# include # include # include # include # include # include # include "laguerre_polynomial.h" /******************************************************************************/ int i4_max ( int i1, int i2 ) /******************************************************************************/ /* Purpose: I4_MAX returns the maximum of two I4's. Licensing: This code is distributed under the MIT license. Modified: 29 August 2006 Author: John Burkardt Parameters: Input, int I1, I2, are two integers to be compared. Output, int I4_MAX, the larger of I1 and I2. */ { int value; if ( i2 < i1 ) { value = i1; } else { value = i2; } return value; } /******************************************************************************/ int i4_min ( int i1, int i2 ) /******************************************************************************/ /* Purpose: I4_MIN returns the smaller of two I4's. Licensing: This code is distributed under the MIT license. Modified: 29 August 2006 Author: John Burkardt Parameters: Input, int I1, I2, two integers to be compared. Output, int I4_MIN, the smaller of I1 and I2. */ { int value; if ( i1 < i2 ) { value = i1; } else { value = i2; } return value; } /******************************************************************************/ void imtqlx ( int n, double d[], double e[], double z[] ) /******************************************************************************/ /* Purpose: IMTQLX diagonalizes a symmetric tridiagonal matrix. Discussion: This routine is a slightly modified version of the EISPACK routine to perform the implicit QL algorithm on a symmetric tridiagonal matrix. The authors thank the authors of EISPACK for permission to use this routine. It has been modified to produce the product Q' * Z, where Z is an input vector and Q is the orthogonal matrix diagonalizing the input matrix. The changes consist (essentialy) of applying the orthogonal transformations directly to Z as they are generated. Licensing: This code is distributed under the MIT license. Modified: 08 January 2010 Author: Original FORTRAN77 version by Sylvan Elhay, Jaroslav Kautsky. C version by John Burkardt. Reference: Sylvan Elhay, Jaroslav Kautsky, Algorithm 655: IQPACK, FORTRAN Subroutines for the Weights of Interpolatory Quadrature, ACM Transactions on Mathematical Software, Volume 13, Number 4, December 1987, pages 399-415. Roger Martin, James Wilkinson, The Implicit QL Algorithm, Numerische Mathematik, Volume 12, Number 5, December 1968, pages 377-383. Parameters: Input, int N, the order of the matrix. Input/output, double D(N), the diagonal entries of the matrix. On output, the information in D has been overwritten. Input/output, double E(N), the subdiagonal entries of the matrix, in entries E(1) through E(N-1). On output, the information in E has been overwritten. Input/output, double Z(N). On input, a vector. On output, the value of Q' * Z, where Q is the matrix that diagonalizes the input symmetric tridiagonal matrix. */ { double b; double c; double f; double g; int i; int ii; int itn = 30; int j; int k; int l; int m; int mml; double p; double prec; double r; double s; prec = DBL_EPSILON; if ( n == 1 ) { return; } e[n-1] = 0.0; for ( l = 1; l <= n; l++ ) { j = 0; for ( ; ; ) { for ( m = l; m <= n; m++ ) { if ( m == n ) { break; } if ( fabs ( e[m-1] ) <= prec * ( fabs ( d[m-1] ) + fabs ( d[m] ) ) ) { break; } } p = d[l-1]; if ( m == l ) { break; } if ( itn <= j ) { printf ( "\n" ); printf ( "IMTQLX - Fatal error!\n" ); printf ( " Iteration limit exceeded\n" ); exit ( 1 ); } j = j + 1; g = ( d[l] - p ) / ( 2.0 * e[l-1] ); r = sqrt ( g * g + 1.0 ); g = d[m-1] - p + e[l-1] / ( g + fabs ( r ) * r8_sign ( g ) ); s = 1.0; c = 1.0; p = 0.0; mml = m - l; for ( ii = 1; ii <= mml; ii++ ) { i = m - ii; f = s * e[i-1]; b = c * e[i-1]; if ( fabs ( g ) <= fabs ( f ) ) { c = g / f; r = sqrt ( c * c + 1.0 ); e[i] = f * r; s = 1.0 / r; c = c * s; } else { s = f / g; r = sqrt ( s * s + 1.0 ); e[i] = g * r; c = 1.0 / r; s = s * c; } g = d[i] - p; r = ( d[i-1] - g ) * s + 2.0 * c * b; p = s * r; d[i] = g + p; g = c * r - b; f = z[i]; z[i] = s * z[i-1] + c * f; z[i-1] = c * z[i-1] - s * f; } d[l-1] = d[l-1] - p; e[l-1] = g; e[m-1] = 0.0; } } /* Sorting. */ for ( ii = 2; ii <= m; ii++ ) { i = ii - 1; k = i; p = d[i-1]; for ( j = ii; j <= n; j++ ) { if ( d[j-1] < p ) { k = j; p = d[j-1]; } } if ( k != i ) { d[k-1] = d[i-1]; d[i-1] = p; p = z[i-1]; z[i-1] = z[k-1]; z[k-1] = p; } } return; } /******************************************************************************/ double *l_exponential_product ( int p, double b ) /******************************************************************************/ /* Purpose: L_EXPONENTIAL_PRODUCT: exponential product table for L(n,x). Discussion: Let L(n,x) represent the Laguerre polynomial of degree n. For polynomial chaos applications, it is of interest to know the value of the integrals of products of exp(B*X) with every possible pair of basis functions. That is, we'd like to form Tij = Integral ( 0 <= X < +oo ) exp(b*x) * L(i,x) * L(j,x) * exp (-x) dx Because of the exponential factor, the quadrature will not be exact. Licensing: This code is distributed under the MIT license. Modified: 11 August 2013 Author: John Burkardt Parameters: Input, int P, the maximum degree of the polyonomial factors. 