;;;; This file contains all the irrational functions. (Actually, most ;;;; of the work is done by calling out to C.) ;;;; This software is part of the SBCL system. See the README file for ;;;; more information. ;;;; ;;;; This software is derived from the CMU CL system, which was ;;;; written at Carnegie Mellon University and released into the ;;;; public domain. The software is in the public domain and is ;;;; provided with absolutely no warranty. See the COPYING and CREDITS ;;;; files for more information. (in-package "SB!KERNEL") ;;;; miscellaneous constants, utility functions, and macros (defconstant pi 3.14159265358979323846264338327950288419716939937511L0) ;(defconstant e 2.71828182845904523536028747135266249775724709369996L0) ;;; Make these INLINE, since the call to C is at least as compact as a ;;; Lisp call, and saves number consing to boot. (eval-when (:compile-toplevel :execute) (sb!xc:defmacro def-math-rtn (name num-args) (let ((function (symbolicate "%" (string-upcase name)))) `(progn (proclaim '(inline ,function)) (sb!alien:define-alien-routine (,name ,function) double-float ,@(let ((results nil)) (dotimes (i num-args (nreverse results)) (push (list (intern (format nil "ARG-~D" i)) 'double-float) results))))))) (defun handle-reals (function var) `((((foreach fixnum single-float bignum ratio)) (coerce (,function (coerce ,var 'double-float)) 'single-float)) ((double-float) (,function ,var)))) ) ; EVAL-WHEN ;;;; stubs for the Unix math library ;;;; ;;;; Many of these are unnecessary on the X86 because they're built ;;;; into the FPU. ;;; trigonometric #!-x86 (def-math-rtn "sin" 1) #!-x86 (def-math-rtn "cos" 1) #!-x86 (def-math-rtn "tan" 1) (def-math-rtn "asin" 1) (def-math-rtn "acos" 1) #!-x86 (def-math-rtn "atan" 1) #!-x86 (def-math-rtn "atan2" 2) (def-math-rtn "sinh" 1) (def-math-rtn "cosh" 1) (def-math-rtn "tanh" 1) (def-math-rtn "asinh" 1) (def-math-rtn "acosh" 1) (def-math-rtn "atanh" 1) ;;; exponential and logarithmic #!-x86 (def-math-rtn "exp" 1) #!-x86 (def-math-rtn "log" 1) #!-x86 (def-math-rtn "log10" 1) (def-math-rtn "pow" 2) #!-x86 (def-math-rtn "sqrt" 1) (def-math-rtn "hypot" 2) #!-(or hpux x86) (def-math-rtn "log1p" 1) ;;;; power functions (defun exp (number) #!+sb-doc "Return e raised to the power NUMBER." (number-dispatch ((number number)) (handle-reals %exp number) ((complex) (* (exp (realpart number)) (cis (imagpart number)))))) ;;; INTEXP -- Handle the rational base, integer power case. ;;; FIXME: As long as the system dies on stack overflow or memory ;;; exhaustion, it seems reasonable to have this, but its default ;;; should be NIL, and when it's NIL, anything should be accepted. (defparameter *intexp-maximum-exponent* 10000) ;;; This function precisely calculates base raised to an integral ;;; power. It separates the cases by the sign of power, for efficiency ;;; reasons, as powers can be calculated more efficiently if power is ;;; a positive integer. Values of power are calculated as positive ;;; integers, and inverted if negative. (defun intexp (base power) (when (> (abs power) *intexp-maximum-exponent*) ;; FIXME: should be ordinary error, not CERROR. (Once we set the ;; default for the variable to NIL, the un-continuable error will ;; be less obnoxious.) (cerror "Continue with calculation." "The absolute value of ~S exceeds ~S." power '*intexp-maximum-exponent* base power)) (cond ((minusp power) (/ (intexp base (- power)))) ((eql base 2) (ash 1 power)) (t (do ((nextn (ash power -1) (ash power -1)) (total (if (oddp power) base 1) (if (oddp power) (* base total) total))) ((zerop nextn) total) (setq base (* base base)) (setq power nextn))))) ;;; If an integer power of a rational, use INTEXP above. Otherwise, do ;;; floating point stuff. If both args are real, we try %POW right ;;; off, assuming it will return 0 if the result may be complex. If ;;; so, we call COMPLEX-POW which directly computes the complex ;;; result. We also separate the complex-real and real-complex cases ;;; from the general complex case. (defun expt (base power) #!