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26 <div class="titlepage"><div><div><h2 class="title" style="clear: both">
27 <a name="math_toolkit.lambert_w"></a><a class="link" href="lambert_w.html" title="Lambert W function">Lambert <span class="emphasis"><em>W</em></span>
29 </h2></div></div></div>
31 <a name="math_toolkit.lambert_w.h0"></a>
32 <span class="phrase"><a name="math_toolkit.lambert_w.synopsis"></a></span><a class="link" href="lambert_w.html#math_toolkit.lambert_w.synopsis">Synopsis</a>
34 <pre class="programlisting"><span class="preprocessor">#include</span> <span class="special"><</span><span class="identifier">boost</span><span class="special">/</span><span class="identifier">math</span><span class="special">/</span><span class="identifier">special_functions</span><span class="special">/</span><span class="identifier">lambert_w</span><span class="special">.</span><span class="identifier">hpp</span><span class="special">></span>
36 <pre class="programlisting"><span class="keyword">namespace</span> <span class="identifier">boost</span> <span class="special">{</span> <span class="keyword">namespace</span> <span class="identifier">math</span> <span class="special">{</span>
38 <span class="keyword">template</span> <span class="special"><</span><span class="keyword">class</span> <span class="identifier">T</span><span class="special">></span>
39 <a class="link" href="result_type.html" title="Calculation of the Type of the Result"><span class="emphasis"><em>calculated-result-type</em></span></a> <span class="identifier">lambert_w0</span><span class="special">(</span><span class="identifier">T</span> <span class="identifier">z</span><span class="special">);</span> <span class="comment">// W0 branch, default policy.</span>
40 <span class="keyword">template</span> <span class="special"><</span><span class="keyword">class</span> <span class="identifier">T</span><span class="special">></span>
41 <a class="link" href="result_type.html" title="Calculation of the Type of the Result"><span class="emphasis"><em>calculated-result-type</em></span></a> <span class="identifier">lambert_wm1</span><span class="special">(</span><span class="identifier">T</span> <span class="identifier">z</span><span class="special">);</span> <span class="comment">// W-1 branch, default policy.</span>
42 <span class="keyword">template</span> <span class="special"><</span><span class="keyword">class</span> <span class="identifier">T</span><span class="special">></span>
43 <a class="link" href="result_type.html" title="Calculation of the Type of the Result"><span class="emphasis"><em>calculated-result-type</em></span></a> <span class="identifier">lambert_w0_prime</span><span class="special">(</span><span class="identifier">T</span> <span class="identifier">z</span><span class="special">);</span> <span class="comment">// W0 branch 1st derivative.</span>
44 <span class="keyword">template</span> <span class="special"><</span><span class="keyword">class</span> <span class="identifier">T</span><span class="special">></span>
45 <a class="link" href="result_type.html" title="Calculation of the Type of the Result"><span class="emphasis"><em>calculated-result-type</em></span></a> <span class="identifier">lambert_wm1_prime</span><span class="special">(</span><span class="identifier">T</span> <span class="identifier">z</span><span class="special">);</span> <span class="comment">// W-1 branch 1st derivative.</span>
47 <span class="keyword">template</span> <span class="special"><</span><span class="keyword">class</span> <span class="identifier">T</span><span class="special">,</span> <span class="keyword">class</span> <a class="link" href="../policy.html" title="Chapter 20. Policies: Controlling Precision, Error Handling etc">Policy</a><span class="special">></span>
48 <a class="link" href="result_type.html" title="Calculation of the Type of the Result"><span class="emphasis"><em>calculated-result-type</em></span></a> <span class="identifier">lambert_w0</span><span class="special">(</span><span class="identifier">T</span> <span class="identifier">z</span><span class="special">,</span> <span class="keyword">const</span> <a class="link" href="../policy.html" title="Chapter 20. Policies: Controlling Precision, Error Handling etc">Policy</a><span class="special">&);</span> <span class="comment">// W0 with policy.</span>
49 <span class="keyword">template</span> <span class="special"><</span><span class="keyword">class</span> <span class="identifier">T</span><span class="special">,</span> <span class="keyword">class</span> <a class="link" href="../policy.html" title="Chapter 20. Policies: Controlling Precision, Error Handling etc">Policy</a><span class="special">></span>
50 <a class="link" href="result_type.html" title="Calculation of the Type of the Result"><span class="emphasis"><em>calculated-result-type</em></span></a> <span class="identifier">lambert_wm1</span><span class="special">(</span><span class="identifier">T</span> <span class="identifier">z</span><span class="special">,</span> <span class="keyword">const</span> <a class="link" href="../policy.html" title="Chapter 20. Policies: Controlling Precision, Error Handling etc">Policy</a><span class="special">&);</span> <span class="comment">// W-1 with policy.</span>
51 <span class="keyword">template</span> <span class="special"><</span><span class="keyword">class</span> <span class="identifier">T</span><span class="special">,</span> <span class="keyword">class</span> <a class="link" href="../policy.html" title="Chapter 20. Policies: Controlling Precision, Error Handling etc">Policy</a><span class="special">></span>
52 <a class="link" href="result_type.html" title="Calculation of the Type of the Result"><span class="emphasis"><em>calculated-result-type</em></span></a> <span class="identifier">lambert_w0_prime</span><span class="special">(</span><span class="identifier">T</span> <span class="identifier">z</span><span class="special">,</span> <span class="keyword">const</span> <a class="link" href="../policy.html" title="Chapter 20. Policies: Controlling Precision, Error Handling etc">Policy</a><span class="special">&);</span> <span class="comment">// W0 derivative with policy.</span>
53 <span class="keyword">template</span> <span class="special"><</span><span class="keyword">class</span> <span class="identifier">T</span><span class="special">,</span> <span class="keyword">class</span> <a class="link" href="../policy.html" title="Chapter 20. Policies: Controlling Precision, Error Handling etc">Policy</a><span class="special">></span>
54 <a class="link" href="result_type.html" title="Calculation of the Type of the Result"><span class="emphasis"><em>calculated-result-type</em></span></a> <span class="identifier">lambert_wm1_prime</span><span class="special">(</span><span class="identifier">T</span> <span class="identifier">z</span><span class="special">,</span> <span class="keyword">const</span> <a class="link" href="../policy.html" title="Chapter 20. Policies: Controlling Precision, Error Handling etc">Policy</a><span class="special">&);</span> <span class="comment">// W-1 derivative with policy.</span>
56 <span class="special">}</span> <span class="comment">// namespace boost</span>
57 <span class="special">}</span> <span class="comment">// namespace math</span>
60 <a name="math_toolkit.lambert_w.h1"></a>
61 <span class="phrase"><a name="math_toolkit.lambert_w.description"></a></span><a class="link" href="lambert_w.html#math_toolkit.lambert_w.description">Description</a>
64 The <a href="http://en.wikipedia.org/wiki/Lambert_W_function" target="_top">Lambert W
65 function</a> is the solution of the equation <span class="emphasis"><em>W</em></span>(<span class="emphasis"><em>z</em></span>)<span class="emphasis"><em>e</em></span><sup><span class="emphasis"><em>W</em></span>(<span class="emphasis"><em>z</em></span>)</sup> =
66 <span class="emphasis"><em>z</em></span>. It is also called the Omega function, the inverse of
67 <span class="emphasis"><em>f</em></span>(<span class="emphasis"><em>W</em></span>) = <span class="emphasis"><em>We</em></span><sup><span class="emphasis"><em>W</em></span></sup>.
70 On the interval [0, ∞), there is just one real solution. On the interval (-<span class="emphasis"><em>e</em></span><sup>-1</sup>,
71 0), there are two real solutions, generating two branches which we will denote
72 by <span class="emphasis"><em>W</em></span><sub>0</sub> and <span class="emphasis"><em>W</em></span><sub>-1</sub>. In Boost.Math, we call
73 these principal branches <code class="computeroutput"><span class="identifier">lambert_w0</span></code>
74 and <code class="computeroutput"><span class="identifier">lambert_wm1</span></code>; their derivatives
75 are labelled <code class="computeroutput"><span class="identifier">lambert_w0_prime</span></code>
76 and <code class="computeroutput"><span class="identifier">lambert_wm1_prime</span></code>.
78 <div class="blockquote"><blockquote class="blockquote"><p>
79 <span class="inlinemediaobject"><img src="../../graphs/lambert_w_graph.svg" align="middle"></span>
81 </p></blockquote></div>
82 <div class="blockquote"><blockquote class="blockquote"><p>
83 <span class="inlinemediaobject"><img src="../../graphs/lambert_w_graph_big_w.svg" align="middle"></span>
85 </p></blockquote></div>
86 <div class="blockquote"><blockquote class="blockquote"><p>
87 <span class="inlinemediaobject"><img src="../../graphs/lambert_w0_prime_graph.svg" align="middle"></span>
89 </p></blockquote></div>
90 <div class="blockquote"><blockquote class="blockquote"><p>
91 <span class="inlinemediaobject"><img src="../../graphs/lambert_wm1_prime_graph.svg" align="middle"></span>
93 </p></blockquote></div>
95 There is a singularity where the branches meet at <span class="emphasis"><em>e</em></span><sup>-1</sup> ≅ <code class="literal">-0.367879</code>.
96 Approaching this point, the condition number of function evaluation tends to
97 infinity, and the only method of recovering high accuracy is use of higher
101 This implementation computes the two real branches <span class="emphasis"><em>W</em></span><sub>0</sub> and
102 <span class="emphasis"><em>W</em></span><sub>-1</sub>
103 with the functions <code class="computeroutput"><span class="identifier">lambert_w0</span></code>
104 and <code class="computeroutput"><span class="identifier">lambert_wm1</span></code>, and their
105 derivatives, <code class="computeroutput"><span class="identifier">lambert_w0_prime</span></code>
106 and <code class="computeroutput"><span class="identifier">lambert_wm1_prime</span></code>. Complex
107 arguments are not supported.
110 The final <a class="link" href="../policy.html" title="Chapter 20. Policies: Controlling Precision, Error Handling etc">Policy</a> argument is optional and can
111 be used to control how the function deals with errors. Refer to <a class="link" href="../policy.html" title="Chapter 20. Policies: Controlling Precision, Error Handling etc">Policies</a>
112 for more details and see examples below.
115 <a name="math_toolkit.lambert_w.h2"></a>
116 <span class="phrase"><a name="math_toolkit.lambert_w.applications"></a></span><a class="link" href="lambert_w.html#math_toolkit.lambert_w.applications">Applications
117 of the Lambert <span class="emphasis"><em>W</em></span> function</a>
120 The Lambert <span class="emphasis"><em>W</em></span> function has a myriad of applications.
121 <a href="http://www.apmaths.uwo.ca/~djeffrey/Offprints/W-adv-cm.pdf" target="_top">Corless
122 et al.</a> provide a summary of applications, from the mathematical, like
123 iterated exponentiation and asymptotic roots of trinomials, to the real-world,
124 such as the range of a jet plane, enzyme kinetics, water movement in soil,
125 epidemics, and diode current (an example replicated <a href="../../../example/lambert_w_diode.cpp" target="_top">here</a>).
126 Since the publication of their landmark paper, there have been many more applications,
127 and also many new implementations of the function, upon which this implementation
131 <a name="math_toolkit.lambert_w.h3"></a>
132 <span class="phrase"><a name="math_toolkit.lambert_w.examples"></a></span><a class="link" href="lambert_w.html#math_toolkit.lambert_w.examples">Examples</a>
135 The most basic usage of the Lambert-<span class="emphasis"><em>W</em></span> function is demonstrated
138 <pre class="programlisting"><span class="preprocessor">#include</span> <span class="special"><</span><span class="identifier">boost</span><span class="special">/</span><span class="identifier">math</span><span class="special">/</span><span class="identifier">special_functions</span><span class="special">/</span><span class="identifier">lambert_w</span><span class="special">.</span><span class="identifier">hpp</span><span class="special">></span> <span class="comment">// For lambert_w function.</span>
140 <span class="keyword">using</span> <span class="identifier">boost</span><span class="special">::</span><span class="identifier">math</span><span class="special">::</span><span class="identifier">lambert_w0</span><span class="special">;</span>
141 <span class="keyword">using</span> <span class="identifier">boost</span><span class="special">::</span><span class="identifier">math</span><span class="special">::</span><span class="identifier">lambert_wm1</span><span class="special">;</span>
143 <pre class="programlisting"><span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span><span class="special">.</span><span class="identifier">precision</span><span class="special">(</span><span class="identifier">std</span><span class="special">::</span><span class="identifier">numeric_limits</span><span class="special"><</span><span class="keyword">double</span><span class="special">>::</span><span class="identifier">max_digits10</span><span class="special">);</span>
144 <span class="comment">// Show all potentially significant decimal digits,</span>
145 <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special"><<</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">showpoint</span> <span class="special"><<</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">endl</span><span class="special">;</span>
146 <span class="comment">// and show significant trailing zeros too.</span>
148 <span class="keyword">double</span> <span class="identifier">z</span> <span class="special">=</span> <span class="number">10.</span><span class="special">;</span>
149 <span class="keyword">double</span> <span class="identifier">r</span> <span class="special">=</span> <span class="identifier">lambert_w0</span><span class="special">(</span><span class="identifier">z</span><span class="special">);</span> <span class="comment">// Default policy for double.</span>
150 <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special"><<</span> <span class="string">"lambert_w0(z) = "</span> <span class="special"><<</span> <span class="identifier">r</span> <span class="special"><<</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">endl</span><span class="special">;</span>
151 <span class="comment">// lambert_w0(z) = 1.7455280027406994</span>
154 Other floating-point types can be used too, here <code class="computeroutput"><span class="keyword">float</span></code>,
155 including user-defined types like <a href="../../../../../libs/multiprecision/doc/html/index.html" target="_top">Boost.Multiprecision</a>.
156 It is convenient to use a function like <code class="computeroutput"><span class="identifier">show_value</span></code>
157 to display all (and only) potentially significant decimal digits, including
158 any significant trailing zeros, (<code class="computeroutput"><span class="identifier">std</span><span class="special">::</span><span class="identifier">numeric_limits</span><span class="special"><</span><span class="identifier">T</span><span class="special">>::</span><span class="identifier">max_digits10</span></code>) for the type <code class="computeroutput"><span class="identifier">T</span></code>.
160 <pre class="programlisting"><span class="keyword">float</span> <span class="identifier">z</span> <span class="special">=</span> <span class="number">10.F</span><span class="special">;</span>
161 <span class="keyword">float</span> <span class="identifier">r</span><span class="special">;</span>
162 <span class="identifier">r</span> <span class="special">=</span> <span class="identifier">lambert_w0</span><span class="special">(</span><span class="identifier">z</span><span class="special">);</span> <span class="comment">// Default policy digits10 = 7, digits2 = 24</span>
163 <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special"><<</span> <span class="string">"lambert_w0("</span><span class="special">;</span>
164 <span class="identifier">show_value</span><span class="special">(</span><span class="identifier">z</span><span class="special">);</span>
165 <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special"><<</span> <span class="string">") = "</span><span class="special">;</span>
166 <span class="identifier">show_value</span><span class="special">(</span><span class="identifier">r</span><span class="special">);</span>
167 <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special"><<</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">endl</span><span class="special">;</span> <span class="comment">// lambert_w0(10.0000000) = 1.74552798</span>
170 Example of an integer argument to <code class="computeroutput"><span class="identifier">lambert_w0</span></code>,
171 showing that an <code class="computeroutput"><span class="keyword">int</span></code> literal is
172 correctly promoted to a <code class="computeroutput"><span class="keyword">double</span></code>.
174 <pre class="programlisting"><span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span><span class="special">.</span><span class="identifier">precision</span><span class="special">(</span><span class="identifier">std</span><span class="special">::</span><span class="identifier">numeric_limits</span><span class="special"><</span><span class="keyword">double</span><span class="special">>::</span><span class="identifier">max_digits10</span><span class="special">);</span>
175 <span class="keyword">double</span> <span class="identifier">r</span> <span class="special">=</span> <span class="identifier">lambert_w0</span><span class="special">(</span><span class="number">10</span><span class="special">);</span> <span class="comment">// Pass an int argument "10" that should be promoted to double argument.</span>
176 <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special"><<</span> <span class="string">"lambert_w0(10) = "</span> <span class="special"><<</span> <span class="identifier">r</span> <span class="special"><<</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">endl</span><span class="special">;</span> <span class="comment">// lambert_w0(10) = 1.7455280027406994</span>
177 <span class="keyword">double</span> <span class="identifier">rp</span> <span class="special">=</span> <span class="identifier">lambert_w0</span><span class="special">(</span><span class="number">10</span><span class="special">);</span>
178 <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special"><<</span> <span class="string">"lambert_w0(10) = "</span> <span class="special"><<</span> <span class="identifier">rp</span> <span class="special"><<</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">endl</span><span class="special">;</span>
179 <span class="comment">// lambert_w0(10) = 1.7455280027406994</span>
180 <span class="keyword">auto</span> <span class="identifier">rr</span> <span class="special">=</span> <span class="identifier">lambert_w0</span><span class="special">(</span><span class="number">10</span><span class="special">);</span> <span class="comment">// C++11 needed.</span>
181 <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special"><<</span> <span class="string">"lambert_w0(10) = "</span> <span class="special"><<</span> <span class="identifier">rr</span> <span class="special"><<</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">endl</span><span class="special">;</span>
182 <span class="comment">// lambert_w0(10) = 1.7455280027406994 too, showing that rr has been promoted to double.</span>
185 Using <a href="../../../../../libs/multiprecision/doc/html/index.html" target="_top">Boost.Multiprecision</a>
186 types to get much higher precision is painless.
