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Grid/lib/algorithms/approx/zolotarev.h
2015-05-16 23:35:08 +01:00

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2.6 KiB
C
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/* -*- Mode: C; comment-column: 22; fill-column: 79; -*- */
#ifdef __cplusplus
extern "C" {
#endif
#define HVERSION Header Time-stamp: <14-OCT-2004 09:26:51.00 adk@MISSCONTRARY>
#ifndef ZOLOTAREV_INTERNAL
#ifndef PRECISION
#define PRECISION double
#endif
#define ZPRECISION PRECISION
#define ZOLOTAREV_DATA zolotarev_data
#endif
/* This struct contains the coefficients which parameterise an optimal rational
* approximation to the signum function.
*
* The parameterisations used are:
*
* Factored form for type 0 (R0(0) = 0)
*
* R0(x) = A * x * prod(x^2 - a[j], j = 0 .. dn-1) / prod(x^2 - ap[j], j = 0
* .. dd-1),
*
* where deg_num = 2*dn + 1 and deg_denom = 2*dd.
*
* Factored form for type 1 (R1(0) = infinity)
*
* R1(x) = (A / x) * prod(x^2 - a[j], j = 0 .. dn-1) / prod(x^2 - ap[j], j = 0
* .. dd-1),
*
* where deg_num = 2*dn and deg_denom = 2*dd + 1.
*
* Partial fraction form
*
* R(x) = alpha[da] * x + sum(alpha[j] * x / (x^2 - ap[j]), j = 0 .. da-1)
*
* where da = dd for type 0 and da = dd + 1 with ap[dd] = 0 for type 1.
*
* Continued fraction form
*
* R(x) = beta[db-1] * x + 1 / (beta[db-2] * x + 1 / (beta[db-3] * x + ...))
*
* with the final coefficient being beta[0], with d' = 2 * dd + 1 for type 0
* and db = 2 * dd + 2 for type 1.
*
* Cayley form (Chiu's domain wall formulation)
*
* R(x) = (1 - T(x)) / (1 + T(x))
*
* where T(x) = prod((x - gamma[j]) / (x + gamma[j]), j = 0 .. n-1)
*/
typedef struct {
ZPRECISION *a, /* zeros of numerator, a[0 .. dn-1] */
*ap, /* poles (zeros of denominator), ap[0 .. dd-1] */
A, /* overall factor */
*alpha, /* coefficients of partial fraction, alpha[0 .. da-1] */
*beta, /* coefficients of continued fraction, beta[0 .. db-1] */
*gamma, /* zeros of numerator of T in Cayley form */
Delta, /* maximum error, |R(x) - sgn(x)| <= Delta */
epsilon; /* minimum x value, epsilon < |x| < 1 */
int n, /* approximation degree */
type, /* 0: R(0) = 0, 1: R(0) = infinity */
dn, dd, da, db, /* number of elements of a, ap, alpha, and beta */
deg_num, /* degree of numerator = deg_denom +/- 1 */
deg_denom; /* degree of denominator */
} ZOLOTAREV_DATA;
#ifndef ZOLOTAREV_INTERNAL
/* zolotarev(epsilon, n, type) returns a pointer to an initialised
* zolotarev_data structure. The arguments must satisfy the constraints that
* epsilon > 0, n > 0, and type = 0 or 1. */
ZOLOTAREV_DATA* bfm_higham(PRECISION epsilon, int n) ;
ZOLOTAREV_DATA* bfm_zolotarev(PRECISION epsilon, int n, int type);
#endif
#ifdef __cplusplus
}
#endif