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1
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2 // Copyright John Maddock 2006-7, 2013-14.
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3 // Copyright Paul A. Bristow 2007, 2013-14.
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4 // Copyright Nikhar Agrawal 2013-14
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5 // Copyright Christopher Kormanyos 2013-14
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6
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7 // Use, modification and distribution are subject to the
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8 // Boost Software License, Version 1.0. (See accompanying file
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9 // LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
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10
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11 #ifndef BOOST_MATH_SF_GAMMA_HPP
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12 #define BOOST_MATH_SF_GAMMA_HPP
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13
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14 #ifdef _MSC_VER
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15 #pragma once
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16 #endif
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17
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18 #include <boost/config.hpp>
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19 #include <boost/math/tools/series.hpp>
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20 #include <boost/math/tools/fraction.hpp>
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21 #include <boost/math/tools/precision.hpp>
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22 #include <boost/math/tools/promotion.hpp>
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23 #include <boost/math/policies/error_handling.hpp>
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24 #include <boost/math/constants/constants.hpp>
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25 #include <boost/math/special_functions/math_fwd.hpp>
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26 #include <boost/math/special_functions/log1p.hpp>
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27 #include <boost/math/special_functions/trunc.hpp>
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28 #include <boost/math/special_functions/powm1.hpp>
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29 #include <boost/math/special_functions/sqrt1pm1.hpp>
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30 #include <boost/math/special_functions/lanczos.hpp>
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31 #include <boost/math/special_functions/fpclassify.hpp>
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32 #include <boost/math/special_functions/detail/igamma_large.hpp>
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33 #include <boost/math/special_functions/detail/unchecked_factorial.hpp>
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34 #include <boost/math/special_functions/detail/lgamma_small.hpp>
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35 #include <boost/math/special_functions/bernoulli.hpp>
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36 #include <boost/type_traits/is_convertible.hpp>
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37 #include <boost/assert.hpp>
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38 #include <boost/mpl/greater.hpp>
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39 #include <boost/mpl/equal_to.hpp>
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40 #include <boost/mpl/greater.hpp>
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41
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42 #include <boost/config/no_tr1/cmath.hpp>
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43 #include <algorithm>
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44
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45 #ifdef BOOST_MSVC
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46 # pragma warning(push)
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47 # pragma warning(disable: 4702) // unreachable code (return after domain_error throw).
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48 # pragma warning(disable: 4127) // conditional expression is constant.
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49 # pragma warning(disable: 4100) // unreferenced formal parameter.
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50 // Several variables made comments,
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51 // but some difficulty as whether referenced on not may depend on macro values.
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52 // So to be safe, 4100 warnings suppressed.
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53 // TODO - revisit this?
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54 #endif
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55
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56 namespace boost{ namespace math{
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57
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58 namespace detail{
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59
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60 template <class T>
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61 inline bool is_odd(T v, const boost::true_type&)
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62 {
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63 int i = static_cast<int>(v);
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64 return i&1;
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65 }
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66 template <class T>
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67 inline bool is_odd(T v, const boost::false_type&)
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68 {
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69 // Oh dear can't cast T to int!
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70 BOOST_MATH_STD_USING
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71 T modulus = v - 2 * floor(v/2);
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72 return static_cast<bool>(modulus != 0);
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73 }
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74 template <class T>
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75 inline bool is_odd(T v)
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76 {
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77 return is_odd(v, ::boost::is_convertible<T, int>());
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78 }
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79
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80 template <class T>
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81 T sinpx(T z)
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82 {
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83 // Ad hoc function calculates x * sin(pi * x),
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84 // taking extra care near when x is near a whole number.
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85 BOOST_MATH_STD_USING
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86 int sign = 1;
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87 if(z < 0)
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88 {
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89 z = -z;
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90 }
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91 T fl = floor(z);
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92 T dist;
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93 if(is_odd(fl))
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94 {
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95 fl += 1;
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96 dist = fl - z;
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97 sign = -sign;
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98 }
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99 else
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100 {
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101 dist = z - fl;
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102 }
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103 BOOST_ASSERT(fl >= 0);
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104 if(dist > 0.5)
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105 dist = 1 - dist;
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106 T result = sin(dist*boost::math::constants::pi<T>());
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107 return sign*z*result;
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108 } // template <class T> T sinpx(T z)
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109 //
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110 // tgamma(z), with Lanczos support:
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111 //
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112 template <class T, class Policy, class Lanczos>
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113 T gamma_imp(T z, const Policy& pol, const Lanczos& l)
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114 {
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115 BOOST_MATH_STD_USING
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116
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117 T result = 1;
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118
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119 #ifdef BOOST_MATH_INSTRUMENT
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120 static bool b = false;
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121 if(!b)
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122 {
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123 std::cout << "tgamma_imp called with " << typeid(z).name() << " " << typeid(l).name() << std::endl;
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124 b = true;
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125 }
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126 #endif
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127 static const char* function = "boost::math::tgamma<%1%>(%1%)";
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128
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129 if(z <= 0)
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130 {
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131 if(floor(z) == z)
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132 return policies::raise_pole_error<T>(function, "Evaluation of tgamma at a negative integer %1%.", z, pol);
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133 if(z <= -20)
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134 {
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135 result = gamma_imp(T(-z), pol, l) * sinpx(z);
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136 BOOST_MATH_INSTRUMENT_VARIABLE(result);
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137 if((fabs(result) < 1) && (tools::max_value<T>() * fabs(result) < boost::math::constants::pi<T>()))
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138 return -boost::math::sign(result) * policies::raise_overflow_error<T>(function, "Result of tgamma is too large to represent.", pol);
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139 result = -boost::math::constants::pi<T>() / result;
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140 if(result == 0)
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141 return policies::raise_underflow_error<T>(function, "Result of tgamma is too small to represent.", pol);
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142 if((boost::math::fpclassify)(result) == (int)FP_SUBNORMAL)
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143 return policies::raise_denorm_error<T>(function, "Result of tgamma is denormalized.", result, pol);
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144 BOOST_MATH_INSTRUMENT_VARIABLE(result);
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145 return result;
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146 }
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147
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148 // shift z to > 1:
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149 while(z < 0)
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150 {
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151 result /= z;
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152 z += 1;
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153 }
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154 }
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155 BOOST_MATH_INSTRUMENT_VARIABLE(result);
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156 if((floor(z) == z) && (z < max_factorial<T>::value))
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157 {
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158 result *= unchecked_factorial<T>(itrunc(z, pol) - 1);
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159 BOOST_MATH_INSTRUMENT_VARIABLE(result);
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160 }
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161 else if (z < tools::root_epsilon<T>())
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162 {
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163 if (z < 1 / tools::max_value<T>())
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164 result = policies::raise_overflow_error<T>(function, 0, pol);
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165 result *= 1 / z - constants::euler<T>();
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166 }
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167 else
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168 {
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169 result *= Lanczos::lanczos_sum(z);
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170 T zgh = (z + static_cast<T>(Lanczos::g()) - boost::math::constants::half<T>());
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171 T lzgh = log(zgh);
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172 BOOST_MATH_INSTRUMENT_VARIABLE(result);
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173 BOOST_MATH_INSTRUMENT_VARIABLE(tools::log_max_value<T>());
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174 if(z * lzgh > tools::log_max_value<T>())
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175 {
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176 // we're going to overflow unless this is done with care:
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177 BOOST_MATH_INSTRUMENT_VARIABLE(zgh);
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178 if(lzgh * z / 2 > tools::log_max_value<T>())
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179 return boost::math::sign(result) * policies::raise_overflow_error<T>(function, "Result of tgamma is too large to represent.", pol);
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180 T hp = pow(zgh, (z / 2) - T(0.25));
