1 /* $NetBSD: n_gamma.c,v 1.5 2003/08/07 16:44:51 agc Exp $ */
3 * Copyright (c) 1992, 1993
4 * The Regents of the University of California. All rights reserved.
6 * Redistribution and use in source and binary forms, with or without
7 * modification, are permitted provided that the following conditions
9 * 1. Redistributions of source code must retain the above copyright
10 * notice, this list of conditions and the following disclaimer.
11 * 2. Redistributions in binary form must reproduce the above copyright
12 * notice, this list of conditions and the following disclaimer in the
13 * documentation and/or other materials provided with the distribution.
14 * 3. Neither the name of the University nor the names of its contributors
15 * may be used to endorse or promote products derived from this software
16 * without specific prior written permission.
18 * THIS SOFTWARE IS PROVIDED BY THE REGENTS AND CONTRIBUTORS ``AS IS'' AND
19 * ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
20 * IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
21 * ARE DISCLAIMED. IN NO EVENT SHALL THE REGENTS OR CONTRIBUTORS BE LIABLE
22 * FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL
23 * DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS
24 * OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION)
25 * HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT
26 * LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY
27 * OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF
33 static char sccsid
[] = "@(#)gamma.c 8.1 (Berkeley) 6/4/93";
38 * This code by P. McIlroy, Oct 1992;
40 * The financial support of UUNET Communications Services is gratefully
49 * x < 0: Use reflection formula, G(x) = pi/(sin(pi*x)*x*G(x))
50 * At negative integers, return +Inf, and set errno.
53 * Use argument reduction G(x+1) = xG(x) to reach the
54 * range [1.066124,2.066124]. Use a rational
55 * approximation centered at the minimum (x0+1) to
56 * ensure monotonicity.
58 * x >= 6.5: Use the asymptotic approximation (Stirling's formula)
59 * adjusted for equal-ripples:
61 * log(G(x)) ~= (x-.5)*(log(x)-1) + .5(log(2*pi)-1) + 1/x*P(1/(x*x))
63 * Keep extra precision in multiplying (x-.5)(log(x)-1), to
64 * avoid premature round-off.
67 * non-positive integer: Set overflow trap; return +Inf;
68 * x > 171.63: Set overflow trap; return +Inf;
69 * NaN: Set invalid trap; return NaN
71 * Accuracy: Gamma(x) is accurate to within
72 * x > 0: error provably < 0.9ulp.
73 * Maximum observed in 1,000,000 trials was .87ulp.
75 * Maximum observed error < 4ulp in 1,000,000 trials.
78 static double neg_gam (double);
79 static double small_gam (double);
80 static double smaller_gam (double);
81 static struct Double
large_gam (double);
82 static struct Double
ratfun_gam (double, double);
85 * Rational approximation, A0 + x*x*P(x)/Q(x), on the interval
86 * [1.066.., 2.066..] accurate to 4.25e-19.
88 #define LEFT -.3955078125 /* left boundary for rat. approx */
89 #define x0 .461632144968362356785 /* xmin - 1 */
91 #define a0_hi 0.88560319441088874992
92 #define a0_lo -.00000000000000004996427036469019695
93 #define P0 6.21389571821820863029017800727e-01
94 #define P1 2.65757198651533466104979197553e-01
95 #define P2 5.53859446429917461063308081748e-03
96 #define P3 1.38456698304096573887145282811e-03
97 #define P4 2.40659950032711365819348969808e-03
98 #define Q0 1.45019531250000000000000000000e+00
99 #define Q1 1.06258521948016171343454061571e+00
100 #define Q2 -2.07474561943859936441469926649e-01
101 #define Q3 -1.46734131782005422506287573015e-01
102 #define Q4 3.07878176156175520361557573779e-02
103 #define Q5 5.12449347980666221336054633184e-03
104 #define Q6 -1.76012741431666995019222898833e-03
105 #define Q7 9.35021023573788935372153030556e-05
106 #define Q8 6.13275507472443958924745652239e-06
108 * Constants for large x approximation (x in [6, Inf])
109 * (Accurate to 2.8*10^-19 absolute)
111 #define lns2pi_hi 0.418945312500000
112 #define lns2pi_lo -.000006779295327258219670263595
113 #define Pa0 8.33333333333333148296162562474e-02
114 #define Pa1 -2.77777777774548123579378966497e-03
115 #define Pa2 7.93650778754435631476282786423e-04
116 #define Pa3 -5.95235082566672847950717262222e-04
117 #define Pa4 8.41428560346653702135821806252e-04
118 #define Pa5 -1.89773526463879200348872089421e-03
119 #define Pa6 5.69394463439411649408050664078e-03
120 #define Pa7 -1.44705562421428915453880392761e-02
122 static const double zero
= 0., one
= 1.0, tiny
= 1e-300;
124 * TRUNC sets trailing bits in a floating-point number to zero.
125 * is a temporary variable.
