On Tue, Jun 9, 2015 at 7:09 PM, Ondřej Čertík <[email protected]> wrote:
> Hi,
>
> I would like to evaluate to higher accuracy (quadruple precision is
> enough) an inverse Fermi-Dirac integral of order 1/2. The direct
> function is the following integral (and it can also be written as a
> polylogarithm):
>
> I_{1/2}(x) = Integral(sqrt(t) / (1+exp(t-x)), (t, 0, oo))
>   = -gamma(S(3)/2) * polylog(S(3)/2, -exp(x))
>
> and I need its inverse. SymPy can evaluate either representation:
>
> In [19]: (-gamma(S(3)/2) * polylog(S(3)/2, -exp(x))).subs(x, 3).n(35, 
> chop=True)
> Out[19]: 3.9769853540479774178558497377805661
>
> In [20]: Integral(sqrt(t) / (1+exp(t-x)), (t, 0, oo)).subs(x, 3).n(35)
> Out[20]: 3.9769853540479774178558497377805661
>
> I need to calculate an inverse, i.e. for 3.9769... it would return
> 3.00..., to arbitrary accuracy. Once I have that, I want to use
> rational function approximation to obtain very fast and accurate
> double precision implementation.
>
> What is the best way to do that?
>
> There is a recent publication [1], which does that using Mathematica,
> and then provides Fortran implementation. I tested it and it works
> great. What I actually need is to find a rational approximation to an
> expression that contains both the inverse and direct Fermi-Dirac
> integrals and I want to just have a rational approximation for the
> final expression. The inverse Fermi-Dirac is the hardest part, so
> that's why I am asking.
>
> In [1], they calculate a series expansion of the Fermi-Dirac integral
> and then they reverse (invert) the series, see eq. (9), (10), (14),
> (15) and the Mathematica code afterwards. Unfortunately, SymPy raises
> an exception for a series of the polylog function:
>
> In [23]: polylog(S(3)/2, -z).series(z, 0, 5)
>
> https://github.com/sympy/sympy/issues/9497
>
> But let's say we fix it. Here i s a slightly modified expression that works:
>
> In [6]: polylog(S(3)/2, 1+z).series(z, 0, 5)
> zeta(3/2) + z*zeta(1/2) + z**2*(zeta(-1/2)/2 - zeta(1/2)/2) +
> z**3*(zeta(1/2)/3 + zeta(-3/2)/6 - zeta(-1/2)/2) +
> z**4*(11*zeta(-1/2)/24 + zeta(-5/2)/24 - zeta(-3/2)/4 - zeta(1/2)/4) +
> O(z**5)
>
> How can we invert the series? Mathematica has a function InverseSeries:
>
> http://reference.wolfram.com/language/ref/InverseSeries.html
>
> It seems SymPy can't do it yet.
>
> Shivam, I think that would be a very useful addition to the series
> module that you are implementing. We have to figure out an algorithm
> for it.

I think there's a closed form for the inversion of a formal power
series. See 
https://en.wikipedia.org/wiki/Formal_power_series#The_Lagrange_inversion_formula.

I'm not sure what the algorithm is for series like x*sin(x), which
that Mathematica example shows is a series in sqrt(x). I suppose
that's because the linear term is 0 (the Wikipedia article claims that
the constant needs to be 0 and the linear term needs to be nonzero).
Strictly speaking x*sin(x) is not invertible near x=0 (it's an even
function). I guess this picks one branch and inverts that.

Aaron Meurer

>
> Ondrej
>
>
> [1] Fukushima, T. (2015). Precise and fast computation of inverse
> Fermi–Dirac integral of order 1/2 by minimax rational function
> approximation. Applied Mathematics and Computation, 259, 698–707.
> doi:10.1016/j.amc.2015.03.015
>
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