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n_gamma.c revision 1.7.2.2
      1  1.7.2.2      yamt /*      $NetBSD: n_gamma.c,v 1.7.2.2 2014/05/22 11:36:57 yamt 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      1.5       agc  * 3. Neither the name of the University nor the names of its contributors
     15      1.1     ragge  *    may be used to endorse or promote products derived from this software
     16      1.1     ragge  *    without specific prior written permission.
     17      1.1     ragge  *
     18      1.1     ragge  * THIS SOFTWARE IS PROVIDED BY THE REGENTS AND CONTRIBUTORS ``AS IS'' AND
     19      1.1     ragge  * ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
     20      1.1     ragge  * IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
     21      1.1     ragge  * ARE DISCLAIMED.  IN NO EVENT SHALL THE REGENTS OR CONTRIBUTORS BE LIABLE
     22      1.1     ragge  * FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL
     23      1.1     ragge  * DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS
     24      1.1     ragge  * OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION)
     25      1.1     ragge  * HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT
     26      1.1     ragge  * LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY
     27      1.1     ragge  * OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF
     28      1.1     ragge  * SUCH DAMAGE.
     29      1.1     ragge  */
     30      1.1     ragge 
     31      1.1     ragge #ifndef lint
     32      1.2     ragge #if 0
     33      1.1     ragge static char sccsid[] = "@(#)gamma.c	8.1 (Berkeley) 6/4/93";
     34      1.2     ragge #endif
     35      1.1     ragge #endif /* not lint */
     36      1.1     ragge 
     37      1.1     ragge /*
     38      1.1     ragge  * This code by P. McIlroy, Oct 1992;
     39      1.1     ragge  *
     40      1.6       wiz  * The financial support of UUNET Communications Services is gratefully
     41      1.1     ragge  * acknowledged.
     42      1.1     ragge  */
     43      1.1     ragge 
     44      1.1     ragge #include <math.h>
     45      1.1     ragge #include "mathimpl.h"
     46      1.1     ragge #include <errno.h>
     47      1.1     ragge 
     48      1.1     ragge /* METHOD:
     49      1.1     ragge  * x < 0: Use reflection formula, G(x) = pi/(sin(pi*x)*x*G(x))
     50      1.1     ragge  * 	At negative integers, return +Inf, and set errno.
     51      1.1     ragge  *
     52      1.1     ragge  * x < 6.5:
     53      1.1     ragge  *	Use argument reduction G(x+1) = xG(x) to reach the
     54      1.1     ragge  *	range [1.066124,2.066124].  Use a rational
     55      1.1     ragge  *	approximation centered at the minimum (x0+1) to
     56      1.1     ragge  *	ensure monotonicity.
     57      1.1     ragge  *
     58      1.1     ragge  * x >= 6.5: Use the asymptotic approximation (Stirling's formula)
     59      1.1     ragge  *	adjusted for equal-ripples:
     60      1.1     ragge  *
     61      1.1     ragge  *	log(G(x)) ~= (x-.5)*(log(x)-1) + .5(log(2*pi)-1) + 1/x*P(1/(x*x))
     62      1.1     ragge  *
     63      1.1     ragge  *	Keep extra precision in multiplying (x-.5)(log(x)-1), to
     64      1.1     ragge  *	avoid premature round-off.
     65      1.1     ragge  *
     66      1.1     ragge  * Special values:
     67      1.1     ragge  *	non-positive integer:	Set overflow trap; return +Inf;
     68      1.1     ragge  *	x > 171.63:		Set overflow trap; return +Inf;
     69      1.1     ragge  *	NaN: 			Set invalid trap;  return NaN
     70      1.1     ragge  *
     71      1.1     ragge  * Accuracy: Gamma(x) is accurate to within
     72      1.1     ragge  *	x > 0:  error provably < 0.9ulp.
     73      1.1     ragge  *	Maximum observed in 1,000,000 trials was .87ulp.
     74      1.1     ragge  *	x < 0:
     75      1.1     ragge  *	Maximum observed error < 4ulp in 1,000,000 trials.
