special-functions/exponential-integral.ss
;;; PLT Scheme Science Collection
;;; special-functions/exponential-integral.ss
;;; Copyright (c) 2006 M. Douglas Williams
;;;
;;; This library is free software; you can redistribute it and/or
;;; modify it under the terms of the GNU Lesser General Public
;;; License as published by the Free Software Foundation; either
;;; version 2.1 of the License, or (at your option) any later version.
;;;
;;; This library is distributed in the hope that it will be useful,
;;; but WITHOUT ANY WARRANTY; without even the implied warranty of
;;; MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
;;; Lesser General Public License for more details.
;;;
;;; You should have received a copy of the GNU Lesser General Public
;;; License along with this library; if not, write to the Free
;;; Software Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA
;;; 02111-1307 USA.
;;;
;;; -------------------------------------------------------------------
;;;
;;; This file implements the gamma functions.  It is based on the
;;; Special Functions in the GNU Scientific Library (GSL).
;;;
;;; Version  Date      Description
;;; 1.0.0    02/09/06  Initial implementation.  (Doug Williams)

(module exponential-integral mzscheme
  
  (require (lib "contract.ss"))
  
  (provide/contract
   (expint-E1
    (-> real? real?))
   (expint-E1-scaled
    (-> real? real?))
   (expint-E2
    (-> real? real?))
   (expint-E2-scaled
    (-> real? real?))
   (expint-Ei
    (-> real? real?))
   (expint-Ei-scaled
    (-> real? real?)))
  
  (require "../machine.ss")
  (require "../math.ss")
  (require "../chebyshev.ss")
  
  ;; Chebyshev series data
  
  (define AE11-data
    '#( 0.121503239716065790
       -0.065088778513550150
        0.004897651357459670
       -0.000649237843027216
        0.000093840434587471
        0.000000420236380882
       -0.000008113374735904
        0.000002804247688663
        0.000000056487164441
       -0.000000344809174450
        0.000000058209273578
        0.000000038711426349
       -0.000000012453235014
       -0.000000005118504888
        0.000000002148771527
        0.000000000868459898
       -0.000000000343650105
       -0.000000000179796603
        0.000000000047442060
        0.000000000040423282
       -0.000000000003543928
       -0.000000000008853444
       -0.000000000000960151
        0.000000000001692921
        0.000000000000607990
       -0.000000000000224338
       -0.000000000000200327
       -0.000000000000006246
        0.000000000000045571
        0.000000000000016383
       -0.000000000000005561
       -0.000000000000006074
       -0.000000000000000862
        0.000000000000001223
        0.000000000000000716
       -0.000000000000000024
       -0.000000000000000201
       -0.000000000000000082
        0.000000000000000017))
  
  (define AE11-cs
    (make-chebyshev-series
     AE11-data
     38 -1.0 1.0))
  
  (define AE12-data
    '#( 0.582417495134726740
       -0.158348850905782750
       -0.006764275590323141
        0.005125843950185725
        0.000435232492169391
       -0.000143613366305483
       -0.000041801320556301
       -0.000002713395758640
        0.000001151381913647
        0.000000420650022012
        0.000000066581901391
        0.000000000662143777
       -0.000000002844104870
       -0.000000000940724197
       -0.000000000177476602
       -0.000000000015830222
        0.000000000002905732
        0.000000000001769356
        0.000000000000492735
        0.000000000000093709
        0.000000000000010707
       -0.000000000000000537
       -0.000000000000000716
       -0.000000000000000244
       -0.000000000000000058))
  
  (define AE12-cs
    (make-chebyshev-series
     AE12-data
     24 -1.0 1.0))
  
  (define E11-data
    '#(-16.11346165557149402600
         7.79407277874268027690
        -1.95540581886314195070
         0.37337293866277945612
        -0.05692503191092901938
         0.00721107776966009185
        -0.00078104901449841593
         0.00007388093356262168
        -0.00000620286187580820
         0.00000046816002303176
        -0.00000003209288853329
         0.00000000201519974874
        -0.00000000011673686816
         0.00000000000627627066
        -0.00000000000031481541
         0.00000000000001479904
        -0.00000000000000065457
         0.00000000000000002733
        -0.00000000000000000108))
  
  (define E11-cs
    (make-chebyshev-series
     E11-data
     18 -1.0 1.0))
  
  (define E12-data
    '#(-0.03739021479220279500
        0.04272398606220957700
       -0.13031820798497005440
        0.01441912402469889073
       -0.00134617078051068022
        0.00010731029253063780
       -0.00000742999951611943
        0.00000045377325690753
       -0.00000002476417211390
        0.00000000122076581374
       -0.00000000005485141480
        0.00000000000226362142
       -0.00000000000008635897
        0.00000000000000306291
       -0.00000000000000010148
        0.00000000000000000315))
  
  (define E12-cs
    (make-chebyshev-series
     E12-data
     15 -1.0 1.0))
  
  (define AE13-data
    '#(-0.605773246640603460
       -0.112535243483660900
        0.013432266247902779
       -0.001926845187381145
        0.000309118337720603
       -0.000053564132129618
        0.000009827812880247
       -0.000001885368984916
        0.000000374943193568
       -0.000000076823455870
        0.000000016143270567
       -0.000000003466802211
        0.000000000758754209
       -0.000000000168864333
        0.000000000038145706
       -0.000000000008733026
        0.000000000002023672
       -0.000000000000474132
        0.000000000000112211
       -0.000000000000026804
        0.000000000000006457
       -0.000000000000001568
        0.000000000000000383
       -0.000000000000000094
        0.000000000000000023))
  
