from mpmath import mp mp.dps = 110 def _poly_mul(a, b, deg): res = [mp.mpf("0")] * (deg + 1) la = min(len(a), deg + 1) lb = len(b) for i in range(la): ai = a[i] if not ai: continue jmax = min(lb - 1, deg - i) for j in range(jmax + 1): res[i + j] += ai * b[j] return res def _poly_pow(a, power, deg): # binary exponentiation with truncation res = [mp.mpf("0")] * (deg + 1) res[0] = mp.mpf("1") base = (a[: deg + 1]) + [mp.mpf("0")] * max(0, deg + 1 - len(a)) n = power while n > 0: if n & 1: res = _poly_mul(res, base, deg) n >>= 1 if n: base = _poly_mul(base, base, deg) return res def _poly_eval(c, z): s = mp.mpf("0") for coeff in reversed(c): s = s * z + coeff return s def compute(): # B6(1) = E[sqrt(X1^2+...+X6^2)] for Xi~Unif[0,1] # Using: sqrt(x) = (1/(2*sqrt(pi))) * ∫_0^∞ (1 - e^{-t x}) t^{-3/2} dt # and E[e^{-t sum Xi^2}] = (∫_0^1 e^{-t x^2} dx)^6 # leads to 1D integral: # B6(1) = (1/sqrt(pi)) * ∫_0^∞ (1 - (sqrt(pi)*erf(u)/(2u))^6)/u^2 du # Map u in [0,∞) to t in [0,1): u = tan(pi*t/2) sqrtpi = mp.sqrt(mp.pi) # Series for g(u) = (1 - (sqrt(pi)*erf(u)/(2u))^6) / u^2 near u=0 # Let z=u^2. f(z)=sqrt(pi)*erf(u)/(2u)=sum_{k>=0} (-1)^k z^k/(k!(2k+1)). # Then g(z)=(1-f(z)^6)/z = - (coeffs of f^6 excluding constant term). deg_g = 140 deg_p = deg_g + 1 # need f^6 up to z^(deg_g+1) deg_f = (deg_p + 5) // 6 + 10 # safe margin fcoeff = [((-1) ** k) / (mp.factorial(k) * (2 * k + 1)) for k in range(deg_f + 1)] p = _poly_pow(fcoeff, 6, deg_p) # p(z)=f(z)^6, truncated # g(z) = (1 - p(z))/z = -(p1 + p2 z + ...) gcoeff = [-p[i + 1] for i in range(deg_p)] # length deg_g+1 small_u_thresh = mp.mpf("0.2") def one_minus_L(u): # om(u) = 1 - (sqrt(pi)*erf(u)/(2u))^6 f = sqrtpi * mp.erf(u) / (2 * u) # stable for f near 1: return -mp.expm1(6 * mp.log(f)) def integrand_t(t): # u = tan(pi*t/2), I = ∫_0^1 g(u) du/dt dt # with g(u) = om(u)/u^2 and du/dt = (pi/2) * (1+u^2) # => integrand = (pi/2) * (om + om/u^2) = (pi/2) * (om + g) if t == 0: return mp.pi # limit if t == 1: return mp.pi / 2 # limit theta = (mp.pi / 2) * t u = mp.tan(theta) if u == 0: return mp.pi au = abs(u) if au < small_u_thresh: z = u * u g = _poly_eval(gcoeff, z) # g = om/u^2 om = g * z else: om = one_minus_L(u) g = om / (u * u) return (mp.pi / 2) * (om + g) # Integrate on [0,1] with some manual splitting I = mp.quad(integrand_t, [mp.mpf("0"), mp.mpf("0.5"), mp.mpf("0.9"), mp.mpf("0.99"), mp.mpf("1")]) return I / sqrtpi if __name__ == "__main__": print(str(compute()))