source: trunk/sources/HeuristicLab.ExtLibs/HeuristicLab.ALGLIB/2.5.0/ALGLIB-2.5.0/laguerre.cs @ 5138

/*************************************************************************
>>> SOURCE LICENSE >>>
This program is free software; you can redistribute it and/or modify
it under the terms of the GNU General Public License as published by
the Free Software Foundation (www.fsf.org); either version 2 of the
License, or (at your option) any later version.

This program 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 General Public License for more details.

A copy of the GNU General Public License is available at
http://www.fsf.org/licensing/licenses

>>> END OF LICENSE >>>
*************************************************************************/


namespace alglib {
  public class laguerre {
    /*************************************************************************
    Calculation of the value of the Laguerre polynomial.

    Parameters:
        n   -   degree, n>=0
        x   -   argument

    Result:
        the value of the Laguerre polynomial Ln at x
    *************************************************************************/
    public static double laguerrecalculate(int n,
        double x) {
      double result = 0;
      double a = 0;
      double b = 0;
      double i = 0;

      result = 1;
      a = 1;
      b = 1 - x;
      if (n == 1) {
        result = b;
      }
      i = 2;
      while ((double)(i) <= (double)(n)) {
        result = ((2 * i - 1 - x) * b - (i - 1) * a) / i;
        a = b;
        b = result;
        i = i + 1;
      }
      return result;
    }


    /*************************************************************************
    Summation of Laguerre polynomials using Clenshaw’s recurrence formula.

    This routine calculates c[0]*L0(x) + c[1]*L1(x) + ... + c[N]*LN(x)

    Parameters:
        n   -   degree, n>=0
        x   -   argument

    Result:
        the value of the Laguerre polynomial at x
    *************************************************************************/
    public static double laguerresum(ref double[] c,
        int n,
        double x) {
      double result = 0;
      double b1 = 0;
      double b2 = 0;
      int i = 0;

      b1 = 0;
      b2 = 0;
      for (i = n; i >= 0; i--) {
        result = (2 * i + 1 - x) * b1 / (i + 1) - (i + 1) * b2 / (i + 2) + c[i];
        b2 = b1;
        b1 = result;
      }
      return result;
    }


    /*************************************************************************
    Representation of Ln as C[0] + C[1]*X + ... + C[N]*X^N

    Input parameters:
        N   -   polynomial degree, n>=0

    Output parameters:
        C   -   coefficients
    *************************************************************************/
    public static void laguerrecoefficients(int n,
        ref double[] c) {
      int i = 0;

      c = new double[n + 1];
      c[0] = 1;
      for (i = 0; i <= n - 1; i++) {
        c[i + 1] = -(c[i] * (n - i) / (i + 1) / (i + 1));
      }
    }
  }
}