view digamma.c @ 742:3e1137d12ecc multiprobeLSH

added digamma function

/*************************************
 An ANSI-C implementation of the digamma-function for real arguments based
 on the Chebyshev expansion proposed in appendix E of 
 http://arXiv.org/abs/math.CA/0403344 . For other implementations see
 the GSL implementation for Psi(Digamma) in
 http://www.gnu.org/software/gsl/manual/gsl-ref_toc.html

Richard J. Mathar, 2005-11-24
http://www.strw.leidenuniv.nl/~mathar/progs/digamma.c
**************************************/
#include <math.h>

#ifndef M_PIl
/** The constant Pi in high precision */
#define M_PIl 3.1415926535897932384626433832795029L
#endif
#ifndef M_GAMMAl
/** Euler's constant in high precision */
#define M_GAMMAl 0.5772156649015328606065120900824024L
#endif
#ifndef M_LN2l
/** the natural logarithm of 2 in high precision */
#define M_LN2l 0.6931471805599453094172321214581766L
#endif

/** The digamma function in long double precision.
* @param x the real value of the argument
* @return the value of the digamma (psi) function at that point
* @author Richard J. Mathar
* @since 2005-11-24
*/
long double digammal(long double x)
{
	/* force into the interval 1..3 */
	if( x < 0.0L )
		return digammal(1.0L-x)+M_PIl/tanl(M_PIl*(1.0L-x)) ;	/* reflection formula */
	else if( x < 1.0L )
		return digammal(1.0L+x)-1.0L/x ;
	else if ( x == 1.0L)
		return -M_GAMMAl ;
	else if ( x == 2.0L)
		return 1.0L-M_GAMMAl ;
	else if ( x == 3.0L)
		return 1.5L-M_GAMMAl ;
	else if ( x > 3.0L)
		/* duplication formula */
		return 0.5L*(digammal(x/2.0L)+digammal((x+1.0L)/2.0L))+M_LN2l ;
	else
	{
		/* Just for your information, the following lines contain
		* the Maple source code to re-generate the table that is
		* eventually becoming the Kncoe[] array below
		* interface(prettyprint=0) :
		* Digits := 63 :
		* r := 0 :
		* 
		* for l from 1 to 60 do
		* 	d := binomial(-1/2,l) :
		* 	r := r+d*(-1)^l*(Zeta(2*l+1) -1) ;
		* 	evalf(r) ;
		* 	print(%,evalf(1+Psi(1)-r)) ;
		*o d :
		* 
		* for N from 1 to 28 do
		* 	r := 0 :
		* 	n := N-1 :
		*
 		*	for l from iquo(n+3,2) to 70 do
		*		d := 0 :
 		*		for s from 0 to n+1 do
 		*		 d := d+(-1)^s*binomial(n+1,s)*binomial((s-1)/2,l) :
 		*		od :
 		*		if 2*l-n > 1 then
 		*		r := r+d*(-1)^l*(Zeta(2*l-n) -1) :
 		*		fi :
 		*	od :
 		*	print(evalf((-1)^n*2*r)) ;
 		*od :
 		*quit :
		*/
		static long double Kncoe[] = { .30459198558715155634315638246624251L,
		.72037977439182833573548891941219706L, -.12454959243861367729528855995001087L,
		.27769457331927827002810119567456810e-1L, -.67762371439822456447373550186163070e-2L,
		.17238755142247705209823876688592170e-2L, -.44817699064252933515310345718960928e-3L,
		.11793660000155572716272710617753373e-3L, -.31253894280980134452125172274246963e-4L,
		.83173997012173283398932708991137488e-5L, -.22191427643780045431149221890172210e-5L,
		.59302266729329346291029599913617915e-6L, -.15863051191470655433559920279603632e-6L,
		.42459203983193603241777510648681429e-7L, -.11369129616951114238848106591780146e-7L,
		.304502217295931698401459168423403510e-8L, -.81568455080753152802915013641723686e-9L,
		.21852324749975455125936715817306383e-9L, -.58546491441689515680751900276454407e-10L,
		.15686348450871204869813586459513648e-10L, -.42029496273143231373796179302482033e-11L,
		.11261435719264907097227520956710754e-11L, -.30174353636860279765375177200637590e-12L,
		.80850955256389526647406571868193768e-13L, -.21663779809421233144009565199997351e-13L,
		.58047634271339391495076374966835526e-14L, -.15553767189204733561108869588173845e-14L,
		.41676108598040807753707828039353330e-15L, -.11167065064221317094734023242188463e-15L } ;

