/* * R : A Computer Language for Statistical Data Analysis * Copyright (C) 2001-2014 R Core Team * * This program is free software; you can redistribute it and/or modify * it under the terms of the GNU General Public License as published by * the Free Software Foundation; either version 2 of the License, or * (at your option) any later version. * * This program is distributed in the hope that it will be useful, * but WITHOUT ANY WARRANTY; without even the implied warranty of * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the * GNU General Public License for more details. * * You should have received a copy of the GNU General Public License * along with this program; if not, a copy is available at * https://www.R-project.org/Licenses/ */ /* Constants und Documentation that apply to several of the * ./bessel_[ijky].c files */ /* ******************************************************************* Explanation of machine-dependent constants beta = Radix for the floating-point system minexp = Smallest representable power of beta maxexp = Smallest power of beta that overflows it = p = Number of bits (base-beta digits) in the mantissa (significand) of a working precision (floating-point) variable NSIG = Decimal significance desired. Should be set to INT(LOG10(2)*it+1). Setting NSIG lower will result in decreased accuracy while setting NSIG higher will increase CPU time without increasing accuracy. The truncation error is limited to a relative error of T=.5*10^(-NSIG). ENTEN = 10 ^ K, where K is the largest int such that ENTEN is machine-representable in working precision ENSIG = 10 ^ NSIG RTNSIG = 10 ^ (-K) for the smallest int K such that K >= NSIG/4 ENMTEN = Smallest ABS(X) such that X/4 does not underflow XINF = Largest positive machine number; approximately beta ^ maxexp == DBL_MAX (defined in #include ) SQXMIN = Square root of beta ^ minexp = sqrt(DBL_MIN) EPS = The smallest positive floating-point number such that 1.0+EPS > 1.0 = beta ^ (-p) == DBL_EPSILON For I : EXPARG = Largest working precision argument that the library EXP routine can handle and upper limit on the magnitude of X when IZE=1; approximately LOG(beta ^ maxexp) For I and J : xlrg_IJ = xlrg_BESS_IJ (was = XLARGE). Upper limit on the magnitude of X (when IZE=2 for I()). Bear in mind that if floor(abs(x)) =: N, then at least N iterations of the backward recursion will be executed. The value of 10 ^ 4 was used till Feb.2009, when it was increased to 10 ^ 5 (= 1e5). For j : XMIN_J = Smallest acceptable argument for RBESY; approximately max(2*beta ^ minexp, 2/XINF), rounded up For Y : xlrg_Y = (was = XLARGE). Upper bound on X; approximately 1/DEL, because the sine and cosine functions have lost about half of their precision at that point. EPS_SINC = Machine number below which sin(x)/x = 1; approximately SQRT(EPS). THRESH = Lower bound for use of the asymptotic form; approximately AINT(-LOG10(EPS/2.0))+1.0 For K : xmax_k = (was = XMAX). Upper limit on the magnitude of X when ize = 1; i.e. maximal x for UNscaled answer. Solution to equation: W(X) * (1 -1/8 X + 9/128 X^2) = beta ^ minexp where W(X) = EXP(-X)*SQRT(PI/2X) -------------------------------------------------------------------- Approximate values for some important machines are: beta minexp maxexp it NSIG ENTEN ENSIG RTNSIG ENMTEN EXPARG IEEE (IBM/XT, SUN, etc.) (S.P.) 2 -126 128 24 8 1e38 1e8 1e-2 4.70e-38 88 IEEE (...) (D.P.) 2 -1022 1024 53 16 1e308 1e16 1e-4 8.90e-308 709 CRAY-1 (S.P.) 2 -8193 8191 48 15 1e2465 1e15 1e-4 1.84e-2466 5677 Cyber 180/855 under NOS (S.P.) 2 -975 1070 48 15 1e322 1e15 1e-4 1.25e-293 741 IBM 3033 (D.P.) 16 -65 63 14 5 1e75 1e5 1e-2 2.16e-78 174 VAX (S.P.) 2 -128 127 24 8 1e38 1e8 1e-2 1.17e-38 88 VAX D-Format (D.P.) 2 -128 127 56 17 1e38 1e17 1e-5 1.17e-38 88 VAX G-Format (D.P.) 2 -1024 1023 53 16 1e307 1e16 1e-4 2.22e-308 709 And routine specific : xlrg_IJ xlrg_Y xmax_k EPS_SINC XMIN_J XINF THRESH IEEE (IBM/XT, SUN, etc.) (S.P.) 1e4 1e4 85.337 1e-4 2.36e-38 3.40e38 8. IEEE (...) (D.P.) 1e4 1e8 705.342 1e-8 4.46e-308 1.79e308 16. CRAY-1 (S.P.) 1e4 2e7 5674.858 5e-8 3.67e-2466 5.45e2465 15. Cyber 180/855 under NOS (S.P.) 1e4 2e7 672.788 5e-8 6.28e-294 1.26e322 15. IBM 3033 (D.P.) 1e4 1e8 177.852 1e-8 2.77e-76 7.23e75 17. VAX (S.P.) 1e4 1e4 86.715 1e-4 1.18e-38 1.70e38 8. VAX e-Format (D.P.) 1e4 1e9 86.715 1e-9 1.18e-38 1.70e38 17. VAX G-Format (D.P.) 1e4 1e8 706.728 1e-8 2.23e-308 8.98e307 16. */ #define nsig_BESS 16 #define ensig_BESS 1e16 #define rtnsig_BESS 1e-4 #define enmten_BESS 8.9e-308 #define enten_BESS 1e308 #define exparg_BESS 709. #define xlrg_BESS_IJ 1e5 #define xlrg_BESS_Y 1e8 #define thresh_BESS_Y 16. #define xmax_BESS_K 705.342/* maximal x for UNscaled answer */ /* sqrt(DBL_MIN) = 1.491668e-154 */ #define sqxmin_BESS_K 1.49e-154 /* x < eps_sinc <==> sin(x)/x == 1 (particularly "==>"); Linux (around 2001-02) gives 2.14946906753213e-08 Solaris 2.5.1 gives 2.14911933289084e-08 */ #define M_eps_sinc 2.149e-8