public static double Cos(long z0, double z1)
{
switch (MoreMath.Mod(z0, 4L))
{
case 0L:
return(Math.Cos(Math.PI / 2.0 * z1));
case 1L:
return(-Math.Sin(Math.PI / 2.0 * z1));
case 2L:
return(-Math.Cos(Math.PI / 2.0 * z1));
case 3L:
return(Math.Sin(Math.PI / 2.0 * z1));
default:
throw new InvalidOperationException();
}
}
/// <summary>
/// Computes the tangent of a complex number.
/// </summary>
/// <param name="z">The argument.</param>
/// <returns>The value of tan(z).</returns>
public static Complex Tan(Complex z)
{
// tan z = [sin(2x) + I sinh(2y)]/[cos(2x) + I cosh(2y)]
double x2 = 2.0 * z.Re;
double y2 = 2.0 * z.Im;
double p = Math.Exp(y2);
double q = 1 / p;
double cosh = (p + q) / 2.0;
if (Math.Abs(z.Im) < 4.0)
{
double sinh = (p - q) / 2.0;
double D = MoreMath.Cos(x2) + cosh;
return(new Complex(MoreMath.Sin(x2) / D, sinh / D));
}
else
{
// when Im(z) gets too large, sinh and cosh individually blow up
// but ratio is still ~1, so rearrage to use tanh instead
double F = (1.0 + Math.Cos(x2) / cosh);
return(new Complex(MoreMath.Sin(x2) / cosh / F, Math.Tanh(y2) / F));
}
}
/// <summary>
/// Computes e raised to the power of a complex number.
/// </summary>
/// <param name="z">The argument.</param>
/// <returns>The value of e<sup>z</sup>.</returns>
public static Complex Exp(Complex z)
{
double m = Math.Exp(z.Re);
return(new Complex(m * MoreMath.Cos(z.Im), m * MoreMath.Sin(z.Im)));
}
private static void Asin_Internal(double x, double y, out double b, out double bPrime, out double v)
{
// This method for the inverse complex sine (and cosine) is described in
// Hull and Tang, "Implementing the Complex Arcsine and Arccosine Functions Using Exception Handling",
// ACM Transactions on Mathematical Software (1997)
// (https://www.researchgate.net/profile/Ping_Tang3/publication/220493330_Implementing_the_Complex_Arcsine_and_Arccosine_Functions_Using_Exception_Handling/links/55b244b208ae9289a085245d.pdf)
// First, the basics: start with sin(w) = \frac{e^{iw} - e^{-iw}}{2i} = z. Here z is the input
// and w is the output. To solve for w, define t = e^{i w} and multiply through by t to
// get the quadratic equation t^2 - 2 i z t - 1 = 0. The solution is t = i z + \sqrt{1 - z^2}, so
// w = arcsin(z) = - i \ln ( i z + \sqrt{1 - z^2} )
// Decompose z = x + i y, multiply out i z + \sqrt{1 - z^2}, use \ln s = |s| + i arg(s), and do a
// bunch of algebra to get the components of w = arcsin(z) = u + i v
// u = arcsin(\beta) v = sign(y) \ln (\alpha + \sqrt{\alpha^2 - 1})
// where
// \alpha = \frac{\rho + \sigma}{2} \beta = \frac{\rho - \sigma}{2}
// \rho = \sqrt{(x + 1)^2 + y^2} \sigma = \sqrt{(x - 1)^2 + y^2}
// This appears in DLMF section 4.23. (http://dlmf.nist.gov/4.23), along with the analogous
// arccos(w) = arccos(\beta) - i sign(y) \ln (\alpha + \sqrt{\alpha^2 - 1})
// So \alpha and \beta together give us arcsin(w) and arccos(w).
// As written, \alpha is not susceptable to cancelation errors, but \beta is. To avoid cancelation, note
// \beta = \frac{\rho^2 - \sigma^2}{2(\rho + \sigma)} = \frac{2 x}{\rho + \sigma} = \frac{x}{\alpha}
// which is not subject to cancelation. Note \alpha >= 1 and |\beta| <= 1.