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181 BOOST_MATH_INSTRUMENT_VARIABLE(hp);
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182 result *= hp / exp(zgh);
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183 BOOST_MATH_INSTRUMENT_VARIABLE(result);
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184 if(tools::max_value<T>() / hp < result)
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185 return boost::math::sign(result) * policies::raise_overflow_error<T>(function, "Result of tgamma is too large to represent.", pol);
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186 result *= hp;
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187 BOOST_MATH_INSTRUMENT_VARIABLE(result);
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188 }
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189 else
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190 {
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191 BOOST_MATH_INSTRUMENT_VARIABLE(zgh);
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192 BOOST_MATH_INSTRUMENT_VARIABLE(pow(zgh, z - boost::math::constants::half<T>()));
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193 BOOST_MATH_INSTRUMENT_VARIABLE(exp(zgh));
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194 result *= pow(zgh, z - boost::math::constants::half<T>()) / exp(zgh);
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195 BOOST_MATH_INSTRUMENT_VARIABLE(result);
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196 }
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197 }
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198 return result;
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199 }
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200 //
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201 // lgamma(z) with Lanczos support:
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202 //
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203 template <class T, class Policy, class Lanczos>
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204 T lgamma_imp(T z, const Policy& pol, const Lanczos& l, int* sign = 0)
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205 {
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206 #ifdef BOOST_MATH_INSTRUMENT
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207 static bool b = false;
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208 if(!b)
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209 {
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210 std::cout << "lgamma_imp called with " << typeid(z).name() << " " << typeid(l).name() << std::endl;
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211 b = true;
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212 }
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213 #endif
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214
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215 BOOST_MATH_STD_USING
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216
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217 static const char* function = "boost::math::lgamma<%1%>(%1%)";
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218
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219 T result = 0;
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220 int sresult = 1;
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221 if(z <= -tools::root_epsilon<T>())
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222 {
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223 // reflection formula:
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224 if(floor(z) == z)
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225 return policies::raise_pole_error<T>(function, "Evaluation of lgamma at a negative integer %1%.", z, pol);
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226
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227 T t = sinpx(z);
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228 z = -z;
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229 if(t < 0)
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230 {
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231 t = -t;
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232 }
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233 else
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234 {
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235 sresult = -sresult;
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236 }
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237 result = log(boost::math::constants::pi<T>()) - lgamma_imp(z, pol, l) - log(t);
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238 }
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239 else if (z < tools::root_epsilon<T>())
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240 {
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241 if (0 == z)
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242 return policies::raise_pole_error<T>(function, "Evaluation of lgamma at %1%.", z, pol);
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243 if (fabs(z) < 1 / tools::max_value<T>())
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244 result = -log(fabs(z));
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245 else
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246 result = log(fabs(1 / z - constants::euler<T>()));
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247 if (z < 0)
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248 sresult = -1;
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249 }
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250 else if(z < 15)
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251 {
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252 typedef typename policies::precision<T, Policy>::type precision_type;
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253 typedef typename mpl::if_<
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254 mpl::and_<
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255 mpl::less_equal<precision_type, mpl::int_<64> >,
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256 mpl::greater<precision_type, mpl::int_<0> >
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257 >,
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258 mpl::int_<64>,
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259 typename mpl::if_<
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260 mpl::and_<
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261 mpl::less_equal<precision_type, mpl::int_<113> >,
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262 mpl::greater<precision_type, mpl::int_<0> >
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263 >,
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264 mpl::int_<113>, mpl::int_<0> >::type
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265 >::type tag_type;
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266 result = lgamma_small_imp<T>(z, T(z - 1), T(z - 2), tag_type(), pol, l);
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267 }
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268 else if((z >= 3) && (z < 100) && (std::numeric_limits<T>::max_exponent >= 1024))
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269 {
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270 // taking the log of tgamma reduces the error, no danger of overflow here:
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271 result = log(gamma_imp(z, pol, l));
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272 }
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273 else
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274 {
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275 // regular evaluation:
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276 T zgh = static_cast<T>(z + Lanczos::g() - boost::math::constants::half<T>());
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277 result = log(zgh) - 1;
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278 result *= z - 0.5f;
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279 result += log(Lanczos::lanczos_sum_expG_scaled(z));
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280 }
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281
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282 if(sign)
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283 *sign = sresult;
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284 return result;
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285 }
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286
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287 //
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288 // Incomplete gamma functions follow:
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289 //
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290 template <class T>
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291 struct upper_incomplete_gamma_fract
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292 {
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293 private:
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294 T z, a;
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295 int k;
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296 public:
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297 typedef std::pair<T,T> result_type;
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298
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299 upper_incomplete_gamma_fract(T a1, T z1)
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300 : z(z1-a1+1), a(a1), k(0)
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301 {
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302 }
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303
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304 result_type operator()()
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305 {
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306 ++k;
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307 z += 2;
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308 return result_type(k * (a - k), z);
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309 }
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310 };
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311
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312 template <class T>
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313 inline T upper_gamma_fraction(T a, T z, T eps)
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314 {
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315 // Multiply result by z^a * e^-z to get the full
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316 // upper incomplete integral. Divide by tgamma(z)
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317 // to normalise.
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318 upper_incomplete_gamma_fract<T> f(a, z);
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319 return 1 / (z - a + 1 + boost::math::tools::continued_fraction_a(f, eps));
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320 }
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321
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322 template <class T>
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323 struct lower_incomplete_gamma_series
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324 {
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325 private:
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326 T a, z, result;
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327 public:
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328 typedef T result_type;
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329 lower_incomplete_gamma_series(T a1, T z1) : a(a1), z(z1), result(1){}
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330
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331 T operator()()
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332 {
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333 T r = result;
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334 a += 1;
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335 result *= z/a;
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336 return r;
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337 }
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338 };
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339
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340 template <class T, class Policy>
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341 inline T lower_gamma_series(T a, T z, const Policy& pol, T init_value = 0)
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342 {
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343 // Multiply result by ((z^a) * (e^-z) / a) to get the full
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344 // lower incomplete integral. Then divide by tgamma(a)
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345 // to get the normalised value.
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346 lower_incomplete_gamma_series<T> s(a, z);
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347 boost::uintmax_t max_iter = policies::get_max_series_iterations<Policy>();
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348 T factor = policies::get_epsilon<T, Policy>();
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349 T result = boost::math::tools::sum_series(s, factor, max_iter, init_value);
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350 policies::check_series_iterations<T>("boost::math::detail::lower_gamma_series<%1%>(%1%)", max_iter, pol);
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351 return result;
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352 }
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353
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Chris@16
|
354 //
|
Chris@101
|
355 // Fully generic tgamma and lgamma use Stirling's approximation
|
Chris@101
|
356 // with Bernoulli numbers.
|
Chris@16
|
357 //
|
Chris@101
|
358 template<class T>
|
Chris@101
|
359 std::size_t highest_bernoulli_index()
|
Chris@101
|
360 {
|
Chris@101
|
361 const float digits10_of_type = (std::numeric_limits<T>::is_specialized
|
Chris@101
|
362 ? static_cast<float>(std::numeric_limits<T>::digits10)
|
Chris@101
|
363 : static_cast<float>(boost::math::tools::digits<T>() * 0.301F));
|
Chris@101
|
364
|
Chris@101
|
365 // Find the high index n for Bn to produce the desired precision in Stirling's calculation.
|
Chris@101
|
366 return static_cast<std::size_t>(18.0F + (0.6F * digits10_of_type));
|
Chris@101
|
367 }
|
Chris@101
|
368
|
Chris@101
|
369 template<class T>
|
Chris@101
|
370 T minimum_argument_for_bernoulli_recursion()
|
Chris@101
|
371 {
|
Chris@101
|
372 const float digits10_of_type = (std::numeric_limits<T>::is_specialized
|
Chris@101
|
373 ? static_cast<float>(std::numeric_limits<T>::digits10)
|
Chris@101
|
374 : static_cast<float>(boost::math::tools::digits<T>() * 0.301F));
|
Chris@101
|
375
|
Chris@101
|
376 return T(digits10_of_type * 1.7F);
|
Chris@101
|
377 }
|
Chris@101
|
378
|
Chris@101
|
379 // Forward declaration of the lgamma_imp template specialization.
