legendre.qbk

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[section:legendre Legendre (and Associated) Polynomials]

[h4 Synopsis]

``
#include <boost/math/special_functions/legendre.hpp>
``

   namespace boost{ namespace math{
   
   template <class T>
   ``__sf_result`` legendre_p(int n, T x);
   
   template <class T, class ``__Policy``>
   ``__sf_result`` legendre_p(int n, T x, const ``__Policy``&);
   
   template <class T>
   ``__sf_result`` legendre_p(int n, int m, T x);
   
   template <class T, class ``__Policy``>
   ``__sf_result`` legendre_p(int n, int m, T x, const ``__Policy``&);
   
   template <class T>
   ``__sf_result`` legendre_q(unsigned n, T x);
   
   template <class T, class ``__Policy``>
   ``__sf_result`` legendre_q(unsigned n, T x, const ``__Policy``&);
   
   template <class T1, class T2, class T3>
   ``__sf_result`` legendre_next(unsigned l, T1 x, T2 Pl, T3 Plm1);
   
   template <class T1, class T2, class T3>
   ``__sf_result`` legendre_next(unsigned l, unsigned m, T1 x, T2 Pl, T3 Plm1);

   
   }} // namespaces
   
The return type of these functions is computed using the __arg_pomotion_rules:
note than when there is a single template argument the result is the same type 
as that argument or `double` if the template argument is an integer type.

[optional_policy]

[h4 Description]

   template <class T>
   ``__sf_result`` legendre_p(int l, T x);
   
   template <class T, class ``__Policy``>
   ``__sf_result`` legendre_p(int l, T x, const ``__Policy``&);
   
Returns the Legendre Polynomial of the first kind:

[equation legendre_0]

Requires -1 <= x <= 1, otherwise returns the result of __domain_error.

Negative orders are handled via the reflection formula:

P[sub -l-1](x) = P[sub l](x)

The following graph illustrates the behaviour of the first few 
Legendre Polynomials:

[graph legendre_p]
   
   template <class T>
   ``__sf_result`` legendre_p(int l, int m, T x);
   
   template <class T, class ``__Policy``>
   ``__sf_result`` legendre_p(int l, int m, T x, const ``__Policy``&);
   
Returns the associated Legendre polynomial of the first kind:

[equation legendre_1]

Requires -1 <= x <= 1, otherwise returns the result of __domain_error.

Negative values of /l/ and /m/ are handled via the identity relations:

[equation legendre_3]

[caution The definition of the associated Legendre polynomial used here
includes a leading Condon-Shortley phase term of (-1)[super m].  This
matches the definition given by Abramowitz and Stegun (8.6.6) and that
used by [@http://mathworld.wolfram.com/LegendrePolynomial.html Mathworld]
and [@http://documents.wolfram.com/mathematica/functions/LegendreP 
Mathematica's LegendreP function].  However, uses in the literature
do not always include this phase term, and strangely the specification
for the associated Legendre function in the C++ TR1 (assoc_legendre) 
also omits it, in spite of stating that it uses Abramowitz and Stegun 
as the final arbiter on these matters.

See: 

[@http://mathworld.wolfram.com/LegendrePolynomial.html 
Weisstein, Eric W. "Legendre Polynomial." 
From MathWorld--A Wolfram Web Resource].

Abramowitz, M. and Stegun, I. A. (Eds.). "Legendre Functions" and 
"Orthogonal Polynomials." Ch. 22 in Chs. 8 and 22 in Handbook of 
Mathematical Functions with Formulas, Graphs, and Mathematical Tables, 
9th printing. New York: Dover, pp. 331-339 and 771-802, 1972. 
 ]
   
   template <class T>
   ``__sf_result`` legendre_q(unsigned n, T x);
   
   template <class T, class ``__Policy``>
   ``__sf_result`` legendre_q(unsigned n, T x, const ``__Policy``&);
   
Returns the value of the Legendre polynomial that is the second solution
to the Legendre differential equation, for example:

[equation legendre_2]

Requires -1 <= x <= 1, otherwise __domain_error is called.

The following graph illustrates the first few Legendre functions of the
second kind:

[graph legendre_q]
   
   template <class T1, class T2, class T3>
   ``__sf_result`` legendre_next(unsigned l, T1 x, T2 Pl, T3 Plm1);
   
Implements the three term recurrence relation for the Legendre
polynomials, this function can be used to create a sequence of
values evaluated at the same /x/, and for rising /l/.  This recurrence
relation holds for Legendre Polynomials of both the first and second kinds.