0 <= P. Input, double B, the coefficient of X in the exponential factor. Output, double L_EXPONENTIAL_PRODUCT[(P+1)*(P+1)], the table of integrals. TABLE(I,J) represents the weighted integral of exp(B*X) * L(i,x) * L(j,x). */ { int i; int j; int k; double *l_table; int order; double *table; double *w_table; double x; double *x_table; table = ( double * ) malloc ( (p+1)*(p+1) * sizeof ( double ) ); for ( j = 0; j <= p; j++ ) { for ( i = 0; i <= p; i++ ) { table[i+j*(p+1)] = 0.0; } } order = ( 3 * p + 4 ) / 2; x_table = ( double * ) malloc ( order * sizeof ( double ) ); w_table = ( double * ) malloc ( order * sizeof ( double ) ); l_quadrature_rule ( order, x_table, w_table ); for ( k = 0; k < order; k++ ) { x = x_table[k]; l_table = l_polynomial ( 1, p, x_table+k ); for ( j = 0; j <= p; j++ ) { for ( i = 0; i <= p; i++ ) { table[i+j*(p+1)] = table[i+j*(p+1)] + w_table[k] * exp ( b * x ) * l_table[i] * l_table[j]; } } free ( l_table ); } free ( w_table ); free ( x_table ); return table; } /******************************************************************************/ double l_integral ( int n ) /******************************************************************************/ /* Purpose: L_INTEGRAL evaluates a monomial integral associated with L(n,x). Discussion: The integral: integral ( 0 <= x < +oo ) x^n * exp ( -x ) dx Licensing: This code is distributed under the MIT license. Modified: 11 August 2013 Author: John Burkardt Parameters: Input, int N, the exponent. 0 <= N. Output, double L_INTEGRAL, the value of the integral. */ { double value; value = r8_factorial ( n ); return value; } /******************************************************************************/ double *l_polynomial ( int m, int n, double x[] ) /******************************************************************************/ /* Purpose: L_POLYNOMIAL evaluates the Laguerre polynomials L(n,x). Differential equation: X * Y'' + (1-X) * Y' + N * Y = 0 First terms: 1 -X + 1 ( X^2 - 4 X + 2 ) / 2 ( -X^3 + 9 X^2 - 18 X + 6 ) / 6 ( X^4 - 16 X^3 + 72 X^2 - 96 X + 24 ) / 24 ( -X^5 + 25 X^4 - 200 X^3 + 600 X^2 - 600 x + 120 ) / 120 ( X^6 - 36 X^5 + 450 X^4 - 2400 X^3 + 5400 X^2 - 4320 X + 720 ) / 720 ( -X^7 + 49 X^6 - 882 X^5 + 7350 X^4 - 29400 X^3 + 52920 X^2 - 35280 X + 5040 ) / 5040 Recursion: L(0,X) = 1, L(1,X) = 1-X, N * L(N,X) = (2*N-1-X) * L(N-1,X) - (N-1) * L(N-2,X) Orthogonality: Integral ( 0 <= X < +oo ) exp ( - X ) * L(N,X) * L(M,X) dX = 0 if N /= M = 1 if N == M Special values: L(N,0) = 1. Relations: L(N,X) = (-1)^N / N! * exp ( x ) * (d/dx)^n ( exp ( - x ) * x^n ) Licensing: This code is distributed under the MIT license. Modified: 11 August 2013 Author: John Burkardt Reference: Milton Abramowitz, Irene Stegun, Handbook of Mathematical Functions, National Bureau of Standards, 1964, ISBN: 0-486-61272-4, LC: QA47.A34. Parameters: Input, int M, the number of evaluation points. Input, int N, the highest order polynomial to compute. Input, double X[M], the evaluation points. Output, double L_POLYNOMIAL[M*(N+1)], the function values. */ { int i; int j; double *v; if ( n < 0 ) { return NULL; } v = ( double * ) malloc ( m*(n+1) * sizeof ( double ) ); for ( i = 0; i < m; i++ ) { v[i+0*m] = 1.0; } if ( n == 0 ) { return v; } for ( i = 0; i < m; i++ ) { v[i+1*m] = 1.0 - x[i]; } for ( j = 2; j <= n; j++ ) { for ( i = 0; i < m; i++ ) { v[i+j*m] = ( ( ( double ) ( 2 * j - 1 ) - x[i] ) * v[i+(j-1)*m] + ( double ) ( - j + 1 ) * v[i+(j-2)*m] ) / ( double ) ( j ); } } return v; } /******************************************************************************/ double *l_polynomial_coefficients ( int n ) /******************************************************************************/ /* Purpose: L_POLYNOMIAL_COEFFICIENTS: coeffs for Laguerre polynomial L(n,x). First terms: 0: 1 1: 1 -1 2: 1 -2 1/2 3: 1 -3 3/2 1/6 4: 1 -4 4 -2/3 1/24 5: 1 -5 5 -5/3 5/24 -1/120 Recursion: L(0,X) = ( 1, 0, 0, ..., 0 ) L(1,X) = ( 1, -1, 0, ..., 0 ) L(N,X) = (2*N-1-X) * L(N-1,X) - (N-1) * L(N-2,X) / N Licensing: This code is distributed under the MIT license. Modified: 11 August 2013 Author: John Burkardt Reference: Milton Abramowitz, Irene Stegun, Handbook of Mathematical Functions, National Bureau of Standards, 1964, ISBN: 0-486-61272-4, LC: QA47.A34. Parameters: Input, int N, the highest order polynomial to compute. Note that polynomials 0 through N will be computed. Output, double L_POLYNOMIAL_COEFFICIENTS[(N+1)*(N+1)], the coefficients of the Laguerre polynomials of degree 0 through N. */ { double *c; int i; int j; if ( n < 0 ) { return NULL; } c = ( double * ) malloc ( (n+1)*(n+1) * sizeof ( double ) ); for ( i = 0; i <= n; i++ ) { for ( j = 0; j <= n; j++ ) { c[i+j*(n+1)] = 0.0; } } for ( i = 0; i <= n; i++ ) { c[i+0*(n+1)] = 1.0; } if ( n == 0 ) { return c; } c[1+1*(n+1)] = -1.0; for ( i = 2; i <= n; i++ ) { for ( j = 1; j <= n; j++ ) { c[i+j*(n+1)] = ( ( double ) ( 2 * i - 1 ) * c[i-1+j*(n+1)] + ( double ) ( - i + 1 ) * c[i-2+j*(n+1)] - c[i-1+(j-1)*(n+1)] ) / ( double ) i; } } return c; } /******************************************************************************/ void l_polynomial_values ( int *n_data, int *n, double *x, double *fx ) /******************************************************************************/ /* Purpose: L_POLYNOMIAL_VALUES returns some values of the Laguerre polynomial L(n,x). Discussion: In Mathematica, the function can be evaluated by: LaguerreL[n,x] Differential equation: X * Y'' + (1-X) * Y' + N * Y = 0; First terms: 1 -X + 1 ( X^2 - 4 X + 2 ) / 2 ( -X^3 + 9 X^2 - 18 X + 6 ) / 6 ( X^4 - 16 X^3 + 72 X^2 - 96 X + 24 ) / 24 ( -X^5 + 25 X^4 - 200 X^3 + 600 X^2 - 600 x + 120 ) / 120 ( X^6 - 36 X^5 + 450 X^4 - 2400 X^3 + 5400 X^2 - 4320 X + 720 ) / 720 ( -X^7 + 49 X^6 - 882 X^5 + 7350 X^4 - 29400 X^3 + 52920 X^2 - 35280 X + 5040 ) / 5040 Recursion: L(0,X) = 1, L(1,X) = 1-X, N * L(N,X) = (2*N-1-X) * L(N-1,X) - (N-1) * L(N-2,X) Orthogonality: Integral ( 0 <= X < oo ) exp ( - X ) * L(N,X) * L(M,X) dX = 0 if N /= M = 1 if N == M Special values: L(N,0) = 1. Relations: L(N,X) = (-1)^N / N! * exp ( x ) * (d/dx)^n ( exp ( - x ) * x^n ) Licensing: This code is distributed under the MIT license. Modified: 11 August 2013 Author: John Burkardt Reference: Milton Abramowitz, Irene Stegun, Handbook of Mathematical Functions, National Bureau of Standards, 1964, ISBN: 0-486-61272-4, LC: QA47.A34. Stephen Wolfram, The Mathematica Book, Fourth Edition, Cambridge University Press, 1999, ISBN: 0-521-64314-7, LC: QA76.95.W65. Parameters: Input/output, int *N_DATA. The user sets N_DATA to 0 before the first call. On each call, the routine increments N_DATA by 1, and returns the corresponding data; when there is no more data, the output value of N_DATA will be 0 again. Output, int *N, the order of the polynomial. Output, double *X, the point where the polynomial is evaluated. Output, double *FX, the value of the function. */ { # define N_MAX 17 static double fx_vec[N_MAX] = { 0.1000000000000000E+01, 0.0000000000000000E+00, -0.5000000000000000E+00, -0.6666666666666667E+00, -0.6250000000000000E+00, -0.4666666666666667E+00, -0.2569444444444444E+00, -0.4047619047619048E-01, 0.1539930555555556E+00, 0.3097442680776014E+00, 0.4189459325396825E+00, 0.4801341790925124E+00, 0.4962122235082305E+00, -0.4455729166666667E+00, 0.8500000000000000E+00, -0.3166666666666667E+01, 0.3433333333333333E+02 }; static int n_vec[N_MAX] = { 0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 5, 5, 5, 5 }; static double x_vec[N_MAX] = { 1.0E+00, 1.0E+00, 1.0E+00, 1.0E+00, 1.0E+00, 1.0E+00, 1.0E+00, 1.0E+00, 1.0E+00, 1.0E+00, 1.0E+00, 1.0E+00, 1.0E+00, 0.5E+00, 3.0E+00, 5.0E+00, 1.0E+01 }; if ( *n_data < 0 ) { *n_data = 0; } *n_data = *n_data + 1; if ( N_MAX < *n_data ) { *n_data = 0; *n = 0; *x = 0.0; *fx = 0.0; } else { *n = n_vec[*n_data-1]; *x = x_vec[*n_data-1]; *fx = fx_vec[*n_data-1]; } return; # undef N_MAX } /******************************************************************************/ double *l_polynomial_zeros ( int n ) /******************************************************************************/ /* Purpose: L_POLYNOMIAL_ZEROS: zeros of the Laguerre polynomial L(n,x). Licensing: This code is distributed under the MIT license. Modified: 11 August 2013 Author: John Burkardt. Reference: Sylvan Elhay, Jaroslav Kautsky, Algorithm 655: IQPACK, FORTRAN Subroutines for the Weights of Interpolatory Quadrature, ACM Transactions on Mathematical Software, Volume 13, Number 4, December 1987, pages 399-415. Parameters: Input, int N, the order of the polynomial. Output, double L_POLYNOMIAL_ZEROS[N], the zeros. */ { double *bj; int i; double *w; double *x; double zemu; /* Define the zero-th moment. */ zemu = 1.0; /* Define the Jacobi matrix. */ bj = ( double * ) malloc ( n * sizeof ( double ) ); for ( i = 0; i < n; i++ ) { bj[i] = ( double ) ( i + 1 ); } x = ( double * ) malloc ( n * sizeof ( double ) ); for ( i = 0; i < n; i++ ) { x[i] = ( double ) ( 2 * i + 1 ); } w = ( double * ) malloc ( n * sizeof ( double ) ); w[0] = sqrt ( zemu ); for ( i = 1; i < n; i++ ) { w[i] = 0.0; } /* Diagonalize the Jacobi matrix. */ imtqlx ( n, x, bj, w ); free ( bj ); free ( w ); return x; } /******************************************************************************/ double *l_power_product ( int p, int e ) /******************************************************************************/ /* Purpose: L_POWER_PRODUCT: power product table for L(n,x). Discussion: Let L(n,x) represent the Laguerre polynomial of degree n. For polynomial chaos applications, it is of interest to know the value of the integrals of products of X^E with every possible pair of basis functions. That is, we'd like to form Tij = Integral ( 0 <= X < +oo ) x^e * L(i,x) * L(j,x) * exp (-x) dx Licensing: This code is distributed under the MIT license. Modified: 11 August 2013 Author: John Burkardt Parameters: Input, int P, the maximum degree of the polyonomial factors. 