annotate DEPENDENCIES/generic/include/boost/math/special_functions/detail/lgamma_small.hpp @ 133:4acb5d8d80b6 tip

Don't fail environmental check if README.md exists (but .txt and no-suffix don't)
author Chris Cannam
date Tue, 30 Jul 2019 12:25:44 +0100
parents c530137014c0
children
rev   line source
Chris@16 1 // (C) Copyright John Maddock 2006.
Chris@16 2 // Use, modification and distribution are subject to the
Chris@16 3 // Boost Software License, Version 1.0. (See accompanying file
Chris@16 4 // LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
Chris@16 5
Chris@16 6 #ifndef BOOST_MATH_SPECIAL_FUNCTIONS_DETAIL_LGAMMA_SMALL
Chris@16 7 #define BOOST_MATH_SPECIAL_FUNCTIONS_DETAIL_LGAMMA_SMALL
Chris@16 8
Chris@16 9 #ifdef _MSC_VER
Chris@16 10 #pragma once
Chris@16 11 #endif
Chris@16 12
Chris@16 13 #include <boost/math/tools/big_constant.hpp>
Chris@16 14
Chris@16 15 namespace boost{ namespace math{ namespace detail{
Chris@16 16
Chris@16 17 //
Chris@16 18 // These need forward declaring to keep GCC happy:
Chris@16 19 //
Chris@16 20 template <class T, class Policy, class Lanczos>
Chris@16 21 T gamma_imp(T z, const Policy& pol, const Lanczos& l);
Chris@16 22 template <class T, class Policy>
Chris@16 23 T gamma_imp(T z, const Policy& pol, const lanczos::undefined_lanczos& l);
Chris@16 24
Chris@16 25 //
Chris@16 26 // lgamma for small arguments:
Chris@16 27 //
Chris@16 28 template <class T, class Policy, class Lanczos>
Chris@16 29 T lgamma_small_imp(T z, T zm1, T zm2, const mpl::int_<64>&, const Policy& /* l */, const Lanczos&)
Chris@16 30 {
Chris@16 31 // This version uses rational approximations for small
Chris@16 32 // values of z accurate enough for 64-bit mantissas
Chris@16 33 // (80-bit long doubles), works well for 53-bit doubles as well.
Chris@16 34 // Lanczos is only used to select the Lanczos function.
Chris@16 35
Chris@16 36 BOOST_MATH_STD_USING // for ADL of std names
Chris@16 37 T result = 0;
Chris@16 38 if(z < tools::epsilon<T>())
Chris@16 39 {
Chris@16 40 result = -log(z);
Chris@16 41 }
Chris@16 42 else if((zm1 == 0) || (zm2 == 0))
Chris@16 43 {
Chris@16 44 // nothing to do, result is zero....
Chris@16 45 }
Chris@16 46 else if(z > 2)
Chris@16 47 {
Chris@16 48 //
Chris@16 49 // Begin by performing argument reduction until
Chris@16 50 // z is in [2,3):
Chris@16 51 //
Chris@16 52 if(z >= 3)
Chris@16 53 {
Chris@16 54 do
Chris@16 55 {
Chris@16 56 z -= 1;
Chris@16 57 zm2 -= 1;
Chris@16 58 result += log(z);
Chris@16 59 }while(z >= 3);
Chris@16 60 // Update zm2, we need it below:
Chris@16 61 zm2 = z - 2;
Chris@16 62 }
Chris@16 63
Chris@16 64 //
Chris@16 65 // Use the following form:
Chris@16 66 //
Chris@16 67 // lgamma(z) = (z-2)(z+1)(Y + R(z-2))
Chris@16 68 //
Chris@16 69 // where R(z-2) is a rational approximation optimised for
Chris@16 70 // low absolute error - as long as it's absolute error
Chris@16 71 // is small compared to the constant Y - then any rounding
Chris@16 72 // error in it's computation will get wiped out.
