2116 lines
72 KiB
Python
2116 lines
72 KiB
Python
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try:
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from itertools import izip
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except ImportError:
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izip = zip
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from ..libmp.backend import xrange
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from .calculus import defun
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try:
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next = next
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except NameError:
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next = lambda _: _.next()
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@defun
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def richardson(ctx, seq):
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r"""
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Given a list ``seq`` of the first `N` elements of a slowly convergent
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infinite sequence, :func:`~mpmath.richardson` computes the `N`-term
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Richardson extrapolate for the limit.
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:func:`~mpmath.richardson` returns `(v, c)` where `v` is the estimated
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limit and `c` is the magnitude of the largest weight used during the
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computation. The weight provides an estimate of the precision
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lost to cancellation. Due to cancellation effects, the sequence must
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be typically be computed at a much higher precision than the target
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accuracy of the extrapolation.
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**Applicability and issues**
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The `N`-step Richardson extrapolation algorithm used by
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:func:`~mpmath.richardson` is described in [1].
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Richardson extrapolation only works for a specific type of sequence,
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namely one converging like partial sums of
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`P(1)/Q(1) + P(2)/Q(2) + \ldots` where `P` and `Q` are polynomials.
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When the sequence does not convergence at such a rate
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:func:`~mpmath.richardson` generally produces garbage.
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Richardson extrapolation has the advantage of being fast: the `N`-term
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extrapolate requires only `O(N)` arithmetic operations, and usually
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produces an estimate that is accurate to `O(N)` digits. Contrast with
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the Shanks transformation (see :func:`~mpmath.shanks`), which requires
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`O(N^2)` operations.
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:func:`~mpmath.richardson` is unable to produce an estimate for the
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approximation error. One way to estimate the error is to perform
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two extrapolations with slightly different `N` and comparing the
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results.
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Richardson extrapolation does not work for oscillating sequences.
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As a simple workaround, :func:`~mpmath.richardson` detects if the last
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three elements do not differ monotonically, and in that case
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applies extrapolation only to the even-index elements.
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**Example**
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Applying Richardson extrapolation to the Leibniz series for `\pi`::
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>>> from mpmath import *
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>>> mp.dps = 30; mp.pretty = True
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>>> S = [4*sum(mpf(-1)**n/(2*n+1) for n in range(m))
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... for m in range(1,30)]
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>>> v, c = richardson(S[:10])
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>>> v
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3.2126984126984126984126984127
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>>> nprint([v-pi, c])
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[0.0711058, 2.0]
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>>> v, c = richardson(S[:30])
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>>> v
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3.14159265468624052829954206226
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>>> nprint([v-pi, c])
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[1.09645e-9, 20833.3]
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**References**
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1. [BenderOrszag]_ pp. 375-376
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"""
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if len(seq) < 3:
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raise ValueError("seq should be of minimum length 3")
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if ctx.sign(seq[-1]-seq[-2]) != ctx.sign(seq[-2]-seq[-3]):
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seq = seq[::2]
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N = len(seq)//2-1
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s = ctx.zero
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# The general weight is c[k] = (N+k)**N * (-1)**(k+N) / k! / (N-k)!
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# To avoid repeated factorials, we simplify the quotient
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# of successive weights to obtain a recurrence relation
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c = (-1)**N * N**N / ctx.mpf(ctx._ifac(N))
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maxc = 1
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for k in xrange(N+1):
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s += c * seq[N+k]
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maxc = max(abs(c), maxc)
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c *= (k-N)*ctx.mpf(k+N+1)**N
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c /= ((1+k)*ctx.mpf(k+N)**N)
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return s, maxc
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@defun
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def shanks(ctx, seq, table=None, randomized=False):
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r"""
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Given a list ``seq`` of the first `N` elements of a slowly
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convergent infinite sequence `(A_k)`, :func:`~mpmath.shanks` computes the iterated
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Shanks transformation `S(A), S(S(A)), \ldots, S^{N/2}(A)`. The Shanks
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transformation often provides strong convergence acceleration,
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especially if the sequence is oscillating.
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The iterated Shanks transformation is computed using the Wynn
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epsilon algorithm (see [1]). :func:`~mpmath.shanks` returns the full
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epsilon table generated by Wynn's algorithm, which can be read
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off as follows:
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* The table is a list of lists forming a lower triangular matrix,
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where higher row and column indices correspond to more accurate
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values.
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* The columns with even index hold dummy entries (required for the
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computation) and the columns with odd index hold the actual
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extrapolates.
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* The last element in the last row is typically the most
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accurate estimate of the limit.
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* The difference to the third last element in the last row
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provides an estimate of the approximation error.
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* The magnitude of the second last element provides an estimate
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of the numerical accuracy lost to cancellation.
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For convenience, so the extrapolation is stopped at an odd index
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so that ``shanks(seq)[-1][-1]`` always gives an estimate of the
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limit.
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Optionally, an existing table can be passed to :func:`~mpmath.shanks`.
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This can be used to efficiently extend a previous computation after
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new elements have been appended to the sequence. The table will
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then be updated in-place.
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**The Shanks transformation**
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The Shanks transformation is defined as follows (see [2]): given
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the input sequence `(A_0, A_1, \ldots)`, the transformed sequence is
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given by
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.. math ::
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S(A_k) = \frac{A_{k+1}A_{k-1}-A_k^2}{A_{k+1}+A_{k-1}-2 A_k}
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The Shanks transformation gives the exact limit `A_{\infty}` in a
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single step if `A_k = A + a q^k`. Note in particular that it
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extrapolates the exact sum of a geometric series in a single step.
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Applying the Shanks transformation once often improves convergence
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substantially for an arbitrary sequence, but the optimal effect is
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obtained by applying it iteratively:
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`S(S(A_k)), S(S(S(A_k))), \ldots`.
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Wynn's epsilon algorithm provides an efficient way to generate
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the table of iterated Shanks transformations. It reduces the
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computation of each element to essentially a single division, at
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the cost of requiring dummy elements in the table. See [1] for
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details.
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**Precision issues**
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Due to cancellation effects, the sequence must be typically be
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computed at a much higher precision than the target accuracy
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of the extrapolation.
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If the Shanks transformation converges to the exact limit (such
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as if the sequence is a geometric series), then a division by
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zero occurs. By default, :func:`~mpmath.shanks` handles this case by
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terminating the iteration and returning the table it has
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generated so far. With *randomized=True*, it will instead
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replace the zero by a pseudorandom number close to zero.
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(TODO: find a better solution to this problem.)
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**Examples**
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We illustrate by applying Shanks transformation to the Leibniz
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series for `\pi`::
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>>> from mpmath import *
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>>> mp.dps = 50
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>>> S = [4*sum(mpf(-1)**n/(2*n+1) for n in range(m))
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... for m in range(1,30)]
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>>>
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>>> T = shanks(S[:7])
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>>> for row in T:
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... nprint(row)
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...
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[-0.75]
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[1.25, 3.16667]
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[-1.75, 3.13333, -28.75]
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[2.25, 3.14524, 82.25, 3.14234]
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[-2.75, 3.13968, -177.75, 3.14139, -969.937]
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[3.25, 3.14271, 327.25, 3.14166, 3515.06, 3.14161]
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The extrapolated accuracy is about 4 digits, and about 4 digits
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may have been lost due to cancellation::
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>>> L = T[-1]
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>>> nprint([abs(L[-1] - pi), abs(L[-1] - L[-3]), abs(L[-2])])
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[2.22532e-5, 4.78309e-5, 3515.06]
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Now we extend the computation::
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>>> T = shanks(S[:25], T)
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>>> L = T[-1]
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>>> nprint([abs(L[-1] - pi), abs(L[-1] - L[-3]), abs(L[-2])])
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[3.75527e-19, 1.48478e-19, 2.96014e+17]
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The value for pi is now accurate to 18 digits. About 18 digits may
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also have been lost to cancellation.
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Here is an example with a geometric series, where the convergence
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is immediate (the sum is exactly 1)::
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>>> mp.dps = 15
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>>> for row in shanks([0.5, 0.75, 0.875, 0.9375, 0.96875]):
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... nprint(row)
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[4.0]
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[8.0, 1.0]
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**References**
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1. [GravesMorris]_
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2. [BenderOrszag]_ pp. 368-375
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"""
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if len(seq) < 2:
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raise ValueError("seq should be of minimum length 2")
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if table:
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START = len(table)
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else:
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START = 0
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table = []
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STOP = len(seq) - 1
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if STOP & 1:
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STOP -= 1
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one = ctx.one
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eps = +ctx.eps
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if randomized:
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from random import Random
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rnd = Random()
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rnd.seed(START)
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for i in xrange(START, STOP):
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row = []
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for j in xrange(i+1):
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if j == 0:
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a, b = 0, seq[i+1]-seq[i]
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else:
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if j == 1:
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a = seq[i]
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else:
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a = table[i-1][j-2]
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b = row[j-1] - table[i-1][j-1]
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if not b:
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if randomized:
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b = (1 + rnd.getrandbits(10))*eps
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elif i & 1:
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return table[:-1]
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else:
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return table
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row.append(a + one/b)
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table.append(row)
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return table
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class levin_class:
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# levin: Copyright 2013 Timo Hartmann (thartmann15 at gmail.com)
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r"""
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This interface implements Levin's (nonlinear) sequence transformation for
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convergence acceleration and summation of divergent series. It performs
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better than the Shanks/Wynn-epsilon algorithm for logarithmic convergent
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or alternating divergent series.
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Let *A* be the series we want to sum:
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.. math ::
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A = \sum_{k=0}^{\infty} a_k
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Attention: all `a_k` must be non-zero!
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Let `s_n` be the partial sums of this series:
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.. math ::
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s_n = \sum_{k=0}^n a_k.
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**Methods**
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Calling ``levin`` returns an object with the following methods.
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``update(...)`` works with the list of individual terms `a_k` of *A*, and
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``update_step(...)`` works with the list of partial sums `s_k` of *A*:
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.. code ::
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v, e = ...update([a_0, a_1,..., a_k])
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v, e = ...update_psum([s_0, s_1,..., s_k])
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``step(...)`` works with the individual terms `a_k` and ``step_psum(...)``
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works with the partial sums `s_k`:
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.. code ::
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v, e = ...step(a_k)
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v, e = ...step_psum(s_k)
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*v* is the current estimate for *A*, and *e* is an error estimate which is
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simply the difference between the current estimate and the last estimate.
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One should not mix ``update``, ``update_psum``, ``step`` and ``step_psum``.
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**A word of caution**
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One can only hope for good results (i.e. convergence acceleration or
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resummation) if the `s_n` have some well defind asymptotic behavior for
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large `n` and are not erratic or random. Furthermore one usually needs very
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high working precision because of the numerical cancellation. If the working
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precision is insufficient, levin may produce silently numerical garbage.
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Furthermore even if the Levin-transformation converges, in the general case
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there is no proof that the result is mathematically sound. Only for very
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special classes of problems one can prove that the Levin-transformation
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converges to the expected result (for example Stieltjes-type integrals).
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Furthermore the Levin-transform is quite expensive (i.e. slow) in comparison
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to Shanks/Wynn-epsilon, Richardson & co.
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In summary one can say that the Levin-transformation is powerful but
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unreliable and that it may need a copious amount of working precision.
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The Levin transform has several variants differing in the choice of weights.
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Some variants are better suited for the possible flavours of convergence
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behaviour of *A* than other variants:
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.. code ::
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convergence behaviour levin-u levin-t levin-v shanks/wynn-epsilon
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logarithmic + - + -
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linear + + + +
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alternating divergent + + + +
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"+" means the variant is suitable,"-" means the variant is not suitable;
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for comparison the Shanks/Wynn-epsilon transform is listed, too.
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The variant is controlled though the variant keyword (i.e. ``variant="u"``,
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``variant="t"`` or ``variant="v"``). Overall "u" is probably the best choice.
