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n_gamma.c revision 1.3
      1  1.3   matt /*      $NetBSD: n_gamma.c,v 1.3 1998/10/20 02:26:11 matt Exp $ */
      2  1.1  ragge /*-
      3  1.1  ragge  * Copyright (c) 1992, 1993
      4  1.1  ragge  *	The Regents of the University of California.  All rights reserved.
      5  1.1  ragge  *
      6  1.1  ragge  * Redistribution and use in source and binary forms, with or without
      7  1.1  ragge  * modification, are permitted provided that the following conditions
      8  1.1  ragge  * are met:
      9  1.1  ragge  * 1. Redistributions of source code must retain the above copyright
     10  1.1  ragge  *    notice, this list of conditions and the following disclaimer.
     11  1.1  ragge  * 2. Redistributions in binary form must reproduce the above copyright
     12  1.1  ragge  *    notice, this list of conditions and the following disclaimer in the
     13  1.1  ragge  *    documentation and/or other materials provided with the distribution.
     14  1.1  ragge  * 3. All advertising materials mentioning features or use of this software
     15  1.1  ragge  *    must display the following acknowledgement:
     16  1.1  ragge  *	This product includes software developed by the University of
     17  1.1  ragge  *	California, Berkeley and its contributors.
     18  1.1  ragge  * 4. Neither the name of the University nor the names of its contributors
     19  1.1  ragge  *    may be used to endorse or promote products derived from this software
     20  1.1  ragge  *    without specific prior written permission.
     21  1.1  ragge  *
     22  1.1  ragge  * THIS SOFTWARE IS PROVIDED BY THE REGENTS AND CONTRIBUTORS ``AS IS'' AND
     23  1.1  ragge  * ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
     24  1.1  ragge  * IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
     25  1.1  ragge  * ARE DISCLAIMED.  IN NO EVENT SHALL THE REGENTS OR CONTRIBUTORS BE LIABLE
     26  1.1  ragge  * FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL
     27  1.1  ragge  * DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS
     28  1.1  ragge  * OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION)
     29  1.1  ragge  * HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT
     30  1.1  ragge  * LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY
     31  1.1  ragge  * OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF
     32  1.1  ragge  * SUCH DAMAGE.
     33  1.1  ragge  */
     34  1.1  ragge 
     35  1.1  ragge #ifndef lint
     36  1.2  ragge #if 0
     37  1.1  ragge static char sccsid[] = "@(#)gamma.c	8.1 (Berkeley) 6/4/93";
     38  1.2  ragge #endif
     39  1.1  ragge #endif /* not lint */
     40  1.1  ragge 
     41  1.1  ragge /*
     42  1.1  ragge  * This code by P. McIlroy, Oct 1992;
     43  1.1  ragge  *
     44  1.1  ragge  * The financial support of UUNET Communications Services is greatfully
     45  1.1  ragge  * acknowledged.
     46  1.1  ragge  */
     47  1.1  ragge 
     48  1.1  ragge #include <math.h>
     49  1.1  ragge #include "mathimpl.h"
     50  1.1  ragge #include <errno.h>
     51  1.1  ragge 
     52  1.1  ragge /* METHOD:
     53  1.1  ragge  * x < 0: Use reflection formula, G(x) = pi/(sin(pi*x)*x*G(x))
     54  1.1  ragge  * 	At negative integers, return +Inf, and set errno.
     55  1.1  ragge  *
     56  1.1  ragge  * x < 6.5:
     57  1.1  ragge  *	Use argument reduction G(x+1) = xG(x) to reach the
     58  1.1  ragge  *	range [1.066124,2.066124].  Use a rational
     59  1.1  ragge  *	approximation centered at the minimum (x0+1) to
     60  1.1  ragge  *	ensure monotonicity.
     61  1.1  ragge  *
     62  1.1  ragge  * x >= 6.5: Use the asymptotic approximation (Stirling's formula)
     63  1.1  ragge  *	adjusted for equal-ripples:
     64  1.1  ragge  *
     65  1.1  ragge  *	log(G(x)) ~= (x-.5)*(log(x)-1) + .5(log(2*pi)-1) + 1/x*P(1/(x*x))
     66  1.1  ragge  *
     67  1.1  ragge  *	Keep extra precision in multiplying (x-.5)(log(x)-1), to
     68  1.1  ragge  *	avoid premature round-off.