0 <= P. Input, int E, the exponent of X. 0 <= E. Output, double L_POWER_PRODUCT[(P+1)*(P+1)], the table of integrals. TABLE(I,J) represents the weighted integral of X^E * L(i,x) * L(j,x). */ { int i; int j; int k; double *l_table; int order; double *table; double *w_table; double x; double *x_table; table = ( double * ) malloc ( (p+1)*(p+1) * sizeof ( double ) ); for ( j = 0; j <= p; j++ ) { for ( i = 0; i <= p; i++ ) { table[i+j*(p+1)] = 0.0; } } order = p + 1 + ( e + 1 ) / 2; x_table = ( double * ) malloc ( order * sizeof ( double ) ); w_table = ( double * ) malloc ( order * sizeof ( double ) ); l_quadrature_rule ( order, x_table, w_table ); for ( k = 0; k < order; k++ ) { x = x_table[k]; l_table = l_polynomial ( 1, p, x_table+k ); if ( e == 0 ) { for ( j = 0; j <= p; j++ ) { for ( i = 0; i <= p; i++ ) { table[i+j*(p+1)] = table[i+j*(p+1)] + w_table[k] * l_table[i] * l_table[j]; } } } else { for ( j = 0; j <= p; j++ ) { for ( i = 0; i <= p; i++ ) { table[i+j*(p+1)] = table[i+j*(p+1)] + w_table[k] * pow ( x, e ) * l_table[i] * l_table[j]; } } } free ( l_table ); } free ( w_table ); free ( x_table ); return table; } /******************************************************************************/ void l_quadrature_rule ( int n, double x[], double w[] ) /******************************************************************************/ /* Purpose: L_QUADRATURE_RULE: Gauss-Laguerre quadrature based on L(n,x). Licensing: This code is distributed under the MIT license. Modified: 11 August 2013 Author: John Burkardt. Reference: Sylvan Elhay, Jaroslav Kautsky, Algorithm 655: IQPACK, FORTRAN Subroutines for the Weights of Interpolatory Quadrature, ACM Transactions on Mathematical Software, Volume 13, Number 4, December 1987, pages 399-415. Parameters: Input, int N, the order. Output, double X[N], the abscissas. Output, double W[N], the weights. */ { double *bj; int i; double zemu; /* Define the zero-th moment. */ zemu = 1.0; /* Define the Jacobi matrix. */ bj = ( double * ) malloc ( n * sizeof ( double ) ); for ( i = 0; i < n; i++ ) { bj[i] = ( double ) ( i + 1 ); } for ( i = 0; i < n; i++ ) { x[i] = ( double ) ( 2 * i + 1 ); } w[0] = sqrt ( zemu ); for ( i = 1; i < n; i++ ) { w[i] = 0.0; } /* Diagonalize the Jacobi matrix. */ imtqlx ( n, x, bj, w ); for ( i = 0; i < n; i++ ) { w[i] = w[i] * w[i]; } free ( bj ); return; } /******************************************************************************/ double *lf_function ( int mm, int n, double alpha, double x[] ) /******************************************************************************/ /* Purpose: LF_FUNCTION evaluates the Laguerre function Lf(n,alpha,x). Recursion: Lf(0,ALPHA,X) = 1 Lf(1,ALPHA,X) = 1+ALPHA-X Lf(N,ALPHA,X) = (2*N-1+ALPHA-X)/N * Lf(N-1,ALPHA,X) - (N-1+ALPHA)/N * Lf(N-2,ALPHA,X) Restrictions: -1 < ALPHA Special values: Lf(N,0,X) = L(N,X). Lf(N,ALPHA,X) = LM(N,ALPHA,X) for ALPHA integral. Norm: Integral ( 0 <= X < +oo ) exp ( - X ) * Lf(N,ALPHA,X)^2 dX = Gamma ( N + ALPHA + 1 ) / N! Licensing: This code is distributed under the MIT license. Modified: 11 August 2013 Author: John Burkardt Reference: Milton Abramowitz, Irene Stegun, Handbook of Mathematical Functions, National Bureau of Standards, 1964, ISBN: 0-486-61272-4, LC: QA47.A34. Parameters: Input, int MM, the number of evaluation points. Input, int N, the highest order polynomial to compute. Input, double ALPHA, the parameter. -1.0 < ALPHA. Input, double X[MM], the evaluation points. Output, double LM_POLYNOMIAL[MM*(N+1)], the function values. */ { int i; int j; double *v; if ( n < 0 ) { return NULL; } v = ( double * ) malloc ( mm*(n+1) * sizeof ( double ) ); for ( i = 0; i < mm; i++ ) { v[i+0*mm] = 1.0; } if ( n == 0 ) { return v; } for ( i = 0; i < mm; i++ ) { v[i+1*mm] = alpha + 1.0 - x[i]; } for ( j = 2; j <= n; j++ ) { for ( i = 0; i < mm; i++ ) { v[i+j*mm] = ( ( alpha + ( double ) ( 2 * i - 1 ) - x[i] ) * v[i+(j-1)*mm] + ( - alpha + ( double ) ( - i + 1 ) ) * v[i+(j-2)*mm] ) / ( double ) ( i ); } } return v; } /******************************************************************************/ void lf_function_values ( int *n_data, int *n, double *a, double *x, double *fx ) /******************************************************************************/ /* Purpose: LF_FUNCTION_VALUES: some values of the Laguerre function Lf(n,alpha,x). Discussion: In Mathematica, the function can be evaluated by: LaguerreL[n,a,x] The functions satisfy the following differential equation: X * Y'' + (ALPHA+1-X) * Y' + N * Y = 0; Function values can be generated by the recursion: Lf(0,ALPHA,X) = 1 Lf(1,ALPHA,X) = 1+ALPHA-X Lf(N,ALPHA,X) = ( (2*N-1+ALPHA-X) * Lf(N-1,ALPHA,X) - (N-1+ALPHA) * Lf(N-2,ALPHA,X) ) / N The parameter ALPHA is required to be greater than -1. For ALPHA = 0, the generalized Laguerre function Lf(N,ALPHA,X) is equal to the Laguerre polynomial L(N,X). For ALPHA integral, the generalized Laguerre function Lf(N,ALPHA,X) equals the associated Laguerre polynomial Lm(N,ALPHA,X). Licensing: This code is distributed under the MIT license. Modified: 11 August 2013 Author: John Burkardt Reference: Stephen Wolfram, The Mathematica Book, Fourth Edition, Cambridge University Press, 1999, ISBN: 0-521-64314-7, LC: QA76.95.W65. Parameters: Input/output, int *N_DATA. The user sets N_DATA to 0 before the first call. On each call, the routine increments N_DATA by 1, and returns the corresponding data; when there is no more data, the output value of N_DATA will be 0 again. Output, int *N, the order of the function. Output, double *A, the parameter. Output, double *X, the point where the function is evaluated. Output, double *FX, the value of the function. */ { # define N_MAX 20 static double a_vec[N_MAX] = { 0.00E+00, 0.25E+00, 0.50E+00, 0.75E+00, 1.50E+00, 2.50E+00, 5.00E+00, 1.20E+00, 1.20E+00, 1.20E+00, 1.20E+00, 1.20E+00, 1.20E+00, 5.20E+00, 5.20E+00, 5.20E+00, 