|
Chris@16
|
380 template <class T, class Policy>
|
Chris@101
|
381 T lgamma_imp(T z, const Policy& pol, const lanczos::undefined_lanczos&, int* sign = 0);
|
Chris@101
|
382
|
Chris@101
|
383 template <class T, class Policy>
|
Chris@101
|
384 T gamma_imp(T z, const Policy& pol, const lanczos::undefined_lanczos&)
|
Chris@16
|
385 {
|
Chris@101
|
386 BOOST_MATH_STD_USING
|
Chris@101
|
387
|
Chris@16
|
388 static const char* function = "boost::math::tgamma<%1%>(%1%)";
|
Chris@101
|
389
|
Chris@101
|
390 // Check if the argument of tgamma is identically zero.
|
Chris@101
|
391 const bool is_at_zero = (z == 0);
|
Chris@101
|
392
|
Chris@101
|
393 if(is_at_zero)
|
Chris@101
|
394 return policies::raise_domain_error<T>(function, "Evaluation of tgamma at zero %1%.", z, pol);
|
Chris@101
|
395
|
Chris@101
|
396 const bool b_neg = (z < 0);
|
Chris@101
|
397
|
Chris@101
|
398 const bool floor_of_z_is_equal_to_z = (floor(z) == z);
|
Chris@101
|
399
|
Chris@101
|
400 // Special case handling of small factorials:
|
Chris@101
|
401 if((!b_neg) && floor_of_z_is_equal_to_z && (z < boost::math::max_factorial<T>::value))
|
Chris@16
|
402 {
|
Chris@101
|
403 return boost::math::unchecked_factorial<T>(itrunc(z) - 1);
|
Chris@16
|
404 }
|
Chris@101
|
405
|
Chris@101
|
406 // Make a local, unsigned copy of the input argument.
|
Chris@101
|
407 T zz((!b_neg) ? z : -z);
|
Chris@101
|
408
|
Chris@101
|
409 // Special case for ultra-small z:
|
Chris@101
|
410 if(zz < tools::cbrt_epsilon<T>())
|
Chris@16
|
411 {
|
Chris@101
|
412 const T a0(1);
|
Chris@101
|
413 const T a1(boost::math::constants::euler<T>());
|
Chris@101
|
414 const T six_euler_squared((boost::math::constants::euler<T>() * boost::math::constants::euler<T>()) * 6);
|
Chris@101
|
415 const T a2((six_euler_squared - boost::math::constants::pi_sqr<T>()) / 12);
|
Chris@101
|
416
|
Chris@101
|
417 const T inverse_tgamma_series = z * ((a2 * z + a1) * z + a0);
|
Chris@101
|
418
|
Chris@101
|
419 return 1 / inverse_tgamma_series;
|
Chris@16
|
420 }
|
Chris@101
|
421
|
Chris@101
|
422 // Scale the argument up for the calculation of lgamma,
|
Chris@101
|
423 // and use downward recursion later for the final result.
|
Chris@101
|
424 const T min_arg_for_recursion = minimum_argument_for_bernoulli_recursion<T>();
|
Chris@101
|
425
|
Chris@101
|
426 int n_recur;
|
Chris@101
|
427
|
Chris@101
|
428 if(zz < min_arg_for_recursion)
|
Chris@16
|
429 {
|
Chris@101
|
430 n_recur = boost::math::itrunc(min_arg_for_recursion - zz) + 1;
|
Chris@101
|
431
|
Chris@101
|
432 zz += n_recur;
|
Chris@16
|
433 }
|
Chris@16
|
434 else
|
Chris@16
|
435 {
|
Chris@101
|
436 n_recur = 0;
|
Chris@101
|
437 }
|
Chris@101
|
438
|
Chris@101
|
439 const T log_gamma_value = lgamma_imp(zz, pol, lanczos::undefined_lanczos());
|
Chris@101
|
440
|
Chris@101
|
441 if(log_gamma_value > tools::log_max_value<T>())
|
Chris@101
|
442 return policies::raise_overflow_error<T>(function, 0, pol);
|
Chris@101
|
443
|
Chris@101
|
444 T gamma_value = exp(log_gamma_value);
|
Chris@101
|
445
|
Chris@101
|
446 // Rescale the result using downward recursion if necessary.
|
Chris@101
|
447 if(n_recur)
|
Chris@101
|
448 {
|
Chris@101
|
449 // The order of divides is important, if we keep subtracting 1 from zz
|
Chris@101
|
450 // we DO NOT get back to z (cancellation error). Further if z < epsilon
|
Chris@101
|
451 // we would end up dividing by zero. Also in order to prevent spurious
|
Chris@101
|
452 // overflow with the first division, we must save dividing by |z| till last,
|
Chris@101
|
453 // so the optimal order of divides is z+1, z+2, z+3...z+n_recur-1,z.
|
Chris@101
|
454 zz = fabs(z) + 1;
|
Chris@101
|
455 for(int k = 1; k < n_recur; ++k)
|
Chris@101
|
456 {
|
Chris@101
|
457 gamma_value /= zz;
|
Chris@101
|
458 zz += 1;
|
Chris@101
|
459 }
|
Chris@101
|
460 gamma_value /= fabs(z);
|
Chris@101
|
461 }
|
Chris@101
|
462
|
Chris@101
|
463 // Return the result, accounting for possible negative arguments.
|
Chris@101
|
464 if(b_neg)
|
Chris@101
|
465 {
|
Chris@101
|
466 // Provide special error analysis for:
|
Chris@101
|
467 // * arguments in the neighborhood of a negative integer
|
Chris@101
|
468 // * arguments exactly equal to a negative integer.
|
Chris@101
|
469
|
Chris@101
|
470 // Check if the argument of tgamma is exactly equal to a negative integer.
|
Chris@101
|
471 if(floor_of_z_is_equal_to_z)
|
Chris@101
|
472 return policies::raise_pole_error<T>(function, "Evaluation of tgamma at a negative integer %1%.", z, pol);
|
Chris@101
|
473
|
Chris@101
|
474 gamma_value *= sinpx(z);
|
Chris@101
|
475
|
Chris@101
|
476 BOOST_MATH_INSTRUMENT_VARIABLE(gamma_value);
|
Chris@101
|
477
|
Chris@101
|
478 const bool result_is_too_large_to_represent = ( (abs(gamma_value) < 1)
|
Chris@101
|
479 && ((tools::max_value<T>() * abs(gamma_value)) < boost::math::constants::pi<T>()));
|
Chris@101
|
480
|
Chris@101
|
481 if(result_is_too_large_to_represent)
|
Chris@16
|
482 return policies::raise_overflow_error<T>(function, "Result of tgamma is too large to represent.", pol);
|
Chris@101
|
483
|
Chris@101
|
484 gamma_value = -boost::math::constants::pi<T>() / gamma_value;
|
Chris@101
|
485 BOOST_MATH_INSTRUMENT_VARIABLE(gamma_value);
|
Chris@101
|
486
|
Chris@101
|
487 if(gamma_value == 0)
|
Chris@101
|
488 return policies::raise_underflow_error<T>(function, "Result of tgamma is too small to represent.", pol);
|
Chris@101
|
489
|
Chris@101
|
490 if((boost::math::fpclassify)(gamma_value) == static_cast<int>(FP_SUBNORMAL))
|
Chris@101
|
491 return policies::raise_denorm_error<T>(function, "Result of tgamma is denormalized.", gamma_value, pol);
|
Chris@16
|
492 }
|
Chris@101
|
493
|
Chris@101
|
494 return gamma_value;
|
Chris@16
|
495 }
|
Chris@16
|
496
|
Chris@16
|
497 template <class T, class Policy>
|
Chris@101
|
498 T lgamma_imp(T z, const Policy& pol, const lanczos::undefined_lanczos&, int* sign)
|
Chris@16
|
499 {
|
Chris@16
|
500 BOOST_MATH_STD_USING
|
Chris@16
|
501
|
Chris@16
|
502 static const char* function = "boost::math::lgamma<%1%>(%1%)";
|
Chris@101
|
503
|
Chris@101
|
504 // Check if the argument of lgamma is identically zero.
