summaryrefslogtreecommitdiff
path: root/src/main/java/org/apache/commons/math3/analysis/function/Sinc.java
blob: 553cfff74e4cf326782913d880f507b54cd9d28c (plain)
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
/*
 * Licensed to the Apache Software Foundation (ASF) under one or more
 * contributor license agreements.  See the NOTICE file distributed with
 * this work for additional information regarding copyright ownership.
 * The ASF licenses this file to You under the Apache License, Version 2.0
 * (the "License"); you may not use this file except in compliance with
 * the License.  You may obtain a copy of the License at
 *
 *      http://www.apache.org/licenses/LICENSE-2.0
 *
 * Unless required by applicable law or agreed to in writing, software
 * distributed under the License is distributed on an "AS IS" BASIS,
 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 * See the License for the specific language governing permissions and
 * limitations under the License.
 */

package org.apache.commons.math3.analysis.function;

import org.apache.commons.math3.analysis.DifferentiableUnivariateFunction;
import org.apache.commons.math3.analysis.FunctionUtils;
import org.apache.commons.math3.analysis.UnivariateFunction;
import org.apache.commons.math3.analysis.differentiation.DerivativeStructure;
import org.apache.commons.math3.analysis.differentiation.UnivariateDifferentiableFunction;
import org.apache.commons.math3.exception.DimensionMismatchException;
import org.apache.commons.math3.util.FastMath;

/**
 * <a href="http://en.wikipedia.org/wiki/Sinc_function">Sinc</a> function,
 * defined by
 * <pre><code>
 *   sinc(x) = 1            if x = 0,
 *             sin(x) / x   otherwise.
 * </code></pre>
 *
 * @since 3.0
 */
public class Sinc implements UnivariateDifferentiableFunction, DifferentiableUnivariateFunction {
    /**
     * Value below which the computations are done using Taylor series.
     * <p>
     * The Taylor series for sinc even order derivatives are:
     * <pre>
     * d^(2n)sinc/dx^(2n)     = Sum_(k>=0) (-1)^(n+k) / ((2k)!(2n+2k+1)) x^(2k)
     *                        = (-1)^n     [ 1/(2n+1) - x^2/(4n+6) + x^4/(48n+120) - x^6/(1440n+5040) + O(x^8) ]
     * </pre>
     * </p>
     * <p>
     * The Taylor series for sinc odd order derivatives are:
     * <pre>
     * d^(2n+1)sinc/dx^(2n+1) = Sum_(k>=0) (-1)^(n+k+1) / ((2k+1)!(2n+2k+3)) x^(2k+1)
     *                        = (-1)^(n+1) [ x/(2n+3) - x^3/(12n+30) + x^5/(240n+840) - x^7/(10080n+45360) + O(x^9) ]
     * </pre>
     * </p>
     * <p>
     * So the ratio of the fourth term with respect to the first term
     * is always smaller than x^6/720, for all derivative orders.
     * This implies that neglecting this term and using only the first three terms induces
     * a relative error bounded by x^6/720. The SHORTCUT value is chosen such that this
     * relative error is below double precision accuracy when |x| <= SHORTCUT.
     * </p>
     */
    private static final double SHORTCUT = 6.0e-3;
    /** For normalized sinc function. */
    private final boolean normalized;

    /**
     * The sinc function, {@code sin(x) / x}.
     */
    public Sinc() {
        this(false);
    }

    /**
     * Instantiates the sinc function.
     *
     * @param normalized If {@code true}, the function is
     * <code> sin(&pi;x) / &pi;x</code>, otherwise {@code sin(x) / x}.
     */
    public Sinc(boolean normalized) {
        this.normalized = normalized;
    }

    /** {@inheritDoc} */
    public double value(final double x) {
        final double scaledX = normalized ? FastMath.PI * x : x;
        if (FastMath.abs(scaledX) <= SHORTCUT) {
            // use Taylor series
            final double scaledX2 = scaledX * scaledX;
            return ((scaledX2 - 20) * scaledX2 + 120) / 120;
        } else {
            // use definition expression
            return FastMath.sin(scaledX) / scaledX;
        }
    }