     76      1.1     ragge  */
     77      1.1     ragge 
     78      1.4      matt static double neg_gam (double);
     79      1.4      matt static double small_gam (double);
     80      1.4      matt static double smaller_gam (double);
     81      1.4      matt static struct Double large_gam (double);
     82      1.4      matt static struct Double ratfun_gam (double, double);
     83      1.1     ragge 
     84      1.1     ragge /*
     85      1.1     ragge  * Rational approximation, A0 + x*x*P(x)/Q(x), on the interval
     86      1.1     ragge  * [1.066.., 2.066..] accurate to 4.25e-19.
     87      1.1     ragge  */
     88      1.1     ragge #define LEFT -.3955078125	/* left boundary for rat. approx */
     89      1.1     ragge #define x0 .461632144968362356785	/* xmin - 1 */
     90      1.1     ragge 
     91      1.1     ragge #define a0_hi 0.88560319441088874992
     92      1.1     ragge #define a0_lo -.00000000000000004996427036469019695
     93      1.1     ragge #define P0	 6.21389571821820863029017800727e-01
     94      1.1     ragge #define P1	 2.65757198651533466104979197553e-01
     95      1.1     ragge #define P2	 5.53859446429917461063308081748e-03
     96      1.1     ragge #define P3	 1.38456698304096573887145282811e-03
     97      1.1     ragge #define P4	 2.40659950032711365819348969808e-03
     98      1.1     ragge #define Q0	 1.45019531250000000000000000000e+00
     99      1.1     ragge #define Q1	 1.06258521948016171343454061571e+00
    100      1.1     ragge #define Q2	-2.07474561943859936441469926649e-01
    101      1.1     ragge #define Q3	-1.46734131782005422506287573015e-01
    102      1.1     ragge #define Q4	 3.07878176156175520361557573779e-02
    103      1.1     ragge #define Q5	 5.12449347980666221336054633184e-03
    104      1.1     ragge #define Q6	-1.76012741431666995019222898833e-03
    105      1.1     ragge #define Q7	 9.35021023573788935372153030556e-05
    106      1.1     ragge #define Q8	 6.13275507472443958924745652239e-06
    107      1.1     ragge /*
    108      1.1     ragge  * Constants for large x approximation (x in [6, Inf])
    109      1.1     ragge  * (Accurate to 2.8*10^-19 absolute)
    110      1.1     ragge  */
    111      1.1     ragge #define lns2pi_hi 0.418945312500000
    112      1.1     ragge #define lns2pi_lo -.000006779295327258219670263595
    113      1.1     ragge #define Pa0	 8.33333333333333148296162562474e-02
    114      1.1     ragge #define Pa1	-2.77777777774548123579378966497e-03
    115      1.1     ragge #define Pa2	 7.93650778754435631476282786423e-04
    116      1.1     ragge #define Pa3	-5.95235082566672847950717262222e-04
    117      1.1     ragge #define Pa4	 8.41428560346653702135821806252e-04
    118      1.1     ragge #define Pa5	-1.89773526463879200348872089421e-03
    119      1.1     ragge #define Pa6	 5.69394463439411649408050664078e-03
    120      1.1     ragge #define Pa7	-1.44705562421428915453880392761e-02
    121      1.1     ragge 
    122      1.7  christos static const double zero = 0., one = 1.0, tiny = _TINY;
    123      1.1     ragge /*
    124      1.1     ragge  * TRUNC sets trailing bits in a floating-point number to zero.
    125      1.1     ragge  * is a temporary variable.
