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add sine and cosine integrals (#32)
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MikaelSlevinsky authored and ararslan committed Jun 27, 2017
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6 changes: 3 additions & 3 deletions README.md
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# SpecialFunctions.jl

Special mathematical functions in Julia, including Bessel, Hankel, Airy, error, Dawson, eta, zeta,
digamma, inverse digamma, trigamma, and polygamma functions.
These functions were formerly part of Base.
Special mathematical functions in Julia, including Bessel, Hankel, Airy, error, Dawson, sine and cosine integrals,
eta, zeta, digamma, inverse digamma, trigamma, and polygamma functions.
Most of these functions were formerly part of Base.

[![Travis](https://travis-ci.org/JuliaMath/SpecialFunctions.jl.svg?branch=master)](https://travis-ci.org/JuliaMath/SpecialFunctions.jl)
[![AppVeyor](https://ci.appveyor.com/api/projects/status/ccfgkm2cjcggu158/branch/master?svg=true)](https://ci.appveyor.com/project/ararslan/specialfunctions-jl/branch/master)
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4 changes: 3 additions & 1 deletion docs/src/index.md
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Expand Up @@ -13,6 +13,8 @@ libraries.
| [`erfi(x)`](@ref SpecialFunctions.erfi) | imaginary error function defined as `-im * erf(x * im)`, where `im` is the imaginary unit |
| [`erfcx(x)`](@ref SpecialFunctions.erfcx) | scaled complementary error function, i.e. accurate `exp(x^2) * erfc(x)` for large `x` |
| [`dawson(x)`](@ref SpecialFunctions.dawson) | scaled imaginary error function, a.k.a. Dawson function, i.e. accurate `exp(-x^2) * erfi(x) * sqrt(pi) / 2` for large `x` |
| [`sinint(x)`](@ref SpecialFunctions.sinint) | [sine integral](https://en.wikipedia.org/wiki/Trigonometric_integral) at `x` |
| [`cosint(x)`](@ref SpecialFunctions.cosint) | [cosine integral](https://en.wikipedia.org/wiki/Trigonometric_integral) at `x` |
| [`digamma(x)`](@ref SpecialFunctions.digamma) | [digamma function](https://en.wikipedia.org/wiki/Digamma_function) (i.e. the derivative of `lgamma` at `x`) |
| [`eta(x)`](@ref SpecialFunctions.eta) | [Dirichlet eta function](https://en.wikipedia.org/wiki/Dirichlet_eta_function) at `x` |
| [`zeta(x)`](@ref SpecialFunctions.zeta) | [Riemann zeta function](https://en.wikipedia.org/wiki/Riemann_zeta_function) at `x` |
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## Note

Prior to Julia 0.6, these functions were available in Julia's Base module.
Prior to Julia 0.6, most of these functions were available in Julia's Base module.
Because of this, the symbols from this package are not exported on Julia 0.5
to avoid name conflicts.
In this case, the symbols will need to be explicitly imported or called
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2 changes: 2 additions & 0 deletions docs/src/special.md
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Expand Up @@ -12,6 +12,8 @@ SpecialFunctions.erfi
SpecialFunctions.dawson
SpecialFunctions.erfinv
SpecialFunctions.erfcinv
SpecialFunctions.sinint
SpecialFunctions.cosint
SpecialFunctions.digamma
SpecialFunctions.invdigamma
SpecialFunctions.trigamma
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4 changes: 4 additions & 0 deletions src/SpecialFunctions.jl
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Expand Up @@ -59,6 +59,9 @@ if VERSION >= v"0.6.0-dev.2767"
end
end

export sinint,
cosint

if isdefined(Base.Math, :openspecfun)
const openspecfun = Base.Math.openspecfun
else
Expand All @@ -67,6 +70,7 @@ end

include("bessel.jl")
include("erf.jl")
include("sincosint.jl")
include("gamma.jl")
include("deprecated.jl")

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258 changes: 258 additions & 0 deletions src/sincosint.jl
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using Base.Math.@horner

