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GAMMA.C
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1995-10-03
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/* gamma.c
*
* Gamma function
*
*
*
* SYNOPSIS:
*
* double x, y, gamma();
* extern int sgngam;
*
* y = gamma( x );
*
*
*
* DESCRIPTION:
*
* Returns gamma function of the argument. The result is
* correctly signed, and the sign (+1 or -1) is also
* returned in a global (extern) variable named sgngam.
* This variable is also filled in by the logarithmic gamma
* function lgam().
*
* Arguments |x| <= 34 are reduced by recurrence and the function
* approximated by a rational function of degree 6/7 in the
* interval (2,3). Large arguments are handled by Stirling's
* formula. Large negative arguments are made positive using
* a reflection formula.
*
*
* ACCURACY:
*
* Relative error:
* arithmetic domain # trials peak rms
* DEC -34, 34 10000 1.3e-16 2.5e-17
* IEEE -170,-33 20000 2.3e-15 3.3e-16
* IEEE -33, 33 20000 9.4e-16 2.2e-16
* IEEE 33, 171.6 20000 2.3e-15 3.2e-16
*
* Error for arguments outside the test range will be larger
* owing to error amplification by the exponential function.
*
*/
/* -------------------------------------------------------------- */
/* lgam()
*
* Natural logarithm of gamma function
*
*
*
* SYNOPSIS:
*
* double x, y, lgam();
* extern int sgngam;
*
* y = lgam( x );
*
*
*
* DESCRIPTION:
*
* Returns the base e (2.718...) logarithm of the absolute
* value of the gamma function of the argument.
* The sign (+1 or -1) of the gamma function is returned in a
* global (extern) variable named sgngam.
*
* For arguments greater than 13, the logarithm of the gamma
* function is approximated by the logarithmic version of
* Stirling's formula using a polynomial approximation of
* degree 4. Arguments between -33 and +33 are reduced by
* recurrence to the interval [2,3] of a rational approximation.
* The cosecant reflection formula is employed for arguments
* less than -33.
*
* Arguments greater than MAXLGM return MAXNUM and an error
* message. MAXLGM = 2.035093e36 for DEC
* arithmetic or 2.556348e305 for IEEE arithmetic.
*
*
*
* ACCURACY:
*
*
* arithmetic domain # trials peak rms
* DEC 0, 3 7000 5.2e-17 1.3e-17
* DEC 2.718, 2.035e36 5000 3.9e-17 9.9e-18
* IEEE 0, 3 28000 5.4e-16 1.1e-16
* IEEE 2.718, 2.556e305 40000 3.5e-16 8.3e-17
* The error criterion was relative when the function magnitude
* was greater than one but absolute when it was less than one.
*
* The following test used the relative error criterion, though
* at certain points the relative error could be much higher than
* indicated.
* IEEE -200, -4 10000 4.8e-16 1.3e-16
*
*/
/* -------------------------------------------------------------- */
/* gamma.c */
/* gamma function */
/*
Cephes Math Library Release 2.2: July, 1992
Copyright 1984, 1987, 1989, 1992 by Stephen L. Moshier
Direct inquiries to 30 Frost Street, Cambridge, MA 02140
*/
#include "mconf.h"
#ifdef UNK
static double P[] = {
1.60119522476751861407E-4,
1.19135147006586384913E-3,
1.04213797561761569935E-2,
4.76367800457137231464E-2,
2.07448227648435975150E-1,
4.94214826801497100753E-1,
9.99999999999999996796E-1
};
static double Q[] = {
-2.31581873324120129819E-5,
5.39605580493303397842E-4,
-4.45641913851797240494E-3,
1.18139785222060435552E-2,
3.58236398605498653373E-2,
-2.34591795718243348568E-1,
7.14304917030273074085E-2,