+sb-doc "Return BASE raised to the POWER." (if (zerop power) (1+ (* base power)) (labels (;; determine if the double float is an integer. ;; 0 - not an integer ;; 1 - an odd int ;; 2 - an even int (isint (ihi lo) (declare (type (unsigned-byte 31) ihi) (type (unsigned-byte 32) lo) (optimize (speed 3) (safety 0))) (let ((isint 0)) (declare (type fixnum isint)) (cond ((>= ihi #x43400000) ; exponent >= 53 (setq isint 2)) ((>= ihi #x3ff00000) (let ((k (- (ash ihi -20) #x3ff))) ; exponent (declare (type (mod 53) k)) (cond ((> k 20) (let* ((shift (- 52 k)) (j (logand (ash lo (- shift)))) (j2 (ash j shift))) (declare (type (mod 32) shift) (type (unsigned-byte 32) j j2)) (when (= j2 lo) (setq isint (- 2 (logand j 1)))))) ((= lo 0) (let* ((shift (- 20 k)) (j (ash ihi (- shift))) (j2 (ash j shift))) (declare (type (mod 32) shift) (type (unsigned-byte 31) j j2)) (when (= j2 ihi) (setq isint (- 2 (logand j 1)))))))))) isint)) (real-expt (x y rtype) (let ((x (coerce x 'double-float)) (y (coerce y 'double-float))) (declare (double-float x y)) (let* ((x-hi (sb!kernel:double-float-high-bits x)) (x-lo (sb!kernel:double-float-low-bits x)) (x-ihi (logand x-hi #x7fffffff)) (y-hi (sb!kernel:double-float-high-bits y)) (y-lo (sb!kernel:double-float-low-bits y)) (y-ihi (logand y-hi #x7fffffff))) (declare (type (signed-byte 32) x-hi y-hi) (type (unsigned-byte 31) x-ihi y-ihi) (type (unsigned-byte 32) x-lo y-lo)) ;; y==zero: x**0 = 1 (when (zerop (logior y-ihi y-lo)) (return-from real-expt (coerce 1d0 rtype))) ;; +-NaN return x+y (when (or (> x-ihi #x7ff00000) (and (= x-ihi #x7ff00000) (/= x-lo 0)) (> y-ihi #x7ff00000) (and (= y-ihi #x7ff00000) (/= y-lo 0))) (return-from real-expt (coerce (+ x y) rtype))) (let ((yisint (if (< x-hi 0) (isint y-ihi y-lo) 0))) (declare (type fixnum yisint)) ;; special value of y (when (and (zerop y-lo) (= y-ihi #x7ff00000)) ;; y is +-inf (return-from real-expt (cond ((and (= x-ihi #x3ff00000) (zerop x-lo)) ;; +-1**inf is NaN (coerce (- y y) rtype)) ((>= x-ihi #x3ff00000) ;; (|x|>1)**+-inf = inf,0 (if (>= y-hi 0) (coerce y rtype) (coerce 0 rtype))) (t ;; (|x|<1)**-,+inf = inf,0 (if (< y-hi 0) (coerce (- y) rtype) (coerce 0 rtype)))))) (let ((abs-x (abs x))) (declare (double-float abs-x)) ;; special value of x (when (and (zerop x-lo) (or (= x-ihi #x7ff00000) (zerop x-ihi) (= x-ihi #x3ff00000))) ;; x is +-0,+-inf,+-1 (let ((z (if (< y-hi 0) (/ 1 abs-x) ; z = (1/|x|) abs-x))) (declare (double-float z)) (when (< x-hi 0) (cond ((and (= x-ihi #x3ff00000) (zerop yisint)) ;; (-1)**non-int (let ((y*pi (* y pi))) (declare (double-float y*pi)) (return-from real-expt (complex (coerce (%cos y*pi) rtype) (coerce (%sin y*pi) rtype))))) ((= yisint 1) ;; (x<0)**odd = -(|x|**odd) (setq z (- z))))) (return-from real-expt (coerce z rtype)))) (if (>= x-hi 0) ;; x>0 (coerce (sb!kernel::%pow x y) rtype) ;; x<0 (let ((pow (sb!kernel::%pow abs-x y))) (declare (double-float pow)) (case yisint (1 ; odd (coerce (* -1d0 pow) rtype)) (2 ; even (coerce pow rtype)) (t ; non-integer (let ((y*pi (* y pi))) (declare (double-float y*pi)) (complex (coerce (* pow (%cos y*pi)) rtype) (coerce (* pow (%sin y*pi)) rtype))))))))))))) (declare (inline real-expt)) (number-dispatch ((base number) (power number)) (((foreach fixnum (or bignum