     69  1.1  ragge  *
     70  1.1  ragge  * Special values:
     71  1.1  ragge  *	non-positive integer:	Set overflow trap; return +Inf;
     72  1.1  ragge  *	x > 171.63:		Set overflow trap; return +Inf;
     73  1.1  ragge  *	NaN: 			Set invalid trap;  return NaN
     74  1.1  ragge  *
     75  1.1  ragge  * Accuracy: Gamma(x) is accurate to within
     76  1.1  ragge  *	x > 0:  error provably < 0.9ulp.
     77  1.1  ragge  *	Maximum observed in 1,000,000 trials was .87ulp.
     78  1.1  ragge  *	x < 0:
     79  1.1  ragge  *	Maximum observed error < 4ulp in 1,000,000 trials.
     80  1.1  ragge  */
     81  1.1  ragge 
     82  1.1  ragge static double neg_gam __P((double));
     83  1.1  ragge static double small_gam __P((double));
     84  1.1  ragge static double smaller_gam __P((double));
     85  1.1  ragge static struct Double large_gam __P((double));
     86  1.1  ragge static struct Double ratfun_gam __P((double, double));
     87  1.1  ragge 
     88  1.1  ragge /*
     89  1.1  ragge  * Rational approximation, A0 + x*x*P(x)/Q(x), on the interval
     90  1.1  ragge  * [1.066.., 2.066..] accurate to 4.25e-19.
     91  1.1  ragge  */
     92  1.1  ragge #define LEFT -.3955078125	/* left boundary for rat. approx */
     93  1.1  ragge #define x0 .461632144968362356785	/* xmin - 1 */
     94  1.1  ragge 
     95  1.1  ragge #define a0_hi 0.88560319441088874992
     96  1.1  ragge #define a0_lo -.00000000000000004996427036469019695
     97  1.1  ragge #define P0	 6.21389571821820863029017800727e-01
     98  1.1  ragge #define P1	 2.65757198651533466104979197553e-01
     99  1.1  ragge #define P2	 5.53859446429917461063308081748e-03
    100  1.1  ragge #define P3	 1.38456698304096573887145282811e-03
    101  1.1  ragge #define P4	 2.40659950032711365819348969808e-03
    102  1.1  ragge #define Q0	 1.45019531250000000000000000000e+00
    103  1.1  ragge #define Q1	 1.06258521948016171343454061571e+00
    104  1.1  ragge #define Q2	-2.07474561943859936441469926649e-01
    105  1.1  ragge #define Q3	-1.46734131782005422506287573015e-01
    106  1.1  ragge #define Q4	 3.07878176156175520361557573779e-02
    107  1.1  ragge #define Q5	 5.12449347980666221336054633184e-03
    108  1.1  ragge #define Q6	-1.76012741431666995019222898833e-03
    109  1.1  ragge #define Q7	 9.35021023573788935372153030556e-05
    110  1.1  ragge #define Q8	 6.13275507472443958924745652239e-06
    111  1.1  ragge /*
    112  1.1  ragge  * Constants for large x approximation (x in [6, Inf])
    113  1.1  ragge  * (Accurate to 2.8*10^-19 absolute)
    114  1.1  ragge  */
    115  1.1  ragge #define lns2pi_hi 0.418945312500000
    116  1.1  ragge #define lns2pi_lo -.000006779295327258219670263595
    117  1.1  ragge #define Pa0	 8.33333333333333148296162562474e-02
    118  1.1  ragge #define Pa1	-2.77777777774548123579378966497e-03
    119  1.1  ragge #define Pa2	 7.93650778754435631476282786423e-04
    120  1.1  ragge #define Pa3	-5.95235082566672847950717262222e-04
    121  1.1  ragge #define Pa4	 8.41428560346653702135821806252e-04
    122  1.1  ragge #define Pa5	-1.89773526463879200348872089421e-03
    123  1.1  ragge #define Pa6	 5.69394463439411649408050664078e-03
    124  1.1  ragge #define Pa7	-1.44705562421428915453880392761e-02
    125  1.1  ragge 
    126  1.1  ragge static const double zero = 0., one = 1.0, tiny = 1e-300;
    127  1.1  ragge static int endian;
    128  1.1  ragge /*
    129  1.1  ragge  * TRUNC sets trailing bits in a floating-point number to zero.