188 <pre class="programlisting"><span class="identifier">cpp_dec_float_50</span> <span class="identifier">z</span><span class="special">(</span><span class="string">"10"</span><span class="special">);</span>
189 <span class="comment">// Note construction using a decimal digit string "10",</span>
190 <span class="comment">// NOT a floating-point double literal 10.</span>
191 <span class="identifier">cpp_dec_float_50</span> <span class="identifier">r</span><span class="special">;</span>
192 <span class="identifier">r</span> <span class="special">=</span> <span class="identifier">lambert_w0</span><span class="special">(</span><span class="identifier">z</span><span class="special">);</span>
193 <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special"><<</span> <span class="string">"lambert_w0("</span><span class="special">;</span> <span class="identifier">show_value</span><span class="special">(</span><span class="identifier">z</span><span class="special">);</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special"><<</span> <span class="string">") = "</span><span class="special">;</span>
194 <span class="identifier">show_value</span><span class="special">(</span><span class="identifier">r</span><span class="special">);</span>
195 <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special"><<</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">endl</span><span class="special">;</span>
196 <span class="comment">// lambert_w0(10.000000000000000000000000000000000000000000000000000000000000000000000000000000) =</span>
197 <span class="comment">// 1.7455280027406993830743012648753899115352881290809413313533156980404446940000000</span>
199 <div class="warning"><table border="0" summary="Warning">
201 <td rowspan="2" align="center" valign="top" width="25"><img alt="[Warning]" src="../../../../../doc/src/images/warning.png"></td>
202 <th align="left">Warning</th>
204 <tr><td align="left" valign="top"><p>
205 When using multiprecision, take very great care not to construct or assign
206 non-integers from <code class="computeroutput"><span class="keyword">double</span></code>, <code class="computeroutput"><span class="keyword">float</span></code> ... silently losing precision. Use
207 <code class="computeroutput"><span class="string">"1.2345678901234567890123456789"</span></code>
208 rather than <code class="computeroutput"><span class="number">1.2345678901234567890123456789</span></code>.
212 Using multiprecision types, it is all too easy to get multiprecision precision
215 <pre class="programlisting"><span class="identifier">cpp_dec_float_50</span> <span class="identifier">z</span><span class="special">(</span><span class="number">0.7777777777777777777777777777777777777777777777777777777777777777777777777</span><span class="special">);</span>
216 <span class="comment">// Compiler evaluates the nearest double-precision binary representation,</span>
217 <span class="comment">// from the max_digits10 of the floating_point literal double 0.7777777777777777777777777777...,</span>
218 <span class="comment">// so any extra digits in the multiprecision type</span>
219 <span class="comment">// beyond max_digits10 (usually 17) are random and meaningless.</span>
220 <span class="identifier">cpp_dec_float_50</span> <span class="identifier">r</span><span class="special">;</span>
221 <span class="identifier">r</span> <span class="special">=</span> <span class="identifier">lambert_w0</span><span class="special">(</span><span class="identifier">z</span><span class="special">);</span>
222 <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special"><<</span> <span class="string">"lambert_w0("</span><span class="special">;</span>
223 <span class="identifier">show_value</span><span class="special">(</span><span class="identifier">z</span><span class="special">);</span>
224 <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special"><<</span> <span class="string">") = "</span><span class="special">;</span> <span class="identifier">show_value</span><span class="special">(</span><span class="identifier">r</span><span class="special">);</span>
225 <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special"><<</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">endl</span><span class="special">;</span>
226 <span class="comment">// lambert_w0(0.77777777777777779011358916250173933804035186767578125000000000000000000000000000)</span>
227 <span class="comment">// = 0.48086152073210493501934682309060873341910109230469724725005039758139532631901386</span>
229 <div class="note"><table border="0" summary="Note">
231 <td rowspan="2" align="center" valign="top" width="25"><img alt="[Note]" src="../../../../../doc/src/images/note.png"></td>
232 <th align="left">Note</th>
234 <tr><td align="left" valign="top"><p>
235 See spurious non-seven decimal digits appearing after digit #17 in the argument
236 0.7777777777777777...!
240 And similarly constructing from a literal <code class="computeroutput"><span class="keyword">double</span>
241 <span class="number">0.9</span></code>, with more random digits after digit
244 <pre class="programlisting"><span class="identifier">cpp_dec_float_50</span> <span class="identifier">z</span><span class="special">(</span><span class="number">0.9</span><span class="special">);</span> <span class="comment">// Construct from floating_point literal double 0.9.</span>
245 <span class="identifier">cpp_dec_float_50</span> <span class="identifier">r</span><span class="special">;</span>
246 <span class="identifier">r</span> <span class="special">=</span> <span class="identifier">lambert_w0</span><span class="special">(</span><span class="number">0.9</span><span class="special">);</span>
247 <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special"><<</span> <span class="string">"lambert_w0("</span><span class="special">;</span>
248 <span class="identifier">show_value</span><span class="special">(</span><span class="identifier">z</span><span class="special">);</span>
249 <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special"><<</span> <span class="string">") = "</span><span class="special">;</span> <span class="identifier">show_value</span><span class="special">(</span><span class="identifier">r</span><span class="special">);</span>
250 <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special"><<</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">endl</span><span class="special">;</span>
251 <span class="comment">// lambert_w0(0.90000000000000002220446049250313080847263336181640625000000000000000000000000000)</span>
252 <span class="comment">// = 0.52983296563343440510607251781038939952850341796875000000000000000000000000000000</span>
253 <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special"><<</span> <span class="string">"lambert_w0(0.9) = "</span> <span class="special"><<</span> <span class="identifier">lambert_w0</span><span class="special">(</span><span class="keyword">static_cast</span><span class="special"><</span><span class="keyword">double</span><span class="special">>(</span><span class="number">0.9</span><span class="special">))</span>
254 <span class="comment">// lambert_w0(0.9)</span>
255 <span class="comment">// = 0.52983296563343441</span>
256 <span class="special"><<</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">endl</span><span class="special">;</span>
259 Note how the <code class="computeroutput"><span class="identifier">cpp_float_dec_50</span></code>
260 result is only as correct as from a <code class="computeroutput"><span class="keyword">double</span>
261 <span class="special">=</span> <span class="number">0.9</span></code>.
264 Now see the correct result for all 50 decimal digits constructing from a decimal
267 <pre class="programlisting"><span class="identifier">cpp_dec_float_50</span> <span class="identifier">z</span><span class="special">(</span><span class="string">"0.9"</span><span class="special">);</span> <span class="comment">// Construct from decimal digit string.</span>
268 <span class="identifier">cpp_dec_float_50</span> <span class="identifier">r</span><span class="special">;</span>
269 <span class="identifier">r</span> <span class="special">=</span> <span class="identifier">lambert_w0</span><span class="special">(</span><span class="identifier">z</span><span class="special">);</span>
270 <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special"><<</span> <span class="string">"lambert_w0("</span><span class="special">;</span>
271 <span class="identifier">show_value</span><span class="special">(</span><span class="identifier">z</span><span class="special">);</span>
272 <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special"><<</span> <span class="string">") = "</span><span class="special">;</span> <span class="identifier">show_value</span><span class="special">(</span><span class="identifier">r</span><span class="special">);</span>
273 <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special"><<</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">endl</span><span class="special">;</span>
274 <span class="comment">// 0.90000000000000000000000000000000000000000000000000000000000000000000000000000000)</span>
275 <span class="comment">// = 0.52983296563343441213336643954546304857788132269804249284012528304239956413801252</span>
278 Note the expected zeros for all places up to 50 - and the correct Lambert
279 <span class="emphasis"><em>W</em></span> result!
282 (It is just as easy to compute even higher precisions, at least to thousands
283 of decimal digits, but not shown here for brevity. See <a href="../../../example/lambert_w_simple_examples.cpp" target="_top">lambert_w_simple_examples.cpp</a>
284 for comparison of an evaluation at 1000 decimal digit precision with <a href="http://www.wolframalpha.com/" target="_top">Wolfram Alpha</a>).
287 Policies can be used to control what action to take on errors:
289 <pre class="programlisting"><span class="comment">// Define an error handling policy:</span>
290 <span class="keyword">typedef</span> <span class="identifier">policy</span><span class="special"><</span>
291 <span class="identifier">domain_error</span><span class="special"><</span><span class="identifier">throw_on_error</span><span class="special">>,</span>
292 <span class="identifier">overflow_error</span><span class="special"><</span><span class="identifier">ignore_error</span><span class="special">></span> <span class="comment">// possibly unwise?</span>
293 <span class="special">></span> <span class="identifier">my_throw_policy</span><span class="special">;</span>
295 <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span><span class="special">.</span><span class="identifier">precision</span><span class="special">(</span><span class="identifier">std</span><span class="special">::</span><span class="identifier">numeric_limits</span><span class="special"><</span><span class="keyword">double</span><span class="special">>::</span><span class="identifier">max_digits10</span><span class="special">);</span>
296 <span class="comment">// Show all potentially significant decimal digits,</span>
297 <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special"><<</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">showpoint</span> <span class="special"><<</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">endl</span><span class="special">;</span>
298 <span class="comment">// and show significant trailing zeros too.</span>
299 <span class="keyword">double</span> <span class="identifier">z</span> <span class="special">=</span> <span class="special">+</span><span class="number">1</span><span class="special">;</span>
300 <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special"><<</span> <span class="string">"Lambert W ("</span> <span class="special"><<</span> <span class="identifier">z</span> <span class="special"><<</span> <span class="string">") = "</span> <span class="special"><<</span> <span class="identifier">lambert_w0</span><span class="special">(</span><span class="identifier">z</span><span class="special">)</span> <span class="special"><<</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">endl</span><span class="special">;</span>
301 <span class="comment">// Lambert W (1.0000000000000000) = 0.56714329040978384</span>
302 <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special"><<</span> <span class="string">"\nLambert W ("</span> <span class="special"><<</span> <span class="identifier">z</span> <span class="special"><<</span> <span class="string">", my_throw_policy()) = "</span>
303 <span class="special"><<</span> <span class="identifier">lambert_w0</span><span class="special">(</span><span class="identifier">z</span><span class="special">,</span> <span class="identifier">my_throw_policy</span><span class="special">())</span> <span class="special"><<</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">endl</span><span class="special">;</span>
304 <span class="comment">// Lambert W (1.0000000000000000, my_throw_policy()) = 0.56714329040978384</span>
307 An example error message:
309 <pre class="programlisting"><span class="identifier">Error</span> <span class="identifier">in</span> <span class="identifier">function</span> <span class="identifier">boost</span><span class="special">::</span><span class="identifier">math</span><span class="special">::</span><span class="identifier">lambert_wm1</span><span class="special"><</span><span class="identifier">RealType</span><span class="special">>(<</span><span class="identifier">RealType</span><span class="special">>):</span>
310 <span class="identifier">Argument</span> <span class="identifier">z</span> <span class="special">=</span> <span class="number">1</span> <span class="identifier">is</span> <span class="identifier">out</span> <span class="identifier">of</span> <span class="identifier">range</span> <span class="special">(</span><span class="identifier">z</span> <span class="special"><=</span> <span class="number">0</span><span class="special">)</span> <span class="keyword">for</span> <span class="identifier">Lambert</span> <span class="identifier">W</span><span class="special">-</span><span class="number">1</span> <span class="identifier">branch</span><span class="special">!</span> <span class="special">(</span><span class="identifier">Try</span> <span class="identifier">Lambert</span> <span class="identifier">W0</span> <span class="identifier">branch</span><span class="special">?)</span>
313 Showing an error reported if a value is passed to <code class="computeroutput"><span class="identifier">lambert_w0</span></code>
314 that is out of range, (and was probably meant to be passed to <code class="computeroutput"><span class="identifier">lambert_wm1</span></code> instead).
316 <pre class="programlisting"><span class="keyword">double</span> <span class="identifier">z</span> <span class="special">=</span> <span class="special">+</span><span class="number">1.</span><span class="special">;</span>
317 <span class="keyword">double</span> <span class="identifier">r</span> <span class="special">=</span> <span class="identifier">lambert_wm1</span><span class="special">(</span><span class="identifier">z</span><span class="special">);</span>
318 <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special"><<</span> <span class="string">"lambert_wm1(+1.) = "</span> <span class="special"><<</span> <span class="identifier">r</span> <span class="special"><<</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">endl</span><span class="special">;</span>
321 The full source of these examples is at <a href="../../../example/lambert_w_simple_examples.cpp" target="_top">lambert_w_simple_examples.cpp</a>
324 <a name="math_toolkit.lambert_w.h4"></a>
325 <span class="phrase"><a name="math_toolkit.lambert_w.diode_resistance"></a></span><a class="link" href="lambert_w.html#math_toolkit.lambert_w.diode_resistance">Diode
326 Resistance Example</a>
329 A typical example of a practical application is estimating the current flow
330 through a diode with series resistance from a paper by Banwell and Jayakumar.
333 Having the Lambert <span class="emphasis"><em>W</em></span> function available makes it simple
334 to reproduce the plot in their paper (Fig 2) comparing estimates using with
335 Lambert <span class="emphasis"><em>W</em></span> function and some actual measurements. The colored
336 curves show the effect of various series resistance on the current compared
337 to an extrapolated line in grey with no internal (or external) resistance.
