[Rd] branch cuts in atan(), asin(), acos() (PR#7871)

r.hankin at noc.soton.ac.uk r.hankin at noc.soton.ac.uk
Tue May 17 15:16:15 CEST 2005


On May 17, 2005, at 07:01 am, Prof Brian Ripley wrote:

> On Mon, 16 May 2005 r.hankin at noc.soton.ac.uk wrote:
>
>> The complex versions of atain(), asin(), acos() are not documented
>> except in the source
>> code.
>
> Thank you, but your patch does not address that so they would become 
> undocumented (they no longer follow the comment in the source code, 
> which BTW is regarded as documentation).
>
> Could you please supply documentation to match this change, including 
> the exact definition you have implemented.
>
> Also: have you looked at atan2?
>


OK, this follows PR#7871, discussing branch cuts of inverse trig 
functions.
In this email, I provide a context diff between complex.c (R-2.1.0) and 
a version that
moves the branch cuts to the standard places.  The changes are 
documented in the code.
I also give updated Trig.Rd and Hyperbolic.Rd files which document the 
behaviour
of the new functions.   R-2.1.0 passes "make check"  with the new files 
(after editing
Rdutils.Rd, which caused a problem).

I have not attempted to alter z_atan2(): there appear to be unrelated 
issues here.
For example, atan2(0,0) gives 0 as documented, but atan2(0i,0i) gives 
NA.
Also, atan2(0,1i) returns an error (I would expect a zero here too).

I feel it is better to consider z_atan2() as a separate issue.  I will 
file a separate bugreport
for this.



diff -c <old complex.c> <new complex.c>


*** /Users/rksh/downloads/R-2.1.0/src/main/complex.c	Mon Apr 18 
22:30:00 2005
--- complex.c	Tue May 17 13:35:27 2005
***************
*** 355,360 ****
--- 355,365 ----

   	/* Complex Arcsin and Arccos Functions */
   	/* Equation (4.4.37) Abramowitz and Stegun */
+ 	/* with additional terms to force the branch
+ 	/* to agree with figure 4.4, p79.  Continuity */
+ 	/* on the branch cuts (real axis; y==0, |x| > 1) is */
+ 	/* standard: z_asin() is continuous from below if x >= 1 */
+ 	/* and continuous from above if x <= -1. */

   static void z_asin(Rcomplex *r, Rcomplex *z)
   {
***************
*** 367,372 ****
--- 372,382 ----
       bet = t1 - t2;
       r->r = asin(bet);
       r->i = log(alpha + sqrt(alpha*alpha - 1));
+
+     if(y<0 || (y==0 && x > 1)){
+       r->i *= -1;
+ 	}
+
   }

   static void z_acos(Rcomplex *r, Rcomplex *z)
***************
*** 379,384 ****
--- 389,399 ----

   	/* Complex Arctangent Function */
   	/* Equation (4.4.39) Abramowitz and Stegun */
+ 	/* with additional terms to force the branch cuts */
+ 	/* to agree with figure 4.4, p79.  Continuity */
+ 	/* on the branch cuts (pure imaginary axis; x==0, |y|>1) */
+ 	/* is standard: z_asin() is continuous from the right */
+ 	/*  if y >= 1, and continuous from the left if y <= -1.	*/

   static void z_atan(Rcomplex *r, Rcomplex *z)
   {
***************
*** 388,393 ****
--- 403,416 ----
       r->r = 0.5 * atan(2 * x / ( 1 - x * x - y * y));
       r->i = 0.25 * log((x * x + (y + 1) * (y + 1)) /
   		      (x * x + (y - 1) * (y - 1)));
+
+     if(x*x + y*y > 1){
+       r->r += M_PI_2;
+       if(x < 0 || (x==0 && y<0)){
+ 	r->r -= M_PI;
+       }
+     }
+
   }

   static void z_atan2(Rcomplex *r, Rcomplex *csn, Rcomplex *ccs)





====FILE Hyperbolic.Rd STARTS====
\name{Hyperbolic}
\title{Hyperbolic Functions}
\usage{
cosh(x)
sinh(x)
tanh(x)
acosh(x)
asinh(x)
atanh(x)
}
\alias{cosh}
\alias{sinh}
\alias{tanh}
\alias{acosh}
\alias{asinh}
\alias{atanh}
\description{
   These functions give the obvious hyperbolic functions.  They
   respectively compute the hyperbolic cosine, sine, tangent, and their
   inverses, arc-cosine, arc-sine, arc-tangent (or \dQuote{\emph{area 
cosine}},
   etc).
}
\arguments{
   \item{x}{a numeric or complex vector}
}
\details{
   These are generic functions: methods can be defined for them
   individually or via the \code{\link{Math}} group generic.