ratio) (complex rational)) integer) (intexp base power)) (((foreach single-float double-float) rational) (real-expt base power '(dispatch-type base))) (((foreach fixnum (or bignum ratio) single-float) (foreach ratio single-float)) (real-expt base power 'single-float)) (((foreach fixnum (or bignum ratio) single-float double-float) double-float) (real-expt base power 'double-float)) ((double-float single-float) (real-expt base power 'double-float)) (((foreach (complex rational) (complex float)) rational) (* (expt (abs base) power) (cis (* power (phase base))))) (((foreach fixnum (or bignum ratio) single-float double-float) complex) (if (and (zerop base) (plusp (realpart power))) (* base power) (exp (* power (log base))))) (((foreach (complex float) (complex rational)) (foreach complex double-float single-float)) (if (and (zerop base) (plusp (realpart power))) (* base power) (exp (* power (log base))))))))) (defun log (number &optional (base nil base-p)) #!+sb-doc "Return the logarithm of NUMBER in the base BASE, which defaults to e." (if base-p (if (zerop base) base ; ANSI spec (/ (log number) (log base))) (number-dispatch ((number number)) (((foreach fixnum bignum ratio)) (if (minusp number) (complex (log (- number)) (coerce pi 'single-float)) (coerce (%log (coerce number 'double-float)) 'single-float))) (((foreach single-float double-float)) ;; Is (log -0) -infinity (libm.a) or -infinity + i*pi (Kahan)? ;; Since this doesn't seem to be an implementation issue ;; I (pw) take the Kahan result. (if (< (float-sign number) (coerce 0 '(dispatch-type number))) (complex (log (- number)) (coerce pi '(dispatch-type number))) (coerce (%log (coerce number 'double-float)) '(dispatch-type number)))) ((complex) (complex-log number))))) (defun sqrt (number) #!+sb-doc "Return the square root of NUMBER." (number-dispatch ((number number)) (((foreach fixnum bignum ratio)) (if (minusp number) (complex-sqrt number) (coerce (%sqrt (coerce number 'double-float)) 'single-float))) (((foreach single-float double-float)) (if (minusp number) (complex-sqrt number) (coerce (%sqrt (coerce number 'double-float)) '(dispatch-type number)))) ((complex) (complex-sqrt number)))) ;;;; trigonometic and related functions (defun abs (number) #!+sb-doc "Return the absolute value of the number." (number-dispatch ((number number)) (((foreach single-float double-float fixnum rational)) (abs number)) ((complex) (let ((rx (realpart number)) (ix (imagpart number))) (etypecase rx (rational (sqrt (+ (* rx rx) (* ix ix)))) (single-float (coerce (%hypot (coerce rx 'double-float) (coerce ix 'double-float)) 'single-float)) (double-float (%hypot rx ix))))))) (defun phase (number) #!+sb-doc "Return the angle part of the polar representation of a complex number. For complex numbers, this is (atan (imagpart number) (realpart number)). For non-complex positive numbers, this is 0. For non-complex negative numbers this is PI." (etypecase number (rational (if (minusp number) (coerce pi 'single-float) 0.0f0)) (single-float (if (minusp (float-sign number)) (coerce pi 'single-float) 0.0f0)) (double-float (if (minusp (float-sign number)) (coerce pi 'double-float) 0.0d0)) (complex (atan (imagpart number) (realpart number))))) (defun sin (number) #!+sb-doc "Return the sine of NUMBER." (number-dispatch ((number number)) (handle-reals %sin number) ((complex) (let ((x (realpart number)) (y (imagpart number))) (complex (* (sin x) (cosh y)) (* (cos x) (sinh y))))))) (defun cos (number) #!+sb-doc "Return the cosine of NUMBER." (number-dispatch ((number number)) (handle-reals %cos number) ((complex) (let ((x (realpart number)) (y (imagpart number))) (complex (* (cos x) (cosh y)) (- (* (sin x) (sinh y)))))))) (defun tan (number) #!