The binary splitting with the R gmp package - Application to the Gauss hypergeometric function

Publié le 30 Novembre 2012 par Stéphane Laurent in R, Mathematics

In this article you will firstly see how to get rational numbers arbitrary close to $$\pi$$ by performing the binary splitting algorithm with the gmp package.

The binary splitting algorithm fastly calculates the partial sums of a rational hypergeometric series by manipulating only integer numbers. But these integer numbers are generally gigantic hence they cannot be handled by ordinary arithmetic computing. After describing the binary splitting algorithm we will show how to implement it in R with the gmp package which allows arithmetic without limitation. Our main application is the evaluation of the Gauss hypergeometric function.

Introductory example: Euler's approximation of $$\pi$$

The following formula is due to Euler: $\frac{\pi}{2} = 1 + \frac{1}{3} + \frac{1\times 2}{3\times 5} + \frac{1\times 2 \times 3}{3\times 5 \times 7} + \cdots + \frac{n!}{3\times 5 \times 7 \times \cdots \times (2n+1)} + \cdots,$ that is, $$\pi = \lim S_n$$ where \begin{aligned} S_n & = 1 + \frac{u_1}{v_1} + \frac{u_1 u_2}{v_1v_2} + \frac{u_1u_2 u_3}{v_1v_2v_3} + \cdots + \frac{u_1u_2\ldots u_{n-1}u_n}{v_1v_2\ldots v_{n-1}v_n} \\ & = 1 + \sum_{k=1}^n \prod_{i=1}^k\frac{u_i}{v_i} \\ \end{aligned} with $$u_i=i$$ and $$v_i=2i+1$$.

Using new notations $$\alpha_i = \delta_i = u_i$$ and $$\beta_i=v_i$$ and writing $S_n -1 = \frac{\alpha_1}{\beta_1} + \frac{\delta_1 \alpha_2}{\beta_1\beta_2} + \frac{\delta_1\delta_2 \alpha_3}{\beta_1\beta_2\beta_3} + \cdots + \frac{\delta_1\delta_2\ldots\delta_{n-1}\alpha_n}{\beta_1\beta_2\ldots\beta_{n-1}\beta_n}$ could sound silly at first glance. But now assume $$\boxed{n=2^m}$$. Then, by summing each $$(2i-1)$$-st term with the $$(2i)$$-th term, we can write $$S_n-1$$ as a sum of $$n/2$$ terms with a similar expression: $S_n - 1 = \frac{\alpha'_1}{\beta'_1} + \frac{\delta'_1 \alpha'_2}{\beta'_1\beta'_2} + \frac{\delta'_1\delta'_2 \alpha'_3}{\beta'_1\beta'_2\beta'_3} + \cdots + \frac{\delta'_1\delta'_2\ldots\delta'_{\frac{n}{2}-1}\alpha'_\frac{n}{2}}{\beta'_1\beta'_2\ldots\beta'_{\frac{n}{2}-1}\beta'_{\frac{n}{2}}}$ where $$\alpha'_i$$, $$\delta'_i$$ and $$\beta'_i$$ are given by \begin{aligned} \alpha'_i = \alpha_{2i-1}\beta_{2_i} + \alpha_{2i}\delta_{2i-1}, \quad \delta'_i = \delta_{2i-1}\delta_{2i} \qquad \text{and } \quad \beta'_i = \beta_{2i-1}\beta_{2i} \end{aligned} for all $$i \in \{1, \ldots, n/2\}$$.

Continuing so on, after $$m$$ steps we obtain $S_n - 1 = \frac{\alpha^{(m)}}{\beta^{(m)}}$ where $$\alpha^{(m)}$$ and $$\beta^{(m)}$$ are integer numbers obtained by applying above formulas

The above method is the binary splitting algorithm for evaluating $$S_n$$ with $$n=2^m$$, summarized as follows:

1. Initialization: put $$\alpha^{(0)}_i = \delta^{(0)}_i = u_i$$ and $$\beta^{(0)}_i=v_i$$ for $$i \in \{1,n\}$$;

2. Compute recursively for $$k$$ going from $$1$$ to $$m$$ \begin{aligned} \alpha^{(k)}_i = \alpha^{(k-1)}_{2i-1}\beta^{(k-1)}_{2_i} + \alpha^{(k-1)}_{2i}\delta^{(k-1)}_{2i-1}, \quad \delta^{(k)}_i = \delta^{(k-1)}_{2i-1}\delta^{(k-1)}_{2i} \qquad \text{and } \quad \beta^{(k)}_i = \beta^{(k-1)}_{2i-1}\beta^{(k-1)}_{2i} \end{aligned} for $$i \in \{1,n/2^k\}$$;

