| | try: |
| | from itertools import izip |
| | except ImportError: |
| | izip = zip |
| |
|
| | from ..libmp.backend import xrange |
| | from .calculus import defun |
| |
|
| | try: |
| | next = next |
| | except NameError: |
| | next = lambda _: _.next() |
| |
|
| | @defun |
| | def richardson(ctx, seq): |
| | r""" |
| | Given a list ``seq`` of the first `N` elements of a slowly convergent |
| | infinite sequence, :func:`~mpmath.richardson` computes the `N`-term |
| | Richardson extrapolate for the limit. |
| | |
| | :func:`~mpmath.richardson` returns `(v, c)` where `v` is the estimated |
| | limit and `c` is the magnitude of the largest weight used during the |
| | computation. The weight provides an estimate of the precision |
| | lost to cancellation. Due to cancellation effects, the sequence must |
| | be typically be computed at a much higher precision than the target |
| | accuracy of the extrapolation. |
| | |
| | **Applicability and issues** |
| | |
| | The `N`-step Richardson extrapolation algorithm used by |
| | :func:`~mpmath.richardson` is described in [1]. |
| | |
| | Richardson extrapolation only works for a specific type of sequence, |
| | namely one converging like partial sums of |
| | `P(1)/Q(1) + P(2)/Q(2) + \ldots` where `P` and `Q` are polynomials. |
| | When the sequence does not convergence at such a rate |
| | :func:`~mpmath.richardson` generally produces garbage. |
| | |
| | Richardson extrapolation has the advantage of being fast: the `N`-term |
| | extrapolate requires only `O(N)` arithmetic operations, and usually |
| | produces an estimate that is accurate to `O(N)` digits. Contrast with |
| | the Shanks transformation (see :func:`~mpmath.shanks`), which requires |
| | `O(N^2)` operations. |
| | |
| | :func:`~mpmath.richardson` is unable to produce an estimate for the |
| | approximation error. One way to estimate the error is to perform |
| | two extrapolations with slightly different `N` and comparing the |
| | results. |
| | |
| | Richardson extrapolation does not work for oscillating sequences. |
| | As a simple workaround, :func:`~mpmath.richardson` detects if the last |
| | three elements do not differ monotonically, and in that case |
| | applies extrapolation only to the even-index elements. |
| | |
| | **Example** |
| | |
| | Applying Richardson extrapolation to the Leibniz series for `\pi`:: |
| | |
| | >>> from mpmath import * |
| | >>> mp.dps = 30; mp.pretty = True |
| | >>> S = [4*sum(mpf(-1)**n/(2*n+1) for n in range(m)) |
| | ... for m in range(1,30)] |
| | >>> v, c = richardson(S[:10]) |
| | >>> v |
| | 3.2126984126984126984126984127 |
| | >>> nprint([v-pi, c]) |
| | [0.0711058, 2.0] |
| | |
| | >>> v, c = richardson(S[:30]) |
| | >>> v |
| | 3.14159265468624052829954206226 |
| | >>> nprint([v-pi, c]) |
| | [1.09645e-9, 20833.3] |
| | |
| | **References** |
| | |
| | 1. [BenderOrszag]_ pp. 375-376 |
| | |
| | """ |
| | if len(seq) < 3: |
| | raise ValueError("seq should be of minimum length 3") |
| | if ctx.sign(seq[-1]-seq[-2]) != ctx.sign(seq[-2]-seq[-3]): |
| | seq = seq[::2] |
| | N = len(seq)//2-1 |
| | s = ctx.zero |
| | |
| | |
| | |
| | c = (-1)**N * N**N / ctx.mpf(ctx._ifac(N)) |
| | maxc = 1 |
| | for k in xrange(N+1): |
| | s += c * seq[N+k] |
| | maxc = max(abs(c), maxc) |
| | c *= (k-N)*ctx.mpf(k+N+1)**N |
| | c /= ((1+k)*ctx.mpf(k+N)**N) |
| | return s, maxc |
| |
|
| | @defun |
| | def shanks(ctx, seq, table=None, randomized=False): |
| | r""" |
| | Given a list ``seq`` of the first `N` elements of a slowly |
| | convergent infinite sequence `(A_k)`, :func:`~mpmath.shanks` computes the iterated |
