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| <div class="section"> |
| <div class="titlepage"><div><div><h3 class="title"> |
| <a name="math_toolkit.sf_gamma.polygamma"></a><a class="link" href="polygamma.html" title="Polygamma">Polygamma</a> |
| </h3></div></div></div> |
| <h5> |
| <a name="math_toolkit.sf_gamma.polygamma.h0"></a> |
| <span class="phrase"><a name="math_toolkit.sf_gamma.polygamma.synopsis"></a></span><a class="link" href="polygamma.html#math_toolkit.sf_gamma.polygamma.synopsis">Synopsis</a> |
| </h5> |
| <pre class="programlisting"><span class="preprocessor">#include</span> <span class="special"><</span><span class="identifier">boost</span><span class="special">/</span><span class="identifier">math</span><span class="special">/</span><span class="identifier">special_functions</span><span class="special">/</span><span class="identifier">polygamma</span><span class="special">.</span><span class="identifier">hpp</span><span class="special">></span> |
| </pre> |
| <pre class="programlisting"><span class="keyword">namespace</span> <span class="identifier">boost</span><span class="special">{</span> <span class="keyword">namespace</span> <span class="identifier">math</span><span class="special">{</span> |
| |
| <span class="keyword">template</span> <span class="special"><</span><span class="keyword">class</span> <span class="identifier">T</span><span class="special">></span> |
| <a class="link" href="../result_type.html" title="Calculation of the Type of the Result"><span class="emphasis"><em>calculated-result-type</em></span></a> <span class="identifier">polygamma</span><span class="special">(</span><span class="keyword">int</span> <span class="identifier">n</span><span class="special">,</span> <span class="identifier">T</span> <span class="identifier">z</span><span class="special">);</span> |
| |
| <span class="keyword">template</span> <span class="special"><</span><span class="keyword">class</span> <span class="identifier">T</span><span class="special">,</span> <span class="keyword">class</span> <a class="link" href="../../policy.html" title="Chapter 14. Policies: Controlling Precision, Error Handling etc">Policy</a><span class="special">></span> |
| <a class="link" href="../result_type.html" title="Calculation of the Type of the Result"><span class="emphasis"><em>calculated-result-type</em></span></a> <span class="identifier">polygamma</span><span class="special">(</span><span class="keyword">int</span> <span class="identifier">n</span><span class="special">,</span> <span class="identifier">T</span> <span class="identifier">z</span><span class="special">,</span> <span class="keyword">const</span> <a class="link" href="../../policy.html" title="Chapter 14. Policies: Controlling Precision, Error Handling etc">Policy</a><span class="special">&);</span> |
| |
| <span class="special">}}</span> <span class="comment">// namespaces</span> |
| </pre> |
| <h5> |
| <a name="math_toolkit.sf_gamma.polygamma.h1"></a> |
| <span class="phrase"><a name="math_toolkit.sf_gamma.polygamma.description"></a></span><a class="link" href="polygamma.html#math_toolkit.sf_gamma.polygamma.description">Description</a> |
| </h5> |
| <p> |
| Returns the polygamma function of <span class="emphasis"><em>x</em></span>. Polygamma is defined |
| as the n'th derivative of the digamma function: |
| </p> |
| <p> |
| <span class="inlinemediaobject"><img src="../../../equations/polygamma1.svg"></span> |
| </p> |
| <p> |
| The following graphs illustrate the behaviour of the function for odd and |
| even order: |
| </p> |
| <p> |
| <span class="inlinemediaobject"><img src="../../../graphs/polygamma2.svg" align="middle"></span> |
| <span class="inlinemediaobject"><img src="../../../graphs/polygamma3.svg" align="middle"></span> |
| </p> |
| <p> |
| The final <a class="link" href="../../policy.html" title="Chapter 14. Policies: Controlling Precision, Error Handling etc">Policy</a> argument is optional and can |
| be used to control the behaviour of the function: how it handles errors, |
| what level of precision to use etc. Refer to the <a class="link" href="../../policy.html" title="Chapter 14. Policies: Controlling Precision, Error Handling etc">policy |
| documentation for more details</a>. |
| </p> |
| <p> |
| The return type of this function is computed using the <a class="link" href="../result_type.html" title="Calculation of the Type of the Result"><span class="emphasis"><em>result |
| type calculation rules</em></span></a>: the result is of type <code class="computeroutput"><span class="keyword">double</span></code> when T is an integer type, and type |
| T otherwise. |
| </p> |
| <h5> |
| <a name="math_toolkit.sf_gamma.polygamma.h2"></a> |
| <span class="phrase"><a name="math_toolkit.sf_gamma.polygamma.accuracy"></a></span><a class="link" href="polygamma.html#math_toolkit.sf_gamma.polygamma.accuracy">Accuracy</a> |
| </h5> |
| <p> |
| The following table shows the peak errors (in units of epsilon) found on |
| various platforms with various floating point types. Unless otherwise specified |
| any floating point type that is narrower than the one shown will have <a class="link" href="../relative_error.html#math_toolkit.relative_error.zero_error">effectively zero error</a>. |
| </p> |
| <div class="informaltable"><table class="table"> |