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Finally it is possible to use the Sidi-S transform instead of the Levin transform
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by using the keyword ``method='sidi'``. The Sidi-S transform works better than the
|
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Levin transformation for some divergent series (see the examples).
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Parameters:
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.. code ::
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method "levin" or "sidi" chooses either the Levin or the Sidi-S transformation
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variant "u","t" or "v" chooses the weight variant.
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The Levin transform is also accessible through the nsum interface.
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``method="l"`` or ``method="levin"`` select the normal Levin transform while
|
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``method="sidi"``
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selects the Sidi-S transform. The variant is in both cases selected through the
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levin_variant keyword. The stepsize in :func:`~mpmath.nsum` must not be chosen too large, otherwise
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it will miss the point where the Levin transform converges resulting in numerical
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overflow/garbage. For highly divergent series a copious amount of working precision
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must be chosen.
|
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|
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**Examples**
|
||
|
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First we sum the zeta function::
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>>> from mpmath import mp
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>>> mp.prec = 53
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>>> eps = mp.mpf(mp.eps)
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>>> with mp.extraprec(2 * mp.prec): # levin needs a high working precision
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... L = mp.levin(method = "levin", variant = "u")
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... S, s, n = [], 0, 1
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... while 1:
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... s += mp.one / (n * n)
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... n += 1
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... S.append(s)
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... v, e = L.update_psum(S)
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... if e < eps:
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... break
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... if n > 1000: raise RuntimeError("iteration limit exceeded")
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>>> print(mp.chop(v - mp.pi ** 2 / 6))
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0.0
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>>> w = mp.nsum(lambda n: 1 / (n*n), [1, mp.inf], method = "levin", levin_variant = "u")
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>>> print(mp.chop(v - w))
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0.0
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Now we sum the zeta function outside its range of convergence
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(attention: This does not work at the negative integers!)::
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>>> eps = mp.mpf(mp.eps)
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>>> with mp.extraprec(2 * mp.prec): # levin needs a high working precision
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... L = mp.levin(method = "levin", variant = "v")
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... A, n = [], 1
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... while 1:
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... s = mp.mpf(n) ** (2 + 3j)
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... n += 1
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... A.append(s)
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... v, e = L.update(A)
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... if e < eps:
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... break
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... if n > 1000: raise RuntimeError("iteration limit exceeded")
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>>> print(mp.chop(v - mp.zeta(-2-3j)))
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0.0
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>>> w = mp.nsum(lambda n: n ** (2 + 3j), [1, mp.inf], method = "levin", levin_variant = "v")
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>>> print(mp.chop(v - w))
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0.0
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Now we sum the divergent asymptotic expansion of an integral related to the
|
||
|
exponential integral (see also [2] p.373). The Sidi-S transform works best here::
|
||
|
|
||
|
>>> z = mp.mpf(10)
|
||
|
>>> exact = mp.quad(lambda x: mp.exp(-x)/(1+x/z),[0,mp.inf])
|
||
|
>>> # exact = z * mp.exp(z) * mp.expint(1,z) # this is the symbolic expression for the integral
|
||
|
>>> eps = mp.mpf(mp.eps)
|
||
|
>>> with mp.extraprec(2 * mp.prec): # high working precisions are mandatory for divergent resummation
|
||
|
... L = mp.levin(method = "sidi", variant = "t")
|
||
|
... n = 0
|
||
|
... while 1:
|
||
|
... s = (-1)**n * mp.fac(n) * z ** (-n)
|
||
|
... v, e = L.step(s)
|
||
|
... n += 1
|
||
|
... if e < eps:
|
||
|
... break
|
||
|
... if n > 1000: raise RuntimeError("iteration limit exceeded")
|
||
|
>>> print(mp.chop(v - exact))
|
||
|
0.0
|
||
|
>>> w = mp.nsum(lambda n: (-1) ** n * mp.fac(n) * z ** (-n), [0, mp.inf], method = "sidi", levin_variant = "t")
|
||
|
>>> print(mp.chop(v - w))
|
||
|
0.0
|
||
|
|
||
|
Another highly divergent integral is also summable::
|
||
|
|
||
|
>>> z = mp.mpf(2)
|
||
|
>>> eps = mp.mpf(mp.eps)
|
||
|
>>> exact = mp.quad(lambda x: mp.exp( -x * x / 2 - z * x ** 4), [0,mp.inf]) * 2 / mp.sqrt(2 * mp.pi)
|
||
|
>>> # exact = mp.exp(mp.one / (32 * z)) * mp.besselk(mp.one / 4, mp.one / (32 * z)) / (4 * mp.sqrt(z * mp.pi)) # this is the symbolic expression for the integral
|
||
|
>>> with mp.extraprec(7 * mp.prec): # we need copious amount of precision to sum this highly divergent series
|
||
|
... L = mp.levin(method = "levin", variant = "t")
|
||
|
... n, s = 0, 0
|
||
|
... while 1:
|
||
|
... s += (-z)**n * mp.fac(4 * n) / (mp.fac(n) * mp.fac(2 * n) * (4 ** n))
|
||
|
... n += 1
|
||
|
... v, e = L.step_psum(s)
|
||
|
... if e < eps:
|
||
|
... break
|
||
|
... if n > 1000: raise RuntimeError("iteration limit exceeded")
|
||
|
>>> print(mp.chop(v - exact))
|
||
|
0.0
|
||
|
>>> w = mp.nsum(lambda n: (-z)**n * mp.fac(4 * n) / (mp.fac(n) * mp.fac(2 * n) * (4 ** n)),
|
||
|
... [0, mp.inf], method = "levin", levin_variant = "t", workprec = 8*mp.prec, steps = [2] + [1 for x in xrange(1000)])
|
||
|
>>> print(mp.chop(v - w))
|
||
|
0.0
|
||
|
|
||
|
These examples run with 15-20 decimal digits precision. For higher precision the
|
||
|
working precision must be raised.
|
||
|
|
||
|
**Examples for nsum**
|
||
|
|
||
|
Here we calculate Euler's constant as the constant term in the Laurent
|
||
|
expansion of `\zeta(s)` at `s=1`. This sum converges extremly slowly because of
|
||
|
the logarithmic convergence behaviour of the Dirichlet series for zeta::
|
||
|
|
||
|
>>> mp.dps = 30
|
||
|
>>> z = mp.mpf(10) ** (-10)
|
||
|
>>> a = mp.nsum(lambda n: n**(-(1+z)), [1, mp.inf], method = "l") - 1 / z
|
||
|
>>> print(mp.chop(a - mp.euler, tol = 1e-10))
|
||
|
0.0
|
||
|
|
||
|
The Sidi-S transform performs excellently for the alternating series of `\log(2)`::
|
||
|
|
||
|
>>> a = mp.nsum(lambda n: (-1)**(n-1) / n, [1, mp.inf], method = "sidi")
|
||
|
>>> print(mp.chop(a - mp.log(2)))
|
||
|
0.0
|
||
|
|
||
|
Hypergeometric series can also be summed outside their range of convergence.
|
||
|
The stepsize in :func:`~mpmath.nsum` must not be chosen too large, otherwise it will miss the
|
||
|
point where the Levin transform converges resulting in numerical overflow/garbage::
|
||
|
|
||
|
>>> z = 2 + 1j
|
||
|
>>> exact = mp.hyp2f1(2 / mp.mpf(3), 4 / mp.mpf(3), 1 / mp.mpf(3), z)
|
||
|
>>> f = lambda n: mp.rf(2 / mp.mpf(3), n) * mp.rf(4 / mp.mpf(3), n) * z**n / (mp.rf(1 / mp.mpf(3), n) * mp.fac(n))
|
||
|
>>> v = mp.nsum(f, [0, mp.inf], method = "levin", steps = [10 for x in xrange(1000)])
|
||
|
>>> print(mp.chop(exact-v))
|
||
|
0.0
|
||
|
|
||
|
References:
|
||
|
|
||
|
[1] E.J. Weniger - "Nonlinear Sequence Transformations for the Acceleration of
|
||
|
Convergence and the Summation of Divergent Series" arXiv:math/0306302
|
||
|
|
||
|
[2] A. Sidi - "Pratical Extrapolation Methods"
|
||
|
|
||
|
[3] H.H.H. Homeier - "Scalar Levin-Type Sequence Transformations" arXiv:math/0005209
|
||
|
|
||
|
"""
|
||
|
|
||
|
def __init__(self, method = "levin", variant = "u"):
|
||
|
self.variant = variant
|
||
|
self.n = 0
|
||
|
self.a0 = 0
|
||
|
self.theta = 1
|
||
|
self.A = []
|
||
|
self.B = []
|
||
|
self.last = 0
|
||
|
self.last_s = False
|
||
|
|
||
|
if method == "levin":
|
||
|
self.factor = self.factor_levin
|
||
|
elif method == "sidi":
|
||
|
self.factor = self.factor_sidi
|
||
|
else:
|
||
|
raise ValueError("levin: unknown method \"%s\"" % method)
|
||
|
|
||
|
def factor_levin(self, i):
|
||
|
# original levin
|
||
|
# [1] p.50,e.7.5-7 (with n-j replaced by i)
|
||
|
return (self.theta + i) * (self.theta + self.n - 1) ** (self.n - i - 2) / self.ctx.mpf(self.theta + self.n) ** (self.n - i - 1)
|
||
|
|
||
|
def factor_sidi(self, i):
|
||
|
# sidi analogon to levin (factorial series)
|
||
|
# [1] p.59,e.8.3-16 (with n-j replaced by i)
|
||
|
return (self.theta + self.n - 1) * (self.theta + self.n - 2) / self.ctx.mpf((self.theta + 2 * self.n - i - 2) * (self.theta + 2 * self.n - i - 3))
|
||
|
|
||
|
def run(self, s, a0, a1 = 0):
|
||
|
if self.variant=="t":
|
||
|
# levin t
|
||
|
w=a0
|
||
|
elif self.variant=="u":
|
||
|
# levin u
|
||
|
w=a0*(self.theta+self.n)
|
||
|
elif self.variant=="v":
|
||
|
# levin v
|
||
|
w=a0*a1/(a0-a1)
|
||
|
else:
|
||
|
assert False, "unknown variant"
|
||
|
|
||
|
if w==0:
|
||
|
raise ValueError("levin: zero weight")
|
||
|
|
||
|
self.A.append(s/w)
|
||
|
self.B.append(1/w)
|
||
|
|
||
|
for i in range(self.n-1,-1,-1):
|
||
|
if i==self.n-1:
|
||
|
f=1
|
||
|
else:
|
||
|
f=self.factor(i)
|
||
|
|
||
|
self.A[i]=self.A[i+1]-f*self.A[i]
|
||
|
self.B[i]=self.B[i+1]-f*self.B[i]
|
||
|
|
||
|
self.n+=1
|
||
|
|
||
|
###########################################################################
|
||
|
|
||
|
def update_psum(self,S):
|
||
|
"""
|
||
|
This routine applies the convergence acceleration to the list of partial sums.
|
||
|
|
||
|
A = sum(a_k, k = 0..infinity)
|
||
|
s_n = sum(a_k, k = 0..n)
|
||
|
|
||
|
v, e = ...update_psum([s_0, s_1,..., s_k])
|
||
|
|
||
|
output:
|
||
|
v current estimate of the series A
|
||
|
e an error estimate which is simply the difference between the current
|
||
|
estimate and the last estimate.