| | Shanks transformation `S(A), S(S(A)), \ldots, S^{N/2}(A)`. The Shanks |
| | transformation often provides strong convergence acceleration, |
| | especially if the sequence is oscillating. |
| | |
| | The iterated Shanks transformation is computed using the Wynn |
| | epsilon algorithm (see [1]). :func:`~mpmath.shanks` returns the full |
| | epsilon table generated by Wynn's algorithm, which can be read |
| | off as follows: |
| | |
| | * The table is a list of lists forming a lower triangular matrix, |
| | where higher row and column indices correspond to more accurate |
| | values. |
| | * The columns with even index hold dummy entries (required for the |
| | computation) and the columns with odd index hold the actual |
| | extrapolates. |
| | * The last element in the last row is typically the most |
| | accurate estimate of the limit. |
| | * The difference to the third last element in the last row |
| | provides an estimate of the approximation error. |
| | * The magnitude of the second last element provides an estimate |
| | of the numerical accuracy lost to cancellation. |
| | |
| | For convenience, so the extrapolation is stopped at an odd index |
| | so that ``shanks(seq)[-1][-1]`` always gives an estimate of the |
| | limit. |
| | |
| | Optionally, an existing table can be passed to :func:`~mpmath.shanks`. |
| | This can be used to efficiently extend a previous computation after |
| | new elements have been appended to the sequence. The table will |
| | then be updated in-place. |
| | |
| | **The Shanks transformation** |
| | |
| | The Shanks transformation is defined as follows (see [2]): given |
| | the input sequence `(A_0, A_1, \ldots)`, the transformed sequence is |
| | given by |
| | |
| | .. math :: |
| | |
| | S(A_k) = \frac{A_{k+1}A_{k-1}-A_k^2}{A_{k+1}+A_{k-1}-2 A_k} |
| | |
| | The Shanks transformation gives the exact limit `A_{\infty}` in a |
| | single step if `A_k = A + a q^k`. Note in particular that it |
| | extrapolates the exact sum of a geometric series in a single step. |
| | |
| | Applying the Shanks transformation once often improves convergence |
| | substantially for an arbitrary sequence, but the optimal effect is |
| | obtained by applying it iteratively: |
| | `S(S(A_k)), S(S(S(A_k))), \ldots`. |
| | |
| | Wynn's epsilon algorithm provides an efficient way to generate |
| | the table of iterated Shanks transformations. It reduces the |
| | computation of each element to essentially a single division, at |
| | the cost of requiring dummy elements in the table. See [1] for |
| | details. |
| | |
| | **Precision issues** |
| | |
| | Due to cancellation effects, the sequence must be typically be |
| | computed at a much higher precision than the target accuracy |
| | of the extrapolation. |
| | |
| | If the Shanks transformation converges to the exact limit (such |
| | as if the sequence is a geometric series), then a division by |
| | zero occurs. By default, :func:`~mpmath.shanks` handles this case by |
| | terminating the iteration and returning the table it has |
| | generated so far. With *randomized=True*, it will instead |
| | replace the zero by a pseudorandom number close to zero. |
| | (TODO: find a better solution to this problem.) |
| | |
| | **Examples** |
| | |
| | We illustrate by applying Shanks transformation to the Leibniz |
| | series for `\pi`:: |
| | |
| | >>> from mpmath import * |
| | >>> mp.dps = 50 |
| | >>> S = [4*sum(mpf(-1)**n/(2*n+1) for n in range(m)) |
| | ... for m in range(1,30)] |
| | >>> |
| | >>> T = shanks(S[:7]) |
| | >>> for row in T: |
| | ... nprint(row) |
