1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
481
482
483
484
485
486
487
488
489
490
491
492
493
494
495
496
497
498
499
500
501
502
503
504
505
506
507
508
509
510
511
512
513
514
515
516
517
518
519
520
521
522
523
524
525
526
527
528
529
530
531
532
533
534
535
536
537
538
539
540
541
542
543
544
545
546
547
548
549
550
551
552
553
554
555
556
557
558
559
560
561
562
563
564
565
566
567
568
569
570
571
572
573
574
575
576
577
578
579
580
581
582
583
584
585
586
587
588
589
590
591
592
593
594
595
596
597
598
599
600
601
602
603
604
605
606
607
608
609
610
611
612
613
614
615
616
617
618
619
620
621
622
623
624
625
626
627
628
629
630
631
632
633
634
635
636
637
638
639
640
641
642
643
644
645
646
647
648
649
650
651
652
653
654
655
656
657
658
659
660
661
662
663
664
665
666
667
668
669
670
671
672
673
674
675
676
677
678
679
680
681
682
683
684
685
686
687
688
689
690
691
692
693
694
695
696
697
698
699
700
701
702
703
704
705
706
707
708
709
710
711
712
713
714
715
716
717
718
719
720
721
722
723
724
725
726
727
728
729
730
731
732
733
734
735
736
737
738
739
740
741
742
743
744
745
746
747
748
749
750
751
752
753
754
755
756
757
758
759
760
761
762
763
764
765
766
767
768
769
770
771
772
773
774
775
776
777
778
779
780
781
782
783
784
785
786
787
788
789
790
791
792
793
794
795
796
797
798
799
800
801
802
803
804
805
806
807
808
809
810
811
812
813
814
815
816
817
818
819
820
821
822
823
824
825
826
827
828
829
830
831
832
833
834
835
836
837
838
839
840
841
842
843
844
845
846
847
848
849
850
851
852
853
854
855
856
857
858
859
860
861
862
863
864
865
866
867
868
869
870
871
872
873
874
875
876
877
878
879
880
881
882
883
884
885
886
887
888
889
890
891
892
893
894
895
896
897
898
899
900
901
902
903
904
905
906
907
908
909
910
911
912
913
914
915
916
917
918
919
920
921
922
923
924
925
926
927
|
# frozen_string_literal: true
require 'bigdecimal'
#
#--
# Contents:
# sqrt(x, prec)
# cbrt(x, prec)
# hypot(x, y, prec)
# sin (x, prec)
# cos (x, prec)
# tan (x, prec)
# asin(x, prec)
# acos(x, prec)
# atan(x, prec)
# atan2(y, x, prec)
# sinh (x, prec)
# cosh (x, prec)
# tanh (x, prec)
# asinh(x, prec)
# acosh(x, prec)
# atanh(x, prec)
# log2 (x, prec)
# log10(x, prec)
# log1p(x, prec)
# expm1(x, prec)
# erf (x, prec)
# erfc(x, prec)
# gamma(x, prec)
# lgamma(x, prec)
# frexp(x)
# ldexp(x, exponent)
# PI (prec)
# E (prec) == exp(1.0,prec)
#
# where:
# x, y ... BigDecimal number to be computed.
# prec ... Number of digits to be obtained.
#++
#
# Provides mathematical functions.
#
# Example:
#
# require "bigdecimal/math"
#
# include BigMath
#
# a = BigDecimal((PI(49)/2).to_s)
# puts sin(a,100) # => 0.9999999999...9999999986e0
#
module BigMath
module_function
# call-seq:
# sqrt(decimal, numeric) -> BigDecimal
#
# Computes the square root of +decimal+ to the specified number of digits of
# precision, +numeric+.
#
# BigMath.sqrt(BigDecimal('2'), 32).to_s
# #=> "0.14142135623730950488016887242097e1"
#
def sqrt(x, prec)
prec = BigDecimal::Internal.coerce_validate_prec(prec, :sqrt)
x = BigDecimal::Internal.coerce_to_bigdecimal(x, prec, :sqrt)
x.sqrt(prec)
end
# Returns [sign, reduced_x] where reduced_x is in -pi/2..pi/2
# and satisfies sin(x) = sign * sin(reduced_x)
# If add_half_pi is true, adds pi/2 to x before reduction.
# Precision of pi is adjusted to ensure reduced_x has the required precision.
private_class_method def _sin_periodic_reduction(x, prec, add_half_pi: false) # :nodoc:
return [1, x] if -Math::PI/2 <= x && x <= Math::PI/2 && !add_half_pi
mod_prec = prec + BigDecimal::Internal::EXTRA_PREC
pi_extra_prec = [x.exponent, 0].max + BigDecimal::Internal::EXTRA_PREC
while true
pi = PI(mod_prec + pi_extra_prec)
half_pi = pi / 2
div, mod = (add_half_pi ? x + pi : x + half_pi).divmod(pi)
mod -= half_pi
if mod.zero? || mod_prec + mod.exponent <= 0
# mod is too small to estimate required pi precision
mod_prec = mod_prec * 3 / 2 + BigDecimal::Internal::EXTRA_PREC
elsif mod_prec + mod.exponent < prec
# Estimate required precision of pi
mod_prec = prec - mod.exponent + BigDecimal::Internal::EXTRA_PREC
else
return [div % 2 == 0 ? 1 : -1, mod.mult(1, prec)]
end
end
end
private_class_method def _sin_binary_splitting(x, prec) # :nodoc:
return x if x.zero?