Chris@16 73 //
Chris@16 74 // R(z-2) has the following properties:
Chris@16 75 //
Chris@16 76 // At double: Max error found: 4.231e-18
Chris@16 77 // At long double: Max error found: 1.987e-21
Chris@16 78 // Maximum Deviation Found (approximation error): 5.900e-24
Chris@16 79 //
Chris@16 80 static const T P[] = {
Chris@16 81 static_cast<T>(BOOST_MATH_BIG_CONSTANT(T, 64, -0.180355685678449379109e-1)),
Chris@16 82 static_cast<T>(BOOST_MATH_BIG_CONSTANT(T, 64, 0.25126649619989678683e-1)),
Chris@16 83 static_cast<T>(BOOST_MATH_BIG_CONSTANT(T, 64, 0.494103151567532234274e-1)),
Chris@16 84 static_cast<T>(BOOST_MATH_BIG_CONSTANT(T, 64, 0.172491608709613993966e-1)),
Chris@16 85 static_cast<T>(BOOST_MATH_BIG_CONSTANT(T, 64, -0.259453563205438108893e-3)),
Chris@16 86 static_cast<T>(BOOST_MATH_BIG_CONSTANT(T, 64, -0.541009869215204396339e-3)),
Chris@16 87 static_cast<T>(BOOST_MATH_BIG_CONSTANT(T, 64, -0.324588649825948492091e-4))
Chris@16 88 };
Chris@16 89 static const T Q[] = {
Chris@16 90 static_cast<T>(BOOST_MATH_BIG_CONSTANT(T, 64, 0.1e1)),
Chris@16 91 static_cast<T>(BOOST_MATH_BIG_CONSTANT(T, 64, 0.196202987197795200688e1)),
Chris@16 92 static_cast<T>(BOOST_MATH_BIG_CONSTANT(T, 64, 0.148019669424231326694e1)),
Chris@16 93 static_cast<T>(BOOST_MATH_BIG_CONSTANT(T, 64, 0.541391432071720958364e0)),
Chris@16 94 static_cast<T>(BOOST_MATH_BIG_CONSTANT(T, 64, 0.988504251128010129477e-1)),
Chris@16 95 static_cast<T>(BOOST_MATH_BIG_CONSTANT(T, 64, 0.82130967464889339326e-2)),
Chris@16 96 static_cast<T>(BOOST_MATH_BIG_CONSTANT(T, 64, 0.224936291922115757597e-3)),
Chris@16 97 static_cast<T>(BOOST_MATH_BIG_CONSTANT(T, 64, -0.223352763208617092964e-6))
Chris@16 98 };
Chris@16 99
Chris@16 100 static const float Y = 0.158963680267333984375e0f;
Chris@16 101
Chris@16 102 T r = zm2 * (z + 1);
Chris@16 103 T R = tools::evaluate_polynomial(P, zm2);
Chris@16 104 R /= tools::evaluate_polynomial(Q, zm2);
Chris@16 105
Chris@16 106 result += r * Y + r * R;
Chris@16 107 }
Chris@16 108 else
Chris@16 109 {
Chris@16 110 //
Chris@16 111 // If z is less than 1 use recurrance to shift to
Chris@16 112 // z in the interval [1,2]:
Chris@16 113 //
Chris@16 114 if(z < 1)
Chris@16 115 {
Chris@16 116 result += -log(z);
Chris@16 117 zm2 = zm1;
Chris@16 118 zm1 = z;
Chris@16 119 z += 1;
Chris@16 120 }
Chris@16 121 //
Chris@16 122 // Two approximations, on for z in [1,1.5] and
Chris@16 123 // one for z in [1.5,2]:
Chris@16 124 //
Chris@16 125 if(z <= 1.5)
Chris@16 126 {
Chris@16 127 //
Chris@16 128 // Use the following form:
Chris@16 129 //
Chris@16 130 // lgamma(z) = (z-1)(z-2)(Y + R(z-1))
Chris@16 131 //
Chris@16 132 // where R(z-1) is a rational approximation optimised for
Chris@16 133 // low absolute error - as long as it's absolute error
Chris@16 134 // is small compared to the constant Y - then any rounding
Chris@16 135 // error in it's computation will get wiped out.