|
Chris@101
|
505 const bool is_at_zero = (z == 0);
|
Chris@101
|
506
|
Chris@101
|
507 if(is_at_zero)
|
Chris@101
|
508 return policies::raise_domain_error<T>(function, "Evaluation of lgamma at zero %1%.", z, pol);
|
Chris@101
|
509
|
Chris@101
|
510 const bool b_neg = (z < 0);
|
Chris@101
|
511
|
Chris@101
|
512 const bool floor_of_z_is_equal_to_z = (floor(z) == z);
|
Chris@101
|
513
|
Chris@101
|
514 // Special case handling of small factorials:
|
Chris@101
|
515 if((!b_neg) && floor_of_z_is_equal_to_z && (z < boost::math::max_factorial<T>::value))
|
Chris@16
|
516 {
|
Chris@101
|
517 return log(boost::math::unchecked_factorial<T>(itrunc(z) - 1));
|
Chris@101
|
518 }
|
Chris@101
|
519
|
Chris@101
|
520 // Make a local, unsigned copy of the input argument.
|
Chris@101
|
521 T zz((!b_neg) ? z : -z);
|
Chris@101
|
522
|
Chris@101
|
523 const T min_arg_for_recursion = minimum_argument_for_bernoulli_recursion<T>();
|
Chris@101
|
524
|
Chris@101
|
525 T log_gamma_value;
|
Chris@101
|
526
|
Chris@101
|
527 if (zz < min_arg_for_recursion)
|
Chris@101
|
528 {
|
Chris@101
|
529 // Here we simply take the logarithm of tgamma(). This is somewhat
|
Chris@101
|
530 // inefficient, but simple. The rationale is that the argument here
|
Chris@101
|
531 // is relatively small and overflow is not expected to be likely.
|
Chris@101
|
532 if (z > -tools::root_epsilon<T>())
|
Chris@101
|
533 {
|
Chris@101
|
534 // Reflection formula may fail if z is very close to zero, let the series
|
Chris@101
|
535 // expansion for tgamma close to zero do the work:
|
Chris@101
|
536 log_gamma_value = log(abs(gamma_imp(z, pol, lanczos::undefined_lanczos())));
|
Chris@101
|
537 if (sign)
|
Chris@101
|
538 {
|
Chris@101
|
539 *sign = z < 0 ? -1 : 1;
|
Chris@101
|
540 }
|
Chris@101
|
541 return log_gamma_value;
|
Chris@101
|
542 }
|
Chris@101
|
543 else
|
Chris@101
|
544 {
|
Chris@101
|
545 // No issue with spurious overflow in reflection formula,
|
Chris@101
|
546 // just fall through to regular code:
|
Chris@101
|
547 log_gamma_value = log(abs(gamma_imp(zz, pol, lanczos::undefined_lanczos())));
|
Chris@101
|
548 }
|
Chris@101
|
549 }
|
Chris@101
|
550 else
|
Chris@101
|
551 {
|
Chris@101
|
552 // Perform the Bernoulli series expansion of Stirling's approximation.
|
Chris@101
|
553
|
Chris@101
|
554 const std::size_t number_of_bernoullis_b2n = highest_bernoulli_index<T>();
|
Chris@101
|
555
|
Chris@101
|
556 T one_over_x_pow_two_n_minus_one = 1 / zz;
|
Chris@101
|
557 const T one_over_x2 = one_over_x_pow_two_n_minus_one * one_over_x_pow_two_n_minus_one;
|
Chris@101
|
558 T sum = (boost::math::bernoulli_b2n<T>(1) / 2) * one_over_x_pow_two_n_minus_one;
|
Chris@101
|
559 const T target_epsilon_to_break_loop = (sum * boost::math::tools::epsilon<T>()) * T(1.0E-10F);
|
Chris@101
|
560
|
Chris@101
|
561 for(std::size_t n = 2U; n < number_of_bernoullis_b2n; ++n)
|
Chris@101
|
562 {
|
Chris@101
|
563 one_over_x_pow_two_n_minus_one *= one_over_x2;
|
Chris@101
|
564
|
Chris@101
|
565 const std::size_t n2 = static_cast<std::size_t>(n * 2U);
|
Chris@101
|
566
|
Chris@101
|
567 const T term = (boost::math::bernoulli_b2n<T>(static_cast<int>(n)) * one_over_x_pow_two_n_minus_one) / (n2 * (n2 - 1U));
|
Chris@101
|
568
|
Chris@101
|
569 if((n >= 8U) && (abs(term) < target_epsilon_to_break_loop))
|
Chris@101
|
570 {
|
Chris@101
|
571 // We have reached the desired precision in Stirling's expansion.
|
Chris@101
|
572 // Adding additional terms to the sum of this divergent asymptotic
|
Chris@101
|
573 // expansion will not improve the result.
|
Chris@101
|
574
|
Chris@101
|
575 // Break from the loop.
|
Chris@101
|
576 break;
|
Chris@101
|
577 }
|
Chris@101
|
578
|
Chris@101
|
579 sum += term;
|
Chris@101
|
580 }
|
Chris@101
|
581
|
Chris@101
|
582 // Complete Stirling's approximation.
|
Chris@101
|
583 const T half_ln_two_pi = log(boost::math::constants::two_pi<T>()) / 2;
|
Chris@101
|
584
|
Chris@101
|
585 log_gamma_value = ((((zz - boost::math::constants::half<T>()) * log(zz)) - zz) + half_ln_two_pi) + sum;
|
Chris@101
|
586 }
|
Chris@101
|
587
|
Chris@101
|
588 int sign_of_result = 1;
|
Chris@101
|
589
|
Chris@101
|
590 if(b_neg)
|
Chris@101
|
591 {
|
Chris@101
|
592 // Provide special error analysis if the argument is exactly
|
Chris@101
|
593 // equal to a negative integer.
|
Chris@101
|
594
|
Chris@101
|
595 // Check if the argument of lgamma is exactly equal to a negative integer.