5.20E+00, 5.20E+00, 5.20E+00, 5.20E+00 }; static double fx_vec[N_MAX] = { 0.3726399739583333E-01, 0.3494791666666667E+00, 0.8710042317708333E+00, 0.1672395833333333E+01, 0.6657625325520833E+01, 0.2395726725260417E+02, 0.2031344319661458E+03, 0.1284193996800000E+02, 0.5359924801587302E+01, 0.9204589064126984E+00, -0.1341585114857143E+01, -0.2119726307555556E+01, -0.1959193658349206E+01, 0.1000000000000000E+01, 0.5450000000000000E+01, 0.1720125000000000E+02, 0.4110393750000000E+02, 0.8239745859375000E+02, 0.1460179186171875E+03, 0.2359204608298828E+03 }; static int n_vec[N_MAX] = { 5, 5, 5, 5, 5, 5, 5, 8, 8, 8, 8, 8, 8, 0, 1, 2, 3, 4, 5, 6 }; static double x_vec[N_MAX] = { 0.25E+00, 0.25E+00, 0.25E+00, 0.25E+00, 0.25E+00, 0.25E+00, 0.25E+00, 0.00E+00, 0.20E+00, 0.40E+00, 0.60E+00, 0.80E+00, 1.00E+00, 0.75E+00, 0.75E+00, 0.75E+00, 0.75E+00, 0.75E+00, 0.75E+00, 0.75E+00 }; if ( *n_data < 0 ) { *n_data = 0; } *n_data = *n_data + 1; if ( N_MAX < *n_data ) { *n_data = 0; *n = 0; *a = 0.0; *x = 0.0; *fx = 0.0; } else { *n = n_vec[*n_data-1]; *a = a_vec[*n_data-1]; *x = x_vec[*n_data-1]; *fx = fx_vec[*n_data-1]; } return; # undef N_MAX } /******************************************************************************/ double *lf_function_zeros ( int n, double alpha ) /******************************************************************************/ /* Purpose: LF_FUNCTION_ZEROS returns the zeros of Lf(n,alpha,x). Licensing: This code is distributed under the MIT license. Modified: 11 August 2013 Author: John Burkardt. Reference: Sylvan Elhay, Jaroslav Kautsky, Algorithm 655: IQPACK, FORTRAN Subroutines for the Weights of Interpolatory Quadrature, ACM Transactions on Mathematical Software, Volume 13, Number 4, December 1987, pages 399-415. Parameters: Input, int N, the order. Input, double ALPHA, the exponent of the X factor. ALPHA must be nonnegative. Output, double LF_FUNCTION_ZEROS[N], the zeros. */ { double *bj; int i; double i_r8; double *w; double *x; double zemu; /* Define the zero-th moment. */ zemu = tgamma ( alpha + 1.0 ); /* Define the Jacobi matrix. */ bj = ( double * ) malloc ( n * sizeof ( double ) ); for ( i = 0; i < n; i++ ) { i_r8 = ( double ) ( i ); bj[i] = ( i_r8 + 1.0 ) * ( i_r8 + 1.0 + alpha ); } x = ( double * ) malloc ( n * sizeof ( double ) ); for ( i = 0; i < n; i++ ) { i_r8 = ( double ) ( i ); x[i] = ( double ) ( 2.0 * i_r8 + 1.0 + alpha ); } w = ( double * ) malloc ( n * sizeof ( double ) ); w[0] = sqrt ( zemu ); for ( i = 1; i < n; i++ ) { w[i] = 0.0; } /* Diagonalize the Jacobi matrix. */ imtqlx ( n, x, bj, w ); for ( i = 0; i < n; i++ ) { w[i] = w[i] * w[i]; } free ( bj ); free ( w ); return x; } /******************************************************************************/ double lf_integral ( int n, double alpha ) /******************************************************************************/ /* Purpose: LF_INTEGRAL evaluates a monomial integral associated with Lf(n,alpha,x). Discussion: The integral: integral ( 0 <= x < +oo ) x^n * x^alpha * exp ( -x ) dx Licensing: This code is distributed under the MIT license. Modified: 11 August 2013 Author: John Burkardt Parameters: Input, int N, the exponent. 0 <= N. Input, double ALPHA, the exponent of X in the weight function. Output, double LF_INTEGRAL, the value of the integral. */ { double arg; double value; arg = alpha + ( double ) ( n + 1 ); value = tgamma ( arg ); return value; } /******************************************************************************/ void lf_quadrature_rule ( int n, double alpha, double x[], double w[] ) /******************************************************************************/ /* Purpose: LF_QUADRATURE_RULE: Gauss-Laguerre quadrature rule for Lf(n,alpha,x); Licensing: This code is distributed under the MIT license. Modified: 11 August 2013 Author: John Burkardt. Reference: Sylvan Elhay, Jaroslav Kautsky, Algorithm 655: IQPACK, FORTRAN Subroutines for the Weights of Interpolatory Quadrature, ACM Transactions on Mathematical Software, Volume 13, Number 4, December 1987, pages 399-415. Parameters: Input, int N, the order. Input, double ALPHA, the exponent of the X factor. ALPHA must be nonnegative. Output, double X[N], the abscissas. Output, double W[N], the weights. */ { double *bj; int i; double i_r8; double zemu; /* Define the zero-th moment. */ zemu = tgamma ( alpha + 1.0 ); /* Define the Jacobi matrix. */ bj = ( double * ) malloc ( n * sizeof ( double ) ); for ( i = 0; i < n; i++ ) { i_r8 = ( double ) ( i ); bj[i] = ( i_r8 + 1.0 ) * ( i_r8 + 1.0 + alpha ); } for ( i = 0; i < n; i++ ) { i_r8 = ( double ) ( i ); x[i] = ( double ) ( 2.0 * i_r8 + 1.0 + alpha ); } w[0] = sqrt ( zemu ); for ( i = 1; i < n; i++ ) { w[i] = 0.0; } /* Diagonalize the Jacobi matrix. */ imtqlx ( n, x, bj, w ); for ( i = 0; i < n; i++ ) { w[i] = w[i] * w[i]; } free ( bj ); return; } /******************************************************************************/ double lm_integral ( int n, int m ) /******************************************************************************/ /* Purpose: LM_INTEGRAL evaluates a monomial integral associated with Lm(n,m,x). Discussion: The integral: integral ( 0 <= x < +oo ) x^n * x^m * exp ( -x ) dx Licensing: This code is distributed under the MIT license. Modified: 11 August 2013 Author: John Burkardt Parameters: Input, int N, the exponent. 