// For \alpha ~ 1, the argument of the log is near unity, so we compute (\alpha - 1) instead,
// and write the argument as 1 + (\alpha - 1) + \sqrt{(\alpha - 1)(\alpha + 1)}.
// For \beta ~ 1, arccos does not accurately resolve small angles, so we compute the tangent of the angle
// instead. Hull and Tang derive formulas for (\alpha - 1) and \beta' = \tan(u) that do not suffer
// cancelation for these cases.
// For simplicity, we assume all positive inputs and return all positive outputs. The caller should
// assign signs appropriate to the desired cut conventions. We return v directly since its magnitude
// is the same for both arcsin and arccos. Instead of u, we usually return \beta and sometimes \beta'.
// If \beta' is not computed, it is set to -1; if it is computed, it should be used instead of \beta
// to determine u. Compute u = \arcsin(\beta) or u = \arctan(\beta') for arcsin, u = \arccos(\beta)
// or \arctan(1/\beta') for arccos.
Debug.Assert((x >= 0.0) || Double.IsNaN(x));
Debug.Assert((y >= 0.0) || Double.IsNaN(y));
// For x or y large enough to overflow \alpha^2, we can simplify our formulas and avoid overflow.
if ((x > Global.SqrtMax / 2.0) || (y > Global.SqrtMax / 2.0))
{
b = -1.0;
bPrime = x / y;
double small, big;
if (x < y)
{
small = x;
big = y;
}
else
{
small = y;
big = x;
}
v = Global.LogTwo + Math.Log(big) + 0.5 * MoreMath.LogOnePlus(MoreMath.Sqr(small / big));
}
else
{
double r = MoreMath.Hypot((x + 1.0), y);
double s = MoreMath.Hypot((x - 1.0), y);
double a = (r + s) / 2.0;
b = x / a;
//Debug.Assert(a >= 1.0);
//Debug.Assert(Math.Abs(b) <= 1.0);
if (b > 0.75)
{
//double amx;
if (x <= 1.0)
{
double amx = (y * y / (r + (x + 1.0)) + (s + (1.0 - x))) / 2.0;
bPrime = x / Math.Sqrt((a + x) * amx);
}
else
{
// In this case, amx ~ y^2. Since we take the square root of amx, we should
// pull y out from under the square root so we don't loose its contribution
// when y^2 underflows.
double t = (1.0 / (r + (x + 1.0)) + 1.0 / (s + (x - 1.0))) / 2.0;
bPrime = x / Math.Sqrt((a + x) * t) / y;
}
//Debug.Assert(amx >= 0.0);
//bPrime = x / Math.Sqrt((a + x) * amx);
}
else
{
bPrime = -1.0;
}
if (a < 1.5)
{
if (x < 1.0)
{
// This is another case where our expression is proportional to y^2 and
// we take its square root, so again we pull out a factor of y from
// under the square root. Without this trick, our result has zero imaginary
// part for y smaller than about 1.0E-155, while the imaginary part
// should be about y.
double t = (1.0 / (r + (x + 1.0)) + 1.0 / (s + (1.0 - x))) / 2.0;
double am1 = y * y * t;
v = MoreMath.LogOnePlus(am1 + y * Math.Sqrt(t * (a + 1.0)));
}
else
{
double am1 = (y * y / (r + (x + 1.0)) + (s + (x - 1.0))) / 2.0;
v = MoreMath.LogOnePlus(am1 + Math.Sqrt(am1 * (a + 1.0)));
}
//Debug.Assert(am1 >= 0.0);
}
else
{
// Because of the test above, we can be sure that a * a will not overflow.
v = Math.Log(a + Math.Sqrt((a - 1.0) * (a + 1.0)));
}
}
}
// basic functions of complex arguments
/// <summary>
/// Computes the absolute value of a complex number.
/// </summary>
/// <param name="z">The argument.</param>
/// <returns>The value of |z|.</returns>
/// <remarks>
/// <para>The absolute value of a complex number is the distance of the number from the origin
/// in the complex plane. This is a compatible generalization of the definition of the absolute
/// value of a real number.</para>
/// </remarks>
/// <seealso cref="Math.Abs(Double)"/>
public static double Abs(Complex z)
{
return(MoreMath.Hypot(z.Re, z.Im));
}
/// <summary>
/// Computes the square root of a complex number.