|
||
|
"""
|
||
|
|
||
|
if self.variant!="v":
|
||
|
if self.n==0:
|
||
|
self.run(S[0],S[0])
|
||
|
while self.n<len(S):
|
||
|
self.run(S[self.n],S[self.n]-S[self.n-1])
|
||
|
else:
|
||
|
if len(S)==1:
|
||
|
self.last=0
|
||
|
return S[0],abs(S[0])
|
||
|
|
||
|
if self.n==0:
|
||
|
self.a1=S[1]-S[0]
|
||
|
self.run(S[0],S[0],self.a1)
|
||
|
|
||
|
while self.n<len(S)-1:
|
||
|
na1=S[self.n+1]-S[self.n]
|
||
|
self.run(S[self.n],self.a1,na1)
|
||
|
self.a1=na1
|
||
|
|
||
|
value=self.A[0]/self.B[0]
|
||
|
err=abs(value-self.last)
|
||
|
self.last=value
|
||
|
|
||
|
return value,err
|
||
|
|
||
|
def update(self,X):
|
||
|
"""
|
||
|
This routine applies the convergence acceleration to the list of individual terms.
|
||
|
|
||
|
A = sum(a_k, k = 0..infinity)
|
||
|
|
||
|
v, e = ...update([a_0, a_1,..., a_k])
|
||
|
|
||
|
output:
|
||
|
v current estimate of the series A
|
||
|
e an error estimate which is simply the difference between the current
|
||
|
estimate and the last estimate.
|
||
|
"""
|
||
|
|
||
|
if self.variant!="v":
|
||
|
if self.n==0:
|
||
|
self.s=X[0]
|
||
|
self.run(self.s,X[0])
|
||
|
while self.n<len(X):
|
||
|
self.s+=X[self.n]
|
||
|
self.run(self.s,X[self.n])
|
||
|
else:
|
||
|
if len(X)==1:
|
||
|
self.last=0
|
||
|
return X[0],abs(X[0])
|
||
|
|
||
|
if self.n==0:
|
||
|
self.s=X[0]
|
||
|
self.run(self.s,X[0],X[1])
|
||
|
|
||
|
while self.n<len(X)-1:
|
||
|
self.s+=X[self.n]
|
||
|
self.run(self.s,X[self.n],X[self.n+1])
|
||
|
|
||
|
value=self.A[0]/self.B[0]
|
||
|
err=abs(value-self.last)
|
||
|
self.last=value
|
||
|
|
||
|
return value,err
|
||
|
|
||
|
###########################################################################
|
||
|
|
||
|
def step_psum(self,s):
|
||
|
"""
|
||
|
This routine applies the convergence acceleration to the partial sums.
|
||
|
|
||
|
A = sum(a_k, k = 0..infinity)
|
||
|
s_n = sum(a_k, k = 0..n)
|
||
|
|
||
|
v, e = ...step_psum(s_k)
|
||
|
|
||
|
output:
|
||
|
v current estimate of the series A
|
||
|
e an error estimate which is simply the difference between the current
|
||
|
estimate and the last estimate.
|
||
|
"""
|
||
|
|
||
|
if self.variant!="v":
|
||
|
if self.n==0:
|
||
|
self.last_s=s
|
||
|
self.run(s,s)
|
||
|
else:
|
||
|
self.run(s,s-self.last_s)
|
||
|
self.last_s=s
|
||
|
else:
|
||
|
if isinstance(self.last_s,bool):
|
||
|
self.last_s=s
|
||
|
self.last_w=s
|
||
|
self.last=0
|
||
|
return s,abs(s)
|
||
|
|
||
|
na1=s-self.last_s
|
||
|
self.run(self.last_s,self.last_w,na1)
|
||
|
self.last_w=na1
|
||
|
self.last_s=s
|
||
|
|
||
|
value=self.A[0]/self.B[0]
|
||
|
err=abs(value-self.last)
|
||
|
self.last=value
|
||
|
|
||
|
return value,err
|
||
|
|
||
|
def step(self,x):
|
||
|
"""
|
||
|
This routine applies the convergence acceleration to the individual terms.
|
||
|
|
||
|
A = sum(a_k, k = 0..infinity)
|
||
|
|
||
|
v, e = ...step(a_k)
|
||
|
|
||
|
output:
|
||
|
v current estimate of the series A
|
||
|
e an error estimate which is simply the difference between the current
|
||
|
estimate and the last estimate.
|
||
|
"""
|
||
|
|
||
|
if self.variant!="v":
|
||
|
if self.n==0:
|
||
|
self.s=x
|
||
|
self.run(self.s,x)
|
||
|
else:
|
||
|
self.s+=x
|
||
|
self.run(self.s,x)
|
||
|
else:
|
||
|
if isinstance(self.last_s,bool):
|
||
|
self.last_s=x
|
||
|
self.s=0
|
||
|
self.last=0
|
||
|
return x,abs(x)
|
||
|
|
||
|
self.s+=self.last_s
|
||
|
self.run(self.s,self.last_s,x)
|
||
|
self.last_s=x
|
||
|
|
||
|
value=self.A[0]/self.B[0]
|
||
|
err=abs(value-self.last)
|
||
|
self.last=value
|
||
|
|
||
|
return value,err
|
||
|
|
||
|
def levin(ctx, method = "levin", variant = "u"):
|
||
|
L = levin_class(method = method, variant = variant)
|
||
|
L.ctx = ctx
|
||
|
return L
|
||
|
|
||
|
levin.__doc__ = levin_class.__doc__
|
||
|
defun(levin)
|
||
|
|
||
|
|
||
|
class cohen_alt_class:
|
||
|
# cohen_alt: Copyright 2013 Timo Hartmann (thartmann15 at gmail.com)
|
||
|
r"""
|
||
|
This interface implements the convergence acceleration of alternating series
|
||
|
as described in H. Cohen, F.R. Villegas, D. Zagier - "Convergence Acceleration
|
||
|
of Alternating Series". This series transformation works only well if the
|
||
|
individual terms of the series have an alternating sign. It belongs to the
|
||
|
class of linear series transformations (in contrast to the Shanks/Wynn-epsilon
|
||
|
or Levin transform). This series transformation is also able to sum some types
|
||
|
of divergent series. See the paper under which conditions this resummation is
|
||
|
mathematical sound.
|
||
|
|
||
|
Let *A* be the series we want to sum:
|
||
|
|
||
|
.. math ::
|
||
|
|
||
|
A = \sum_{k=0}^{\infty} a_k
|
||
|
|
||
|
Let `s_n` be the partial sums of this series:
|
||
|
|
||
|
.. math ::
|
||
|
|
||
|
s_n = \sum_{k=0}^n a_k.
|
||
|
|
||
|
|
||
|
**Interface**
|
||
|
|
||
|
Calling ``cohen_alt`` returns an object with the following methods.
|
||
|
|
||
|
Then ``update(...)`` works with the list of individual terms `a_k` and
|
||
|
``update_psum(...)`` works with the list of partial sums `s_k`:
|
||
|
|
||
|
.. code ::
|
||
|
|
||
|
v, e = ...update([a_0, a_1,..., a_k])
|
||
|
v, e = ...update_psum([s_0, s_1,..., s_k])
|
||
|
|
||
|
*v* is the current estimate for *A*, and *e* is an error estimate which is
|
||
|
simply the difference between the current estimate and the last estimate.
|
||
|
|
||
|
**Examples**
|
||
|
|
||
|
Here we compute the alternating zeta function using ``update_psum``::
|
||
|
|
||
|
>>> from mpmath import mp
|
||
|
>>> AC = mp.cohen_alt()
|
||
|
>>> S, s, n = [], 0, 1
|
||
|
>>> while 1:
|
||
|
... s += -((-1) ** n) * mp.one / (n * n)
|
||
|
... n += 1
|
||
|
... S.append(s)
|
||
|
... v, e = AC.update_psum(S)
|
||
|
... if e < mp.eps:
|
||
|
... break
|
||
|
... if n > 1000: raise RuntimeError("iteration limit exceeded")
|
||
|
>>> print(mp.chop(v - mp.pi ** 2 / 12))
|
||
|
0.0
|
||
|
|
||
|
Here we compute the product `\prod_{n=1}^{\infty} \Gamma(1+1/(2n-1)) / \Gamma(1+1/(2n))`::
|
||
|
|
||
|
>>> A = []
|
||
|
>>> AC = mp.cohen_alt()
|
||
|
>>> n = 1
|
||
|
>>> while 1:
|
||
|
... A.append( mp.loggamma(1 + mp.one / (2 * n - 1)))
|
||
|
... A.append(-mp.loggamma(1 + mp.one / (2 * n)))
|
||
|
... n += 1
|
||
|
... v, e = AC.update(A)
|
||
|
... if e < mp.eps:
|
||
|
... break
|
||
|
... if n > 1000: raise RuntimeError("iteration limit exceeded")
|
||
|
>>> v = mp.exp(v)
|
||
|
>>> print(mp.chop(v - 1.06215090557106, tol = 1e-12))
|
||
|
0.0
|
||
|
|
||
|
``cohen_alt`` is also accessible through the :func:`~mpmath.nsum` interface::
|
||
|
|
||
|
>>> v = mp.nsum(lambda n: (-1)**(n-1) / n, [1, mp.inf], method = "a")
|
||
|
>>> print(mp.chop(v - mp.log(2)))
|
||
|
0.0
|
||
|
>>> v = mp.nsum(lambda n: (-1)**n / (2 * n + 1), [0, mp.inf], method = "a")
|
||
|
>>> print(mp.chop(v - mp.pi / 4))
|
||
|
0.0
|
||
|
>>> v = mp.nsum(lambda n: (-1)**n * mp.log(n) * n, [1, mp.inf], method = "a")
|
||
|
>>> print(mp.chop(v - mp.diff(lambda s: mp.altzeta(s), -1)))
|
||
|
0.0
|
||
|
|
||
|
"""
|
||
|
|
||
|
def __init__(self):
|
||
|
self.last=0
|
||
|
|
||
|
def update(self, A):
|
||
|
"""
|
||
|
This routine applies the convergence acceleration to the list of individual terms.
|
||
|
|
||
|
A = sum(a_k, k = 0..infinity)
|
||
|
|
||
|
v, e = ...update([a_0, a_1,..., a_k])
|
||
|
|
||
|
output:
|
||
|
v current estimate of the series A
|
||
|
e an error estimate which is simply the difference between the current
|
||
|
estimate and the last estimate.
|
||
|
"""
|
||
|
|
||
|
n = len(A)
|
||
|
d = (3 + self.ctx.sqrt(8)) ** n
|
||
|
d = (d + 1 / d) / 2
|
||
|
b = -self.ctx.one
|
||
|
c = -d
|
||
|
s = 0
|
||
|
|
||
|
for k in xrange(n):
|
||
|
c = b - c
|
||
|
if k % 2 == 0:
|
||
|
s = s + c * A[k]
|
||
|
else:
|
||
|
s = s - c * A[k]
|
||
|
b = 2 * (k + n) * (k - n) * b / ((2 * k + 1) * (k + self.ctx.one))
|
||
|
|
||
|
value = s / d
|
||
|
|
||
|
err = abs(value - self.last)
|
||
|
self.last = value
|
||
|
|
||
|
return value, err
|
||
|
|
||
|
def update_psum(self, S):
|
||
|
"""
|
||
|
This routine applies the convergence acceleration to the list of partial sums.
|
||
|
|
||
|
A = sum(a_k, k = 0..infinity)
|
||
|
s_n = sum(a_k ,k = 0..n)
|
||
|
|
||
|
v, e = ...update_psum([s_0, s_1,..., s_k])
|
||
|
|
||
|
output:
|
||
|
v current estimate of the series A
|
||
|
e an error estimate which is simply the difference between the current
|
||
|
estimate and the last estimate.
