"""Implementation of Gauss's hypergeometric function for complex values. This implementation is based on the Fortran implementation by Shanjie Zhang and Jianming Jin included in specfun.f [1]_. Computation of Gauss's hypergeometric function involves handling a patchwork of special cases. Zhang and Jin's implementation is being replaced case by case with this Cython implementation, which falls back to their implementation for the cases that are yet to be handled. By default the Zhang and Jin implementation has been followed as closely as possible except for situations where an improvement was obvious. We've attempted to document the reasons behind decisions made by Zhang and Jin and to document the reasons for deviating from their implementation when this has been done. References to the NIST Digital Library of Mathematical Functions [2]_ have been added where they are appropriate. The review paper by Pearson et al [3]_ is an excellent resource for best practices for numerical computation of hypergeometric functions. We have followed this review paper when making improvements to and correcting defects in Zhang and Jin's implementation. When Pearson et al propose several competing alternatives for a given case, we've used our best judgment to decide on the method to use. Author: Albert Steppi Distributed under the same license as Scipy. References ---------- .. [1] S. Zhang and J.M. Jin, "Computation of Special Functions", Wiley 1996 .. [2] NIST Digital Library of Mathematical Functions. http://dlmf.nist.gov/, Release 1.1.1 of 2021-03-15. F. W. J. Olver, A. B. Olde Daalhuis, D. W. Lozier, B. I. Schneider, R. F. Boisvert, C. W. Clark, B. R. Miller, B. V. Saunders, H. S. Cohl, and M. A. McClain, eds. .. [3] Pearson, J.W., Olver, S. & Porter, M.A. "Numerical methods for the computation of the confluent and Gauss hypergeometric functions." Numer Algor 74, 821-866 (2017). https://doi.org/10.1007/s11075-016-0173-0 .. [4] Raimundas Vidunas, "Degenerate Gauss Hypergeometric Functions", Kyushu Journal of Mathematics, 2007, Volume 61, Issue 1, Pages 109-135, .. [5] López, J.L., Temme, N.M. New series expansions of the Gauss hypergeometric function. Adv Comput Math 39, 349-365 (2013). https://doi.org/10.1007/s10444-012-9283-y """ cimport cython from numpy cimport npy_cdouble from libc.stdint cimport uint64_t, UINT64_MAX from libc.math cimport exp, fabs, M_PI, M_1_PI, log1p, pow, sin, trunc from . cimport sf_error from ._cephes cimport Gamma, gammasgn, lanczos_sum_expg_scaled, lgam from ._complexstuff cimport ( double_complex_from_npy_cdouble, npy_cdouble_from_double_complex, zabs, zisinf, zisnan, zpack, zpow, ) cdef extern from "cephes/lanczos.h": double lanczos_g cdef extern from "numpy/npy_math.h": double NPY_NAN double NPY_INFINITY cdef extern from 'specfun_wrappers.h': npy_cdouble chyp2f1_wrap( double, double, double, npy_cdouble, ) nogil # Small value from Zhang and Jin's Fortran implementation. DEF EPS = 1e-15 DEF SQRT_PI = 1.7724538509055159 # sqrt(M_PI) DEF LOG_PI_2 = 0.5723649429247001 # log(M_PI) / 2 @cython.cdivision(True) cdef inline double complex hyp2f1_complex( double a, double b, double c, double complex z ) nogil: cdef: double modulus_z double max_degree double complex result bint a_neg_int, b_neg_int, c_non_pos_int bint c_minus_a_neg_int, c_minus_b_neg_int modulus_z = zabs(z) a_neg_int = a == trunc(a) and a < 0 b_neg_int = b == trunc(b) and b < 0 c_non_pos_int = c == trunc(c) and c <= 0 c_minus_a_neg_int = c - a == trunc(c - a) and c - a < 0 c_minus_b_neg_int = c - b == trunc(c - b) and c - b < 0 # Special Cases # ------------------------------------------------------------------------- # Takes constant value 1 when a = 0 or b = 0, even if c is a non-positive # integer. This follows mpmath. if a == 0 or b == 0: return 1.0 + 0.0j # Equals 1 when z is 0, unless c is 0. if modulus_z == 0: if c != 0: return 1.0 + 0.0j else: # Returning real part NAN and imaginary part 0 follows mpmath. return zpack(NPY_NAN, 0) # Diverges when c is a non-positive integer unless