123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566676869707172737475767778798081828384858687888990919293949596979899100101102103104105106107108109110111112113114115116117118119120121122123124125126127128129130131132133134135136137138139140141142143144145146147148149150151152153154155156157158159160161162163164165166167168169170171172173174175176177178179180181182183184185186187188189190191192193194195196197198199200201202203204205 |
- /* specfunc/beta_inc.c
- *
- * Copyright (C) 2007 Brian Gough
- * Copyright (C) 1996, 1997, 1998, 1999, 2000 Gerard Jungman
- *
- * This program is free software; you can redistribute it and/or modify
- * it under the terms of the GNU General Public License as published by
- * the Free Software Foundation; either version 3 of the License, or (at
- * your option) any later version.
- *
- * This program is distributed in the hope that it will be useful, but
- * WITHOUT ANY WARRANTY; without even the implied warranty of
- * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
- * General Public License for more details.
- *
- * You should have received a copy of the GNU General Public License
- * along with this program; if not, write to the Free Software
- * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA.
- */
- /* Author: G. Jungman */
- #include "gsl__config.h"
- #include "gsl_math.h"
- #include "gsl_errno.h"
- #include "gsl_sf_log.h"
- #include "gsl_sf_exp.h"
- #include "gsl_sf_gamma.h"
- #include "gsl_sf_hyperg.h"
- #include "gsl_specfunc__error.h"
- #include "gsl_specfunc__check.h"
- static double
- isnegint (const double x)
- {
- return (x < 0) && (x == floor(x));
- }
- static
- int
- beta_cont_frac(
- const double a,
- const double b,
- const double x,
- gsl_sf_result * result
- )
- {
- const unsigned int max_iter = 512; /* control iterations */
- const double cutoff = 2.0 * GSL_DBL_MIN; /* control the zero cutoff */
- unsigned int iter_count = 0;
- double cf;
- /* standard initialization for continued fraction */
- double num_term = 1.0;
- double den_term = 1.0 - (a+b)*x/(a+1.0);
- if (fabs(den_term) < cutoff) den_term = cutoff;
- den_term = 1.0/den_term;
- cf = den_term;
- while(iter_count < max_iter) {
- const int k = iter_count + 1;
- double coeff = k*(b-k)*x/(((a-1.0)+2*k)*(a+2*k));
- double delta_frac;
- /* first step */
- den_term = 1.0 + coeff*den_term;
- num_term = 1.0 + coeff/num_term;
- if(fabs(den_term) < cutoff) den_term = cutoff;
- if(fabs(num_term) < cutoff) num_term = cutoff;
- den_term = 1.0/den_term;
- delta_frac = den_term * num_term;
- cf *= delta_frac;
- coeff = -(a+k)*(a+b+k)*x/((a+2*k)*(a+2*k+1.0));
- /* second step */
- den_term = 1.0 + coeff*den_term;
- num_term = 1.0 + coeff/num_term;
- if(fabs(den_term) < cutoff) den_term = cutoff;
- if(fabs(num_term) < cutoff) num_term = cutoff;
- den_term = 1.0/den_term;
- delta_frac = den_term*num_term;
- cf *= delta_frac;
- if(fabs(delta_frac-1.0) < 2.0*GSL_DBL_EPSILON) break;
- ++iter_count;
- }
- result->val = cf;
- result->err = iter_count * 4.0 * GSL_DBL_EPSILON * fabs(cf);