340 Two formulae relating the diode current and effect of series resistance can
341 be combined, but yield an otherwise intractable equation relating the current
342 versus voltage with a varying series resistance. This was reformulated as a
343 generalized equation in terms of the Lambert W function:
346 Banwell and Jakaumar equation 5
348 <div class="blockquote"><blockquote class="blockquote"><p>
349 <span class="serif_italic">I(V) = μ V<sub>T</sub>/ R <sub>S</sub> ․ W<sub>0</sub>(I<sub>0</sub> R<sub>S</sub> / (μ V<sub>T</sub>))</span>
350 </p></blockquote></div>
352 Using these variables
354 <pre class="programlisting"><span class="keyword">double</span> <span class="identifier">nu</span> <span class="special">=</span> <span class="number">1.0</span><span class="special">;</span> <span class="comment">// Assumed ideal.</span>
355 <span class="keyword">double</span> <span class="identifier">vt</span> <span class="special">=</span> <span class="identifier">v_thermal</span><span class="special">(</span><span class="number">25</span><span class="special">);</span> <span class="comment">// v thermal, Shockley equation, expect about 25 mV at room temperature.</span>
356 <span class="keyword">double</span> <span class="identifier">boltzmann_k</span> <span class="special">=</span> <span class="number">1.38e-23</span><span class="special">;</span> <span class="comment">// joules/kelvin</span>
357 <span class="keyword">double</span> <span class="identifier">temp</span> <span class="special">=</span> <span class="number">273</span> <span class="special">+</span> <span class="number">25</span><span class="special">;</span>
358 <span class="keyword">double</span> <span class="identifier">charge_q</span> <span class="special">=</span> <span class="number">1.6e-19</span><span class="special">;</span> <span class="comment">// column</span>
359 <span class="identifier">vt</span> <span class="special">=</span> <span class="identifier">boltzmann_k</span> <span class="special">*</span> <span class="identifier">temp</span> <span class="special">/</span> <span class="identifier">charge_q</span><span class="special">;</span>
360 <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special"><<</span> <span class="string">"V thermal "</span> <span class="special"><<</span> <span class="identifier">vt</span> <span class="special"><<</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">endl</span><span class="special">;</span> <span class="comment">// V thermal 0.0257025 = 25 mV</span>
361 <span class="keyword">double</span> <span class="identifier">rsat</span> <span class="special">=</span> <span class="number">0.</span><span class="special">;</span>
362 <span class="keyword">double</span> <span class="identifier">isat</span> <span class="special">=</span> <span class="number">25.e-15</span><span class="special">;</span> <span class="comment">// 25 fA;</span>
363 <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special"><<</span> <span class="string">"Isat = "</span> <span class="special"><<</span> <span class="identifier">isat</span> <span class="special"><<</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">endl</span><span class="special">;</span>
364 <span class="keyword">double</span> <span class="identifier">re</span> <span class="special">=</span> <span class="number">0.3</span><span class="special">;</span> <span class="comment">// Estimated from slope of straight section of graph (equation 6).</span>
365 <span class="keyword">double</span> <span class="identifier">v</span> <span class="special">=</span> <span class="number">0.9</span><span class="special">;</span>
366 <span class="keyword">double</span> <span class="identifier">icalc</span> <span class="special">=</span> <span class="identifier">iv</span><span class="special">(</span><span class="identifier">v</span><span class="special">,</span> <span class="identifier">vt</span><span class="special">,</span> <span class="number">249.</span><span class="special">,</span> <span class="identifier">re</span><span class="special">,</span> <span class="identifier">isat</span><span class="special">);</span>
367 <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special"><<</span> <span class="string">"voltage = "</span> <span class="special"><<</span> <span class="identifier">v</span> <span class="special"><<</span> <span class="string">", current = "</span> <span class="special"><<</span> <span class="identifier">icalc</span> <span class="special"><<</span> <span class="string">", "</span> <span class="special"><<</span> <span class="identifier">log</span><span class="special">(</span><span class="identifier">icalc</span><span class="special">)</span> <span class="special"><<</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">endl</span><span class="special">;</span> <span class="comment">// voltage = 0.9, current = 0.00108485, -6.82631</span>
370 the formulas can be rendered in C++
372 <pre class="programlisting"><span class="keyword">double</span> <span class="identifier">iv</span><span class="special">(</span><span class="keyword">double</span> <span class="identifier">v</span><span class="special">,</span> <span class="keyword">double</span> <span class="identifier">vt</span><span class="special">,</span> <span class="keyword">double</span> <span class="identifier">rsat</span><span class="special">,</span> <span class="keyword">double</span> <span class="identifier">re</span><span class="special">,</span> <span class="keyword">double</span> <span class="identifier">isat</span><span class="special">,</span> <span class="keyword">double</span> <span class="identifier">nu</span> <span class="special">=</span> <span class="number">1.</span><span class="special">)</span>
373 <span class="special">{</span>
374 <span class="comment">// V thermal 0.0257025 = 25 mV</span>
375 <span class="comment">// was double i = (nu * vt/r) * lambert_w((i0 * r) / (nu * vt)); equ 5.</span>
377 <span class="identifier">rsat</span> <span class="special">=</span> <span class="identifier">rsat</span> <span class="special">+</span> <span class="identifier">re</span><span class="special">;</span>
378 <span class="keyword">double</span> <span class="identifier">i</span> <span class="special">=</span> <span class="identifier">nu</span> <span class="special">*</span> <span class="identifier">vt</span> <span class="special">/</span> <span class="identifier">rsat</span><span class="special">;</span>
379 <span class="comment">// std::cout << "nu * vt / rsat = " << i << std::endl; // 0.000103223</span>
381 <span class="keyword">double</span> <span class="identifier">x</span> <span class="special">=</span> <span class="identifier">isat</span> <span class="special">*</span> <span class="identifier">rsat</span> <span class="special">/</span> <span class="special">(</span><span class="identifier">nu</span> <span class="special">*</span> <span class="identifier">vt</span><span class="special">);</span>
382 <span class="comment">// std::cout << "isat * rsat / (nu * vt) = " << x << std::endl;</span>
384 <span class="keyword">double</span> <span class="identifier">eterm</span> <span class="special">=</span> <span class="special">(</span><span class="identifier">v</span> <span class="special">+</span> <span class="identifier">isat</span> <span class="special">*</span> <span class="identifier">rsat</span><span class="special">)</span> <span class="special">/</span> <span class="special">(</span><span class="identifier">nu</span> <span class="special">*</span> <span class="identifier">vt</span><span class="special">);</span>
385 <span class="comment">// std::cout << "(v + isat * rsat) / (nu * vt) = " << eterm << std::endl;</span>
387 <span class="keyword">double</span> <span class="identifier">e</span> <span class="special">=</span> <span class="identifier">exp</span><span class="special">(</span><span class="identifier">eterm</span><span class="special">);</span>
388 <span class="comment">// std::cout << "exp(eterm) = " << e << std::endl;</span>
390 <span class="keyword">double</span> <span class="identifier">w0</span> <span class="special">=</span> <span class="identifier">lambert_w0</span><span class="special">(</span><span class="identifier">x</span> <span class="special">*</span> <span class="identifier">e</span><span class="special">);</span>
391 <span class="comment">// std::cout << "w0 = " << w0 << std::endl;</span>
392 <span class="keyword">return</span> <span class="identifier">i</span> <span class="special">*</span> <span class="identifier">w0</span> <span class="special">-</span> <span class="identifier">isat</span><span class="special">;</span>
393 <span class="special">}</span> <span class="comment">// double iv</span>
396 to reproduce their Fig 2:
398 <div class="blockquote"><blockquote class="blockquote"><p>
399 <span class="inlinemediaobject"><img src="../../graphs/diode_iv_plot.svg" align="middle"></span>
401 </p></blockquote></div>
403 The plotted points for no external series resistance (derived from their published
404 plot as the raw data are not publicly available) are used to extrapolate back
405 to estimate the intrinsic emitter resistance as 0.3 ohm. The effect of external
406 series resistance is visible when the colored lines start to curve away from
407 the straight line as voltage increases.
410 See <a href="../../../example/lambert_w_diode.cpp" target="_top">lambert_w_diode.cpp</a>
411 and <a href="../../../example/lambert_w_diode_graph.cpp" target="_top">lambert_w_diode_graph.cpp</a>
412 for details of the calculation.
415 <a name="math_toolkit.lambert_w.h5"></a>
416 <span class="phrase"><a name="math_toolkit.lambert_w.implementations"></a></span><a class="link" href="lambert_w.html#math_toolkit.lambert_w.implementations">Existing
420 The principal value of the Lambert <span class="emphasis"><em>W</em></span> function is implemented
421 in the <a href="http://mathworld.wolfram.com/LambertW-Function.html" target="_top">Wolfram
422 Language</a> as <code class="computeroutput"><span class="identifier">ProductLog</span><span class="special">[</span><span class="identifier">k</span><span class="special">,</span>
423 <span class="identifier">z</span><span class="special">]</span></code>,
424 where <code class="computeroutput"><span class="identifier">k</span></code> is the branch.
427 The symbolic algebra program <a href="https://www.maplesoft.com" target="_top">Maple</a>
428 also computes Lambert <span class="emphasis"><em>W</em></span> to an arbitrary precision.
431 <a name="math_toolkit.lambert_w.h6"></a>
432 <span class="phrase"><a name="math_toolkit.lambert_w.precision"></a></span><a class="link" href="lambert_w.html#math_toolkit.lambert_w.precision">Controlling
433 the compromise between Precision and Speed</a>
436 <a name="math_toolkit.lambert_w.h7"></a>
437 <span class="phrase"><a name="math_toolkit.lambert_w.small_floats"></a></span><a class="link" href="lambert_w.html#math_toolkit.lambert_w.small_floats">Floating-point
438 types <code class="computeroutput"><span class="keyword">double</span></code> and <code class="computeroutput"><span class="keyword">float</span></code></a>
441 This implementation provides good precision and excellent speed for __fundamental
442 <code class="computeroutput"><span class="keyword">float</span></code> and <code class="computeroutput"><span class="keyword">double</span></code>.
445 All the functions usually return values within a few <a href="http://en.wikipedia.org/wiki/Unit_in_the_last_place" target="_top">Unit
446 in the last place (ULP)</a> for the floating-point type, except for very
447 small arguments very near zero, and for arguments very close to the singularity
451 By default, this implementation provides the best possible speed. Very slightly
452 average higher precision and less bias might be obtained by adding a <a class="link" href="roots_deriv.html#math_toolkit.roots_deriv.halley">Halley</a> step refinement, but
453 at the cost of more than doubling the runtime.
456 <a name="math_toolkit.lambert_w.h8"></a>
457 <span class="phrase"><a name="math_toolkit.lambert_w.big_floats"></a></span><a class="link" href="lambert_w.html#math_toolkit.lambert_w.big_floats">Floating-point
458 types larger than double</a>
461 For floating-point types with precision greater than <code class="computeroutput"><span class="keyword">double</span></code>
462 and <code class="computeroutput"><span class="keyword">float</span></code> <a href="http://en.cppreference.com/w/cpp/language/types" target="_top">fundamental
463 (built-in) types</a>, a <code class="computeroutput"><span class="keyword">double</span></code>
464 evaluation is used as a first approximation followed by Halley refinement,
465 using a single step where it can be predicted that this will be sufficient,
466 and only using <a class="link" href="roots_deriv.html#math_toolkit.roots_deriv.halley">Halley</a>
467 iteration when necessary. Higher precision types are always going to be <span class="bold"><strong>very, very much slower</strong></span>.
470 The 'best' evaluation (the nearest <a href="http://en.wikipedia.org/wiki/Floating_point#Representable_numbers.2C_conversion_and_rounding" target="_top">representable</a>)
471 can be achieved by <code class="computeroutput"><span class="keyword">static_cast</span></code>ing
472 from a higher precision type, typically a <a href="../../../../../libs/multiprecision/doc/html/index.html" target="_top">Boost.Multiprecision</a>
473 type like <code class="computeroutput"><span class="identifier">cpp_bin_float_50</span></code>,
474 but at the cost of increasing run-time 100-fold; this has been used here to
475 provide some of our reference values for testing.
478 For example, we get a reference value using a high precision type, for example;
480 <pre class="programlisting"><span class="keyword">using</span> <span class="identifier">boost</span><span class="special">::</span><span class="identifier">multiprecision</span><span class="special">::</span><span class="identifier">cpp_bin_float_50</span><span class="special">;</span>
483 that uses Halley iteration to refine until it is as precise as possible for
484 this <code class="computeroutput"><span class="identifier">cpp_bin_float_50</span></code> type.
487 As a further check we can compare this with a <a href="http://www.wolframalpha.com/" target="_top">Wolfram
488 Alpha</a> computation using command <code class="literal">N[ProductLog[10.], 50]</code>
489 to get 50 decimal digits and similarly <code class="literal">N[ProductLog[10.], 17]</code>
490 to get the nearest representable for 64-bit <code class="computeroutput"><span class="keyword">double</span></code>
493 <pre class="programlisting"> <span class="keyword">using</span> <span class="identifier">boost</span><span class="special">::</span><span class="identifier">multiprecision</span><span class="special">::</span><span class="identifier">cpp_bin_float_50</span><span class="special">;</span>
494 <span class="keyword">using</span> <span class="identifier">boost</span><span class="special">::</span><span class="identifier">math</span><span class="special">::</span><span class="identifier">float_distance</span><span class="special">;</span>
496 <span class="identifier">cpp_bin_float_50</span> <span class="identifier">z</span><span class="special">(</span><span class="string">"10."</span><span class="special">);</span> <span class="comment">// Note use a decimal digit string, not a double 10.</span>
497 <span class="identifier">cpp_bin_float_50</span> <span class="identifier">r</span><span class="special">;</span>
498 <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span><span class="special">.</span><span class="identifier">precision</span><span class="special">(</span><span class="identifier">std</span><span class="special">::</span><span class="identifier">numeric_limits</span><span class="special"><</span><span class="identifier">cpp_bin_float_50</span><span class="special">>::</span><span class="identifier">digits10</span><span class="special">);</span>
500 <span class="identifier">r</span> <span class="special">=</span> <span class="identifier">lambert_w0</span><span class="special">(</span><span class="identifier">z</span><span class="special">);</span> <span class="comment">// Default policy.</span>
501 <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special"><<</span> <span class="string">"lambert_w0(z) cpp_bin_float_50 = "</span> <span class="special"><<</span> <span class="identifier">r</span> <span class="special"><<</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">endl</span><span class="special">;</span>
502 <span class="comment">//lambert_w0(z) cpp_bin_float_50 = 1.7455280027406993830743012648753899115352881290809</span>
503 <span class="comment">// [N[productlog[10], 50]] == 1.7455280027406993830743012648753899115352881290809</span>
504 <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span><span class="special">.</span><span class="identifier">precision</span><span class="special">(</span><span class="identifier">std</span><span class="special">::</span><span class="identifier">numeric_limits</span><span class="special"><</span><span class="keyword">double</span><span class="special">>::</span><span class="identifier">max_digits10</span><span class="special">);</span>
505 <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special"><<</span> <span class="string">"lambert_w0(z) static_cast from cpp_bin_float_50 = "</span>
506 <span class="special"><<</span> <span class="keyword">static_cast</span><span class="special"><</span><span class="keyword">double</span><span class="special">>(</span><span class="identifier">r</span><span class="special">)</span> <span class="special"><<</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">endl</span><span class="special">;</span>
507 <span class="comment">// double lambert_w0(z) static_cast from cpp_bin_float_50 = 1.7455280027406994</span>
508 <span class="comment">// [N[productlog[10], 17]] == 1.7455280027406994</span>
509 <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special"><<</span> <span class="string">"bits different from Wolfram = "</span>
510 <span class="special"><<</span> <span class="keyword">static_cast</span><span class="special"><</span><span class="keyword">int</span><span class="special">>(</span><span class="identifier">float_distance</span><span class="special">(</span><span class="keyword">static_cast</span><span class="special"><</span><span class="keyword">double</span><span class="special">>(</span><span class="identifier">r</span><span class="special">),</span> <span class="number">1.7455280027406994</span><span class="special">))</span>
511 <span class="special"><<</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">endl</span><span class="special">;</span> <span class="comment">// 0</span>
514 giving us the same nearest representable using 64-bit <code class="computeroutput"><span class="keyword">double</span></code>
515 as <code class="computeroutput"><span class="number">1.7455280027406994</span></code>.
518 However, the rational polynomial and Fukushima Schroder approximations are
519 so good for type <code class="computeroutput"><span class="keyword">float</span></code> and <code class="computeroutput"><span class="keyword">double</span></code> that negligible improvement is gained
520 from a <code class="computeroutput"><span class="keyword">double</span></code> Halley step.