    130  1.1  ragge  * is a temporary variable.
    131  1.1  ragge  */
    132  1.3   matt #if defined(__vax__) || defined(tahoe)
    133  1.1  ragge #define _IEEE		0
    134  1.1  ragge #define TRUNC(x)	x = (double) (float) (x)
    135  1.1  ragge #else
    136  1.1  ragge #define _IEEE		1
    137  1.1  ragge #define TRUNC(x)	*(((int *) &x) + endian) &= 0xf8000000
    138  1.1  ragge #define infnan(x)	0.0
    139  1.1  ragge #endif
    140  1.1  ragge 
    141  1.1  ragge double
    142  1.1  ragge gamma(x)
    143  1.1  ragge 	double x;
    144  1.1  ragge {
    145  1.2  ragge 	double b;
    146  1.1  ragge 	struct Double u;
    147  1.1  ragge 	endian = (*(int *) &one) ? 1 : 0;
    148  1.1  ragge 
    149  1.1  ragge 	if (x >= 6) {
    150  1.1  ragge 		if(x > 171.63)
    151  1.1  ragge 			return(one/zero);
    152  1.1  ragge 		u = large_gam(x);
    153  1.1  ragge 		return(__exp__D(u.a, u.b));
    154  1.3   matt 	} else if (x >= 1.0 + LEFT + x0) {
    155  1.1  ragge 		return (small_gam(x));
    156  1.3   matt 	} else if (x > 1.e-17) {
    157  1.1  ragge 		return (smaller_gam(x));
    158  1.3   matt 	} else if (x > -1.e-17) {
    159  1.3   matt 		if (x == 0.0) {
    160  1.1  ragge 			if (!_IEEE) return (infnan(ERANGE));
    161  1.1  ragge 			else return (one/x);
    162  1.3   matt 		}
    163  1.2  ragge 		b =one+1e-20;		/* Raise inexact flag. ??? -ragge */
    164  1.1  ragge 		return (one/x);
    165  1.1  ragge 	} else if (!finite(x)) {
    166  1.1  ragge 		if (_IEEE)		/* x = NaN, -Inf */
    167  1.1  ragge 			return (x*x);
    168  1.1  ragge 		else
    169  1.1  ragge 			return (infnan(EDOM));
    170  1.1  ragge 	 } else
    171  1.1  ragge 		return (neg_gam(x));
    172  1.1  ragge }
    173  1.1  ragge /*
    174  1.1  ragge  * Accurate to max(ulp(1/128) absolute, 2^-66 relative) error.
    175  1.1  ragge  */
    176  1.1  ragge static struct Double
    177  1.1  ragge large_gam(x)
    178  1.1  ragge 	double x;
    179  1.1  ragge {
    180  1.1  ragge 	double z, p;
    181  1.1  ragge 	struct Double t, u, v;
    182  1.1  ragge 
    183  1.1  ragge 	z = one/(x*x);
    184  1.1  ragge 	p = Pa0+z*(Pa1+z*(Pa2+z*(Pa3+z*(Pa4+z*(Pa5+z*(Pa6+z*Pa7))))));
    185  1.1  ragge 	p = p/x;
    186  1.1  ragge 
    187  1.1  ragge 	u = __log__D(x);
    188  1.1  ragge 	u.a -= one;
    189  1.1  ragge 	v.a = (x -= .5);
    190  1.1  ragge 	TRUNC(v.a);
    191  1.1  ragge 	v.b = x - v.a;
    192  1.1  ragge 	t.a = v.a*u.a;			/* t = (x-.5)*(log(x)-1) */
    193  1.1  ragge 	t.b = v.b*u.a + x*u.b;
    194  1.1  ragge 	/* return t.a + t.b + lns2pi_hi + lns2pi_lo + p */
    195  1.1  ragge 	t.b += lns2pi_lo; t.b += p;
    196  1.1  ragge 	u.a = lns2pi_hi + t.b; u.a += t.a;
    197  1.1  ragge 	u.b = t.a - u.a;
    198  1.1  ragge 	u.b += lns2pi_hi; u.b += t.b;
    199  1.1  ragge 	return (u);
    200  1.1  ragge }
    201  1.1  ragge /*
    202  1.1  ragge  * Good to < 1 ulp.  (provably .90 ulp; .87 ulp on 1,000,000 runs.)