Chris@16 136 //
Chris@16 137 // R(z-1) has the following properties:
Chris@16 138 //
Chris@16 139 // At double precision: Max error found: 1.230011e-17
Chris@16 140 // At 80-bit long double precision: Max error found: 5.631355e-21
Chris@16 141 // Maximum Deviation Found: 3.139e-021
Chris@16 142 // Expected Error Term: 3.139e-021
Chris@16 143
Chris@16 144 //
Chris@16 145 static const float Y = 0.52815341949462890625f;
Chris@16 146
Chris@16 147 static const T P[] = {
Chris@16 148 static_cast<T>(BOOST_MATH_BIG_CONSTANT(T, 64, 0.490622454069039543534e-1)),
Chris@16 149 static_cast<T>(BOOST_MATH_BIG_CONSTANT(T, 64, -0.969117530159521214579e-1)),
Chris@16 150 static_cast<T>(BOOST_MATH_BIG_CONSTANT(T, 64, -0.414983358359495381969e0)),
Chris@16 151 static_cast<T>(BOOST_MATH_BIG_CONSTANT(T, 64, -0.406567124211938417342e0)),
Chris@16 152 static_cast<T>(BOOST_MATH_BIG_CONSTANT(T, 64, -0.158413586390692192217e0)),
Chris@16 153 static_cast<T>(BOOST_MATH_BIG_CONSTANT(T, 64, -0.240149820648571559892e-1)),
Chris@16 154 static_cast<T>(BOOST_MATH_BIG_CONSTANT(T, 64, -0.100346687696279557415e-2))
Chris@16 155 };
Chris@16 156 static const T Q[] = {
Chris@16 157 static_cast<T>(BOOST_MATH_BIG_CONSTANT(T, 64, 0.1e1)),
Chris@16 158 static_cast<T>(BOOST_MATH_BIG_CONSTANT(T, 64, 0.302349829846463038743e1)),
Chris@16 159 static_cast<T>(BOOST_MATH_BIG_CONSTANT(T, 64, 0.348739585360723852576e1)),
Chris@16 160 static_cast<T>(BOOST_MATH_BIG_CONSTANT(T, 64, 0.191415588274426679201e1)),
Chris@16 161 static_cast<T>(BOOST_MATH_BIG_CONSTANT(T, 64, 0.507137738614363510846e0)),
Chris@16 162 static_cast<T>(BOOST_MATH_BIG_CONSTANT(T, 64, 0.577039722690451849648e-1)),
Chris@16 163 static_cast<T>(BOOST_MATH_BIG_CONSTANT(T, 64, 0.195768102601107189171e-2))
Chris@16 164 };
Chris@16 165
Chris@16 166 T r = tools::evaluate_polynomial(P, zm1) / tools::evaluate_polynomial(Q, zm1);
Chris@16 167 T prefix = zm1 * zm2;
Chris@16 168
Chris@16 169 result += prefix * Y + prefix * r;
Chris@16 170 }
Chris@16 171 else
Chris@16 172 {
Chris@16 173 //
Chris@16 174 // Use the following form:
Chris@16 175 //
Chris@16 176 // lgamma(z) = (2-z)(1-z)(Y + R(2-z))
Chris@16 177 //
Chris@16 178 // where R(2-z) is a rational approximation optimised for
Chris@16 179 // low absolute error - as long as it's absolute error
Chris@16 180 // is small compared to the constant Y - then any rounding
Chris@16 181 // error in it's computation will get wiped out.
Chris@16 182 //
Chris@16 183 // R(2-z) has the following properties:
Chris@16 184 //
Chris@16 185 // At double precision, max error found: 1.797565e-17
Chris@16 186 // At 80-bit long double precision, max error found: 9.306419e-21
Chris@16 187 // Maximum Deviation Found: 2.151e-021
Chris@16 188 // Expected Error Term: 2.150e-021
Chris@16 189 //
Chris@16 190 static const float Y = 0.452017307281494140625f;
Chris@16 191
Chris@16 192 static const T P[] = {
Chris@16 193 static_cast<T>(BOOST_MATH_BIG_CONSTANT(T, 64, -0.292329721830270012337e-1)),
Chris@16 194 static_cast<T>(BOOST_MATH_BIG_CONSTANT(T, 64, 0.144216267757192309184e0)),
Chris@16 195 static_cast<T>(BOOST_MATH_BIG_CONSTANT(T, 64, -0.142440390738631274135e0)),
Chris@16 196 static_cast<T>(BOOST_MATH_BIG_CONSTANT(T, 64, 0.542809694055053558157e-1)),
Chris@16 197 static_cast<T>(BOOST_MATH_BIG_CONSTANT(T, 64, -0.850535976868336437746e-2)),
Chris@16 198 static_cast<T>(BOOST_MATH_BIG_CONSTANT(T, 64, 0.431171342679297331241e-3))
Chris@16 199 };
Chris@16 200 static const T Q[] = {
Chris@16 201 static_cast<T>(BOOST_MATH_BIG_CONSTANT(T, 64, 0.1e1)),
Chris@16 202 static_cast<T>(BOOST_MATH_BIG_CONSTANT(T, 64, -0.150169356054485044494e1)),
Chris@16 203 static_cast<T>(BOOST_MATH_BIG_CONSTANT(T, 64, 0.846973248876495016101e0)),
Chris@16 204 static_cast<T>(BOOST_MATH_BIG_CONSTANT(T, 64, -0.220095151814995745555e0)),
Chris@16 205 static_cast<T>(BOOST_MATH_BIG_CONSTANT(T, 64, 0.25582797155975869989e-1)),
Chris@16 206 static_cast<T>(BOOST_MATH_BIG_CONSTANT(T, 64, -0.100666795539143372762e-2)),
Chris@16 207 static_cast<T>(BOOST_MATH_BIG_CONSTANT(T, 64, -0.827193521891290553639e-6))
Chris@16 208 };
Chris@16 209 T r = zm2 * zm1;
Chris@16 210 T R = tools::evaluate_polynomial(P, T(-zm2)) / tools::evaluate_polynomial(Q, T(-zm2));
Chris@16 211
Chris@16 212 result += r * Y + r * R;
Chris@16 213 }
Chris@16 214 }
Chris@16 215 return result;
Chris@16 216 }
Chris@16 217 template <class T, class Policy, class Lanczos>
Chris@16 218 T lgamma_small_imp(T z, T zm1, T zm2, const mpl::int_<113>&, const Policy& /* l */, const Lanczos&)
Chris@16 219 {
Chris@16 220 //
Chris@16 221 // This version uses rational approximations for small
Chris@16 222 // values of z accurate enough for 113-bit mantissas
Chris@16 223 // (128-bit long doubles).
