222 lines
5.5 KiB
Go
222 lines
5.5 KiB
Go
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// Copyright 2010 The Go Authors. All rights reserved.
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// Use of this source code is governed by a BSD-style
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// license that can be found in the LICENSE file.
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package math
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// The original C code, the long comment, and the constants
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// below are from http://netlib.sandia.gov/cephes/cprob/gamma.c.
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// The go code is a simplified version of the original C.
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//
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// tgamma.c
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//
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// Gamma function
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//
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// SYNOPSIS:
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//
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// double x, y, tgamma();
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// extern int signgam;
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//
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// y = tgamma( x );
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//
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// DESCRIPTION:
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//
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// Returns gamma function of the argument. The result is
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// correctly signed, and the sign (+1 or -1) is also
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// returned in a global (extern) variable named signgam.
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// This variable is also filled in by the logarithmic gamma
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// function lgamma().
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//
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// Arguments |x| <= 34 are reduced by recurrence and the function
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// approximated by a rational function of degree 6/7 in the
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// interval (2,3). Large arguments are handled by Stirling's
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// formula. Large negative arguments are made positive using
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// a reflection formula.
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//
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// ACCURACY:
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//
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// Relative error:
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// arithmetic domain # trials peak rms
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// DEC -34, 34 10000 1.3e-16 2.5e-17
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// IEEE -170,-33 20000 2.3e-15 3.3e-16
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// IEEE -33, 33 20000 9.4e-16 2.2e-16
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// IEEE 33, 171.6 20000 2.3e-15 3.2e-16
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//
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// Error for arguments outside the test range will be larger
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// owing to error amplification by the exponential function.
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//
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// Cephes Math Library Release 2.8: June, 2000
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// Copyright 1984, 1987, 1989, 1992, 2000 by Stephen L. Moshier
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//
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// The readme file at http://netlib.sandia.gov/cephes/ says:
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// Some software in this archive may be from the book _Methods and
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// Programs for Mathematical Functions_ (Prentice-Hall or Simon & Schuster
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// International, 1989) or from the Cephes Mathematical Library, a
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// commercial product. In either event, it is copyrighted by the author.
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// What you see here may be used freely but it comes with no support or
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// guarantee.
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//
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// The two known misprints in the book are repaired here in the
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// source listings for the gamma function and the incomplete beta
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// integral.
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//
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// Stephen L. Moshier
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// moshier@na-net.ornl.gov
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var _gamP = [...]float64{
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1.60119522476751861407e-04,
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1.19135147006586384913e-03,
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1.04213797561761569935e-02,
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4.76367800457137231464e-02,
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2.07448227648435975150e-01,
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4.94214826801497100753e-01,
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9.99999999999999996796e-01,
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}
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var _gamQ = [...]float64{
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-2.31581873324120129819e-05,
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5.39605580493303397842e-04,
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-4.45641913851797240494e-03,
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1.18139785222060435552e-02,
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3.58236398605498653373e-02,
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-2.34591795718243348568e-01,
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7.14304917030273074085e-02,
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1.00000000000000000320e+00,
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}
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var _gamS = [...]float64{
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7.87311395793093628397e-04,
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-2.29549961613378126380e-04,
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-2.68132617805781232825e-03,
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3.47222221605458667310e-03,
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8.33333333333482257126e-02,
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}
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// Gamma function computed by Stirling's formula.
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// The pair of results must be multiplied together to get the actual answer.
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// The multiplication is left to the caller so that, if careful, the caller can avoid
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// infinity for 172 <= x <= 180.
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// The polynomial is valid for 33 <= x <= 172; larger values are only used
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// in reciprocal and produce denormalized floats. The lower precision there
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// masks any imprecision in the polynomial.
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func stirling(x float64) (float64, float64) {
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if x > 200 {
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return Inf(1), 1
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}
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const (
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SqrtTwoPi = 2.506628274631000502417
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MaxStirling = 143.01608
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)
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w := 1 / x
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w = 1 + w*((((_gamS[0]*w+_gamS[1])*w+_gamS[2])*w+_gamS[3])*w+_gamS[4])
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y1 := Exp(x)
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y2 := 1.0
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if x > MaxStirling { // avoid Pow() overflow
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v := Pow(x, 0.5*x-0.25)
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y1, y2 = v, v/y1
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} else {
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y1 = Pow(x, x-0.5) / y1
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}
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return y1, SqrtTwoPi * w * y2
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}
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// Gamma returns the Gamma function of x.
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//
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// Special cases are:
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// Gamma(+Inf) = +Inf
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// Gamma(+0) = +Inf
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// Gamma(-0) = -Inf
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// Gamma(x) = NaN for integer x < 0
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// Gamma(-Inf) = NaN
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// Gamma(NaN) = NaN
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func Gamma(x float64) float64 {
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const Euler = 0.57721566490153286060651209008240243104215933593992 // A001620
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// special cases
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switch {
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case isNegInt(x) || IsInf(x, -1) || IsNaN(x):
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return NaN()
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case IsInf(x, 1):
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return Inf(1)
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case x == 0:
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if Signbit(x) {
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return Inf(-1)
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}
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return Inf(1)
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}
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q := Abs(x)
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p := Floor(q)
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if q > 33 {
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if x >= 0 {
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y1, y2 := stirling(x)
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return y1 * y2
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}
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// Note: x is negative but (checked above) not a negative integer,
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// so x must be small enough to be in range for conversion to int64.
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// If |x| were >= 2⁶³ it would have to be an integer.
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signgam := 1
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if ip := int64(p); ip&1 == 0 {
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signgam = -1
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}
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z := q - p
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if z > 0.5 {
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p = p + 1
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z = q - p
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}
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z = q * Sin(Pi*z)
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if z == 0 {
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return Inf(signgam)
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}
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sq1, sq2 := stirling(q)
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absz := Abs(z)
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d := absz * sq1 * sq2
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if IsInf(d, 0) {
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z = Pi / absz / sq1 / sq2
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} else {
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z = Pi / d
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}
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return float64(signgam) * z
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}
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// Reduce argument
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z := 1.0
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for x >= 3 {
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x = x - 1
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z = z * x
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}
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for x < 0 {
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if x > -1e-09 {
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goto small
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}
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z = z / x
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x = x + 1
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}
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for x < 2 {
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if x < 1e-09 {
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goto small
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}
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z = z / x
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x = x + 1
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}
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if x == 2 {
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return z
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}
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x = x - 2
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p = (((((x*_gamP[0]+_gamP[1])*x+_gamP[2])*x+_gamP[3])*x+_gamP[4])*x+_gamP[5])*x + _gamP[6]
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q = ((((((x*_gamQ[0]+_gamQ[1])*x+_gamQ[2])*x+_gamQ[3])*x+_gamQ[4])*x+_gamQ[5])*x+_gamQ[6])*x + _gamQ[7]
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return z * p / q
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small:
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if x == 0 {
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return Inf(1)
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}
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return z / ((1 + Euler*x) * x)
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}
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func isNegInt(x float64) bool {
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if x < 0 {
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_, xf := Modf(x)
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return xf == 0
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}
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return false
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}
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