x2 = x.mult(x, prec)
# Find k that satisfies x2**k / (2k+1)! < 10**(-prec)
log10 = Math.log(10)
logx = BigDecimal::Internal.float_log(x.abs)
step = (1..).bsearch { |k| Math.lgamma(2 * k + 1)[0] - 2 * k * logx > prec * log10 }
# Construct denominator sequence for binary splitting
# sin(x) = x*(1-x2/(2*3)*(1-x2/(4*5)*(1-x2/(6*7)*(1-x2/(8*9)*(1-...)))))
ds = (1..step).map {|i| -(2 * i) * (2 * i + 1) }
x.mult(1 + BigDecimal::Internal.taylor_sum_binary_splitting(x2, ds, prec), prec)
end
private_class_method def _sin_around_zero(x, prec) # :nodoc:
# Divide x into several parts
# sin(x.xxxxxxxx...) = sin(x.xx + 0.00xx + 0.0000xxxx + ...)
# Calculate sin of each part and restore sin(0.xxxxxxxx...) using addition theorem.
sin = BigDecimal(0)
cos = BigDecimal(1)
n = 2
while x != 0 do
partial_x = x.truncate(n)
x -= partial_x
s = _sin_binary_splitting(partial_x, prec)
c = (1 - s * s).sqrt(prec)
sin, cos = (sin * c).add(cos * s, prec), (cos * c).sub(sin * s, prec)
n *= 2
end
sin.clamp(BigDecimal(-1), BigDecimal(1))
end
# call-seq:
# cbrt(decimal, numeric) -> BigDecimal
#
# Computes the cube root of +decimal+ to the specified number of digits of
# precision, +numeric+.
#
# BigMath.cbrt(BigDecimal('2'), 32).to_s
# #=> "0.12599210498948731647672106072782e1"
#
def cbrt(x, prec)
prec = BigDecimal::Internal.coerce_validate_prec(prec, :cbrt)
x = BigDecimal::Internal.coerce_to_bigdecimal(x, prec, :cbrt)
return BigDecimal::Internal.nan_computation_result if x.nan?
return BigDecimal::Internal.infinity_computation_result * x.infinite? if x.infinite?
return BigDecimal(0) if x.zero?
x = -x if neg = x < 0
ex = x.exponent / 3
x = x._decimal_shift(-3 * ex)
y = BigDecimal(Math.cbrt(x.to_f), 0)
BigDecimal::Internal.newton_loop(prec + BigDecimal::Internal::EXTRA_PREC) do |p|
y = (2 * y + x.div(y, p).div(y, p)).div(3, p)
end
y._decimal_shift(ex).mult(neg ? -1 : 1, prec)
end
# call-seq:
# hypot(x, y, numeric) -> BigDecimal
#
# Returns sqrt(x**2 + y**2) to the specified number of digits of
# precision, +numeric+.
#
# BigMath.hypot(BigDecimal('1'), BigDecimal('2'), 32).to_s
# #=> "0.22360679774997896964091736687313e1"
#
def hypot(x, y, prec)
prec = BigDecimal::Internal.coerce_validate_prec(prec, :hypot)
x = BigDecimal::Internal.coerce_to_bigdecimal(x, prec, :hypot)
y = BigDecimal::Internal.coerce_to_bigdecimal(y, prec, :hypot)
return BigDecimal::Internal.nan_computation_result if x.nan? || y.nan?
return BigDecimal::Internal.infinity_computation_result if x.infinite? || y.infinite?
prec2 = prec + BigDecimal::Internal::EXTRA_PREC
sqrt(x.mult(x, prec2) + y.mult(y, prec2), prec)
end
# call-seq:
# sin(decimal, numeric) -> BigDecimal
#
# Computes the sine of +decimal+ to the specified number of digits of
# precision, +numeric+.
#
# If +decimal+ is Infinity or NaN, returns NaN.
#
# BigMath.sin(BigMath.PI(5)/4, 32).to_s
# #=> "0.70710807985947359435812921837984e0"
#
def sin(x, prec)
prec = BigDecimal::Internal.coerce_validate_prec(prec, :sin)
x = BigDecimal::Internal.coerce_to_bigdecimal(x, prec, :sin)
return BigDecimal::Internal.nan_computation_result if x.infinite? || x.nan?
n = prec + BigDecimal::Internal::EXTRA_PREC
sign, x = _sin_periodic_reduction(x, n)
_sin_around_zero(x, n).mult(sign, prec)
end
# call-seq:
# cos(decimal, numeric) -> BigDecimal
#
# Computes the cosine of +decimal+ to the specified number of digits of
# precision, +numeric+.
#
# If +decimal+ is Infinity or NaN, returns NaN.
#
# BigMath.cos(BigMath.PI(16), 32).to_s
# #=> "-0.99999999999999999999999999999997e0"
#
def cos(x, prec)
prec = BigDecimal::Internal.coerce_validate_prec(prec, :cos)
x = BigDecimal::Internal.coerce_to_bigdecimal(x, prec, :cos)
return BigDecimal::Internal.nan_computation_result if x.infinite? || x.nan?