Chris@16 224 //
Chris@16 225 BOOST_MATH_STD_USING // for ADL of std names
Chris@16 226 T result = 0;
Chris@16 227 if(z < tools::epsilon<T>())
Chris@16 228 {
Chris@16 229 result = -log(z);
Chris@16 230 BOOST_MATH_INSTRUMENT_CODE(result);
Chris@16 231 }
Chris@16 232 else if((zm1 == 0) || (zm2 == 0))
Chris@16 233 {
Chris@16 234 // nothing to do, result is zero....
Chris@16 235 }
Chris@16 236 else if(z > 2)
Chris@16 237 {
Chris@16 238 //
Chris@16 239 // Begin by performing argument reduction until
Chris@16 240 // z is in [2,3):
Chris@16 241 //
Chris@16 242 if(z >= 3)
Chris@16 243 {
Chris@16 244 do
Chris@16 245 {
Chris@16 246 z -= 1;
Chris@16 247 result += log(z);
Chris@16 248 }while(z >= 3);
Chris@16 249 zm2 = z - 2;
Chris@16 250 }
Chris@16 251 BOOST_MATH_INSTRUMENT_CODE(zm2);
Chris@16 252 BOOST_MATH_INSTRUMENT_CODE(z);
Chris@16 253 BOOST_MATH_INSTRUMENT_CODE(result);
Chris@16 254
Chris@16 255 //
Chris@16 256 // Use the following form:
Chris@16 257 //
Chris@16 258 // lgamma(z) = (z-2)(z+1)(Y + R(z-2))
Chris@16 259 //
Chris@16 260 // where R(z-2) is a rational approximation optimised for
Chris@16 261 // low absolute error - as long as it's absolute error
Chris@16 262 // is small compared to the constant Y - then any rounding
Chris@16 263 // error in it's computation will get wiped out.
Chris@16 264 //
Chris@16 265 // Maximum Deviation Found (approximation error) 3.73e-37
Chris@16 266
Chris@16 267 static const T P[] = {
Chris@16 268 BOOST_MATH_BIG_CONSTANT(T, 113, -0.018035568567844937910504030027467476655),
Chris@16 269 BOOST_MATH_BIG_CONSTANT(T, 113, 0.013841458273109517271750705401202404195),
Chris@16 270 BOOST_MATH_BIG_CONSTANT(T, 113, 0.062031842739486600078866923383017722399),
Chris@16 271 BOOST_MATH_BIG_CONSTANT(T, 113, 0.052518418329052161202007865149435256093),
Chris@16 272 BOOST_MATH_BIG_CONSTANT(T, 113, 0.01881718142472784129191838493267755758),
Chris@16 273 BOOST_MATH_BIG_CONSTANT(T, 113, 0.0025104830367021839316463675028524702846),
Chris@16 274 BOOST_MATH_BIG_CONSTANT(T, 113, -0.00021043176101831873281848891452678568311),
Chris@16 275 BOOST_MATH_BIG_CONSTANT(T, 113, -0.00010249622350908722793327719494037981166),
Chris@16 276 BOOST_MATH_BIG_CONSTANT(T, 113, -0.11381479670982006841716879074288176994e-4),
Chris@16 277 BOOST_MATH_BIG_CONSTANT(T, 113, -0.49999811718089980992888533630523892389e-6),
Chris@16 278 BOOST_MATH_BIG_CONSTANT(T, 113, -0.70529798686542184668416911331718963364e-8)
Chris@16 279 };
Chris@16 280 static const T Q[] = {