0 <= N. Input, int M, the parameter. 0 <= M. Output, double LM_INTEGRAL, the value of the integral. */ { double value; value = r8_factorial ( n + m ); return value; } /******************************************************************************/ double *lm_polynomial ( int mm, int n, int m, double x[] ) /******************************************************************************/ /* Purpose: LM_POLYNOMIAL evaluates Laguerre polynomials Lm(n,m,x). First terms: M = 0 Lm(0,0,X) = 1 Lm(1,0,X) = -X + 1 Lm(2,0,X) = X^2 - 4 X + 2 Lm(3,0,X) = -X^3 + 9 X^2 - 18 X + 6 Lm(4,0,X) = X^4 - 16 X^3 + 72 X^2 - 96 X + 24 Lm(5,0,X) = -X^5 + 25 X^4 - 200 X^3 + 600 X^2 - 600 x + 120 Lm(6,0,X) = X^6 - 36 X^5 + 450 X^4 - 2400 X^3 + 5400 X^2 - 4320 X + 720 M = 1 Lm(0,1,X) = 0 Lm(1,1,X) = -1, Lm(2,1,X) = 2 X - 4, Lm(3,1,X) = -3 X^2 + 18 X - 18, Lm(4,1,X) = 4 X^3 - 48 X^2 + 144 X - 96 M = 2 Lm(0,2,X) = 0 Lm(1,2,X) = 0, Lm(2,2,X) = 2, Lm(3,2,X) = -6 X + 18, Lm(4,2,X) = 12 X^2 - 96 X + 144 M = 3 Lm(0,3,X) = 0 Lm(1,3,X) = 0, Lm(2,3,X) = 0, Lm(3,3,X) = -6, Lm(4,3,X) = 24 X - 96 M = 4 Lm(0,4,X) = 0 Lm(1,4,X) = 0 Lm(2,4,X) = 0 Lm(3,4,X) = 0 Lm(4,4,X) = 24 Recursion: Lm(0,M,X) = 1 Lm(1,M,X) = (M+1-X) if 2 <= N: Lm(N,M,X) = ( (M+2*N-1-X) * Lm(N-1,M,X) + (1-M-N) * Lm(N-2,M,X) ) / N Special values: For M = 0, the associated Laguerre polynomials Lm(N,M,X) are equal to the Laguerre polynomials L(N,X). Licensing: This code is distributed under the MIT license. Modified: 11 August 2013 Author: John Burkardt Reference: Milton Abramowitz, Irene Stegun, Handbook of Mathematical Functions, National Bureau of Standards, 1964, ISBN: 0-486-61272-4, LC: QA47.A34. Parameters: Input, int MM, the number of evaluation points. Input, int N, the highest order polynomial to compute. Input, int M, the parameter. M must be nonnegative. Input, double X[MM], the evaluation points. Output, double LM_POLYNOMIAL[MM*(N+1)], the function values. */ { int i; int j; double *v; if ( n < 0 ) { return NULL; } v = ( double * ) malloc ( mm*(n+1) * sizeof ( double ) ); for ( j = 0; j <= n; j++ ) { for ( i = 0; i < mm; i++ ) { v[i+j*mm] = 0.0; } } for ( i = 0; i < mm; i++ ) { v[i+0*mm] = 1.0; } if ( n == 0 ) { return v; } for ( i = 0; i < mm; i++ ) { v[i+1*mm] = ( double ) ( m + 1 ) - x[i]; } for ( j = 2; j <= n; j++ ) { for ( i = 0; i < mm; i++ ) { v[i+j*mm] = ( ( ( double ) ( m + 2 * j - 1 ) - x[i] ) * v[i+(j-1)*mm] + ( double ) ( - m - j + 1 ) * v[i+(j-2)*mm] ) / ( double ) ( j ); } } return v; } /******************************************************************************/ double *lm_polynomial_coefficients ( int n, int m ) /******************************************************************************/ /* Purpose: LM_POLYNOMIAL_COEFFICIENTS: coefficients of Laguerre polynomial Lm(n,m,x). Licensing: This code is distributed under the MIT license. Modified: 11 August 2013 Author: John Burkardt Reference: Milton Abramowitz, Irene Stegun, Handbook of Mathematical Functions, National Bureau of Standards, 1964, ISBN: 0-486-61272-4, LC: QA47.A34. Parameters: Input, int N, the highest order polynomial to compute. Note that polynomials 0 through N will be computed. Input, int M, the parameter. Output, double LM_POLYNOMIAL_COEFFICIENTS[(N+1)*(N+1)], the coefficients of the Laguerre polynomials of degree 0 through N. */ { double *c; int i; int j; if ( n < 0 ) { return NULL; } c = ( double * ) malloc ( (n+1)*(n+1) * sizeof ( double ) ); for ( i = 0; i <= n; i++ ) { for ( j = 0; j <= n; j++ ) { c[i+j*(n+1)] = 0.0; } } c[0+0*(n+1)] = 1.0; if ( n == 0 ) { return c; } c[1+0*(n+1)] = ( double ) ( m + 1 ); c[1+1*(n+1)] = -1.0; for ( i = 2; i <= n; i++ ) { for ( j = 0; j <= i; j++ ) { c[i+j*(n+1)] = ( ( double ) ( m + 2 * i - 1 ) * c[i-1+j*(n+1)] + ( double ) ( - m - i + 1 ) * c[i-2+j*(n+1)] ) / ( double ) i; } for ( j = 1; j <= i; j++ ) { c[i+j*(n+1)] = c[i+j*(n+1)] - c[i-1+(j-1)*(n+1)] / ( double ) i; } } return c; } /******************************************************************************/ void lm_polynomial_values ( int *n_data, int *n, int *m, double *x, double *fx ) /******************************************************************************/ /* Purpose: LM_POLYNOMIAL_VALUES: some values of the Laguerre polynomial Lm(n,m,x). Discussion: In Mathematica, the function can be evaluated by: LaguerreL[n,m,x] Licensing: This code is distributed under the MIT license. Modified: 11 August 2013 Author: John Burkardt Reference: Stephen Wolfram, The Mathematica Book, Fourth Edition, Cambridge University Press, 1999, ISBN: 0-521-64314-7, LC: QA76.95.W65. Parameters: Input/output, int *N_DATA. The user sets N_DATA to 0 before the first call. On each call, the routine increments N_DATA by 1, and returns the corresponding data; when there is no more data, the output value of N_DATA will be 0 again. Output, int *N, the order of the function. Output, int *M, the parameter. Output, double *X, the point where the function is evaluated. Output, double *FX, the value of the function. */ { # define N_MAX 20 static double fx_vec[N_MAX] = { 0.1000000000000000E+01, 0.1000000000000000E+01, 0.1000000000000000E+01, 0.1000000000000000E+01, 0.1000000000000000E+01, 0.1500000000000000E+01, 