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/lambert_w.c | 64 +++++++++++++++++++++++++++++++++++++++++++++++++++++++++ 1 file changed, 64 insertions(+) create mode 100644 lib/lambert_w.c (limited to 'lib/lambert_w.c') diff --git a/lib/lambert_w.c b/lib/lambert_w.c new file mode 100644 index 0000000..da59199 --- /dev/null +++ b/lib/lambert_w.c @@ -0,0 +1,64 @@ +// Lambert W +// +// lambert_w +// +// Lambert W function +// +// W(x) such that W*e^W = x +// +// Inputs: 1 +// Outputs: 1 +// Constants: 0 + + +#include +#include "ts.h" + + +ts_parameter_t const ts_lambert_w_p = { .n_inputs = 1, .n_outputs = 1, .n_constants = 0, .params_size = 0 }; + +uint_t ts_lambert_w_offset( ts_constant_t const *c ) +{ + ( void )c; + return ( 0 ); +} + +int ts_lambert_w( + 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_lambert_w_p ); + (void)c; + for (uint_t i = 0; i < n; ++i) + { + fp_t xv = x[0][i]; + if (xv < -1.0/exp(1.0)) + { + y[0][i] = NAN; + continue; + } + if (xv == 0.0) + { + y[0][i] = 0.0; + continue; + } + /* Halley iteration for W(x) */ + fp_t w = xv < 1.0 ? log(xv + 1.0) : log(xv); + for (uint_t j = 0; j < 10; ++j) + { + fp_t ew = exp(w); + fp_t f = w * ew - xv; + fp_t f1 = ew * (w + 1.0); + if (f1 == 0) break; + fp_t f2 = f1 * (w + 2.0); + w = w - f / f1 * (1.0 + f * f2 / (2.0 * f1 * f1)); + } + y[0][i] = w; + } + return 0; +} + + + -- cgit v1.3.1