3. Evaluate $$S_n = 1 + \frac{\alpha^{(m)}}{\beta^{(m)}}$$.

The advantage of the binary splitting as compared to a direct evaluation of $$S_n$$ by summing its $$2^m$$ terms is twofold:

• the binary splitting only performs operations on integer numbers;
• it returns an exact expression of $$S_n$$ as a ratio of two integer numbers.
## example: rational approximation of pi ##
bs.pi <- function(m) {
u <- function(i) as.numeric(i)
v <- function(i) 2 * i + 1
n <- 2^m
indexes <- c(1:n)
delta <- alpha <- u(indexes)
beta <- v(indexes)
j <- 1
l <- n
while (j < n) {
l <- l/2
odd <- 2 * c(1:l)
even <- odd - 1
alpha <- beta[odd] * alpha[even] + delta[even] * alpha[odd]
j <- 2 * j
beta <- beta[odd] * beta[even]
delta <- delta[even] * delta[odd]
}
Sn <- alpha/beta + 1
out <- list(alpha = alpha, beta = beta, Sn = Sn)
return(out)
}


The method very well performs while $$m\leq 7$$ :

print(bs.pi(7), digits = 22)

## $alpha ## [1] 9.589805429639700552931e+254 ## ##$beta
## [1] 1.680074832206408008955e+255
##
## $Sn ## [1] 1.570796326794896557999  print(pi/2, digits = 22)  ## [1] 1.570796326794896557999  But the numerator and the denominator become too gigantic when $$m=8$$: bs.pi(8)  ##$alpha
## [1] Inf
##
## $beta ## [1] Inf ## ##$Sn
## [1] NaN


Second example: exponential of a rational number

It is well known that $$\exp(x)=\lim S_n(x)$$ where $$S_n(x)=\sum_{k=0}^n\frac{x^n}{n!}$$. Thus, when $$x=p/q$$ for some integers $$p$$ and $$q$$, we can write as before $S_n(x) = 1 + \sum_{k=1}^n \prod_{i=1}^k\frac{u_i}{v_i}$ where $$u_i \equiv p$$ and $$v_i= i q$$ are integer numbers. Thus, we can use the binary splitting algorithm to compute $$S_{2^m}$$:

## example: rational approximation of exp(p/q) ##
bs.exp <- function(p, q, m) {
v <- function(i) i * q
n <- 2^m
indexes <- 1:n
delta <- alpha <- rep(p, n)
beta <- v(indexes)
j <- 1
l <- n
while (j < n) {
l <- l/2
odd <- 2 * c(1:l)
even <- odd - 1
alpha <- beta[odd] * alpha[even] + delta[even] * alpha[odd]
j <- 2 * j
beta <- beta[odd] * beta[even]
delta <- delta[even] * delta[odd]
}
Sn <- alpha/beta + 1
out <- list(alpha = alpha, beta = beta, Sn = Sn)
return(out)
}


Let us try to evaluate $$\exp(1)$$. For $$m=7$$, the approximation is not entirely satisfactory:

print(bs.exp(1, 1, 7), digits = 22)

## $alpha ## [1] 6.626046675252336548741e+215 ## ##$beta
## [1] 3.85620482362580407204e+215
##
## $Sn ## [1] 2.718281828459045534885  print(exp(1), digits = 22)  ## [1] 2.718281828459045090796  And for $$m=8$$, it crashes: bs.exp(1, 1, 8)  ##$alpha
## [1] Inf
##
## $beta ## [1] Inf ## ##$Sn
## [1] NaN


The gmp package comes to our rescue

As we noted above, the binary splitting manipulates only integer numbers. The evaluation of $$\exp(1)$$ has crashed because the numerator and the denominator were too big integers. The crantastic gmp package overcomes this problem because it allows “arithmetic without limitations'' using the C library GMP (GNU Multiple Precision Arithmetic).