523 This is shown with <a href="../../../example/lambert_w_precision_example.cpp" target="_top">lambert_w_precision_example.cpp</a>
524 for Lambert <span class="emphasis"><em>W</em></span><sub>0</sub>:
526 <pre class="programlisting"><span class="keyword">using</span> <span class="identifier">boost</span><span class="special">::</span><span class="identifier">math</span><span class="special">::</span><span class="identifier">lambert_w_detail</span><span class="special">::</span><span class="identifier">lambert_w_halley_step</span><span class="special">;</span>
527 <span class="keyword">using</span> <span class="identifier">boost</span><span class="special">::</span><span class="identifier">math</span><span class="special">::</span><span class="identifier">epsilon_difference</span><span class="special">;</span>
528 <span class="keyword">using</span> <span class="identifier">boost</span><span class="special">::</span><span class="identifier">math</span><span class="special">::</span><span class="identifier">relative_difference</span><span class="special">;</span>
530 <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special"><<</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">showpoint</span> <span class="special"><<</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">endl</span><span class="special">;</span> <span class="comment">// and show any significant trailing zeros too.</span>
531 <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span><span class="special">.</span><span class="identifier">precision</span><span class="special">(</span><span class="identifier">std</span><span class="special">::</span><span class="identifier">numeric_limits</span><span class="special"><</span><span class="keyword">double</span><span class="special">>::</span><span class="identifier">max_digits10</span><span class="special">);</span> <span class="comment">// 17 decimal digits for double.</span>
533 <span class="identifier">cpp_bin_float_50</span> <span class="identifier">z50</span><span class="special">(</span><span class="string">"1.23"</span><span class="special">);</span> <span class="comment">// Note: use a decimal digit string, not a double 1.23!</span>
534 <span class="keyword">double</span> <span class="identifier">z</span> <span class="special">=</span> <span class="keyword">static_cast</span><span class="special"><</span><span class="keyword">double</span><span class="special">>(</span><span class="identifier">z50</span><span class="special">);</span>
535 <span class="identifier">cpp_bin_float_50</span> <span class="identifier">w50</span><span class="special">;</span>
536 <span class="identifier">w50</span> <span class="special">=</span> <span class="identifier">lambert_w0</span><span class="special">(</span><span class="identifier">z50</span><span class="special">);</span>
537 <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span><span class="special">.</span><span class="identifier">precision</span><span class="special">(</span><span class="identifier">std</span><span class="special">::</span><span class="identifier">numeric_limits</span><span class="special"><</span><span class="identifier">cpp_bin_float_50</span><span class="special">>::</span><span class="identifier">max_digits10</span><span class="special">);</span> <span class="comment">// 50 decimal digits.</span>
538 <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special"><<</span> <span class="string">"Reference Lambert W ("</span> <span class="special"><<</span> <span class="identifier">z</span> <span class="special"><<</span> <span class="string">") =\n "</span>
539 <span class="special"><<</span> <span class="identifier">w50</span> <span class="special"><<</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">endl</span><span class="special">;</span>
540 <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span><span class="special">.</span><span class="identifier">precision</span><span class="special">(</span><span class="identifier">std</span><span class="special">::</span><span class="identifier">numeric_limits</span><span class="special"><</span><span class="keyword">double</span><span class="special">>::</span><span class="identifier">max_digits10</span><span class="special">);</span> <span class="comment">// 17 decimal digits for double.</span>
541 <span class="keyword">double</span> <span class="identifier">wr</span> <span class="special">=</span> <span class="keyword">static_cast</span><span class="special"><</span><span class="keyword">double</span><span class="special">>(</span><span class="identifier">w50</span><span class="special">);</span>
542 <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special"><<</span> <span class="string">"Reference Lambert W ("</span> <span class="special"><<</span> <span class="identifier">z</span> <span class="special"><<</span> <span class="string">") = "</span> <span class="special"><<</span> <span class="identifier">wr</span> <span class="special"><<</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">endl</span><span class="special">;</span>
544 <span class="keyword">double</span> <span class="identifier">w</span> <span class="special">=</span> <span class="identifier">lambert_w0</span><span class="special">(</span><span class="identifier">z</span><span class="special">);</span>
545 <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special"><<</span> <span class="string">"Rat/poly Lambert W ("</span> <span class="special"><<</span> <span class="identifier">z</span> <span class="special"><<</span> <span class="string">") = "</span> <span class="special"><<</span> <span class="identifier">lambert_w0</span><span class="special">(</span><span class="identifier">z</span><span class="special">)</span> <span class="special"><<</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">endl</span><span class="special">;</span>
546 <span class="comment">// Add a Halley step to the value obtained from rational polynomial approximation.</span>
547 <span class="keyword">double</span> <span class="identifier">ww</span> <span class="special">=</span> <span class="identifier">lambert_w_halley_step</span><span class="special">(</span><span class="identifier">lambert_w0</span><span class="special">(</span><span class="identifier">z</span><span class="special">),</span> <span class="identifier">z</span><span class="special">);</span>
548 <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special"><<</span> <span class="string">"Halley Step Lambert W ("</span> <span class="special"><<</span> <span class="identifier">z</span> <span class="special"><<</span> <span class="string">") = "</span> <span class="special"><<</span> <span class="identifier">lambert_w_halley_step</span><span class="special">(</span><span class="identifier">lambert_w0</span><span class="special">(</span><span class="identifier">z</span><span class="special">),</span> <span class="identifier">z</span><span class="special">)</span> <span class="special"><<</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">endl</span><span class="special">;</span>
550 <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special"><<</span> <span class="string">"absolute difference from Halley step = "</span> <span class="special"><<</span> <span class="identifier">w</span> <span class="special">-</span> <span class="identifier">ww</span> <span class="special"><<</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">endl</span><span class="special">;</span>
551 <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special"><<</span> <span class="string">"relative difference from Halley step = "</span> <span class="special"><<</span> <span class="identifier">relative_difference</span><span class="special">(</span><span class="identifier">w</span><span class="special">,</span> <span class="identifier">ww</span><span class="special">)</span> <span class="special"><<</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">endl</span><span class="special">;</span>
552 <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special"><<</span> <span class="string">"epsilon difference from Halley step = "</span> <span class="special"><<</span> <span class="identifier">epsilon_difference</span><span class="special">(</span><span class="identifier">w</span><span class="special">,</span> <span class="identifier">ww</span><span class="special">)</span> <span class="special"><<</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">endl</span><span class="special">;</span>
553 <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special"><<</span> <span class="string">"epsilon for float = "</span> <span class="special"><<</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">numeric_limits</span><span class="special"><</span><span class="keyword">double</span><span class="special">>::</span><span class="identifier">epsilon</span><span class="special">()</span> <span class="special"><<</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">endl</span><span class="special">;</span>
554 <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special"><<</span> <span class="string">"bits different from Halley step = "</span> <span class="special"><<</span> <span class="keyword">static_cast</span><span class="special"><</span><span class="keyword">int</span><span class="special">>(</span><span class="identifier">float_distance</span><span class="special">(</span><span class="identifier">w</span><span class="special">,</span> <span class="identifier">ww</span><span class="special">))</span> <span class="special"><<</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">endl</span><span class="special">;</span>
559 <pre class="programlisting"><span class="identifier">Reference</span> <span class="identifier">Lambert</span> <span class="identifier">W</span> <span class="special">(</span><span class="number">1.2299999999999999822364316059974953532218933105468750</span><span class="special">)</span> <span class="special">=</span>
560 <span class="number">0.64520356959320237759035605255334853830173300262666480</span>
561 <span class="identifier">Reference</span> <span class="identifier">Lambert</span> <span class="identifier">W</span> <span class="special">(</span><span class="number">1.2300000000000000</span><span class="special">)</span> <span class="special">=</span> <span class="number">0.64520356959320235</span>
562 <span class="identifier">Rat</span><span class="special">/</span><span class="identifier">poly</span> <span class="identifier">Lambert</span> <span class="identifier">W</span> <span class="special">(</span><span class="number">1.2300000000000000</span><span class="special">)</span> <span class="special">=</span> <span class="number">0.64520356959320224</span>
563 <span class="identifier">Halley</span> <span class="identifier">Step</span> <span class="identifier">Lambert</span> <span class="identifier">W</span> <span class="special">(</span><span class="number">1.2300000000000000</span><span class="special">)</span> <span class="special">=</span> <span class="number">0.64520356959320235</span>
564 <span class="identifier">absolute</span> <span class="identifier">difference</span> <span class="identifier">from</span> <span class="identifier">Halley</span> <span class="identifier">step</span> <span class="special">=</span> <span class="special">-</span><span class="number">1.1102230246251565e-16</span>
565 <span class="identifier">relative</span> <span class="identifier">difference</span> <span class="identifier">from</span> <span class="identifier">Halley</span> <span class="identifier">step</span> <span class="special">=</span> <span class="number">1.7207329236029286e-16</span>
566 <span class="identifier">epsilon</span> <span class="identifier">difference</span> <span class="identifier">from</span> <span class="identifier">Halley</span> <span class="identifier">step</span> <span class="special">=</span> <span class="number">0.77494921535422934</span>
567 <span class="identifier">epsilon</span> <span class="keyword">for</span> <span class="keyword">float</span> <span class="special">=</span> <span class="number">2.2204460492503131e-16</span>
568 <span class="identifier">bits</span> <span class="identifier">different</span> <span class="identifier">from</span> <span class="identifier">Halley</span> <span class="identifier">step</span> <span class="special">=</span> <span class="number">1</span>
571 and then for <span class="emphasis"><em>W</em></span><sub>-1</sub>:
573 <pre class="programlisting"><span class="keyword">using</span> <span class="identifier">boost</span><span class="special">::</span><span class="identifier">math</span><span class="special">::</span><span class="identifier">lambert_w_detail</span><span class="special">::</span><span class="identifier">lambert_w_halley_step</span><span class="special">;</span>
574 <span class="keyword">using</span> <span class="identifier">boost</span><span class="special">::</span><span class="identifier">math</span><span class="special">::</span><span class="identifier">epsilon_difference</span><span class="special">;</span>
575 <span class="keyword">using</span> <span class="identifier">boost</span><span class="special">::</span><span class="identifier">math</span><span class="special">::</span><span class="identifier">relative_difference</span><span class="special">;</span>
577 <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special"><<</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">showpoint</span> <span class="special"><<</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">endl</span><span class="special">;</span> <span class="comment">// and show any significant trailing zeros too.</span>
578 <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span><span class="special">.</span><span class="identifier">precision</span><span class="special">(</span><span class="identifier">std</span><span class="special">::</span><span class="identifier">numeric_limits</span><span class="special"><</span><span class="keyword">double</span><span class="special">>::</span><span class="identifier">max_digits10</span><span class="special">);</span> <span class="comment">// 17 decimal digits for double.</span>
580 <span class="identifier">cpp_bin_float_50</span> <span class="identifier">z50</span><span class="special">(</span><span class="string">"-0.123"</span><span class="special">);</span> <span class="comment">// Note: use a decimal digit string, not a double -1.234!</span>
581 <span class="keyword">double</span> <span class="identifier">z</span> <span class="special">=</span> <span class="keyword">static_cast</span><span class="special"><</span><span class="keyword">double</span><span class="special">>(</span><span class="identifier">z50</span><span class="special">);</span>
582 <span class="identifier">cpp_bin_float_50</span> <span class="identifier">wm1_50</span><span class="special">;</span>
583 <span class="identifier">wm1_50</span> <span class="special">=</span> <span class="identifier">lambert_wm1</span><span class="special">(</span><span class="identifier">z50</span><span class="special">);</span>
584 <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span><span class="special">.</span><span class="identifier">precision</span><span class="special">(</span><span class="identifier">std</span><span class="special">::</span><span class="identifier">numeric_limits</span><span class="special"><</span><span class="identifier">cpp_bin_float_50</span><span class="special">>::</span><span class="identifier">max_digits10</span><span class="special">);</span> <span class="comment">// 50 decimal digits.</span>
585 <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special"><<</span> <span class="string">"Reference Lambert W-1 ("</span> <span class="special"><<</span> <span class="identifier">z</span> <span class="special"><<</span> <span class="string">") =\n "</span>
586 <span class="special"><<</span> <span class="identifier">wm1_50</span> <span class="special"><<</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">endl</span><span class="special">;</span>
587 <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span><span class="special">.</span><span class="identifier">precision</span><span class="special">(</span><span class="identifier">std</span><span class="special">::</span><span class="identifier">numeric_limits</span><span class="special"><</span><span class="keyword">double</span><span class="special">>::</span><span class="identifier">max_digits10</span><span class="special">);</span> <span class="comment">// 17 decimal digits for double.</span>
588 <span class="keyword">double</span> <span class="identifier">wr</span> <span class="special">=</span> <span class="keyword">static_cast</span><span class="special"><</span><span class="keyword">double</span><span class="special">>(</span><span class="identifier">wm1_50</span><span class="special">);</span>
589 <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special"><<</span> <span class="string">"Reference Lambert W-1 ("</span> <span class="special"><<</span> <span class="identifier">z</span> <span class="special"><<</span> <span class="string">") = "</span> <span class="special"><<</span> <span class="identifier">wr</span> <span class="special"><<</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">endl</span><span class="special">;</span>
591 <span class="keyword">double</span> <span class="identifier">w</span> <span class="special">=</span> <span class="identifier">lambert_wm1</span><span class="special">(</span><span class="identifier">z</span><span class="special">);</span>
592 <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special"><<</span> <span class="string">"Rat/poly Lambert W-1 ("</span> <span class="special"><<</span> <span class="identifier">z</span> <span class="special"><<</span> <span class="string">") = "</span> <span class="special"><<</span> <span class="identifier">lambert_wm1</span><span class="special">(</span><span class="identifier">z</span><span class="special">)</span> <span class="special"><<</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">endl</span><span class="special">;</span>
593 <span class="comment">// Add a Halley step to the value obtained from rational polynomial approximation.</span>
594 <span class="keyword">double</span> <span class="identifier">ww</span> <span class="special">=</span> <span class="identifier">lambert_w_halley_step</span><span class="special">(</span><span class="identifier">lambert_wm1</span><span class="special">(</span><span class="identifier">z</span><span class="special">),</span> <span class="identifier">z</span><span class="special">);</span>
595 <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special"><<</span> <span class="string">"Halley Step Lambert W ("</span> <span class="special"><<</span> <span class="identifier">z</span> <span class="special"><<</span> <span class="string">") = "</span> <span class="special"><<</span> <span class="identifier">lambert_w_halley_step</span><span class="special">(</span><span class="identifier">lambert_wm1</span><span class="special">(</span><span class="identifier">z</span><span class="special">),</span> <span class="identifier">z</span><span class="special">)</span> <span class="special"><<</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">endl</span><span class="special">;</span>
597 <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special"><<</span> <span class="string">"absolute difference from Halley step = "</span> <span class="special"><<</span> <span class="identifier">w</span> <span class="special">-</span> <span class="identifier">ww</span> <span class="special"><<</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">endl</span><span class="special">;</span>
598 <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special"><<</span> <span class="string">"relative difference from Halley step = "</span> <span class="special"><<</span> <span class="identifier">relative_difference</span><span class="special">(</span><span class="identifier">w</span><span class="special">,</span> <span class="identifier">ww</span><span class="special">)</span> <span class="special"><<</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">endl</span><span class="special">;</span>
599 <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special"><<</span> <span class="string">"epsilon difference from Halley step = "</span> <span class="special"><<</span> <span class="identifier">epsilon_difference</span><span class="special">(</span><span class="identifier">w</span><span class="special">,</span> <span class="identifier">ww</span><span class="special">)</span> <span class="special"><<</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">endl</span><span class="special">;</span>
600 <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special"><<</span> <span class="string">"epsilon for float = "</span> <span class="special"><<</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">numeric_limits</span><span class="special"><</span><span class="keyword">double</span><span class="special">>::</span><span class="identifier">epsilon</span><span class="special">()</span> <span class="special"><<</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">endl</span><span class="special">;</span>
601 <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special"><<</span> <span class="string">"bits different from Halley step = "</span> <span class="special"><<</span> <span class="keyword">static_cast</span><span class="special"><</span><span class="keyword">int</span><span class="special">>(</span><span class="identifier">float_distance</span><span class="special">(</span><span class="identifier">w</span><span class="special">,</span> <span class="identifier">ww</span><span class="special">))</span> <span class="special"><<</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">endl</span><span class="special">;</span>
606 <pre class="programlisting"><span class="identifier">Reference</span> <span class="identifier">Lambert</span> <span class="identifier">W</span><span class="special">-</span><span class="number">1</span> <span class="special">(-</span><span class="number">0.12299999999999999822364316059974953532218933105468750</span><span class="special">)</span> <span class="special">=</span>
607 <span class="special">-</span><span class="number">3.2849102557740360179084675531714935199110302996513384</span>
608 <span class="identifier">Reference</span> <span class="identifier">Lambert</span> <span class="identifier">W</span><span class="special">-</span><span class="number">1</span> <span class="special">(-</span><span class="number">0.12300000000000000</span><span class="special">)</span> <span class="special">=</span> <span class="special">-</span><span class="number">3.2849102557740362</span>
609 <span class="identifier">Rat</span><span class="special">/</span><span class="identifier">poly</span> <span class="identifier">Lambert</span> <span class="identifier">W</span><span class="special">-</span><span class="number">1</span> <span class="special">(-</span><span class="number">0.12300000000000000</span><span class="special">)</span> <span class="special">=</span> <span class="special">-</span><span class="number">3.2849102557740357</span>
610 <span class="identifier">Halley</span> <span class="identifier">Step</span> <span class="identifier">Lambert</span> <span class="identifier">W</span> <span class="special">(-</span><span class="number">0.12300000000000000</span><span class="special">)</span> <span class="special">=</span> <span class="special">-</span><span class="number">3.2849102557740362</span>
611 <span class="identifier">absolute</span> <span class="identifier">difference</span> <span class="identifier">from</span> <span class="identifier">Halley</span> <span class="identifier">step</span> <span class="special">=</span> <span class="number">4.4408920985006262e-16</span>
612 <span class="identifier">relative</span> <span class="identifier">difference</span> <span class="identifier">from</span> <span class="identifier">Halley</span> <span class="identifier">step</span> <span class="special">=</span> <span class="number">1.3519066740696092e-16</span>
613 <span class="identifier">epsilon</span> <span class="identifier">difference</span> <span class="identifier">from</span> <span class="identifier">Halley</span> <span class="identifier">step</span> <span class="special">=</span> <span class="number">0.60884463935795785</span>
614 <span class="identifier">epsilon</span> <span class="keyword">for</span> <span class="keyword">float</span> <span class="special">=</span> <span class="number">2.2204460492503131e-16</span>
615 <span class="identifier">bits</span> <span class="identifier">different</span> <span class="identifier">from</span> <span class="identifier">Halley</span> <span class="identifier">step</span> <span class="special">=</span> <span class="special">-</span><span class="number">1</span>
618 <a name="math_toolkit.lambert_w.h9"></a>
619 <span class="phrase"><a name="math_toolkit.lambert_w.differences_distribution"></a></span><a class="link" href="lambert_w.html#math_toolkit.lambert_w.differences_distribution">Distribution
620 of differences from 'best' <code class="computeroutput"><span class="keyword">double</span></code>
624 The distribution of differences from 'best' are shown in these graphs comparing
625 <code class="computeroutput"><span class="keyword">double</span></code> precision evaluations with
626 reference 'best' z50 evaluations using <code class="computeroutput"><span class="identifier">cpp_bin_float_50</span></code>
627 type reduced to <code class="computeroutput"><span class="keyword">double</span></code> with <code class="computeroutput"><span class="keyword">static_cast</span><span class="special"><</span><span class="keyword">double</span><span class="special">(</span><span class="identifier">z50</span><span class="special">)</span></code> :
629 <div class="blockquote"><blockquote class="blockquote"><p>
630 <span class="inlinemediaobject"><img src="../../graphs/lambert_w0_errors_graph.svg" align="middle"></span>
632 </p></blockquote></div>
633 <div class="blockquote"><blockquote class="blockquote"><p>
634 <span class="inlinemediaobject"><img src="../../graphs/lambert_wm1_errors_graph.svg" align="middle"></span>
636 </p></blockquote></div>
638 As noted in the implementation section, the distribution of these differences
639 is somewhat biased for Lambert <span class="emphasis"><em>W</em></span><sub>-1</sub> and this might be reduced
640 using a <code class="computeroutput"><span class="keyword">double</span></code> Halley step at
641 small runtime cost. But if you are seriously concerned to get really precise
642 computations, the only way is using a higher precision type and then reduce
643 to the desired type. Fortunately, <a href="../../../../../libs/multiprecision/doc/html/index.html" target="_top">Boost.Multiprecision</a>
644 makes this very easy to program, if much slower.