    203  1.1  ragge  * It also has correct monotonicity.
    204  1.1  ragge  */
    205  1.1  ragge static double
    206  1.1  ragge small_gam(x)
    207  1.1  ragge 	double x;
    208  1.1  ragge {
    209  1.2  ragge 	double y, ym1, t;
    210  1.1  ragge 	struct Double yy, r;
    211  1.1  ragge 	y = x - one;
    212  1.1  ragge 	ym1 = y - one;
    213  1.1  ragge 	if (y <= 1.0 + (LEFT + x0)) {
    214  1.1  ragge 		yy = ratfun_gam(y - x0, 0);
    215  1.1  ragge 		return (yy.a + yy.b);
    216  1.1  ragge 	}
    217  1.1  ragge 	r.a = y;
    218  1.1  ragge 	TRUNC(r.a);
    219  1.1  ragge 	yy.a = r.a - one;
    220  1.1  ragge 	y = ym1;
    221  1.1  ragge 	yy.b = r.b = y - yy.a;
    222  1.1  ragge 	/* Argument reduction: G(x+1) = x*G(x) */
    223  1.1  ragge 	for (ym1 = y-one; ym1 > LEFT + x0; y = ym1--, yy.a--) {
    224  1.1  ragge 		t = r.a*yy.a;
    225  1.1  ragge 		r.b = r.a*yy.b + y*r.b;
    226  1.1  ragge 		r.a = t;
    227  1.1  ragge 		TRUNC(r.a);
    228  1.1  ragge 		r.b += (t - r.a);
    229  1.1  ragge 	}
    230  1.1  ragge 	/* Return r*gamma(y). */
    231  1.1  ragge 	yy = ratfun_gam(y - x0, 0);
    232  1.1  ragge 	y = r.b*(yy.a + yy.b) + r.a*yy.b;
    233  1.1  ragge 	y += yy.a*r.a;
    234  1.1  ragge 	return (y);
    235  1.1  ragge }
    236  1.1  ragge /*
    237  1.1  ragge  * Good on (0, 1+x0+LEFT].  Accurate to 1ulp.
    238  1.1  ragge  */
    239  1.1  ragge static double
    240  1.1  ragge smaller_gam(x)
    241  1.1  ragge 	double x;
    242  1.1  ragge {
    243  1.1  ragge 	double t, d;
    244  1.1  ragge 	struct Double r, xx;
    245  1.1  ragge 	if (x < x0 + LEFT) {
    246  1.1  ragge 		t = x, TRUNC(t);
    247  1.1  ragge 		d = (t+x)*(x-t);
    248  1.1  ragge 		t *= t;
    249  1.1  ragge 		xx.a = (t + x), TRUNC(xx.a);
    250  1.1  ragge 		xx.b = x - xx.a; xx.b += t; xx.b += d;
    251  1.1  ragge 		t = (one-x0); t += x;
    252  1.1  ragge 		d = (one-x0); d -= t; d += x;
    253  1.1  ragge 		x = xx.a + xx.b;
    254  1.1  ragge 	} else {
    255  1.1  ragge 		xx.a =  x, TRUNC(xx.a);
    256  1.1  ragge 		xx.b = x - xx.a;
    257  1.1  ragge 		t = x - x0;
    258  1.1  ragge 		d = (-x0 -t); d += x;
    259  1.1  ragge 	}
    260  1.1  ragge 	r = ratfun_gam(t, d);
    261  1.1  ragge 	d = r.a/x, TRUNC(d);
    262  1.1  ragge 	r.a -= d*xx.a; r.a -= d*xx.b; r.a += r.b;
    263  1.1  ragge 	return (d + r.a/x);
    264  1.1  ragge }
    265  1.1  ragge /*
    266  1.1  ragge  * returns (z+c)^2 * P(z)/Q(z) + a0
    267  1.1  ragge  */
    268  1.1  ragge static struct Double
    269  1.1  ragge ratfun_gam(z, c)
    270  1.1  ragge 	double z, c;
    271  1.1  ragge {
    272  1.1  ragge 	double p, q;
    273  1.1  ragge 	struct Double r, t;
    274  1.1  ragge 