/// </summary>
/// <param name="z">The argument.</param>
/// <returns>The square root of the argument.</returns>
/// <remarks>
/// <para>The image below shows the complex square root function near the origin, using domain coloring.</para>
/// <img src="../images/ComplexSqrtPlot.png" />
/// <para>You can see the branch cut extending along the negative real axis from the zero at the origin.</para>
/// </remarks>
public static Complex Sqrt(Complex z)
{
// Handle the degenerate case quickly.
if (z.Im == 0.0)
{
if (z.Re < 0.0)
{
return(new Complex(0.0, Math.Sqrt(-z.Re)));
}
else
{
return(new Complex(Math.Sqrt(z.Re), 0.0));
}
}
// This also eliminates need to worry about Im(z) = 0 in subsequent formulas.
// One way to compute Sqrt(z) is just to call Pow(z, 0.5), which coverts to polar coordinates
// (sqrt + atan), halves the phase, and reconverts to cartesian coordinates (cos + sin).
// Not only is this more expensive than necessary, it also fails to preserve certain expected
// symmetries, such as that the square root of a pure negative is a pure imaginary, and that the
// square root of a pure imaginary has exactly equal real and imaginary parts. This all goes
// back to the fact that Math.PI is not stored with infinite precision, so taking half of Math.PI
// does not land us on an argument with sine exactly equal to zero.
// To find a fast and symmetry-respecting formula for complex square root,
// note x + i y = \sqrt{a + i b} implies x^2 + 2 i x y - y^2 = a + i b,
// so x^2 - y^2 = a and 2 x y = b. Cross-substitute and use the quadratic formula to obtain
// x = \sqrt{\frac{\sqrt{a^2 + b^2} + a}{2}} y = \pm \sqrt{\frac{\sqrt{a^2 + b^2} - a}{2}}
// There is just one complication: depending on the sign on a, either x or y suffers from
// cancelation when |b| << |a|. We can get aroud this by noting that our formulas imply
// x^2 y^2 = b^2 / 4, so |x| |y| = |b| / 2. So after computing the one that doesn't suffer
// from cancelation, we can compute the other with just a division. This is basically just
// the right way to evaluate the quadratic formula without cancelation.
// All this reduces our total cost to two sqrts and a few flops, and it respects the desired
// symmetries. Much better than atan + cos + sin!
// The signs are a matter of choice of branch cut, which is traditionally taken so x > 0 and sign(y) = sign(b).
double a = z.Re;
double b = z.Im;
// If the components are too large, Hypot(a, b) will overflow, even though the subsequent sqrt would
// make the result representable. To avoid this, we re-scale (by exact powers of 2 for accuracy)
// when we encounter very large components to avoid intermediate infinities.
bool rescale = false;
if ((Math.Abs(a) >= sqrtRescaleThreshold) || (Math.Abs(b) >= sqrtRescaleThreshold))
{
if (Double.IsInfinity(b) && !Double.IsNaN(a))
{
return(new Complex(Double.PositiveInfinity, b));
}
a *= 0.25;
b *= 0.25;
rescale = true;
}
// 1. Note that, if one component is very large and the other is very small, this re-scale could cause
// the very small component to underflow. This is not a problem, though, because the neglected term
// is ~ (very small) / (very large), which would underflow anyway.
// 2. Note that our test for re-scaling requires two abs and two floating point comparisons.
// For the typical non-overflowng case, it might be faster to just test for IsInfinity after Hypot,
// then re-scale and re-do Hypot if overflow is detected. That version makes the code more
// complicated and simple profiling experiments show no discernible perf improvement, so
// stick with this version for now.
double x, y;
if (a >= 0.0)
{
x = Math.Sqrt((MoreMath.Hypot(a, b) + a) / 2.0);
y = b / (2.0 * x);
}
else
{
y = Math.Sqrt((MoreMath.Hypot(a, b) - a) / 2.0);
if (b < 0.0)
{
y = -y;
}
x = b / (2.0 * y);
}
// Note that, because we have re-scaled when any components are very large,
// (2.0 * x) and (2.0 * y) are guaranteed not to overflow.
if (rescale)
{
x *= 2.0;
y *= 2.0;
}
return(new Complex(x, y));
}
/// <summary>
/// Subtracts two uncertain values.