|
||
|
"""
|
||
|
|
||
|
n = len(S)
|
||
|
d = (3 + self.ctx.sqrt(8)) ** n
|
||
|
d = (d + 1 / d) / 2
|
||
|
b = self.ctx.one
|
||
|
s = 0
|
||
|
|
||
|
for k in xrange(n):
|
||
|
b = 2 * (n + k) * (n - k) * b / ((2 * k + 1) * (k + self.ctx.one))
|
||
|
s += b * S[k]
|
||
|
|
||
|
value = s / d
|
||
|
|
||
|
err = abs(value - self.last)
|
||
|
self.last = value
|
||
|
|
||
|
return value, err
|
||
|
|
||
|
def cohen_alt(ctx):
|
||
|
L = cohen_alt_class()
|
||
|
L.ctx = ctx
|
||
|
return L
|
||
|
|
||
|
cohen_alt.__doc__ = cohen_alt_class.__doc__
|
||
|
defun(cohen_alt)
|
||
|
|
||
|
|
||
|
@defun
|
||
|
def sumap(ctx, f, interval, integral=None, error=False):
|
||
|
r"""
|
||
|
Evaluates an infinite series of an analytic summand *f* using the
|
||
|
Abel-Plana formula
|
||
|
|
||
|
.. math ::
|
||
|
|
||
|
\sum_{k=0}^{\infty} f(k) = \int_0^{\infty} f(t) dt + \frac{1}{2} f(0) +
|
||
|
i \int_0^{\infty} \frac{f(it)-f(-it)}{e^{2\pi t}-1} dt.
|
||
|
|
||
|
Unlike the Euler-Maclaurin formula (see :func:`~mpmath.sumem`),
|
||
|
the Abel-Plana formula does not require derivatives. However,
|
||
|
it only works when `|f(it)-f(-it)|` does not
|
||
|
increase too rapidly with `t`.
|
||
|
|
||
|
**Examples**
|
||
|
|
||
|
The Abel-Plana formula is particularly useful when the summand
|
||
|
decreases like a power of `k`; for example when the sum is a pure
|
||
|
zeta function::
|
||
|
|
||
|
>>> from mpmath import *
|
||
|
>>> mp.dps = 25; mp.pretty = True
|
||
|
>>> sumap(lambda k: 1/k**2.5, [1,inf])
|
||
|
1.34148725725091717975677
|
||
|
>>> zeta(2.5)
|
||
|
1.34148725725091717975677
|
||
|
>>> sumap(lambda k: 1/(k+1j)**(2.5+2.5j), [1,inf])
|
||
|
(-3.385361068546473342286084 - 0.7432082105196321803869551j)
|
||
|
>>> zeta(2.5+2.5j, 1+1j)
|
||
|
(-3.385361068546473342286084 - 0.7432082105196321803869551j)
|
||
|
|
||
|
If the series is alternating, numerical quadrature along the real
|
||
|
line is likely to give poor results, so it is better to evaluate
|
||
|
the first term symbolically whenever possible:
|
||
|
|
||
|
>>> n=3; z=-0.75
|
||
|
>>> I = expint(n,-log(z))
|
||
|
>>> chop(sumap(lambda k: z**k / k**n, [1,inf], integral=I))
|
||
|
-0.6917036036904594510141448
|
||
|
>>> polylog(n,z)
|
||
|
-0.6917036036904594510141448
|
||
|
|
||
|
"""
|
||
|
prec = ctx.prec
|
||
|
try:
|
||
|
ctx.prec += 10
|
||
|
a, b = interval
|
||
|
if b != ctx.inf:
|
||
|
raise ValueError("b should be equal to ctx.inf")
|
||
|
g = lambda x: f(x+a)
|
||
|
if integral is None:
|
||
|
i1, err1 = ctx.quad(g, [0,ctx.inf], error=True)
|
||
|
else:
|
||
|
i1, err1 = integral, 0
|
||
|
j = ctx.j
|
||
|
p = ctx.pi * 2
|
||
|
if ctx._is_real_type(i1):
|
||
|
h = lambda t: -2 * ctx.im(g(j*t)) / ctx.expm1(p*t)
|
||
|
else:
|
||
|
h = lambda t: j*(g(j*t)-g(-j*t)) / ctx.expm1(p*t)
|
||
|
i2, err2 = ctx.quad(h, [0,ctx.inf], error=True)
|
||
|
err = err1+err2
|
||
|
v = i1+i2+0.5*g(ctx.mpf(0))
|
||
|
finally:
|
||
|
ctx.prec = prec
|
||
|
if error:
|
||
|
return +v, err
|
||
|
return +v
|
||
|
|
||
|
|
||
|
@defun
|
||
|
def sumem(ctx, f, interval, tol=None, reject=10, integral=None,
|
||
|
adiffs=None, bdiffs=None, verbose=False, error=False,
|
||
|
_fast_abort=False):
|
||
|
r"""
|
||
|
Uses the Euler-Maclaurin formula to compute an approximation accurate
|
||
|
to within ``tol`` (which defaults to the present epsilon) of the sum
|
||
|
|
||
|
.. math ::
|
||
|
|
||
|
S = \sum_{k=a}^b f(k)
|
||
|
|
||
|
where `(a,b)` are given by ``interval`` and `a` or `b` may be
|
||
|
infinite. The approximation is
|
||
|
|
||
|
.. math ::
|
||
|
|
||
|
S \sim \int_a^b f(x) \,dx + \frac{f(a)+f(b)}{2} +
|
||
|
\sum_{k=1}^{\infty} \frac{B_{2k}}{(2k)!}
|
||
|
\left(f^{(2k-1)}(b)-f^{(2k-1)}(a)\right).
|
||
|
|
||
|
The last sum in the Euler-Maclaurin formula is not generally
|
||
|
convergent (a notable exception is if `f` is a polynomial, in
|
||
|
which case Euler-Maclaurin actually gives an exact result).
|
||
|
|
||
|
The summation is stopped as soon as the quotient between two
|
||
|
consecutive terms falls below *reject*. That is, by default
|
||
|
(*reject* = 10), the summation is continued as long as each
|
||
|
term adds at least one decimal.
|
||
|
|
||
|
Although not convergent, convergence to a given tolerance can
|
||
|
often be "forced" if `b = \infty` by summing up to `a+N` and then
|
||
|
applying the Euler-Maclaurin formula to the sum over the range
|
||
|
`(a+N+1, \ldots, \infty)`. This procedure is implemented by
|
||
|
:func:`~mpmath.nsum`.
|
||
|
|
||
|
By default numerical quadrature and differentiation is used.
|
||
|
If the symbolic values of the integral and endpoint derivatives
|
||
|
are known, it is more efficient to pass the value of the
|
||
|
integral explicitly as ``integral`` and the derivatives
|
||
|
explicitly as ``adiffs`` and ``bdiffs``. The derivatives
|
||
|
should be given as iterables that yield
|
||
|
`f(a), f'(a), f''(a), \ldots` (and the equivalent for `b`).
|
||
|
|
||
|
**Examples**
|
||
|
|
||
|
Summation of an infinite series, with automatic and symbolic
|
||
|
integral and derivative values (the second should be much faster)::
|
||
|
|
||
|
>>> from mpmath import *
|
||
|
>>> mp.dps = 50; mp.pretty = True
|
||
|
>>> sumem(lambda n: 1/n**2, [32, inf])
|
||
|
0.03174336652030209012658168043874142714132886413417
|
||
|
>>> I = mpf(1)/32
|
||
|
>>> D = adiffs=((-1)**n*fac(n+1)*32**(-2-n) for n in range(999))
|
||
|
>>> sumem(lambda n: 1/n**2, [32, inf], integral=I, adiffs=D)
|
||
|
0.03174336652030209012658168043874142714132886413417
|
||
|
|
||
|
An exact evaluation of a finite polynomial sum::
|
||
|
|
||
|
>>> sumem(lambda n: n**5-12*n**2+3*n, [-100000, 200000])
|
||
|
10500155000624963999742499550000.0
|
||
|
>>> print(sum(n**5-12*n**2+3*n for n in range(-100000, 200001)))
|
||
|
10500155000624963999742499550000
|
||
|
|
||
|
"""
|
||
|
tol = tol or +ctx.eps
|
||
|
interval = ctx._as_points(interval)
|
||
|
a = ctx.convert(interval[0])
|
||
|
b = ctx.convert(interval[-1])
|
||
|
err = ctx.zero
|
||
|
prev = 0
|
||
|
M = 10000
|
||
|
if a == ctx.ninf: adiffs = (0 for n in xrange(M))
|
||
|
else: adiffs = adiffs or ctx.diffs(f, a)
|
||
|
if b == ctx.inf: bdiffs = (0 for n in xrange(M))
|
||
|
else: bdiffs = bdiffs or ctx.diffs(f, b)
|
||
|
orig = ctx.prec
|
||
|
#verbose = 1
|
||
|
try:
|
||
|
ctx.prec += 10
|
||
|
s = ctx.zero
|
||
|
for k, (da, db) in enumerate(izip(adiffs, bdiffs)):
|
||
|
if k & 1:
|
||
|
term = (db-da) * ctx.bernoulli(k+1) / ctx.factorial(k+1)
|
||
|
mag = abs(term)
|
||
|
if verbose:
|
||
|
print("term", k, "magnitude =", ctx.nstr(mag))
|
||
|
if k > 4 and mag < tol:
|
||
|
s += term
|
||
|
break
|
||
|
elif k > 4 and abs(prev) / mag < reject:
|
||
|
err += mag
|
||
|
if _fast_abort:
|
||
|
return [s, (s, err)][error]
|
||
|
if verbose:
|
||
|
print("Failed to converge")
|
||
|
break
|
||
|
else:
|
||
|
s += term
|
||
|
prev = term
|
||
|
# Endpoint correction
|
||
|
if a != ctx.ninf: s += f(a)/2
|
||
|
if b != ctx.inf: s += f(b)/2
|
||
|
# Tail integral
|
||
|
if verbose:
|
||
|
print("Integrating f(x) from x = %s to %s" % (ctx.nstr(a), ctx.nstr(b)))
|
||
|
if integral:
|
||
|
s += integral
|
||
|
else:
|
||
|
integral, ierr = ctx.quad(f, interval, error=True)
|
||
|
if verbose:
|
||
|
print("Integration error:", ierr)
|
||
|
s += integral
|
||
|
err += ierr
|
||
|
finally:
|
||
|
ctx.prec = orig
|
||
|
if error:
|
||
|
return s, err
|
||
|
else:
|
||
|
return s
|
||
|
|
||
|
@defun
|
||
|
def adaptive_extrapolation(ctx, update, emfun, kwargs):
|
||
|
option = kwargs.get
|
||
|
if ctx._fixed_precision:
|
||
|
tol = option('tol', ctx.eps*2**10)
|
||
|
else:
|
||
|
tol = option('tol', ctx.eps/2**10)
|
||
|
verbose = option('verbose', False)
|
||
|
maxterms = option('maxterms', ctx.dps*10)
|
||
|
method = set(option('method', 'r+s').split('+'))
|
||
|
skip = option('skip', 0)
|
||
|
steps = iter(option('steps', xrange(10, 10**9, 10)))
|
||
|
strict = option('strict')
|
||
|
#steps = (10 for i in xrange(1000))
|
||
|
summer=[]
|
||
|
if 'd' in method or 'direct' in method:
|
||
|
TRY_RICHARDSON = TRY_SHANKS = TRY_EULER_MACLAURIN = False
|
||
|
else:
|
||
|
TRY_RICHARDSON = ('r' in method) or ('richardson' in method)
|
||
|
TRY_SHANKS = ('s' in method) or ('shanks' in method)
|
||
|
TRY_EULER_MACLAURIN = ('e' in method) or \
|
||
|
('euler-maclaurin' in method)
|
||
|
|
||
|
def init_levin(m):
|
||
|
variant = kwargs.get("levin_variant", "u")
|
||
|
if isinstance(variant, str):
|
||
|
if variant == "all":
|
||
|
variant = ["u", "v", "t"]
|
||
|
else:
|
||
|
variant = [variant]
|
||
|
for s in variant:
|
||
|
L = levin_class(method = m, variant = s)
|
||
|
L.ctx = ctx
|
||
|
L.name = m + "(" + s + ")"
|
||
|
summer.append(L)
|
||
|
|
||
|
if ('l' in method) or ('levin' in method):
|
||
|
init_levin("levin")
|
||
|
|
||
|
if ('sidi' in method):
|
||
|
init_levin("sidi")
