n_lgamma.c revision 1.2 1 1.2 ragge /* $NetBSD: n_lgamma.c,v 1.2 1997/10/20 14:12:59 ragge 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[] = "@(#)lgamma.c 8.2 (Berkeley) 11/30/93";
38 1.2 ragge #endif
39 1.1 ragge #endif /* not lint */
40 1.1 ragge
41 1.1 ragge /*
42 1.1 ragge * Coded by Peter McIlroy, Nov 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 <errno.h>
50 1.1 ragge
51 1.1 ragge #include "mathimpl.h"
52 1.1 ragge
53 1.1 ragge /* Log gamma function.
54 1.1 ragge * Error: x > 0 error < 1.3ulp.
55 1.1 ragge * x > 4, error < 1ulp.
56 1.1 ragge * x > 9, error < .6ulp.
57 1.1 ragge * x < 0, all bets are off. (When G(x) ~ 1, log(G(x)) ~ 0)
58 1.1 ragge * Method:
59 1.1 ragge * x > 6:
60 1.1 ragge * Use the asymptotic expansion (Stirling's Formula)
61 1.1 ragge * 0 < x < 6:
62 1.1 ragge * Use gamma(x+1) = x*gamma(x) for argument reduction.
63 1.1 ragge * Use rational approximation in
64 1.1 ragge * the range 1.2, 2.5
65 1.1 ragge * Two approximations are used, one centered at the
66 1.1 ragge * minimum to ensure monotonicity; one centered at 2
67 1.1 ragge * to maintain small relative error.
68 1.1 ragge * x < 0:
69 1.1 ragge * Use the reflection formula,
70 1.1 ragge * G(1-x)G(x) = PI/sin(PI*x)
71 1.1 ragge * Special values:
72 1.1 ragge * non-positive integer returns +Inf.
73 1.1 ragge * NaN returns NaN
74 1.1 ragge */
75 1.1 ragge static int endian;
76 1.1 ragge #if defined(vax) || defined(tahoe)
77 1.1 ragge #define _IEEE 0
78 1.1 ragge /* double and float have same size exponent field */
79 1.1 ragge #define TRUNC(x) x = (double) (float) (x)
80 1.1 ragge #else
81 1.1 ragge #define _IEEE 1
82 1.1 ragge #define TRUNC(x) *(((int *) &x) + endian) &= 0xf8000000
83 1.1 ragge #define infnan(x) 0.0
84 1.1 ragge #endif
85 1.1 ragge
86 1.1 ragge static double small_lgam(double);
87 1.1 ragge static double large_lgam(double);
88 1.1 ragge static double neg_lgam(double);
89 1.2 ragge static double one = 1.0;
90 1.1 ragge int signgam;
91 1.1 ragge
92 1.1 ragge #define UNDERFL (1e-1020 * 1e-1020)
93 1.1 ragge
94 1.1 ragge #define LEFT (1.0 - (x0 + .25))
95 1.1 ragge #define RIGHT (x0 - .218)
96 1.1 ragge /*
97 1.2 ragge * Constants for approximation in [1.244,1.712]
98 1.1 ragge */
99 1.1 ragge #define x0 0.461632144968362356785
100 1.1 ragge #define x0_lo -.000000000000000015522348162858676890521
101 1.1 ragge #define a0_hi -0.12148629128932952880859
102 1.1 ragge #define a0_lo .0000000007534799204229502
103 1.1 ragge #define r0 -2.771227512955130520e-002
104 1.1 ragge #define r1 -2.980729795228150847e-001
105 1.1 ragge #define r2 -3.257411333183093394e-001
106 1.1 ragge #define r3 -1.126814387531706041e-001
107 1.1 ragge #define r4 -1.129130057170225562e-002
108 1.1 ragge #define r5 -2.259650588213369095e-005
109 1.1 ragge #define s0 1.714457160001714442e+000
110 1.1 ragge #define s1 2.786469504618194648e+000
111 1.1 ragge #define s2 1.564546365519179805e+000
112 1.1 ragge #define s3 3.485846389981109850e-001
113 1.1 ragge #define s4 2.467759345363656348e-002
114 1.1 ragge /*
115 1.1 ragge * Constants for approximation in [1.71, 2.5]
116 1.1 ragge */
117 1.1 ragge #define a1_hi 4.227843350984671344505727574870e-01
118 1.1 ragge #define a1_lo 4.670126436531227189e-18
119 1.1 ragge #define p0 3.224670334241133695662995251041e-01
120 1.1 ragge #define p1 3.569659696950364669021382724168e-01
121 1.1 ragge #define p2 1.342918716072560025853732668111e-01
122 1.1 ragge #define p3 1.950702176409779831089963408886e-02
123 1.1 ragge #define p4 8.546740251667538090796227834289e-04
124 1.1 ragge #define q0 1.000000000000000444089209850062e+00
125 1.1 ragge #define q1 1.315850076960161985084596381057e+00
126 1.1 ragge #define q2 6.274644311862156431658377186977e-01
127 1.1 ragge #define q3 1.304706631926259297049597307705e-01
128 1.1 ragge #define q4 1.102815279606722369265536798366e-02
129 1.1 ragge #define q5 2.512690594856678929537585620579e-04
130 1.1 ragge #define q6 -1.003597548112371003358107325598e-06
131 1.1 ragge /*
132 1.1 ragge * Stirling's Formula, adjusted for equal-ripple. x in [6,Inf].