    275  1.1  ragge 	q = Q0 +z*(Q1+z*(Q2+z*(Q3+z*(Q4+z*(Q5+z*(Q6+z*(Q7+z*Q8)))))));
    276  1.1  ragge 	p = P0 + z*(P1 + z*(P2 + z*(P3 + z*P4)));
    277  1.1  ragge 
    278  1.1  ragge 	/* return r.a + r.b = a0 + (z+c)^2*p/q, with r.a truncated to 26 bits. */
    279  1.1  ragge 	p = p/q;
    280  1.1  ragge 	t.a = z, TRUNC(t.a);		/* t ~= z + c */
    281  1.1  ragge 	t.b = (z - t.a) + c;
    282  1.1  ragge 	t.b *= (t.a + z);
    283  1.1  ragge 	q = (t.a *= t.a);		/* t = (z+c)^2 */
    284  1.1  ragge 	TRUNC(t.a);
    285  1.1  ragge 	t.b += (q - t.a);
    286  1.1  ragge 	r.a = p, TRUNC(r.a);		/* r = P/Q */
    287  1.1  ragge 	r.b = p - r.a;
    288  1.1  ragge 	t.b = t.b*p + t.a*r.b + a0_lo;
    289  1.1  ragge 	t.a *= r.a;			/* t = (z+c)^2*(P/Q) */
    290  1.1  ragge 	r.a = t.a + a0_hi, TRUNC(r.a);
    291  1.1  ragge 	r.b = ((a0_hi-r.a) + t.a) + t.b;
    292  1.1  ragge 	return (r);			/* r = a0 + t */
    293  1.1  ragge }
    294  1.1  ragge 
    295  1.1  ragge static double
    296  1.1  ragge neg_gam(x)
    297  1.1  ragge 	double x;
    298  1.1  ragge {
    299  1.1  ragge 	int sgn = 1;
    300  1.1  ragge 	struct Double lg, lsine;
    301  1.1  ragge 	double y, z;
    302  1.1  ragge 
    303  1.1  ragge 	y = floor(x + .5);
    304  1.3   matt 	if (y == x) {		/* Negative integer. */
    305  1.1  ragge 		if(!_IEEE)
    306  1.1  ragge 			return (infnan(ERANGE));
    307  1.1  ragge 		else
    308  1.1  ragge 			return (one/zero);
    309  1.3   matt 	}
    310  1.1  ragge 	z = fabs(x - y);
    311  1.1  ragge 	y = .5*ceil(x);
    312  1.1  ragge 	if (y == ceil(y))
    313  1.1  ragge 		sgn = -1;
    314  1.1  ragge 	if (z < .25)
    315  1.1  ragge 		z = sin(M_PI*z);
    316  1.1  ragge 	else
    317  1.1  ragge 		z = cos(M_PI*(0.5-z));
    318  1.1  ragge 	/* Special case: G(1-x) = Inf; G(x) may be nonzero. */
    319  1.1  ragge 	if (x < -170) {
    320  1.1  ragge 		if (x < -190)
    321  1.1  ragge 			return ((double)sgn*tiny*tiny);
    322  1.1  ragge 		y = one - x;		/* exact: 128 < |x| < 255 */
    323  1.1  ragge 		lg = large_gam(y);
    324  1.1  ragge 		lsine = __log__D(M_PI/z);	/* = TRUNC(log(u)) + small */
    325  1.1  ragge 		lg.a -= lsine.a;		/* exact (opposite signs) */
    326  1.1  ragge 		lg.b -= lsine.b;
    327  1.1  ragge 		y = -(lg.a + lg.b);
    328  1.1  ragge 		z = (y + lg.a) + lg.b;
    329  1.1  ragge 		y = __exp__D(y, z);
    330  1.1  ragge 		if (sgn < 0) y = -y;
    331  1.1  ragge 		return (y);
    332  1.1  ragge 	}
    333  1.1  ragge 	y = one-x;
    334  1.1  ragge 	if (one-y == x)
    335  1.1  ragge 		y = gamma(y);
    336  1.1  ragge 	else		/* 1-x is inexact */
    337  1.1  ragge 		y = -x*gamma(-x);
    338  1.1  ragge 	if (sgn < 0) y = -y;
    339  1.1  ragge 	return (M_PI / (y*z));
    340  1.1  ragge }
    341