expint.h

经典numerical receip 配套代码

Doub expint(const Int n, const Doub x)
{
	static const Int MAXIT=100;
	static const Doub EULER=0.577215664901533,
		EPS=numeric_limits<Doub>::epsilon(),
		BIG=numeric_limits<Doub>::max()*EPS;
	Int i,ii,nm1=n-1;
	Doub a,b,c,d,del,fact,h,psi,ans;
	if (n < 0 || x < 0.0 || (x==0.0 && (n==0 || n==1)))
		throw("bad arguments in expint");
	if (n == 0) ans=exp(-x)/x;
	else {
		if (x == 0.0) ans=1.0/nm1;
		else {
			if (x > 1.0) {
				b=x+n;
				c=BIG;
				d=1.0/b;
				h=d;
				for (i=1;i<=MAXIT;i++) {
					a = -i*(nm1+i);
					b += 2.0;
					d=1.0/(a*d+b);
					c=b+a/c;
					del=c*d;
					h *= del;
					if (abs(del-1.0) <= EPS) {
						ans=h*exp(-x);
						return ans;
					}
				}
				throw("continued fraction failed in expint");
			} else {
				ans = (nm1!=0 ? 1.0/nm1 : -log(x)-EULER);
				fact=1.0;
				for (i=1;i<=MAXIT;i++) {
					fact *= -x/i;
					if (i != nm1) del = -fact/(i-nm1);
					else {
						psi = -EULER;
						for (ii=1;ii<=nm1;ii++) psi += 1.0/ii;
						del=fact*(-log(x)+psi);
					}
					ans += del;
					if (abs(del) < abs(ans)*EPS) return ans;
				}
				throw("series failed in expint");
			}
		}
	}
	return ans;
}
Doub ei(const Doub x) {
	static const Int MAXIT=100;
	static const Doub EULER=0.577215664901533,
		EPS=numeric_limits<Doub>::epsilon(),
		FPMIN=numeric_limits<Doub>::min()/EPS;
	Int k;
	Doub fact,prev,sum,term;
	if (x <= 0.0) throw("Bad argument in ei");
	if (x < FPMIN) return log(x)+EULER;
	if (x <= -log(EPS)) {
		sum=0.0;
		fact=1.0;
		for (k=1;k<=MAXIT;k++) {
			fact *= x/k;
			term=fact/k;
			sum += term;
			if (term < EPS*sum) break;
		}
		if (k > MAXIT) throw("Series failed in ei");
		return sum+log(x)+EULER;
	} else {
		sum=0.0;
		term=1.0;
		for (k=1;k<=MAXIT;k++) {
			prev=term;
			term *= k/x;
			if (term < EPS) break;
			if (term < prev) sum += term;
			else {
				sum -= prev;
				break;
			}
		}
		return exp(x)*(1.0+sum)/x;
	}
}