1.00000000000000000320E0
};
#define MAXGAM 171.624376956302725
static double LOGPI = 1.14472988584940017414;
#endif
#ifdef DEC
static short P[] = {
0035047,0162701,0146301,0005234,
0035634,0023437,0032065,0176530,
0036452,0137157,0047330,0122574,
0037103,0017310,0143041,0017232,
0037524,0066516,0162563,0164605,
0037775,0004671,0146237,0014222,
0040200,0000000,0000000,0000000
};
static short Q[] = {
0134302,0041724,0020006,0116565,
0035415,0072121,0044251,0025634,
0136222,0003447,0035205,0121114,
0036501,0107552,0154335,0104271,
0037022,0135717,0014776,0171471,
0137560,0034324,0165024,0037021,
0037222,0045046,0047151,0161213,
0040200,0000000,0000000,0000000
};
#define MAXGAM 34.84425627277176174
static short LPI[4] = {
0040222,0103202,0043475,0006750,
};
#define LOGPI *(double *)LPI
#endif
#ifdef IBMPC
static short P[] = {
0x2153,0x3998,0xfcb8,0x3f24,
0xbfab,0xe686,0x84e3,0x3f53,
0x14b0,0xe9db,0x57cd,0x3f85,
0x23d3,0x18c4,0x63d9,0x3fa8,
0x7d31,0xdcae,0x8da9,0x3fca,
0xe312,0x3993,0xa137,0x3fdf,
0x0000,0x0000,0x0000,0x3ff0
};
static short Q[] = {
0xd3af,0x8400,0x487a,0xbef8,
0x2573,0x2915,0xae8a,0x3f41,
0xb44a,0xe750,0x40e4,0xbf72,
0xb117,0x5b1b,0x31ed,0x3f88,
0xde67,0xe33f,0x5779,0x3fa2,
0x87c2,0x9d42,0x071a,0xbfce,
0x3c51,0xc9cd,0x4944,0x3fb2,
0x0000,0x0000,0x0000,0x3ff0
};
#define MAXGAM 171.624376956302725
static short LPI[4] = {
0xa1bd,0x48e7,0x50d0,0x3ff2,
};
#define LOGPI *(double *)LPI
#endif
#ifdef MIEEE
static short P[] = {
0x3f24,0xfcb8,0x3998,0x2153,
0x3f53,0x84e3,0xe686,0xbfab,
0x3f85,0x57cd,0xe9db,0x14b0,
0x3fa8,0x63d9,0x18c4,0x23d3,
0x3fca,0x8da9,0xdcae,0x7d31,
0x3fdf,0xa137,0x3993,0xe312,
0x3ff0,0x0000,0x0000,0x0000
};
static short Q[] = {
0xbef8,0x487a,0x8400,0xd3af,
0x3f41,0xae8a,0x2915,0x2573,
0xbf72,0x40e4,0xe750,0xb44a,
0x3f88,0x31ed,0x5b1b,0xb117,
0x3fa2,0x5779,0xe33f,0xde67,
0xbfce,0x071a,0x9d42,0x87c2,
0x3fb2,0x4944,0xc9cd,0x3c51,
0x3ff0,0x0000,0x0000,0x0000
};
#define MAXGAM 171.624376956302725
static short LPI[4] = {
0x3ff2,0x50d0,0x48e7,0xa1bd,
};
#define LOGPI *(double *)LPI
#endif
/* Stirling's formula for the gamma function */
#if UNK
static double STIR[5] = {
7.87311395793093628397E-4,
-2.29549961613378126380E-4,
-2.68132617805781232825E-3,
3.47222221605458667310E-3,
8.33333333333482257126E-2,
};
#define MAXSTIR 143.01608
static double SQTPI = 2.50662827463100050242E0;
#endif
#if DEC
static short STIR[20] = {
0035516,0061622,0144553,0112224,
0135160,0131531,0037460,0165740,
0136057,0134460,0037242,0077270,
0036143,0107070,0156306,0027751,
0037252,0125252,0125252,0146064,
};
#define MAXSTIR 26.77
static short SQT[4] = {
0040440,0066230,0177661,0034055,
};
#define SQTPI *(double *)SQT
#endif
#if IBMPC
static short STIR[20] = {
0x7293,0x592d,0xcc72,0x3f49,
0x1d7c,0x27e6,0x166b,0xbf2e,
0x4fd7,0x07d4,0xf726,0xbf65,
0xc5fd,0x1b98,0x71c7,0x3f6c,
0x5986,0x5555,0x5555,0x3fb5,
};
#define MAXSTIR 143.01608
static short SQT[4] = {
0x2706,0x1ff6,0x0d93,0x4004,
};
#define SQTPI *(double *)SQT
#endif
#if MIEEE
static short STIR[20] = {
0x3f49,0xcc72,0x592d,0x7293,
0xbf2e,0x166b,0x27e6,0x1d7c,
0xbf65,0xf726,0x07d4,0x4fd7,
0x3f6c,0x71c7,0x1b98,0xc5fd,
0x3fb5,0x5555,0x5555,0x5986,
};
#define MAXSTIR 143.01608
static short SQT[4] = {
0x4004,0x0d93,0x1ff6,0x2706,
};
#define SQTPI *(double *)SQT
#endif
int sgngam = 0;
extern int sgngam;
extern double MAXLOG, MAXNUM, PI;
/* Gamma function computed by Stirling's formula.