|
||
|
|
||
|
if ('a' in method) or ('alternating' in method):
|
||
|
L = cohen_alt_class()
|
||
|
L.ctx = ctx
|
||
|
L.name = "alternating"
|
||
|
summer.append(L)
|
||
|
|
||
|
last_richardson_value = 0
|
||
|
shanks_table = []
|
||
|
index = 0
|
||
|
step = 10
|
||
|
partial = []
|
||
|
best = ctx.zero
|
||
|
orig = ctx.prec
|
||
|
try:
|
||
|
if 'workprec' in kwargs:
|
||
|
ctx.prec = kwargs['workprec']
|
||
|
elif TRY_RICHARDSON or TRY_SHANKS or len(summer)!=0:
|
||
|
ctx.prec = (ctx.prec+10) * 4
|
||
|
else:
|
||
|
ctx.prec += 30
|
||
|
while 1:
|
||
|
if index >= maxterms:
|
||
|
break
|
||
|
|
||
|
# Get new batch of terms
|
||
|
try:
|
||
|
step = next(steps)
|
||
|
except StopIteration:
|
||
|
pass
|
||
|
if verbose:
|
||
|
print("-"*70)
|
||
|
print("Adding terms #%i-#%i" % (index, index+step))
|
||
|
update(partial, xrange(index, index+step))
|
||
|
index += step
|
||
|
|
||
|
# Check direct error
|
||
|
best = partial[-1]
|
||
|
error = abs(best - partial[-2])
|
||
|
if verbose:
|
||
|
print("Direct error: %s" % ctx.nstr(error))
|
||
|
if error <= tol:
|
||
|
return best
|
||
|
|
||
|
# Check each extrapolation method
|
||
|
if TRY_RICHARDSON:
|
||
|
value, maxc = ctx.richardson(partial)
|
||
|
# Convergence
|
||
|
richardson_error = abs(value - last_richardson_value)
|
||
|
if verbose:
|
||
|
print("Richardson error: %s" % ctx.nstr(richardson_error))
|
||
|
# Convergence
|
||
|
if richardson_error <= tol:
|
||
|
return value
|
||
|
last_richardson_value = value
|
||
|
# Unreliable due to cancellation
|
||
|
if ctx.eps*maxc > tol:
|
||
|
if verbose:
|
||
|
print("Ran out of precision for Richardson")
|
||
|
TRY_RICHARDSON = False
|
||
|
if richardson_error < error:
|
||
|
error = richardson_error
|
||
|
best = value
|
||
|
if TRY_SHANKS:
|
||
|
shanks_table = ctx.shanks(partial, shanks_table, randomized=True)
|
||
|
row = shanks_table[-1]
|
||
|
if len(row) == 2:
|
||
|
est1 = row[-1]
|
||
|
shanks_error = 0
|
||
|
else:
|
||
|
est1, maxc, est2 = row[-1], abs(row[-2]), row[-3]
|
||
|
shanks_error = abs(est1-est2)
|
||
|
if verbose:
|
||
|
print("Shanks error: %s" % ctx.nstr(shanks_error))
|
||
|
if shanks_error <= tol:
|
||
|
return est1
|
||
|
if ctx.eps*maxc > tol:
|
||
|
if verbose:
|
||
|
print("Ran out of precision for Shanks")
|
||
|
TRY_SHANKS = False
|
||
|
if shanks_error < error:
|
||
|
error = shanks_error
|
||
|
best = est1
|
||
|
for L in summer:
|
||
|
est, lerror = L.update_psum(partial)
|
||
|
if verbose:
|
||
|
print("%s error: %s" % (L.name, ctx.nstr(lerror)))
|
||
|
if lerror <= tol:
|
||
|
return est
|
||
|
if lerror < error:
|
||
|
error = lerror
|
||
|
best = est
|
||
|
if TRY_EULER_MACLAURIN:
|
||
|
if ctx.almosteq(ctx.mpc(ctx.sign(partial[-1]) / ctx.sign(partial[-2])), -1):
|
||
|
if verbose:
|
||
|
print ("NOT using Euler-Maclaurin: the series appears"
|
||
|
" to be alternating, so numerical\n quadrature"
|
||
|
" will most likely fail")
|
||
|
TRY_EULER_MACLAURIN = False
|
||
|
else:
|
||
|
value, em_error = emfun(index, tol)
|
||
|
value += partial[-1]
|
||
|
if verbose:
|
||
|
print("Euler-Maclaurin error: %s" % ctx.nstr(em_error))
|
||
|
if em_error <= tol:
|
||
|
return value
|
||
|
if em_error < error:
|
||
|
best = value
|
||
|
finally:
|
||
|
ctx.prec = orig
|
||
|
if strict:
|
||
|
raise ctx.NoConvergence
|
||
|
if verbose:
|
||
|
print("Warning: failed to converge to target accuracy")
|
||
|
return best
|
||
|
|
||
|
@defun
|
||
|
def nsum(ctx, f, *intervals, **options):
|
||
|
r"""
|
||
|
Computes the sum
|
||
|
|
||
|
.. math :: S = \sum_{k=a}^b f(k)
|
||
|
|
||
|
where `(a, b)` = *interval*, and where `a = -\infty` and/or
|
||
|
`b = \infty` are allowed, or more generally
|
||
|
|
||
|
.. math :: S = \sum_{k_1=a_1}^{b_1} \cdots
|
||
|
\sum_{k_n=a_n}^{b_n} f(k_1,\ldots,k_n)
|
||
|
|
||
|
if multiple intervals are given.
|
||
|
|
||
|
Two examples of infinite series that can be summed by :func:`~mpmath.nsum`,
|
||
|
where the first converges rapidly and the second converges slowly,
|
||
|
are::
|
||
|
|
||
|
>>> from mpmath import *
|
||
|
>>> mp.dps = 15; mp.pretty = True
|
||
|
>>> nsum(lambda n: 1/fac(n), [0, inf])
|
||
|
2.71828182845905
|
||
|
>>> nsum(lambda n: 1/n**2, [1, inf])
|
||
|
1.64493406684823
|
||
|
|
||
|
When appropriate, :func:`~mpmath.nsum` applies convergence acceleration to
|
||
|
accurately estimate the sums of slowly convergent series. If the series is
|
||
|
finite, :func:`~mpmath.nsum` currently does not attempt to perform any
|
||
|
extrapolation, and simply calls :func:`~mpmath.fsum`.
|
||
|
|
||
|
Multidimensional infinite series are reduced to a single-dimensional
|
||
|
series over expanding hypercubes; if both infinite and finite dimensions
|
||
|
are present, the finite ranges are moved innermost. For more advanced
|
||
|
control over the summation order, use nested calls to :func:`~mpmath.nsum`,
|
||
|
or manually rewrite the sum as a single-dimensional series.
|
||
|
|
||
|
**Options**
|
||
|
|
||
|
*tol*
|
||
|
Desired maximum final error. Defaults roughly to the
|
||
|
epsilon of the working precision.
|
||
|
|
||
|
*method*
|
||
|
Which summation algorithm to use (described below).
|
||
|
Default: ``'richardson+shanks'``.
|
||
|
|
||
|
*maxterms*
|
||
|
Cancel after at most this many terms. Default: 10*dps.
|
||
|
|
||
|
*steps*
|
||
|
An iterable giving the number of terms to add between
|
||
|
each extrapolation attempt. The default sequence is
|
||
|
[10, 20, 30, 40, ...]. For example, if you know that
|
||
|
approximately 100 terms will be required, efficiency might be
|
||
|
improved by setting this to [100, 10]. Then the first
|
||
|
extrapolation will be performed after 100 terms, the second
|
||
|
after 110, etc.
|
||
|
|
||
|
*verbose*
|
||
|
Print details about progress.
|
||
|
|
||
|
*ignore*
|
||
|
If enabled, any term that raises ``ArithmeticError``
|
||
|
or ``ValueError`` (e.g. through division by zero) is replaced
|
||
|
by a zero. This is convenient for lattice sums with
|
||
|
a singular term near the origin.
|
||
|
|
||
|
**Methods**
|
||
|
|
||
|
Unfortunately, an algorithm that can efficiently sum any infinite
|
||
|
series does not exist. :func:`~mpmath.nsum` implements several different
|
||
|
algorithms that each work well in different cases. The *method*
|
||
|
keyword argument selects a method.
|
||
|
|
||
|
The default method is ``'r+s'``, i.e. both Richardson extrapolation
|
||
|
and Shanks transformation is attempted. A slower method that
|
||
|
handles more cases is ``'r+s+e'``. For very high precision
|
||
|
summation, or if the summation needs to be fast (for example if
|
||
|
multiple sums need to be evaluated), it is a good idea to
|
||
|
investigate which one method works best and only use that.
|
||
|
|
||
|
``'richardson'`` / ``'r'``:
|
||
|
Uses Richardson extrapolation. Provides useful extrapolation
|
||
|
when `f(k) \sim P(k)/Q(k)` or when `f(k) \sim (-1)^k P(k)/Q(k)`
|
||
|
for polynomials `P` and `Q`. See :func:`~mpmath.richardson` for
|
||
|
additional information.
|
||
|
|
||
|
``'shanks'`` / ``'s'``:
|
||
|
Uses Shanks transformation. Typically provides useful
|
||
|
extrapolation when `f(k) \sim c^k` or when successive terms
|
||
|
alternate signs. Is able to sum some divergent series.
|
||
|
See :func:`~mpmath.shanks` for additional information.
|
||
|
|
||
|
``'levin'`` / ``'l'``:
|
||
|
Uses the Levin transformation. It performs better than the Shanks
|
||
|
transformation for logarithmic convergent or alternating divergent
|
||
|
series. The ``'levin_variant'``-keyword selects the variant. Valid
|
||
|
choices are "u", "t", "v" and "all" whereby "all" uses all three
|
||
|
u,t and v simultanously (This is good for performance comparison in
|
||
|
conjunction with "verbose=True"). Instead of the Levin transform one can
|
||
|
also use the Sidi-S transform by selecting the method ``'sidi'``.
|
||
|
See :func:`~mpmath.levin` for additional details.
|
||
|
|
||
|
``'alternating'`` / ``'a'``:
|
||
|
This is the convergence acceleration of alternating series developped
|
||
|
by Cohen, Villegras and Zagier.
|
||
|
See :func:`~mpmath.cohen_alt` for additional details.
|
||
|
|
||
|
``'euler-maclaurin'`` / ``'e'``:
|
||
|
Uses the Euler-Maclaurin summation formula to approximate
|
||
|
the remainder sum by an integral. This requires high-order
|
||
|
numerical derivatives and numerical integration. The advantage
|
||
|
of this algorithm is that it works regardless of the
|
||
|
decay rate of `f`, as long as `f` is sufficiently smooth.
|
||
|
See :func:`~mpmath.sumem` for additional information.
|
||
|
|
||
|
``'direct'`` / ``'d'``:
|
||
|
Does not perform any extrapolation. This can be used
|
||
|
(and should only be used for) rapidly convergent series.
|
||
|
The summation automatically stops when the terms
|
||
|
decrease below the target tolerance.