Let us show how the gmp works on the $$\pi$$ example. This is very easy: we only have to convert the two input sequences of integers $$(u_i)$$ and $$(v_i)$$ to sequences of bigz integers:

library(gmp)
## rational approximation of pi with gmp ##
bs.pi.gmp <- function(m) {
u <- function(i) as.numeric(i)
v <- function(i) 2 * i + 1
n <- 2^m
indexes <- 1:n
delta <- alpha <- as.bigz(u(indexes))
beta <- as.bigz(v(indexes))
j <- 1
l <- n
while (j < n) {
l <- l/2
odd <- 2 * c(1:l)
even <- odd - 1
alpha <- beta[odd] * alpha[even] + delta[even] * alpha[odd]
j <- 2 * j
beta <- beta[odd] * beta[even]
delta <- delta[even] * delta[odd]
}
Sn <- alpha/beta + 1
out <- list(Sn = Sn, eval.Sn = format(as.numeric(Sn), digits = 22))
return(out)
}


The evaluation of $$S_n$$ with $$n=2^3$$ illustrates the first advantage of the gmp package:

bs.pi.gmp(3)

## $Sn ## Big Rational ('bigq') : ## [1] 1202048/765765 ## ##$eval.Sn
## [1] "1.569734840323075530932"

bs.pi(3)

## $alpha ## [1] 19632735 ## ##$beta
## [1] 34459425
##
## $Sn ## [1] 1.57  As you can see, $$S_n$$ is written as an irreducible fraction with the gmp approach. But this is not the main strength of the gmp package. Now we have (almost) no limitation on $$m$$ for evaluating $$S_{2^m}$$: bs.pi.gmp(8)  ##$Sn
## Big Rational ('bigq') :
## [1] 115056663317199981372832786803399641133848259535718238578854114440177847232763528127119686643465544336537363974090559640151844992619459739337642897335661405374200830442503779326745081494631228217510085926896107230240702464/73247346810369298651903071099557979072216039642432949710389234675732768750102001285974817825809831148661290123993641325086924401900965008305646606428886048721946203288377842830920059623434101646117412656625454480462852875
##
## $eval.Sn ## [1] "1.570796326794896557999"  Obviously the first limitation is the width of your screen. The more serious limitations of the gmp package are beyond the scope of this article. Let us come back to the exponential example: ## rational approximation of exp(p/q) with gmp ## bs.exp.gmp <- function(p, q, m) { v <- function(i) i * q n <- 2^m indexes <- 1:n delta <- alpha <- as.bigz(rep(p, n)) beta <- as.bigz(v(indexes)) j <- 1 l <- n while (j < n) { l <- l/2 odd <- 2 * c(1:l) even <- odd - 1 alpha <- beta[odd] * alpha[even] + delta[even] * alpha[odd] j <- 2 * j beta <- beta[odd] * beta[even] delta <- delta[even] * delta[odd] } Sn <- alpha/beta + 1 out <- list(Sn = Sn, eval.Sn = format(as.numeric(Sn), digits = 22)) return(out) }  bs.exp.gmp(1, 1, 8)  ##$Sn
## Big Rational ('bigq') :
## [1] 63021364076854400517126597190157042974914655085470311494152999074896589361987361775329179623527760806690590676400388872831695705790559736341994225392293021235691155101792729596391087505487119686065032680426816409018591609682896947897581062232056198801713371950662092427153111247485380584396839593243205795931189046725531379112787311119506517584752693953099433873873085939642331053890371322719954788883613838912023544946108979472116077229049863887551154910123100635718060217444974605564852221865532212127661/23184264198455206868083304640033314193453554602148259996206909469655931150085069983174061928660848877037186090333421197463708022559289093927629440229660162856206414393604561795747978584507961086161320755987057927235191284503958147694842900705427915576370346458939828967066328925689811313743116731571304256245141968042147553432082017992236165926654195533967789698937870367867112218743295876678624370999142239502871990876622238944437605633097728000000000000000000000000000000000000000000000000000000000000000
##
## $eval.Sn ## [1] "2.718281828459045090796"  Very well. A general function for the binary splitting algorithm Before turning to the Gauss hypergeometric function we write a general function for the binary splitting taking as arguments the two sequences $$(u_i)$$ and $$(v_i)$$: bs.gmp <- function(u, v, m = 7, value = "eval") { n <- 2^m indexes <- 1:n delta <- alpha <- as.bigz(u(indexes)) beta <- as.bigz(v(indexes)) j <- 1 l <- n while (j < n) { l <- l/2 odd <- 2 * c(1:l) even <- odd - 1 alpha <- beta[odd] * alpha[even] + delta[even] * alpha[odd] j <- 2 * j beta <- beta[odd] * beta[even] delta <- delta[even] * delta[odd] } Sn <- alpha/beta + 1 eval.Sn <- format(as.numeric(Sn), digits = 22) out <- switch(value, eval = eval.Sn, exact = Sn, both = list(Sn = Sn, eval.Sn = eval.Sn)) return(out) }  The Gauss hypergeometric function Now consider the Gauss hypergeometric function $${}_2\!F_1$$. This is the function $${}_2\!F_1(\alpha,\beta,\gamma; \cdot)$$ with complex parameters $$\alpha$$, $$\beta$$, $$\gamma \not\in \mathbb{Z}^-$$ and complex variable $$z$$ defined for $$|z|<1$$ as the sum of an absolute convergent series: ${}_2\!F_1(\alpha,\beta,\gamma; z) = \sum_{n=0}^{\infty}\frac{{(\alpha)}_{n}{(\beta)}_n}{{(\gamma)}_{n}}\frac{z^n}{n!},$ and extended by analytical continuation in the complex plane with the cut along $$(1,+\infty)$$. Here $${(a)}_n:=a(a+1)\cdots(a+n-1)$$ denotes Pochhammer's symbol used to represent the $$n$$-th ascending factorial of $$a$$. . The binary splitting allows to evaluate $${}_2\!F_1(\alpha,\beta,\gamma; z)$$ for rational values of $$\alpha,\beta,\gamma, z$$ by manipulating only integer numbers. This is performed by the R function below ## rational approximation of 2F1(a1/a2, b1/b2, c1/c2; p/q) with gmp ## hypergeo_bs <- function(a1, a2, b1, b2, c1, c2, p, q, m) { u <- function(i) c2 * (a1 + (i - 1) * a2) * (b1 + (i - 1) * b2) * p v <- function(i) a2 * b2 * i * (c1 + (i - 1) * c2) * q bs.gmp(u, v, m) }  For more convenience I have firstly written the function below which returns the irreducible rational notation of a given number $$x$$. The user can also specify a rounding order for $$x$$. n.decimals <- function(x, tol = .Machine$double.eps) {
sapply(x, function(x) {
i <- 0
while (abs(x - round(x, i)) > tol) {
i <- i + 1
}
return(i)
})
}
irred.frac <- function(x, rnd = n.decimals(x)) {
b <- 10^rnd
a <- as.bigz(b * round(x, rnd))
num <- a/gcd.bigz(a, b)
den <- b/gcd.bigz(a, b)
list(num = num, den = den)
}