[equation legendre_4]

For example we could produce a vector of the first 10 polynomial
values using:

   double x = 0.5;  // Abscissa value
   vector<double> v;
   v.push_back(legendre_p(0, x)).push_back(legendre_p(1, x));
   for(unsigned l = 1; l < 10; ++l)
      v.push_back(legendre_next(l, x, v[l], v[l-1]));
      
Formally the arguments are:

[variablelist
[[l][The degree of the last polynomial calculated.]]
[[x][The abscissa value]]
[[Pl][The value of the polynomial evaluated at degree /l/.]]
[[Plm1][The value of the polynomial evaluated at degree /l-1/.]]
]
   
   template <class T1, class T2, class T3>
   ``__sf_result`` legendre_next(unsigned l, unsigned m, T1 x, T2 Pl, T3 Plm1);

Implements the three term recurrence relation for the Associated Legendre
polynomials, this function can be used to create a sequence of
values evaluated at the same /x/, and for rising /l/.

[equation legendre_5]

For example we could produce a vector of the first m+10 polynomial
values using:

   double x = 0.5;  // Abscissa value
   int m = 10;      // order
   vector<double> v;
   v.push_back(legendre_p(m, m, x)).push_back(legendre_p(1 + m, m, x));
   for(unsigned l = 1 + m; l < m + 10; ++l)
      v.push_back(legendre_next(l, m, x, v[l], v[l-1]));
      
Formally the arguments are:

[variablelist
[[l][The degree of the last polynomial calculated.]]
[[m][The order of the Associated Polynomial.]]
[[x][The abscissa value]]
[[Pl][The value of the polynomial evaluated at degree /l/.]]
[[Plm1][The value of the polynomial evaluated at degree /l-1/.]]
]
   
[h4 Accuracy]

The following table shows peak errors (in units of epsilon) 
for various domains of input arguments.  
Note that only results for the widest floating point type on the system are 
given as narrower types have __zero_error.

[table Peak Errors In the Legendre P Function
[[Significand Size] [Platform and Compiler] [Errors in range

0 < l < 20]  [Errors in range

20 < l < 120]]
[[53] [Win32, Visual C++ 8] [Peak=211 Mean=20]  [Peak=300 Mean=33]]
[[64] [SUSE Linux IA32, g++ 4.1] [Peak=70 Mean=10]  [Peak=700 Mean=60]]
[[64] [Red Hat Linux IA64, g++ 3.4.4] [Peak=70 Mean=10]  [Peak=700 Mean=60]]
[[113] [HPUX IA64, aCC A.06.06] [Peak=35 Mean=6]  [Peak=292 Mean=41]]
]

[table Peak Errors In the Associated Legendre P Function
[[Significand Size] [Platform and Compiler] [Errors in range

0 < l < 20] ]
[[53] [Win32, Visual C++ 8] [Peak=1200 Mean=7]]
[[64] [SUSE Linux IA32, g++ 4.1] [Peak=80 Mean=5]]
[[64] [Red Hat Linux IA64, g++ 3.4.4] [Peak=80 Mean=5] ]
[[113] [HPUX IA64, aCC A.06.06] [Peak=42 Mean=4] ]
]

[table Peak Errors In the Legendre Q Function
[[Significand Size] [Platform and Compiler] [Errors in range

0 < l < 20]  [Errors in range

20 < l < 120]]
[[53] [Win32, Visual C++ 8] [Peak=50 Mean=7]  [Peak=4600 Mean=370]]
[[64] [SUSE Linux IA32, g++ 4.1] [Peak=51 Mean=8]  [Peak=6000 Mean=480]]
[[64] [Red Hat Linux IA64, g++ 3.4.4] [Peak=51 Mean=8]  [Peak=6000 Mean=480]]
[[113] [HPUX IA64, aCC A.06.06] [Peak=90 Mean=10]  [Peak=1700 Mean=140]]
]

Note that the worst errors occur when the order increases, values greater than
~120 are very unlikely to produce sensible results, especially in the associated
polynomial case when the degree is also large.  Further the relative errors
are likely to grow arbitrarily large when the function is very close to a root.

No comparisons to other libraries are shown here: there appears to be only one
viable implementation method for these functions, the comparisons to other
libraries that have been run show identical error rates to those given here.

[h4 Testing]

A mixture of spot tests of values calculated using functions.wolfram.com, 
and randomly generated test data are
used: the test data was computed using
[@http://shoup.net/ntl/doc/RR.txt NTL::RR] at 1000-bit precision.

[h4 Implementation]

These functions are implemented using the stable three term
recurrence relations.  These relations guarentee low absolute error
but cannot guarentee low relative error near one of the roots of the
polynomials.

[endsect][/section:beta_function The Beta Function]
[/ 
  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).
]