n = prec + BigDecimal::Internal::EXTRA_PREC
sign, x = _sin_periodic_reduction(x, n, add_half_pi: true)
_sin_around_zero(x, n).mult(sign, prec)
end
# call-seq:
# tan(decimal, numeric) -> BigDecimal
#
# Computes the tangent of +decimal+ to the specified number of digits of
# precision, +numeric+.
#
# If +decimal+ is Infinity or NaN, returns NaN.
#
# BigMath.tan(BigDecimal("0.0"), 4).to_s
# #=> "0.0"
#
# BigMath.tan(BigMath.PI(24) / 4, 32).to_s
# #=> "0.99999999999999999999999830836025e0"
#
def tan(x, prec)
prec = BigDecimal::Internal.coerce_validate_prec(prec, :tan)
prec2 = prec + BigDecimal::Internal::EXTRA_PREC
sin(x, prec2).div(cos(x, prec2), prec)
end
# call-seq:
# asin(decimal, numeric) -> BigDecimal
#
# Computes the arcsine of +decimal+ to the specified number of digits of
# precision, +numeric+.
#
# If +decimal+ is NaN, returns NaN.
#
# BigMath.asin(BigDecimal('0.5'), 32).to_s
# #=> "0.52359877559829887307710723054658e0"
#
def asin(x, prec)
prec = BigDecimal::Internal.coerce_validate_prec(prec, :asin)
x = BigDecimal::Internal.coerce_to_bigdecimal(x, prec, :asin)
raise Math::DomainError, "Out of domain argument for asin" if x < -1 || x > 1
return BigDecimal::Internal.nan_computation_result if x.nan?
prec2 = prec + BigDecimal::Internal::EXTRA_PREC
cos = (1 - x**2).sqrt(prec2)
if cos.zero?
PI(prec2).div(x > 0 ? 2 : -2, prec)
else
atan(x.div(cos, prec2), prec)
end
end
# call-seq:
# acos(decimal, numeric) -> BigDecimal
#
# Computes the arccosine of +decimal+ to the specified number of digits of
# precision, +numeric+.
#
# If +decimal+ is NaN, returns NaN.
#
# BigMath.acos(BigDecimal('0.5'), 32).to_s
# #=> "0.10471975511965977461542144610932e1"
#
def acos(x, prec)
prec = BigDecimal::Internal.coerce_validate_prec(prec, :acos)
x = BigDecimal::Internal.coerce_to_bigdecimal(x, prec, :acos)
raise Math::DomainError, "Out of domain argument for acos" if x < -1 || x > 1
return BigDecimal::Internal.nan_computation_result if x.nan?
prec2 = prec + BigDecimal::Internal::EXTRA_PREC
return (PI(prec2) / 2).sub(asin(x, prec2), prec) if x < 0
return PI(prec2).div(2, prec) if x.zero?
sin = (1 - x**2).sqrt(prec2)
atan(sin.div(x, prec2), prec)
end
# call-seq:
# atan(decimal, numeric) -> BigDecimal
#
# Computes the arctangent of +decimal+ to the specified number of digits of
# precision, +numeric+.
#
# If +decimal+ is NaN, returns NaN.
#
# BigMath.atan(BigDecimal('-1'), 32).to_s
# #=> "-0.78539816339744830961566084581988e0"
#
def atan(x, prec)
prec = BigDecimal::Internal.coerce_validate_prec(prec, :atan)
x = BigDecimal::Internal.coerce_to_bigdecimal(x, prec, :atan)
return BigDecimal::Internal.nan_computation_result if x.nan?
n = prec + BigDecimal::Internal::EXTRA_PREC
return PI(n).div(2 * x.infinite?, prec) if x.infinite?
x = -x if neg = x < 0
x = BigDecimal(1).div(x, n) if inv = x < -1 || x > 1
# Solve tan(y) - x = 0 with Newton's method
# Repeat: y -= (tan(y) - x) * cos(y)**2
y = BigDecimal(Math.atan(x.to_f), 0)
BigDecimal::Internal.newton_loop(n) do |p|
s = sin(y, p)
c = (1 - s * s).sqrt(p)
y = y.sub(c * (s.sub(c * x.mult(1, p), p)), p)
end
y = PI(n) / 2 - y if inv
y.mult(neg ? -1 : 1, prec)
end
# call-seq:
# atan2(decimal, decimal, numeric) -> BigDecimal
#
# Computes the arctangent of y and x to the specified number of digits of
# precision, +numeric+.
#
# BigMath.atan2(BigDecimal('-1'), BigDecimal('1'), 32).to_s
# #=> "-0.78539816339744830961566084581988e0"
#
def atan2(y, x, prec)
prec = BigDecimal::Internal.coerce_validate_prec(prec, :atan2)
x = BigDecimal::Internal.coerce_to_bigdecimal(x, prec, :atan2)
y = BigDecimal::Internal.coerce_to_bigdecimal(y, prec, :atan2)
return BigDecimal::Internal.nan_computation_result if x.nan? || y.nan?
if x.infinite? || y.infinite?
one = BigDecimal(1)
zero = BigDecimal(0)
x = x.infinite? ? (x > 0 ? one : -one) : zero
y = y.infinite? ? (y > 0 ? one : -one) : y.sign * zero
end
return x.sign >= 0 ? BigDecimal(0) : y.sign * PI(prec) if y.zero?