# Compute the sine integral: ∫_0^x sin(t)/t dt,
# and the cosine integral: γ + log x + ∫_0^x (cos(t)-1)/t dt,
# using the rational approximants tabulated in:
# A.J. MacLeod, "Rational approximations, software and test methods for
# sine and cosine integrals," Numer. Algor. 12, pp. 259--272 (1996).
# http://dx.doi.org/10.1007/BF02142806
# https://link.springer.com/article/10.1007/BF02142806
#
# Note: the second zero of Ci(x) has a typo that is fixed:
#
# r1 = 3.38418 04228 51186 42639 78511 46402 in the article, but is in fact:
#
# r1 = 3.38418 04225 51186 42639 78511 46402.
#

function sinint(x::Float64)
t = x*x
if t 36.0
return x * @horner(t, 1.00000000000000000000E0,
-0.44663998931312457298E-1,
0.11209146443112369449E-2,
-0.13276124407928422367E-4,
0.85118014179823463879E-7,
-0.29989314303147656479E-9,
0.55401971660186204711E-12,
-0.42406353433133212926E-15) /
@horner(t, 1.00000000000000000000E0,
0.10891556624243098264E-1,
0.59334456769186835896E-4,
0.21231112954641805908E-6,
0.54747121846510390750E-9,
0.10378561511331814674E-11,
0.13754880327250272679E-14,
0.10223981202236205703E-17)
elseif t 144.0
invt = inv(t)
return copysign/2, x) - cos(x) *
@horner(invt, 0.99999999962173909991E0,
0.36451060338631902917E3,
0.44218548041288440874E5,
0.22467569405961151887E7,
0.49315316723035561922E8,
0.43186795279670283193E9,
0.11847992519956804350E10,
0.45573267593795103181E9) /
(x * @horner(invt, 1.00000000000000000000E0,
0.36651060273229347594E3,
0.44927569814970692777E5,
0.23285354882204041700E7,
0.53117852017228262911E8,
0.50335310667241870372E9,
0.16575285015623175410E10,
0.11746532837038341076E10)) -
sin(x)*invt * @horner(invt, 0.99999999920484901956E0,
0.51385504875307321394E3,
0.92293483452013810811E5,
0.74071341863359841727E7,
0.28142356162841356551E9,
0.49280890357734623984E10,
0.35524762685554302472E11,
0.79194271662085049376E11,
0.17942522624413898907E11) /
@horner(invt, 1.00000000000000000000E0,
0.51985504708814870209E3,
0.95292615508125947321E5,
0.79215459679762667578E7,
0.31977567790733781460E9,
0.62273134702439012114E10,
0.54570971054996441467E11,
0.18241750166645704670E12,
0.15407148148861454434E12)
elseif t < Inf
invt = inv(t)
return copysign/2, x) - cos(x) / x * (1.0 -
@horner(invt, 0.19999999999999978257E1,
0.22206119380434958727E4,
0.84749007623988236808E6,
0.13959267954823943232E9,
0.10197205463267975592E11,
0.30229865264524075951E12,
0.27504053804288471142E13,
0.21818989704686874983E13) /
@horner(invt, 1.00000000000000000000E0,
0.11223059690217167788E4,
0.43685270974851313242E6,
0.74654702140658116258E8,
0.58580034751805687471E10,
0.20157980379272098841E12,
0.26229141857684496445E13,
0.87852907334918467516E13)*invt) -
sin(x) * invt * (1.0 - @horner(invt, 0.59999999999999993089E1,
0.96527746044997139158E4,
0.56077626996568834185E7,
0.15022667718927317198E10,
0.19644271064733088465E12,
0.12191368281163225043E14,
0.31924389898645609533E15,
0.25876053010027485934E16,
0.12754978896268878403E16) /
@horner(invt, 1.00000000000000000000E0,
0.16287957674166143196E4,
0.96636303195787870963E6,
0.26839734750950667021E9,
0.37388510548029219241E11,
0.26028585666152144496E13,
0.85134283716950697226E14,
0.11304079361627952930E16,
0.42519841479489798424E16)*invt)
elseif isnan(x)
return NaN
else
return copysign/2, x)
end
end