|
Chris@101
|
596 if(floor_of_z_is_equal_to_z)
|
Chris@101
|
597 return policies::raise_pole_error<T>(function, "Evaluation of lgamma at a negative integer %1%.", z, pol);
|
Chris@101
|
598
|
Chris@101
|
599 T t = sinpx(z);
|
Chris@101
|
600
|
Chris@16
|
601 if(t < 0)
|
Chris@16
|
602 {
|
Chris@16
|
603 t = -t;
|
Chris@16
|
604 }
|
Chris@16
|
605 else
|
Chris@16
|
606 {
|
Chris@101
|
607 sign_of_result = -sign_of_result;
|
Chris@16
|
608 }
|
Chris@101
|
609
|
Chris@101
|
610 log_gamma_value = - log_gamma_value
|
Chris@101
|
611 + log(boost::math::constants::pi<T>())
|
Chris@101
|
612 - log(t);
|
Chris@16
|
613 }
|
Chris@101
|
614
|
Chris@101
|
615 if(sign != static_cast<int*>(0U)) { *sign = sign_of_result; }
|
Chris@101
|
616
|
Chris@101
|
617 return log_gamma_value;
|
Chris@16
|
618 }
|
Chris@101
|
619
|
Chris@16
|
620 //
|
Chris@16
|
621 // This helper calculates tgamma(dz+1)-1 without cancellation errors,
|
Chris@16
|
622 // used by the upper incomplete gamma with z < 1:
|
Chris@16
|
623 //
|
Chris@16
|
624 template <class T, class Policy, class Lanczos>
|
Chris@16
|
625 T tgammap1m1_imp(T dz, Policy const& pol, const Lanczos& l)
|
Chris@16
|
626 {
|
Chris@16
|
627 BOOST_MATH_STD_USING
|
Chris@16
|
628
|
Chris@16
|
629 typedef typename policies::precision<T,Policy>::type precision_type;
|
Chris@16
|
630
|
Chris@16
|
631 typedef typename mpl::if_<
|
Chris@16
|
632 mpl::or_<
|
Chris@16
|
633 mpl::less_equal<precision_type, mpl::int_<0> >,
|
Chris@16
|
634 mpl::greater<precision_type, mpl::int_<113> >
|
Chris@16
|
635 >,
|
Chris@16
|
636 typename mpl::if_<
|
Chris@16
|
637 is_same<Lanczos, lanczos::lanczos24m113>,
|
Chris@16
|
638 mpl::int_<113>,
|
Chris@16
|
639 mpl::int_<0>
|
Chris@16
|
640 >::type,
|
Chris@16
|
641 typename mpl::if_<
|
Chris@16
|
642 mpl::less_equal<precision_type, mpl::int_<64> >,
|
Chris@16
|
643 mpl::int_<64>, mpl::int_<113> >::type
|
Chris@16
|
644 >::type tag_type;
|
Chris@16
|
645
|
Chris@16
|
646 T result;
|
Chris@16
|
647 if(dz < 0)
|
Chris@16
|
648 {
|
Chris@16
|
649 if(dz < -0.5)
|
Chris@16
|
650 {
|
Chris@16
|
651 // Best method is simply to subtract 1 from tgamma:
|
Chris@16
|
652 result = boost::math::tgamma(1+dz, pol) - 1;
|
Chris@16
|
653 BOOST_MATH_INSTRUMENT_CODE(result);
|
Chris@16
|
654 }
|
Chris@16
|
655 else
|
Chris@16
|
656 {
|
Chris@16
|
657 // Use expm1 on lgamma:
|
Chris@16
|
658 result = boost::math::expm1(-boost::math::log1p(dz, pol)
|
Chris@16
|
659 + lgamma_small_imp<T>(dz+2, dz + 1, dz, tag_type(), pol, l));
|
Chris@16
|
660 BOOST_MATH_INSTRUMENT_CODE(result);
|
Chris@16
|
661 }
|
Chris@16
|
662 }
|
Chris@16
|
663 else
|
Chris@16
|
664 {
|
Chris@16
|
665 if(dz < 2)
|
Chris@16
|
666 {
|
Chris@16
|
667 // Use expm1 on lgamma:
|
Chris@16
|
668 result = boost::math::expm1(lgamma_small_imp<T>(dz+1, dz, dz-1, tag_type(), pol, l), pol);
|
Chris@16
|
669 BOOST_MATH_INSTRUMENT_CODE(result);
|
Chris@16
|
670 }
|
Chris@16
|
671 else
|
Chris@16
|
672 {
|
Chris@16
|
673 // Best method is simply to subtract 1 from tgamma:
|
Chris@16
|
674 result = boost::math::tgamma(1+dz, pol) - 1;
|
Chris@16
|
675 BOOST_MATH_INSTRUMENT_CODE(result);
|
Chris@16
|
676 }
|
Chris@16
|
677 }
|
Chris@16
|
678
|
Chris@16
|
679 return result;
|
Chris@16
|
680 }
|
Chris@16
|
681
|
Chris@16
|
682 template <class T, class Policy>
|
Chris@16
|
683 inline T tgammap1m1_imp(T dz, Policy const& pol,
|
Chris@16
|
684 const ::boost::math::lanczos::undefined_lanczos& l)
|
Chris@16
|
685 {
|
Chris@16
|
686 BOOST_MATH_STD_USING // ADL of std names
|
Chris@16
|
687 //
|
Chris@16
|
688 // There should be a better solution than this, but the
|
Chris@16
|
689 // algebra isn't easy for the general case....
|
Chris@16
|
690 // Start by subracting 1 from tgamma:
|
Chris@16
|
691 //
|
Chris@16
|
692 T result = gamma_imp(T(1 + dz), pol, l) - 1;
|
Chris@16
|
693 BOOST_MATH_INSTRUMENT_CODE(result);
|
Chris@16
|
694 //
|
Chris@16
|
695 // Test the level of cancellation error observed: we loose one bit
|
Chris@16
|
696 // for each power of 2 the result is less than 1. If we would get
|
Chris@16
|
697 // more bits from our most precise lgamma rational approximation,
|
Chris@16
|
698 // then use that instead:
|
Chris@16
|
699 //
|
Chris@16
|
700 BOOST_MATH_INSTRUMENT_CODE((dz > -0.5));
|
Chris@16
|
701 BOOST_MATH_INSTRUMENT_CODE((dz < 2));
|
Chris@16
|
702 BOOST_MATH_INSTRUMENT_CODE((ldexp(1.0, boost::math::policies::digits<T, Policy>()) * fabs(result) < 1e34));
|
Chris@16
|
703 if((dz > -0.5) && (dz < 2) && (ldexp(1.0, boost::math::policies::digits<T, Policy>()) * fabs(result) < 1e34))
|
Chris@16
|
704 {
|
Chris@16
|
705 result = tgammap1m1_imp(dz, pol, boost::math::lanczos::lanczos24m113());
|
Chris@16
|
706 BOOST_MATH_INSTRUMENT_CODE(result);
|
Chris@16
|
707 }
|
Chris@16
|
708 return result;
|
Chris@16
|
709 }
|
Chris@16
|
710
|
Chris@16
|
711 //
|
Chris@16
|
712 // Series representation for upper fraction when z is small:
|
Chris@16
|
713 //
|
Chris@16
|
714 template <class T>
|
Chris@16
|
715 struct small_gamma2_series
|
Chris@16
|
716 {
|
Chris@16
|
717 typedef T result_type;
|
Chris@16
|
718
|
Chris@16
|
719 small_gamma2_series(T a_, T x_) : result(-x_), x(-x_), apn(a_+1), n(1){}
|
Chris@16
|
720
|
Chris@16
|
721 T operator()()
|
Chris@16
|
722 {
|
Chris@16
|
723 T r = result / (apn);
|
Chris@16
|
724 result *= x;
|
Chris@16
|
725 result /= ++n;
|
Chris@16
|
726 apn += 1;
|
Chris@16
|
727 return r;
|
Chris@16
|
728 }
|
Chris@16
|
729
|
Chris@16
|
730 private:
|
Chris@16
|
731 T result, x, apn;
|
Chris@16
|
732 int n;
|
Chris@16
|
733 };
|
Chris@16
|
734 //
|
Chris@16
|
735 // calculate power term prefix (z^a)(e^-z) used in the non-normalised
|
Chris@16
|
736 // incomplete gammas:
|
Chris@16
|
737 //
|
Chris@16
|
738 template <class T, class Policy>
|
Chris@16
|
739 T full_igamma_prefix(T a, T z, const Policy& pol)
|
Chris@16
|
740 {
|
Chris@16
|
741 BOOST_MATH_STD_USING
|
Chris@16
|
742
|
Chris@16
|
743 T prefix;
|
Chris@16
|
744 T alz = a * log(z);
|
Chris@16
|
745
|
Chris@16
|
746 if(z >= 1)
|
Chris@16
|
747 {
|
Chris@16
|
748 if((alz < tools::log_max_value<T>()) && (-z > tools::log_min_value<T>()))
|
Chris@16
|
749 {
|
Chris@16
|
750 prefix = pow(z, a) * exp(-z);
|
Chris@16
|
751 }
|
Chris@16
|
752 else if(a >= 1)
|
Chris@16
|
753 {
|
Chris@16
|
754 prefix = pow(z / exp(z/a), a);
|
Chris@16
|
755 }
|
Chris@16
|
756 else
|
Chris@16
|
757 {
|
Chris@16
|
758 prefix = exp(alz - z);
|
Chris@16
|
759 }
|
Chris@16
|
760 }
|
Chris@16
|
761 else
|
Chris@16
|
762 {
|
Chris@16
|
763 if(alz > tools::log_min_value<T>())
|
Chris@16
|
764 {
|
Chris@16
|
765 prefix = pow(z, a) * exp(-z);
|
Chris@16
|
766 }
|
Chris@16
|
767 else if(z/a < tools::log_max_value<T>())
|
Chris@16
|
768 {
|
Chris@16
|
769 prefix = pow(z / exp(z/a), a);
|
Chris@16
|
770 }
|
Chris@16
|
771 else
|
Chris@16
|
772 {
|
Chris@16
|
773 prefix = exp(alz - z);
|
Chris@16
|
774 }
|
Chris@16
|
775 }
|
Chris@16
|
776 //
|
Chris@16
|
777 // This error handling isn't very good: it happens after the fact
|
Chris@16
|
778 // rather than before it...
