123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566676869707172737475767778798081828384858687888990919293949596979899100101102103104105106107108109110111112113114115116117118119120121122123124125126127128129130131132133134135136137138139140141142143144145146147148149150151152153154155156157158159160161162163164165166167168169170171172173174175176177178179180181182183184185186187188189190191192193194195196197198199200201202203 |
- // Copyright 2010 The Go Authors. All rights reserved.
- // Use of this source code is governed by a BSD-style
- // license that can be found in the LICENSE file.
- package math
- // The original C code, the long comment, and the constants
- // below are from http://netlib.sandia.gov/cephes/cprob/gamma.c.
- // The go code is a simplified version of the original C.
- //
- // tgamma.c
- //
- // Gamma function
- //
- // SYNOPSIS:
- //
- // double x, y, tgamma();
- // extern int signgam;
- //
- // y = tgamma( 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 signgam.
- // This variable is also filled in by the logarithmic gamma
- // function lgamma().
- //
- // 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.
- //
- // Cephes Math Library Release 2.8: June, 2000
- // Copyright 1984, 1987, 1989, 1992, 2000 by Stephen L. Moshier
- //
- // The readme file at http://netlib.sandia.gov/cephes/ says:
- // Some software in this archive may be from the book _Methods and
- // Programs for Mathematical Functions_ (Prentice-Hall or Simon & Schuster
- // International, 1989) or from the Cephes Mathematical Library, a
- // commercial product. In either event, it is copyrighted by the author.
- // What you see here may be used freely but it comes with no support or
- // guarantee.
- //
- // The two known misprints in the book are repaired here in the
- // source listings for the gamma function and the incomplete beta
- // integral.
- //
- // Stephen L. Moshier
- // moshier@na-net.ornl.gov
- var _gamP = [...]float64{
- 1.60119522476751861407e-04,
- 1.19135147006586384913e-03,
- 1.04213797561761569935e-02,
- 4.76367800457137231464e-02,
- 2.07448227648435975150e-01,
- 4.94214826801497100753e-01,
- 9.99999999999999996796e-01,
- }
- var _gamQ = [...]float64{
- -2.31581873324120129819e-05,
- 5.39605580493303397842e-04,
- -4.45641913851797240494e-03,
- 1.18139785222060435552e-02,
- 3.58236398605498653373e-02,
- -2.34591795718243348568e-01,
- 7.14304917030273074085e-02,
- 1.00000000000000000320e+00,
- }
- var _gamS = [...]float64{
- 7.87311395793093628397e-04,
- -2.29549961613378126380e-04,
- -2.68132617805781232825e-03,
- 3.47222221605458667310e-03,
- 8.33333333333482257126e-02,
- }
- // Gamma function computed by Stirling's formula.
- // The polynomial is valid for 33 <= x <= 172.
- func stirling(x float64) float64 {
- const (
- SqrtTwoPi = 2.506628274631000502417
- MaxStirling = 143.01608
- )
- w := 1 / x
- w = 1 + w*((((_gamS[0]*w+_gamS[1])*w+_gamS[2])*w+_gamS[3])*w+_gamS[4])
- y := Exp(x)
- if x > MaxStirling { // avoid Pow() overflow
- v := Pow(x, 0.5*x-0.25)
- y = v * (v / y)
- } else {
- y = Pow(x, x-0.5) / y
- }
- y = SqrtTwoPi * y * w
- return y
- }
- // Gamma returns the Gamma function of x.
- //
- // Special cases are:
- // Gamma(+Inf) = +Inf
- // Gamma(+0) = +Inf
- // Gamma(-0) = -Inf
- // Gamma(x) = NaN for integer x < 0
- // Gamma(-Inf) = NaN
- // Gamma(NaN) = NaN
- func Gamma(x float64) float64 {
- const Euler = 0.57721566490153286060651209008240243104215933593992 // A001620
- // special cases
- switch {
- case isNegInt(x) || IsInf(x, -1) || IsNaN(x):
- return NaN()
- case x == 0:
- if Signbit(x) {
- return Inf(-1)
- }
- return Inf(1)
- case x < -170.5674972726612 || x > 171.61447887182298:
- return Inf(1)
- }
- q := Abs(x)
- p := Floor(q)
- if q > 33 {
- if x >= 0 {
- return stirling(x)
- }
- signgam := 1
- if ip := int(p); ip&1 == 0 {
- signgam = -1
- }
- z := q - p
- if z > 0.5 {
- p = p + 1
- z = q - p
- }
- z = q * Sin(Pi*z)
- if z == 0 {
- return Inf(signgam)
- }
- z = Pi / (Abs(z) * stirling(q))
- return float64(signgam) * z
- }
- // Reduce argument
- z := 1.0
- for x >= 3 {
- x = x - 1
- z = z * x
- }
- for x < 0 {
- if x > -1e-09 {
- goto small
- }
- z = z / x
- x = x + 1
- }
- for x < 2 {
- if x < 1e-09 {
- goto small
- }
- z = z / x
- x = x + 1
- }
- if x == 2 {
- return z
- }
- x = x - 2
- p = (((((x*_gamP[0]+_gamP[1])*x+_gamP[2])*x+_gamP[3])*x+_gamP[4])*x+_gamP[5])*x + _gamP[6]
- q = ((((((x*_gamQ[0]+_gamQ[1])*x+_gamQ[2])*x+_gamQ[3])*x+_gamQ[4])*x+_gamQ[5])*x+_gamQ[6])*x + _gamQ[7]
- return z * p / q
- small:
- if x == 0 {
- return Inf(1)
- }
- return z / ((1 + Euler*x) * x)
- }
- func isNegInt(x float64) bool {
- if x < 0 {
- _, xf := Modf(x)
- return xf == 0
- }
- return false
- }
|