127 #if defined(__vax__) || defined(tahoe)
129 #define TRUNC(x) x = (double) (float) (x)
133 #define TRUNC(x) *(((int *) &x) + endian) &= 0xf8000000
134 #define infnan(x) 0.0
144 int endian
= (*(int *) &one
) ? 1 : 0;
151 return(__exp__D(u
.a
, u
.b
));
152 } else if (x
>= 1.0 + LEFT
+ x0
) {
153 return (small_gam(x
));
154 } else if (x
> 1.e
-17) {
155 return (smaller_gam(x
));
156 } else if (x
> -1.e
-17) {
158 if (!_IEEE
) return (infnan(ERANGE
));
161 b
=one
+1e-20; /* Raise inexact flag. ??? -ragge */
163 } else if (!finite(x
)) {
164 if (_IEEE
) /* x = NaN, -Inf */
167 return (infnan(EDOM
));
172 * Accurate to max(ulp(1/128) absolute, 2^-66 relative) error.
178 struct Double t
, u
, v
;
181 p
= Pa0
+z
*(Pa1
+z
*(Pa2
+z
*(Pa3
+z
*(Pa4
+z
*(Pa5
+z
*(Pa6
+z
*Pa7
))))));
189 t
.a
= v
.a
*u
.a
; /* t = (x-.5)*(log(x)-1) */
190 t
.b
= v
.b
*u
.a
+ x
*u
.b
;
191 /* return t.a + t.b + lns2pi_hi + lns2pi_lo + p */
192 t
.b
+= lns2pi_lo
; t
.b
+= p
;
193 u
.a
= lns2pi_hi
+ t
.b
; u
.a
+= t
.a
;
195 u
.b
+= lns2pi_hi
; u
.b
+= t
.b
;
199 * Good to < 1 ulp. (provably .90 ulp; .87 ulp on 1,000,000 runs.)
200 * It also has correct monotonicity.
209 if (y
<= 1.0 + (LEFT
+ x0
)) {
210 yy
= ratfun_gam(y
- x0
, 0);
211 return (yy
.a
+ yy
.b
);
217 yy
.b
= r
.b
= y
- yy
.a
;
218 /* Argument reduction: G(x+1) = x*G(x) */
219 for (ym1
= y
-one
; ym1
> LEFT
+ x0
; y
= ym1
--, yy
.a
--) {
221 r
.b
= r
.a
*yy
.b
+ y
*r
.b
;
226 /* Return r*gamma(y). */
227 yy
= ratfun_gam(y
- x0
, 0);
228 y
= r
.b
*(yy
.a
+ yy
.b
) + r
.a
*yy
.b
;
233 * Good on (0, 1+x0+LEFT]. Accurate to 1ulp.
236 smaller_gam(double x
)
244 xx
.a
= (t
+ x
), TRUNC(xx
.a
);
245 xx
.b
= x
- xx
.a
; xx
.b
+= t
; xx
.b
+= d
;
246 t
= (one
-x0
); t
+= x
;
247 d
= (one
-x0
); d
-= t
; d
+= x
;
250 xx
.a
= x
, TRUNC(xx
.a
);
253 d
= (-x0
-t
); d
+= x
;
255 r
= ratfun_gam(t
, d
);
257 r
.a
-= d
*xx
.a
; r
.a
-= d
*xx
.b
; r
.a
+= r
.b
;
261 * returns (z+c)^2 * P(z)/Q(z) + a0
264 ratfun_gam(double z
, double c
)
269 q
= Q0
+z
*(Q1
+z
*(Q2
+z
*(Q3
+z
*(Q4
+z
*(Q5
+z
*(Q6
+z
*(Q7
+z
*Q8
)))))));
270 p
= P0
+ z
*(P1
+ z
*(P2
+ z
*(P3
+ z
*P4
)));
272 /* return r.a + r.b = a0 + (z+c)^2*p/q, with r.a truncated to 26 bits. */
274 t
.a
= z
, TRUNC(t
.a
); /* t ~= z + c */
277 q
= (t
.a
*= t
.a
); /* t = (z+c)^2 */
280 r
.a
= p
, TRUNC(r
.a
); /* r = P/Q */
282 t
.b
= t
.b
*p
+ t
.a
*r
.b
+ a0_lo
;
283 t
.a
*= r
.a
; /* t = (z+c)^2*(P/Q) */
284 r
.a
= t
.a
+ a0_hi
, TRUNC(r
.a
);
285 r
.b
= ((a0_hi
-r
.a
) + t
.a
) + t
.b
;
286 return (r
); /* r = a0 + t */
293 struct Double lg
, lsine
;
297 if (y
== x
) { /* Negative integer. */
299 return (infnan(ERANGE
));
310 z
= cos(M_PI
*(0.5-z
));
311 /* Special case: G(1-x) = Inf; G(x) may be nonzero. */
314 return ((double)sgn
*tiny
*tiny
);
315 y
= one
- x
; /* exact: 128 < |x| < 255 */
317 lsine
= __log__D(M_PI
/z
); /* = TRUNC(log(u)) + small */
318 lg
.a
-= lsine
.a
; /* exact (opposite signs) */
321 z
= (y
+ lg
.a
) + lg
.b
;
329 else /* 1-x is inexact */
332 return (M_PI
/ (y
*z
));