acb_check_arg(z))
{
acb_indeterminate(Mz);
acb_indeterminate(Mzp);
}
else
{
acb_t t;
mag_t r, eps, err, one;
int isreal;
acb_init(t);
mag_init(r);
mag_init(err);
mag_init(one);
mag_init(eps);
isreal = acb_is_real(z) && arb_is_nonnegative(acb_realref(z));
mag_hypot(eps, arb_radref(acb_realref(z)), arb_radref(acb_imagref(z)));
/* choose r avoiding overlap with negative half axis */
if (arf_sgn(arb_midref(acb_realref(z))) < 0)
arb_get_mag_lower(r, acb_imagref(z));
else
acb_get_mag_lower(r, z);
mag_mul_2exp_si(r, r, -1);
if (mag_is_zero(r))
{
acb_indeterminate(Mz);
acb_indeterminate(Mzp);
}
else
{
acb_set(t, z);
mag_zero(arb_radref(acb_realref(t)));
mag_zero(arb_radref(acb_imagref(t)));
acb_get_mag(err, z);
mag_add(err, err, r);
mag_add(err, err, eps);
mag_one(one);
mag_max(err, err, one);
mag_mul(err, err, eps);
acb_agm1_deriv_diff(Mz, Mzp, t, prec);
mag_div(err, err, r);
if (isreal)
arb_add_error_mag(acb_realref(Mz), err);
else
acb_add_error_mag(Mz, err);
mag_div(err, err, r);
mag_mul_2exp_si(err, err, 1);
if (isreal)
arb_add_error_mag(acb_realref(Mzp), err);
else
acb_add_error_mag(Mzp, err);
}
acb_clear(t);
mag_clear(r);
mag_clear(err);
mag_clear(one);
mag_clear(eps);
}
}
}
void
acb_agm1(acb_t res, const acb_t z, slong prec)
{
if (acb_is_zero(z))
{
acb_zero(res);
}
else if (!acb_is_finite(z))
{
acb_indeterminate(res);
}
else if (acb_contains_zero(z))
{
acb_agm1_around_zero(res, z, prec);
}
else if (arf_sgn(arb_midref(acb_realref(z))) >= 0)
{
acb_agm1_basecase(res, z, prec);
}
else if (acb_equal_si(z, -1))
{
acb_zero(res);
}
else
{
/* use M(1,z) = M((z+1)/2, sqrt(z))
= (z+1)/2 * M(1, 2 sqrt(z) / (z+1))
= sqrt(z) * M(1, (z+1) / (2 sqrt(z)) */
acb_t t;
acb_init(t);
acb_add_ui(t, z, 1, prec);
acb_mul_2exp_si(t, t, -1);
if (acb_contains_zero(t))
{
mag_t ra, rb;
mag_init(ra);
mag_init(rb);
acb_get_mag(ra, t);
acb_get_mag(rb, z);
mag_sqrt(rb, rb);
mag_agm(ra, ra, rb);
acb_zero(res);
acb_add_error_mag(res, ra);
mag_clear(ra);
mag_clear(rb);
}
else if (acb_rel_accuracy_bits(t) > acb_rel_accuracy_bits(z))
{
acb_sqrt(res, z, prec);
acb_div(res, res, t, prec);
acb_agm1_basecase(res, res, prec);
acb_mul(res, res, t, prec);
}
else
{
acb_sqrt(res, z, prec);
acb_div(t, t, res, prec);
acb_agm1_basecase(t, t, prec);
acb_mul(res, res, t, prec);
}
acb_clear(t);
}
}
void
acb_agm1_deriv(acb_t Mz, acb_t Mzp, const acb_t z, slong prec)
{
/*
u = 2 sqrt(z) / (1+z)
Mz = (1+z) M(u) / 2
Mzp = [M(u) - (z-1) M'(u) / ((1+z) sqrt(z))] / 2
*/
if (arf_sgn(arb_midref(acb_realref(z))) >= 0)
{
if (acb_is_one(z))
{
acb_one(Mz);
acb_mul_2exp_si(Mzp, Mz, -1);
}
else
acb_agm1_deriv_right(Mz, Mzp, z, prec);
}
else
{
acb_t t, u, zp1, zm1;
acb_init(t);
acb_init(u);
acb_init(zp1);
acb_init(zm1);
acb_sqrt(t, z, prec);
acb_add_ui(zp1, z, 1, prec);
acb_sub_ui(zm1, z, 1, prec);
acb_div(u, t, zp1, prec);
acb_mul_2exp_si(u, u, 1);
acb_agm1_deriv_right(Mz, Mzp, u, prec);
acb_mul(Mzp, Mzp, zm1, prec);
acb_mul(t, t, zp1, prec);
acb_div(Mzp, Mzp, t, prec);
acb_sub(Mzp, Mz, Mzp, prec);
acb_mul_2exp_si(Mzp, Mzp, -1);
acb_mul(Mz, Mz, zp1, prec);
acb_mul_2exp_si(Mz, Mz, -1);
acb_clear(t);
acb_clear(u);
acb_clear(zp1);
acb_clear(zm1);
}
}
void
acb_agm1_cpx(acb_ptr m, const acb_t z, slong len, slong prec)
{
if (len < 1)
return;
if (len == 1)
{
acb_agm1(m, z, prec);
return;
}
if (len == 2)
{
acb_agm1_deriv(m, m + 1, z, prec);
return;
}
if (len >= 3)
{
acb_t t, u, v;
acb_ptr w;
slong k, n;
acb_init(t);
acb_init(u);
acb_init(v);
w = _acb_vec_init(len);
acb_agm1_deriv(w, w + 1, z, prec);
/* invert series */
acb_inv(w, w, prec);
acb_mul(t, w, w, prec);
acb_mul(w + 1, w + 1, t, prec);
acb_neg(w + 1, w + 1);
if (acb_is_one(z))
{
for (k = 2; k < len; k++)
{
n = k - 2;
acb_mul_ui(w + k, w + n + 0, (n+1)*(n+1), prec);
acb_addmul_ui(w + k, w + n + 1, 7+3*n*(3+n), prec);
acb_div_ui(w + k, w + k, 2*(n+2)*(n+2), prec);
acb_neg(w + k, w + k);
}
}
else
{
/* t = 3z^2 - 1 */
/* u = -1 / (z^3 - z) */
acb_mul(t, z, z, prec);
acb_mul(u, t, z, prec);
acb_mul_ui(t, t, 3, prec);
acb_sub_ui(t, t, 1, prec);
acb_sub(u, u, z, prec);
acb_inv(u, u, prec);
acb_neg(u, u);
/* use differential equation for second derivative */
acb_mul(w + 2, z, w + 0, prec);
acb_addmul(w + 2, t, w + 1, prec);
acb_mul(w + 2, w + 2, u, prec);
acb_mul_2exp_si(w + 2, w + 2, -1);
/* recurrence */
for (k = 3; k < len; k++)
{
n = k - 3;
acb_mul_ui(w + k, w + n + 0, (n+1)*(n+1), prec);
acb_mul(v, w + n + 1, z, prec);
acb_addmul_ui(w + k, v, 7+3*n*(3+n), prec);
acb_mul(v, w + n + 2, t, prec);
acb_addmul_ui(w + k, v, (n+2)*(n+2), prec);
acb_mul(w + k, w + k, u, prec);
acb_div_ui(w + k, w + k, (n+2)*(n+3), prec);
}
}
/* invert series */
_acb_poly_inv_series(m, w, len, len, prec);
acb_clear(t);
acb_clear(u);
acb_clear(v);
_acb_vec_clear(w, len);
}
}