		register long double Tn_1 = 1.0L ;	/* T_{n-1}(x), started at n=1 */
		register long double Tn = x-2.0L ;	/* T_{n}(x) , started at n=1 */
		register long double resul = Kncoe[0] + Kncoe[1]*Tn ;
		register int n;

		x -= 2.0L ;

		for(n = 2 ; n < sizeof(Kncoe)/sizeof(long double) ;n++)
		{
			const long double Tn1 = 2.0L * x * Tn - Tn_1 ;	/* Chebyshev recursion, Eq. 22.7.4 Abramowitz-Stegun */
			resul += Kncoe[n]*Tn1 ;
			Tn_1 = Tn ;
			Tn = Tn1 ;
		}
		return resul ;
	}
}

/** The optional interface to CREASO's IDL is added if someone has defined
* the cpp macro export_IDL_REF, which typically has been done by including the
* files stdio.h and idl_export.h before this one here.
*/
#ifdef export_IDL_REF
/** CALL_EXTERNAL interface.
* dg = CALL_EXTERNAL('digamma.so',X)
* @pararm argc the number of arguments. This is supposed to be 1 and not 
*    checked further because it might have negative impact on performance.
* @pararm argv the parameter list. The first element is the parameter x
*    supposed to be of type DOUBLE in IDL 
* @return the return value, again of IDL-type DOUBLE
* @since 2007-01-16
* @author Richard J. Mathar
*/
double digammal_idl(int argc, void *argv[])
{
	long double x = *(double*)argv[0] ;
	return (double)digammal(x) ;
}
#endif /* export_IDL_REF */


#ifdef MAIN

#include <stdlib.h>
#include <stdio.h>

int main(int argc, char **argv){
	if (argc < 2){
		fprintf(stderr, "Syntax: %s x\n", argv[0]);
		exit(1);
	}
	double x = atof(argv[1]);
	double y = digammal(x);
	printf("%g\n", y);
	return 0;
}
#endif	/* MAIN */

#ifdef TEST

/* an alternate implementation for test purposes, using formula 6.3.16 of Abramowitz/Stegun with the 
   first n terms */
#include <stdio.h>

long double digammalAlt(long double x, int n)
{
	/* force into the interval 1..3 */
	if( x < 0.0L )
		return digammalAlt(1.0L-x,n)+M_PIl/tanl(M_PIl*(1.0L-x)) ;	/* reflection formula */
	else if( x < 1.0L )
		return digammalAlt(1.0L+x,n)-1.0L/x ;
	else if ( x == 1.0L)
		return -M_GAMMAl ;
	else if ( x == 2.0L)
		return 1.0L-M_GAMMAl ;
	else if ( x == 3.0L)
		return 1.5L-M_GAMMAl ;
	else if ( x > 3.0L)
		return digammalAlt(x-1.0L,n)+1.0L/(x-1.0L) ;
	else
	{
		x -= 1.0L ;
		register long double resul = -M_GAMMAl ;

		for( ; n >= 1 ;n--)
			resul += x/(n*(n+x)) ;
		return resul ;
	}
}
int main(int argc, char *argv[])
{
	long double x;
	for(x=0.01 ; x < 5. ; x += 0.02)
		printf("%.2Lf %.30Lf %.30Lf %.30Lf\n",x, digammal(x), digammalAlt(x,100), digammalAlt(x,200) ) ;
}

#endif /* TEST */