    126      1.1     ragge  */
    127      1.3      matt #if defined(__vax__) || defined(tahoe)
    128      1.1     ragge #define _IEEE		0
    129      1.1     ragge #define TRUNC(x)	x = (double) (float) (x)
    130      1.1     ragge #else
    131      1.4      matt static int endian;
    132      1.1     ragge #define _IEEE		1
    133      1.1     ragge #define TRUNC(x)	*(((int *) &x) + endian) &= 0xf8000000
    134      1.1     ragge #define infnan(x)	0.0
    135      1.1     ragge #endif
    136      1.1     ragge 
    137      1.1     ragge double
    138  1.7.2.1      yamt gamma(double x)
    139      1.1     ragge {
    140      1.2     ragge 	double b;
    141      1.1     ragge 	struct Double u;
    142      1.4      matt #if _IEEE
    143      1.4      matt 	int endian = (*(int *) &one) ? 1 : 0;
    144      1.4      matt #endif
    145      1.1     ragge 
    146      1.1     ragge 	if (x >= 6) {
    147      1.1     ragge 		if(x > 171.63)
    148      1.1     ragge 			return(one/zero);
    149      1.1     ragge 		u = large_gam(x);
    150      1.1     ragge 		return(__exp__D(u.a, u.b));
    151      1.3      matt 	} else if (x >= 1.0 + LEFT + x0) {
    152      1.1     ragge 		return (small_gam(x));
    153      1.3      matt 	} else if (x > 1.e-17) {
    154      1.1     ragge 		return (smaller_gam(x));
    155      1.3      matt 	} else if (x > -1.e-17) {
    156      1.3      matt 		if (x == 0.0) {
    157      1.1     ragge 			if (!_IEEE) return (infnan(ERANGE));
    158      1.1     ragge 			else return (one/x);
    159      1.3      matt 		}
    160      1.2     ragge 		b =one+1e-20;		/* Raise inexact flag. ??? -ragge */
    161  1.7.2.2      yamt 		__USE(b);
    162      1.1     ragge 		return (one/x);
    163      1.1     ragge 	} else if (!finite(x)) {
    164      1.1     ragge 		if (_IEEE)		/* x = NaN, -Inf */
    165      1.1     ragge 			return (x*x);
    166      1.1     ragge 		else
    167      1.1     ragge 			return (infnan(EDOM));
    168      1.1     ragge 	 } else
    169      1.1     ragge 		return (neg_gam(x));
    170      1.1     ragge }
    171      1.1     ragge /*
    172      1.1     ragge  * Accurate to max(ulp(1/128) absolute, 2^-66 relative) error.
    173      1.1     ragge  */
    174      1.1     ragge static struct Double
    175      1.4      matt large_gam(double x)
    176      1.1     ragge {
    177      1.1     ragge 	double z, p;
    178      1.1     ragge 	struct Double t, u, v;
    179      1.1     ragge 
    180      1.1     ragge 	z = one/(x*x);
    181      1.1     ragge 	p = Pa0+z*(Pa1+z*(Pa2+z*(Pa3+z*(Pa4+z*(Pa5+z*(Pa6+z*Pa7))))));
    182      1.1     ragge 	p = p/x;
    183      1.1     ragge 
    184      1.1     ragge 	u = __log__D(x);
    185      1.1     ragge 	u.a -= one;
    186      1.1     ragge 	v.a = (x -= .5);
    187      1.1     ragge 	TRUNC(v.a);
    188      1.1     ragge 	v.b = x - v.a;
    189      1.1     ragge 	t.a = v.a*u.a;			/* t = (x-.5)*(log(x)-1) */
    190      1.1     ragge 	t.b = v.b*u.a + x*u.b;
    191      1.1     ragge 	/* return t.a + t.b + lns2pi_hi + lns2pi_lo + p */
    192      1.1     ragge 	t.b += lns2pi_lo; t.b += p;
    193      1.1     ragge 	u.a = lns2pi_hi + t.b; u.a += t.a;
    194      1.1     ragge 	u.b = t.a - u.a;
    195      1.1     ragge 	u.b += lns2pi_hi; u.b += t.b;
    196      1.1     ragge 	return (u);
    197      1.1     ragge }
    198      1.1     ragge /*
    199      1.1     ragge  * Good to < 1 ulp.  (provably .90 ulp; .87 ulp on 1,000,000 runs.)
    200      1.1     ragge  * It also has correct monotonicity.