Chris@101 281 BOOST_MATH_BIG_CONSTANT(T, 113, 1.0),
Chris@16 282 BOOST_MATH_BIG_CONSTANT(T, 113, 2.5877485070422317542808137697939233685),
Chris@16 283 BOOST_MATH_BIG_CONSTANT(T, 113, 2.8797959228352591788629602533153837126),
Chris@16 284 BOOST_MATH_BIG_CONSTANT(T, 113, 1.8030885955284082026405495275461180977),
Chris@16 285 BOOST_MATH_BIG_CONSTANT(T, 113, 0.69774331297747390169238306148355428436),
Chris@16 286 BOOST_MATH_BIG_CONSTANT(T, 113, 0.17261566063277623942044077039756583802),
Chris@16 287 BOOST_MATH_BIG_CONSTANT(T, 113, 0.02729301254544230229429621192443000121),
Chris@16 288 BOOST_MATH_BIG_CONSTANT(T, 113, 0.0026776425891195270663133581960016620433),
Chris@16 289 BOOST_MATH_BIG_CONSTANT(T, 113, 0.00015244249160486584591370355730402168106),
Chris@16 290 BOOST_MATH_BIG_CONSTANT(T, 113, 0.43997034032479866020546814475414346627e-5),
Chris@16 291 BOOST_MATH_BIG_CONSTANT(T, 113, 0.46295080708455613044541885534408170934e-7),
Chris@16 292 BOOST_MATH_BIG_CONSTANT(T, 113, -0.93326638207459533682980757982834180952e-11),
Chris@16 293 BOOST_MATH_BIG_CONSTANT(T, 113, 0.42316456553164995177177407325292867513e-13)
Chris@16 294 };
Chris@16 295
Chris@16 296 T R = tools::evaluate_polynomial(P, zm2);
Chris@16 297 R /= tools::evaluate_polynomial(Q, zm2);
Chris@16 298
Chris@16 299 static const float Y = 0.158963680267333984375F;
Chris@16 300
Chris@16 301 T r = zm2 * (z + 1);
Chris@16 302
Chris@16 303 result += r * Y + r * R;
Chris@16 304 BOOST_MATH_INSTRUMENT_CODE(result);
Chris@16 305 }
Chris@16 306 else
Chris@16 307 {
Chris@16 308 //
Chris@16 309 // If z is less than 1 use recurrance to shift to
Chris@16 310 // z in the interval [1,2]:
Chris@16 311 //
Chris@16 312 if(z < 1)
Chris@16 313 {
Chris@16 314 result += -log(z);
Chris@16 315 zm2 = zm1;
Chris@16 316 zm1 = z;
Chris@16 317 z += 1;
Chris@16 318 }
Chris@16 319 BOOST_MATH_INSTRUMENT_CODE(result);
Chris@16 320 BOOST_MATH_INSTRUMENT_CODE(z);
Chris@16 321 BOOST_MATH_INSTRUMENT_CODE(zm2);
Chris@16 322 //
Chris@16 323 // Three approximations, on for z in [1,1.35], [1.35,1.625] and [1.625,1]
Chris@16 324 //
Chris@16 325 if(z <= 1.35)
Chris@16 326 {
Chris@16 327 //
Chris@16 328 // Use the following form:
Chris@16 329 //
Chris@16 330 // lgamma(z) = (z-1)(z-2)(Y + R(z-1))
Chris@16 331 //
Chris@16 332 // where R(z-1) is a rational approximation optimised for
Chris@16 333 // low absolute error - as long as it's absolute error
Chris@16 334 // is small compared to the constant Y - then any rounding
Chris@16 335 // error in it's computation will get wiped out.