| | ... |
| | [-0.75] |
| | [1.25, 3.16667] |
| | [-1.75, 3.13333, -28.75] |
| | [2.25, 3.14524, 82.25, 3.14234] |
| | [-2.75, 3.13968, -177.75, 3.14139, -969.937] |
| | [3.25, 3.14271, 327.25, 3.14166, 3515.06, 3.14161] |
| | |
| | The extrapolated accuracy is about 4 digits, and about 4 digits |
| | may have been lost due to cancellation:: |
| | |
| | >>> L = T[-1] |
| | >>> nprint([abs(L[-1] - pi), abs(L[-1] - L[-3]), abs(L[-2])]) |
| | [2.22532e-5, 4.78309e-5, 3515.06] |
| | |
| | Now we extend the computation:: |
| | |
| | >>> T = shanks(S[:25], T) |
| | >>> L = T[-1] |
| | >>> nprint([abs(L[-1] - pi), abs(L[-1] - L[-3]), abs(L[-2])]) |
| | [3.75527e-19, 1.48478e-19, 2.96014e+17] |
| | |
| | The value for pi is now accurate to 18 digits. About 18 digits may |
| | also have been lost to cancellation. |
| | |
| | Here is an example with a geometric series, where the convergence |
| | is immediate (the sum is exactly 1):: |
| | |
| | >>> mp.dps = 15 |
| | >>> for row in shanks([0.5, 0.75, 0.875, 0.9375, 0.96875]): |
| | ... nprint(row) |
| | [4.0] |
| | [8.0, 1.0] |
| | |
| | **References** |
| | |
| | 1. [GravesMorris]_ |
| | |
| | 2. [BenderOrszag]_ pp. 368-375 |
| | |
| | """ |
| | if len(seq) < 2: |
| | raise ValueError("seq should be of minimum length 2") |
| | if table: |
| | START = len(table) |
| | else: |
| | START = 0 |
| | table = [] |
| | STOP = len(seq) - 1 |
| | if STOP & 1: |
| | STOP -= 1 |
| | one = ctx.one |
| | eps = +ctx.eps |
| | if randomized: |
| | from random import Random |
| | rnd = Random() |
| | rnd.seed(START) |
| | for i in xrange(START, STOP): |
| | row = [] |
| | for j in xrange(i+1): |
| | if j == 0: |
| | a, b = 0, seq[i+1]-seq[i] |
| | else: |
| | if j == 1: |
| | a = seq[i] |
| | else: |
| | a = table[i-1][j-2] |
| | b = row[j-1] - table[i-1][j-1] |
| | if not b: |
| | if randomized: |
| | b = (1 + rnd.getrandbits(10))*eps |
| | elif i & 1: |
| | return table[:-1] |
| | else: |
| | return table |
| | row.append(a + one/b) |
| | table.append(row) |
| | return table |
| |
|
| |
|
| | class levin_class: |
| | |
| | r""" |
| | This interface implements Levin's (nonlinear) sequence transformation for |
| | convergence acceleration and summation of divergent series. It performs |
| | better than the Shanks/Wynn-epsilon algorithm for logarithmic convergent |
| | or alternating divergent series. |
| | |
| | Let *A* be the series we want to sum: |
| | |
| | .. math :: |
| | |
| | A = \sum_{k=0}^{\infty} a_k |
| | |
| | Attention: all `a_k` must be non-zero! |
| | |
| | Let `s_n` be the partial sums of this series: |
| | |
| | .. math :: |
| | |
| | s_n = \sum_{k=0}^n a_k. |
| | |
| | **Methods** |
| | |
| | Calling ``levin`` returns an object with the following methods. |
| | |
| | ``update(...)`` works with the list of individual terms `a_k` of *A*, and |
| | ``update_step(...)`` works with the list of partial sums `s_k` of *A*: |
| | |
| | .. code :: |
| | |
| | v, e = ...update([a_0, a_1,..., a_k]) |
| | v, e = ...update_psum([s_0, s_1,..., s_k]) |
| | |
| | ``step(...)`` works with the individual terms `a_k` and ``step_psum(...)`` |
| | works with the partial sums `s_k`: |
| | |
| | .. code :: |
| | |
| | v, e = ...step(a_k) |
| | v, e = ...step_psum(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. |
| | One should not mix ``update``, ``update_psum``, ``step`` and ``step_psum``. |
| | |
| | **A word of caution** |
| | |
| | One can only hope for good results (i.e. convergence acceleration or |
| | resummation) if the `s_n` have some well defind asymptotic behavior for |
