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n_gamma.c revision 1.3.12.1
      1  1.3.12.1  lukem /*      $NetBSD: n_gamma.c,v 1.3.12.1 2002/06/18 13:39:31 lukem 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  1.3.12.1  lukem static double neg_gam (double);
     83  1.3.12.1  lukem static double small_gam (double);
     84  1.3.12.1  lukem static double smaller_gam (double);
     85  1.3.12.1  lukem static struct Double large_gam (double);
     86  1.3.12.1  lukem static struct Double ratfun_gam (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 /*
    128       1.1  ragge  * TRUNC sets trailing bits in a floating-point number to zero.
    129       1.1  ragge  * is a temporary variable.
    130       1.1  ragge  */
    131       1.3   matt #if defined(__vax__) || defined(tahoe)
    132       1.1  ragge #define _IEEE		0
    133       1.1  ragge #define TRUNC(x)	x = (double) (float) (x)
    134       1.1  ragge #else
    135  1.3.12.1  lukem static int endian;
    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  1.3.12.1  lukem #if _IEEE
    148  1.3.12.1  lukem 	int endian = (*(int *) &one) ? 1 : 0;
    149  1.3.12.1  lukem #endif
    150       1.1  ragge 
    151       1.1  ragge 	if (x >= 6) {
    152       1.1  ragge 		if(x > 171.63)
    153       1.1  ragge 			return(one/zero);
    154       1.1  ragge 		u = large_gam(x);
    155       1.1  ragge 		return(__exp__D(u.a, u.b));
    156       1.3   matt 	} else if (x >= 1.0 + LEFT + x0) {
    157       1.1  ragge 		return (small_gam(x));
    158       1.3   matt 	} else if (x > 1.e-17) {
    159       1.1  ragge 		return (smaller_gam(x));
    160       1.3   matt 	} else if (x > -1.e-17) {
    161       1.3   matt 		if (x == 0.0) {
    162       1.1  ragge 			if (!_IEEE) return (infnan(ERANGE));
    163       1.1  ragge 			else return (one/x);
    164       1.3   matt 		}
    165       1.2  ragge 		b =one+1e-20;		/* Raise inexact flag. ??? -ragge */
    166       1.1  ragge 		return (one/x);
    167       1.1  ragge 	} else if (!finite(x)) {
    168       1.1  ragge 		if (_IEEE)		/* x = NaN, -Inf */
    169       1.1  ragge 			return (x*x);
    170       1.1  ragge 		else
    171       1.1  ragge 			return (infnan(EDOM));
    172       1.1  ragge 	 } else
    173       1.1  ragge 		return (neg_gam(x));
    174       1.1  ragge }
    175       1.1  ragge /*
    176       1.1  ragge  * Accurate to max(ulp(1/128) absolute, 2^-66 relative) error.
    177       1.1  ragge  */
    178       1.1  ragge static struct Double
    179  1.3.12.1  lukem large_gam(double x)
    180       1.1  ragge {
    181       1.1  ragge 	double z, p;
    182       1.1  ragge 	struct Double t, u, v;
    183       1.1  ragge 
    184       1.1  ragge 	z = one/(x*x);
    185       1.1  ragge 	p = Pa0+z*(Pa1+z*(Pa2+z*(Pa3+z*(Pa4+z*(Pa5+z*(Pa6+z*Pa7))))));
    186       1.1  ragge 	p = p/x;
    187       1.1  ragge 
    188       1.1  ragge 	u = __log__D(x);
    189       1.1  ragge 	u.a -= one;
    190       1.1  ragge 	v.a = (x -= .5);
    191       1.1  ragge 	TRUNC(v.a);
    192       1.1  ragge 	v.b = x - v.a;
    193       1.1  ragge 	t.a = v.a*u.a;			/* t = (x-.5)*(log(x)-1) */
    194       1.1  ragge 	t.b = v.b*u.a + x*u.b;
    195       1.1  ragge 	/* return t.a + t.b + lns2pi_hi + lns2pi_lo + p */
    196       1.1  ragge 	t.b += lns2pi_lo; t.b += p;
    197       1.1  ragge 	u.a = lns2pi_hi + t.b; u.a += t.a;
    198       1.1  ragge 	u.b = t.a - u.a;
    199       1.1  ragge 	u.b += lns2pi_hi; u.b += t.b;
    200       1.1  ragge 	return (u);
    201       1.1  ragge }
    202       1.1  ragge /*
    203       1.1  ragge  * Good to < 1 ulp.  (provably .90 ulp; .87 ulp on 1,000,000 runs.)
    204       1.1  ragge  * It also has correct monotonicity.