Chris@16 336 //
Chris@16 337 // R(z-1) has the following properties:
Chris@16 338 //
Chris@16 339 // Maximum Deviation Found (approximation error) 1.659e-36
Chris@16 340 // Expected Error Term (theoretical error) 1.343e-36
Chris@16 341 // Max error found at 128-bit long double precision 1.007e-35
Chris@16 342 //
Chris@16 343 static const float Y = 0.54076099395751953125f;
Chris@16 344
Chris@16 345 static const T P[] = {
Chris@16 346 BOOST_MATH_BIG_CONSTANT(T, 113, 0.036454670944013329356512090082402429697),
Chris@16 347 BOOST_MATH_BIG_CONSTANT(T, 113, -0.066235835556476033710068679907798799959),
Chris@16 348 BOOST_MATH_BIG_CONSTANT(T, 113, -0.67492399795577182387312206593595565371),
Chris@16 349 BOOST_MATH_BIG_CONSTANT(T, 113, -1.4345555263962411429855341651960000166),
Chris@16 350 BOOST_MATH_BIG_CONSTANT(T, 113, -1.4894319559821365820516771951249649563),
Chris@16 351 BOOST_MATH_BIG_CONSTANT(T, 113, -0.87210277668067964629483299712322411566),
Chris@16 352 BOOST_MATH_BIG_CONSTANT(T, 113, -0.29602090537771744401524080430529369136),
Chris@16 353 BOOST_MATH_BIG_CONSTANT(T, 113, -0.0561832587517836908929331992218879676),
Chris@16 354 BOOST_MATH_BIG_CONSTANT(T, 113, -0.0053236785487328044334381502530383140443),
Chris@16 355 BOOST_MATH_BIG_CONSTANT(T, 113, -0.00018629360291358130461736386077971890789),
Chris@16 356 BOOST_MATH_BIG_CONSTANT(T, 113, -0.10164985672213178500790406939467614498e-6),
Chris@16 357 BOOST_MATH_BIG_CONSTANT(T, 113, 0.13680157145361387405588201461036338274e-8)
Chris@16 358 };
Chris@16 359 static const T Q[] = {
Chris@16 360 BOOST_MATH_BIG_CONSTANT(T, 113, 1.0),
Chris@16 361 BOOST_MATH_BIG_CONSTANT(T, 113, 4.9106336261005990534095838574132225599),
Chris@16 362 BOOST_MATH_BIG_CONSTANT(T, 113, 10.258804800866438510889341082793078432),
Chris@16 363 BOOST_MATH_BIG_CONSTANT(T, 113, 11.88588976846826108836629960537466889),
Chris@16 364 BOOST_MATH_BIG_CONSTANT(T, 113, 8.3455000546999704314454891036700998428),
Chris@16 365 BOOST_MATH_BIG_CONSTANT(T, 113, 3.6428823682421746343233362007194282703),
Chris@16 366 BOOST_MATH_BIG_CONSTANT(T, 113, 0.97465989807254572142266753052776132252),
Chris@16 367 BOOST_MATH_BIG_CONSTANT(T, 113, 0.15121052897097822172763084966793352524),
Chris@16 368 BOOST_MATH_BIG_CONSTANT(T, 113, 0.012017363555383555123769849654484594893),
Chris@16 369 BOOST_MATH_BIG_CONSTANT(T, 113, 0.0003583032812720649835431669893011257277)
Chris@16 370 };
Chris@16 371
Chris@16 372 T r = tools::evaluate_polynomial(P, zm1) / tools::evaluate_polynomial(Q, zm1);
Chris@16 373 T prefix = zm1 * zm2;
Chris@16 374
Chris@16 375 result += prefix * Y + prefix * r;
Chris@16 376 BOOST_MATH_INSTRUMENT_CODE(result);
Chris@16 377 }
Chris@16 378 else if(z <= 1.625)
Chris@16 379 {
Chris@16 380 //
Chris@16 381 // Use the following form:
Chris@16 382 //
Chris@16 383 // lgamma(z) = (2-z)(1-z)(Y + R(2-z))
Chris@16 384 //
Chris@16 385 // where R(2-z) is a rational approximation optimised for
Chris@16 386 // low absolute error - as long as it's absolute error
Chris@16 387 // is small compared to the constant Y - then any rounding
Chris@16 388 // error in it's computation will get wiped out.