| | large `n` and are not erratic or random. Furthermore one usually needs very |
| | high working precision because of the numerical cancellation. If the working |
| | precision is insufficient, levin may produce silently numerical garbage. |
| | Furthermore even if the Levin-transformation converges, in the general case |
| | there is no proof that the result is mathematically sound. Only for very |
| | special classes of problems one can prove that the Levin-transformation |
| | converges to the expected result (for example Stieltjes-type integrals). |
| | Furthermore the Levin-transform is quite expensive (i.e. slow) in comparison |
| | to Shanks/Wynn-epsilon, Richardson & co. |
| | In summary one can say that the Levin-transformation is powerful but |
| | unreliable and that it may need a copious amount of working precision. |
| | |
| | The Levin transform has several variants differing in the choice of weights. |
| | Some variants are better suited for the possible flavours of convergence |
| | behaviour of *A* than other variants: |
| | |
| | .. code :: |
| | |
| | convergence behaviour levin-u levin-t levin-v shanks/wynn-epsilon |
| | |
| | logarithmic + - + - |
| | linear + + + + |
| | alternating divergent + + + + |
| | |
| | "+" means the variant is suitable,"-" means the variant is not suitable; |
| | for comparison the Shanks/Wynn-epsilon transform is listed, too. |
| | |
| | The variant is controlled though the variant keyword (i.e. ``variant="u"``, |
| | ``variant="t"`` or ``variant="v"``). Overall "u" is probably the best choice. |
| | |
| | Finally it is possible to use the Sidi-S transform instead of the Levin transform |
| | by using the keyword ``method='sidi'``. The Sidi-S transform works better than the |
| | Levin transformation for some divergent series (see the examples). |
| | |
| | Parameters: |
| | |
| | .. code :: |
| | |
| | method "levin" or "sidi" chooses either the Levin or the Sidi-S transformation |
| | variant "u","t" or "v" chooses the weight variant. |
| | |
| | The Levin transform is also accessible through the nsum interface. |
| | ``method="l"`` or ``method="levin"`` select the normal Levin transform while |
| | ``method="sidi"`` |
| | selects the Sidi-S transform. The variant is in both cases selected through the |
| | levin_variant keyword. 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. For highly divergent series a copious amount of working precision |
| | must be chosen. |
| | |
| | **Examples** |
| | |
| | First we sum the zeta function:: |
| | |
| | >>> from mpmath import mp |
| | >>> mp.prec = 53 |
| | >>> eps = mp.mpf(mp.eps) |
| | >>> with mp.extraprec(2 * mp.prec): # levin needs a high working precision |
| | ... L = mp.levin(method = "levin", variant = "u") |
| | ... S, s, n = [], 0, 1 |
| | ... while 1: |
| | ... s += mp.one / (n * n) |
| | ... n += 1 |
| | ... S.append(s) |
| | ... v, e = L.update_psum(S) |
| | ... if e < eps: |
| | ... break |
| | ... if n > 1000: raise RuntimeError("iteration limit exceeded") |
| | >>> print(mp.chop(v - mp.pi ** 2 / 6)) |
| | 0.0 |
| | >>> w = mp.nsum(lambda n: 1 / (n*n), [1, mp.inf], method = "levin", levin_variant = "u") |
| | >>> print(mp.chop(v - w)) |
| | 0.0 |
| | |
| | Now we sum the zeta function outside its range of convergence |
| | (attention: This does not work at the negative integers!):: |
| | |
| | >>> eps = mp.mpf(mp.eps) |
| | >>> with mp.extraprec(2 * mp.prec): # levin needs a high working precision |
| | ... L = mp.levin(method = "levin", variant = "v") |
| | ... A, n = [], 1 |
| | ... while 1: |
| | ... s = mp.mpf(n) ** (2 + 3j) |
| | ... n += 1 |
| | ... A.append(s) |