* The polynomial STIR is valid for 33 <= x <= 172.
*/
# if defined(__STDC__) || defined(__PROTO__)
static double
stirf(double x)
# else
static double
stirf(x)
double x;
# endif
{
double y, w, v;
double pow(), exp(), polevl();
double log();
w = 1.0/x;
w = 1.0 + w * polevl( w, STIR, 4 );
y = exp(x);
if( x > MAXSTIR )
{ /* Avoid overflow in pow() */
v = pow( x, 0.5 * x - 0.25 );
y = v * (v / y);
}
else
{
y = pow( x, x - 0.5 ) / y;
}
y = SQTPI * y * w;
return( y );
}
# if defined(__STDC__) || defined(__PROTO__)
double
gamma(double x)
# else
double
gamma(x)
double x;
# endif
{
double p, q, z;
int i;
double fabs(), lgam(), log(), exp(), gamma(), sin();
double floor(), polevl(), p1evl(), stirf();
sgngam = 1;
q = fabs(x);
if( q > 33.0 )
{
if( x < 0.0 )
{
p = floor(q);
if( p == q )
goto goverf;
i = (int)p;
if( (i & 1) == 0 )
sgngam = -1;
z = q - p;
if( z > 0.5 )
{
p += 1.0;
z = q - p;
}
z = q * sin( PI * z );
if( z == 0.0 )
{
goverf:
mtherr( "gamma", OVERFLOW );
return( sgngam * MAXNUM);
}
z = fabs(z);
z = PI/(z * stirf(q) );
}
else
{
z = stirf(x);
}
return( sgngam * z );
}
z = 1.0;
while( x >= 3.0 )
{
x -= 1.0;
z *= x;
}
while( x < 0.0 )
{
if( x > -1.E-9 )
goto small;
z /=x;
x += 1.0;
}
while( x < 2.0 )
{
if( x < 1.e-9 )
goto small;
z /=x;
x += 1.0;
}
if( (x == 2.0) || (x == 3.0) )
return(z);
x -= 2.0;
p = polevl( x, P, 6 );
q = polevl( x, Q, 7 );
return( z * p / q );
small:
if( x == 0.0 )
{
mtherr( "gamma", SING );
return( MAXNUM );
}
else
return( z/((1.0 + 0.5772156649015329 * x) * x) );
}
/* A[]: Stirling's formula expansion of log gamma
* B[], C[]: log gamma function between 2 and 3
*/
#ifdef UNK
static double A[] = {
8.11614167470508450300E-4,
-5.95061904284301438324E-4,
7.93650340457716943945E-4,
-2.77777777730099687205E-3,
8.33333333333331927722E-2
};
static double B[] = {
-1.37825152569120859100E3,
-3.88016315134637840924E4,
-3.31612992738871184744E5,
-1.16237097492762307383E6,
-1.72173700820839662146E6,
-8.53555664245765465627E5
};
static double C[] = {
1.00000000000000000000E0,
-3.51815701436523470549E2,
-1.70642106651881159223E4,
-2.20528590553854454839E5,
-1.13933444367982507207E6,
-2.53252307177582951285E6,
-2.01889141433532773231E6
};
/* log( sqrt( 2*pi ) ) */
static double LS2PI = 0.91893853320467274178;
#define MAXLGM 2.556348e305
#endif
#ifdef DEC
static short A[] = {
0035524,0141201,0034633,0031405,
0135433,0176755,0126007,0045030,
0035520,0006371,0003342,0172730,
0136066,0005540,0132605,0026407,
0037252,0125252,0125252,0125132
};
static short B[] = {
0142654,0044014,0077633,0035410,
0144027,0110641,0125335,0144760,
0144641,0165637,0142204,0047447,
0145215,0162027,0146246,0155211,
0145322,0026110,0010317,0110130,
0145120,0061472,0120300,0025363
};
static short C[] = {
/*0040200,0000000,0000000,0000000*/
0142257,0164150,0163630,0112622,
0143605,0050153,0156116,0135272,
0144527,0056045,0145642,0062332,
0145213,0012063,0106250,0001025,
