Louis Dionne 585da50d7d
[third-party] Add a snapshot of Boost.Math 1.89 standalone (#141508)
This PR adds the code of Boost.Math as of version 1.89 into the
third-party directory, as discussed in a recent RFC [1].

The goal is for this code to be used as a back-end for the C++17
Math Special Functions.

As explained in third-paty/README.md, this code is cleared for
usage inside libc++ for the Math Special functions, however
the LLVM Foundation should be consulted before using this
code anywhere else in the LLVM project, due to the fact
that it is under the Boost Software License (as opposed
to the usual LLVM license). See the RFC [1] for more details.

[1]: https://discourse.llvm.org/t/rfc-libc-taking-a-dependency-on-boost-math-for-the-c-17-math-special-functions
2025-10-27 14:43:57 -07:00

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5.1 KiB
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// (C) Copyright Nick Thompson 2021.
// Use, modification and distribution are subject to the
// Boost Software License, Version 1.0. (See accompanying file
// LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
#ifndef BOOST_MATH_TOOLS_QUARTIC_ROOTS_HPP
#define BOOST_MATH_TOOLS_QUARTIC_ROOTS_HPP
#include <array>
#include <cmath>
#include <boost/math/tools/cubic_roots.hpp>
namespace boost::math::tools {
namespace detail {
// Make sure the nans are always at the back of the array:
template<typename Real>
bool comparator(Real r1, Real r2) {
using std::isnan;
if (isnan(r1)) { return false; }
if (isnan(r2)) { return true; }
return r1 < r2;
}
template<typename Real>
std::array<Real, 4> polish_and_sort(Real a, Real b, Real c, Real d, Real e, std::array<Real, 4>& roots) {
// Polish the roots with a Halley iterate.
using std::fma;
using std::abs;
for (auto &r : roots) {
Real df = fma(4*a, r, 3*b);
df = fma(df, r, 2*c);
df = fma(df, r, d);
Real d2f = fma(12*a, r, 6*b);
d2f = fma(d2f, r, 2*c);
Real f = fma(a, r, b);
f = fma(f,r,c);
f = fma(f,r,d);
f = fma(f,r,e);
Real denom = 2*df*df - f*d2f;
if (abs(denom) > (std::numeric_limits<Real>::min)())
{
r -= 2*f*df/denom;
}
}
std::sort(roots.begin(), roots.end(), detail::comparator<Real>);
return roots;
}
}
// Solves ax^4 + bx^3 + cx^2 + dx + e = 0.
// Only returns the real roots, as these are the only roots of interest in ray intersection problems.
// Follows Graphics Gems V: https://github.com/erich666/GraphicsGems/blob/master/gems/Roots3And4.c
template<typename Real>
std::array<Real, 4> quartic_roots(Real a, Real b, Real c, Real d, Real e) {
using std::abs;
using std::sqrt;
auto nan = std::numeric_limits<Real>::quiet_NaN();
std::array<Real, 4> roots{nan, nan, nan, nan};
if (abs(a) <= (std::numeric_limits<Real>::min)()) {
auto cbrts = cubic_roots(b, c, d, e);
roots[0] = cbrts[0];
roots[1] = cbrts[1];
roots[2] = cbrts[2];
if (b == 0 && c == 0 && d == 0 && e == 0) {
roots[3] = 0;
}
return detail::polish_and_sort(a, b, c, d, e, roots);
}
if (abs(e) <= (std::numeric_limits<Real>::min)()) {
auto v = cubic_roots(a, b, c, d);
roots[0] = v[0];
roots[1] = v[1];
roots[2] = v[2];
roots[3] = 0;
return detail::polish_and_sort(a, b, c, d, e, roots);
}
// Now solve x^4 + Ax^3 + Bx^2 + Cx + D = 0.
Real A = b/a;
Real B = c/a;
Real C = d/a;
Real D = e/a;
Real Asq = A*A;
// Let x = y - A/4:
// Mathematica: Expand[(y - A/4)^4 + A*(y - A/4)^3 + B*(y - A/4)^2 + C*(y - A/4) + D]
// We now solve the depressed quartic y^4 + py^2 + qy + r = 0.
Real p = B - 3*Asq/8;
Real q = C - A*B/2 + Asq*A/8;
Real r = D - A*C/4 + Asq*B/16 - 3*Asq*Asq/256;
if (abs(r) <= (std::numeric_limits<Real>::min)()) {
auto [r1, r2, r3] = cubic_roots(Real(1), Real(0), p, q);
r1 -= A/4;
r2 -= A/4;
r3 -= A/4;
roots[0] = r1;
roots[1] = r2;
roots[2] = r3;
roots[3] = -A/4;
return detail::polish_and_sort(a, b, c, d, e, roots);
}
// Biquadratic case:
if (abs(q) <= (std::numeric_limits<Real>::min)()) {
auto [r1, r2] = quadratic_roots(Real(1), p, r);
if (r1 >= 0) {
Real rtr = sqrt(r1);
roots[0] = rtr - A/4;
roots[1] = -rtr - A/4;
}
if (r2 >= 0) {
Real rtr = sqrt(r2);
roots[2] = rtr - A/4;
roots[3] = -rtr - A/4;
}
return detail::polish_and_sort(a, b, c, d, e, roots);
}
// Now split the depressed quartic into two quadratics:
// y^4 + py^2 + qy + r = (y^2 + sy + u)(y^2 - sy + v) = y^4 + (v+u-s^2)y^2 + s(v - u)y + uv
// So p = v+u-s^2, q = s(v - u), r = uv.
// Then (v+u)^2 - (v-u)^2 = 4uv = 4r = (p+s^2)^2 - q^2/s^2.
// Multiply through by s^2 to get s^2(p+s^2)^2 - q^2 - 4rs^2 = 0, which is a cubic in s^2.
// Then we let z = s^2, to get
// z^3 + 2pz^2 + (p^2 - 4r)z - q^2 = 0.
auto z_roots = cubic_roots(Real(1), 2*p, p*p - 4*r, -q*q);
// z = s^2, so s = sqrt(z).
// Hence we require a root > 0, and for the sake of sanity we should take the largest one:
Real largest_root = std::numeric_limits<Real>::lowest();
for (auto z : z_roots) {
if (z > largest_root) {
largest_root = z;
}
}
// No real roots:
if (largest_root <= 0) {
return roots;
}
Real s = sqrt(largest_root);
// s is nonzero, because we took care of the biquadratic case.
Real v = (p + largest_root + q/s)/2;
Real u = v - q/s;
// Now solve y^2 + sy + u = 0:
auto [root0, root1] = quadratic_roots(Real(1), s, u);
// Now solve y^2 - sy + v = 0:
auto [root2, root3] = quadratic_roots(Real(1), -s, v);
roots[0] = root0;
roots[1] = root1;
roots[2] = root2;
roots[3] = root3;
for (auto& r : roots) {
r -= A/4;
}
return detail::polish_and_sort(a, b, c, d, e, roots);
}
}
#endif