647 <a name="math_toolkit.lambert_w.h10"></a>
648 <span class="phrase"><a name="math_toolkit.lambert_w.edge_cases"></a></span><a class="link" href="lambert_w.html#math_toolkit.lambert_w.edge_cases">Edge
652 <a name="math_toolkit.lambert_w.h11"></a>
653 <span class="phrase"><a name="math_toolkit.lambert_w.w0_edges"></a></span><a class="link" href="lambert_w.html#math_toolkit.lambert_w.w0_edges">The
654 <span class="emphasis"><em>W</em></span><sub>0</sub> Branch</a>
657 The domain of <span class="emphasis"><em>W</em></span><sub>0</sub> is [-<span class="emphasis"><em>e</em></span><sup>-1</sup>, ∞). Numerically,
659 <div class="itemizedlist"><ul class="itemizedlist" style="list-style-type: disc; ">
660 <li class="listitem">
661 <code class="computeroutput"><span class="identifier">lambert_w0</span><span class="special">(-</span><span class="number">1</span><span class="special">/</span><span class="identifier">e</span><span class="special">)</span></code> is exactly -1.
663 <li class="listitem">
664 <code class="computeroutput"><span class="identifier">lambert_w0</span><span class="special">(</span><span class="identifier">z</span><span class="special">)</span></code> for
665 <code class="computeroutput"><span class="identifier">z</span> <span class="special"><</span>
666 <span class="special">-</span><span class="number">1</span><span class="special">/</span><span class="identifier">e</span></code> throws
667 a <code class="computeroutput"><span class="identifier">domain_error</span></code>, or returns
668 <code class="computeroutput"><span class="identifier">NaN</span></code> according to the policy.
670 <li class="listitem">
671 <code class="computeroutput"><span class="identifier">lambert_w0</span><span class="special">(</span><span class="identifier">std</span><span class="special">::</span><span class="identifier">numeric_limits</span><span class="special"><</span><span class="identifier">T</span><span class="special">>::</span><span class="identifier">infinity</span><span class="special">())</span></code>
672 throws an <code class="computeroutput"><span class="identifier">overflow_error</span></code>.
676 (An infinite argument probably indicates that something has already gone wrong,
677 but if it is desired to return infinity, this case should be handled before
678 calling <code class="computeroutput"><span class="identifier">lambert_w0</span></code>).
681 <a name="math_toolkit.lambert_w.h12"></a>
682 <span class="phrase"><a name="math_toolkit.lambert_w.wm1_edges"></a></span><a class="link" href="lambert_w.html#math_toolkit.lambert_w.wm1_edges"><span class="emphasis"><em>W</em></span><sub>-1</sub> Branch</a>
685 The domain of <span class="emphasis"><em>W</em></span><sub>-1</sub> is [-<span class="emphasis"><em>e</em></span><sup>-1</sup>, 0). Numerically,
687 <div class="itemizedlist"><ul class="itemizedlist" style="list-style-type: disc; ">
688 <li class="listitem">
689 <code class="computeroutput"><span class="identifier">lambert_wm1</span><span class="special">(-</span><span class="number">1</span><span class="special">/</span><span class="identifier">e</span><span class="special">)</span></code> is exactly -1.
691 <li class="listitem">
692 <code class="computeroutput"><span class="identifier">lambert_wm1</span><span class="special">(</span><span class="number">0</span><span class="special">)</span></code> returns
693 -∞ (or the nearest equivalent if <code class="computeroutput"><span class="identifier">std</span><span class="special">::</span><span class="identifier">has_infinity</span>
694 <span class="special">==</span> <span class="keyword">false</span></code>).
696 <li class="listitem">
697 <code class="computeroutput"><span class="identifier">lambert_wm1</span><span class="special">(-</span><span class="identifier">std</span><span class="special">::</span><span class="identifier">numeric_limits</span><span class="special"><</span><span class="identifier">T</span><span class="special">>::</span><span class="identifier">min</span><span class="special">())</span></code>
698 returns the maximum (most negative) possible value of Lambert <span class="emphasis"><em>W</em></span>
699 for the type T. <br> For example, for <code class="computeroutput"><span class="keyword">double</span></code>:
700 lambert_wm1(-2.2250738585072014e-308) = -714.96865723796634 <br> and
701 for <code class="computeroutput"><span class="keyword">float</span></code>: lambert_wm1(-1.17549435e-38)
704 <li class="listitem">
706 <code class="computeroutput"><span class="identifier">z</span> <span class="special"><</span>
707 <span class="special">-</span><span class="identifier">std</span><span class="special">::</span><span class="identifier">numeric_limits</span><span class="special"><</span><span class="identifier">T</span><span class="special">>::</span><span class="identifier">min</span><span class="special">()</span></code>, means that z is zero or denormalized
708 (if <code class="computeroutput"><span class="identifier">std</span><span class="special">::</span><span class="identifier">numeric_limits</span><span class="special"><</span><span class="identifier">T</span><span class="special">>::</span><span class="identifier">has_denorm_min</span> <span class="special">==</span>
709 <span class="keyword">true</span></code>), for example: <code class="computeroutput"><span class="identifier">r</span> <span class="special">=</span> <span class="identifier">lambert_wm1</span><span class="special">(-</span><span class="identifier">std</span><span class="special">::</span><span class="identifier">numeric_limits</span><span class="special"><</span><span class="keyword">double</span><span class="special">>::</span><span class="identifier">denorm_min</span><span class="special">());</span></code>
710 and an overflow_error exception is thrown, and will give a message like:
713 Error in function boost::math::lambert_wm1<RealType>(<RealType>):
714 Argument z = -4.9406564584124654e-324 is too small (z < -std::numeric_limits<T>::min
715 so denormalized) for Lambert W-1 branch!
720 Denormalized values are not supported for Lambert <span class="emphasis"><em>W</em></span><sub>-1</sub> (because
721 not all floating-point types denormalize), and anyway it only covers a tiny
722 fraction of the range of possible z arguments values.
725 <a name="math_toolkit.lambert_w.h13"></a>
726 <span class="phrase"><a name="math_toolkit.lambert_w.compilers"></a></span><a class="link" href="lambert_w.html#math_toolkit.lambert_w.compilers">Compilers</a>
729 The <code class="computeroutput"><span class="identifier">lambert_w</span><span class="special">.</span><span class="identifier">hpp</span></code> code has been shown to work on most C++98
730 compilers. (Apart from requiring C++11 extensions for using of <code class="computeroutput"><span class="identifier">std</span><span class="special">::</span><span class="identifier">numeric_limits</span><span class="special"><>::</span><span class="identifier">max_digits10</span></code>
731 in some diagnostics. Many old pre-c++11 compilers provide this extension but
732 may require enabling to use, for example using b2/bjam the lambert_w examples
735 <pre class="programlisting"><span class="special">[</span> <span class="identifier">run</span> <span class="identifier">lambert_w_basic_example</span><span class="special">.</span><span class="identifier">cpp</span> <span class="special">:</span> <span class="special">:</span> <span class="special">:</span> <span class="special">[</span> <span class="identifier">requires</span> <span class="identifier">cxx11_numeric_limits</span> <span class="special">]</span> <span class="special">]</span>
738 See <a href="../../../example/Jamfile.v2" target="_top">jamfile.v2</a>.)
741 For details of which compilers are expected to work see lambert_w tests and
742 examples in:<br> <a href="https://www.boost.org/development/tests/master/developer/math.html" target="_top">Boost
743 Test Summary report for master branch (used for latest release)</a><br>
744 <a href="https://www.boost.org/development/tests/develop/developer/math.html" target="_top">Boost
745 Test Summary report for latest developer branch</a>.
748 As expected, debug mode is very much slower than release.
751 <a name="math_toolkit.lambert_w.h14"></a>
752 <span class="phrase"><a name="math_toolkit.lambert_w.diagnostics"></a></span><a class="link" href="lambert_w.html#math_toolkit.lambert_w.diagnostics">Diagnostics
756 Several macros are provided to output diagnostic information (potentially
757 <span class="bold"><strong>much</strong></span> output). These can be statements, for
761 <code class="computeroutput"><span class="preprocessor">#define</span> <span class="identifier">BOOST_MATH_INSTRUMENT_LAMBERT_W_TERMS</span></code>
764 placed <span class="bold"><strong>before</strong></span> the <code class="computeroutput"><span class="identifier">lambert_w</span></code>
768 <code class="computeroutput"><span class="preprocessor">#include</span> <span class="special"><</span><span class="identifier">boost</span><span class="special">/</span><span class="identifier">math</span><span class="special">/</span><span class="identifier">special_functions</span><span class="special">/</span><span class="identifier">lambert_w</span><span class="special">.</span><span class="identifier">hpp</span><span class="special">></span></code>,
771 or defined on the project compile command-line: <code class="computeroutput"><span class="special">/</span><span class="identifier">DBOOST_MATH_INSTRUMENT_LAMBERT_W_TERMS</span></code>,
774 or defined in a jamfile.v2: <code class="computeroutput"><span class="special"><</span><span class="identifier">define</span><span class="special">></span><span class="identifier">BOOST_MATH_INSTRUMENT_LAMBERT_W_TERMS</span></code>
776 <pre class="programlisting"><span class="comment">// #define-able macros</span>
777 <span class="identifier">BOOST_MATH_INSTRUMENT_LAMBERT_W_HALLEY</span> <span class="comment">// Halley refinement diagnostics.</span>
778 <span class="identifier">BOOST_MATH_INSTRUMENT_LAMBERT_W_PRECISION</span> <span class="comment">// Precision.</span>
779 <span class="identifier">BOOST_MATH_INSTRUMENT_LAMBERT_WM1</span> <span class="comment">// W1 branch diagnostics.</span>
780 <span class="identifier">BOOST_MATH_INSTRUMENT_LAMBERT_WM1_HALLEY</span> <span class="comment">// Halley refinement diagnostics only for W-1 branch.</span>
781 <span class="identifier">BOOST_MATH_INSTRUMENT_LAMBERT_WM1_TINY</span> <span class="comment">// K > 64, z > -1.0264389699511303e-26</span>
782 <span class="identifier">BOOST_MATH_INSTRUMENT_LAMBERT_WM1_LOOKUP</span> <span class="comment">// Show results from W-1 lookup table.</span>
783 <span class="identifier">BOOST_MATH_INSTRUMENT_LAMBERT_W_SCHROEDER</span> <span class="comment">// Schroeder refinement diagnostics.</span>
784 <span class="identifier">BOOST_MATH_INSTRUMENT_LAMBERT_W_TERMS</span> <span class="comment">// Number of terms used for near-singularity series.</span>
785 <span class="identifier">BOOST_MATH_INSTRUMENT_LAMBERT_W_SINGULARITY_SERIES</span> <span class="comment">// Show evaluation of series near branch singularity.</span>
786 <span class="identifier">BOOST_MATH_INSTRUMENT_LAMBERT_W_SMALL_Z_SERIES</span>
787 <span class="identifier">BOOST_MATH_INSTRUMENT_LAMBERT_W_SMALL_Z_SERIES_ITERATIONS</span> <span class="comment">// Show evaluation of series for small z.</span>
790 <a name="math_toolkit.lambert_w.h15"></a>
791 <span class="phrase"><a name="math_toolkit.lambert_w.implementation"></a></span><a class="link" href="lambert_w.html#math_toolkit.lambert_w.implementation">Implementation</a>
794 There are many previous implementations, each with increasing accuracy and/or
795 speed. See <a class="link" href="lambert_w.html#math_toolkit.lambert_w.references">references</a>
799 For most of the range of <span class="emphasis"><em>z</em></span> arguments, some initial approximation
800 followed by a single refinement, often using Halley or similar method, gives
801 a useful precision. For speed, several implementations avoid evaluation of
802 a iteration test using the exponential function, estimating that a single refinement
803 step will suffice, but these rarely get to the best result possible. To get
804 a better precision, additional refinements, probably iterative, are needed
805 for example, using <a class="link" href="roots_deriv.html#math_toolkit.roots_deriv.halley">Halley</a>
806 or <a class="link" href="roots_deriv.html#math_toolkit.roots_deriv.schroder">Schröder</a> methods.
809 For C++, the most precise results possible, closest to the nearest <a href="http://en.wikipedia.org/wiki/Floating_point#Representable_numbers.2C_conversion_and_rounding" target="_top">representable</a>
810 for the C++ type being used, it is usually necessary to use a higher precision
811 type for intermediate computation, finally static-casting back to the smaller
812 desired result type. This strategy is used by <a href="https://www.maplesoft.com" target="_top">Maple</a>
813 and <a href="http://www.wolframalpha.com/" target="_top">Wolfram Alpha</a>, for example,
814 using arbitrary precision arithmetic, and some of their high-precision values
815 are used for testing this library. This method is also used to provide some
816 <a href="https://www.boost.org/doc/libs/release/libs/test/doc/html/index.html" target="_top">Boost.Test</a>
817 values using <a href="../../../../../libs/multiprecision/doc/html/index.html" target="_top">Boost.Multiprecision</a>,
818 typically, a 50 decimal digit type like <code class="computeroutput"><span class="identifier">cpp_bin_float_50</span></code>
819 <code class="computeroutput"><span class="keyword">static_cast</span></code> to a <code class="computeroutput"><span class="keyword">float</span></code>, <code class="computeroutput"><span class="keyword">double</span></code>
820 or <code class="computeroutput"><span class="keyword">long</span> <span class="keyword">double</span></code>
824 For <span class="emphasis"><em>z</em></span> argument values near the singularity and near zero,
825 other approximations may be used, possibly followed by refinement or increasing
826 number of series terms until a desired precision is achieved. At extreme arguments
827 near to zero or the singularity at the branch point, even this fails and the
828 only method to achieve a really close result is to cast from a higher precision
832 In practical applications, the increased computation required (often towards
833 a thousand-fold slower and requiring much additional code for <a href="../../../../../libs/multiprecision/doc/html/index.html" target="_top">Boost.Multiprecision</a>)
834 is not justified and the algorithms here do not implement this. But because
835 the Boost.Lambert_W algorithms has been tested using <a href="../../../../../libs/multiprecision/doc/html/index.html" target="_top">Boost.Multiprecision</a>,
836 users who require this can always easily achieve the nearest representation
837 for <a href="http://en.cppreference.com/w/cpp/language/types" target="_top">fundamental
838 (built-in) types</a> - if the application justifies the very large extra
842 <a name="math_toolkit.lambert_w.h16"></a>
843 <span class="phrase"><a name="math_toolkit.lambert_w.evolution_of_this_implementation"></a></span><a class="link" href="lambert_w.html#math_toolkit.lambert_w.evolution_of_this_implementation">Evolution
844 of this implementation</a>
847 One compact real-only implementation was based on an algorithm by <a href="http://discovery.ucl.ac.uk/1482128/1/Luu_thesis.pdf" target="_top">Thomas
848 Luu, Thesis, University College London (2015)</a>, (see routine 11 on page
849 98 for his Lambert W algorithm) and his Halley refinement is used iteratively
850 when required. A first implementation was based on Thomas Luu's code posted
851 at <a href="https://svn.boost.org/trac/boost/ticket/11027" target="_top">Boost Trac #11027</a>.
852 It has been implemented from Luu's algorithm but templated on <code class="computeroutput"><span class="identifier">RealType</span></code> parameter and result and handles
853 both <a href="http://en.cppreference.com/w/cpp/language/types" target="_top">fundamental
854 (built-in) types</a> (<code class="computeroutput"><span class="keyword">float</span><span class="special">,</span> <span class="keyword">double</span><span class="special">,</span>
855 <span class="keyword">long</span> <span class="keyword">double</span></code>),
856 <a href="../../../../../libs/multiprecision/doc/html/index.html" target="_top">Boost.Multiprecision</a>,
857 and also has been tested successfully with a proposed fixed_point type.