+sb-doc "Return the tangent of NUMBER." (number-dispatch ((number number)) (handle-reals %tan number) ((complex) (complex-tan number)))) (defun cis (theta) #!+sb-doc "Return cos(Theta) + i sin(Theta), i.e. exp(i Theta)." (declare (type real theta)) (complex (cos theta) (sin theta))) (defun asin (number) #!+sb-doc "Return the arc sine of NUMBER." (number-dispatch ((number number)) ((rational) (if (or (> number 1) (< number -1)) (complex-asin number) (coerce (%asin (coerce number 'double-float)) 'single-float))) (((foreach single-float double-float)) (if (or (> number (coerce 1 '(dispatch-type number))) (< number (coerce -1 '(dispatch-type number)))) (complex-asin number) (coerce (%asin (coerce number 'double-float)) '(dispatch-type number)))) ((complex) (complex-asin number)))) (defun acos (number) #!+sb-doc "Return the arc cosine of NUMBER." (number-dispatch ((number number)) ((rational) (if (or (> number 1) (< number -1)) (complex-acos number) (coerce (%acos (coerce number 'double-float)) 'single-float))) (((foreach single-float double-float)) (if (or (> number (coerce 1 '(dispatch-type number))) (< number (coerce -1 '(dispatch-type number)))) (complex-acos number) (coerce (%acos (coerce number 'double-float)) '(dispatch-type number)))) ((complex) (complex-acos number)))) (defun atan (y &optional (x nil xp)) #!+sb-doc "Return the arc tangent of Y if X is omitted or Y/X if X is supplied." (if xp (flet ((atan2 (y x) (declare (type double-float y x) (values double-float)) (if (zerop x) (if (zerop y) (if (plusp (float-sign x)) y (float-sign y pi)) (float-sign y (/ pi 2))) (%atan2 y x)))) (number-dispatch ((y real) (x real)) ((double-float (foreach double-float single-float fixnum bignum ratio)) (atan2 y (coerce x 'double-float))) (((foreach single-float fixnum bignum ratio) double-float) (atan2 (coerce y 'double-float) x)) (((foreach single-float fixnum bignum ratio) (foreach single-float fixnum bignum ratio)) (coerce (atan2 (coerce y 'double-float) (coerce x 'double-float)) 'single-float)))) (number-dispatch ((y number)) (handle-reals %atan y) ((complex) (complex-atan y))))) ;;; It seems that every target system has a C version of sinh, cosh, ;;; and tanh. Let's use these for reals because the original ;;; implementations based on the definitions lose big in round-off ;;; error. These bad definitions also mean that sin and cos for ;;; complex numbers can also lose big. (defun sinh (number) #!+sb-doc "Return the hyperbolic sine of NUMBER." (number-dispatch ((number number)) (handle-reals %sinh number) ((complex) (let ((x (realpart number)) (y (imagpart number))) (complex (* (sinh x) (cos y)) (* (cosh x) (sin y))))))) (defun cosh (number) #!+sb-doc "Return the hyperbolic cosine of NUMBER." (number-dispatch ((number number)) (handle-reals %cosh number) ((complex) (let ((x (realpart number)) (y (imagpart number))) (complex (* (cosh x) (cos y)) (* (sinh x) (sin y))))))) (defun tanh (number) #!+sb-doc "Return the hyperbolic tangent of NUMBER." (number-dispatch ((number number)) (handle-reals %tanh number) ((complex) (complex-tanh number)))) (defun asinh (number) #!+sb-doc "Return the hyperbolic arc sine of NUMBER." (number-dispatch ((number number)) (handle-reals %asinh number) ((complex) (complex-asinh number)))) (defun acosh (number) #!+sb-doc "Return the hyperbolic arc cosine of NUMBER." (number-dispatch ((number number)) ((rational) ;; acosh is complex if number < 1 (if (< number 1) (complex-acosh number) (coerce (%acosh (coerce number 'double-float)) 'single-float))) (((foreach single-float double-float)) (if (< number (coerce 1 '(dispatch-type number))) (complex-acosh number) (coerce (%acosh (coerce number 'double-float)) '(dispatch-type number)))) ((complex) (complex-acosh number)))) (defun atanh (number) #!