0.1625000000000000E+01, 0.1479166666666667E+01, 0.1148437500000000E+01, 0.4586666666666667E+00, 0.2878666666666667E+01, 0.8098666666666667E+01, 0.1711866666666667E+02, 0.1045328776041667E+02, 0.1329019368489583E+02, 0.5622453647189670E+02, 0.7484729341779436E+02, 0.3238912982762806E+03, 0.4426100000097533E+03, 0.1936876572288250E+04 }; static int m_vec[N_MAX] = { 0, 0, 0, 0, 0, 1, 1, 1, 1, 0, 1, 2, 3, 2, 2, 3, 3, 4, 4, 5 }; static int n_vec[N_MAX] = { 1, 2, 3, 4, 5, 1, 2, 3, 4, 3, 3, 3, 3, 4, 5, 6, 7, 8, 9, 10 }; static double x_vec[N_MAX] = { 0.00E+00, 0.00E+00, 0.00E+00, 0.00E+00, 0.00E+00, 0.50E+00, 0.50E+00, 0.50E+00, 0.50E+00, 0.20E+00, 0.20E+00, 0.20E+00, 0.20E+00, 0.25E+00, 0.25E+00, 0.25E+00, 0.25E+00, 0.25E+00, 0.25E+00, 0.25E+00 }; if ( *n_data < 0 ) { *n_data = 0; } *n_data = *n_data + 1; if ( N_MAX < *n_data ) { *n_data = 0; *n = 0; *m = 0; *x = 0.0; *fx = 0.0; } else { *n = n_vec[*n_data-1]; *m = m_vec[*n_data-1]; *x = x_vec[*n_data-1]; *fx = fx_vec[*n_data-1]; } return; # undef N_MAX } /******************************************************************************/ double *lm_polynomial_zeros ( int n, int m ) /******************************************************************************/ /* Purpose: LM_POLYNOMIAL_ZEROS returns the zeros for Lm(n,m,x). Licensing: This code is distributed under the MIT license. Modified: 11 August 2013 Author: John Burkardt. Reference: Sylvan Elhay, Jaroslav Kautsky, Algorithm 655: IQPACK, FORTRAN Subroutines for the Weights of Interpolatory Quadrature, ACM Transactions on Mathematical Software, Volume 13, Number 4, December 1987, pages 399-415. Parameters: Input, int N, the order. Input, int M, the parameter. 0 <= M. Output, double X[N], the zeros. */ { double *bj; int i; double *w; double *x; double zemu; /* Define the zero-th moment. */ zemu = r8_factorial ( m ); /* Define the Jacobi matrix. */ bj = ( double * ) malloc ( n * sizeof ( double ) ); for ( i = 0; i < n; i++ ) { bj[i] = ( double ) ( i + 1 ) * ( i + 1 + m ); } x = ( double * ) malloc ( n * sizeof ( double ) ); for ( i = 0; i < n; i++ ) { x[i] = ( double ) ( 2 * i + 1 + m ); } w = ( double * ) malloc ( n * sizeof ( double ) ); w[0] = sqrt ( zemu ); for ( i = 1; i < n; i++ ) { w[i] = 0.0; } /* Diagonalize the Jacobi matrix. */ imtqlx ( n, x, bj, w ); free ( bj ); return x; } /******************************************************************************/ void lm_quadrature_rule ( int n, int m, double x[], double w[] ) /******************************************************************************/ /* Purpose: LM_QUADRATURE_RULE: Gauss-Laguerre quadrature rule for Lm(n,m,x); Licensing: This code is distributed under the MIT license. Modified: 11 August 2013 Author: John Burkardt. Reference: Sylvan Elhay, Jaroslav Kautsky, Algorithm 655: IQPACK, FORTRAN Subroutines for the Weights of Interpolatory Quadrature, ACM Transactions on Mathematical Software, Volume 13, Number 4, December 1987, pages 399-415. Parameters: Input, int N, the order. Input, int M, the parameter. 0 <= M. Output, double X[N], the abscissas. Output, double W[N], the weights. */ { double *bj; int i; double zemu; /* Define the zero-th moment. */ zemu = r8_factorial ( m ); /* Define the Jacobi matrix. */ bj = ( double * ) malloc ( n * sizeof ( double ) ); for ( i = 0; i < n; i++ ) { bj[i] = ( double ) ( i + 1 ) * ( i + 1 + m ); } for ( i = 0; i < n; i++ ) { x[i] = ( double ) ( 2 * i + 1 + m ); } w[0] = sqrt ( zemu ); for ( i = 1; i < n; i++ ) { w[i] = 0.0; } /* Diagonalize the Jacobi matrix. */ imtqlx ( n, x, bj, w ); for ( i = 0; i < n; i++ ) { w[i] = w[i] * w[i]; } free ( bj ); return; } /******************************************************************************/ double r8_factorial ( int n ) /******************************************************************************/ /* Purpose: R8_FACTORIAL computes the factorial of N. Discussion: factorial ( N ) = product ( 1 <= I <= N ) I Licensing: This code is distributed under the MIT license. Modified: 26 June 2008 Author: John Burkardt Parameters: Input, int N, the argument of the factorial function. If N is less than 1, the function value is returned as 1. Output, double R8_FACTORIAL, the factorial of N. */ { int i; double value; value = 1.0; for ( i = 1; i <= n; i++ ) { value = value * ( double ) ( i ); } return value; } /******************************************************************************/ double r8_sign ( double x ) /******************************************************************************/ /* Purpose: R8_SIGN returns the sign of an R8. Licensing: This code is distributed under the MIT license. Modified: 08 May 2006 Author: John Burkardt Parameters: Input, double X, the number whose sign is desired. Output, double R8_SIGN, the sign of X. */ { double value; if ( x < 0.0 ) { value = - 1.0; } else { value = + 1.0; } return value; } /******************************************************************************/ void r8mat_print ( int m, int n, double a[], char *title ) /******************************************************************************/ /* Purpose: R8MAT_PRINT prints an R8MAT. Discussion: An R8MAT is a doubly dimensioned array of R8 values, stored as a vector in column-major order. Entry A(I,J) is stored as A[I+J*M] Licensing: This code