|
||
|
|
||
|
**Basic examples**
|
||
|
|
||
|
A finite sum::
|
||
|
|
||
|
>>> nsum(lambda k: 1/k, [1, 6])
|
||
|
2.45
|
||
|
|
||
|
Summation of a series going to negative infinity and a doubly
|
||
|
infinite series::
|
||
|
|
||
|
>>> nsum(lambda k: 1/k**2, [-inf, -1])
|
||
|
1.64493406684823
|
||
|
>>> nsum(lambda k: 1/(1+k**2), [-inf, inf])
|
||
|
3.15334809493716
|
||
|
|
||
|
:func:`~mpmath.nsum` handles sums of complex numbers::
|
||
|
|
||
|
>>> nsum(lambda k: (0.5+0.25j)**k, [0, inf])
|
||
|
(1.6 + 0.8j)
|
||
|
|
||
|
The following sum converges very rapidly, so it is most
|
||
|
efficient to sum it by disabling convergence acceleration::
|
||
|
|
||
|
>>> mp.dps = 1000
|
||
|
>>> a = nsum(lambda k: -(-1)**k * k**2 / fac(2*k), [1, inf],
|
||
|
... method='direct')
|
||
|
>>> b = (cos(1)+sin(1))/4
|
||
|
>>> abs(a-b) < mpf('1e-998')
|
||
|
True
|
||
|
|
||
|
**Examples with Richardson extrapolation**
|
||
|
|
||
|
Richardson extrapolation works well for sums over rational
|
||
|
functions, as well as their alternating counterparts::
|
||
|
|
||
|
>>> mp.dps = 50
|
||
|
>>> nsum(lambda k: 1 / k**3, [1, inf],
|
||
|
... method='richardson')
|
||
|
1.2020569031595942853997381615114499907649862923405
|
||
|
>>> zeta(3)
|
||
|
1.2020569031595942853997381615114499907649862923405
|
||
|
|
||
|
>>> nsum(lambda n: (n + 3)/(n**3 + n**2), [1, inf],
|
||
|
... method='richardson')
|
||
|
2.9348022005446793094172454999380755676568497036204
|
||
|
>>> pi**2/2-2
|
||
|
2.9348022005446793094172454999380755676568497036204
|
||
|
|
||
|
>>> nsum(lambda k: (-1)**k / k**3, [1, inf],
|
||
|
... method='richardson')
|
||
|
-0.90154267736969571404980362113358749307373971925537
|
||
|
>>> -3*zeta(3)/4
|
||
|
-0.90154267736969571404980362113358749307373971925538
|
||
|
|
||
|
**Examples with Shanks transformation**
|
||
|
|
||
|
The Shanks transformation works well for geometric series
|
||
|
and typically provides excellent acceleration for Taylor
|
||
|
series near the border of their disk of convergence.
|
||
|
Here we apply it to a series for `\log(2)`, which can be
|
||
|
seen as the Taylor series for `\log(1+x)` with `x = 1`::
|
||
|
|
||
|
>>> nsum(lambda k: -(-1)**k/k, [1, inf],
|
||
|
... method='shanks')
|
||
|
0.69314718055994530941723212145817656807550013436025
|
||
|
>>> log(2)
|
||
|
0.69314718055994530941723212145817656807550013436025
|
||
|
|
||
|
Here we apply it to a slowly convergent geometric series::
|
||
|
|
||
|
>>> nsum(lambda k: mpf('0.995')**k, [0, inf],
|
||
|
... method='shanks')
|
||
|
200.0
|
||
|
|
||
|
Finally, Shanks' method works very well for alternating series
|
||
|
where `f(k) = (-1)^k g(k)`, and often does so regardless of
|
||
|
the exact decay rate of `g(k)`::
|
||
|
|
||
|
>>> mp.dps = 15
|
||
|
>>> nsum(lambda k: (-1)**(k+1) / k**1.5, [1, inf],
|
||
|
... method='shanks')
|
||
|
0.765147024625408
|
||
|
>>> (2-sqrt(2))*zeta(1.5)/2
|
||
|
0.765147024625408
|
||
|
|
||
|
The following slowly convergent alternating series has no known
|
||
|
closed-form value. Evaluating the sum a second time at higher
|
||
|
precision indicates that the value is probably correct::
|
||
|
|
||
|
>>> nsum(lambda k: (-1)**k / log(k), [2, inf],
|
||
|
... method='shanks')
|
||
|
0.924299897222939
|
||
|
>>> mp.dps = 30
|
||
|
>>> nsum(lambda k: (-1)**k / log(k), [2, inf],
|
||
|
... method='shanks')
|
||
|
0.92429989722293885595957018136
|
||
|
|
||
|
**Examples with Levin transformation**
|
||
|
|
||
|
The following example calculates Euler's constant as the constant term in
|
||
|
the Laurent expansion of zeta(s) at s=1. This sum converges extremly slow
|
||
|
because of the logarithmic convergence behaviour of the Dirichlet series
|
||
|
for zeta.
|
||
|
|
||
|
>>> mp.dps = 30
|
||
|
>>> z = mp.mpf(10) ** (-10)
|
||
|
>>> a = mp.nsum(lambda n: n**(-(1+z)), [1, mp.inf], method = "levin") - 1 / z
|
||
|
>>> print(mp.chop(a - mp.euler, tol = 1e-10))
|
||
|
0.0
|
||
|
|
||
|
Now we sum the zeta function outside its range of convergence
|
||
|
(attention: This does not work at the negative integers!):
|
||
|
|
||
|
>>> mp.dps = 15
|
||
|
>>> w = mp.nsum(lambda n: n ** (2 + 3j), [1, mp.inf], method = "levin", levin_variant = "v")
|
||
|
>>> print(mp.chop(w - mp.zeta(-2-3j)))
|
||
|
0.0
|
||
|
|
||
|
The next example resummates an asymptotic series expansion of an integral
|
||
|
related to the exponential integral.
|
||
|
|
||
|
>>> mp.dps = 15
|
||
|
>>> z = mp.mpf(10)
|
||
|
>>> # exact = mp.quad(lambda x: mp.exp(-x)/(1+x/z),[0,mp.inf])
|
||
|
>>> exact = z * mp.exp(z) * mp.expint(1,z) # this is the symbolic expression for the integral
|
||
|
>>> w = mp.nsum(lambda n: (-1) ** n * mp.fac(n) * z ** (-n), [0, mp.inf], method = "sidi", levin_variant = "t")
|
||
|
>>> print(mp.chop(w - exact))
|
||
|
0.0
|
||
|
|
||
|
Following highly divergent asymptotic expansion needs some care. Firstly we
|
||
|
need copious amount of working precision. Secondly the stepsize must not be
|
||
|
chosen to large, otherwise nsum may miss the point where the Levin transform
|
||
|
converges and reach the point where only numerical garbage is produced due to
|
||
|
numerical cancellation.
|
||
|
|
||
|
>>> mp.dps = 15
|
||
|
>>> z = mp.mpf(2)
|
||
|
>>> # exact = mp.quad(lambda x: mp.exp( -x * x / 2 - z * x ** 4), [0,mp.inf]) * 2 / mp.sqrt(2 * mp.pi)
|
||
|
>>> exact = mp.exp(mp.one / (32 * z)) * mp.besselk(mp.one / 4, mp.one / (32 * z)) / (4 * mp.sqrt(z * mp.pi)) # this is the symbolic expression for the integral
|
||
|
>>> w = mp.nsum(lambda n: (-z)**n * mp.fac(4 * n) / (mp.fac(n) * mp.fac(2 * n) * (4 ** n)),
|
||
|
... [0, mp.inf], method = "levin", levin_variant = "t", workprec = 8*mp.prec, steps = [2] + [1 for x in xrange(1000)])
|
||
|
>>> print(mp.chop(w - exact))
|
||
|
0.0
|
||
|
|
||
|
The hypergeoemtric function can also be summed outside its range of convergence:
|
||
|
|
||
|
>>> mp.dps = 15
|
||
|
>>> z = 2 + 1j
|
||
|
>>> exact = mp.hyp2f1(2 / mp.mpf(3), 4 / mp.mpf(3), 1 / mp.mpf(3), z)
|
||
|
>>> f = lambda n: mp.rf(2 / mp.mpf(3), n) * mp.rf(4 / mp.mpf(3), n) * z**n / (mp.rf(1 / mp.mpf(3), n) * mp.fac(n))
|
||
|
>>> v = mp.nsum(f, [0, mp.inf], method = "levin", steps = [10 for x in xrange(1000)])
|
||
|
>>> print(mp.chop(exact-v))
|
||
|
0.0
|
||
|
|
||
|
**Examples with Cohen's alternating series resummation**
|
||
|
|
||
|
The next example sums the alternating zeta function:
|
||
|
|
||
|
>>> v = mp.nsum(lambda n: (-1)**(n-1) / n, [1, mp.inf], method = "a")
|
||
|
>>> print(mp.chop(v - mp.log(2)))
|
||
|
0.0
|
||
|
|
||
|
The derivate of the alternating zeta function outside its range of
|
||
|
convergence:
|
||
|
|
||
|
>>> v = mp.nsum(lambda n: (-1)**n * mp.log(n) * n, [1, mp.inf], method = "a")
|
||
|
>>> print(mp.chop(v - mp.diff(lambda s: mp.altzeta(s), -1)))
|
||
|
0.0
|
||
|
|
||
|
**Examples with Euler-Maclaurin summation**
|
||
|
|
||
|
The sum in the following example has the wrong rate of convergence
|
||
|
for either Richardson or Shanks to be effective.
|
||
|
|
||
|
>>> f = lambda k: log(k)/k**2.5
|
||
|
>>> mp.dps = 15
|
||
|
>>> nsum(f, [1, inf], method='euler-maclaurin')
|
||
|
0.38734195032621
|
||
|
>>> -diff(zeta, 2.5)
|
||
|
0.38734195032621
|
||
|
|
||
|
Increasing ``steps`` improves speed at higher precision::
|
||
|
|
||
|
>>> mp.dps = 50
|
||
|
>>> nsum(f, [1, inf], method='euler-maclaurin', steps=[250])
|
||
|
0.38734195032620997271199237593105101319948228874688
|
||
|
>>> -diff(zeta, 2.5)
|
||
|
0.38734195032620997271199237593105101319948228874688
|
||
|
|
||
|
**Divergent series**
|
||
|
|
||
|
The Shanks transformation is able to sum some *divergent*
|
||
|
series. In particular, it is often able to sum Taylor series
|
||
|
beyond their radius of convergence (this is due to a relation
|
||
|
between the Shanks transformation and Pade approximations;
|
||
|
see :func:`~mpmath.pade` for an alternative way to evaluate divergent
|
||
|
Taylor series). Furthermore the Levin-transform examples above
|
||
|
contain some divergent series resummation.
|
||
|
|
||
|
Here we apply it to `\log(1+x)` far outside the region of
|
||
|
convergence::
|
||
|
|
||
|
>>> mp.dps = 50
|
||
|
>>> nsum(lambda k: -(-9)**k/k, [1, inf],
|
||
|
... method='shanks')
|
||
|
2.3025850929940456840179914546843642076011014886288
|
||
|
>>> log(10)
|
||
|
2.3025850929940456840179914546843642076011014886288
|
||
|
|
||
|
A particular type of divergent series that can be summed
|
||
|
using the Shanks transformation is geometric series.
|
||
|
The result is the same as using the closed-form formula
|
||
|
for an infinite geometric series::
|
||
|
|
||
|
>>> mp.dps = 15
|
||
|
>>> for n in range(-8, 8):
|
||
|
... if n == 1:
|
||
|
... continue
|
||
|
... print("%s %s %s" % (mpf(n), mpf(1)/(1-n),
|
||
|
... nsum(lambda k: n**k, [0, inf], method='shanks')))
|
||
|
...