    201      1.1     ragge  */
    202      1.1     ragge static double
    203      1.4      matt small_gam(double x)
    204      1.1     ragge {
    205      1.2     ragge 	double y, ym1, t;
    206      1.1     ragge 	struct Double yy, r;
    207      1.1     ragge 	y = x - one;
    208      1.1     ragge 	ym1 = y - one;
    209      1.1     ragge 	if (y <= 1.0 + (LEFT + x0)) {
    210      1.1     ragge 		yy = ratfun_gam(y - x0, 0);
    211      1.1     ragge 		return (yy.a + yy.b);
    212      1.1     ragge 	}
    213      1.1     ragge 	r.a = y;
    214      1.1     ragge 	TRUNC(r.a);
    215      1.1     ragge 	yy.a = r.a - one;
    216      1.1     ragge 	y = ym1;
    217      1.1     ragge 	yy.b = r.b = y - yy.a;
    218      1.1     ragge 	/* Argument reduction: G(x+1) = x*G(x) */
    219      1.1     ragge 	for (ym1 = y-one; ym1 > LEFT + x0; y = ym1--, yy.a--) {
    220      1.1     ragge 		t = r.a*yy.a;
    221      1.1     ragge 		r.b = r.a*yy.b + y*r.b;
    222      1.1     ragge 		r.a = t;
    223      1.1     ragge 		TRUNC(r.a);
    224      1.1     ragge 		r.b += (t - r.a);
    225      1.1     ragge 	}
    226      1.1     ragge 	/* Return r*gamma(y). */
    227      1.1     ragge 	yy = ratfun_gam(y - x0, 0);
    228      1.1     ragge 	y = r.b*(yy.a + yy.b) + r.a*yy.b;
    229      1.1     ragge 	y += yy.a*r.a;
    230      1.1     ragge 	return (y);
    231      1.1     ragge }
    232      1.1     ragge /*
    233      1.1     ragge  * Good on (0, 1+x0+LEFT].  Accurate to 1ulp.
    234      1.1     ragge  */
    235      1.1     ragge static double
    236      1.4      matt smaller_gam(double x)
    237      1.1     ragge {
    238      1.1     ragge 	double t, d;
    239      1.1     ragge 	struct Double r, xx;
    240      1.1     ragge 	if (x < x0 + LEFT) {
    241      1.1     ragge 		t = x, TRUNC(t);
    242      1.1     ragge 		d = (t+x)*(x-t);
    243      1.1     ragge 		t *= t;
    244      1.1     ragge 		xx.a = (t + x), TRUNC(xx.a);
    245      1.1     ragge 		xx.b = x - xx.a; xx.b += t; xx.b += d;
    246      1.1     ragge 		t = (one-x0); t += x;
    247      1.1     ragge 		d = (one-x0); d -= t; d += x;
    248      1.1     ragge 		x = xx.a + xx.b;
    249      1.1     ragge 	} else {
    250      1.1     ragge 		xx.a =  x, TRUNC(xx.a);
    251      1.1     ragge 		xx.b = x - xx.a;
    252      1.1     ragge 		t = x - x0;
    253      1.1     ragge 		d = (-x0 -t); d += x;
    254      1.1     ragge 	}
    255      1.1     ragge 	r = ratfun_gam(t, d);
    256      1.1     ragge 	d = r.a/x, TRUNC(d);
    257      1.1     ragge 	r.a -= d*xx.a; r.a -= d*xx.b; r.a += r.b;
    258      1.1     ragge 	return (d + r.a/x);
    259      1.1     ragge }
    260      1.1     ragge /*
    261      1.1     ragge  * returns (z+c)^2 * P(z)/Q(z) + a0
    262      1.1     ragge  */
    263      1.1     ragge static struct Double
    264      1.4      matt ratfun_gam(double z, double c)
    265      1.1     ragge {
    266      1.1     ragge 	double p, q;
    267      1.1     ragge 	struct Double r, t;
    268      1.1     ragge 
    269      1.1     ragge 	q = Q0 +z*(Q1+z*(Q2+z*(Q3+z*(Q4+z*(Q5+z*(Q6+z*(Q7+z*Q8)))))));
