series.qbk

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[section:series_evaluation Series Evaluation]

[h4 Synopsis]

``
#include <boost/math/tools/series.hpp>
``

   namespace boost{ namespace math{ namespace tools{
   
   template <class Functor>
   typename Functor::result_type sum_series(Functor& func, int bits);
   
   template <class Functor>
   typename Functor::result_type sum_series(Functor& func, int bits, boost::uintmax_t& max_terms);
   
   template <class Functor, class U>
   typename Functor::result_type sum_series(Functor& func, int bits, U init_value);
   
   template <class Functor, class U>
   typename Functor::result_type sum_series(Functor& func, int bits, boost::uintmax_t& max_terms, U init_value);
   
   template <class Functor>
   typename Functor::result_type kahan_sum_series(Functor& func, int bits);
   
   template <class Functor>
   typename Functor::result_type kahan_sum_series(Functor& func, int bits, boost::uintmax_t& max_terms);
   
   }}} // namespaces

[h4 Description]

These algorithms are intended for the
[@http://en.wikipedia.org/wiki/Series_%28mathematics%29 summation of infinite series].

Each of the algorithms takes a nullary-function object as the first argument:
the function object will be repeatedly invoked to pull successive terms from
the series being summed.  

The second argument is the number of binary bits of 
precision required, summation will stop when the next term is too small to
have any effect on the first /bits/ bits of the result.

The optional third argument /max_terms/ sets an upper limit on the number
of terms of the series to evaluate. In addition, on exit the function will
set /max_terms/ to the actual number of terms of the series that were 
evaluated: this is particularly useful for profiling the convergence
properties of a new series.

The final optional argument /init_value/ is the initial value of the sum
to which the terms of the series should be added.  This is useful in two situations:

* Where the first value of the series has a different formula to successive
terms.  In this case the first value in the series can be passed as the
last argument and the logic of the function object can then be simplified 
to return subsequent terms.
* Where the series is being added (or subtracted) from some other value:
termination of the series will likely occur much more rapidly if that other 
value is passed as the last argument.  For example, there are several functions
that can be expressed as /1 - S(z)/ where S(z) is an infinite series.  In this
case, pass -1 as the last argument and then negate the result of the summation
to get the result of /1 - S(z)/.

The two /kahan_sum_series/ variants of these algorithms maintain a carry term
that corrects for roundoff error during summation.  
They are inspired by the
[@http://en.wikipedia.org/wiki/Kahan_Summation_Algorithm /Kahan Summation Formula/]
that appears in
[@http://docs.sun.com/source/806-3568/ncg_goldberg.html What Every Computer Scientist Should Know About Floating-Point Arithmetic].
However, it should be pointed out that there are very few series that require
summation in this way.

[h4 Example]

Let's suppose we want to implement /log(1+x)/ via its infinite series,

[equation log1pseries]

We begin by writing a small function object to return successive terms
of the series:

   template <class T>
   struct log1p_series
   {
      // we must define a result_type typedef:
      typedef T result_type;

      log1p_series(T x)
         : k(0), m_mult(-x), m_prod(-1){}

      T operator()()
      {
         // This is the function operator invoked by the summation
         // algorithm, the first call to this operator should return
         // the first term of the series, the second call the second 
         // term and so on.
         m_prod *= m_mult;
         return m_prod / ++k; 
      }

   private:
      int k;
      const T m_mult;
      T m_prod;
   };

Implementing log(1+x) is now fairly trivial:

   template <class T>
   T log1p(T x)
   {
      // We really should add some error checking on x here!
      assert(std::fabs(x) < 1);
      
      // construct the series functor:
      log1p_series<T> s(x);
      // and add it up, with enough digits for full machine precision
      // plus a couple more for luck.... !
      return tools::sum_series(s, tools::digits(x) + 2);
   }

[endsect][/section Series Evaluation]

[/ 
  Copyright 2006 John Maddock and Paul A. Bristow.
  Distributed under the Boost Software License, Version 1.0.
  (See accompanying file LICENSE_1_0.txt or copy at
  http://www.boost.org/LICENSE_1_0.txt).
]