   Branch cuts are consistent with the inverse trigonometric functions
   \code{asin()} et seq, and agree with those defined in Abramowitz and
   Stegun, figure 4.7, page 86.

}
\seealso{
   The trigonometric functions, \code{\link{cos}}, \code{\link{sin}},
   \code{\link{tan}}, and their inverses
   \code{\link{acos}}, \code{\link{asin}}, \code{\link{atan}}.

   The logistic distribution function \code{\link{plogis}} is a shifted
   version of \code{tanh()}.
}
\keyword{math}
====FILE Hyperbolic.Rd ENDS====



====File Trig.Rd STARTS====
\name{Trig}
\alias{Trig}
\alias{cos}
\alias{sin}
\alias{tan}
\alias{acos}
\alias{asin}
\alias{atan}
\alias{atan2}
\title{Trigonometric Functions}
\description{
   These functions give the obvious trigonometric functions.  They
   respectively compute the cosine, sine, tangent, arc-cosine, arc-sine,
   arc-tangent, and the two-argument arc-tangent.
}
\usage{
cos(x)
sin(x)
tan(x)
acos(x)
asin(x)
atan(x)
atan2(y, x)
}
\arguments{
   \item{x, y}{numeric or complex vector}
}
\details{
   The arc-tangent of two arguments \code{atan2(y,x)} returns the angle
   between the x-axis and the vector from the origin to \eqn{(x,y)},
   i.e., for positive arguments \code{atan2(y,x) == atan(y/x)}.

   Angles are in radians, not degrees (i.e., a right angle is
   \eqn{\pi/2}).

   All except \code{atan2} are generic functions: methods can be defined
   for them individually or via the \code{\link{Math}} group generic.

   For the inverse trigonometric functions, branch cuts are defined as in
   Abramowitz and Stegun, figure 4.4, page 79.  Continuity on the
   branch cuts is standard.

   \item For \code{asin()} and \code{acos()}, there are two cuts, both
   along the real axis: \eqn{\left(-\infty,-1\right]}{\(-infinity,1\]}
   and \eqn{\left[1,\infty\right)}{\[1,infinity\)}.  Functions
   \code{asin()} and \code{acos()} are continuous from above on the
   interval \eqn{\left(-\infty,-1\right]}{\(-infinity,1\]} and
   continuous from below on
   \eqn{\left[1,\infty\right)}{\[1,infinity\)}.
   \item For \code{atan()} there are two cuts, both along the pure
   imaginary axis: \eqn{\left(-i\infty,-i\right]}{\(-i*infinity,-i\]}
   and \eqn{\left[i,i\infty\right)}{\[i,i*infinity\)}.  Function
   \code{atan()} is continuous from the left on the interval
   \eqn{\left(-i\infty,-i\right]}{\(-i*infinity,-i\]} and from the
   right on the interval
   \eqn{\left[i,i\infty\right)}{\[i,i*infinity\)}.

}
\references{
   Becker, R. A., Chambers, J. M. and Wilks, A. R. (1988)
   \emph{The New S Language}.
   Wadsworth \& Brooks/Cole.

   Abramowitz, M. and Stegun, I. (1964). \emph{Handbook of
   Mathematical Functions}, Dover.
}
\examples{

#Visualize branch cuts:
x <- seq(from = -4, to = 4, len = 100)
z <- outer(x,1i*x,"+")
persp(x,x,Im(asin(z)),theta= 40,phi=40,r=1e9, expand=0.6, 
ticktype="detailed")
persp(x,x,Re(atan(z)),theta=-40,phi=40,r=1e9, expand=0.6, 
ticktype="detailed")


#check continuity on branch cuts:
asin( 3+ 1e-9i*(-1:1))
asin(-3+ 1e-9i*(-1:1))

atan( 3i + 1e-9*(-1:1))
atan(-3i + 1e-9*(-1:1))
}
\keyword{math}
====FILE Trig.Rd ENDS====





--
Robin Hankin
Uncertainty Analyst
National Oceanography Centre, Southampton
European Way, Southampton SO14 3ZH, UK
  tel  023-8059-7743



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