|
Chris@16
|
779 //
|
Chris@16
|
780 if((boost::math::fpclassify)(prefix) == (int)FP_INFINITE)
|
Chris@101
|
781 return policies::raise_overflow_error<T>("boost::math::detail::full_igamma_prefix<%1%>(%1%, %1%)", "Result of incomplete gamma function is too large to represent.", pol);
|
Chris@16
|
782
|
Chris@16
|
783 return prefix;
|
Chris@16
|
784 }
|
Chris@16
|
785 //
|
Chris@16
|
786 // Compute (z^a)(e^-z)/tgamma(a)
|
Chris@16
|
787 // most if the error occurs in this function:
|
Chris@16
|
788 //
|
Chris@16
|
789 template <class T, class Policy, class Lanczos>
|
Chris@16
|
790 T regularised_gamma_prefix(T a, T z, const Policy& pol, const Lanczos& l)
|
Chris@16
|
791 {
|
Chris@16
|
792 BOOST_MATH_STD_USING
|
Chris@16
|
793 T agh = a + static_cast<T>(Lanczos::g()) - T(0.5);
|
Chris@16
|
794 T prefix;
|
Chris@16
|
795 T d = ((z - a) - static_cast<T>(Lanczos::g()) + T(0.5)) / agh;
|
Chris@16
|
796
|
Chris@16
|
797 if(a < 1)
|
Chris@16
|
798 {
|
Chris@16
|
799 //
|
Chris@16
|
800 // We have to treat a < 1 as a special case because our Lanczos
|
Chris@16
|
801 // approximations are optimised against the factorials with a > 1,
|
Chris@16
|
802 // and for high precision types especially (128-bit reals for example)
|
Chris@16
|
803 // very small values of a can give rather eroneous results for gamma
|
Chris@16
|
804 // unless we do this:
|
Chris@16
|
805 //
|
Chris@16
|
806 // TODO: is this still required? Lanczos approx should be better now?
|
Chris@16
|
807 //
|
Chris@16
|
808 if(z <= tools::log_min_value<T>())
|
Chris@16
|
809 {
|
Chris@16
|
810 // Oh dear, have to use logs, should be free of cancellation errors though:
|
Chris@16
|
811 return exp(a * log(z) - z - lgamma_imp(a, pol, l));
|
Chris@16
|
812 }
|
Chris@16
|
813 else
|
Chris@16
|
814 {
|
Chris@16
|
815 // direct calculation, no danger of overflow as gamma(a) < 1/a
|
Chris@16
|
816 // for small a.
|
Chris@16
|
817 return pow(z, a) * exp(-z) / gamma_imp(a, pol, l);
|
Chris@16
|
818 }
|
Chris@16
|
819 }
|
Chris@16
|
820 else if((fabs(d*d*a) <= 100) && (a > 150))
|
Chris@16
|
821 {
|
Chris@16
|
822 // special case for large a and a ~ z.
|
Chris@16
|
823 prefix = a * boost::math::log1pmx(d, pol) + z * static_cast<T>(0.5 - Lanczos::g()) / agh;
|
Chris@16
|
824 prefix = exp(prefix);
|
Chris@16
|
825 }
|
Chris@16
|
826 else
|
Chris@16
|
827 {
|
Chris@16
|
828 //
|
Chris@16
|
829 // general case.
|
Chris@16
|
830 // direct computation is most accurate, but use various fallbacks
|
Chris@16
|
831 // for different parts of the problem domain:
|
Chris@16
|
832 //
|
Chris@16
|
833 T alz = a * log(z / agh);
|
Chris@16
|
834 T amz = a - z;
|
Chris@16
|
835 if(((std::min)(alz, amz) <= tools::log_min_value<T>()) || ((std::max)(alz, amz) >= tools::log_max_value<T>()))
|
Chris@16
|
836 {
|
Chris@16
|
837 T amza = amz / a;
|
Chris@16
|
838 if(((std::min)(alz, amz)/2 > tools::log_min_value<T>()) && ((std::max)(alz, amz)/2 < tools::log_max_value<T>()))
|
Chris@16
|
839 {
|
Chris@16
|
840 // compute square root of the result and then square it:
|
Chris@16
|
841 T sq = pow(z / agh, a / 2) * exp(amz / 2);
|
Chris@16
|
842 prefix = sq * sq;
|
Chris@16
|
843 }
|
Chris@16
|
844 else if(((std::min)(alz, amz)/4 > tools::log_min_value<T>()) && ((std::max)(alz, amz)/4 < tools::log_max_value<T>()) && (z > a))
|
Chris@16
|
845 {
|
Chris@16
|
846 // compute the 4th root of the result then square it twice:
|
Chris@16
|
847 T sq = pow(z / agh, a / 4) * exp(amz / 4);
|
Chris@16
|
848 prefix = sq * sq;
|
Chris@16
|
849 prefix *= prefix;
|
Chris@16
|
850 }
|
Chris@16
|
851 else if((amza > tools::log_min_value<T>()) && (amza < tools::log_max_value<T>()))
|
Chris@16
|
852 {
|
Chris@16
|
853 prefix = pow((z * exp(amza)) / agh, a);
|
Chris@16
|
854 }
|
Chris@16
|
855 else
|
Chris@16
|
856 {
|
Chris@16
|
857 prefix = exp(alz + amz);
|
Chris@16
|
858 }
|
Chris@16
|
859 }
|
Chris@16
|
860 else
|
Chris@16
|
861 {
|
Chris@16
|
862 prefix = pow(z / agh, a) * exp(amz);
|
Chris@16
|
863 }
|
Chris@16
|
864 }
|
Chris@16
|
865 prefix *= sqrt(agh / boost::math::constants::e<T>()) / Lanczos::lanczos_sum_expG_scaled(a);
|
Chris@16
|
866 return prefix;
|
Chris@16
|
867 }
|
Chris@16
|
868 //
|
Chris@16
|
869 // And again, without Lanczos support:
|
Chris@16
|
870 //
|
Chris@16
|
871 template <class T, class Policy>
|
Chris@16
|
872 T regularised_gamma_prefix(T a, T z, const Policy& pol, const lanczos::undefined_lanczos&)
|
Chris@16
|
873 {
|
Chris@16
|
874 BOOST_MATH_STD_USING
|
Chris@16
|
875
|
Chris@16
|
876 T limit = (std::max)(T(10), a);
|
Chris@16
|
877 T sum = detail::lower_gamma_series(a, limit, pol) / a;
|
Chris@16
|
878 sum += detail::upper_gamma_fraction(a, limit, ::boost::math::policies::get_epsilon<T, Policy>());
|
Chris@16
|
879
|
Chris@16
|
880 if(a < 10)
|
Chris@16
|
881 {
|
Chris@16
|
882 // special case for small a:
|
Chris@16
|
883 T prefix = pow(z / 10, a);
|
Chris@16
|
884 prefix *= exp(10-z);
|
Chris@16
|
885 if(0 == prefix)
|
Chris@16
|
886 {
|
Chris@16
|
887 prefix = pow((z * exp((10-z)/a)) / 10, a);
|
Chris@16
|
888 }
|
Chris@16
|
889 prefix /= sum;
|
Chris@16
|
890 return prefix;
|
Chris@16
|
891 }
|
Chris@16
|
892
|
Chris@16
|
893 T zoa = z / a;
|
Chris@16
|
894 T amz = a - z;
|
Chris@16
|
895 T alzoa = a * log(zoa);
|
Chris@16
|
896 T prefix;
|
Chris@16
|
897 if(((std::min)(alzoa, amz) <= tools::log_min_value<T>()) || ((std::max)(alzoa, amz) >= tools::log_max_value<T>()))
|
Chris@16
|
898 {
|
Chris@16
|
899 T amza = amz / a;
|
Chris@16
|
900 if((amza <= tools::log_min_value<T>()) || (amza >= tools::log_max_value<T>()))
|
Chris@16
|
901 {
|
Chris@16
|
902 prefix = exp(alzoa + amz);
|
Chris@16
|
903 }
|
Chris@16
|
904 else
|
Chris@16
|
905 {
|
Chris@16
|
906 prefix = pow(zoa * exp(amza), a);
|
Chris@16
|
907 }
|
Chris@16
|
908 }
|
Chris@16
|
909 else
|
Chris@16
|
910 {
|
Chris@16
|
911 prefix = pow(zoa, a) * exp(amz);
|
Chris@16
|
912 }
|
Chris@16
|
913 prefix /= sum;
|
Chris@16
|
914 return prefix;
|
Chris@16
|
915 }
|
Chris@16
|
916 //
|
Chris@16
|
917 // Upper gamma fraction for very small a:
|
Chris@16
|
918 //
|
Chris@16
|
919 template <class T, class Policy>
|
Chris@16
|
920 inline T tgamma_small_upper_part(T a, T x, const Policy& pol, T* pgam = 0, bool invert = false, T* pderivative = 0)
