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