y = -y if neg = y < 0
xlarge = y.abs < x.abs
prec2 = prec + BigDecimal::Internal::EXTRA_PREC
if x > 0
v = xlarge ? atan(y.div(x, prec2), prec) : PI(prec2) / 2 - atan(x.div(y, prec2), prec2)
else
v = xlarge ? PI(prec2) - atan(-y.div(x, prec2), prec2) : PI(prec2) / 2 + atan(x.div(-y, prec2), prec2)
end
v.mult(neg ? -1 : 1, prec)
end
# call-seq:
# sinh(decimal, numeric) -> BigDecimal
#
# Computes the hyperbolic sine of +decimal+ to the specified number of digits of
# precision, +numeric+.
#
# If +decimal+ is NaN, returns NaN.
#
# BigMath.sinh(BigDecimal('1'), 32).to_s
# #=> "0.11752011936438014568823818505956e1"
#
def sinh(x, prec)
prec = BigDecimal::Internal.coerce_validate_prec(prec, :sinh)
x = BigDecimal::Internal.coerce_to_bigdecimal(x, prec, :sinh)
return BigDecimal::Internal.nan_computation_result if x.nan?
return BigDecimal::Internal.infinity_computation_result * x.infinite? if x.infinite?
prec2 = prec + BigDecimal::Internal::EXTRA_PREC
prec2 -= x.exponent if x.exponent < 0
e = exp(x, prec2)
(e - BigDecimal(1).div(e, prec2)).div(2, prec)
end
# call-seq:
# cosh(decimal, numeric) -> BigDecimal
#
# Computes the hyperbolic cosine of +decimal+ to the specified number of digits of
# precision, +numeric+.
#
# If +decimal+ is NaN, returns NaN.
#
# BigMath.cosh(BigDecimal('1'), 32).to_s
# #=> "0.15430806348152437784779056207571e1"
#
def cosh(x, prec)
prec = BigDecimal::Internal.coerce_validate_prec(prec, :cosh)
x = BigDecimal::Internal.coerce_to_bigdecimal(x, prec, :cosh)
return BigDecimal::Internal.nan_computation_result if x.nan?
return BigDecimal::Internal.infinity_computation_result if x.infinite?
prec2 = prec + BigDecimal::Internal::EXTRA_PREC
e = exp(x, prec2)
(e + BigDecimal(1).div(e, prec2)).div(2, prec)
end
# call-seq:
# tanh(decimal, numeric) -> BigDecimal
#
# Computes the hyperbolic tangent of +decimal+ to the specified number of digits of
# precision, +numeric+.
#
# If +decimal+ is NaN, returns NaN.
#
# BigMath.tanh(BigDecimal('1'), 32).to_s
# #=> "0.76159415595576488811945828260479e0"
#
def tanh(x, prec)
prec = BigDecimal::Internal.coerce_validate_prec(prec, :tanh)
x = BigDecimal::Internal.coerce_to_bigdecimal(x, prec, :tanh)
return BigDecimal::Internal.nan_computation_result if x.nan?
return BigDecimal(x.infinite?) if x.infinite?
prec2 = prec + BigDecimal::Internal::EXTRA_PREC + [-x.exponent, 0].max
e = exp(x, prec2)
einv = BigDecimal(1).div(e, prec2)
(e - einv).div(e + einv, prec)
end
# call-seq:
# asinh(decimal, numeric) -> BigDecimal
#
# Computes the inverse hyperbolic sine of +decimal+ to the specified number of digits of
# precision, +numeric+.
#
# If +decimal+ is NaN, returns NaN.
#
# BigMath.asinh(BigDecimal('1'), 32).to_s
# #=> "0.88137358701954302523260932497979e0"
#
def asinh(x, prec)
prec = BigDecimal::Internal.coerce_validate_prec(prec, :asinh)
x = BigDecimal::Internal.coerce_to_bigdecimal(x, prec, :asinh)
return BigDecimal::Internal.nan_computation_result if x.nan?
return BigDecimal::Internal.infinity_computation_result * x.infinite? if x.infinite?
return -asinh(-x, prec) if x < 0
sqrt_prec = prec + [-x.exponent, 0].max + BigDecimal::Internal::EXTRA_PREC
log(x + sqrt(x**2 + 1, sqrt_prec), prec)
end
# call-seq:
# acosh(decimal, numeric) -> BigDecimal
#
# Computes the inverse hyperbolic cosine of +decimal+ to the specified number of digits of
# precision, +numeric+.
#
# If +decimal+ is NaN, returns NaN.
#
# BigMath.acosh(BigDecimal('2'), 32).to_s
# #=> "0.1316957896924816708625046347308e1"
#
def acosh(x, prec)
prec = BigDecimal::Internal.coerce_validate_prec(prec, :acosh)
x = BigDecimal::Internal.coerce_to_bigdecimal(x, prec, :acosh)
raise Math::DomainError, "Out of domain argument for acosh" if x < 1
return BigDecimal::Internal.infinity_computation_result if x.infinite?
return BigDecimal::Internal.nan_computation_result if x.nan?
