module Distribution module MathExtension # From GSL-1.9. module ExponentialIntegral class << self def first_order(x, scale = 0, with_error = false) xmaxt = -Math::LOG_FLOAT_MIN xmax = xmaxt - Math.log(xmaxt) result = nil error = with_error ? nil : 0.0 if x < -xmax && !scale fail('Overflow Error') elsif x <= -10.0 s = 1.0 / x * (scale ? 1.0 : Math.exp(-x)) result_c = ChebyshevSeries.eval(20.0 / x + 1.0, :ae11, with_error) result_c, result_c_err = result_c if with_error result = s * (1.0 + result_c) error ||= (s * result_c_err) + 2.0 * Float::EPSILON * (x.abs + 1.0) * result.abs elsif x <= -4.0 s = 1.0 / x * (scale ? 1.0 : Math.exp(-x)) result_c = ChebyshevSeries.eval((40.0 / x + 7.0) / 3.0, :ae12, with_error) result_c, result_c_err = result_c if with_error result = s * (1.0 + result_c) error ||= (s * result_c_err) + 2.0 * Float::EPSILON * result.abs elsif x <= -1.0 ln_term = - Math.log(x.abs) scale_factor = scale ? Math.exp(x) : 1.0 result_c = ChebyshevSeries.eval((2.0 * x + 5.0) / 3.0, :e11, with_error) result_c, result_c_err = result_c if with_error result = scale_factor * (ln_term + result_c) error ||= scale_factor * (result_c_err + Float::EPSILON * ln_term.abs) + 2.0 * Float::EPSILON * result.abs elsif x == 0.0 fail(ArgumentError, 'Domain Error') elsif x <= 1.0 ln_term = - Math.log(x.abs) scale_factor = scale ? Math.exp(x) : 1.0 result_c = ChebyshevSeries.eval(x, :e12, with_error) result_c, result_c_err = result_c if with_error result = scale_factor * (ln_term - 0.6875 + x + result_c) error ||= scale_factor * (result_c_err + Float::EPSILON * ln_term.abs) + 2.0 * Float::EPSILON * result.abs elsif x <= 4.0 s = 1.0 / x * (scale ? 1.0 : Math.exp(-x)) result_c = ChebyshevSeries.eval((8.0 / x - 5.0) / 3.0, :ae13, with_error) result_c, result_c_err = result_c if with_error result = s * (1.0 + result_c) error ||= (s * result_c_err) + 2.0 * Float::EPSILON * result.abs elsif x <= xmax || scale s = 1.0 / x * (scale ? 1.0 : Math.exp(-x)) result_c = ChebyshevSeries.eval(8.0 / x - 1.0, :ae14, with_error) result_c, result_c_err = result_c if with_error result = s * (1.0 + result_c) error ||= s * (Float::EPSILON + result_c_err) + 2.0 * (x + 1.0) * Float::EPSILON * result.abs fail('Underflow Error') if result == 0.0 else fail('Underflow Error') end with_error ? [result, error] : result end end end end end