860 A first approximation was computed using the method of Barry et al (see references
861 5 & 6 below). This was extended to the widely used <a href="https://people.sc.fsu.edu/~jburkardt/f_src/toms443/toms443.html" target="_top">TOMS443</a>
862 FORTRAN and C++ versions by John Burkardt using Schroeder refinement(s). (For
863 users only requiring an accuracy of relative accuracy of 0.02%, Barry's function
864 alone might suffice, but a better <a href="https://en.wikipedia.org/wiki/Rational_function" target="_top">rational
865 function</a> approximation method has since been developed for this implementation).
868 We also considered using <a class="link" href="roots_deriv.html#math_toolkit.roots_deriv.newton">Newton-Raphson
869 iteration</a> method.
871 <pre class="programlisting"><span class="identifier">f</span><span class="special">(</span><span class="identifier">w</span><span class="special">)</span> <span class="special">=</span> <span class="identifier">w</span> <span class="identifier">e</span><span class="special">^</span><span class="identifier">w</span> <span class="special">-</span><span class="identifier">z</span> <span class="special">=</span> <span class="number">0</span> <span class="comment">// Luu equation 6.37</span>
872 <span class="identifier">f</span><span class="char">'(w) = e^w (1 + w), Wolfram alpha (d)/(dw)(f(w) = w exp(w) - z) = e^w (w + 1)
873 if (f(w) / f'</span><span class="special">(</span><span class="identifier">w</span><span class="special">)</span> <span class="special">-</span><span class="number">1</span> <span class="special"><</span> <span class="identifier">tolerance</span>
874 <span class="identifier">w1</span> <span class="special">=</span> <span class="identifier">w0</span> <span class="special">-</span> <span class="special">(</span><span class="identifier">expw0</span> <span class="special">*</span> <span class="special">(</span><span class="identifier">w0</span> <span class="special">+</span> <span class="number">1</span><span class="special">));</span> <span class="comment">// Refine new Newton/Raphson estimate.</span>
877 but concluded that since the Newton-Raphson method takes typically 6 iterations
878 to converge within tolerance, whereas Halley usually takes only 1 to 3 iterations
879 to achieve an result within 1 <a href="http://en.wikipedia.org/wiki/Unit_in_the_last_place" target="_top">Unit
880 in the last place (ULP)</a>, so the Newton-Raphson method is unlikely to
881 be quicker than the additional cost of computing the 2nd derivative for Halley's
885 Halley refinement uses the simplified formulae obtained from <a href="http://www.wolframalpha.com/input/?i=%5B2(z+exp(z)-w)+d%2Fdx+(z+exp(z)-w)%5D+%2F+%5B2+(d%2Fdx+(z+exp(z)-w))%5E2+-+(z+exp(z)-w)+d%5E2%2Fdx%5E2+(z+exp(z)-w)%5D" target="_top">Wolfram
888 <pre class="programlisting"><span class="special">[</span><span class="number">2</span><span class="special">(</span><span class="identifier">z</span> <span class="identifier">exp</span><span class="special">(</span><span class="identifier">z</span><span class="special">)-</span><span class="identifier">w</span><span class="special">)</span> <span class="identifier">d</span><span class="special">/</span><span class="identifier">dx</span> <span class="special">(</span><span class="identifier">z</span> <span class="identifier">exp</span><span class="special">(</span><span class="identifier">z</span><span class="special">)-</span><span class="identifier">w</span><span class="special">)]</span> <span class="special">/</span> <span class="special">[</span><span class="number">2</span> <span class="special">(</span><span class="identifier">d</span><span class="special">/</span><span class="identifier">dx</span> <span class="special">(</span><span class="identifier">z</span> <span class="identifier">exp</span><span class="special">(</span><span class="identifier">z</span><span class="special">)-</span><span class="identifier">w</span><span class="special">))^</span><span class="number">2</span> <span class="special">-</span> <span class="special">(</span><span class="identifier">z</span> <span class="identifier">exp</span><span class="special">(</span><span class="identifier">z</span><span class="special">)-</span><span class="identifier">w</span><span class="special">)</span> <span class="identifier">d</span><span class="special">^</span><span class="number">2</span><span class="special">/</span><span class="identifier">dx</span><span class="special">^</span><span class="number">2</span> <span class="special">(</span><span class="identifier">z</span> <span class="identifier">exp</span><span class="special">(</span><span class="identifier">z</span><span class="special">)-</span><span class="identifier">w</span><span class="special">)]</span>
891 <a name="math_toolkit.lambert_w.h17"></a>
892 <span class="phrase"><a name="math_toolkit.lambert_w.compact_implementation"></a></span><a class="link" href="lambert_w.html#math_toolkit.lambert_w.compact_implementation">Implementing
893 Compact Algorithms</a>
896 The most compact algorithm can probably be implemented using the log approximation
897 of Corless et al. followed by Halley iteration (but is also slowest and least
898 precise near zero and near the branch singularity).
901 <a name="math_toolkit.lambert_w.h18"></a>
902 <span class="phrase"><a name="math_toolkit.lambert_w.faster_implementation"></a></span><a class="link" href="lambert_w.html#math_toolkit.lambert_w.faster_implementation">Implementing
903 Faster Algorithms</a>
906 More recently, the Tosio Fukushima has developed an even faster algorithm,
907 avoiding any transcendental function calls as these are necessarily expensive.
908 The current implementation of Lambert <span class="emphasis"><em>W</em></span><sub>-1</sub> is based on his
909 algorithm starting with a translation from Fukushima's FORTRAN into C++ by
913 Many applications of the Lambert W function make many repeated evaluations
914 for Monte Carlo methods; for these applications speed is very important. Luu,
915 and Chapeau-Blondeau and Monir provide typical usage examples.
918 Fukushima improves the important observation that much of the execution time
919 of all previous iterative algorithms was spent evaluating transcendental functions,
920 usually <code class="computeroutput"><span class="identifier">exp</span></code>. He has put a lot
921 of work into avoiding any slow transcendental functions by using lookup tables
922 and bisection, finishing with a single Schroeder refinement, without any check
923 on the final precision of the result (necessarily evaluating an expensive exponential).
926 Theoretical and practical tests confirm that Fukushima's algorithm gives Lambert
927 W estimates with a known small error bound (several <a href="http://en.wikipedia.org/wiki/Unit_in_the_last_place" target="_top">Unit
928 in the last place (ULP)</a>) over nearly all the range of <span class="emphasis"><em>z</em></span>
932 A mean difference was computed to express the typical error and is often about
933 0.5 epsilon, the theoretical minimum. Using the <a href="../../../../../libs/math/doc/html/math_toolkit/next_float/float_distance.html" target="_top">Boost.Math
934 float_distance</a>, we can also express this as the number of bits that
935 are different from the nearest representable or 'exact' or 'best' value. The
936 number and distribution of these few bits differences was studied by binning,
937 including their sign. Bins for (signed) 0, 1, 2 and 3 and 4 bits proved suitable.
940 However, though these give results within a few <a href="http://en.wikipedia.org/wiki/Machine_epsilon" target="_top">machine
941 epsilon</a> of the nearest representable result, they do not get as close
942 as is very often possible with further refinement, nrealy always to within
943 one or two <a href="http://en.wikipedia.org/wiki/Machine_epsilon" target="_top">machine
947 More significantly, the evaluations of the sum of all signed differences using
948 the Fukshima algorithm show a slight bias, being more likely to be a bit or
949 few below the nearest representation than above; bias might have unwanted effects
950 on some statistical computations.
953 Fukushima's method also does not cover the full range of z arguments of 'float'
957 For this implementation of Lambert <span class="emphasis"><em>W</em></span><sub>0</sub>, John Maddock used
958 the Boost.Math <a href="http://en.wikipedia.org/wiki/Remez_algorithm" target="_top">Remez
959 algorithm</a> method program to devise a <a href="https://en.wikipedia.org/wiki/Rational_function" target="_top">rational
960 function</a> for several ranges of argument for the <span class="emphasis"><em>W</em></span><sub>0</sub> branch
961 of Lambert <span class="emphasis"><em>W</em></span> function. These minimax rational approximations
962 are combined for an algorithm that is both smaller and faster.
965 Sadly it has not proved practical to use the same <a href="http://en.wikipedia.org/wiki/Remez_algorithm" target="_top">Remez
966 algorithm</a> method for Lambert <span class="emphasis"><em>W</em></span><sub>-1</sub> branch and so
967 the Fukushima algorithm is retained for this branch.
970 An advantage of both minimax rational <a href="http://en.wikipedia.org/wiki/Remez_algorithm" target="_top">Remez
971 algorithm</a> approximations is that the <span class="bold"><strong>distribution</strong></span>
972 from the reference values is reasonably random and insignificantly biased.
975 For example, table below a test of Lambert <span class="emphasis"><em>W</em></span><sub>0</sub> 10000 values
976 of argument covering the main range of possible values, 10000 comparisons from
977 z = 0.0501 to 703, in 0.001 step factor 1.05 when module 7 == 0
980 <a name="math_toolkit.lambert_w.lambert_w0_Fukushima"></a><p class="title"><b>Table 8.73. Fukushima Lambert <span class="emphasis"><em>W</em></span><sub>0</sub> and typical improvement from
981 a single Halley step.</b></p>
982 <div class="table-contents"><table class="table" summary="Fukushima Lambert W0 and typical improvement from
983 a single Halley step.">
1034 Schroeder <span class="emphasis"><em>W</em></span><sub>0</sub>
1108 <br class="table-break"><p>
1109 Lambert <span class="emphasis"><em>W</em></span><sub>0</sub> values computed using the Fukushima method with
1110 Schroeder refinement gave about 1/6 <code class="computeroutput"><span class="identifier">lambert_w0</span></code>
1111 values that are one bit different from the 'best', and < 1% that are a few
1112 bits 'wrong'. If a Halley refinement step is added, only 1 in 30 are even one
1113 bit different, and only 2 two-bits 'wrong'.
1116 <a name="math_toolkit.lambert_w.lambert_w0_plus_halley"></a><p class="title"><b>Table 8.74. Rational polynomial Lambert <span class="emphasis"><em>W</em></span><sub>0</sub> and typical improvement
1117 from a single Halley step.</b></p>
1118 <div class="table-contents"><table class="table" summary="Rational polynomial Lambert W0 and typical improvement
1119 from a single Halley step.">
1244 <br class="table-break"><p>
1245 With the rational polynomial approximation method, there are a third one-bit
1246 from the best and none more than two-bits. Adding a Halley step (or iteration)
1247 reduces the number that are one-bit different from about a third down to one
1248 in 30; this is unavoidable 'computational noise'. An extra Halley step would
1249 double the runtime for a tiny gain and so is not chosen for this implementation,
1250 but remains a option, as detailed above.
1253 For the Lambert <span class="emphasis"><em>W</em></span><sub>-1</sub> branch, the Fukushima algorithm is
1257 <a name="math_toolkit.lambert_w.lambert_wm1_fukushima"></a><p class="title"><b>Table 8.75. Lambert <span class="emphasis"><em>W</em></span><sub>-1</sub> using Fukushima algorithm.</b></p>
1258 <div class="table-contents"><table class="table" summary="Lambert W-1 using Fukushima algorithm.">
1309 Fukushima <span class="emphasis"><em>W</em></span><sub>-1</sub>
1383 <br class="table-break"><h6>
1384 <a name="math_toolkit.lambert_w.h19"></a>
1385 <span class="phrase"><a name="math_toolkit.lambert_w.lookup_tables"></a></span><a class="link" href="lambert_w.html#math_toolkit.lambert_w.lookup_tables">Lookup
1389 For speed during the bisection, Fukushima's algorithm computes lookup tables
1390 of powers of e and z for integral Lambert W. There are 64 elements in these
1391 tables. The FORTRAN version (and the C++ translation by Veberic) computed these
1392 (once) as <code class="computeroutput"><span class="keyword">static</span></code> data. This is
1393 slower, may cause trouble with multithreading, and is slightly inaccurate because
1394 of rounding errors from repeated(64) multiplications.
1397 In this implementation the array values have been computed using <a href="../../../../../libs/multiprecision/doc/html/index.html" target="_top">Boost.Multiprecision</a>
1398 50 decimal digit and output as C++ arrays 37 decimal digit <code class="computeroutput"><span class="keyword">long</span>
1399 <span class="keyword">double</span></code> literals using <code class="computeroutput"><span class="identifier">max_digits10</span></code> precision
1401 <pre class="programlisting"><span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span><span class="special">.</span><span class="identifier">precision</span><span class="special">(</span><span class="identifier">std</span><span class="special">::</span><span class="identifier">numeric_limits</span><span class="special"><</span><span class="identifier">cpp_bin_float_quad</span><span class="special">>::</span><span class="identifier">max_digits10</span><span class="special">);</span>
1404 The arrays are as <code class="computeroutput"><span class="keyword">const</span></code> and <code class="computeroutput"><span class="keyword">constexpr</span></code> and <code class="computeroutput"><span class="keyword">static</span></code>
1405 as possible (for the compiler version), using BOOST_STATIC_CONSTEXPR macro.
1406 (See <a href="../../../tools/lambert_w_lookup_table_generator.cpp" target="_top">lambert_w_lookup_table_generator.cpp</a>
1407 The precision was chosen to ensure that if used as <code class="computeroutput"><span class="keyword">long</span>
1408 <span class="keyword">double</span></code> arrays, then the values output
1409 to <a href="../../../include/boost/math/special_functions/detail/lambert_w_lookup_table.ipp" target="_top">lambert_w_lookup_table.ipp</a>
1410 will be the nearest representable value for the type chose by a <code class="computeroutput"><span class="keyword">typedef</span></code> in <a href="../../../include/boost/math/special_functions/lambert_w.hpp" target="_top">lambert_w.hpp</a>.
1412 <pre class="programlisting"><span class="keyword">typedef</span> <span class="keyword">double</span> <span class="identifier">lookup_t</span><span class="special">;</span> <span class="comment">// Type for lookup table (`double` or `float`, or even `long double`?)</span>
1415 This is to allow for future use at higher precision, up to platforms that use
1416 128-bit (hardware or software) for their <code class="computeroutput"><span class="keyword">long</span>
1417 <span class="keyword">double</span></code> type.
1420 The accuracy of the tables was confirmed using <a href="http://www.wolframalpha.com/" target="_top">Wolfram
1421 Alpha</a> and agrees at the 37th decimal place, so ensuring that the value
1422 is exactly read into even 128-bit <code class="computeroutput"><span class="keyword">long</span>
1423 <span class="keyword">double</span></code> to the nearest representation.
1426 <a name="math_toolkit.lambert_w.h20"></a>
1427 <span class="phrase"><a name="math_toolkit.lambert_w.higher_precision"></a></span><a class="link" href="lambert_w.html#math_toolkit.lambert_w.higher_precision">Higher
1431 For types more precise than <code class="computeroutput"><span class="keyword">double</span></code>,
1432 Fukushima reported that it was best to use the <code class="computeroutput"><span class="keyword">double</span></code>
1433 estimate as a starting point, followed by refinement using <a class="link" href="roots_deriv.html#math_toolkit.roots_deriv.halley">Halley</a>
1434 iterations or other methods; our experience confirms this.
1437 Using <a href="../../../../../libs/multiprecision/doc/html/index.html" target="_top">Boost.Multiprecision</a>
1438 it is simple to compute very high precision values of Lambert W at least to
1439 thousands of decimal digits over most of the range of z arguments.
1442 For this reason, the lookup tables and bisection are only carried out at low
1443 precision, usually <code class="computeroutput"><span class="keyword">double</span></code>, chosen
1444 by the <code class="computeroutput"><span class="keyword">typedef</span> <span class="keyword">double</span>
1445 <span class="identifier">lookup_t</span></code>. Unlike the FORTRAN version,
1446 the lookup tables of Lambert_W of integral values are precomputed as C++ static
1447 arrays of floating-point literals. The default is a <code class="computeroutput"><span class="keyword">typedef</span></code>
1448 setting the type to <code class="computeroutput"><span class="keyword">double</span></code>. To
1449 allow users to vary the precision from <code class="computeroutput"><span class="keyword">float</span></code>
1450 to <code class="computeroutput"><span class="keyword">long</span> <span class="keyword">double</span></code>
1451 these are computed to 128-bit precision to ensure that even platforms with
1452 <code class="computeroutput"><span class="keyword">long</span> <span class="keyword">double</span></code>
1453 do not lose precision.
1456 The FORTRAN version and translation only permits the z argument to be the largest
1457 items in these lookup arrays, <code class="computeroutput"><span class="identifier">wm0s</span><span class="special">[</span><span class="number">64</span><span class="special">]</span>
1458 <span class="special">=</span> <span class="number">3.99049</span></code>,
1459 producing an error message and returning <code class="computeroutput"><span class="identifier">NaN</span></code>.