a is an integer with # c <= a <= 0 or b is an integer with c <= b <= 0, (or z equals 0 with # c != 0) Cases z = 0, a = 0, or b = 0 have already been handled. We follow # mpmath in handling the degenerate cases where any of a, b, c are # non-positive integers. See [3] for a treatment of degenerate cases. if c_non_pos_int and not ( a_neg_int and c <= a < 0 or b_neg_int and c <= b < 0 ): return NPY_INFINITY + 0.0j # Diverges as real(z) -> 1 when c < a + b. # Todo: Actually check for overflow instead of using a fixed tolerance for # all parameter combinations like in the Fortran original. This will have to # wait until all points in the neighborhood of z = 1 are handled in Cython. # Note that in the following three conditionals, we avoid the case where # c is a non-positive integer. This is because if c is a non-positive # integer and we have not returned already, then one of a or b must # be a negative integer and the desired result can be computed as a # polynomial with finite sum. if ( fabs(1 - z.real) < EPS and z.imag == 0 and c - a - b < 0 and not c_non_pos_int ): return NPY_INFINITY + 0.0j # Gauss's Summation Theorem for z = 1; c - a - b > 0 (DLMF 15.4.20). if z == 1.0 and c - a - b > 0 and not c_non_pos_int: return four_gammas(c, c - a - b, c - a, c - b) # Kummer's Theorem for z = -1; c = 1 + a - b (DLMF 15.4.26). if zabs(z + 1) < EPS and fabs(1 + a - b - c) < EPS and not c_non_pos_int: return four_gammas(a - b + 1, 0.5*a + 1, a + 1, 0.5*a - b + 1) # Reduces to a polynomial when a or b is a negative integer. # If a and b are both negative integers, we take care to terminate # the series at a or b of smaller magnitude. This is to ensure proper # handling of situations like a < c < b <= 0, a, b, c all non-positive # integers, where terminating at a would lead to a term of the form 0 / 0. if a_neg_int or b_neg_int: if a_neg_int and b_neg_int: max_degree = fabs(a) - 1 if a > b else fabs(b) - 1 elif a_neg_int: max_degree = fabs(a) - 1 else: max_degree = fabs(b) - 1 if max_degree <= UINT64_MAX: # This cast is OK because we've ensured max_degree will fit into # an int. return hyp2f1_series( a, b, c, z, max_degree, False, 0 ) else: sf_error.error("hyp2f1", sf_error.NO_RESULT, NULL) return zpack(NPY_NAN, NPY_NAN) # If one of c - a or c - b is a negative integer, reduces to evaluating # a polynomial through an Euler hypergeometric transformation. # (DLMF 15.8.1) if c_minus_a_neg_int or c_minus_b_neg_int: max_degree = ( fabs(c - b) if c_minus_b_neg_int else fabs(c - a) ) if max_degree <= UINT64_MAX: result = zpow(1 - z, c - a - b) result *= hyp2f1_series( c - a, c - b, c, z, max_degree, False, 0 ) return result else: sf_error.error("hyp2f1", sf_error.NO_RESULT, NULL) return zpack(NPY_NAN, NPY_NAN) # |z| < 0, real(z) >= 0. Use defining Taylor series. # -------------------------------------------------------------------------- if modulus_z < 0.9 and z.real >= 0: # Apply Euler Hypergeometric Transformation (DLMF 15.8.1) to reduce # size of a and b if possible. We follow Zhang and Jin's # implementation [1] although there is very likely a better heuristic # to determine when this transformation should be applied. As it # stands, it hurts precision in some cases. if c - a < a and c - b < b: result = zpow(1 - z, c - a - b) # Maximum number of terms 1500 comes from Zhang and Jin. result *= hyp2f1_series(c - a, c - b, c, z, 1500, True, EPS) return result # Maximum number of terms 1500 comes from Zhang and Jin. return hyp2f1_series(a, b, c, z, 1500, True, EPS) # Points near exp(iπ/3), exp(-iπ/3) not handled by any of the standard # transformations. Use series of López and Temme [5]. These regions # were not correctly handled by Zhang and Jin's implementation. # ------------------------------------------------------------------------- if 0.9 <= modulus_z < 1.1 and zabs(1 - z) >= 0.9 and z.real >= 0: # This condition for applying Euler Transformation (DLMF 15.8.1) # was determined empirically to work better for this case than that # used in Zhang and Jin's implementation for |z| < 0.9, # real(z) >= 0. if ( c - a <= a and c - b < b or c - a < a and c - b <= b ): result = zpow(1 - z, c - a - b) result *= hyp2f1_lopez_temme_series(c - a, c - b, c, z, 1500, EPS) return result return hyp2f1_lopez_temme_series(a, b, c, z, 1500, EPS) # z/(z - 1) transformation (DLMF 15.8.1). Avoids cancellation issues that # occur with Maclaurin series for real(z) < 0. # ------------------------------------------------------------------------ if modulus_z < 1.1 and z.real < 0: if 0 < b < a < c: a, b = b, a return zpow(1 - z, -a) * hyp2f1_series( a, c - b, c, z/(z - 1), 500, True, EPS ) # Fall through to Zhang and Jin's Fortran implementation. # ------------------------------------------------------------------------- return double_complex_from_npy_cdouble( chyp2f1_wrap(a, b, c, npy_cdouble_from_double_complex(z)) ) @cython.cdivision(True) cdef inline double complex hyp2f1_series( double a, double b, double c, double complex z, uint64_t max_degree, bint early_stop, double rtol, ) nogil: """Return Truncated Maclaurin series for hyp2f1. Series is convergent for |z| < 1 but is only practical for numerical computation when |z| < 0.9. Parameters ---------- a : double b : double c : double z : double complex max_degree : uint64_t Maximum degree of terms before truncating. early_stop : bint rtol : double If early_stop is True, truncate when |current_sum - previous_sum| <= rtol * |current_sum| If max_degree is reached before the stopping condition is satisfied, return nan. If early_stop is False, sum all terms up until and including that with degree max_degree. Returns ------- double complex """ cdef: uint64_t k double complex term = 1 + 0j double complex previous = 0 + 0j double complex result = 1 + 0j for k in range(max_degree + 1): # Follows Zhang and Jin [1] exactly. Using *= degrades precision. # Todo: Check generated assembly to see what's going on. term = term * (a + k) * (b + k) / ((k + 1) * (c + k)) * z previous = result result += term if early_stop and zabs(result - previous) < zabs(result) * rtol: break else: # Return nan if max_degree is exceeded without convergence and # early_stop has been set to True. if early_stop: sf_error.error("hyp2f1", sf_error.NO_RESULT, NULL) result = zpack(NPY_NAN, NPY_NAN) return result @cython.cdivision(True) cdef inline double complex hyp2f1_lopez_temme_series( double a, double b, double c, double complex z, int max_degree, double rtol, ) nogil: """Lopez-Temme Series for Gaussian hypergeometric function [4]. Converges for all z with real(z) < 1, including in the regions surrounding the points exp(+- i*pi/3) that are not covered by any of the standard transformations. """ cdef: int n double phi_previous, phi double complex prefactor, previous, Z, result prefactor = zpow(1 - 0.5 * z, -a) # phi(n, b, c) = hyp2f1(-n, b, c, 2). It is computed through a linear # recurrence of degree 2. phi and phi_previous below are the initial # conditions of this recurrence. phi, phi_previous = 1 - 2 * b / c, 1.0 previous = 1 + 0j Z = a * z / (z - 2) result = previous + Z * phi for n in range(2, max_degree): phi, phi_previous = ( ((n - 1) * phi_previous - (2 * b - c) * phi) / (c + n - 1), phi ) Z = Z * (a + n - 1) * z / ((z - 2) * n) previous, result = result, result + Z * phi if zabs(result - previous) <= rtol * zabs(result): result = prefactor * result break else: sf_error.error("hyp2f1", sf_error.NO_RESULT, NULL) result = zpack(NPY_NAN, NPY_NAN) return result @cython.cdivision(True) cdef inline double four_gammas(double u, double v, double w, double x) nogil: cdef double result # Without loss of generality, assume |u| >= |v|, |w| >= |x|. if fabs(v) > fabs(u): u, v = v, u if fabs(x) > fabs(w): w, x = x, w # Direct ratio tends more accurate for arguments in this range. Range # chosen empirically based on the relevant benchmarks in # scipy/special/_precompute/hyp2f1_data.py if fabs(u) <= 100 and fabs(v) <= 100 and fabs(w) <= 100 and fabs(x) <= 100: result = Gamma(u) * Gamma(v) / (Gamma(w) * Gamma(x)) if not (zisinf(result) or zisnan(result) or