summaryrefslogtreecommitdiff
path: root/src/math/gamma.go
blob: 164f54f332b13936be26575059f9b2b795c7d7a5 (plain)
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
// 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
}