1460 So 64 is the largest possible value ever returned from the <code class="computeroutput"><span class="identifier">lambert_w0</span></code>
1461 function. This is far from the <code class="computeroutput"><span class="identifier">std</span><span class="special">::</span><span class="identifier">numeric_limits</span><span class="special"><>::</span><span class="identifier">max</span><span class="special">()</span></code> for even <code class="computeroutput"><span class="keyword">float</span></code>s.
1462 Therefore this implementation uses an approximation or 'guess' and Halley's
1463 method to refine the result. Logarithmic approximation is discussed at length
1464 by R.M.Corless et al. (page 349). Here we use the first two terms of equation
1467 <pre class="programlisting"><span class="identifier">T</span> <span class="identifier">lz</span> <span class="special">=</span> <span class="identifier">log</span><span class="special">(</span><span class="identifier">z</span><span class="special">);</span>
1468 <span class="identifier">T</span> <span class="identifier">llz</span> <span class="special">=</span> <span class="identifier">log</span><span class="special">(</span><span class="identifier">lz</span><span class="special">);</span>
1469 <span class="identifier">guess</span> <span class="special">=</span> <span class="identifier">lz</span> <span class="special">-</span> <span class="identifier">llz</span> <span class="special">+</span> <span class="special">(</span><span class="identifier">llz</span> <span class="special">/</span> <span class="identifier">lz</span><span class="special">);</span>
1472 This gives a useful precision suitable for Halley refinement.
1475 Similarly, for Lambert <span class="emphasis"><em>W</em></span><sub>-1</sub> branch, tiny values very near
1476 zero, W > 64 cannot be computed using the lookup table. For this region,
1477 an approximation followed by a few (usually 3) Halley refinements. See <a class="link" href="lambert_w.html#math_toolkit.lambert_w.wm1_near_zero">wm1_near_zero</a>.
1480 For the less well-behaved regions for Lambert <span class="emphasis"><em>W</em></span><sub>0</sub> <span class="emphasis"><em>z</em></span>
1481 arguments near zero, and near the branch singularity at <span class="emphasis"><em>-1/e</em></span>,
1482 some series functions are used.
1485 <a name="math_toolkit.lambert_w.h21"></a>
1486 <span class="phrase"><a name="math_toolkit.lambert_w.small_z"></a></span><a class="link" href="lambert_w.html#math_toolkit.lambert_w.small_z">Small
1487 values of argument z near zero</a>
1490 When argument <span class="emphasis"><em>z</em></span> is small and near zero, there is an efficient
1491 and accurate series evaluation method available (implemented in <code class="computeroutput"><span class="identifier">lambert_w0_small_z</span></code>). There is no equivalent
1492 for the <span class="emphasis"><em>W</em></span><sub>-1</sub> branch as this only covers argument <code class="computeroutput"><span class="identifier">z</span> <span class="special"><</span> <span class="special">-</span><span class="number">1</span><span class="special">/</span><span class="identifier">e</span></code>.
1493 The cutoff used <code class="computeroutput"><span class="identifier">abs</span><span class="special">(</span><span class="identifier">z</span><span class="special">)</span> <span class="special"><</span>
1494 <span class="number">0.05</span></code> is as found by trial and error by
1498 Coefficients of the inverted series expansion of the Lambert W function around
1499 <code class="computeroutput"><span class="identifier">z</span> <span class="special">=</span>
1500 <span class="number">0</span></code> are computed following Fukushima using
1501 17 terms of a Taylor series computed using <a href="http://www.wolfram.com/products/mathematica/index.html" target="_top">Wolfram
1502 Mathematica</a> with
1504 <pre class="programlisting"><span class="identifier">InverseSeries</span><span class="special">[</span><span class="identifier">Series</span><span class="special">[</span><span class="identifier">z</span> <span class="identifier">Exp</span><span class="special">[</span><span class="identifier">z</span><span class="special">],{</span><span class="identifier">z</span><span class="special">,</span><span class="number">0</span><span class="special">,</span><span class="number">17</span><span class="special">}]]</span>
1507 See Tosio Fukushima, Journal of Computational and Applied Mathematics 244 (2013),
1511 To provide higher precision constants (34 decimal digits) for types larger
1512 than <code class="computeroutput"><span class="keyword">long</span> <span class="keyword">double</span></code>,
1514 <pre class="programlisting"><span class="identifier">InverseSeries</span><span class="special">[</span><span class="identifier">Series</span><span class="special">[</span><span class="identifier">z</span> <span class="identifier">Exp</span><span class="special">[</span><span class="identifier">z</span><span class="special">],{</span><span class="identifier">z</span><span class="special">,</span><span class="number">0</span><span class="special">,</span><span class="number">34</span><span class="special">}]]</span>
1517 were also computed, but for current hardware it was found that evaluating a
1518 <code class="computeroutput"><span class="keyword">double</span></code> precision and then refining
1519 with Halley's method was quicker and more accurate.
1522 Decimal values of specifications for built-in floating-point types below are
1523 21 digits precision == <code class="computeroutput"><span class="identifier">std</span><span class="special">::</span><span class="identifier">numeric_limits</span><span class="special"><</span><span class="identifier">T</span><span class="special">>::</span><span class="identifier">max_digits10</span></code> for <code class="computeroutput"><span class="keyword">long</span>
1524 <span class="keyword">double</span></code>.
1527 Specializations for <code class="computeroutput"><span class="identifier">lambert_w0_small_z</span></code>
1528 are provided for <code class="computeroutput"><span class="keyword">float</span></code>, <code class="computeroutput"><span class="keyword">double</span></code>, <code class="computeroutput"><span class="keyword">long</span>
1529 <span class="keyword">double</span></code>, <code class="computeroutput"><span class="identifier">float128</span></code>
1530 and for <a href="../../../../../libs/multiprecision/doc/html/index.html" target="_top">Boost.Multiprecision</a>
1534 The <code class="computeroutput"><span class="identifier">tag_type</span></code> selection is based
1535 on the value <code class="computeroutput"><span class="identifier">std</span><span class="special">::</span><span class="identifier">numeric_limits</span><span class="special"><</span><span class="identifier">T</span><span class="special">>::</span><span class="identifier">max_digits10</span></code>
1536 (and <span class="bold"><strong>not</strong></span> on the floating-point type T). This
1537 distinguishes between <code class="computeroutput"><span class="keyword">long</span> <span class="keyword">double</span></code>
1538 types that commonly vary between 64 and 80-bits, and also compilers that have
1539 a <code class="computeroutput"><span class="keyword">float</span></code> type using 64 bits and/or
1540 <code class="computeroutput"><span class="keyword">long</span> <span class="keyword">double</span></code>
1544 As noted in the <a class="link" href="lambert_w.html#math_toolkit.lambert_w.implementation">implementation</a>
1545 section above, it is only possible to ensure the nearest representable value
1546 by casting from a higher precision type, computed at very, very much greater
1550 For multiprecision types, first several terms of the series are tabulated and
1551 evaluated as a polynomial: (this will save us a bunch of expensive calls to
1552 <code class="computeroutput"><span class="identifier">pow</span></code>). Then our series functor
1553 is initialized "as if" it had already reached term 18, enough evaluation
1554 of built-in 64-bit double and float (and 80-bit <code class="computeroutput"><span class="keyword">long</span>
1555 <span class="keyword">double</span></code>) types. Finally the functor is
1556 called repeatedly to compute as many additional series terms as necessary to
1557 achive the desired precision, set from <code class="computeroutput"><span class="identifier">get_epsilon</span></code>
1558 (or terminated by <code class="computeroutput"><span class="identifier">evaluation_error</span></code>
1559 on reaching the set iteration limit <code class="computeroutput"><span class="identifier">max_series_iterations</span></code>).
1562 A little more than one decimal digit of precision is gained by each additional
1563 series term. This allows computation of Lambert W near zero to at least 1000
1564 decimal digit precision, given sufficient compute time.
1567 <a name="math_toolkit.lambert_w.h22"></a>
1568 <span class="phrase"><a name="math_toolkit.lambert_w.near_singularity"></a></span><a class="link" href="lambert_w.html#math_toolkit.lambert_w.near_singularity">Argument
1569 z near the singularity at -1/e between branches <span class="emphasis"><em>W</em></span><sub>0</sub> and
1570 <span class="emphasis"><em>W</em></span><sub>-1</sub> </a>
1573 Variants of Function <code class="computeroutput"><span class="identifier">lambert_w_singularity_series</span></code>
1574 are used to handle <span class="emphasis"><em>z</em></span> arguments which are near to the singularity
1575 at <code class="computeroutput"><span class="identifier">z</span> <span class="special">=</span>
1576 <span class="special">-</span><span class="identifier">exp</span><span class="special">(-</span><span class="number">1</span><span class="special">)</span>
1577 <span class="special">=</span> <span class="special">-</span><span class="number">3.6787944</span></code> where the branches <span class="emphasis"><em>W</em></span><sub>0</sub> and
1578 <span class="emphasis"><em>W</em></span><sub>-1</sub> join.
1581 T. Fukushima / Journal of Computational and Applied Mathematics 244 (2013)
1582 77-89 describes using <a href="http://www.wolfram.com/products/mathematica/index.html" target="_top">Wolfram
1585 <pre class="programlisting"><span class="identifier">InverseSeries</span><span class="special">\[</span><span class="identifier">Series</span><span class="special">\[</span><span class="identifier">sqrt</span><span class="special">\[</span><span class="number">2</span><span class="special">(</span><span class="identifier">p</span> <span class="identifier">Exp</span><span class="special">\[</span><span class="number">1</span> <span class="special">+</span> <span class="identifier">p</span><span class="special">\]</span> <span class="special">+</span> <span class="number">1</span><span class="special">)\],</span> <span class="special">{</span><span class="identifier">p</span><span class="special">,-</span><span class="number">1</span><span class="special">,</span> <span class="number">20</span><span class="special">}\]\]</span>
1588 to provide his Table 3, page 85.
1591 This implementation used <a href="http://www.wolfram.com/products/mathematica/index.html" target="_top">Wolfram
1592 Mathematica</a> to obtain 40 series terms at 50 decimal digit precision
1594 <pre class="programlisting"><span class="identifier">N</span><span class="special">\[</span><span class="identifier">InverseSeries</span><span class="special">\[</span><span class="identifier">Series</span><span class="special">\[</span><span class="identifier">Sqrt</span><span class="special">\[</span><span class="number">2</span><span class="special">(</span><span class="identifier">p</span> <span class="identifier">Exp</span><span class="special">\[</span><span class="number">1</span> <span class="special">+</span> <span class="identifier">p</span><span class="special">\]</span> <span class="special">+</span> <span class="number">1</span><span class="special">)\],</span> <span class="special">{</span> <span class="identifier">p</span><span class="special">,-</span><span class="number">1</span><span class="special">,</span><span class="number">40</span> <span class="special">}\]\],</span> <span class="number">50</span><span class="special">\]</span>
1596 <span class="special">-</span><span class="number">1</span><span class="special">+</span><span class="identifier">p</span><span class="special">-</span><span class="identifier">p</span><span class="special">^</span><span class="number">2</span><span class="special">/</span><span class="number">3</span><span class="special">+(</span><span class="number">11</span> <span class="identifier">p</span><span class="special">^</span><span class="number">3</span><span class="special">)/</span><span class="number">72</span><span class="special">-(</span><span class="number">43</span> <span class="identifier">p</span><span class="special">^</span><span class="number">4</span><span class="special">)/</span><span class="number">540</span><span class="special">+(</span><span class="number">769</span> <span class="identifier">p</span><span class="special">^</span><span class="number">5</span><span class="special">)/</span><span class="number">17280</span><span class="special">-(</span><span class="number">221</span> <span class="identifier">p</span><span class="special">^</span><span class="number">6</span><span class="special">)/</span><span class="number">8505</span><span class="special">+(</span><span class="number">680863</span> <span class="identifier">p</span><span class="special">^</span><span class="number">7</span><span class="special">)/</span><span class="number">43545600</span> <span class="special">...</span>
1599 These constants are computed at compile time for the full precision for any
1600 <code class="computeroutput"><span class="identifier">RealType</span> <span class="identifier">T</span></code>
1601 using the original rationals from Fukushima Table 3.
1604 Longer decimal digits strings are rationals pre-evaluated using <a href="http://www.wolfram.com/products/mathematica/index.html" target="_top">Wolfram
1605 Mathematica</a>. Some integer constants overflow, so largest size available
1606 is used, suffixed by <code class="computeroutput"><span class="identifier">uLL</span></code>.
1609 Above the 14th term, the rationals exceed the range of <code class="computeroutput"><span class="keyword">unsigned</span>
1610 <span class="keyword">long</span> <span class="keyword">long</span></code>
1611 and are replaced by pre-computed decimal values at least 21 digits precision
1612 == <code class="computeroutput"><span class="identifier">max_digits10</span></code> for <code class="computeroutput"><span class="keyword">long</span> <span class="keyword">double</span></code>.
1615 A macro <code class="computeroutput"><span class="identifier">BOOST_MATH_TEST_VALUE</span></code>
1616 (defined in <a href="../../../test/test_value.hpp" target="_top">test_value.hpp</a>)
1617 taking a decimal floating-point literal was used to allow testing with both
1618 built-in floating-point types like <code class="computeroutput"><span class="keyword">double</span></code>
1619 which have contructors taking literal decimal values like <code class="computeroutput"><span class="number">3.14</span></code>,
1620 <span class="bold"><strong>and</strong></span> also multiprecision and other User-defined
1621 Types that only provide full-precision construction from decimal digit strings
1622 like <code class="computeroutput"><span class="string">"3.14"</span></code>. (Construction
1623 of multiprecision types from built-in floating-point types only provides the
1624 precision of the built-in type, like <code class="computeroutput"><span class="keyword">double</span></code>,
1625 only 17 decimal digits).
1627 <div class="tip"><table border="0" summary="Tip">
1629 <td rowspan="2" align="center" valign="top" width="25"><img alt="[Tip]" src="../../../../../doc/src/images/tip.png"></td>
1630 <th align="left">Tip</th>
1632 <tr><td align="left" valign="top"><p>
1633 Be exceeding careful not to silently lose precision by constructing multiprecision
1634 types from literal decimal types, usually <code class="literal">double</code>. Use
1635 decimal digit strings like "3.1459" instead. See examples.
1639 Fukushima's implementation used 20 series terms; it was confirmed that using
1640 more terms does not usefully increase accuracy.
1643 <a name="math_toolkit.lambert_w.h23"></a>
1644 <span class="phrase"><a name="math_toolkit.lambert_w.wm1_near_zero"></a></span><a class="link" href="lambert_w.html#math_toolkit.lambert_w.wm1_near_zero">Lambert
1645 <span class="emphasis"><em>W</em></span><sub>-1</sub> arguments values very near zero.</a>
1648 The lookup tables of Fukushima have only 64 elements, so that the z argument
1649 nearest zero is -1.0264389699511303e-26, that corresponds to a maximum Lambert
1650 <span class="emphasis"><em>W</em></span><sub>-1</sub> value of 64.0. Fukushima's implementation did not cater
1651 for z argument values that are smaller (nearer to zero), but this implementation
1652 adds code to accept smaller (but not denormalised) values of z. A crude approximation
1653 for these very small values is to take the exponent and multiply by ln[10]
1654 ~= 2.3. We also tried the approximation first proposed by Corless et al. using
1655 ln(-z), (equation 4.19 page 349) and then tried improving by a 2nd term -ln(ln(-z)),
1656 and finally the ratio term -ln(ln(-z))/ln(-z).
