//+------------------------------------------------------------------+ //| lanczos.mqh | //| Copyright 2025, MetaQuotes Ltd. | //| https://www.mql5.com | //+------------------------------------------------------------------+ #property copyright "Copyright 2025, MetaQuotes Ltd." #property link "https://www.mql5.com" #include "error.mqh" #include "polevl.mqh" namespace special { namespace cephes { namespace detail { double lanczos_num[] = { 2.506628274631000270164908177133837338626, 210.8242777515793458725097339207133627117, 8071.672002365816210638002902272250613822, 186056.2653952234950402949897160456992822, 2876370.628935372441225409051620849613599, 31426415.58540019438061423162831820536287, 248874557.8620541565114603864132294232163, 1439720407.311721673663223072794912393972, 6039542586.35202800506429164430729792107, 17921034426.03720969991975575445893111267, 35711959237.35566804944018545154716670596, 42919803642.64909876895789904700198885093, 23531376880.41075968857200767445163675473}; double lanczos_denom[] = {1, 66, 1925, 32670, 357423, 2637558, 13339535, 45995730, 105258076, 150917976, 120543840, 39916800, 0}; double lanczos_sum_expg_scaled_num[] = { 0.006061842346248906525783753964555936883222, 0.5098416655656676188125178644804694509993, 19.51992788247617482847860966235652136208, 449.9445569063168119446858607650988409623, 6955.999602515376140356310115515198987526, 75999.29304014542649875303443598909137092, 601859.6171681098786670226533699352302507, 3481712.15498064590882071018964774556468, 14605578.08768506808414169982791359218571, 43338889.32467613834773723740590533316085, 86363131.28813859145546927288977868422342, 103794043.1163445451906271053616070238554, 56906521.91347156388090791033559122686859}; double lanczos_sum_expg_scaled_denom[] = { 1, 66, 1925, 32670, 357423, 2637558, 13339535, 45995730, 105258076, 150917976, 120543840, 39916800, 0}; double lanczos_sum_near_1_d[] = { 0.3394643171893132535170101292240837927725e-9, -0.2499505151487868335680273909354071938387e-8, 0.8690926181038057039526127422002498960172e-8, -0.1933117898880828348692541394841204288047e-7, 0.3075580174791348492737947340039992829546e-7, -0.2752907702903126466004207345038327818713e-7, -0.1515973019871092388943437623825208095123e-5, 0.004785200610085071473880915854204301886437, -0.1993758927614728757314233026257810172008, 1.483082862367253753040442933770164111678, -3.327150580651624233553677113928873034916, 2.208709979316623790862569924861841433016}; double lanczos_sum_near_2_d[] = { 0.1009141566987569892221439918230042368112e-8, -0.7430396708998719707642735577238449585822e-8, 0.2583592566524439230844378948704262291927e-7, -0.5746670642147041587497159649318454348117e-7, 0.9142922068165324132060550591210267992072e-7, -0.8183698410724358930823737982119474130069e-7, -0.4506604409707170077136555010018549819192e-5, 0.01422519127192419234315002746252160965831, -0.5926941084905061794445733628891024027949, 4.408830289125943377923077727900630927902, -9.8907772644920670589288081640128194231, 6.565936202082889535528455955485877361223}; double lanczos_sum(double x) { return ratevl(x, lanczos_num, 12, lanczos_denom, 12); } double lanczos_sum_near_1(double dx) { double result = 0; unsigned k; for (k = 1; k <= 12; ++k) { result += (-lanczos_sum_near_1_d[k - 1] * dx) / (k * dx + k * k); } return result; } double lanczos_sum_near_2(double dx) { double result = 0; double x = dx + 2; unsigned k; for (k = 1; k <= 12; ++k) { result += (-lanczos_sum_near_2_d[k - 1] * dx) / (x + k * x + k * k - 1); } return result; } } // namespace detail double lanczos_g = 6.024680040776729583740234375; double lanczos_sum_expg_scaled(double x) { return ratevl(x, detail::lanczos_sum_expg_scaled_num, 12, detail::lanczos_sum_expg_scaled_denom, 12); } } // namespace cephes } // namespace special //+------------------------------------------------------------------+