0145432,0111254,0044577,0115142,
0145366,0071133,0050217,0005122
};
/* log( sqrt( 2*pi ) ) */
static short LS2P[] = {040153,037616,041445,0172645,};
#define LS2PI *(double *)LS2P
#define MAXLGM 2.035093e36
#endif
#ifdef IBMPC
static short A[] = {
0x6661,0x2733,0x9850,0x3f4a,
0xe943,0xb580,0x7fbd,0xbf43,
0x5ebb,0x20dc,0x019f,0x3f4a,
0xa5a1,0x16b0,0xc16c,0xbf66,
0x554b,0x5555,0x5555,0x3fb5
};
static short B[] = {
0x6761,0x8ff3,0x8901,0xc095,
0xb93e,0x355b,0xf234,0xc0e2,
0x89e5,0xf890,0x3d73,0xc114,
0xdb51,0xf994,0xbc82,0xc131,
0xf20b,0x0219,0x4589,0xc13a,
0x055e,0x5418,0x0c67,0xc12a
};
static short C[] = {
/*0x0000,0x0000,0x0000,0x3ff0,*/
0x12b2,0x1cf3,0xfd0d,0xc075,
0xd757,0x7b89,0xaa0d,0xc0d0,
0x4c9b,0xb974,0xeb84,0xc10a,
0x0043,0x7195,0x6286,0xc131,
0xf34c,0x892f,0x5255,0xc143,
0xe14a,0x6a11,0xce4b,0xc13e
};
/* log( sqrt( 2*pi ) ) */
static short LS2P[] = {
0xbeb5,0xc864,0x67f1,0x3fed
};
#define LS2PI *(double *)LS2P
#define MAXLGM 2.556348e305
#endif
#ifdef MIEEE
static short A[] = {
0x3f4a,0x9850,0x2733,0x6661,
0xbf43,0x7fbd,0xb580,0xe943,
0x3f4a,0x019f,0x20dc,0x5ebb,
0xbf66,0xc16c,0x16b0,0xa5a1,
0x3fb5,0x5555,0x5555,0x554b
};
static short B[] = {
0xc095,0x8901,0x8ff3,0x6761,
0xc0e2,0xf234,0x355b,0xb93e,
0xc114,0x3d73,0xf890,0x89e5,
0xc131,0xbc82,0xf994,0xdb51,
0xc13a,0x4589,0x0219,0xf20b,
0xc12a,0x0c67,0x5418,0x055e
};
static short C[] = {
0xc075,0xfd0d,0x1cf3,0x12b2,
0xc0d0,0xaa0d,0x7b89,0xd757,
0xc10a,0xeb84,0xb974,0x4c9b,
0xc131,0x6286,0x7195,0x0043,
0xc143,0x5255,0x892f,0xf34c,
0xc13e,0xce4b,0x6a11,0xe14a
};
/* log( sqrt( 2*pi ) ) */
static short LS2P[] = {
0x3fed,0x67f1,0xc864,0xbeb5
};
#define LS2PI *(double *)LS2P
#define MAXLGM 2.556348e305
#endif
/* Logarithm of gamma function */
# if defined(__STDC__) || defined(__PROTO__)
double
lgam(double x)
# else
double
lgam(x)
double x;
# endif
{
double p, q, w, z;
int i;
double fabs(), sin(), log(), gamma(), polevl();
double p1evl(), floor();
sgngam = 1;
if( x < -34.0 )
{
q = -x;
w = lgam(q); /* note this modifies sgngam! */
p = floor(q);
if( p == q )
goto loverf;
i = (int)p;
if( (i & 1) == 0 )
sgngam = -1;
else
sgngam = 1;
z = q - p;
if( z > 0.5 )
{
p += 1.0;
z = p - q;
}
z = q * sin( PI * z );
if( z == 0.0 )
goto loverf;
/* z = log(PI) - log( z ) - w;*/
z = LOGPI - log( z ) - w;
return( z );
}
if( x < 13.0 )
{
z = 1.0;
while( x >= 3.0 )
{
x -= 1.0;
z *= x;
}
while( x < 2.0 )
{
if( x == 0.0 )
goto loverf;
z /=x;
x += 1.0;
}
if( z < 0.0 )
{
sgngam = -1;
z = -z;
}
else
sgngam = 1;
if( x == 2.0 )
return( log(z) );
x -= 2.0;
p = x * polevl( x, B, 5 ) / p1evl( x, C, 6);
return( log(z) + p );
}
if( x > MAXLGM )
{
loverf:
mtherr( "lgam", OVERFLOW );
return( sgngam * MAXNUM );
}
q = ( x - 0.5 ) * log(x) - x + LS2PI;
if( x > 1.0e8 )
return( q );
p = 1.0/(x*x);
if( x >= 1000.0 )
q += (( 7.9365079365079365079365e-4 * p
- 2.7777777777777777777778e-3) *p
+ 0.0833333333333333333333) / x;
else
q += polevl( p, A, 4 ) / x;
return( q );
}