n_gamma.c revision 1.8 1 1.8 abs /* $NetBSD: n_gamma.c,v 1.8 2012/06/08 11:13:33 abs 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 1.8 abs 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 1.1 ragge return (one/x);
162 1.1 ragge } else if (!finite(x)) {
163 1.1 ragge if (_IEEE) /* x = NaN, -Inf */
164 1.1 ragge return (x*x);
165 1.1 ragge else
166 1.1 ragge return (infnan(EDOM));
167 1.1 ragge } else
168 1.1 ragge return (neg_gam(x));
169 1.1 ragge }
170 1.1 ragge /*
171 1.1 ragge * Accurate to max(ulp(1/128) absolute, 2^-66 relative) error.
172 1.1 ragge */
173 1.1 ragge static struct Double
174 1.4 matt large_gam(double x)
175 1.1 ragge {
176 1.1 ragge double z, p;
177 1.1 ragge struct Double t, u, v;
178 1.1 ragge
179 1.1 ragge z = one/(x*x);
180 1.1 ragge p = Pa0+z*(Pa1+z*(Pa2+z*(Pa3+z*(Pa4+z*(Pa5+z*(Pa6+z*Pa7))))));
181 1.1 ragge p = p/x;
182 1.1 ragge
183 1.1 ragge u = __log__D(x);
184 1.1 ragge u.a -= one;
185 1.1 ragge v.a = (x -= .5);
186 1.1 ragge TRUNC(v.a);
187 1.1 ragge v.b = x - v.a;
188 1.1 ragge t.a = v.a*u.a; /* t = (x-.5)*(log(x)-1) */
189 1.1 ragge t.b = v.b*u.a + x*u.b;
190 1.1 ragge /* return t.a + t.b + lns2pi_hi + lns2pi_lo + p */
191 1.1 ragge t.b += lns2pi_lo; t.b += p;
192 1.1 ragge u.a = lns2pi_hi + t.b; u.a += t.a;
193 1.1 ragge u.b = t.a - u.a;
194 1.1 ragge u.b += lns2pi_hi; u.b += t.b;
195 1.1 ragge return (u);
196 1.1 ragge }
197 1.1 ragge /*
198 1.1 ragge * Good to < 1 ulp. (provably .90 ulp; .87 ulp on 1,000,000 runs.)
199 1.1 ragge * It also has correct monotonicity.
200 1.1 ragge */
201 1.1 ragge static double
202 1.4 matt small_gam(double x)
203 1.1 ragge {
204 1.2 ragge double y, ym1, t;
205 1.1 ragge struct Double yy, r;
206 1.1 ragge y = x - one;
207 1.1 ragge ym1 = y - one;
208 1.1 ragge if (y <= 1.0 + (LEFT + x0)) {
209 1.1 ragge yy = ratfun_gam(y - x0, 0);
210 1.1 ragge return (yy.a + yy.b);
211 1.1 ragge }
212 1.1 ragge r.a = y;
213 1.1 ragge TRUNC(r.a);
214 1.1 ragge yy.a = r.a - one;
215 1.1 ragge y = ym1;
216 1.1 ragge yy.b = r.b = y - yy.a;
217 1.1 ragge /* Argument reduction: G(x+1) = x*G(x) */
218 1.1 ragge for (ym1 = y-one; ym1 > LEFT + x0; y = ym1--, yy.a--) {
219 1.1 ragge t = r.a*yy.a;
220 1.1 ragge r.b = r.a*yy.b + y*r.b;
221 1.1 ragge r.a = t;
222 1.1 ragge TRUNC(r.a);
223 1.1 ragge r.b += (t - r.a);
224 1.1 ragge }
225 1.1 ragge /* Return r*gamma(y). */
226 1.1 ragge yy = ratfun_gam(y - x0, 0);
227 1.1 ragge y = r.b*(yy.a + yy.b) + r.a*yy.b;
228 1.1 ragge y += yy.a*r.a;
229 1.1 ragge return (y);
230 1.1 ragge }
231 1.1 ragge /*
232 1.1 ragge * Good on (0, 1+x0+LEFT]. Accurate to 1ulp.