| | ... v, e = L.update(A) |
| | ... if e < eps: |
| | ... break |
| | ... if n > 1000: raise RuntimeError("iteration limit exceeded") |
| | >>> print(mp.chop(v - mp.zeta(-2-3j))) |
| | 0.0 |
| | >>> w = mp.nsum(lambda n: n ** (2 + 3j), [1, mp.inf], method = "levin", levin_variant = "v") |
| | >>> print(mp.chop(v - w)) |
| | 0.0 |
| | |
| | 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): |
| | |
| | |
| | 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): |
| | |
| | |
| | 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": |
| | |
| | w=a0 |
| | elif self.variant=="u": |
| | |
| | w=a0*(self.theta+self.n) |
| | elif self.variant=="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: |
| | |
| | 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 |
| | |
| | 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 |
| | |
| | if a != ctx.ninf: s += f(a)/2 |
| | if b != ctx.inf: s += f(b)/2 |
| | |
| | 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') |
| | |
| | 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 |
| |
|
| | |
| | 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 |
| |
|
| | |
| | best = partial[-1] |
| | error = abs(best - partial[-2]) |
| | if verbose: |
| | print("Direct error: %s" % ctx.nstr(error)) |
| | if error <= tol: |
| | return best |
| |
|
| | |
| | if TRY_RICHARDSON: |
| | value, maxc = ctx.richardson(partial) |
| | |
| | richardson_error = abs(value - last_richardson_value) |
| | if verbose: |
| | print("Richardson error: %s" % ctx.nstr(richardson_error)) |
| | |
| | if richardson_error <= tol: |
| | return value |
| | last_richardson_value = value |
| | |
| | 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 |
| |
|
| | |
| | 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 |
| | |
| | return g |
| |
|
| | |
| | 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) |
| | |
| | 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] |
| | |
| | def g(*args): |
| | args = list(args) |
| | |
| | n = int(args[dim1]) |
| | s = ctx.zero |
| | |
| | args[dim2] = ctx.mpf(n) |
| | for x in xrange(n+1): |
| | args[dim1] = ctx.mpf(x) |
| | s += f(*args) |
| | args[dim1] = ctx.mpf(n) |
| | for y in xrange(n): |
| | args[dim2] = ctx.mpf(y) |
| | s += f(*args) |
| | return s |
| | |
| | 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: |
| | |
| | |
| | |
| | |
| | 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). |
| | However, do note that this can only be used if `f` |
| | supports fast and accurate evaluation for arguments that |
| | are extremely close to the limit point (or if infinite, |
| | very large arguments). |
| | |
| | **Examples** |
| | |
| | A basic evaluation of a removable singularity:: |
| | |
| | >>> from mpmath import * |
| | >>> mp.dps = 30; mp.pretty = True |
| | >>> limit(lambda x: (x-sin(x))/x**3, 0) |
| | 0.166666666666666666666666666667 |
| | |
| | Computing the exponential function using its limit definition:: |
| | |
| | >>> limit(lambda n: (1+3/n)**n, inf) |
| | 20.0855369231876677409285296546 |
| | >>> exp(3) |
| | 20.0855369231876677409285296546 |
| | |
| | A limit for `\pi`:: |
| | |
| | >>> f = lambda n: 2**(4*n+1)*fac(n)**4/(2*n+1)/fac(2*n)**2 |
| | >>> limit(f, inf) |
| | 3.14159265358979323846264338328 |
| | |
| | Calculating the coefficient in Stirling's formula:: |
| | |
| | >>> limit(lambda n: fac(n) / (sqrt(n)*(n/e)**n), inf) |
| | 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)) |
| |
|
| | |
| | if not 'steps' in kwargs: |
| | kwargs['steps'] = [10] |
| |
|
| | return +ctx.adaptive_extrapolation(update, None, kwargs) |
| |
|