Chris@16 389 //
Chris@16 390 // R(2-z) has the following properties:
Chris@16 391 //
Chris@16 392 // Max error found at 128-bit long double precision 9.634e-36
Chris@16 393 // Maximum Deviation Found (approximation error) 1.538e-37
Chris@16 394 // Expected Error Term (theoretical error) 2.350e-38
Chris@16 395 //
Chris@16 396 static const float Y = 0.483787059783935546875f;
Chris@16 397
Chris@16 398 static const T P[] = {
Chris@16 399 BOOST_MATH_BIG_CONSTANT(T, 113, -0.017977422421608624353488126610933005432),
Chris@16 400 BOOST_MATH_BIG_CONSTANT(T, 113, 0.18484528905298309555089509029244135703),
Chris@16 401 BOOST_MATH_BIG_CONSTANT(T, 113, -0.40401251514859546989565001431430884082),
Chris@16 402 BOOST_MATH_BIG_CONSTANT(T, 113, 0.40277179799147356461954182877921388182),
Chris@16 403 BOOST_MATH_BIG_CONSTANT(T, 113, -0.21993421441282936476709677700477598816),
Chris@16 404 BOOST_MATH_BIG_CONSTANT(T, 113, 0.069595742223850248095697771331107571011),
Chris@16 405 BOOST_MATH_BIG_CONSTANT(T, 113, -0.012681481427699686635516772923547347328),
Chris@16 406 BOOST_MATH_BIG_CONSTANT(T, 113, 0.0012489322866834830413292771335113136034),
Chris@16 407 BOOST_MATH_BIG_CONSTANT(T, 113, -0.57058739515423112045108068834668269608e-4),
Chris@16 408 BOOST_MATH_BIG_CONSTANT(T, 113, 0.8207548771933585614380644961342925976e-6)
Chris@16 409 };
Chris@16 410 static const T Q[] = {
Chris@16 411 BOOST_MATH_BIG_CONSTANT(T, 113, 1.0),
Chris@16 412 BOOST_MATH_BIG_CONSTANT(T, 113, -2.9629552288944259229543137757200262073),
Chris@16 413 BOOST_MATH_BIG_CONSTANT(T, 113, 3.7118380799042118987185957298964772755),
Chris@16 414 BOOST_MATH_BIG_CONSTANT(T, 113, -2.5569815272165399297600586376727357187),
Chris@16 415 BOOST_MATH_BIG_CONSTANT(T, 113, 1.0546764918220835097855665680632153367),
Chris@16 416 BOOST_MATH_BIG_CONSTANT(T, 113, -0.26574021300894401276478730940980810831),
Chris@16 417 BOOST_MATH_BIG_CONSTANT(T, 113, 0.03996289731752081380552901986471233462),
Chris@16 418 BOOST_MATH_BIG_CONSTANT(T, 113, -0.0033398680924544836817826046380586480873),
Chris@16 419 BOOST_MATH_BIG_CONSTANT(T, 113, 0.00013288854760548251757651556792598235735),
Chris@16 420 BOOST_MATH_BIG_CONSTANT(T, 113, -0.17194794958274081373243161848194745111e-5)
Chris@16 421 };
Chris@16 422 T r = zm2 * zm1;
Chris@16 423 T R = tools::evaluate_polynomial(P, T(0.625 - zm1)) / tools::evaluate_polynomial(Q, T(0.625 - zm1));
Chris@16 424
Chris@16 425 result += r * Y + r * R;
Chris@16 426 BOOST_MATH_INSTRUMENT_CODE(result);
Chris@16 427 }
Chris@16 428 else
Chris@16 429 {
Chris@16 430 //
Chris@16 431 // Same form as above.
Chris@16 432 //
Chris@16 433 // Max error found (at 128-bit long double precision) 1.831e-35
Chris@16 434 // Maximum Deviation Found (approximation error) 8.588e-36
Chris@16 435 // Expected Error Term (theoretical error) 1.458e-36
Chris@16 436 //
Chris@16 437 static const float Y = 0.443811893463134765625f;
Chris@16 438
Chris@16 439 static const T P[] = {
Chris@16 440 BOOST_MATH_BIG_CONSTANT(T, 113, -0.021027558364667626231512090082402429494),
Chris@16 441 BOOST_MATH_BIG_CONSTANT(T, 113, 0.15128811104498736604523586803722368377),
Chris@16 442 BOOST_MATH_BIG_CONSTANT(T, 113, -0.26249631480066246699388544451126410278),
Chris@16 443 BOOST_MATH_BIG_CONSTANT(T, 113, 0.21148748610533489823742352180628489742),
Chris@16 444 BOOST_MATH_BIG_CONSTANT(T, 113, -0.093964130697489071999873506148104370633),
Chris@16 445 BOOST_MATH_BIG_CONSTANT(T, 113, 0.024292059227009051652542804957550866827),
Chris@16 446 BOOST_MATH_BIG_CONSTANT(T, 113, -0.0036284453226534839926304745756906117066),
Chris@16 447 BOOST_MATH_BIG_CONSTANT(T, 113, 0.0002939230129315195346843036254392485984),