133 1.1 ragge */
134 1.1 ragge #define lns2pi .418938533204672741780329736405
135 1.1 ragge #define pb0 8.33333333333333148296162562474e-02
136 1.1 ragge #define pb1 -2.77777777774548123579378966497e-03
137 1.1 ragge #define pb2 7.93650778754435631476282786423e-04
138 1.1 ragge #define pb3 -5.95235082566672847950717262222e-04
139 1.1 ragge #define pb4 8.41428560346653702135821806252e-04
140 1.1 ragge #define pb5 -1.89773526463879200348872089421e-03
141 1.1 ragge #define pb6 5.69394463439411649408050664078e-03
142 1.1 ragge #define pb7 -1.44705562421428915453880392761e-02
143 1.1 ragge
144 1.1 ragge __pure double
145 1.1 ragge lgamma(double x)
146 1.1 ragge {
147 1.1 ragge double r;
148 1.1 ragge
149 1.1 ragge signgam = 1;
150 1.1 ragge endian = ((*(int *) &one)) ? 1 : 0;
151 1.1 ragge
152 1.1 ragge if (!finite(x))
153 1.1 ragge if (_IEEE)
154 1.1 ragge return (x+x);
155 1.1 ragge else return (infnan(EDOM));
156 1.1 ragge
157 1.1 ragge if (x > 6 + RIGHT) {
158 1.1 ragge r = large_lgam(x);
159 1.1 ragge return (r);
160 1.1 ragge } else if (x > 1e-16)
161 1.1 ragge return (small_lgam(x));
162 1.1 ragge else if (x > -1e-16) {
163 1.1 ragge if (x < 0)
164 1.1 ragge signgam = -1, x = -x;
165 1.1 ragge return (-log(x));
166 1.1 ragge } else
167 1.1 ragge return (neg_lgam(x));
168 1.1 ragge }
169 1.1 ragge
170 1.1 ragge static double
171 1.1 ragge large_lgam(double x)
172 1.1 ragge {
173 1.1 ragge double z, p, x1;
174 1.1 ragge struct Double t, u, v;
175 1.1 ragge u = __log__D(x);
176 1.1 ragge u.a -= 1.0;
177 1.1 ragge if (x > 1e15) {
178 1.1 ragge v.a = x - 0.5;
179 1.1 ragge TRUNC(v.a);
180 1.1 ragge v.b = (x - v.a) - 0.5;
181 1.1 ragge t.a = u.a*v.a;
182 1.1 ragge t.b = x*u.b + v.b*u.a;
183 1.1 ragge if (_IEEE == 0 && !finite(t.a))
184 1.1 ragge return(infnan(ERANGE));
185 1.1 ragge return(t.a + t.b);
186 1.1 ragge }
187 1.1 ragge x1 = 1./x;
188 1.1 ragge z = x1*x1;
189 1.1 ragge p = pb0+z*(pb1+z*(pb2+z*(pb3+z*(pb4+z*(pb5+z*(pb6+z*pb7))))));
190 1.1 ragge /* error in approximation = 2.8e-19 */
191 1.1 ragge
192 1.1 ragge p = p*x1; /* error < 2.3e-18 absolute */
193 1.1 ragge /* 0 < p < 1/64 (at x = 5.5) */
194 1.1 ragge v.a = x = x - 0.5;
195 1.1 ragge TRUNC(v.a); /* truncate v.a to 26 bits. */
196 1.1 ragge v.b = x - v.a;
197 1.1 ragge t.a = v.a*u.a; /* t = (x-.5)*(log(x)-1) */
198 1.1 ragge t.b = v.b*u.a + x*u.b;
199 1.1 ragge t.b += p; t.b += lns2pi; /* return t + lns2pi + p */
200 1.1 ragge return (t.a + t.b);
201 1.1 ragge }
202 1.1 ragge
203 1.1 ragge static double
204 1.1 ragge small_lgam(double x)
205 1.1 ragge {
206 1.1 ragge int x_int;
207 1.1 ragge double y, z, t, r = 0, p, q, hi, lo;
208 1.1 ragge struct Double rr;
209 1.1 ragge x_int = (x + .5);
210 1.1 ragge y = x - x_int;
211 1.1 ragge if (x_int <= 2 && y > RIGHT) {
212 1.1 ragge t = y - x0;
213 1.1 ragge y--; x_int++;
214 1.1 ragge goto CONTINUE;
215 1.1 ragge } else if (y < -LEFT) {
216 1.1 ragge t = y +(1.0-x0);
217 1.1 ragge CONTINUE:
218 1.1 ragge z = t - x0_lo;
