Boost C++ Libraries

...one of the most highly regarded and expertly designed C++ library projects in the world. Herb Sutter and Andrei Alexandrescu, C++ Coding Standards

PrevUpHomeNext

Tools For 3-Term Recurrence Relations

Synopsis
#include <boost/math/tools/recurrence.hpp>
namespace boost{ namespace math{ namespace tools{

template <class Recurrence, class T>
T function_ratio_from_backwards_recurrence(const Recurrence& r, const T& factor, std::uintmax_t& max_iter);

template <class Recurrence, class T>
T function_ratio_from_forwards_recurrence(const Recurrence& r, const T& factor, std::uintmax_t& max_iter);

template <class NextCoefs, class T>
T apply_recurrence_relation_forward(const NextCoefs& get_coefs, unsigned number_of_steps, T first, T second, long long* log_scaling = 0, T* previous = 0);

template <class T, class NextCoefs>
T apply_recurrence_relation_backward(const NextCoefs& get_coefs, unsigned number_of_steps, T first, T second, long long* log_scaling = 0, T* previous = 0);

template <class Recurrence>
struct forward_recurrence_iterator;

template <class Recurrence>
struct backward_recurrence_iterator;

}}} // namespaces
Description

All of the tools in this header require a description of the recurrence relation: this takes the form of a functor that returns a tuple containing the 3 coefficients, specifically, given a recurrence relation:

And a functor F then the expression:

F(n);

Returns a tuple containing { an, bn, cn }.

For example, the recurrence relation for the Bessel J and Y functions when written in this form is:

Therefore, given local variables x and v of type double the recurrence relation for Bessel J and Y can be encoded in a lambda expression like this:

auto recurrence_functor_jy = [&](int n) { return std::make_tuple(1.0, -2 * (v + n) / x, 1.0); };

Similarly, the Bessel I and K recurrence relation differs just by the sign of the final term:

And this could be encoded as:

auto recurrence_functor_ik = [&](int n) { return std::make_tuple(1.0, -2 * (v + n) / x, -1.0); };

The tools are then as follows:

template <class Recurrence, class T>
T function_ratio_from_backwards_recurrence(const Recurrence& r, const T& factor, std::uintmax_t& max_iter);

Given a functor r which encodes the recurrence relation for function F at some location n, then returns the ratio:

This calculation is stable only if recurrence is stable in the backwards direction. Further the ratio calculated is for the dominant solution (in the backwards direction) of the recurrence relation, if there are multiple solutions, then there is no guarantee that this will find the one you want or expect.

Argument factor is the tolerance required for convergence of the continued fraction associated with the recurrence relation, and should be no smaller than machine epsilon. Argument max_iter sets the maximum number of permitted iterations in the associated continued fraction.

template <class Recurrence, class T>
T function_ratio_from_forwards_recurrence(const Recurrence& r, const T& factor, std::uintmax_t& max_iter);

Given a functor r which encodes the recurrence relation for function F at some location n, then returns the ratio:

This calculation is stable only if recurrence is stable in the forwards direction. Further the ratio calculated is for the dominant solution (in the forwards direction) of the recurrence relation, if there are multiple solutions, then there is no guarantee that this will find the one you want or expect.

Argument factor is the tolerance required for convergence of the continued fraction associated with the recurrence relation, and should be no smaller than machine epsilon. Argument max_iter sets the maximum number of permitted iterations in the associated continued fraction.

template <class NextCoefs, class T>
T apply_recurrence_relation_forward(const NextCoefs& get_coefs, unsigned number_of_steps, T first, T second, long long* log_scaling = 0, T* previous = 0);

Applies a recurrence relation in a stable forward direction, starting with the values Fn-1 and Fn.

get_coefs

Functor that returns the coefficients of the recurrence relation. The coefficients should be centered on position second.

number_of_steps

The number of steps to apply the recurrence relation onwards from second.

first

The value of Fn-1

second

The value of Fn

log_scaling

When provided, the recurrence relations may be rescaled internally to avoid over/underflow issues. The result should be multiplied by exp(*log_scaling) to get the true value of the result.

previous

When provided, is set to the value of Fn + number_of_steps - 1

Returns Fn + number_of_steps.

template <class NextCoefs, class T>
T apply_recurrence_relation_backward(const NextCoefs& get_coefs, unsigned number_of_steps, T first, T second, long long* log_scaling = 0, T* previous = 0);

Applies a recurrence relation in a stable backward direction, starting with the values Fn+1 and Fn.

get_coefs

Functor that returns the coefficients of the recurrence relation. The coefficients should be centered on position second.

number_of_steps

The number of steps to apply the recurrence relation backwards from second.

first

The value of Fn+1

second

The value of Fn

log_scaling

When provided, the recurrence relations may be rescaled internally to avoid over/underflow issues. The result should be multiplied by exp(*log_scaling) to get the true value of the result.

previous

When provided, is set to the value of Fn - number_of_steps + 1

Returns Fn - number_of_steps.

template <class Recurrence>
struct forward_recurrence_iterator
{
   typedef typename boost::remove_reference<decltype(std::get<0>(std::declval<Recurrence&>()(0)))>::type value_type;

   forward_recurrence_iterator(const Recurrence& r, value_type f_n_minus_1, value_type f_n);
   forward_recurrence_iterator(const Recurrence& r, value_type f_n);
   /* Operators omitted for clarity */
};

Type forward_recurrence_iterator defines a forward-iterator for a recurrence relation stable in the forward direction. The constructors take the recurrence relation, plus either one or two values: if only one value is provided, then the second is computed by using the recurrence relation to calculate the function ratio.

template <class Recurrence>
struct backward_recurrence_iterator
{
   typedef typename boost::remove_reference<decltype(std::get<0>(std::declval<Recurrence&>()(0)))>::type value_type;

   backward_recurrence_iterator(const Recurrence& r, value_type f_n_plus_1, value_type f_n);
   backward_recurrence_iterator(const Recurrence& r, value_type f_n);
   /* Operators omitted for clarity */
};

Type backward_recurrence_iterator defines a forward-iterator for a recurrence relation stable in the backward direction. The constructors take the recurrence relation, plus either one or two values: if only one value is provided, then the second is computed by using the recurrence relation to calculate the function ratio.

Note that incrementing this iterator moves the value returned successively to Fn-1, Fn-2 etc.


PrevUpHomeNext