Chris@16 448 BOOST_MATH_BIG_CONSTANT(T, 113, -0.11088589183158123733132268042570710338e-4),
Chris@16 449 BOOST_MATH_BIG_CONSTANT(T, 113, 0.13240510580220763969511741896361984162e-6)
Chris@16 450 };
Chris@16 451 static const T Q[] = {
Chris@16 452 BOOST_MATH_BIG_CONSTANT(T, 113, 1.0),
Chris@16 453 BOOST_MATH_BIG_CONSTANT(T, 113, -2.4240003754444040525462170802796471996),
Chris@16 454 BOOST_MATH_BIG_CONSTANT(T, 113, 2.4868383476933178722203278602342786002),
Chris@16 455 BOOST_MATH_BIG_CONSTANT(T, 113, -1.4047068395206343375520721509193698547),
Chris@16 456 BOOST_MATH_BIG_CONSTANT(T, 113, 0.47583809087867443858344765659065773369),
Chris@16 457 BOOST_MATH_BIG_CONSTANT(T, 113, -0.09865724264554556400463655444270700132),
Chris@16 458 BOOST_MATH_BIG_CONSTANT(T, 113, 0.012238223514176587501074150988445109735),
Chris@16 459 BOOST_MATH_BIG_CONSTANT(T, 113, -0.00084625068418239194670614419707491797097),
Chris@16 460 BOOST_MATH_BIG_CONSTANT(T, 113, 0.2796574430456237061420839429225710602e-4),
Chris@16 461 BOOST_MATH_BIG_CONSTANT(T, 113, -0.30202973883316730694433702165188835331e-6)
Chris@16 462 };
Chris@16 463 // (2 - x) * (1 - x) * (c + R(2 - x))
Chris@16 464 T r = zm2 * zm1;
Chris@16 465 T R = tools::evaluate_polynomial(P, T(-zm2)) / tools::evaluate_polynomial(Q, T(-zm2));
Chris@16 466
Chris@16 467 result += r * Y + r * R;
Chris@16 468 BOOST_MATH_INSTRUMENT_CODE(result);
Chris@16 469 }
Chris@16 470 }
Chris@16 471 BOOST_MATH_INSTRUMENT_CODE(result);
Chris@16 472 return result;
Chris@16 473 }
Chris@16 474 template <class T, class Policy, class Lanczos>
Chris@16 475 T lgamma_small_imp(T z, T zm1, T zm2, const mpl::int_<0>&, const Policy& pol, const Lanczos&)
Chris@16 476 {
Chris@16 477 //
Chris@16 478 // No rational approximations are available because either
Chris@16 479 // T has no numeric_limits support (so we can't tell how
Chris@16 480 // many digits it has), or T has more digits than we know
Chris@16 481 // what to do with.... we do have a Lanczos approximation
Chris@16 482 // though, and that can be used to keep errors under control.
Chris@16 483 //
Chris@16 484 BOOST_MATH_STD_USING // for ADL of std names
Chris@16 485 T result = 0;
Chris@16 486 if(z < tools::epsilon<T>())
Chris@16 487 {
Chris@16 488 result = -log(z);
Chris@16 489 }
Chris@16 490 else if(z < 0.5)
Chris@16 491 {
Chris@16 492 // taking the log of tgamma reduces the error, no danger of overflow here:
Chris@16 493 result = log(gamma_imp(z, pol, Lanczos()));
Chris@16 494 }
Chris@16 495 else if(z >= 3)
Chris@16 496 {
Chris@16 497 // taking the log of tgamma reduces the error, no danger of overflow here:
Chris@16 498 result = log(gamma_imp(z, pol, Lanczos()));
Chris@16 499 }
Chris@16 500 else if(z >= 1.5)
Chris@16 501 {
Chris@16 502 // special case near 2:
Chris@16 503 T dz = zm2;
Chris@16 504 result = dz * log((z + Lanczos::g() - T(0.5)) / boost::math::constants::e<T>());
Chris@16 505 result += boost::math::log1p(dz / (Lanczos::g() + T(1.5)), pol) * T(1.5);
Chris@16 506 result += boost::math::log1p(Lanczos::lanczos_sum_near_2(dz), pol);
Chris@16 507 }
Chris@16 508 else
Chris@16 509 {
Chris@16 510 // special case near 1:
Chris@16 511 T dz = zm1;
Chris@16 512 result = dz * log((z + Lanczos::g() - T(0.5)) / boost::math::constants::e<T>());
Chris@16 513 result += boost::math::log1p(dz / (Lanczos::g() + T(0.5)), pol) / 2;
Chris@16 514 result += boost::math::log1p(Lanczos::lanczos_sum_near_1(dz), pol);
Chris@16 515 }
Chris@16 516 return result;
Chris@16 517 }
Chris@16 518
Chris@16 519 }}} // namespaces
Chris@16 520
Chris@16 521 #endif // BOOST_MATH_SPECIAL_FUNCTIONS_DETAIL_LGAMMA_SMALL
Chris@16 522