1659 For a z very close to z = -1.0264389699511303e-26 when W = 64, when effect
1660 of ln(ln(-z) term, and ratio L1/L2 is greatest, the possible 'guesses' are
1662 <pre class="programlisting"><span class="identifier">z</span> <span class="special">=</span> <span class="special">-</span><span class="number">1.e-26</span><span class="special">,</span> <span class="identifier">w</span> <span class="special">=</span> <span class="special">-</span><span class="number">64.02</span><span class="special">,</span> <span class="identifier">guess</span> <span class="special">=</span> <span class="special">-</span><span class="number">64.0277</span><span class="special">,</span> <span class="identifier">ln</span><span class="special">(-</span><span class="identifier">z</span><span class="special">)</span> <span class="special">=</span> <span class="special">-</span><span class="number">59.8672</span><span class="special">,</span> <span class="identifier">ln</span><span class="special">(-</span><span class="identifier">ln</span><span class="special">(-</span><span class="identifier">z</span><span class="special">)</span> <span class="special">=</span> <span class="number">4.0921</span><span class="special">,</span> <span class="identifier">llz</span><span class="special">/</span><span class="identifier">lz</span> <span class="special">=</span> <span class="special">-</span><span class="number">0.0684</span>
1665 whereas at the minimum (unnormalized) z
1667 <pre class="programlisting"><span class="identifier">z</span> <span class="special">=</span> <span class="special">-</span><span class="number">2.2250e-308</span><span class="special">,</span> <span class="identifier">w</span> <span class="special">=</span> <span class="special">-</span><span class="number">714.9</span><span class="special">,</span> <span class="identifier">guess</span> <span class="special">=</span> <span class="special">-</span><span class="number">714.9687</span><span class="special">,</span> <span class="identifier">ln</span><span class="special">(-</span><span class="identifier">z</span><span class="special">)</span> <span class="special">=</span> <span class="special">-</span><span class="number">708.3964</span><span class="special">,</span> <span class="identifier">ln</span><span class="special">(-</span><span class="identifier">ln</span><span class="special">(-</span><span class="identifier">z</span><span class="special">)</span> <span class="special">=</span> <span class="number">6.5630</span><span class="special">,</span> <span class="identifier">llz</span><span class="special">/</span><span class="identifier">lz</span> <span class="special">=</span> <span class="special">-</span><span class="number">0.0092</span>
1670 Although the addition of the 3rd ratio term did not reduce the number of Halley
1671 iterations needed, it might allow return of a better low precision estimate
1672 <span class="bold"><strong>without any Halley iterations</strong></span>. For the worst
1673 case near w = 64, the error in the 'guess' is 0.008, ratio 0.0001 or 1 in 10,000
1674 digits 10 ~= 4. Two log evalutations are still needed, but is probably over
1675 an order of magnitude faster.
1678 Halley's method was then used to refine the estimate of Lambert <span class="emphasis"><em>W</em></span><sub>-1</sub> from
1679 this guess. Experiments showed that although all approximations reached with
1680 <a href="http://en.wikipedia.org/wiki/Unit_in_the_last_place" target="_top">Unit in the
1681 last place (ULP)</a> of the closest representable value, the computational
1682 cost of the log functions was easily paid by far fewer iterations (typically
1683 from 8 down to 4 iterations for double or float).
1686 <a name="math_toolkit.lambert_w.h24"></a>
1687 <span class="phrase"><a name="math_toolkit.lambert_w.halley"></a></span><a class="link" href="lambert_w.html#math_toolkit.lambert_w.halley">Halley
1691 After obtaining a double approximation, for <code class="computeroutput"><span class="keyword">double</span></code>,
1692 <code class="computeroutput"><span class="keyword">long</span> <span class="keyword">double</span></code>
1693 and <code class="computeroutput"><span class="identifier">quad</span></code> 128-bit precision,
1694 a single iteration should suffice because Halley iteration should triple the
1695 precision with each step (as long as the function is well behaved - and it
1696 is), and since we have at least half of the bits correct already, one Halley
1697 step is ample to get to 128-bit precision.
1700 <a name="math_toolkit.lambert_w.h25"></a>
1701 <span class="phrase"><a name="math_toolkit.lambert_w.lambert_w_derivatives"></a></span><a class="link" href="lambert_w.html#math_toolkit.lambert_w.lambert_w_derivatives">Lambert
1705 The derivatives are computed using the formulae in <a href="https://en.wikipedia.org/wiki/Lambert_W_function#Derivative" target="_top">Wikipedia</a>.
1708 <a name="math_toolkit.lambert_w.h26"></a>
1709 <span class="phrase"><a name="math_toolkit.lambert_w.testing"></a></span><a class="link" href="lambert_w.html#math_toolkit.lambert_w.testing">Testing</a>
1712 Initial testing of the algorithm was done using a small number of spot tests.
1715 After it was established that the underlying algorithm (including unlimited
1716 Halley refinements with a tight terminating criterion) was correct, some tables
1717 of Lambert W values were computed using a 100 decimal digit precision <a href="../../../../../libs/multiprecision/doc/html/index.html" target="_top">Boost.Multiprecision</a>
1718 <code class="computeroutput"><span class="identifier">cpp_dec_float_100</span></code> type and
1719 saved as a C++ program that will initialise arrays of values of z arguments
1720 and lambert_W0 (<code class="computeroutput"><span class="identifier">lambert_w_mp_high_values</span><span class="special">.</span><span class="identifier">ipp</span></code> and
1721 <code class="computeroutput"><span class="identifier">lambert_w_mp_low_values</span><span class="special">.</span><span class="identifier">ipp</span></code> ).
1724 (A few of these pairs were checked against values computed by Wolfram Alpha
1725 to try to guard against mistakes; all those tested agreed to the penultimate
1726 decimal place, so they can be considered reliable to at least 98 decimal digits
1730 A macro <code class="computeroutput"><span class="identifier">BOOST_MATH_TEST_VALUE</span></code>
1731 was used to allow tests with any real type, both <a href="http://en.cppreference.com/w/cpp/language/types" target="_top">fundamental
1732 (built-in) types</a> and <a href="../../../../../libs/multiprecision/doc/html/index.html" target="_top">Boost.Multiprecision</a>.
1733 (This is necessary because <a href="http://en.cppreference.com/w/cpp/language/types" target="_top">fundamental
1734 (built-in) types</a> have a constructor from floating-point literals like
1735 3.1459F, 3.1459 or 3.1459L whereas <a href="../../../../../libs/multiprecision/doc/html/index.html" target="_top">Boost.Multiprecision</a>
1736 types may lose precision unless constructed from decimal digits strings like
1740 The 100-decimal digits precision pairs were then used to assess the precision
1741 of less-precise types, including <a href="../../../../../libs/multiprecision/doc/html/index.html" target="_top">Boost.Multiprecision</a>
1742 <code class="computeroutput"><span class="identifier">cpp_bin_float_quad</span></code> and <code class="computeroutput"><span class="identifier">cpp_bin_float_50</span></code>. <code class="computeroutput"><span class="keyword">static_cast</span></code>ing
1743 from the high precision types should give the closest representable value of
1744 the less-precise type; this is then be used to assess the precision of the
1745 Lambert W algorithm.
1748 Tests using confirm that over nearly all the range of z arguments, nearly all
1749 estimates are the nearest <a href="http://en.wikipedia.org/wiki/Floating_point#Representable_numbers.2C_conversion_and_rounding" target="_top">representable</a>
1750 value, a minority are within 1 <a href="http://en.wikipedia.org/wiki/Unit_in_the_last_place" target="_top">Unit
1751 in the last place (ULP)</a> and only a very few 2 ULP.
1753 <div class="blockquote"><blockquote class="blockquote"><p>
1754 <span class="inlinemediaobject"><img src="../../graphs/lambert_w0_errors_graph.svg" align="middle"></span>
1756 </p></blockquote></div>
1757 <div class="blockquote"><blockquote class="blockquote"><p>
1758 <span class="inlinemediaobject"><img src="../../graphs/lambert_wm1_errors_graph.svg" align="middle"></span>
1760 </p></blockquote></div>
1762 For the range of z arguments over the range -0.35 to 0.5, a different algorithm
1763 is used, but the same technique of evaluating reference values using a <a href="../../../../../libs/multiprecision/doc/html/index.html" target="_top">Boost.Multiprecision</a>
1764 <code class="computeroutput"><span class="identifier">cpp_dec_float_100</span></code> was used.
1765 For extremely small z arguments, near zero, and those extremely near the singularity
1766 at the branch point, precision can be much lower, as might be expected.
1769 See source at: <a href="../../../example/lambert_w_simple_examples.cpp" target="_top">lambert_w_simple_examples.cpp</a>
1770 <a href="../../../test/test_lambert_w.cpp" target="_top">test_lambert_w.cpp</a> contains
1771 routine tests using <a href="https://www.boost.org/doc/libs/release/libs/test/doc/html/index.html" target="_top">Boost.Test</a>.
1772 <a href="../../../tools/lambert_w_errors_graph.cpp" target="_top">lambert_w_errors_graph.cpp</a>
1773 generating error graphs.
1776 <a name="math_toolkit.lambert_w.h27"></a>
1777 <span class="phrase"><a name="math_toolkit.lambert_w.quadrature_testing"></a></span><a class="link" href="lambert_w.html#math_toolkit.lambert_w.quadrature_testing">Testing
1781 A further method of testing over a wide range of argument z values was devised
1782 by Nick Thompson (cunningly also to test the recently written quadrature routines
1783 including <a href="../../../../../libs/multiprecision/doc/html/index.html" target="_top">Boost.Multiprecision</a>
1784 !). These are definite integral formulas involving the W function that are
1785 exactly known constants, for example, LambertW0(1/(z²) == √(2π), see <a href="https://en.wikipedia.org/wiki/Lambert_W_function#Definite_integrals" target="_top">Definite
1786 Integrals</a>. Some care was needed to avoid overflow and underflow as
1787 the integral function must evaluate to a finite result over the entire range.
1790 <a name="math_toolkit.lambert_w.h28"></a>
1791 <span class="phrase"><a name="math_toolkit.lambert_w.other_implementations"></a></span><a class="link" href="lambert_w.html#math_toolkit.lambert_w.other_implementations">Other
1795 The Lambert W has also been discussed in a <a href="http://lists.boost.org/Archives/boost/2016/09/230819.php" target="_top">Boost
1799 This also gives link to a prototype version by which also gives complex results
1800 <code class="literal">(x < -exp(-1)</code>, about -0.367879). <a href="https://github.com/CzB404/lambert_w/" target="_top">Balazs
1801 Cziraki 2016</a> Physicist, PhD student at Eotvos Lorand University, ELTE
1802 TTK Institute of Physics, Budapest. has also produced a prototype C++ library
1803 that can compute the Lambert W function for floating point <span class="bold"><strong>and
1804 complex number types</strong></span>. This is not implemented here but might be
1805 completed in the future.
1808 <a name="math_toolkit.lambert_w.h29"></a>
1809 <span class="phrase"><a name="math_toolkit.lambert_w.acknowledgements"></a></span><a class="link" href="lambert_w.html#math_toolkit.lambert_w.acknowledgements">Acknowledgements</a>
1811 <div class="itemizedlist"><ul class="itemizedlist" style="list-style-type: disc; ">
1812 <li class="listitem">
1813 Thanks to Wolfram for use of their invaluable online Wolfram Alpha service.
1815 <li class="listitem">
1816 Thanks for Mark Chapman for performing offline Wolfram computations.
1820 <a name="math_toolkit.lambert_w.h30"></a>
1821 <span class="phrase"><a name="math_toolkit.lambert_w.references"></a></span><a class="link" href="lambert_w.html#math_toolkit.lambert_w.references">References</a>
1823 <div class="orderedlist"><ol class="orderedlist" type="1">
1824 <li class="listitem">
1825 NIST Digital Library of Mathematical Functions. <a href="http://dlmf.nist.gov/4.13.F1" target="_top">http://dlmf.nist.gov/4.13.F1</a>.
1827 <li class="listitem">
1828 <a href="http://www.orcca.on.ca/LambertW/" target="_top">Lambert W Poster</a>,
1829 R. M. Corless, G. H. Gonnet, D. E. G. Hare, D. J. Jeffery and D. E. Knuth,
1830 On the Lambert W function Advances in Computational Mathematics, Vol 5,
1833 <li class="listitem">
1834 <a href="https://people.sc.fsu.edu/~jburkardt/f_src/toms443/toms443.html" target="_top">TOMS443</a>,
1835 Andrew Barry, S. J. Barry, Patricia Culligan-Hensley, Algorithm 743: WAPR
1836 - A Fortran routine for calculating real values of the W-function,<br>
1837 ACM Transactions on Mathematical Software, Volume 21, Number 2, June 1995,
1838 pages 172-181.<br> BISECT approximates the W function using bisection
1839 (GNU licence). Original FORTRAN77 version by Andrew Barry, S. J. Barry,
1840 Patricia Culligan-Hensley, this version by C++ version by John Burkardt.
1842 <li class="listitem">
1843 <a href="https://people.sc.fsu.edu/~jburkardt/f_src/toms743/toms743.html" target="_top">TOMS743</a>
1844 Fortran 90 (updated 2014).
1848 Initial guesses based on:
1850 <div class="orderedlist"><ol class="orderedlist" type="1">
1851 <li class="listitem">
1852 R.M.Corless, G.H.Gonnet, D.E.G.Hare, D.J.Jeffrey, and D.E.Knuth, On the
1853 Lambert W function, Adv.Comput.Math., vol. 5, pp. 329 to 359, (1996).
1855 <li class="listitem">
1856 D.A. Barry, J.-Y. Parlange, L. Li, H. Prommer, C.J. Cunningham, and F.
1857 Stagnitti. Analytical approximations for real values of the Lambert W-function.
1858 Mathematics and Computers in Simulation, 53(1), 95-103 (2000).
1860 <li class="listitem">
1861 D.A. Barry, J.-Y. Parlange, L. Li, H. Prommer, C.J. Cunningham, and F.
1862 Stagnitti. Erratum to analytical approximations for real values of the
1863 Lambert W-function. Mathematics and Computers in Simulation, 59(6):543-543,
1866 <li class="listitem">
1867 C++ <a href="https://docs.nvidia.com/cuda/cuda-c-programming-guide/index.html#c-cplusplus-language-support" target="_top">CUDA
1868 NVidia GPU C/C++ language support</a> version of Luu algorithm, <a href="https://github.com/thomasluu/plog/blob/master/plog.cu" target="_top">plog</a>.
1870 <li class="listitem">
1871 <a href="http://discovery.ucl.ac.uk/1482128/1/Luu_thesis.pdf" target="_top">Thomas
1872 Luu, Thesis, University College London (2015)</a>, see routine 11,
1873 page 98 for Lambert W algorithm.
1875 <li class="listitem">
1876 Having Fun with Lambert W(x) Function, Darko Veberic University of Nova
1877 Gorica, Slovenia IK, Forschungszentrum Karlsruhe, Germany, J. Stefan Institute,
1878 Ljubljana, Slovenia.
1880 <li class="listitem">
1881 François Chapeau-Blondeau and Abdelilah Monir, Numerical Evaluation of the
1882 Lambert W Function and Application to Generation of Generalized Gaussian
1883 Noise With Exponent 1/2, IEEE Transactions on Signal Processing, 50(9)
1886 <li class="listitem">
1887 Toshio Fukushima, Precise and fast computation of Lambert W-functions without
1888 transcendental function evaluations, Journal of Computational and Applied
1889 Mathematics, 244 (2013) 77-89.
1891 <li class="listitem">
1892 T.C. Banwell and A. Jayakumar, Electronic Letter, Feb 2000, 36(4), pages
1893 291-2. Exact analytical solution for current flow through diode with series
1894 resistance. <a href="https://doi.org/10.1049/el:20000301" target="_top">https://doi.org/10.1049/el:20000301</a>
1896 <li class="listitem">
1897 Princeton Companion to Applied Mathematics, 'The Lambert-W function', Section
1898 1.3: Series and Generating Functions.
1900 <li class="listitem">
1901 Cleve Moler, Mathworks blog <a href="https://blogs.mathworks.com/cleve/2013/09/02/the-lambert-w-function/#bfba4e2d-e049-45a6-8285-fe8b51d69ce7" target="_top">The
1902 Lambert W Function</a>
1904 <li class="listitem">
1905 Digital Library of Mathematical Function, <a href="https://dlmf.nist.gov/4.13" target="_top">Lambert
1910 <table xmlns:rev="http://www.cs.rpi.edu/~gregod/boost/tools/doc/revision" width="100%"><tr>
1911 <td align="left"></td>
1912 <td align="right"><div class="copyright-footer">Copyright © 2006-2019 Nikhar
1913 Agrawal, Anton Bikineev, Paul A. Bristow, Marco Guazzone, Christopher Kormanyos,
1914 Hubert Holin, Bruno Lalande, John Maddock, Jeremy Murphy, Matthew Pulver, Johan
1915 Råde, Gautam Sewani, Benjamin Sobotta, Nicholas Thompson, Thijs van den Berg,
1916 Daryle Walker and Xiaogang Zhang<p>
1917 Distributed under the Boost Software License, Version 1.0. (See accompanying
1918 file LICENSE_1_0.txt or copy at <a href="http://www.boost.org/LICENSE_1_0.txt" target="_top">http://www.boost.org/LICENSE_1_0.txt</a>)
1923 <div class="spirit-nav">
1924 <a accesskey="p" href="jacobi/jacobi_sn.html"><img src="../../../../../doc/src/images/prev.png" alt="Prev"></a><a accesskey="u" href="../special.html"><img src="../../../../../doc/src/images/up.png" alt="Up"></a><a accesskey="h" href="../index.html"><img src="../../../../../doc/src/images/home.png" alt="Home"></a><a accesskey="n" href="zetas.html"><img src="../../../../../doc/src/images/next.png" alt="Next"></a>