+sb-doc "Return the hyperbolic arc tangent of NUMBER." (number-dispatch ((number number)) ((rational) ;; atanh is complex if |number| > 1 (if (or (> number 1) (< number -1)) (complex-atanh number) (coerce (%atanh (coerce number 'double-float)) 'single-float))) (((foreach single-float double-float)) (if (or (> number (coerce 1 '(dispatch-type number))) (< number (coerce -1 '(dispatch-type number)))) (complex-atanh number) (coerce (%atanh (coerce number 'double-float)) '(dispatch-type number)))) ((complex) (complex-atanh number)))) ;;; HP-UX does not supply a C version of log1p, so use the definition. ;;; ;;; FIXME: This is really not a good definition. As per Raymond Toy ;;; working on CMU CL, "The definition really loses big-time in ;;; roundoff as x gets small." #!+hpux #!-sb-fluid (declaim (inline %log1p)) #!+hpux (defun %log1p (number) (declare (double-float number) (optimize (speed 3) (safety 0))) (the double-float (log (the (double-float 0d0) (+ number 1d0))))) ;;;; not-OLD-SPECFUN stuff ;;;; ;;;; (This was conditional on #-OLD-SPECFUN in the CMU CL sources, ;;;; but OLD-SPECFUN was mentioned nowhere else, so it seems to be ;;;; the standard special function system.) ;;;; ;;;; This is a set of routines that implement many elementary ;;;; transcendental functions as specified by ANSI Common Lisp. The ;;;; implementation is based on Kahan's paper. ;;;; ;;;; I believe I have accurately implemented the routines and are ;;;; correct, but you may want to check for your self. ;;;; ;;;; These functions are written for CMU Lisp and take advantage of ;;;; some of the features available there. It may be possible, ;;;; however, to port this to other Lisps. ;;;; ;;;; Some functions are significantly more accurate than the original ;;;; definitions in CMU Lisp. In fact, some functions in CMU Lisp ;;;; give the wrong answer like (acos #c(-2.0 0.0)), where the true ;;;; answer is pi + i*log(2-sqrt(3)). ;;;; ;;;; All of the implemented functions will take any number for an ;;;; input, but the result will always be a either a complex ;;;; single-float or a complex double-float. ;;;; ;;;; general functions: ;;;; complex-sqrt ;;;; complex-log ;;;; complex-atanh ;;;; complex-tanh ;;;; complex-acos ;;;; complex-acosh ;;;; complex-asin ;;;; complex-asinh ;;;; complex-atan ;;;; complex-tan ;;;; ;;;; utility functions: ;;;; scalb logb ;;;; ;;;; internal functions: ;;;; square coerce-to-complex-type cssqs complex-log-scaled ;;;; ;;;; references: ;;;; Kahan, W. "Branch Cuts for Complex Elementary Functions, or Much ;;;; Ado About Nothing's Sign Bit" in Iserles and Powell (eds.) "The ;;;; State of the Art in Numerical Analysis", pp. 165-211, Clarendon ;;;; Press, 1987 ;;;; ;;;; The original CMU CL code requested: ;;;; Please send any bug reports, comments, or improvements to ;;;; Raymond Toy at . ;;; FIXME: In SBCL, the floating point infinity constants like ;;; SB!EXT:DOUBLE-FLOAT-POSITIVE-INFINITY aren't available as ;;; constants at cross-compile time, because the cross-compilation ;;; host might not have support for floating point infinities. Thus, ;;; they're effectively implemented as special variable references, ;;; and the code below which uses them might be unnecessarily ;;; inefficient. Perhaps some sort of MAKE-LOAD-TIME-VALUE hackery ;;; should be used instead? (declaim (inline square)) (defun square (x) (declare (double-float x)) (* x x)) ;;; original CMU CL comment, apparently re. SCALB and LOGB and ;;; perhaps