  (define AE13-cs
    (make-chebyshev-series
     AE13-data
     24 -1.0 1.0))
  
  (define AE14-data
    '#(-0.18929180007530170
       -0.08648117855259871
        0.00722410154374659
       -0.00080975594575573
        0.00010999134432661
       -0.00001717332998937
        0.00000298562751447
       -0.00000056596491457
        0.00000011526808397
       -0.00000002495030440
        0.00000000569232420
       -0.00000000135995766
        0.00000000033846628
       -0.00000000008737853
        0.00000000002331588
       -0.00000000000641148
        0.00000000000181224
       -0.00000000000052538
        0.00000000000015592
       -0.00000000000004729
        0.00000000000001463
       -0.00000000000000461
        0.00000000000000148
       -0.00000000000000048
        0.00000000000000016
       -0.00000000000000005))
  
  (define AE14-cs
    (make-chebyshev-series
     AE14-data
     25 -1.0 1.0))
  
  (define xmaxt (- log-double-min))
  (define xmax (- xmaxt (log xmaxt)))
  
  ;; Implementation for E1, allowing for scaling by exp(x)
  (define (expint-E1-impl x scale)
    (cond ((and (< x (- xmax))
                (not scale))
           +inf.0)
          ((<= x -10.0)
           (let ((s (* (/ 1.0 x) (if scale 1.0 (exp (- x)))))
                 (r (chebyshev-eval AE11-cs (+ (/ 20.0 x) 1.0))))
             (* s (+ 1.0 r))))
          ((<= x -4.0)
           (let ((s (* (/ 1.0 x) (if scale 1.0 (exp (- x)))))
                 (r (chebyshev-eval AE12-cs (/ (+ (/ 40.0 x) 7.0) 3.0))))
             (* s (+ 1.0 r))))
          ((<= x -1.0)
           (let ((ln-term (- (log (abs x))))
                 (sf (if scale (exp x) 1.0))
                 (r (chebyshev-eval E11-cs (/ (+ (* 2.0 x) 5.0) 3.0))))
             (* sf (+ ln-term r))))
          ((= x 0.0)
           -inf.0)
          ((<= x 1.0)
           (let ((ln-term (- (log (abs x))))
                 (sf (if scale (exp x) 1.0))
                 (r (chebyshev-eval E12-cs x)))
             (* sf (+ ln-term -0.6875 x r))))
          ((<= x 4.0)
           (let ((s (* (/ 1.0 x) (if scale 1.0 (exp (- x)))))
                 (r (chebyshev-eval AE13-cs (/ (- (/ 8.0 x) 5.0) 3.0))))
             (* s (+ 1.0 r))))
          ((or (<= x xmax)
               scale)
           (let ((s (* (/ 1.0 x) (if scale 1.0 (exp (- x)))))
                 (r (chebyshev-eval AE14-cs (- (/ 8.0 x) 1.0))))
             (* s (+ 1.0 r))))
          (else
           0.0)))
  
  (define (expint-E2-impl x scale)
    (cond ((and (< x (- xmax))
                (not scale))
           +inf.0)
          ((< x 100.0)
           (let ((ex (if scale 1.0 (exp (- x))))
                 (r (expint-E1-impl x scale)))
             (- ex (* x r))))
          ((or (< x xmax)
               scale)
           (let* ((s (if scale 1.0 (exp (- x))))
                  (c1  -2.0)
                  (c2   6.0)
                  (c3  -24.0)
                  (c4   120.0)
                  (c5  -720.0)
                  (c6   5040.0)
                  (c7  -40320.0)
                  (c8   362880.0)
                  (c9  -3628800.0)
                  (c10  39916800.0)
                  (c11 -479001600.0)
                  (c12  6227020800.0)
                  (c13 -87178291200.0)
                  (y (/ 1.0 x))
                  (sum9 (+ c9
                            (* y
                               (+ c10
                                  (* y
                                     (+ c11
                                        (* y
                                           (+ c12
                                              (* y c13)))))))))
                  (sum5 (+ c5
                           (* y
                              (+ c6
                                 (* y
                                    (+ c7
                                       (* y
                                          (+ c8
                                             (* y sum9)))))))))
                  (sum (* y
                          (+ c1
                             (* y
                                (+ c2
                                   (* y
                                      (+ c3
                                         (* y
                                            (+ c4
                                               (* y sum5)))))))))))
             (* s (/ (+ 1.0 sum) x))))
          (else
           0.0)))
  
  (define (expint-E1 x)
    (expint-E1-impl x #f))
  
  (define (expint-E1-scaled x)
    (expint-E1-impl x #t))
   
  (define (expint-E2 x)
    (expint-E2-impl x #f))
  
  (define (expint-E2-scaled x)
    (expint-E2-impl x #t))
  
  (define (expint-Ei x)
    (- (expint-E1 (- x))))
  
  (define (expint-Ei-scaled x)
    (- (expint-E1-scaled (- x))))
 
)