* Jacobi Theta functions
Implementations, tests, and ULP plotting programs are provided for the
four Jacobi Theta functions per #373. Twenty-four public C++ functions
are provided in all, covering various precision-preserving scenarios.
Documentation for collaborators is provided in the code comments. Proper
documentation for end users will be provided when the implementation and
APIs are finalized.
Some tests are failing; this implementation is meant to start a
conversation. The core dilemma faced by the author was that large values
of |q| resulted in slow convergence, and sometimes wildly inaccurate
results. Following the implementation note in DLMF 20.14, I added code
to switch over to the imaginary versions of the theta functions when |q|
> 0.85. This restored accuracy such that all of the identity tests
passed for a loose-enough epsilon, but then lost precision to the point
that the Wolfram Alpha spot checks failed. It is the author's hope that
someone with floating-point experience can tame the exponential dragons
and squeeze the ULPs back down to a reasonable range when |q| is large.
When #392 is merged I will add more thorough value tests, although I
fully expect them to fail until the underlying precision issues are
resolved.
As a final note, the precision issues do not affect the z=0 case - the
ULP plots indicate these return values within 2 ULP across all valid
|q|. So that's a start.
* [CI SKIP] Jacobi theta: Add special-value tests and more
* Add tests covering z=0 special values from MathWorld
* Add missing real_concept header
* Replace M_PI and friends with constants::pi etc
* Use BOOST_MATH_STD_USING in more places
* Jacobi theta: Test two more of Watson's identities [CI SKIP]
See https://mathworld.wolfram.com/JacobiThetaFunctions.html
(Equations 48 and 49)
* Improve precision of Jacobi theta functions [CI SKIP]
Rewrite the private imaginary versions to use double-sided summations
following DLMF 20.13.4 and 20.13.5. This cuts down the worst of the
precision issues by a factor of 10, and gets more of the tests to pass.
I am confident enough in the code path to eliminate the compile-time
__JACOBI_THETA_USE_IMAGINARY flag. In fact the imaginary-z code paths
are now enabled for all |q| > 0.04, i.e. most legal values of q.
More extensive tests will be needed to illuminate any remaining
precision issues.
* Jacobi theta: Make changes suggested in #394 [CI SKIP]
* Add LICENSE notice to main file
* Document convergence criteria
* Eliminate eps*eps = 0 logic. This causes some disagreement with the
zero returned by Wolfram Alpha for z=0, q > 0.99 in the fourth function.
Mathematically, the fourth function is never exactly zero, so I don't
trust Wolfram here.
* Per code-review comments, remove multiplications by floating-point 2.
* Tweak the plotting programs to display their titles, and to uniformly
use `float` as their CoarseType and `long double` as their
`PreciseType`.
* Add quadrature tests to Jacobi theta functions [CI SKIP]
The quadrature tests revealed a problem in the m1 functions: they too
should switch to the _IMAGINARY logic for q > exp(-pi), or will suffer
from slow convergence. Fix them.
Also tighten tolerances for many tests from sqrt(eps) to 100 * eps.
* Test Jacobi thetas against elliptic functions and elliptic integrals [CI SKIP]
See:
* https://dlmf.nist.gov/22.2
* https://dlmf.nist.gov/20.9#i
* Test Jacobi Thetas against their Laplace transforms [CI SKIP]
See:
* https://dlmf.nist.gov/20.10#ii
I did find some disagreement, and dropped the negative sign from the
theta1 equation. DLMF's theta2 and theta3 Laplace transform equations do
not agree at all with the computed values - will need to investigate.
In the meantime, the two implemented equations agree to 4 EPS so I am
keeping them.
* Add a note on using log1p with Jacobi theta functions [CI SKIP]
See discussion:
* https://github.com/boostorg/math/pull/394#issuecomment-655871762
* Add random data tests to Jacobi Theta functions [CI SKIP]
Add a test data generator program for the Jacobi theta functions.
This program will produce data for the tau parameterization, so that
precision isn't lost during the log-transformation. This distinguishes
it from the Wolfram Alpha data, which is parameterized by q.
A few of these new random-data tests are failing, but not by obscene
margins (< 100 EPS). These failures will be addressed when the test
tolerances are finalized.
* Add small-tau tests and simplify Jacobi Theta code [CI SKIP]
Add tests for small tau (i.e. large q). The tests are failing with mean
~ 200 EPS and max ~ 800 EPS. These look like worst-case input, and
should be the focus of future accuracy improvements.
This commit also simplifies the _IMAGINARY code by abstracting all of
the loops into a single svelte function.
* Add user documentation for Jacobi Theta functions [CI SKIP]
* Add function graphs to Jacobi Theta docs [CI SKIP]
* Define Jacobi Theta test tolerances [CI SKIP]
* Add implementation note on Jacobi theta functions [CI SKIP]
* Consolidate Jacobi Theta ULPs plotting programs [CI SKIP]
* Fix q domain checking of jacobi_theta4 [CI SKIP]
* Add ULPs plots to Jacobi Theta docs [CI SKIP]
Also add the built HTML files for easy evaluation. A full rebuild is
needed for the new docs to appear in the indexes.
* Add missing Jacobi Theta ULPs plots [CI SKIP]
* Add LaTeX source for Jacobi Theta equations [CI SKIP]
* Remove unused Jacobi Theta PNG equations [CI SKIP]
* Add Jacobi Theta performance script [CI SKIP]
Provided by @NAThompson.
* Remove vestigial eps*eps check from jacobi_theta3 [CI SKIP]
* Update Jacobi Theta docs per code review comments [CI SKIP]
* Enable arg promotion for Jacobi Theta functions [CI SKIP]
Add Jacobi theta functions to the instantiation tests and fix up
everything needed to make them pass. This changes the function
signatures to use promote_args.
* Fix Jacobi Theta plotting script [CI SKIP]
This script broke when the promote_args API was added.
* Change Jacobi Theta convergence criterion [CI SKIP]
Compare the non-oscillating part of the delta to the previous one.
This avoids some headaches comparing the delta to the partial sum,
because the partial sum can be a small number due to the oscillating
component alternating signs.
Because successive terms involve either q^n^2 or exp(-(pi*n)^2),
convergence should still happen pretty quickly. Graphs have been updated
and tests still passs with no noticeable difference.
* Improve ulps plot:
- Use numeric_limits for precision comparison, plot out of bounds points at the clip boundary so we can still see that they're there.
-Add options for colored marks when clipping and NaN.
This error is in some "defensive" code which we haven't been able to locate a test case for - it will probably never be triggered, and is only applicable to multiprecision types.
Fixes#372.
If a long double is the same as a double on a platform, prefer the
double variant when defining mathematical constants. This prevents
spurious long doubles from appearing in compiled code.
Before this change, any function calling unchecked_factorial<double>
would generate long double code. This created a headache for users
attempting to eliminate long doubles from their compiled code.
A more elegant solution might use templates to create a single lookup
array for all major floating-point types, but the present solution
(adding an explicit double array) works just fine.
See #398.