233 1.1 ragge */
234 1.1 ragge static double
235 1.4 matt smaller_gam(double x)
236 1.1 ragge {
237 1.1 ragge double t, d;
238 1.1 ragge struct Double r, xx;
239 1.1 ragge if (x < x0 + LEFT) {
240 1.1 ragge t = x, TRUNC(t);
241 1.1 ragge d = (t+x)*(x-t);
242 1.1 ragge t *= t;
243 1.1 ragge xx.a = (t + x), TRUNC(xx.a);
244 1.1 ragge xx.b = x - xx.a; xx.b += t; xx.b += d;
245 1.1 ragge t = (one-x0); t += x;
246 1.1 ragge d = (one-x0); d -= t; d += x;
247 1.1 ragge x = xx.a + xx.b;
248 1.1 ragge } else {
249 1.1 ragge xx.a = x, TRUNC(xx.a);
250 1.1 ragge xx.b = x - xx.a;
251 1.1 ragge t = x - x0;
252 1.1 ragge d = (-x0 -t); d += x;
253 1.1 ragge }
254 1.1 ragge r = ratfun_gam(t, d);
255 1.1 ragge d = r.a/x, TRUNC(d);
256 1.1 ragge r.a -= d*xx.a; r.a -= d*xx.b; r.a += r.b;
257 1.1 ragge return (d + r.a/x);
258 1.1 ragge }
259 1.1 ragge /*
260 1.1 ragge * returns (z+c)^2 * P(z)/Q(z) + a0
261 1.1 ragge */
262 1.1 ragge static struct Double
263 1.4 matt ratfun_gam(double z, double c)
264 1.1 ragge {
265 1.1 ragge double p, q;
266 1.1 ragge struct Double r, t;
267 1.1 ragge
268 1.1 ragge q = Q0 +z*(Q1+z*(Q2+z*(Q3+z*(Q4+z*(Q5+z*(Q6+z*(Q7+z*Q8)))))));
269 1.1 ragge p = P0 + z*(P1 + z*(P2 + z*(P3 + z*P4)));
270 1.1 ragge
271 1.1 ragge /* return r.a + r.b = a0 + (z+c)^2*p/q, with r.a truncated to 26 bits. */
272 1.1 ragge p = p/q;
273 1.1 ragge t.a = z, TRUNC(t.a); /* t ~= z + c */
274 1.1 ragge t.b = (z - t.a) + c;
275 1.1 ragge t.b *= (t.a + z);
276 1.1 ragge q = (t.a *= t.a); /* t = (z+c)^2 */
277 1.1 ragge TRUNC(t.a);
278 1.1 ragge t.b += (q - t.a);
279 1.1 ragge r.a = p, TRUNC(r.a); /* r = P/Q */
280 1.1 ragge r.b = p - r.a;
281 1.1 ragge t.b = t.b*p + t.a*r.b + a0_lo;
282 1.1 ragge t.a *= r.a; /* t = (z+c)^2*(P/Q) */
283 1.1 ragge r.a = t.a + a0_hi, TRUNC(r.a);
284 1.1 ragge r.b = ((a0_hi-r.a) + t.a) + t.b;
285 1.1 ragge return (r); /* r = a0 + t */
286 1.1 ragge }
287 1.1 ragge
288 1.1 ragge static double
289 1.4 matt neg_gam(double x)
290 1.1 ragge {
291 1.1 ragge int sgn = 1;
292 1.1 ragge struct Double lg, lsine;
293 1.1 ragge double y, z;
294 1.1 ragge
295 1.1 ragge y = floor(x + .5);
296 1.3 matt if (y == x) { /* Negative integer. */
297 1.1 ragge if(!_IEEE)
298 1.1 ragge return (infnan(ERANGE));
299 1.1 ragge else
300 1.1 ragge return (one/zero);
301 1.3 matt }
302 1.1 ragge z = fabs(x - y);
303 1.1 ragge y = .5*ceil(x);
304 1.1 ragge if (y == ceil(y))
305 1.1 ragge sgn = -1;
306 1.1 ragge if (z < .25)
307 1.1 ragge z = sin(M_PI*z);
308 1.1 ragge else
309 1.1 ragge z = cos(M_PI*(0.5-z));
310 1.1 ragge /* Special case: G(1-x) = Inf; G(x) may be nonzero. */
311 1.1 ragge if (x < -170) {
312 1.1 ragge if (x < -190)
313 1.1 ragge return ((double)sgn*tiny*tiny);
314 1.1 ragge y = one - x; /* exact: 128 < |x| < 255 */
315 1.1 ragge lg = large_gam(y);
316 1.1 ragge lsine = __log__D(M_PI/z); /* = TRUNC(log(u)) + small */
317 1.1 ragge lg.a -= lsine.a; /* exact (opposite signs) */
318 1.1 ragge lg.b -= lsine.b;
319 1.1 ragge y = -(lg.a + lg.b);
320 1.1 ragge z = (y + lg.a) + lg.b;
321 1.1 ragge y = __exp__D(y, z);
322 1.1 ragge if (sgn < 0) y = -y;
323 1.1 ragge return (y);
324 1.1 ragge }
325 1.1 ragge y = one-x;
326 1.1 ragge if (one-y == x)
327 1.1 ragge y = gamma(y);
328 1.1 ragge else /* 1-x is inexact */
329 1.1 ragge y = -x*gamma(-x);
330 1.1 ragge if (sgn < 0) y = -y;
331 1.1 ragge return (M_PI / (y*z));
332 1.1 ragge }
333