|
Chris@16
|
921 {
|
Chris@16
|
922 BOOST_MATH_STD_USING // ADL of std functions.
|
Chris@16
|
923 //
|
Chris@16
|
924 // Compute the full upper fraction (Q) when a is very small:
|
Chris@16
|
925 //
|
Chris@16
|
926 T result;
|
Chris@16
|
927 result = boost::math::tgamma1pm1(a, pol);
|
Chris@16
|
928 if(pgam)
|
Chris@16
|
929 *pgam = (result + 1) / a;
|
Chris@16
|
930 T p = boost::math::powm1(x, a, pol);
|
Chris@16
|
931 result -= p;
|
Chris@16
|
932 result /= a;
|
Chris@16
|
933 detail::small_gamma2_series<T> s(a, x);
|
Chris@16
|
934 boost::uintmax_t max_iter = policies::get_max_series_iterations<Policy>() - 10;
|
Chris@16
|
935 p += 1;
|
Chris@16
|
936 if(pderivative)
|
Chris@16
|
937 *pderivative = p / (*pgam * exp(x));
|
Chris@16
|
938 T init_value = invert ? *pgam : 0;
|
Chris@16
|
939 result = -p * tools::sum_series(s, boost::math::policies::get_epsilon<T, Policy>(), max_iter, (init_value - result) / p);
|
Chris@16
|
940 policies::check_series_iterations<T>("boost::math::tgamma_small_upper_part<%1%>(%1%, %1%)", max_iter, pol);
|
Chris@16
|
941 if(invert)
|
Chris@16
|
942 result = -result;
|
Chris@16
|
943 return result;
|
Chris@16
|
944 }
|
Chris@16
|
945 //
|
Chris@16
|
946 // Upper gamma fraction for integer a:
|
Chris@16
|
947 //
|
Chris@16
|
948 template <class T, class Policy>
|
Chris@16
|
949 inline T finite_gamma_q(T a, T x, Policy const& pol, T* pderivative = 0)
|
Chris@16
|
950 {
|
Chris@16
|
951 //
|
Chris@16
|
952 // Calculates normalised Q when a is an integer:
|
Chris@16
|
953 //
|
Chris@16
|
954 BOOST_MATH_STD_USING
|
Chris@16
|
955 T e = exp(-x);
|
Chris@16
|
956 T sum = e;
|
Chris@16
|
957 if(sum != 0)
|
Chris@16
|
958 {
|
Chris@16
|
959 T term = sum;
|
Chris@16
|
960 for(unsigned n = 1; n < a; ++n)
|
Chris@16
|
961 {
|
Chris@16
|
962 term /= n;
|
Chris@16
|
963 term *= x;
|
Chris@16
|
964 sum += term;
|
Chris@16
|
965 }
|
Chris@16
|
966 }
|
Chris@16
|
967 if(pderivative)
|
Chris@16
|
968 {
|
Chris@16
|
969 *pderivative = e * pow(x, a) / boost::math::unchecked_factorial<T>(itrunc(T(a - 1), pol));
|
Chris@16
|
970 }
|
Chris@16
|
971 return sum;
|
Chris@16
|
972 }
|
Chris@16
|
973 //
|
Chris@16
|
974 // Upper gamma fraction for half integer a:
|
Chris@16
|
975 //
|
Chris@16
|
976 template <class T, class Policy>
|
Chris@16
|
977 T finite_half_gamma_q(T a, T x, T* p_derivative, const Policy& pol)
|
Chris@16
|
978 {
|
Chris@16
|
979 //
|
Chris@16
|
980 // Calculates normalised Q when a is a half-integer:
|
Chris@16
|
981 //
|
Chris@16
|
982 BOOST_MATH_STD_USING
|
Chris@16
|
983 T e = boost::math::erfc(sqrt(x), pol);
|
Chris@16
|
984 if((e != 0) && (a > 1))
|
Chris@16
|
985 {
|
Chris@16
|
986 T term = exp(-x) / sqrt(constants::pi<T>() * x);
|
Chris@16
|
987 term *= x;
|
Chris@16
|
988 static const T half = T(1) / 2;
|
Chris@16
|
989 term /= half;
|
Chris@16
|
990 T sum = term;
|
Chris@16
|
991 for(unsigned n = 2; n < a; ++n)
|
Chris@16
|
992 {
|
Chris@16
|
993 term /= n - half;
|
Chris@16
|
994 term *= x;
|
Chris@16
|
995 sum += term;
|
Chris@16
|
996 }
|
Chris@16
|
997 e += sum;
|
Chris@16
|
998 if(p_derivative)
|
Chris@16
|
999 {
|
Chris@16
|
1000 *p_derivative = 0;
|
Chris@16
|
1001 }
|
Chris@16
|
1002 }
|
Chris@16
|
1003 else if(p_derivative)
|
Chris@16
|
1004 {
|
Chris@16
|
1005 // We'll be dividing by x later, so calculate derivative * x:
|
Chris@16
|
1006 *p_derivative = sqrt(x) * exp(-x) / constants::root_pi<T>();
|
Chris@16
|
1007 }
|
Chris@16
|
1008 return e;
|
Chris@16
|
1009 }
|
Chris@16
|
1010 //
|
Chris@16
|
1011 // Main incomplete gamma entry point, handles all four incomplete gamma's:
|
Chris@16
|
1012 //
|
Chris@16
|
1013 template <class T, class Policy>
|
Chris@16
|
1014 T gamma_incomplete_imp(T a, T x, bool normalised, bool invert,
|
Chris@16
|
1015 const Policy& pol, T* p_derivative)
|
Chris@16
|
1016 {
|
Chris@16
|
1017 static const char* function = "boost::math::gamma_p<%1%>(%1%, %1%)";
|
Chris@16
|
1018 if(a <= 0)
|
Chris@101
|
1019 return policies::raise_domain_error<T>(function, "Argument a to the incomplete gamma function must be greater than zero (got a=%1%).", a, pol);
|
Chris@16
|
1020 if(x < 0)
|
Chris@101
|
1021 return policies::raise_domain_error<T>(function, "Argument x to the incomplete gamma function must be >= 0 (got x=%1%).", x, pol);
|
Chris@16
|
1022
|
Chris@16
|
1023 BOOST_MATH_STD_USING
|
Chris@16
|
1024
|
Chris@16
|
1025 typedef typename lanczos::lanczos<T, Policy>::type lanczos_type;
|
Chris@16
|
1026
|
Chris@16
|
1027 T result = 0; // Just to avoid warning C4701: potentially uninitialized local variable 'result' used
|
Chris@16
|
1028
|
Chris@101
|
1029 if(a >= max_factorial<T>::value && !normalised)
|
Chris@101
|
1030 {
|
Chris@101
|
1031 //
|
Chris@101
|
1032 // When we're computing the non-normalized incomplete gamma
|
Chris@101
|
1033 // and a is large the result is rather hard to compute unless
|
Chris@101
|
1034 // we use logs. There are really two options - if x is a long
|
Chris@101
|
1035 // way from a in value then we can reliably use methods 2 and 4
|
Chris@101
|
1036 // below in logarithmic form and go straight to the result.
