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Adopted in: https://github.com/howion/lambert-w-function
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/** | |
* Lambert W-function when k = 0 | |
* {@link https://gist.github.com/xmodar/baa392fc2bec447d10c2c20bbdcaf687} | |
* {@link https://link.springer.com/content/pdf/10.1007/s10444-017-9530-3.pdf} | |
*/ | |
export function lambertW(x: number, log = false): number { | |
if (log) return lambertWLog(x); // x is actually log(x) | |
if (x >= 0) return lambertWLog(Math.log(x)); // handles [0, Infinity] | |
const xE = x * Math.E; | |
if (isNaN(x) || xE < -1) return NaN; // handles NaN and [-Infinity, -1 / Math.E) | |
const y = (1 + xE) ** 0.5; | |
const z = Math.log(y + 1); | |
const n = 1 + /* b= */ 1.1495613113577325 * y; | |
const d = 1 + /* c= */ 0.4549574005654461 * z; | |
let w = -1 + /* a= */ 2.036 * Math.log(n / d); | |
w *= Math.log(xE / w) / (1 + w); | |
w *= Math.log(xE / w) / (1 + w); | |
w *= Math.log(xE / w) / (1 + w); | |
return isNaN(w) ? (xE < -0.5 ? -1 : x) : w; // handles end points | |
} | |
// function constants(a = 2.036) { | |
// let c = Math.exp(1 / a) - 1 - 2 ** 0.5 / a; | |
// c /= 1 - Math.exp(1 / a) * Math.log(2); | |
// const b = 2 ** 0.5 / a + c; | |
// return [b, c]; | |
// } | |
/** | |
* Lambert W-function for log(x) when k = 0 | |
* {@link https://gist.github.com/xmodar/baa392fc2bec447d10c2c20bbdcaf687} | |
*/ | |
function lambertWLog(logX: number): number { | |
if (isNaN(logX)) return NaN; // handles NaN | |
const logXE = +logX + 1; | |
const logY = 0.5 * log1Exp(logXE); | |
const logZ = Math.log(log1Exp(logY)); | |
const logN = log1Exp(/* Math.log(b)= */ 0.13938040121300527 + logY); | |
const logD = log1Exp(/* Math.log(c)= */ -0.7875514895451805 + logZ); | |
let w = -1 + /* a= */ 2.036 * (logN - logD); | |
w *= (logXE - Math.log(w)) / (1 + w); | |
w *= (logXE - Math.log(w)) / (1 + w); | |
w *= (logXE - Math.log(w)) / (1 + w); | |
return isNaN(w) ? (logXE < 0 ? 0 : Infinity) : w; // handles end points | |
} | |
/** | |
* Compute log(1 + exp(x)) without precision overflow | |
* {@link https://en.wikipedia.org/wiki/LogSumExp} | |
*/ | |
function log1Exp(x: number): number { | |
return x <= 0 ? Math.log1p(Math.exp(x)) : x + log1Exp(-x); | |
} |
@nanogyth, thanks for the suggestions. As for line 19, the function has two critical points -1 / Math.E + ε
and 0 - ε
where ε
is an arbitrarily small real positive number.
so those values run into indeterminant forms 0/0, 0*Infinity or such
lambertW(-Number.MIN_VALUE) // NaN
lambertW(-1 / Math.E) // NaN
This seems well behaved
lambertW(-1 / Math.E*(1-Number.EPSILON)) // -0.9999999784875443
The ones close to zero might be better as x, rather than 0, since e^0=1
On that scale, I don't think it really matters but I see your point. I replaced it with xE
though.
But slope is 1 near zero, not e?
Yes, thanks! Just updated it.
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at 35, const logXE = +logX + 1;
Consider
lambertW(5,true) // 3.6934413589606505
lambertW('5',true) // Infinity