is distributed under the MIT license. Modified: 28 May 2008 Author: John Burkardt Parameters: Input, int M, the number of rows in A. Input, int N, the number of columns in A. Input, double A[M*N], the M by N matrix. Input, char *TITLE, a title. */ { r8mat_print_some ( m, n, a, 1, 1, m, n, title ); return; } /******************************************************************************/ void r8mat_print_some ( int m, int n, double a[], int ilo, int jlo, int ihi, int jhi, char *title ) /******************************************************************************/ /* Purpose: R8MAT_PRINT_SOME prints some of an R8MAT. Discussion: An R8MAT is a doubly dimensioned array of R8 values, stored as a vector in column-major order. Licensing: This code is distributed under the MIT license. Modified: 26 June 2013 Author: John Burkardt Parameters: Input, int M, the number of rows of the matrix. M must be positive. Input, int N, the number of columns of the matrix. N must be positive. Input, double A[M*N], the matrix. Input, int ILO, JLO, IHI, JHI, designate the first row and column, and the last row and column to be printed. Input, char *TITLE, a title. */ { # define INCX 5 int i; int i2hi; int i2lo; int j; int j2hi; int j2lo; fprintf ( stdout, "\n" ); fprintf ( stdout, "%s\n", title ); if ( m <= 0 || n <= 0 ) { fprintf ( stdout, "\n" ); fprintf ( stdout, " (None)\n" ); return; } /* Print the columns of the matrix, in strips of 5. */ for ( j2lo = jlo; j2lo <= jhi; j2lo = j2lo + INCX ) { j2hi = j2lo + INCX - 1; if ( n < j2hi ) { j2hi = n; } if ( jhi < j2hi ) { j2hi = jhi; } fprintf ( stdout, "\n" ); /* For each column J in the current range... Write the header. */ fprintf ( stdout, " Col: "); for ( j = j2lo; j <= j2hi; j++ ) { fprintf ( stdout, " %7d ", j - 1 ); } fprintf ( stdout, "\n" ); fprintf ( stdout, " Row\n" ); fprintf ( stdout, "\n" ); /* Determine the range of the rows in this strip. */ if ( 1 < ilo ) { i2lo = ilo; } else { i2lo = 1; } if ( m < ihi ) { i2hi = m; } else { i2hi = ihi; } for ( i = i2lo; i <= i2hi; i++ ) { /* Print out (up to) 5 entries in row I, that lie in the current strip. */ fprintf ( stdout, "%5d:", i - 1 ); for ( j = j2lo; j <= j2hi; j++ ) { fprintf ( stdout, " %14f", a[i-1+(j-1)*m] ); } fprintf ( stdout, "\n" ); } } return; # undef INCX } /******************************************************************************/ double r8vec_dot_product ( int n, double a1[], double a2[] ) /******************************************************************************/ /* Purpose: R8VEC_DOT_PRODUCT computes the dot product of a pair of R8VEC's. Licensing: This code is distributed under the MIT license. Modified: 26 July 2007 Author: John Burkardt Parameters: Input, int N, the number of entries in the vectors. Input, double A1[N], A2[N], the two vectors to be considered. Output, double R8VEC_DOT_PRODUCT, the dot product of the vectors. */ { int i; double value; value = 0.0; for ( i = 0; i < n; i++ ) { value = value + a1[i] * a2[i]; } return value; } /******************************************************************************/ void r8vec_print ( int n, double a[], char *title ) /******************************************************************************/ /* Purpose: R8VEC_PRINT prints an R8VEC. Discussion: An R8VEC is a vector of R8's. Licensing: This code is distributed under the MIT license. Modified: 08 April 2009 Author: John Burkardt Parameters: Input, int N, the number of components of the vector. Input, double A[N], the vector to be printed. Input, char *TITLE, a title. */ { int i; fprintf ( stdout, "\n" ); fprintf ( stdout, "%s\n", title ); fprintf ( stdout, "\n" ); for ( i = 0; i < n; i++ ) { fprintf ( stdout, " %8d: %14f\n", i, a[i] ); } return; } /******************************************************************************/ void r8vec2_print ( int n, double a1[], double a2[], char *title ) /******************************************************************************/ /* Purpose: R8VEC2_PRINT prints an R8VEC2. Discussion: An R8VEC2 is a dataset consisting of N pairs of real values, stored as two separate vectors A1 and A2. Licensing: This code is distributed under the MIT license. Modified: 26 March 2009 Author: John Burkardt Parameters: Input, int N, the number of components of the vector. Input, double A1[N], double A2[N], the vectors to be printed. Input, char *TITLE, a title. */ { int i; fprintf ( stdout, "\n" ); fprintf ( stdout, "%s\n", title ); fprintf ( stdout, "\n" ); for ( i = 0; i < n; i++ ) { fprintf ( stdout, " %4d: %14f %14f\n", i, a1[i], a2[i] ); } return; } /******************************************************************************/ void timestamp ( void ) /******************************************************************************/ /* Purpose: TIMESTAMP prints the current YMDHMS date as a time stamp. Example: 31 May 2001 09:45:54 AM Licensing: This code is distributed under the MIT license. Modified: 24 September 2003 Author: John Burkardt Parameters: None */ { # define TIME_SIZE 40 static char time_buffer[TIME_SIZE]; const struct tm *tm; time_t now; now = time ( NULL ); tm = localtime ( &now ); strftime ( time_buffer, TIME_SIZE, "%d %B %Y %I:%M:%S %p", tm ); fprintf ( stdout, "%s\n", time_buffer ); return; # undef TIME_SIZE }