From 07e18043145f3d91c8ea7ec3ad41b3c905585277 Mon Sep 17 00:00:00 2001 From: Ethan Werner Date: Wed, 1 Jul 2026 09:42:39 +0400 Subject: initial commit: ts time series analysis library v0.1.0 - 354 financial and mathematical time-series indicators - Uniform C11 API with consistent function signatures - 349 passing tests with -Werror - Static and shared library builds - pkg-config integration - Python bindings - Fuzzing and sanitizer support - Security hardening flags --- lib/ellint_1.c | 65 ++++++++++++++++++++++++++++++++++++++++++++++++++++++++++ 1 file changed, 65 insertions(+) create mode 100644 lib/ellint_1.c (limited to 'lib/ellint_1.c') diff --git a/lib/ellint_1.c b/lib/ellint_1.c new file mode 100644 index 0000000..8e0bab7 --- /dev/null +++ b/lib/ellint_1.c @@ -0,0 +1,65 @@ +// Complete Elliptic Integral of the First Kind +// +// ellint_1 - K(m) +// +// K(m) = ∫₀^(π/2) dθ / √(1 - m*sin²(θ)), computed via AGM +// +// Inputs: 1 (parameter m) +// Outputs: 1 (K(m)) +// Constants: 0 + +#include +#include "ts.h" + + +ts_parameter_t const ts_ellint_1_p = { .n_inputs = 1, .n_outputs = 1, .n_constants = 0, .params_size = 0 }; + +uint_t ts_ellint_1_offset( ts_constant_t const *c ) +{ + ( void )c; + return ( 0 ); +} + +int ts_ellint_1( + fp_t * const *y, uint_t y_n, + fp_t const * const *x, uint_t x_n, + uint_t n, ts_constant_t const *c +) +{ + TS_PROLOGUE( ts_ellint_1_p ); + (void)c; + /* Complete elliptic integral of the first kind K(m) */ + for (uint_t i = 0; i < n; ++i) + { + fp_t m = x[0][i]; + if (m <= 0.0) + { + y[0][i] = PI / 2.0; + } + else if (m >= 1.0) + { + y[0][i] = INFINITY; + } + else + { + /* Arithmetic-geometric mean method */ + fp_t a = 1.0; + fp_t b = sqrt(1.0 - m); + fp_t cn = (a - b) / 2.0; + for (uint_t j = 0; j < 30; ++j) + { + fp_t a_new = (a + b) / 2.0; + fp_t b_new = sqrt(a * b); + fp_t cn_new = (a_new - b_new) / 2.0; + a = a_new; + b = b_new; + cn = cn_new; + if (cn / a < 1e-15) break; + } + y[0][i] = PI / (2.0 * a); + } + } + return 0; +} + + -- cgit v1.3.1