CSSQS: ;;; If you have these functions in libm, perhaps they should be used ;;; instead of these Lisp versions. These versions are probably good ;;; enough, especially since they are portable. ;;; Compute 2^N * X without computing 2^N first. (Use properties of ;;; the underlying floating-point format.) (declaim (inline scalb)) (defun scalb (x n) (declare (type double-float x) (type double-float-exponent n)) (scale-float x n)) ;;; This is like LOGB, but X is not infinity and non-zero and not a ;;; NaN, so we can always return an integer. (declaim (inline logb-finite)) (defun logb-finite (x) (declare (type double-float x)) (multiple-value-bind (signif exponent sign) (decode-float x) (declare (ignore signif sign)) ;; DECODE-FLOAT is almost right, except that the exponent is off ;; by one. (1- exponent))) ;;; Compute an integer N such that 1 <= |2^N * x| < 2. ;;; For the special cases, the following values are used: ;;; x logb ;;; NaN NaN ;;; +/- infinity +infinity ;;; 0 -infinity (defun logb (x) (declare (type double-float x)) (cond ((float-nan-p x) x) ((float-infinity-p x) sb!ext:double-float-positive-infinity) ((zerop x) ;; The answer is negative infinity, but we are supposed to ;; signal divide-by-zero, so do the actual division (/ -1.0d0 x) ) (t (logb-finite x)))) ;;; This function is used to create a complex number of the ;;; appropriate type: ;;; Create complex number with real part X and imaginary part Y ;;; such that has the same type as Z. If Z has type (complex ;;; rational), the X and Y are coerced to single-float. #!+long-float (eval-when (:compile-toplevel :load-toplevel :execute) (error "needs work for long float support")) (declaim (inline coerce-to-complex-type)) (defun coerce-to-complex-type (x y z) (declare (double-float x y) (number z)) (if (subtypep (type-of (realpart z)) 'double-float) (complex x y) ;; Convert anything that's not a DOUBLE-FLOAT to a SINGLE-FLOAT. (complex (float x 1f0) (float y 1f0)))) ;;; Compute |(x+i*y)/2^k|^2 scaled to avoid over/underflow. The ;;; result is r + i*k, where k is an integer. #!+long-float (eval-when (:compile-toplevel :load-toplevel :execute) (error "needs work for long float support")) (defun cssqs (z) (let ((x (float (realpart z) 1d0)) (y (float (imagpart z) 1d0))) ;; Would this be better handled using an exception handler to ;; catch the overflow or underflow signal? For now, we turn all ;; traps off and look at the accrued exceptions to see if any ;; signal would have been raised. (with-float-traps-masked (:underflow :overflow) (let ((rho (+ (square x) (square y)))) (declare (optimize (speed 3) (space 0))) (cond ((and (or (float-nan-p rho) (float-infinity-p rho)) (or (float-infinity-p (abs x)) (float-infinity-p (abs y)))) (values sb!ext:double-float-positive-infinity 0)) ((let ((threshold #.(/ least-positive-double-float double-float-epsilon)) (traps (ldb sb!vm::float-sticky-bits (sb!vm:floating-point-modes)))) ;; Overflow raised or (underflow raised and rho < ;; lambda/eps) (or (not (zerop (logand sb!vm:float-overflow-trap-bit traps))) (and (not (zerop (logand sb!vm:float-underflow-trap-bit traps))) (< rho threshold)))) ;; If we're here, neither x nor y are infinity and at ;; least one is non-zero.. Thus logb returns a nice ;; integer. (let ((k (- (logb-finite (max (abs x) (abs y)))))) (values (+ (square (scalb x k)) (square (scalb y k))) (- k)))) (t (values rho 0))))))) ;;; principal square root of Z ;;; ;;; Z may be any NUMBER, but the result is always a COMPLEX. (defun complex-sqrt (z) (declare (number z)) (multiple-value-bind (rho k) (cssqs z) (declare (type (or (member 0d0) (double-float 0d0)) rho) (type fixnum k)) (let ((x (float (realpart z) 1.0d0)) (y (float (imagpart z) 1.0d0)) (eta 0d0) (nu 0d0)) (declare (double-float x y eta nu)) (locally ;; space 0 to get maybe-inline functions inlined. (declare (optimize (speed 3) (space 0))) (if (not (float-nan-p x)) (setf rho (+ (scalb (abs x) (- k)) (sqrt rho)))) (cond ((oddp k) (setf k (ash k -1))) (t (setf k (1- (ash k -1))) (setf rho (+ rho rho)))) (setf rho (scalb (sqrt rho) k)) (setf eta rho) (setf nu y) (when (/= rho 0d0) (when (not (float-infinity-p (abs nu))) (setf nu (/ (/ nu rho) 2d0))) (when (< x 0d0) (setf eta (abs nu)) (setf nu (float-sign y rho)))) (coerce-to-complex-type eta nu z))))) ;;; Compute log(2^j*z). ;;; ;;; This is for use with J /= 0 only when |z| is huge. (defun complex-log-scaled (z j) (declare (number z) (fixnum j)) ;; The constants t0, t1, t2 should be evaluated to machine ;; precision. In addition, Kahan says the accuracy of log1p ;; influences the choices of these constants but doesn't say how to ;; choose them. We'll just assume his choices matches our ;; implementation of log1p. (let ((t0 #.(/ 1 (sqrt 2.0d0))) (t1 1.2d0) (t2 3d0) (ln2 #.(log 2d0)) (x (float (realpart z) 1.0d0)) (y (float (imagpart z) 1.0d0))) (multiple-value-bind (rho k) (cssqs z) (declare (optimize (speed 3))) (let ((beta (max (abs x) (abs y))) (theta (min (abs x) (abs y)))) (coerce-to-complex-type (if (and (zerop k) (< t0 beta) (or (<= beta t1) (< rho t2))) (/ (%log1p (+ (* (- beta 1.0d0) (+ beta 1.0d0)) (* theta theta))) 2d0) (+ (/ (log rho) 2d0) (* (+ k j) ln2))) (atan y x) z))))) ;;; log of Z = log |Z| + i * arg Z ;;; ;;; Z may be any number, but the result is always a complex. (defun complex-log (z) (declare (number z)) (complex-log-scaled z 0)) ;;; KLUDGE: Let us note the following "strange" behavior. atanh 1.0d0 ;;; is +infinity, but the following code returns approx 176 + i*pi/4. ;;; The reason for the imaginary part is caused by the fact that arg ;;; i*y is never 0 since we have positive and negative zeroes. -- rtoy ;;; Compute atanh z = (log(1+z) - log(1-z))/2. (defun complex-atanh (z) (declare (number z)) (let* (;; constants (theta (/ (sqrt most-positive-double-float) 4.0d0)) (rho (/ 4.0d0 (sqrt most-positive-double-float))) (half-pi (/ pi 2.0d0)) (rp (float (realpart z) 1.0d0)) (beta (float-sign rp 1.0d0)) (x (* beta rp)) (y (* beta (- (float (imagpart z) 1.0d0)))) (eta 0.0d0) (nu 0.0d0)) ;; Shouldn't need this declare. (declare (double-float x y)) (locally (declare (optimize (speed 3))) (cond ((or (> x theta) (> (abs y) theta)) ;; To avoid overflow... (setf eta (float-sign y half-pi)) ;; nu is real part of 1/(x + iy). This is x/(x^2+y^2), ;; which can cause overflow. Arrange this computation so ;; that it won't overflow. (setf nu (let* ((x-bigger (> x (abs y))) (r (if x-bigger (/ y x) (/ x y))) (d (+ 1.0d0 (* r r)))) (if x-bigger (/ (/ x) d) (/ (/ r y) d))))) ((= x 1.0d0) ;; Should this be changed so that if y is zero, eta is set ;; to +infinity instead of approx 176? In any case ;; tanh(176) is 1.0d0 within working precision. (let ((t1 (+ 4d0 (square y))) (t2 (+ (abs y) rho))) (setf eta (log (/ (sqrt (sqrt t1))) (sqrt t2))) (setf nu (* 0.5d0 (float-sign y (+ half-pi (atan (* 0.5d0 t2)))))))) (t (let ((t1 (+ (abs y) rho))) ;; Normal case using log1p(x) = log(1 + x) (setf eta (* 0.25d0 (%log1p (/ (* 4.0d0 x) (+ (square (- 1.0d0 x)) (square t1)))))) (setf nu (* 0.5d0 (atan (* 2.0d0 y) (- (* (- 1.0d0 x) (+ 1.0d0 x)) (square t1)))))))) (coerce-to-complex-type (* beta eta) (- (* beta nu)) z)))) ;;; Compute tanh z = sinh z / cosh z. (defun complex-tanh (z) (declare (number z)) (let ((x (float (realpart z) 1.0d0)) (y (float (imagpart z) 1.0d0))) (locally ;; space 0 to get maybe-inline functions inlined (declare (optimize (speed 3) (space 0))) (cond ((> (abs x) #-(or linux hpux) #.