/// </summary>
/// <param name="v1">The first uncertain value.</param>
/// <param name="v2">The second uncertain value.</param>
/// <returns>The difference of the two uncertain values.</returns>
public static UncertainValue operator-(UncertainValue v1, UncertainValue v2)
{
return(new UncertainValue(v1.Value - v2.Value, MoreMath.Hypot(v1.Uncertainty, v2.Uncertainty)));
}
/// <summary>
/// Computes the square root of a complex number.
/// </summary>
/// <param name="z">The argument.</param>
/// <returns>The square root of the argument.</returns>
/// <remarks>
/// <para>The image below shows the complex square root function near the origin, using domain coloring.</para>
/// <img src="../images/ComplexSqrtPlot.png" />
/// <para>You can see the branch cut extending along the negative real axis from the zero at the origin.</para>
/// </remarks>
public static Complex Sqrt(Complex z)
{
if (z.Im == 0.0)
{
// Handle the degenerate case quickly.
// This also eliminates need to worry about Im(z) = 0 in subsequent formulas.
if (z.Re < 0.0)
{
return(new Complex(0.0, Math.Sqrt(-z.Re)));
}
else
{
return(new Complex(Math.Sqrt(z.Re), 0.0));
}
}
else
{
// To find a fast formula for complex square root, note x + i y = \sqrt{a + i b} implies
// x^2 + 2 i x y - y^2 = a + i b, so x^2 - y^2 = a and 2 x y = b. Cross-substitute and
// use quadratic formula to solve for x^2 and y^2 to obtain
// x = \sqrt{\frac{\sqrt{a^2 + b^2} + a}{2}} y = \pm \sqrt{\frac{\sqrt{a^2 + b^2} - a}{2}}
// This gives complex square root in three square roots and a few flops.
// Only problem is b << a case, where significant cancelation occurs in one of the formula.
// (Which one depends on the sign of a.) Handle that case by series expansion.
double p, q;
if (Math.Abs(z.Im) < 0.25 * Math.Abs(z.Re))
{
double x2 = MoreMath.Sqr(z.Im / z.Re);
double t = x2 / 2.0;
double s = t;
// Find s = \sqrt{1 + x^2} - 1 using binomial expansion
for (int k = 2; true; k++)
{
if (k > Global.SeriesMax)
{
throw new NonconvergenceException();
}
double s_old = s;
t *= (1.5 / k - 1.0) * x2;
s += t;
if (s == s_old)
{
break;
}
}
if (z.Re < 0.0)
{
p = -z.Re * s;
q = -2.0 * z.Re + p;
}
else
{
q = z.Re * s;
p = 2.0 * z.Re + q;
}
}
else
{
double m = ComplexMath.Abs(z);
p = m + z.Re;
q = m - z.Re;
}
double x = Math.Sqrt(p / 2.0);
double y = Math.Sqrt(q / 2.0);
if (z.Im < 0.0)
{
y = -y;
}
return(new Complex(x, y));
/*
* if (Math.Abs(z.Im) < 0.125 * Math.Abs(z.Re)) {
* // We should try to improve this by using a series instead of the full power algorithm.
* return (Pow(z, 0.5));
* } else {
* // This is a pretty fast formula for a complex square root, basically just
* // three square roots and a few flops.
* // But if z.Im << z.Re, then z.Re ~ m and it suffers from cancelations.
* double m = Abs(z);
* double x = Math.Sqrt((m + z.Re) / 2.0);
* double y = Math.Sqrt((m - z.Re) / 2.0);
* if (z.Im < 0.0) y = -y;
* return (new Complex(x, y));
* }
*/
}
}