- if(iter_count >= max_iter)
- GSL_ERROR ("error", GSL_EMAXITER);
- else
- return GSL_SUCCESS;
- }
- /*-*-*-*-*-*-*-*-*-*-*-* Functions with Error Codes *-*-*-*-*-*-*-*-*-*-*-*/
- int
- gsl_sf_beta_inc_e(
- const double a,
- const double b,
- const double x,
- gsl_sf_result * result
- )
- {
- if(x < 0.0 || x > 1.0) {
- DOMAIN_ERROR(result);
- } else if (isnegint(a) || isnegint(b)) {
- DOMAIN_ERROR(result);
- } else if (isnegint(a+b)) {
- DOMAIN_ERROR(result);
- } else if(x == 0.0) {
- result->val = 0.0;
- result->err = 0.0;
- return GSL_SUCCESS;
- }
- else if(x == 1.0) {
- result->val = 1.0;
- result->err = 0.0;
- return GSL_SUCCESS;
- } else if (a <= 0 || b <= 0) {
- gsl_sf_result f, beta;
- int stat;
- const int stat_f = gsl_sf_hyperg_2F1_e(a, 1-b, a+1, x, &f);
- const int stat_beta = gsl_sf_beta_e(a, b, &beta);
- double prefactor = (pow(x, a) / a);
- result->val = prefactor * f.val / beta.val;
- result->err = fabs(prefactor) * f.err/ fabs(beta.val) + fabs(result->val/beta.val) * beta.err;
- stat = GSL_ERROR_SELECT_2(stat_f, stat_beta);
- if(stat == GSL_SUCCESS) {
- CHECK_UNDERFLOW(result);
- }
- return stat;
- } else {
- gsl_sf_result ln_beta;
- gsl_sf_result ln_x;
- gsl_sf_result ln_1mx;
- gsl_sf_result prefactor;
- const int stat_ln_beta = gsl_sf_lnbeta_e(a, b, &ln_beta);
- const int stat_ln_1mx = gsl_sf_log_1plusx_e(-x, &ln_1mx);
- const int stat_ln_x = gsl_sf_log_e(x, &ln_x);
- const int stat_ln = GSL_ERROR_SELECT_3(stat_ln_beta, stat_ln_1mx, stat_ln_x);
- const double ln_pre_val = -ln_beta.val + a * ln_x.val + b * ln_1mx.val;
- const double ln_pre_err = ln_beta.err + fabs(a*ln_x.err) + fabs(b*ln_1mx.err);
- const int stat_exp = gsl_sf_exp_err_e(ln_pre_val, ln_pre_err, &prefactor);
- if(stat_ln != GSL_SUCCESS) {
- result->val = 0.0;
- result->err = 0.0;
- GSL_ERROR ("error", GSL_ESANITY);
- }
- if(x < (a + 1.0)/(a+b+2.0)) {
- /* Apply continued fraction directly. */
- gsl_sf_result cf;
- const int stat_cf = beta_cont_frac(a, b, x, &cf);
- int stat;
- result->val = prefactor.val * cf.val / a;
- result->err = (fabs(prefactor.err * cf.val) + fabs(prefactor.val * cf.err))/a;
- stat = GSL_ERROR_SELECT_2(stat_exp, stat_cf);
- if(stat == GSL_SUCCESS) {
- CHECK_UNDERFLOW(result);
- }
- return stat;
- }
- else {
- /* Apply continued fraction after hypergeometric transformation. */
- gsl_sf_result cf;
- const int stat_cf = beta_cont_frac(b, a, 1.0-x, &cf);
- int stat;
- const double term = prefactor.val * cf.val / b;
- result->val = 1.0 - term;
- result->err = fabs(prefactor.err * cf.val)/b;
- result->err += fabs(prefactor.val * cf.err)/b;
- result->err += 2.0 * GSL_DBL_EPSILON * (1.0 + fabs(term));
- stat = GSL_ERROR_SELECT_2(stat_exp, stat_cf);
- if(stat == GSL_SUCCESS) {
- CHECK_UNDERFLOW(result);
- }
- return stat;
- }
- }
- }
- /*-*-*-*-*-*-*-*-*-* Functions w/ Natural Prototypes *-*-*-*-*-*-*-*-*-*-*/
- #include "gsl_specfunc__eval.h"
- double gsl_sf_beta_inc(const double a, const double b, const double x)
- {
- EVAL_RESULT(gsl_sf_beta_inc_e(a, b, x, &result));
- }
|