function cosint(x::Float64)
t, r0, r1 = x*x, 0.616505485620716233797110404100, 3.384180422551186426397851146402
r01, r02 = 0.6162109375, 0.29454812071623379711E-3
r11, r12 = 3.3837890625, 0.39136005118642639785E-3
if x < 0.0
return throw(DomainError())
elseif x 3.0
return log(x/r0) + ((x - r01) - r02) * (x + r0) *
@horner(t, -0.24607411378767540707E0,
0.72113492241301534559E-2,
-0.11867127836204767056E-3,
0.90542655466969866243E-6,
-0.34322242412444409037E-8,
0.51950683460656886834E-11) /
@horner(t, 1.00000000000000000000E0,
0.12670095552700637845E-1,
0.78168450570724148921E-4,
0.29959200177005821677E-6,
0.73191677761328838216E-9,
0.94351174530907529061E-12)
elseif x 6.0
return log(x/r1) + ((x - r11) - r12) * (x + r1) *
@horner(t, -0.15684781827145408780E0,
0.66253165609605468916E-2,
-0.12822297297864512864E-3,
0.12360964097729408891E-5,
-0.66450975112876224532E-8,
0.20326936466803159446E-10,
-0.33590883135343844613E-13,
0.23686934961435015119E-16) /
@horner(t, 1.00000000000000000000E0,
0.96166044388828741188E-2,
0.45257514591257035006E-4,
0.13544922659627723233E-6,
0.27715365686570002081E-9,
0.37718676301688932926E-12,
0.27706844497155995398E-15)
elseif x 12.0
invt = inv(t)
return sin(x) * @horner(invt, 0.99999999962173909991E0,
0.36451060338631902917E3,
0.44218548041288440874E5,
0.22467569405961151887E7,
0.49315316723035561922E8,
0.43186795279670283193E9,
0.11847992519956804350E10,
0.45573267593795103181E9) /
(x * @horner(invt, 1.00000000000000000000E0,
0.36651060273229347594E3,
0.44927569814970692777E5,
0.23285354882204041700E7,
0.53117852017228262911E8,
0.50335310667241870372E9,
0.16575285015623175410E10,
0.11746532837038341076E10)) -
cos(x) * invt * @horner(invt, 0.99999999920484901956E0,
0.51385504875307321394E3,
0.92293483452013810811E5,
0.74071341863359841727E7,
0.28142356162841356551E9,
0.49280890357734623984E10,
0.35524762685554302472E11,
0.79194271662085049376E11,
0.17942522624413898907E11) /
@horner(invt, 1.00000000000000000000E0,
0.51985504708814870209E3,
0.95292615508125947321E5,
0.79215459679762667578E7,
0.31977567790733781460E9,
0.62273134702439012114E10,
0.54570971054996441467E11,
0.18241750166645704670E12,
0.15407148148861454434E12)
elseif x < Inf
invt = inv(t)
return sin(x)/x * (1.0 - @horner(invt, 0.19999999999999978257E1,
0.22206119380434958727E4,
0.84749007623988236808E6,
0.13959267954823943232E9,
0.10197205463267975592E11,
0.30229865264524075951E12,
0.27504053804288471142E13,
0.21818989704686874983E13) /
@horner(invt, 1.00000000000000000000E0,
0.11223059690217167788E4,
0.43685270974851313242E6,
0.74654702140658116258E8,
0.58580034751805687471E10,
0.20157980379272098841E12,
0.26229141857684496445E13,
0.87852907334918467516E13)*invt) -
cos(x)*invt * (1.0 - @horner(invt, 0.59999999999999993089E1,
0.96527746044997139158E4,
0.56077626996568834185E7,
0.15022667718927317198E10,
0.19644271064733088465E12,
0.12191368281163225043E14,
0.31924389898645609533E15,
0.25876053010027485934E16,
0.12754978896268878403E16) /
@horner(invt, 1.00000000000000000000E0,
0.16287957674166143196E4,
0.96636303195787870963E6,
0.26839734750950667021E9,
0.37388510548029219241E11,
0.26028585666152144496E13,
0.85134283716950697226E14,
0.11304079361627952930E16,
0.42519841479489798424E16)*invt)
elseif isnan(x)
return NaN
else
return 0.0
end
end

for f in (:sinint, :cosint)
@eval begin
($f)(x::Float32) = Float32(($f)(Float64(x)))
($f)(x::Float16) = Float16(($f)(Float64(x)))
($f)(x::Real) = ($f)(float(x))
($f)(x::AbstractFloat) = error("not implemented for ", typeof(x))
end
end


"""
sinint(x)
Compute the sine integral function of `x`, defined by ``\\operatorname{Si}(x) := \\int_0^x\\frac{\\sin t}{t} dt``
for real `x`.
"""
sinint

"""
cosint(x)
Compute the cosine integral function of `x`, defined by ``\\operatorname{Ci}(x) := \\gamma + \\log x + \\int_0^x \\frac{\\cos t - 1}{t} dt``
for real `x > 0`, where ``\\gamma`` is the Euler-Mascheroni constant.
"""
cosint

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