| <colgroup> |
| <col> |
| <col> |
| <col> |
| <col> |
| </colgroup> |
| <thead><tr> |
| <th> |
| <p> |
| Significand Size |
| </p> |
| </th> |
| <th> |
| <p> |
| Platform and Compiler |
| </p> |
| </th> |
| <th> |
| <p> |
| Small-medium positive arguments |
| </p> |
| </th> |
| <th> |
| <p> |
| Small-medium negative x |
| </p> |
| </th> |
| </tr></thead> |
| <tbody> |
| <tr> |
| <td> |
| <p> |
| 53 |
| </p> |
| </td> |
| <td> |
| <p> |
| Win32 Visual C++ 12 |
| </p> |
| </td> |
| <td> |
| <p> |
| Peak=5.0 Mean=1 |
| </p> |
| </td> |
| <td> |
| <p> |
| Peak=1200 Mean=65 |
| </p> |
| </td> |
| </tr> |
| <tr> |
| <td> |
| <p> |
| 64 |
| </p> |
| </td> |
| <td> |
| <p> |
| Win64 Mingw GCC |
| </p> |
| </td> |
| <td> |
| <p> |
| Peak=16 Mean=3 |
| </p> |
| </td> |
| <td> |
| <p> |
| Peak=33 Mean=3 |
| </p> |
| </td> |
| </tr> |
| <tr> |
| <td> |
| <p> |
| 113 |
| </p> |
| </td> |
| <td> |
| <p> |
| Win64 Mingw GCC __float128 |
| </p> |
| </td> |
| <td> |
| <p> |
| Peak=6.5 Mean=1 |
| </p> |
| </td> |
| <td> |
| <p> |
| Peak=30 Mean=4 |
| </p> |
| </td> |
| </tr> |
| </tbody> |
| </table></div> |
| <p> |
| As shown above, error rates are generally very acceptable for moderately |
| sized arguments. Error rates should stay low for exact inputs, however, please |
| note that the function becomes exceptionally sensitive to small changes in |
| input for large n and negative x, indeed for cases where <span class="emphasis"><em>n!</em></span> |
| would overflow, the function changes directly from -∞ to +∞ somewhere between |
| each negative integer - <span class="emphasis"><em>these cases are not handled correctly</em></span>. |
| </p> |
| <p> |
| <span class="bold"><strong>For these reasons results should be treated with extreme |
| caution when <span class="emphasis"><em>n</em></span> is large and x negative</strong></span>. |
| </p> |
| <h5> |
| <a name="math_toolkit.sf_gamma.polygamma.h3"></a> |
| <span class="phrase"><a name="math_toolkit.sf_gamma.polygamma.testing"></a></span><a class="link" href="polygamma.html#math_toolkit.sf_gamma.polygamma.testing">Testing</a> |
| </h5> |
| <p> |
| Testing is against Mathematica generated spot values to 35 digit precision. |
| </p> |
| <h5> |
| <a name="math_toolkit.sf_gamma.polygamma.h4"></a> |
| <span class="phrase"><a name="math_toolkit.sf_gamma.polygamma.implementation"></a></span><a class="link" href="polygamma.html#math_toolkit.sf_gamma.polygamma.implementation">Implementation</a> |
| </h5> |
| <p> |
| For x < 0 the following reflection formula is used: |
| </p> |
| <p> |
| <span class="inlinemediaobject"><img src="../../../equations/polygamma2.svg"></span> |
| </p> |
| <p> |
| The n'th derivative of <span class="emphasis"><em>cot(x)</em></span> is tabulated for small |
| <span class="emphasis"><em>n</em></span>, and for larger n has the general form: |
| </p> |
| <p> |
| <span class="inlinemediaobject"><img src="../../../equations/polygamma3.svg"></span> |
| </p> |
| <p> |
| The coefficients of the cosine terms can be calculated iteratively starting |
| from <span class="emphasis"><em>C<sub>1,0</sub> = -1</em></span> and then using |
| </p> |
| <p> |
| <span class="inlinemediaobject"><img src="../../../equations/polygamma7.svg"></span> |
| </p> |
| <p> |
| to generate coefficients for n+1. |
| </p> |
| <p> |
| Note that every other coefficient is zero, and therefore what we have are |
| even or odd polynomials depending on whether n is even or odd. |
| </p> |
| <p> |
| Once x is positive then we have two methods available to us, for small x |
| we use the series expansion: |
| </p> |
| <p> |
| <span class="inlinemediaobject"><img src="../../../equations/polygamma4.svg"></span> |
| </p> |
| <p> |
| Note that the evaluation of zeta functions at integer values is essentially |
| a table lookup as <a class="link" href="../zetas/zeta.html" title="Riemann Zeta Function">zeta</a> is |
| optimized for those cases. |
| </p> |
| <p> |
| For large x we use the asymptotic expansion: |
| </p> |
| <p> |
| <span class="inlinemediaobject"><img src="../../../equations/polygamma5.svg"></span> |
| </p> |
| <p> |
| For x in-between the two extremes we use the relation: |
| </p> |
| <p> |
| <span class="inlinemediaobject"><img src="../../../equations/polygamma6.svg"></span> |
| </p> |
| <p> |
| to make x large enough for the asymptotic expansion to be used. |
| </p> |
| <p> |
| There are also two special cases: |
| </p> |
| <p> |
| <span class="inlinemediaobject"><img src="../../../equations/polygamma8.svg"></span> |
| </p> |
| <p> |
| <span class="inlinemediaobject"><img src="../../../equations/polygamma9.svg"></span> |
| </p> |
| </div> |
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| <td align="right"><div class="copyright-footer">Copyright © 2006-2010, 2012-2014 Nikhar Agrawal, |
| Anton Bikineev, Paul A. Bristow, Marco Guazzone, Christopher Kormanyos, Hubert |
| Holin, Bruno Lalande, John Maddock, Johan Råde, Gautam Sewani, Benjamin Sobotta, |
| Thijs van den Berg, Daryle Walker and Xiaogang Zhang<p> |
| Distributed under the Boost Software License, Version 1.0. (See accompanying |
| file LICENSE_1_0.txt or copy at <a href="http://www.boost.org/LICENSE_1_0.txt" target="_top">http://www.boost.org/LICENSE_1_0.txt</a>) |
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