Source file src/pkg/math/gamma.go
1 // Copyright 2010 The Go Authors. All rights reserved.
2 // Use of this source code is governed by a BSD-style
3 // license that can be found in the LICENSE file.
4
5 package math
6
7 // The original C code, the long comment, and the constants
8 // below are from http://netlib.sandia.gov/cephes/cprob/gamma.c.
9 // The go code is a simplified version of the original C.
10 //
11 // tgamma.c
12 //
13 // Gamma function
14 //
15 // SYNOPSIS:
16 //
17 // double x, y, tgamma();
18 // extern int signgam;
19 //
20 // y = tgamma( x );
21 //
22 // DESCRIPTION:
23 //
24 // Returns gamma function of the argument. The result is
25 // correctly signed, and the sign (+1 or -1) is also
26 // returned in a global (extern) variable named signgam.
27 // This variable is also filled in by the logarithmic gamma
28 // function lgamma().
29 //
30 // Arguments |x| <= 34 are reduced by recurrence and the function
31 // approximated by a rational function of degree 6/7 in the
32 // interval (2,3). Large arguments are handled by Stirling's
33 // formula. Large negative arguments are made positive using
34 // a reflection formula.
35 //
36 // ACCURACY:
37 //
38 // Relative error:
39 // arithmetic domain # trials peak rms
40 // DEC -34, 34 10000 1.3e-16 2.5e-17
41 // IEEE -170,-33 20000 2.3e-15 3.3e-16
42 // IEEE -33, 33 20000 9.4e-16 2.2e-16
43 // IEEE 33, 171.6 20000 2.3e-15 3.2e-16
44 //
45 // Error for arguments outside the test range will be larger
46 // owing to error amplification by the exponential function.
47 //
48 // Cephes Math Library Release 2.8: June, 2000
49 // Copyright 1984, 1987, 1989, 1992, 2000 by Stephen L. Moshier
50 //
51 // The readme file at http://netlib.sandia.gov/cephes/ says:
52 // Some software in this archive may be from the book _Methods and
53 // Programs for Mathematical Functions_ (Prentice-Hall or Simon & Schuster
54 // International, 1989) or from the Cephes Mathematical Library, a
55 // commercial product. In either event, it is copyrighted by the author.
56 // What you see here may be used freely but it comes with no support or
57 // guarantee.
58 //
59 // The two known misprints in the book are repaired here in the
60 // source listings for the gamma function and the incomplete beta
61 // integral.
62 //
63 // Stephen L. Moshier
64 // [email protected]
65
66 var _gamP = [...]float64{
67 1.60119522476751861407e-04,
68 1.19135147006586384913e-03,
69 1.04213797561761569935e-02,
70 4.76367800457137231464e-02,
71 2.07448227648435975150e-01,
72 4.94214826801497100753e-01,
73 9.99999999999999996796e-01,
74 }
75 var _gamQ = [...]float64{
76 -2.31581873324120129819e-05,
77 5.39605580493303397842e-04,
78 -4.45641913851797240494e-03,
79 1.18139785222060435552e-02,
80 3.58236398605498653373e-02,
81 -2.34591795718243348568e-01,
82 7.14304917030273074085e-02,
83 1.00000000000000000320e+00,
84 }
85 var _gamS = [...]float64{
86 7.87311395793093628397e-04,
87 -2.29549961613378126380e-04,
88 -2.68132617805781232825e-03,
89 3.47222221605458667310e-03,
90 8.33333333333482257126e-02,
91 }
92
93 // Gamma function computed by Stirling's formula.
94 // The polynomial is valid for 33 <= x <= 172.
95 func stirling(x float64) float64 {
96 const (
97 SqrtTwoPi = 2.506628274631000502417
98 MaxStirling = 143.01608
99 )
100 w := 1 / x
101 w = 1 + w*((((_gamS[0]*w+_gamS[1])*w+_gamS[2])*w+_gamS[3])*w+_gamS[4])
102 y := Exp(x)
103 if x > MaxStirling { // avoid Pow() overflow
104 v := Pow(x, 0.5*x-0.25)
105 y = v * (v / y)
106 } else {
107 y = Pow(x, x-0.5) / y
108 }
109 y = SqrtTwoPi * y * w
110 return y
111 }
112
113 // Gamma(x) returns the Gamma function of x.
114 //
115 // Special cases are:
116 // Gamma(±Inf) = ±Inf
117 // Gamma(NaN) = NaN
118 // Large values overflow to +Inf.
119 // Zero and negative integer arguments return ±Inf.
120 func Gamma(x float64) float64 {
121 const Euler = 0.57721566490153286060651209008240243104215933593992 // A001620
122 // special cases
123 switch {
124 case IsInf(x, -1) || IsNaN(x):
125 return x
126 case x < -170.5674972726612 || x > 171.61447887182298:
127 return Inf(1)
128 }
129 q := Abs(x)
130 p := Floor(q)
131 if q > 33 {
132 if x >= 0 {
133 return stirling(x)
134 }
135 signgam := 1
136 if ip := int(p); ip&1 == 0 {
137 signgam = -1
138 }
139 z := q - p
140 if z > 0.5 {
141 p = p + 1
142 z = q - p
143 }
144 z = q * Sin(Pi*z)
145 if z == 0 {
146 return Inf(signgam)
147 }
148 z = Pi / (Abs(z) * stirling(q))
149 return float64(signgam) * z
150 }
151
152 // Reduce argument
153 z := 1.0
154 for x >= 3 {
155 x = x - 1
156 z = z * x
157 }
158 for x < 0 {
159 if x > -1e-09 {
160 goto small
161 }
162 z = z / x
163 x = x + 1
164 }
165 for x < 2 {
166 if x < 1e-09 {
167 goto small
168 }
169 z = z / x
170 x = x + 1
171 }
172
173 if x == 2 {
174 return z
175 }
176
177 x = x - 2
178 p = (((((x*_gamP[0]+_gamP[1])*x+_gamP[2])*x+_gamP[3])*x+_gamP[4])*x+_gamP[5])*x + _gamP[6]
179 q = ((((((x*_gamQ[0]+_gamQ[1])*x+_gamQ[2])*x+_gamQ[3])*x+_gamQ[4])*x+_gamQ[5])*x+_gamQ[6])*x + _gamQ[7]
180 return z * p / q
181
182 small:
183 if x == 0 {
184 return Inf(1)
185 }
186 return z / ((1 + Euler*x) * x)
187 }