    205       1.1  ragge  */
    206       1.1  ragge static double
    207  1.3.12.1  lukem small_gam(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  1.3.12.1  lukem smaller_gam(double x)
    241       1.1  ragge {
    242       1.1  ragge 	double t, d;
    243       1.1  ragge 	struct Double r, xx;
    244       1.1  ragge 	if (x < x0 + LEFT) {
    245       1.1  ragge 		t = x, TRUNC(t);
    246       1.1  ragge 		d = (t+x)*(x-t);
    247       1.1  ragge 		t *= t;
    248       1.1  ragge 		xx.a = (t + x), TRUNC(xx.a);
    249       1.1  ragge 		xx.b = x - xx.a; xx.b += t; xx.b += d;
    250       1.1  ragge 		t = (one-x0); t += x;
    251       1.1  ragge 		d = (one-x0); d -= t; d += x;
    252       1.1  ragge 		x = xx.a + xx.b;
    253       1.1  ragge 	} else {
    254       1.1  ragge 		xx.a =  x, TRUNC(xx.a);
    255       1.1  ragge 		xx.b = x - xx.a;
    256       1.1  ragge 		t = x - x0;
    257       1.1  ragge 		d = (-x0 -t); d += x;
    258       1.1  ragge 	}
    259       1.1  ragge 	r = ratfun_gam(t, d);
    260       1.1  ragge 	d = r.a/x, TRUNC(d);
    261       1.1  ragge 	r.a -= d*xx.a; r.a -= d*xx.b; r.a += r.b;
    262       1.1  ragge 	return (d + r.a/x);
    263       1.1  ragge }
    264       1.1  ragge /*
    265       1.1  ragge  * returns (z+c)^2 * P(z)/Q(z) + a0
    266       1.1  ragge  */
    267       1.1  ragge static struct Double
    268  1.3.12.1  lukem ratfun_gam(double z, double c)
    269       1.1  ragge {
    270       1.1  ragge 	double p, q;
    271       1.1  ragge 	struct Double r, t;
    272       1.1  ragge 
    273       1.1  ragge 	q = Q0 +z*(Q1+z*(Q2+z*(Q3+z*(Q4+z*(Q5+z*(Q6+z*(Q7+z*Q8)))))));
    274       1.1  ragge 	p = P0 + z*(P1 + z*(P2 + z*(P3 + z*P4)));
    275       1.1  ragge 
    276       1.1  ragge 	/* return r.a + r.b = a0 + (z+c)^2*p/q, with r.a truncated to 26 bits. */
    277       1.1  ragge 	p = p/q;
    278       1.1  ragge 	t.a = z, TRUNC(t.a);		/* t ~= z + c */
    279       1.1  ragge 	t.b = (z - t.a) + c;
    280       1.1  ragge 	t.b *= (t.a + z);
    281       1.1  ragge 	q = (t.a *= t.a);		/* t = (z+c)^2 */
    282       1.1  ragge 	TRUNC(t.a);
    283       1.1  ragge 	t.b += (q - t.a);
    284       1.1  ragge 	r.a = p, TRUNC(r.a);		/* r = P/Q */
    285       1.1  ragge 	r.b = p - r.a;
    286       1.1  ragge 	t.b = t.b*p + t.a*r.b + a0_lo;
    287       1.1  ragge 	t.a *= r.a;			/* t = (z+c)^2*(P/Q) */
    288       1.1  ragge 	r.a = t.a + a0_hi, TRUNC(r.a);
    289       1.1  ragge 	r.b = ((a0_hi-r.a) + t.a) + t.b;
    290       1.1  ragge 	return (r);			/* r = a0 + t */
    291       1.1  ragge }
    292       1.1  ragge 
    293       1.1  ragge static double
    294  1.3.12.1  lukem neg_gam(double x)
    295       1.1  ragge {
    296       1.1  ragge 	int sgn = 1;
    297       1.1  ragge 	struct Double lg, lsine;
    298       1.1  ragge 	double y, z;
    299       1.1  ragge 
    300       1.1  ragge 	y = floor(x + .5);
    301       1.3   matt 	if (y == x) {		/* Negative integer. */
    302       1.1  ragge 		if(!_IEEE)
    303       1.1  ragge 			return (infnan(ERANGE));
    304       1.1  ragge 		else
    305       1.1  ragge 			return (one/zero);
    306       1.3   matt 	}
    307       1.1  ragge 	z = fabs(x - y);
    308       1.1  ragge 	y = .5*ceil(x);
    309       1.1  ragge 	if (y == ceil(y))
    310       1.1  ragge 		sgn = -1;
    311       1.1  ragge 	if (z < .25)
    312       1.1  ragge 		z = sin(M_PI*z);
    313       1.1  ragge 	else
    314       1.1  ragge 		z = cos(M_PI*(0.5-z));
    315       1.1  ragge 	/* Special case: G(1-x) = Inf; G(x) may be nonzero. */
    316       1.1  ragge 	if (x < -170) {
    317       1.1  ragge 		if (x < -190)
    318       1.1  ragge 			return ((double)sgn*tiny*tiny);
    319       1.1  ragge 		y = one - x;		/* exact: 128 < |x| < 255 */
    320       1.1  ragge 		lg = large_gam(y);
    321       1.1  ragge 		lsine = __log__D(M_PI/z);	/* = TRUNC(log(u)) + small */
    322       1.1  ragge 		lg.a -= lsine.a;		/* exact (opposite signs) */
    323       1.1  ragge 		lg.b -= lsine.b;
    324       1.1  ragge 		y = -(lg.a + lg.b);
    325       1.1  ragge 		z = (y + lg.a) + lg.b;
    326       1.1  ragge 		y = __exp__D(y, z);
    327       1.1  ragge 		if (sgn < 0) y = -y;
    328       1.1  ragge 		return (y);
    329       1.1  ragge 	}
    330       1.1  ragge 	y = one-x;
    331       1.1  ragge 	if (one-y == x)
    332       1.1  ragge 		y = gamma(y);
    333       1.1  ragge 	else		/* 1-x is inexact */
    334       1.1  ragge 		y = -x*gamma(-x);
    335       1.1  ragge 	if (sgn < 0) y = -y;
    336       1.1  ragge 	return (M_PI / (y*z));
    337       1.1  ragge }
    338