(/ (asinh most-positive-double-float) 4d0) ;; This is more accurate under linux. #+(or linux hpux) #.(/ (+ (log 2.0d0) (log most-positive-double-float)) 4d0)) (coerce-to-complex-type (float-sign x) (float-sign y) z)) (t (let* ((tv (%tan y)) (beta (+ 1.0d0 (* tv tv))) (s (sinh x)) (rho (sqrt (+ 1.0d0 (* s s))))) (if (float-infinity-p (abs tv)) (coerce-to-complex-type (/ rho s) (/ tv) z) (let ((den (+ 1.0d0 (* beta s s)))) (coerce-to-complex-type (/ (* beta rho s) den) (/ tv den) z))))))))) ;;; Compute acos z = pi/2 - asin z. ;;; ;;; Z may be any NUMBER, but the result is always a COMPLEX. (defun complex-acos (z) ;; Kahan says we should only compute the parts needed. Thus, the ;; REALPART's below should only compute the real part, not the whole ;; complex expression. Doing this can be important because we may get ;; spurious signals that occur in the part that we are not using. ;; ;; However, we take a pragmatic approach and just use the whole ;; expression. ;; ;; NOTE: The formula given by Kahan is somewhat ambiguous in whether ;; it's the conjugate of the square root or the square root of the ;; conjugate. This needs to be checked. ;; ;; I checked. It doesn't matter because (conjugate (sqrt z)) is the ;; same as (sqrt (conjugate z)) for all z. This follows because ;; ;; (conjugate (sqrt z)) = exp(0.5*log |z|)*exp(-0.5*j*arg z). ;; ;; (sqrt (conjugate z)) = exp(0.5*log|z|)*exp(0.5*j*arg conj z) ;; ;; and these two expressions are equal if and only if arg conj z = ;; -arg z, which is clearly true for all z. (declare (number z)) (let ((sqrt-1+z (complex-sqrt (+ 1 z))) (sqrt-1-z (complex-sqrt (- 1 z)))) (with-float-traps-masked (:divide-by-zero) (complex (* 2 (atan (/ (realpart sqrt-1-z) (realpart sqrt-1+z)))) (asinh (imagpart (* (conjugate sqrt-1+z) sqrt-1-z))))))) ;;; Compute acosh z = 2 * log(sqrt((z+1)/2) + sqrt((z-1)/2)) ;;; ;;; Z may be any NUMBER, but the result is always a COMPLEX. (defun complex-acosh (z) (declare (number z)) (let ((sqrt-z-1 (complex-sqrt (- z 1))) (sqrt-z+1 (complex-sqrt (+ z 1)))) (with-float-traps-masked (:divide-by-zero) (complex (asinh (realpart (* (conjugate sqrt-z-1) sqrt-z+1))) (* 2 (atan (/ (imagpart sqrt-z-1) (realpart sqrt-z+1)))))))) ;;; Compute asin z = asinh(i*z)/i. ;;; ;;; Z may be any NUMBER, but the result is always a COMPLEX. (defun complex-asin (z) (declare (number z)) (let ((sqrt-1-z (complex-sqrt (- 1 z))) (sqrt-1+z (complex-sqrt (+ 1 z)))) (with-float-traps-masked (:divide-by-zero) (complex (atan (/ (realpart z) (realpart (* sqrt-1-z sqrt-1+z)))) (asinh (imagpart (* (conjugate sqrt-1-z) sqrt-1+z))))))) ;;; Compute asinh z = log(z + sqrt(1 + z*z)). ;;; ;;; Z may be any number, but the result is always a complex. (defun complex-asinh (z) (declare (number z)) ;; asinh z = -i * asin (i*z) (let* ((iz (complex (- (imagpart z)) (realpart z))) (result (complex-asin iz))) (complex (imagpart result) (- (realpart result))))) ;;; Compute atan z = atanh (i*z) / i. ;;; ;;; Z may be any number, but the result is always a complex. (defun complex-atan (z) (declare (number z)) ;; atan z = -i * atanh (i*z) (let* ((iz (complex (- (imagpart z)) (realpart z))) (result (complex-atanh iz))) (complex (imagpart result) (- (realpart result))))) ;;; Compute tan z = -i * tanh(i * z) ;;; ;;; Z may be any number, but the result is always a complex. (defun complex-tan (z) (declare (number z)) ;; tan z = -i * tanh(i*z) (let* ((iz (complex (- (imagpart z)) (realpart z))) (result (complex-tanh iz))) (complex (imagpart result) (- (realpart result)))))