townforge/math
1
0
Fork 0
Code Issues Pull Requests Releases Wiki Activity
cc
math/doc/html/math_toolkit/sf_gamma/trigamma.html
jzmaddock 72e469da0a Update version number in docs. 
[CI SKIP]
2019-10-31 17:55:35 +00:00

231 lines
13 KiB
HTML
Raw Permalink Blame History

<html>
<head>
<meta http-equiv="Content-Type" content="text/html; charset=US-ASCII">
<title>Trigamma</title>
<link rel="stylesheet" href="../../math.css" type="text/css">
<meta name="generator" content="DocBook XSL Stylesheets V1.79.1">
<link rel="home" href="../../index.html" title="Math Toolkit 2.11.0">
<link rel="up" href="../sf_gamma.html" title="Gamma Functions">
<link rel="prev" href="digamma.html" title="Digamma">
<link rel="next" href="polygamma.html" title="Polygamma">
</head>
<body bgcolor="white" text="black" link="#0000FF" vlink="#840084" alink="#0000FF">
<table cellpadding="2" width="100%"><tr>
<td valign="top"><img alt="Boost C++ Libraries" width="277" height="86" src="../../../../../../boost.png"></td>
<td align="center"><a href="../../../../../../index.html">Home</a></td>
<td align="center"><a href="../../../../../../libs/libraries.htm">Libraries</a></td>
<td align="center"><a href="http://www.boost.org/users/people.html">People</a></td>
<td align="center"><a href="http://www.boost.org/users/faq.html">FAQ</a></td>
<td align="center"><a href="../../../../../../more/index.htm">More</a></td>
</tr></table>
<hr>
<div class="spirit-nav">
<a accesskey="p" href="digamma.html"><img src="../../../../../../doc/src/images/prev.png" alt="Prev"></a><a accesskey="u" href="../sf_gamma.html"><img src="../../../../../../doc/src/images/up.png" alt="Up"></a><a accesskey="h" href="../../index.html"><img src="../../../../../../doc/src/images/home.png" alt="Home"></a><a accesskey="n" href="polygamma.html"><img src="../../../../../../doc/src/images/next.png" alt="Next"></a>
</div>
<div class="section">
<div class="titlepage"><div><div><h3 class="title">
<a name="math_toolkit.sf_gamma.trigamma"></a><a class="link" href="trigamma.html" title="Trigamma">Trigamma</a>
</h3></div></div></div>
<h5>
<a name="math_toolkit.sf_gamma.trigamma.h0"></a>
<span class="phrase"><a name="math_toolkit.sf_gamma.trigamma.synopsis"></a></span><a class="link" href="trigamma.html#math_toolkit.sf_gamma.trigamma.synopsis">Synopsis</a>
</h5>
<pre class="programlisting"><span class="preprocessor">#include</span> <span class="special">&lt;</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">trigamma</span><span class="special">.</span><span class="identifier">hpp</span><span class="special">&gt;</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">&lt;</span><span class="keyword">class</span> <span class="identifier">T</span><span class="special">&gt;</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">trigamma</span><span class="special">(</span><span class="identifier">T</span> <span class="identifier">x</span><span class="special">);</span>
<span class="keyword">template</span> <span class="special">&lt;</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&#160;20.&#160;Policies: Controlling Precision, Error Handling etc">Policy</a><span class="special">&gt;</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">trigamma</span><span class="special">(</span><span class="identifier">T</span> <span class="identifier">x</span><span class="special">,</span> <span class="keyword">const</span> <a class="link" href="../../policy.html" title="Chapter&#160;20.&#160;Policies: Controlling Precision, Error Handling etc">Policy</a><span class="special">&amp;);</span>
<span class="special">}}</span> <span class="comment">// namespaces</span>
</pre>
<h5>
<a name="math_toolkit.sf_gamma.trigamma.h1"></a>
<span class="phrase"><a name="math_toolkit.sf_gamma.trigamma.description"></a></span><a class="link" href="trigamma.html#math_toolkit.sf_gamma.trigamma.description">Description</a>
</h5>
<p>
Returns the trigamma function of <span class="emphasis"><em>x</em></span>. Trigamma is defined
as the derivative of the digamma function:
</p>
<div class="blockquote"><blockquote class="blockquote"><p>
<span class="inlinemediaobject"><img src="../../../equations/trigamma1.svg"></span>
</p></blockquote></div>
<div class="blockquote"><blockquote class="blockquote"><p>
<span class="inlinemediaobject"><img src="../../../graphs/trigamma.svg" align="middle"></span>
</p></blockquote></div>
<p>
The final <a class="link" href="../../policy.html" title="Chapter&#160;20.&#160;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&#160;20.&#160;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.trigamma.h2"></a>
<span class="phrase"><a name="math_toolkit.sf_gamma.trigamma.accuracy"></a></span><a class="link" href="trigamma.html#math_toolkit.sf_gamma.trigamma.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="table">
<a name="math_toolkit.sf_gamma.trigamma.table_trigamma"></a><p class="title"><b>Table&#160;8.5.&#160;Error rates for trigamma</b></p>
<div class="table-contents"><table class="table" summary="Error rates for trigamma">
<colgroup>
<col>
<col>
<col>
<col>
<col>
</colgroup>
<thead><tr>
<th>
</th>
<th>
<p>
GNU C++ version 7.1.0<br> linux<br> double
</p>
</th>
<th>
<p>
GNU C++ version 7.1.0<br> linux<br> long double
</p>
</th>
<th>
<p>
Sun compiler version 0x5150<br> Sun Solaris<br> long double
</p>
</th>
<th>
<p>
Microsoft Visual C++ version 14.1<br> Win32<br> double
</p>
</th>
</tr></thead>
<tbody><tr>
<td>
<p>
Mathematica Data
</p>
</td>
<td>
<p>
<span class="blue">Max = 0.998&#949; (Mean = 0.105&#949;)</span><br> <br>
(<span class="emphasis"><em>GSL 2.1:</em></span> Max = 1.34e+04&#949; (Mean = 1.49e+03&#949;))<br>
(<span class="emphasis"><em>Rmath 3.2.3:</em></span> Max = 1.34e+04&#949; (Mean = 1.51e+03&#949;))
</p>
</td>
<td>
<p>
<span class="blue">Max = 1.28&#949; (Mean = 0.449&#949;)</span>
</p>
</td>
<td>
<p>
<span class="blue">Max = 1.28&#949; (Mean = 0.449&#949;)</span>
</p>
</td>
<td>
<p>
<span class="blue">Max = 1&#949; (Mean = 0.382&#949;)</span>
</p>
</td>
</tr></tbody>
</table></div>
</div>
<br class="table-break"><p>
As shown above, error rates are generally very low for built in types. For
multiprecision types, error rates are typically in the order of a few epsilon.