result == 0): return result result = four_gammas_lanczos(u, v, w, x) if not (zisinf(result) or zisnan(result) or result == 0): return result # If overflow or underflow, try again with logs. result = exp( lgam(v) - lgam(x) + lgam(u) - lgam(w) ) result *= gammasgn(u) * gammasgn(w) * gammasgn(v) * gammasgn(x) return result @cython.cdivision(True) cdef inline double four_gammas_lanczos( double u, double v, double w, double x ) nogil: """Compute ratio of gamma functions using lanczos approximation. Computes gamma(u)*gamma(v)/(gamma(w)*gamma(x)) It is assumed that x = u + v - w, but it is left to the user to ensure this. The lanczos approximation takes the form gamma(x) = factor(x) * lanczos_sum_expg_scaled(x) where factor(x) = ((x + lanczos_g - 0.5)/e)**(x - 0.5). The formula above is only valid for x >= 0.5, but can be extended to x < 0.5 with the reflection principle. Using the lanczos approximation when computing this ratio of gamma functions allows factors to be combined analytically to avoid underflow and overflow and produce a more accurate result. The condition x = u + v - w makes it possible to cancel the factors in the expression factor(u) * factor(v) / (factor(w) * factor(x)) by taking one factor and absorbing it into the others. Currently, this implementation takes the factor corresponding to the argument with largest absolute value and absorbs it into the others. """ cdef: double result double ugh, vgh, wgh, xgh # Without loss of generality, assume |u| >= |v|, |w| >= |x|. if fabs(v) > fabs(u): u, v = v, u if fabs(x) > fabs(w): w, x = x, w # The below implementation may incorrectly return finite results # at poles of the gamma function. Handle these cases explicitly. if u == trunc(u) and u <= 0 or v == trunc(v) and v <= 0: # Return nan if numerator has pole. Diverges to +- infinity # depending on direction so value is undefined. return NPY_NAN if w == trunc(w) and w <= 0 or x == trunc(x) and x <= 0: # Return 0 if denominator has pole but not numerator. return 0 result = 1 if u >= 0.5: result *= lanczos_sum_expg_scaled(u) ugh = u + lanczos_g - 0.5 u_prime = u else: result /= lanczos_sum_expg_scaled(1 - u) * sin(M_PI * u) * M_1_PI ugh = 0.5 - u + lanczos_g u_prime = 1 - u if v >= 0.5: result *= lanczos_sum_expg_scaled(v) vgh = v + lanczos_g - 0.5 v_prime = v else: result /= lanczos_sum_expg_scaled(1 - v) * sin(M_PI * v) * M_1_PI vgh = 0.5 - v + lanczos_g v_prime = 1 - v if w >= 0.5: result /= lanczos_sum_expg_scaled(w) wgh = w + lanczos_g - 0.5 w_prime = w else: result *= lanczos_sum_expg_scaled(1 - w) * sin(M_PI * w) * M_1_PI wgh = 0.5 - w + lanczos_g w_prime = 1 - w if x >= 0.5: result /= lanczos_sum_expg_scaled(x) xgh = x + lanczos_g - 0.5 x_prime = x else: result *= lanczos_sum_expg_scaled(1 - x) * sin(M_PI * x) * M_1_PI xgh = 0.5 - x + lanczos_g x_prime = 1 - x if fabs(u) >= fabs(w): # u has greatest absolute value. Absorb ugh into the others. if fabs((v_prime - u_prime)*(v - 0.5)) < 100*ugh and v > 100: # Special case where base is close to 1. Condition taken from # Boost's beta function implementation. result *= exp((v - 0.5)*log1p((v_prime - u_prime)/ugh)) else: result *= pow(vgh / ugh, v - 0.5) if fabs((u_prime - w_prime)*(w - 0.5)) < 100*wgh and u > 100: result *= exp((w - 0.5)*log1p((u_prime - w_prime)/wgh)) else: result *= pow(ugh / wgh, w - 0.5) if fabs((u_prime - x_prime)*(x - 0.5)) < 100*xgh and u > 100: result *= exp((x - 0.5)*log1p((u_prime - x_prime)/xgh)) else: result *= pow(ugh / xgh, x - 0.5) else: # w has greatest absolute value. Absorb wgh into the others. if fabs((u_prime - w_prime)*(u - 0.5)) < 100*wgh and u > 100: result *= exp((u - 0.5)*log1p((u_prime - w_prime)/wgh)) else: result *= pow(ugh / wgh, u - 0.5) if fabs((v_prime - w_prime)*(v - 0.5)) < 100*wgh and v > 100: result *= exp((v - 0.5)*log1p((v_prime - w_prime)/wgh)) else: result *= pow(vgh / wgh, v - 0.5) if fabs((w_prime - x_prime)*(x - 0.5)) < 100*xgh and x > 100: result *= exp((x - 0.5)*log1p((w_prime - x_prime)/xgh)) else: result *= pow(wgh / xgh, x - 0.5) return result