log(x + sqrt(x**2 - 1, prec + BigDecimal::Internal::EXTRA_PREC), prec)
end
# call-seq:
# atanh(decimal, numeric) -> BigDecimal
#
# Computes the inverse hyperbolic tangent of +decimal+ to the specified number of digits of
# precision, +numeric+.
#
# If +decimal+ is NaN, returns NaN.
#
# BigMath.atanh(BigDecimal('0.5'), 32).to_s
# #=> "0.54930614433405484569762261846126e0"
#
def atanh(x, prec)
prec = BigDecimal::Internal.coerce_validate_prec(prec, :atanh)
x = BigDecimal::Internal.coerce_to_bigdecimal(x, prec, :atanh)
raise Math::DomainError, "Out of domain argument for atanh" if x < -1 || x > 1
return BigDecimal::Internal.nan_computation_result if x.nan?
return BigDecimal::Internal.infinity_computation_result if x == 1
return -BigDecimal::Internal.infinity_computation_result if x == -1
prec2 = prec + BigDecimal::Internal::EXTRA_PREC
(log(x + 1, prec2) - log(1 - x, prec2)).div(2, prec)
end
# call-seq:
# BigMath.log2(decimal, numeric) -> BigDecimal
#
# Computes the base 2 logarithm of +decimal+ to the specified number of
# digits of precision, +numeric+.
#
# If +decimal+ is zero or negative, raises Math::DomainError.
#
# If +decimal+ is positive infinity, returns Infinity.
#
# If +decimal+ is NaN, returns NaN.
#
# BigMath.log2(BigDecimal('3'), 32).to_s
# #=> "0.15849625007211561814537389439478e1"
#
def log2(x, prec)
prec = BigDecimal::Internal.coerce_validate_prec(prec, :log2)
x = BigDecimal::Internal.coerce_to_bigdecimal(x, prec, :log2)
return BigDecimal::Internal.nan_computation_result if x.nan?
return BigDecimal::Internal.infinity_computation_result if x.infinite? == 1
prec2 = prec + BigDecimal::Internal::EXTRA_PREC * 3 / 2
v = log(x, prec2).div(log(BigDecimal(2), prec2), prec2)
# Perform half-up rounding to calculate log2(2**n)==n correctly in every rounding mode
v = v.round(prec + BigDecimal::Internal::EXTRA_PREC - (v.exponent < 0 ? v.exponent : 0), BigDecimal::ROUND_HALF_UP)
v.mult(1, prec)
end
# call-seq:
# BigMath.log10(decimal, numeric) -> BigDecimal
#
# Computes the base 10 logarithm of +decimal+ to the specified number of
# digits of precision, +numeric+.
#
# If +decimal+ is zero or negative, raises Math::DomainError.
#
# If +decimal+ is positive infinity, returns Infinity.
#
# If +decimal+ is NaN, returns NaN.
#
# BigMath.log10(BigDecimal('3'), 32).to_s
# #=> "0.47712125471966243729502790325512e0"
#
def log10(x, prec)
prec = BigDecimal::Internal.coerce_validate_prec(prec, :log10)
x = BigDecimal::Internal.coerce_to_bigdecimal(x, prec, :log10)
return BigDecimal::Internal.nan_computation_result if x.nan?
return BigDecimal::Internal.infinity_computation_result if x.infinite? == 1
prec2 = prec + BigDecimal::Internal::EXTRA_PREC * 3 / 2
v = log(x, prec2).div(log(BigDecimal(10), prec2), prec2)
# Perform half-up rounding to calculate log10(10**n)==n correctly in every rounding mode
v = v.round(prec + BigDecimal::Internal::EXTRA_PREC - (v.exponent < 0 ? v.exponent : 0), BigDecimal::ROUND_HALF_UP)
v.mult(1, prec)
end
# call-seq:
# BigMath.log1p(decimal, numeric) -> BigDecimal
#
# Computes log(1 + decimal) to the specified number of digits of precision, +numeric+.
#
# BigMath.log1p(BigDecimal('0.1'), 32).to_s
# #=> "0.95310179804324860043952123280765e-1"
#
def log1p(x, prec)
prec = BigDecimal::Internal.coerce_validate_prec(prec, :log1p)
x = BigDecimal::Internal.coerce_to_bigdecimal(x, prec, :log1p)
raise Math::DomainError, 'Out of domain argument for log1p' if x < -1
return log(x + 1, prec)
end
# call-seq:
# BigMath.expm1(decimal, numeric) -> BigDecimal
#
# Computes exp(decimal) - 1 to the specified number of digits of precision, +numeric+.
#
# BigMath.expm1(BigDecimal('0.1'), 32).to_s
# #=> "0.10517091807564762481170782649025e0"
#
def expm1(x, prec)
prec = BigDecimal::Internal.coerce_validate_prec(prec, :expm1)
x = BigDecimal::Internal.coerce_to_bigdecimal(x, prec, :expm1)
return BigDecimal(-1) if x.infinite? == -1
exp_prec = prec
if x < -1
# log10(exp(x)) = x * log10(e)
lg_e = 0.4342944819032518
exp_prec = prec + (lg_e * x).ceil + BigDecimal::Internal::EXTRA_PREC
elsif x < 1
exp_prec = prec - x.exponent + BigDecimal::Internal::EXTRA_PREC
else
exp_prec = prec
end
return BigDecimal(-1) if exp_prec <= 0
exp(x, exp_prec).sub(1, prec)
end
# call-seq:
# erf(decimal, numeric) -> BigDecimal
#
# Computes the error function of +decimal+ to the specified number of digits of
# precision, +numeric+.
#
# If +decimal+ is NaN, returns NaN.
#
# BigMath.erf(BigDecimal('1'), 32).to_s
# #=> "0.84270079294971486934122063508261e0"
#
def erf(x, prec)
prec = BigDecimal::Internal.coerce_validate_prec(prec, :erf)
x = BigDecimal::Internal.coerce_to_bigdecimal(x, prec, :erf)
return BigDecimal::Internal.nan_computation_result if x.nan?