For example:

irred.frac(pi)

## $num ## Big Rational ('bigq') : ## [1] 3141592653589793 ## ##$den
## Big Rational ('bigq') :
## [1] 1000000000000000

irred.frac(pi, rnd = 7)

## $num ## Big Rational ('bigq') : ## [1] 31415927 ## ##$den
## Big Rational ('bigq') :
## [1] 10000000


Finally, here is a user-friendly function for evaluating $${}_2\!F_1$$ with the binary splitting:

Hypergeometric2F1 <- function(a, b, c, z, m = 7, rnd.params = max(n.decimals(c(a,
b, c))), rnd.z = n.decimals(z), check.cv = FALSE) {
frac.a <- irred.frac(a, rnd.params)
frac.b <- irred.frac(b, rnd.params)
frac.c <- irred.frac(c, rnd.params)
a1 <- frac.a$num a2 <- frac.a$den
b1 <- frac.b$num b2 <- frac.b$den
c1 <- frac.c$num c2 <- frac.c$den
frac.z <- irred.frac(z, rnd.z)
p <- frac.z$num q <- frac.z$den
out <- hypergeo_bs(a1, a2, b1, b2, c1, c2, p, q, m)
if (check.cv) {
x <- hypergeo_bs(a1, a2, b1, b2, c1, c2, p, q, m + 1)
cv <- x == out
out <- list(result = out, convergence = cv)
if (!cv) {
out$convergence <- paste(out$convergence, " - m=", m, " need to be increased",
sep = "")
}
}
return(out)
return(a)
}


For example:

a <- 20.5
b <- 11.92
c <- 19
z <- 0.5
Hypergeometric2F1(a, b, c, z)

## [1] "8057.994139606238604756"

Hypergeometric2F1(a, b, c, z, m = 3, check.cv = TRUE)

## $result ## [1] "1522.06880440136683319" ## ##$convergence
## [1] "FALSE - m=3 need to be increased"

Hypergeometric2F1(a, b, c, z, m = 7, check.cv = TRUE)

## $result ## [1] "8057.994139606238604756" ## ##$convergence
## [1] TRUE


Note that Robin Hankin's gsl package does an excellent job:

library(gsl)
hyperg_2F1(a, b, c, z)

## [1] 8058