    /** {@inheritDoc}
     * @deprecated as of 3.1, replaced by {@link #value(DerivativeStructure)}
     */
    @Deprecated
    public UnivariateFunction derivative() {
        return FunctionUtils.toDifferentiableUnivariateFunction(this).derivative();
    }

    /** {@inheritDoc}
     * @since 3.1
     */
    public DerivativeStructure value(final DerivativeStructure t)
        throws DimensionMismatchException {

        final double scaledX  = (normalized ? FastMath.PI : 1) * t.getValue();
        final double scaledX2 = scaledX * scaledX;

        double[] f = new double[t.getOrder() + 1];

        if (FastMath.abs(scaledX) <= SHORTCUT) {

            for (int i = 0; i < f.length; ++i) {
                final int k = i / 2;
                if ((i & 0x1) == 0) {
                    // even derivation order
                    f[i] = (((k & 0x1) == 0) ? 1 : -1) *
                           (1.0 / (i + 1) - scaledX2 * (1.0 / (2 * i + 6) - scaledX2 / (24 * i + 120)));
                } else {
                    // odd derivation order
                    f[i] = (((k & 0x1) == 0) ? -scaledX : scaledX) *
                           (1.0 / (i + 2) - scaledX2 * (1.0 / (6 * i + 24) - scaledX2 / (120 * i + 720)));
                }
            }

        } else {

            final double inv = 1 / scaledX;
            final double cos = FastMath.cos(scaledX);
            final double sin = FastMath.sin(scaledX);

            f[0] = inv * sin;

            // the nth order derivative of sinc has the form:
            // dn(sinc(x)/dxn = [S_n(x) sin(x) + C_n(x) cos(x)] / x^(n+1)
            // where S_n(x) is an even polynomial with degree n-1 or n (depending on parity)
            // and C_n(x) is an odd polynomial with degree n-1 or n (depending on parity)
            // S_0(x) = 1, S_1(x) = -1, S_2(x) = -x^2 + 2, S_3(x) = 3x^2 - 6...
            // C_0(x) = 0, C_1(x) = x, C_2(x) = -2x, C_3(x) = -x^3 + 6x...
            // the general recurrence relations for S_n and C_n are:
            // S_n(x) = x S_(n-1)'(x) - n S_(n-1)(x) - x C_(n-1)(x)
            // C_n(x) = x C_(n-1)'(x) - n C_(n-1)(x) + x S_(n-1)(x)
            // as per polynomials parity, we can store both S_n and C_n in the same array
            final double[] sc = new double[f.length];
            sc[0] = 1;

            double coeff = inv;
            for (int n = 1; n < f.length; ++n) {

                double s = 0;
                double c = 0;

                // update and evaluate polynomials S_n(x) and C_n(x)
                final int kStart;
                if ((n & 0x1) == 0) {
                    // even derivation order, S_n is degree n and C_n is degree n-1
                    sc[n] = 0;
                    kStart = n;
                } else {
                    // odd derivation order, S_n is degree n-1 and C_n is degree n
                    sc[n] = sc[n - 1];
                    c = sc[n];
                    kStart = n - 1;
                }

                // in this loop, k is always even
                for (int k = kStart; k > 1; k -= 2) {

                    // sine part
                    sc[k]     = (k - n) * sc[k] - sc[k - 1];
                    s         = s * scaledX2 + sc[k];

                    // cosine part
                    sc[k - 1] = (k - 1 - n) * sc[k - 1] + sc[k -2];
                    c         = c * scaledX2 + sc[k - 1];

                }
                sc[0] *= -n;
                s      = s * scaledX2 + sc[0];

                coeff *= inv;
                f[n]   = coeff * (s * sin + c * scaledX * cos);

            }

        }

        if (normalized) {
            double scale = FastMath.PI;
            for (int i = 1; i < f.length; ++i) {
                f[i]  *= scale;
                scale *= FastMath.PI;
            }
        }

        return t.compose(f);

    }

}