//
// Math.NET Numerics, part of the Math.NET Project
// http://numerics.mathdotnet.com
// http://github.com/mathnet/mathnet-numerics
//
// Copyright (c) 2014 Math.NET
//
// Permission is hereby granted, free of charge, to any person
// obtaining a copy of this software and associated documentation
// files (the "Software"), to deal in the Software without
// restriction, including without limitation the rights to use,
// copy, modify, merge, publish, distribute, sublicense, and/or sell
// copies of the Software, and to permit persons to whom the
// Software is furnished to do so, subject to the following
// conditions:
//
// The above copyright notice and this permission notice shall be
// included in all copies or substantial portions of the Software.
//
// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
// OTHER DEALINGS IN THE SOFTWARE.
//
//
// Ashley Messer
//
using System;
// ReSharper disable CheckNamespace
namespace IStation.Numerics
// ReSharper restore CheckNamespace
{
public static partial class SpecialFunctions
{
///
/// Computes the generalized Exponential Integral function (En).
///
/// The argument of the Exponential Integral function.
/// Integer power of the denominator term. Generalization index.
/// The value of the Exponential Integral function.
///
/// This implementation of the computation of the Exponential Integral function follows the derivation in
/// "Handbook of Mathematical Functions, Applied Mathematics Series, Volume 55", Abramowitz, M., and Stegun, I.A. 1964, reprinted 1968 by
/// Dover Publications, New York), Chapters 6, 7, and 26.
/// AND
/// "Advanced mathematical methods for scientists and engineers", Bender, Carl M.; Steven A. Orszag (1978). page 253
///
///
/// for x > 1 uses continued fraction approach that is often used to compute incomplete gamma.
/// for 0 < x <= 1 uses Taylor series expansion
///
/// Our unit tests suggest that the accuracy of the Exponential Integral function is correct up to 13 floating point digits.
///
public static double ExponentialIntegral(double x, int n)
{
//parameter validation
if (n < 0 || x < 0.0)
{
throw new ArgumentOutOfRangeException(FormattableString.Invariant($"x and n must be positive: x={x}, n={n}"));
}
const double epsilon = 0.00000000000000001;
int maxIterations = 100;
int i, ii;
double ndbl = (double)n;
double result;
double nearDoubleMin = 1e-100; //needs a very small value that is not quite as small as the lowest value double can take
double factorial = 1.0d;
double del;
double psi;
double a, b, c, d, h; //variables for continued fraction
//special cases
if (n == 0)
{
return Math.Exp(-1.0d*x)/x;
}
else if (x == 0.0d)
{
return 1.0d/(ndbl - 1.0d);
}
//general cases
//continued fraction for large x
if (x > 1.0d)
{
b = x + ((double)n);
c = 1.0d/nearDoubleMin;
d = 1.0d/b;
h = d;
for (i = 1; i <= maxIterations; i++)
{
a = -1.0d*((double)i)*((ndbl - 1.0d) + (double)i);
b += 2.0d;
d = 1.0d/(a*d + b);
c = b + a/c;
del = c*d;
h = h*del;
if (Math.Abs(del - 1.0d) < epsilon)
{
return h*Math.Exp(-x);
}
}
throw new ArithmeticException(FormattableString.Invariant($"Continued fraction failed to converge for x={x}, n={n})"));
}
//series computation for small x
else
{
result = ((ndbl - 1.0d) != 0 ? 1.0/(ndbl - 1.0d) : (-1.0d*Math.Log(x) - Constants.EulerMascheroni)); //Set first term.
for (i = 1; i <= maxIterations; i++)
{
factorial *= (-1.0d*x/((double)i));
if (i != (ndbl - 1.0d))
{
del = -factorial/(i - (ndbl - 1.0d));
}
else
{
psi = -1.0d*Constants.EulerMascheroni;
for (ii = 1; ii <= (ndbl - 1.0d); ii++)
{
psi += (1.0d/((double)ii));
}
del = factorial*(-1.0d*Math.Log(x) + psi);
}
result += del;
if (Math.Abs(del) < Math.Abs(result)*epsilon)
{
return result;
}
}
throw new ArithmeticException(FormattableString.Invariant($"Series failed to converge for x={x}, n={n})"));
}
}
}
}