219 1.1 ragge p = r0+z*(r1+z*(r2+z*(r3+z*(r4+z*r5))));
220 1.1 ragge q = s0+z*(s1+z*(s2+z*(s3+z*s4)));
221 1.1 ragge r = t*(z*(p/q) - x0_lo);
222 1.1 ragge t = .5*t*t;
223 1.1 ragge z = 1.0;
224 1.1 ragge switch (x_int) {
225 1.1 ragge case 6: z = (y + 5);
226 1.1 ragge case 5: z *= (y + 4);
227 1.1 ragge case 4: z *= (y + 3);
228 1.1 ragge case 3: z *= (y + 2);
229 1.1 ragge rr = __log__D(z);
230 1.1 ragge rr.b += a0_lo; rr.a += a0_hi;
231 1.1 ragge return(((r+rr.b)+t+rr.a));
232 1.1 ragge case 2: return(((r+a0_lo)+t)+a0_hi);
233 1.1 ragge case 0: r -= log1p(x);
234 1.1 ragge default: rr = __log__D(x);
235 1.1 ragge rr.a -= a0_hi; rr.b -= a0_lo;
236 1.1 ragge return(((r - rr.b) + t) - rr.a);
237 1.1 ragge }
238 1.1 ragge } else {
239 1.1 ragge p = p0+y*(p1+y*(p2+y*(p3+y*p4)));
240 1.1 ragge q = q0+y*(q1+y*(q2+y*(q3+y*(q4+y*(q5+y*q6)))));
241 1.1 ragge p = p*(y/q);
242 1.1 ragge t = (double)(float) y;
243 1.1 ragge z = y-t;
244 1.1 ragge hi = (double)(float) (p+a1_hi);
245 1.1 ragge lo = a1_hi - hi; lo += p; lo += a1_lo;
246 1.1 ragge r = lo*y + z*hi; /* q + r = y*(a0+p/q) */
247 1.1 ragge q = hi*t;
248 1.1 ragge z = 1.0;
249 1.1 ragge switch (x_int) {
250 1.1 ragge case 6: z = (y + 5);
251 1.1 ragge case 5: z *= (y + 4);
252 1.1 ragge case 4: z *= (y + 3);
253 1.1 ragge case 3: z *= (y + 2);
254 1.1 ragge rr = __log__D(z);
255 1.1 ragge r += rr.b; r += q;
256 1.1 ragge return(rr.a + r);
257 1.1 ragge case 2: return (q+ r);
258 1.1 ragge case 0: rr = __log__D(x);
259 1.1 ragge r -= rr.b; r -= log1p(x);
260 1.1 ragge r += q; r-= rr.a;
261 1.1 ragge return(r);
262 1.1 ragge default: rr = __log__D(x);
263 1.1 ragge r -= rr.b;
264 1.1 ragge q -= rr.a;
265 1.1 ragge return (r+q);
266 1.1 ragge }
267 1.1 ragge }
268 1.1 ragge }
269 1.1 ragge
270 1.1 ragge static double
271 1.1 ragge neg_lgam(double x)
272 1.1 ragge {
273 1.1 ragge int xi;
274 1.1 ragge double y, z, one = 1.0, zero = 0.0;
275 1.1 ragge
276 1.1 ragge /* avoid destructive cancellation as much as possible */
277 1.1 ragge if (x > -170) {
278 1.1 ragge xi = x;
279 1.1 ragge if (xi == x)
280 1.1 ragge if (_IEEE)
281 1.1 ragge return(one/zero);
282 1.1 ragge else
283 1.1 ragge return(infnan(ERANGE));
284 1.1 ragge y = gamma(x);
285 1.1 ragge if (y < 0)
286 1.1 ragge y = -y, signgam = -1;
287 1.1 ragge return (log(y));
288 1.1 ragge }
289 1.1 ragge z = floor(x + .5);
290 1.1 ragge if (z == x) { /* convention: G(-(integer)) -> +Inf */
291 1.1 ragge if (_IEEE)
292 1.1 ragge return (one/zero);
293 1.1 ragge else
294 1.1 ragge return (infnan(ERANGE));
295 1.1 ragge }
296 1.1 ragge y = .5*ceil(x);
297 1.1 ragge if (y == ceil(y))
298 1.1 ragge signgam = -1;
299 1.1 ragge x = -x;
300 1.1 ragge z = fabs(x + z); /* 0 < z <= .5 */
301 1.1 ragge if (z < .25)
302 1.1 ragge z = sin(M_PI*z);
303 1.1 ragge else
304 1.1 ragge z = cos(M_PI*(0.5-z));
305 1.1 ragge z = log(M_PI/(z*x));
306 1.1 ragge y = large_lgam(x);
307 1.1 ragge return (z - y);
308 1.1 ragge }
309