    270      1.1     ragge 	p = P0 + z*(P1 + z*(P2 + z*(P3 + z*P4)));
    271      1.1     ragge 
    272      1.1     ragge 	/* return r.a + r.b = a0 + (z+c)^2*p/q, with r.a truncated to 26 bits. */
    273      1.1     ragge 	p = p/q;
    274      1.1     ragge 	t.a = z, TRUNC(t.a);		/* t ~= z + c */
    275      1.1     ragge 	t.b = (z - t.a) + c;
    276      1.1     ragge 	t.b *= (t.a + z);
    277      1.1     ragge 	q = (t.a *= t.a);		/* t = (z+c)^2 */
    278      1.1     ragge 	TRUNC(t.a);
    279      1.1     ragge 	t.b += (q - t.a);
    280      1.1     ragge 	r.a = p, TRUNC(r.a);		/* r = P/Q */
    281      1.1     ragge 	r.b = p - r.a;
    282      1.1     ragge 	t.b = t.b*p + t.a*r.b + a0_lo;
    283      1.1     ragge 	t.a *= r.a;			/* t = (z+c)^2*(P/Q) */
    284      1.1     ragge 	r.a = t.a + a0_hi, TRUNC(r.a);
    285      1.1     ragge 	r.b = ((a0_hi-r.a) + t.a) + t.b;
    286      1.1     ragge 	return (r);			/* r = a0 + t */
    287      1.1     ragge }
    288      1.1     ragge 
    289      1.1     ragge static double
    290      1.4      matt neg_gam(double x)
    291      1.1     ragge {
    292      1.1     ragge 	int sgn = 1;
    293      1.1     ragge 	struct Double lg, lsine;
    294      1.1     ragge 	double y, z;
    295      1.1     ragge 
    296      1.1     ragge 	y = floor(x + .5);
    297      1.3      matt 	if (y == x) {		/* Negative integer. */
    298      1.1     ragge 		if(!_IEEE)
    299      1.1     ragge 			return (infnan(ERANGE));
    300      1.1     ragge 		else
    301      1.1     ragge 			return (one/zero);
    302      1.3      matt 	}
    303      1.1     ragge 	z = fabs(x - y);
    304      1.1     ragge 	y = .5*ceil(x);
    305      1.1     ragge 	if (y == ceil(y))
    306      1.1     ragge 		sgn = -1;
    307      1.1     ragge 	if (z < .25)
    308      1.1     ragge 		z = sin(M_PI*z);
    309      1.1     ragge 	else
    310      1.1     ragge 		z = cos(M_PI*(0.5-z));
    311      1.1     ragge 	/* Special case: G(1-x) = Inf; G(x) may be nonzero. */
    312      1.1     ragge 	if (x < -170) {
    313      1.1     ragge 		if (x < -190)
    314      1.1     ragge 			return ((double)sgn*tiny*tiny);
    315      1.1     ragge 		y = one - x;		/* exact: 128 < |x| < 255 */
    316      1.1     ragge 		lg = large_gam(y);
    317      1.1     ragge 		lsine = __log__D(M_PI/z);	/* = TRUNC(log(u)) + small */
    318      1.1     ragge 		lg.a -= lsine.a;		/* exact (opposite signs) */
    319      1.1     ragge 		lg.b -= lsine.b;
    320      1.1     ragge 		y = -(lg.a + lg.b);
    321      1.1     ragge 		z = (y + lg.a) + lg.b;
    322      1.1     ragge 		y = __exp__D(y, z);
    323      1.1     ragge 		if (sgn < 0) y = -y;
    324      1.1     ragge 		return (y);
    325      1.1     ragge 	}
    326      1.1     ragge 	y = one-x;
    327      1.1     ragge 	if (one-y == x)
    328      1.1     ragge 		y = gamma(y);
    329      1.1     ragge 	else		/* 1-x is inexact */
    330      1.1     ragge 		y = -x*gamma(-x);
    331      1.1     ragge 	if (sgn < 0) y = -y;
    332      1.1     ragge 	return (M_PI / (y*z));
    333      1.1     ragge }
    334