|
||
|
-8.0 0.111111111111111 0.111111111111111
|
||
|
-7.0 0.125 0.125
|
||
|
-6.0 0.142857142857143 0.142857142857143
|
||
|
-5.0 0.166666666666667 0.166666666666667
|
||
|
-4.0 0.2 0.2
|
||
|
-3.0 0.25 0.25
|
||
|
-2.0 0.333333333333333 0.333333333333333
|
||
|
-1.0 0.5 0.5
|
||
|
0.0 1.0 1.0
|
||
|
2.0 -1.0 -1.0
|
||
|
3.0 -0.5 -0.5
|
||
|
4.0 -0.333333333333333 -0.333333333333333
|
||
|
5.0 -0.25 -0.25
|
||
|
6.0 -0.2 -0.2
|
||
|
7.0 -0.166666666666667 -0.166666666666667
|
||
|
|
||
|
**Multidimensional sums**
|
||
|
|
||
|
Any combination of finite and infinite ranges is allowed for the
|
||
|
summation indices::
|
||
|
|
||
|
>>> mp.dps = 15
|
||
|
>>> nsum(lambda x,y: x+y, [2,3], [4,5])
|
||
|
28.0
|
||
|
>>> nsum(lambda x,y: x/2**y, [1,3], [1,inf])
|
||
|
6.0
|
||
|
>>> nsum(lambda x,y: y/2**x, [1,inf], [1,3])
|
||
|
6.0
|
||
|
>>> nsum(lambda x,y,z: z/(2**x*2**y), [1,inf], [1,inf], [3,4])
|
||
|
7.0
|
||
|
>>> nsum(lambda x,y,z: y/(2**x*2**z), [1,inf], [3,4], [1,inf])
|
||
|
7.0
|
||
|
>>> nsum(lambda x,y,z: x/(2**z*2**y), [3,4], [1,inf], [1,inf])
|
||
|
7.0
|
||
|
|
||
|
Some nice examples of double series with analytic solutions or
|
||
|
reductions to single-dimensional series (see [1])::
|
||
|
|
||
|
>>> nsum(lambda m, n: 1/2**(m*n), [1,inf], [1,inf])
|
||
|
1.60669515241529
|
||
|
>>> nsum(lambda n: 1/(2**n-1), [1,inf])
|
||
|
1.60669515241529
|
||
|
|
||
|
>>> nsum(lambda i,j: (-1)**(i+j)/(i**2+j**2), [1,inf], [1,inf])
|
||
|
0.278070510848213
|
||
|
>>> pi*(pi-3*ln2)/12
|
||
|
0.278070510848213
|
||
|
|
||
|
>>> nsum(lambda i,j: (-1)**(i+j)/(i+j)**2, [1,inf], [1,inf])
|
||
|
0.129319852864168
|
||
|
>>> altzeta(2) - altzeta(1)
|
||
|
0.129319852864168
|
||
|
|
||
|
>>> nsum(lambda i,j: (-1)**(i+j)/(i+j)**3, [1,inf], [1,inf])
|
||
|
0.0790756439455825
|
||
|
>>> altzeta(3) - altzeta(2)
|
||
|
0.0790756439455825
|
||
|
|
||
|
>>> nsum(lambda m,n: m**2*n/(3**m*(n*3**m+m*3**n)),
|
||
|
... [1,inf], [1,inf])
|
||
|
0.28125
|
||
|
>>> mpf(9)/32
|
||
|
0.28125
|
||
|
|
||
|
>>> nsum(lambda i,j: fac(i-1)*fac(j-1)/fac(i+j),
|
||
|
... [1,inf], [1,inf], workprec=400)
|
||
|
1.64493406684823
|
||
|
>>> zeta(2)
|
||
|
1.64493406684823
|
||
|
|
||
|
A hard example of a multidimensional sum is the Madelung constant
|
||
|
in three dimensions (see [2]). The defining sum converges very
|
||
|
slowly and only conditionally, so :func:`~mpmath.nsum` is lucky to
|
||
|
obtain an accurate value through convergence acceleration. The
|
||
|
second evaluation below uses a much more efficient, rapidly
|
||
|
convergent 2D sum::
|
||
|
|
||
|
>>> nsum(lambda x,y,z: (-1)**(x+y+z)/(x*x+y*y+z*z)**0.5,
|
||
|
... [-inf,inf], [-inf,inf], [-inf,inf], ignore=True)
|
||
|
-1.74756459463318
|
||
|
>>> nsum(lambda x,y: -12*pi*sech(0.5*pi * \
|
||
|
... sqrt((2*x+1)**2+(2*y+1)**2))**2, [0,inf], [0,inf])
|
||
|
-1.74756459463318
|
||
|
|
||
|
Another example of a lattice sum in 2D::
|
||
|
|
||
|
>>> nsum(lambda x,y: (-1)**(x+y) / (x**2+y**2), [-inf,inf],
|
||
|
... [-inf,inf], ignore=True)
|
||
|
-2.1775860903036
|
||
|
>>> -pi*ln2
|
||
|
-2.1775860903036
|
||
|
|
||
|
An example of an Eisenstein series::
|
||
|
|
||
|
>>> nsum(lambda m,n: (m+n*1j)**(-4), [-inf,inf], [-inf,inf],
|
||
|
... ignore=True)
|
||
|
(3.1512120021539 + 0.0j)
|
||
|
|
||
|
**References**
|
||
|
|
||
|
1. [Weisstein]_ http://mathworld.wolfram.com/DoubleSeries.html,
|
||
|
2. [Weisstein]_ http://mathworld.wolfram.com/MadelungConstants.html
|
||
|
|
||
|
"""
|
||
|
infinite, g = standardize(ctx, f, intervals, options)
|
||
|
if not infinite:
|
||
|
return +g()
|
||
|
|
||
|
def update(partial_sums, indices):
|
||
|
if partial_sums:
|
||
|
psum = partial_sums[-1]
|
||
|
else:
|
||
|
psum = ctx.zero
|
||
|
for k in indices:
|
||
|
psum = psum + g(ctx.mpf(k))
|
||
|
partial_sums.append(psum)
|
||
|
|
||
|
prec = ctx.prec
|
||
|
|
||
|
def emfun(point, tol):
|
||
|
workprec = ctx.prec
|
||
|
ctx.prec = prec + 10
|
||
|
v = ctx.sumem(g, [point, ctx.inf], tol, error=1)
|
||
|
ctx.prec = workprec
|
||
|
return v
|
||
|
|
||
|
return +ctx.adaptive_extrapolation(update, emfun, options)
|
||
|
|
||
|
|
||
|
def wrapsafe(f):
|
||
|
def g(*args):
|
||
|
try:
|
||
|
return f(*args)
|
||
|
except (ArithmeticError, ValueError):
|
||
|
return 0
|
||
|
return g
|
||
|
|
||
|
def standardize(ctx, f, intervals, options):
|
||
|
if options.get("ignore"):
|
||
|
f = wrapsafe(f)
|
||
|
finite = []
|
||
|
infinite = []
|
||
|
for k, points in enumerate(intervals):
|
||
|
a, b = ctx._as_points(points)
|
||
|
if b < a:
|
||
|
return False, (lambda: ctx.zero)
|
||
|
if a == ctx.ninf or b == ctx.inf:
|
||
|
infinite.append((k, (a,b)))
|
||
|
else:
|
||
|
finite.append((k, (int(a), int(b))))
|
||
|
if finite:
|
||
|
f = fold_finite(ctx, f, finite)
|
||
|
if not infinite:
|
||
|
return False, lambda: f(*([0]*len(intervals)))
|
||
|
if infinite:
|
||
|
f = standardize_infinite(ctx, f, infinite)
|
||
|
f = fold_infinite(ctx, f, infinite)
|
||
|
args = [0] * len(intervals)
|
||
|
d = infinite[0][0]
|
||
|
def g(k):
|
||
|
args[d] = k
|
||
|
return f(*args)
|
||
|
return True, g
|
||
|
|
||
|
# backwards compatible itertools.product
|
||
|
def cartesian_product(args):
|
||
|
pools = map(tuple, args)
|
||
|
result = [[]]
|
||
|
for pool in pools:
|
||
|
result = [x+[y] for x in result for y in pool]
|
||
|
for prod in result:
|
||
|
yield tuple(prod)
|
||
|
|
||
|
def fold_finite(ctx, f, intervals):
|
||
|
if not intervals:
|
||
|
return f
|
||
|
indices = [v[0] for v in intervals]
|
||
|
points = [v[1] for v in intervals]
|
||
|
ranges = [xrange(a, b+1) for (a,b) in points]
|
||
|
def g(*args):
|
||
|
args = list(args)
|
||
|
s = ctx.zero
|
||
|
for xs in cartesian_product(ranges):
|
||
|
for dim, x in zip(indices, xs):
|
||
|
args[dim] = ctx.mpf(x)
|
||
|
s += f(*args)
|
||
|
return s
|
||
|
#print "Folded finite", indices
|
||
|
return g
|
||
|
|
||
|
# Standardize each interval to [0,inf]
|
||
|
def standardize_infinite(ctx, f, intervals):
|
||
|
if not intervals:
|
||
|
return f
|
||
|
dim, [a,b] = intervals[-1]
|
||
|
if a == ctx.ninf:
|
||
|
if b == ctx.inf:
|
||
|
def g(*args):
|
||
|
args = list(args)
|
||
|
k = args[dim]
|
||
|
if k:
|
||
|
s = f(*args)
|
||
|
args[dim] = -k
|
||
|
s += f(*args)
|
||
|
return s
|
||
|
else:
|
||
|
return f(*args)
|
||
|
else:
|
||
|
def g(*args):
|
||
|
args = list(args)
|
||
|
args[dim] = b - args[dim]
|
||
|
return f(*args)
|
||
|
else:
|
||
|
def g(*args):
|
||
|
args = list(args)
|
||
|
args[dim] += a
|
||
|
return f(*args)
|
||
|
#print "Standardized infinity along dimension", dim, a, b
|
||
|
return standardize_infinite(ctx, g, intervals[:-1])
|
||
|
|
||
|
def fold_infinite(ctx, f, intervals):
|
||
|
if len(intervals) < 2:
|
||
|
return f
|
||
|
dim1 = intervals[-2][0]
|
||
|
dim2 = intervals[-1][0]
|
||
|
# Assume intervals are [0,inf] x [0,inf] x ...
|
||
|
def g(*args):
|
||
|
args = list(args)
|
||
|
#args.insert(dim2, None)
|
||
|
n = int(args[dim1])
|
||
|
s = ctx.zero
|
||
|
#y = ctx.mpf(n)
|
||
|
args[dim2] = ctx.mpf(n) #y
|
||
|
for x in xrange(n+1):
|
||
|
args[dim1] = ctx.mpf(x)
|
||
|
s += f(*args)
|
||
|
args[dim1] = ctx.mpf(n) #ctx.mpf(n)
|
||
|
for y in xrange(n):
|
||
|
args[dim2] = ctx.mpf(y)
|
||
|
s += f(*args)
|
||
|
return s
|
||
|
#print "Folded infinite from", len(intervals), "to", (len(intervals)-1)
|
||
|
return fold_infinite(ctx, g, intervals[:-1])
|
||
|
|
||
|
@defun
|
||
|
def nprod(ctx, f, interval, nsum=False, **kwargs):
|
||
|
r"""
|
||
|
Computes the product
|
||
|
|
||
|
.. math ::
|
||
|
|
||
|
P = \prod_{k=a}^b f(k)
|
||
|
|
||
|
where `(a, b)` = *interval*, and where `a = -\infty` and/or
|
||
|
`b = \infty` are allowed.
|
||
|
|
||
|
By default, :func:`~mpmath.nprod` uses the same extrapolation methods as
|
||
|
:func:`~mpmath.nsum`, except applied to the partial products rather than
|
||
|
partial sums, and the same keyword options as for :func:`~mpmath.nsum` are
|
||
|
supported. If ``nsum=True``, the product is instead computed via
|
||
|
:func:`~mpmath.nsum` as
|
||
|
|
||
|
.. math ::
|
||
|
|
||
|
P = \exp\left( \sum_{k=a}^b \log(f(k)) \right).
|
||
|
|
||
|
This is slower, but can sometimes yield better results. It is
|
||
|
also required (and used automatically) when Euler-Maclaurin
|
||
|
summation is requested.