return BigDecimal(x.infinite?) if x.infinite?
return BigDecimal(0) if x == 0
return -erf(-x, prec) if x < 0
return BigDecimal(1) if x > 5000000000 # erf(5000000000) > 1 - 1e-10000000000000000000
if x > 8
xf = x.to_f
log10_erfc = -xf ** 2 / Math.log(10) - Math.log10(xf * Math::PI ** 0.5)
erfc_prec = [prec + log10_erfc.ceil, 1].max
erfc = _erfc_asymptotic(x, erfc_prec)
return BigDecimal(1).sub(erfc, prec) if erfc
end
prec2 = prec + BigDecimal::Internal::EXTRA_PREC
x_smallprec = x.mult(1, Integer.sqrt(prec2) / 2)
# Taylor series of x with small precision is fast
erf1 = _erf_taylor(x_smallprec, BigDecimal(0), BigDecimal(0), prec2)
# Taylor series converges quickly for small x
_erf_taylor(x - x_smallprec, x_smallprec, erf1, prec2).mult(1, prec)
end
# call-seq:
# erfc(decimal, numeric) -> BigDecimal
#
# Computes the complementary error function of +decimal+ to the specified number of digits of
# precision, +numeric+.
#
# If +decimal+ is NaN, returns NaN.
#
# BigMath.erfc(BigDecimal('10'), 32).to_s
# #=> "0.20884875837625447570007862949578e-44"
#
def erfc(x, prec)
prec = BigDecimal::Internal.coerce_validate_prec(prec, :erfc)
x = BigDecimal::Internal.coerce_to_bigdecimal(x, prec, :erfc)
return BigDecimal::Internal.nan_computation_result if x.nan?
return BigDecimal(1 - x.infinite?) if x.infinite?
return BigDecimal(1).sub(erf(x, prec + BigDecimal::Internal::EXTRA_PREC), prec) if x < 0.5
return BigDecimal::Internal.underflow_computation_result if x > 5000000000 # erfc(5000000000) < 1e-10000000000000000000 (underflow)
if x >= 8
y = _erfc_asymptotic(x, prec)
return y.mult(1, prec) if y
end
# erfc(x) = 1 - erf(x) < exp(-x**2)/x/sqrt(pi)
# Precision of erf(x) needs about log10(exp(-x**2)/x/sqrt(pi)) extra digits
log10 = 2.302585092994046
xf = x.to_f
high_prec = prec + BigDecimal::Internal::EXTRA_PREC + ((xf**2 + Math.log(xf) + Math.log(Math::PI)/2) / log10).ceil
BigDecimal(1).sub(erf(x, high_prec), prec)
end
# Calculates erf(x + a)
private_class_method def _erf_taylor(x, a, erf_a, prec) # :nodoc:
return erf_a if x.zero?
# Let f(x+a) = erf(x+a)*exp((x+a)**2)*sqrt(pi)/2
# = c0 + c1*x + c2*x**2 + c3*x**3 + c4*x**4 + ...
# f'(x+a) = 1+2*(x+a)*f(x+a)
# f'(x+a) = c1 + 2*c2*x + 3*c3*x**2 + 4*c4*x**3 + 5*c5*x**4 + ...
# = 1+2*(x+a)*(c0 + c1*x + c2*x**2 + c3*x**3 + c4*x**4 + ...)
# therefore,
# c0 = f(a)
# c1 = 2 * a * c0 + 1
# c2 = (2 * c0 + 2 * a * c1) / 2
# c3 = (2 * c1 + 2 * a * c2) / 3
# c4 = (2 * c2 + 2 * a * c3) / 4
#
# All coefficients are positive when a >= 0
scale = BigDecimal(2).div(sqrt(PI(prec), prec), prec)
c_prev = erf_a.div(scale.mult(exp(-a*a, prec), prec), prec)
c_next = (2 * a * c_prev).add(1, prec).mult(x, prec)
sum = c_prev.add(c_next, prec)
2.step do |k|
cn = (c_prev.mult(x, prec) + a * c_next).mult(2, prec).mult(x, prec).div(k, prec)
sum = sum.add(cn, prec)
c_prev, c_next = c_next, cn
break if [c_prev, c_next].all? { |c| c.zero? || (c.exponent < sum.exponent - prec) }
end
value = sum.mult(scale.mult(exp(-(x + a).mult(x + a, prec), prec), prec), prec)
value > 1 ? BigDecimal(1) : value
end
private_class_method def _erfc_asymptotic(x, prec) # :nodoc:
# Let f(x) = erfc(x)*sqrt(pi)*exp(x**2)/2
# f(x) satisfies the following differential equation:
# 2*x*f(x) = f'(x) + 1
# From the above equation, we can derive the following asymptotic expansion:
# f(x) = (0..kmax).sum { (-1)**k * (2*k)! / 4**k / k! / x**(2*k)) } / x
# This asymptotic expansion does not converge.
# But if there is a k that satisfies (2*k)! / 4**k / k! / x**(2*k) < 10**(-prec),
# It is enough to calculate erfc within the given precision.
# Using Stirling's approximation, we can simplify this condition to:
# sqrt(2)/2 + k*log(k) - k - 2*k*log(x) < -prec*log(10)
# and the left side is minimized when k = x**2.
prec += BigDecimal::Internal::EXTRA_PREC
xf = x.to_f
kmax = (1..(xf ** 2).floor).bsearch do |k|
Math.log(2) / 2 + k * Math.log(k) - k - 2 * k * Math.log(xf) < -prec * Math.log(10)
end
return unless kmax
sum = BigDecimal(1)
# To calculate `exp(x2, prec)`, x2 needs extra log10(x**2) digits of precision
x2 = x.mult(x, prec + (2 * Math.log10(xf)).ceil)
d = BigDecimal(1)
(1..kmax).each do |k|
d = d.div(x2, prec).mult(1 - 2 * k, prec).div(2, prec)
sum = sum.add(d, prec)
end
sum.div(exp(x2, prec).mult(PI(prec).sqrt(prec), prec), prec).div(x, prec)
end
# call-seq:
# BigMath.gamma(decimal, numeric) -> BigDecimal
#
# Computes the gamma function of +decimal+ to the specified number of
# digits of precision, +numeric+.
#
# BigMath.gamma(BigDecimal('0.5'), 32).to_s
# #=> "0.17724538509055160272981674833411e1"
#
def gamma(x, prec)
prec = BigDecimal::Internal.coerce_validate_prec(prec, :gamma)
x = BigDecimal::Internal.coerce_to_bigdecimal(x, prec, :gamma)
prec2 = prec + BigDecimal::Internal::EXTRA_PREC
if x < 0.5
raise Math::DomainError, 'Numerical argument is out of domain - gamma' if x.frac.zero?
# Euler's reflection formula: gamma(z) * gamma(1-z) = pi/sin(pi*z)
pi = PI(prec2)
sin = _sinpix(x, pi, prec2)
return pi.div(gamma(1 - x, prec2).mult(sin, prec2), prec)
elsif x.frac.zero? && x < 1000 * prec
return _gamma_positive_integer(x, prec2).mult(1, prec)
end
a, sum = _gamma_spouge_sum_part(x, prec2)
(x + (a - 1)).power(x - 0.5, prec2).mult(BigMath.exp(1 - x, prec2), prec2).mult(sum, prec)
end
# call-seq:
# BigMath.lgamma(decimal, numeric) -> [BigDecimal, Integer]
#
# Computes the natural logarithm of the absolute value of the gamma function
# of +decimal+ to the specified number of digits of precision, +numeric+ and its sign.
#
# BigMath.lgamma(BigDecimal('0.5'), 32)
# #=> [0.57236494292470008707171367567653e0, 1]
#
def lgamma(x, prec)
prec = BigDecimal::Internal.coerce_validate_prec(prec, :lgamma)
x = BigDecimal::Internal.coerce_to_bigdecimal(x, prec, :lgamma)
prec2 = prec + BigDecimal::Internal::EXTRA_PREC
if x < 0.5
return [BigDecimal::INFINITY, 1] if x.frac.zero?
loop do
# Euler's reflection formula: gamma(z) * gamma(1-z) = pi/sin(pi*z)
pi = PI(prec2)
sin = _sinpix(x, pi, prec2)
log_gamma = BigMath.log(pi, prec2).sub(lgamma(1 - x, prec2).first + BigMath.log(sin.abs, prec2), prec)
return [log_gamma, sin > 0 ? 1 : -1] if prec2 + log_gamma.exponent > prec + BigDecimal::Internal::EXTRA_PREC
# Retry with higher precision if loss of significance is too large
prec2 = prec2 * 3 / 2
end
elsif x.frac.zero? && x < 1000 * prec
log_gamma = BigMath.log(_gamma_positive_integer(x, prec2), prec)
[log_gamma, 1]