</p>
<p>
The following error plot are based on an exhaustive search of the functions
domain, MSVC-15.5 at <code class="computeroutput"><span class="keyword">double</span></code>
precision, and GCC-7.1/Ubuntu for <code class="computeroutput"><span class="keyword">long</span>
<span class="keyword">double</span></code> and <code class="computeroutput"><span class="identifier">__float128</span></code>.
</p>
<div class="blockquote"><blockquote class="blockquote"><p>
<span class="inlinemediaobject"><img src="../../../graphs/trigamma__double.svg" align="middle"></span>
</p></blockquote></div>
<div class="blockquote"><blockquote class="blockquote"><p>
<span class="inlinemediaobject"><img src="../../../graphs/trigamma__80_bit_long_double.svg" align="middle"></span>
</p></blockquote></div>
<div class="blockquote"><blockquote class="blockquote"><p>
<span class="inlinemediaobject"><img src="../../../graphs/trigamma____float128.svg" align="middle"></span>
</p></blockquote></div>
<h5>
<a name="math_toolkit.sf_gamma.trigamma.h3"></a>
<span class="phrase"><a name="math_toolkit.sf_gamma.trigamma.testing"></a></span><a class="link" href="trigamma.html#math_toolkit.sf_gamma.trigamma.testing">Testing</a>
</h5>
<p>
Testing is against Mathematica generated spot values to 35 digit precision.
</p>
<h5>
<a name="math_toolkit.sf_gamma.trigamma.h4"></a>
<span class="phrase"><a name="math_toolkit.sf_gamma.trigamma.implementation"></a></span><a class="link" href="trigamma.html#math_toolkit.sf_gamma.trigamma.implementation">Implementation</a>
</h5>
<p>
The arbitrary precision version of this function simply calls <a class="link" href="polygamma.html" title="Polygamma">polygamma</a>.
</p>
<p>
For built in fixed-precision types, negative arguments are first made positive
via:
</p>
<div class="blockquote"><blockquote class="blockquote"><p>
<span class="inlinemediaobject"><img src="../../../equations/trigamma2.svg"></span>
</p></blockquote></div>
<p>
Then arguments in the range [0, 1) are shifted to &gt;= 1 via:
</p>
<div class="blockquote"><blockquote class="blockquote"><p>
<span class="inlinemediaobject"><img src="../../../equations/trigamma3.svg"></span>
</p></blockquote></div>
<p>
Then evaluation is via one of a number of rational approximations, for small
<span class="emphasis"><em>x</em></span> these are of the form:
</p>
<div class="blockquote"><blockquote class="blockquote"><p>
<span class="inlinemediaobject"><img src="../../../equations/trigamma4.svg"></span>
</p></blockquote></div>
<p>
and for large <span class="emphasis"><em>x</em></span> of the form:
</p>
<div class="blockquote"><blockquote class="blockquote"><p>
<span class="inlinemediaobject"><img src="../../../equations/trigamma5.svg"></span>
</p></blockquote></div>
</div>
<table xmlns:rev="http://www.cs.rpi.edu/~gregod/boost/tools/doc/revision" width="100%"><tr>
<td align="left"></td>
<td align="right"><div class="copyright-footer">Copyright &#169; 2006-2019 Nikhar
Agrawal, Anton Bikineev, Paul A. Bristow, Marco Guazzone, Christopher Kormanyos,
Hubert Holin, Bruno Lalande, John Maddock, Jeremy Murphy, Matthew Pulver, Johan
R&#229;de, Gautam Sewani, Benjamin Sobotta, Nicholas Thompson, 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>)
</p>
</div></td>
</tr></table>
<hr>
<div class="spirit-nav">
<a accesskey="p" href="digamma.html"><img src="../../../../../../doc/src/images/prev.png" alt="Prev"></a><a accesskey="u" href="../sf_gamma.html"><img src="../../../../../../doc/src/images/up.png" alt="Up"></a><a accesskey="h" href="../../index.html"><img src="../../../../../../doc/src/images/home.png" alt="Home"></a><a accesskey="n" href="polygamma.html"><img src="../../../../../../doc/src/images/next.png" alt="Next"></a>
</div>
</body>
</html>
Reference in New Issue View Git Blame Copy Permalink