|
||
|
|
||
|
**Examples**
|
||
|
|
||
|
A simple finite product::
|
||
|
|
||
|
>>> from mpmath import *
|
||
|
>>> mp.dps = 25; mp.pretty = True
|
||
|
>>> nprod(lambda k: k, [1, 4])
|
||
|
24.0
|
||
|
|
||
|
A large number of infinite products have known exact values,
|
||
|
and can therefore be used as a reference. Most of the following
|
||
|
examples are taken from MathWorld [1].
|
||
|
|
||
|
A few infinite products with simple values are::
|
||
|
|
||
|
>>> 2*nprod(lambda k: (4*k**2)/(4*k**2-1), [1, inf])
|
||
|
3.141592653589793238462643
|
||
|
>>> nprod(lambda k: (1+1/k)**2/(1+2/k), [1, inf])
|
||
|
2.0
|
||
|
>>> nprod(lambda k: (k**3-1)/(k**3+1), [2, inf])
|
||
|
0.6666666666666666666666667
|
||
|
>>> nprod(lambda k: (1-1/k**2), [2, inf])
|
||
|
0.5
|
||
|
|
||
|
Next, several more infinite products with more complicated
|
||
|
values::
|
||
|
|
||
|
>>> nprod(lambda k: exp(1/k**2), [1, inf]); exp(pi**2/6)
|
||
|
5.180668317897115748416626
|
||
|
5.180668317897115748416626
|
||
|
|
||
|
>>> nprod(lambda k: (k**2-1)/(k**2+1), [2, inf]); pi*csch(pi)
|
||
|
0.2720290549821331629502366
|
||
|
0.2720290549821331629502366
|
||
|
|
||
|
>>> nprod(lambda k: (k**4-1)/(k**4+1), [2, inf])
|
||
|
0.8480540493529003921296502
|
||
|
>>> pi*sinh(pi)/(cosh(sqrt(2)*pi)-cos(sqrt(2)*pi))
|
||
|
0.8480540493529003921296502
|
||
|
|
||
|
>>> nprod(lambda k: (1+1/k+1/k**2)**2/(1+2/k+3/k**2), [1, inf])
|
||
|
1.848936182858244485224927
|
||
|
>>> 3*sqrt(2)*cosh(pi*sqrt(3)/2)**2*csch(pi*sqrt(2))/pi
|
||
|
1.848936182858244485224927
|
||
|
|
||
|
>>> nprod(lambda k: (1-1/k**4), [2, inf]); sinh(pi)/(4*pi)
|
||
|
0.9190194775937444301739244
|
||
|
0.9190194775937444301739244
|
||
|
|
||
|
>>> nprod(lambda k: (1-1/k**6), [2, inf])
|
||
|
0.9826842777421925183244759
|
||
|
>>> (1+cosh(pi*sqrt(3)))/(12*pi**2)
|
||
|
0.9826842777421925183244759
|
||
|
|
||
|
>>> nprod(lambda k: (1+1/k**2), [2, inf]); sinh(pi)/(2*pi)
|
||
|
1.838038955187488860347849
|
||
|
1.838038955187488860347849
|
||
|
|
||
|
>>> nprod(lambda n: (1+1/n)**n * exp(1/(2*n)-1), [1, inf])
|
||
|
1.447255926890365298959138
|
||
|
>>> exp(1+euler/2)/sqrt(2*pi)
|
||
|
1.447255926890365298959138
|
||
|
|
||
|
The following two products are equivalent and can be evaluated in
|
||
|
terms of a Jacobi theta function. Pi can be replaced by any value
|
||
|
(as long as convergence is preserved)::
|
||
|
|
||
|
>>> nprod(lambda k: (1-pi**-k)/(1+pi**-k), [1, inf])
|
||
|
0.3838451207481672404778686
|
||
|
>>> nprod(lambda k: tanh(k*log(pi)/2), [1, inf])
|
||
|
0.3838451207481672404778686
|
||
|
>>> jtheta(4,0,1/pi)
|
||
|
0.3838451207481672404778686
|
||
|
|
||
|
This product does not have a known closed form value::
|
||
|
|
||
|
>>> nprod(lambda k: (1-1/2**k), [1, inf])
|
||
|
0.2887880950866024212788997
|
||
|
|
||
|
A product taken from `-\infty`::
|
||
|
|
||
|
>>> nprod(lambda k: 1-k**(-3), [-inf,-2])
|
||
|
0.8093965973662901095786805
|
||
|
>>> cosh(pi*sqrt(3)/2)/(3*pi)
|
||
|
0.8093965973662901095786805
|
||
|
|
||
|
A doubly infinite product::
|
||
|
|
||
|
>>> nprod(lambda k: exp(1/(1+k**2)), [-inf, inf])
|
||
|
23.41432688231864337420035
|
||
|
>>> exp(pi/tanh(pi))
|
||
|
23.41432688231864337420035
|
||
|
|
||
|
A product requiring the use of Euler-Maclaurin summation to compute
|
||
|
an accurate value::
|
||
|
|
||
|
>>> nprod(lambda k: (1-1/k**2.5), [2, inf], method='e')
|
||
|
0.696155111336231052898125
|
||
|
|
||
|
**References**
|
||
|
|
||
|
1. [Weisstein]_ http://mathworld.wolfram.com/InfiniteProduct.html
|
||
|
|
||
|
"""
|
||
|
if nsum or ('e' in kwargs.get('method', '')):
|
||
|
orig = ctx.prec
|
||
|
try:
|
||
|
# TODO: we are evaluating log(1+eps) -> eps, which is
|
||
|
# inaccurate. This currently works because nsum greatly
|
||
|
# increases the working precision. But we should be
|
||
|
# more intelligent and handle the precision here.
|
||
|
ctx.prec += 10
|
||
|
v = ctx.nsum(lambda n: ctx.ln(f(n)), interval, **kwargs)
|
||
|
finally:
|
||
|
ctx.prec = orig
|
||
|
return +ctx.exp(v)
|
||
|
|
||
|
a, b = ctx._as_points(interval)
|
||
|
if a == ctx.ninf:
|
||
|
if b == ctx.inf:
|
||
|
return f(0) * ctx.nprod(lambda k: f(-k) * f(k), [1, ctx.inf], **kwargs)
|
||
|
return ctx.nprod(f, [-b, ctx.inf], **kwargs)
|
||
|
elif b != ctx.inf:
|
||
|
return ctx.fprod(f(ctx.mpf(k)) for k in xrange(int(a), int(b)+1))
|
||
|
|
||
|
a = int(a)
|
||
|
|
||
|
def update(partial_products, indices):
|
||
|
if partial_products:
|
||
|
pprod = partial_products[-1]
|
||
|
else:
|
||
|
pprod = ctx.one
|
||
|
for k in indices:
|
||
|
pprod = pprod * f(a + ctx.mpf(k))
|
||
|
partial_products.append(pprod)
|
||
|
|
||
|
return +ctx.adaptive_extrapolation(update, None, kwargs)
|
||
|
|
||
|
|
||
|
@defun
|
||
|
def limit(ctx, f, x, direction=1, exp=False, **kwargs):
|
||
|
r"""
|
||
|
Computes an estimate of the limit
|
||
|
|
||
|
.. math ::
|
||
|
|
||
|
\lim_{t \to x} f(t)
|
||
|
|
||
|
where `x` may be finite or infinite.
|
||
|
|
||
|
For finite `x`, :func:`~mpmath.limit` evaluates `f(x + d/n)` for
|
||
|
consecutive integer values of `n`, where the approach direction
|
||
|
`d` may be specified using the *direction* keyword argument.
|
||
|
For infinite `x`, :func:`~mpmath.limit` evaluates values of
|
||
|
`f(\mathrm{sign}(x) \cdot n)`.
|
||
|
|
||
|
If the approach to the limit is not sufficiently fast to give
|
||
|
an accurate estimate directly, :func:`~mpmath.limit` attempts to find
|
||
|
the limit using Richardson extrapolation or the Shanks
|
||
|
transformation. You can select between these methods using
|
||
|
the *method* keyword (see documentation of :func:`~mpmath.nsum` for
|
||
|
more information).
|
||
|
|
||
|
**Options**
|
||
|
|
||
|
The following options are available with essentially the
|
||
|
same meaning as for :func:`~mpmath.nsum`: *tol*, *method*, *maxterms*,
|
||
|
*steps*, *verbose*.
|
||
|
|
||
|
If the option *exp=True* is set, `f` will be
|
||
|
sampled at exponentially spaced points `n = 2^1, 2^2, 2^3, \ldots`
|
||
|
instead of the linearly spaced points `n = 1, 2, 3, \ldots`.
|
||
|
This can sometimes improve the rate of convergence so that
|
||
|
:func:`~mpmath.limit` may return a more accurate answer (and faster).
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However, do note that this can only be used if `f`
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|
supports fast and accurate evaluation for arguments that
|
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|
are extremely close to the limit point (or if infinite,
|
||
|
very large arguments).
|
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|
|
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|
**Examples**
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|
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|
A basic evaluation of a removable singularity::
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|
|
||
|
>>> from mpmath import *
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>>> mp.dps = 30; mp.pretty = True
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>>> limit(lambda x: (x-sin(x))/x**3, 0)
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|
0.166666666666666666666666666667
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|
|
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|
Computing the exponential function using its limit definition::
|
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|
|
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|
>>> limit(lambda n: (1+3/n)**n, inf)
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|
20.0855369231876677409285296546
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|
>>> exp(3)
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|
20.0855369231876677409285296546
|
||
|
|
||
|
A limit for `\pi`::
|
||
|
|
||
|
>>> f = lambda n: 2**(4*n+1)*fac(n)**4/(2*n+1)/fac(2*n)**2
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|
>>> limit(f, inf)
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||
|
3.14159265358979323846264338328
|
||
|
|
||
|
Calculating the coefficient in Stirling's formula::
|
||
|
|
||
|
>>> limit(lambda n: fac(n) / (sqrt(n)*(n/e)**n), inf)
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||
|
2.50662827463100050241576528481
|
||
|
>>> sqrt(2*pi)
|
||
|
2.50662827463100050241576528481
|
||
|
|
||
|
Evaluating Euler's constant `\gamma` using the limit representation
|
||
|
|
||
|
.. math ::
|
||
|
|
||
|
\gamma = \lim_{n \rightarrow \infty } \left[ \left(
|
||
|
\sum_{k=1}^n \frac{1}{k} \right) - \log(n) \right]
|
||
|
|
||
|
(which converges notoriously slowly)::
|
||
|
|
||
|
>>> f = lambda n: sum([mpf(1)/k for k in range(1,int(n)+1)]) - log(n)
|
||
|
>>> limit(f, inf)
|
||
|
0.577215664901532860606512090082
|
||
|
>>> +euler
|
||
|
0.577215664901532860606512090082
|
||
|
|
||
|
With default settings, the following limit converges too slowly
|
||
|
to be evaluated accurately. Changing to exponential sampling
|
||
|
however gives a perfect result::
|
||
|
|
||
|
>>> f = lambda x: sqrt(x**3+x**2)/(sqrt(x**3)+x)
|
||
|
>>> limit(f, inf)
|
||
|
0.992831158558330281129249686491
|
||
|
>>> limit(f, inf, exp=True)
|
||
|
1.0
|
||
|
|
||
|
"""
|
||
|
|
||
|
if ctx.isinf(x):
|
||
|
direction = ctx.sign(x)
|
||
|
g = lambda k: f(ctx.mpf(k+1)*direction)
|
||
|
else:
|
||
|
direction *= ctx.one
|
||
|
g = lambda k: f(x + direction/(k+1))
|
||
|
if exp:
|
||
|
h = g
|
||
|
g = lambda k: h(2**k)
|
||
|
|
||
|
def update(values, indices):
|
||
|
for k in indices:
|
||
|
values.append(g(k+1))
|
||
|
|
||
|
# XXX: steps used by nsum don't work well
|
||
|
if not 'steps' in kwargs:
|
||
|
kwargs['steps'] = [10]
|
||
|
|
||
|
return +ctx.adaptive_extrapolation(update, None, kwargs)
|