else
# if x is close to 1 or 2, increase precision to reduce loss of significance
diff1_exponent = (x - 1).exponent
diff2_exponent = (x - 2).exponent
extremely_near_one = diff1_exponent < -prec2
extremely_near_two = diff2_exponent < -prec2
if extremely_near_one || extremely_near_two
# If x is extreamely close to base = 1 or 2, linear interpolation is accurate enough.
# Taylor expansion at x = base is: (x - base) * digamma(base) + (x - base) ** 2 * trigamma(base) / 2 + ...
# And we can ignore (x - base) ** 2 and higher order terms.
base = extremely_near_one ? 1 : 2
d = BigDecimal(1)._decimal_shift(1 - prec2)
log_gamma_d, sign = lgamma(base + d, prec2)
return [log_gamma_d.mult(x - base, prec2).div(d, prec), sign]
end
prec2 += [-diff1_exponent, -diff2_exponent, 0].max
a, sum = _gamma_spouge_sum_part(x, prec2)
log_gamma = BigMath.log(sum, prec2).add((x - 0.5).mult(BigMath.log(x.add(a - 1, prec2), prec2), prec2) + 1 - x, prec)
[log_gamma, 1]
end
end
# Returns sum part: sqrt(2*pi) and c[k]/(x+k) terms of Spouge's approximation
private_class_method def _gamma_spouge_sum_part(x, prec) # :nodoc:
x -= 1
# Spouge's approximation
# x! = (x + a)**(x + 0.5) * exp(-x - a) * (sqrt(2 * pi) + (1..a - 1).sum{|k| c[k] / (x + k) } + epsilon)
# where c[k] = (-1)**k * (a - k)**(k - 0.5) * exp(a - k) / (k - 1)!
# and epsilon is bounded by a**(-0.5) * (2 * pi) ** (-a - 0.5)
# Estimate required a for given precision
a = (prec / Math.log10(2 * Math::PI)).ceil
# Calculate exponent of c[k] in low precision to estimate required precision
low_prec = 16
log10f = Math.log(10)
x_low_prec = x.mult(1, low_prec)
loggamma_k = 0
ck_exponents = (1..a-1).map do |k|
loggamma_k += Math.log10(k - 1) if k > 1
-loggamma_k - k / log10f + (k - 0.5) * Math.log10(a - k) - BigDecimal::Internal.float_log(x_low_prec.add(k, low_prec)) / log10f
end
# Estimate exponent of sum by Stirling's approximation
approx_sum_exponent = x < 1 ? -Math.log10(a) / 2 : Math.log10(2 * Math::PI) / 2 + x_low_prec.add(0.5, low_prec) * Math.log10(x_low_prec / x_low_prec.add(a, low_prec))
# Determine required precision of c[k]
prec2 = [ck_exponents.max.ceil - approx_sum_exponent.floor, 0].max + prec
einv = BigMath.exp(-1, prec2)
sum = (PI(prec) * 2).sqrt(prec).mult(BigMath.exp(-a, prec), prec)
y = BigDecimal(1)
(1..a - 1).each do |k|
# c[k] = (-1)**k * (a - k)**(k - 0.5) * exp(-k) / (k-1)! / (x + k)
y = y.div(1 - k, prec2) if k > 1
y = y.mult(einv, prec2)
z = y.mult(BigDecimal((a - k) ** k), prec2).div(BigDecimal(a - k).sqrt(prec2).mult(x.add(k, prec2), prec2), prec2)
# sum += c[k] / (x + k)
sum = sum.add(z, prec2)
end
[a, sum]
end
private_class_method def _gamma_positive_integer(x, prec) # :nodoc:
return x if x == 1
numbers = (1..x - 1).map {|i| BigDecimal(i) }
while numbers.size > 1
numbers = numbers.each_slice(2).map {|a, b| b ? a.mult(b, prec) : a }
end
numbers.first
end
# Returns sin(pi * x), for gamma reflection formula calculation
private_class_method def _sinpix(x, pi, prec) # :nodoc:
x = x % 2
sign = x > 1 ? -1 : 1
x %= 1
x = 1 - x if x > 0.5 # to avoid sin(pi*x) loss of precision for x close to 1
sign * sin(x.mult(pi, prec), prec)
end
# call-seq:
# frexp(x) -> [BigDecimal, Integer]
#
# Decomposes +x+ into a normalized fraction and an integral power of ten.
#
# BigMath.frexp(BigDecimal(123.456))
# #=> [0.123456e0, 3]
#
def frexp(x)
x = BigDecimal::Internal.coerce_to_bigdecimal(x, 0, :frexp)
return [x, 0] unless x.finite?
exponent = x.exponent
[x._decimal_shift(-exponent), exponent]
end
# call-seq:
# ldexp(fraction, exponent) -> BigDecimal
#
# Inverse of +frexp+.
# Returns the value of fraction * 10**exponent.
#
# BigMath.ldexp(BigDecimal("0.123456e0"), 3)
# #=> 0.123456e3
#
def ldexp(x, exponent)
x = BigDecimal::Internal.coerce_to_bigdecimal(x, 0, :ldexp)
x.finite? ? x._decimal_shift(exponent) : x
end
# call-seq:
# PI(numeric) -> BigDecimal
#
# Computes the value of pi to the specified number of digits of precision,
# +numeric+.
#
# BigMath.PI(32).to_s
# #=> "0.31415926535897932384626433832795e1"
#
def PI(prec)
# Gauss–Legendre algorithm
prec = BigDecimal::Internal.coerce_validate_prec(prec, :PI)
n = prec + BigDecimal::Internal::EXTRA_PREC
a = BigDecimal(1)
b = BigDecimal(0.5, 0).sqrt(n)
s = BigDecimal(0.25, 0)
t = 1
while a != b && (a - b).exponent > 1 - n
c = (a - b).div(2, n)
a, b = (a + b).div(2, n), (a * b).sqrt(n)
s = s.sub(c * c * t, n)
t *= 2
end
(a * b).div(s, prec)
end
# call-seq:
# E(numeric) -> BigDecimal
#
# Computes e (the base of natural logarithms) to the specified number of
# digits of precision, +numeric+.
#
# BigMath.E(32).to_s
# #=> "0.27182818284590452353602874713527e1"
#
def E(prec)
prec = BigDecimal::Internal.coerce_validate_prec(prec, :E)
exp(1, prec)
end
end
|