|
Chris@101
|
1037 // Otherwise we let the regularized gamma take the strain
|
Chris@101
|
1038 // (the result is unlikely to unerflow in the central region anyway)
|
Chris@101
|
1039 // and combine with lgamma in the hopes that we get a finite result.
|
Chris@101
|
1040 //
|
Chris@101
|
1041 if(invert && (a * 4 < x))
|
Chris@101
|
1042 {
|
Chris@101
|
1043 // This is method 4 below, done in logs:
|
Chris@101
|
1044 result = a * log(x) - x;
|
Chris@101
|
1045 if(p_derivative)
|
Chris@101
|
1046 *p_derivative = exp(result);
|
Chris@101
|
1047 result += log(upper_gamma_fraction(a, x, policies::get_epsilon<T, Policy>()));
|
Chris@101
|
1048 }
|
Chris@101
|
1049 else if(!invert && (a > 4 * x))
|
Chris@101
|
1050 {
|
Chris@101
|
1051 // This is method 2 below, done in logs:
|
Chris@101
|
1052 result = a * log(x) - x;
|
Chris@101
|
1053 if(p_derivative)
|
Chris@101
|
1054 *p_derivative = exp(result);
|
Chris@101
|
1055 T init_value = 0;
|
Chris@101
|
1056 result += log(detail::lower_gamma_series(a, x, pol, init_value) / a);
|
Chris@101
|
1057 }
|
Chris@101
|
1058 else
|
Chris@101
|
1059 {
|
Chris@101
|
1060 result = gamma_incomplete_imp(a, x, true, invert, pol, p_derivative);
|
Chris@101
|
1061 if(result == 0)
|
Chris@101
|
1062 {
|
Chris@101
|
1063 if(invert)
|
Chris@101
|
1064 {
|
Chris@101
|
1065 // Try http://functions.wolfram.com/06.06.06.0039.01
|
Chris@101
|
1066 result = 1 + 1 / (12 * a) + 1 / (288 * a * a);
|
Chris@101
|
1067 result = log(result) - a + (a - 0.5f) * log(a) + log(boost::math::constants::root_two_pi<T>());
|
Chris@101
|
1068 if(p_derivative)
|
Chris@101
|
1069 *p_derivative = exp(a * log(x) - x);
|
Chris@101
|
1070 }
|
Chris@101
|
1071 else
|
Chris@101
|
1072 {
|
Chris@101
|
1073 // This is method 2 below, done in logs, we're really outside the
|
Chris@101
|
1074 // range of this method, but since the result is almost certainly
|
Chris@101
|
1075 // infinite, we should probably be OK:
|
Chris@101
|
1076 result = a * log(x) - x;
|
Chris@101
|
1077 if(p_derivative)
|
Chris@101
|
1078 *p_derivative = exp(result);
|
Chris@101
|
1079 T init_value = 0;
|
Chris@101
|
1080 result += log(detail::lower_gamma_series(a, x, pol, init_value) / a);
|
Chris@101
|
1081 }
|
Chris@101
|
1082 }
|
Chris@101
|
1083 else
|
Chris@101
|
1084 {
|
Chris@101
|
1085 result = log(result) + boost::math::lgamma(a, pol);
|
Chris@101
|
1086 }
|
Chris@101
|
1087 }
|
Chris@101
|
1088 if(result > tools::log_max_value<T>())
|
Chris@101
|
1089 return policies::raise_overflow_error<T>(function, 0, pol);
|
Chris@101
|
1090 return exp(result);
|
Chris@101
|
1091 }
|
Chris@101
|
1092
|
Chris@16
|
1093 BOOST_ASSERT((p_derivative == 0) || (normalised == true));
|
Chris@16
|
1094
|
Chris@16
|
1095 bool is_int, is_half_int;
|
Chris@16
|
1096 bool is_small_a = (a < 30) && (a <= x + 1) && (x < tools::log_max_value<T>());
|
Chris@16
|
1097 if(is_small_a)
|
Chris@16
|
1098 {
|
Chris@16
|
1099 T fa = floor(a);
|
Chris@16
|
1100 is_int = (fa == a);
|
Chris@16
|
1101 is_half_int = is_int ? false : (fabs(fa - a) == 0.5f);
|
Chris@16
|
1102 }
|
Chris@16
|
1103 else
|
Chris@16
|
1104 {
|
Chris@16
|
1105 is_int = is_half_int = false;
|
Chris@16
|
1106 }
|
Chris@16
|
1107
|
Chris@16
|
1108 int eval_method;
|
Chris@16
|
1109
|
Chris@16
|
1110 if(is_int && (x > 0.6))
|
Chris@16
|
1111 {
|
Chris@16
|
1112 // calculate Q via finite sum:
|
Chris@16
|
1113 invert = !invert;
|
Chris@16
|
1114 eval_method = 0;
|
Chris@16
|
1115 }
|
Chris@16
|
1116 else if(is_half_int && (x > 0.2))
|
Chris@16
|
1117 {
|
Chris@16
|
1118 // calculate Q via finite sum for half integer a:
|
Chris@16
|
1119 invert = !invert;
|
Chris@16
|
1120 eval_method = 1;
|
Chris@16
|
1121 }
|
Chris@101
|
1122 else if((x < tools::root_epsilon<T>()) && (a > 1))
|
Chris@101
|
1123 {
|
Chris@101
|
1124 eval_method = 6;
|
Chris@101
|
1125 }
|
Chris@16
|
1126 else if(x < 0.5)
|
Chris@16
|
1127 {
|
Chris@16
|
1128 //
|
Chris@16
|
1129 // Changeover criterion chosen to give a changeover at Q ~ 0.33
|
Chris@16
|
1130 //
|
Chris@16
|
1131 if(-0.4 / log(x) < a)
|
Chris@16
|
1132 {
|
Chris@16
|
1133 eval_method = 2;
|
Chris@16
|
1134 }
|
Chris@16
|
1135 else
|
Chris@16
|
1136 {
|
Chris@16
|
1137 eval_method = 3;
|
Chris@16
|
1138 }
|
Chris@16
|
1139 }
|
Chris@16
|
1140 else if(x < 1.1)
|
Chris@16
|
1141 {
|
Chris@16
|
1142 //
|
Chris@16
|
1143 // Changover here occurs when P ~ 0.75 or Q ~ 0.25:
|
Chris@16
|
1144 //
|
Chris@16
|
1145 if(x * 0.75f < a)
|
Chris@16
|
1146 {
|
Chris@16
|
1147 eval_method = 2;
|
Chris@16
|
1148 }
|
Chris@16
|
1149 else
|
Chris@16
|
1150 {
|
Chris@16
|
1151 eval_method = 3;
|
Chris@16
|
1152 }
|
Chris@16
|
1153 }
|
Chris@16
|
1154 else
|
Chris@16
|
1155 {
|
Chris@16
|
1156 //
|
Chris@16
|
1157 // Begin by testing whether we're in the "bad" zone
|
Chris@16
|
1158 // where the result will be near 0.5 and the usual
|
Chris@16
|
1159 // series and continued fractions are slow to converge:
|
Chris@16
|
1160 //
|
Chris@16
|
1161 bool use_temme = false;
|
Chris@16
|
1162 if(normalised && std::numeric_limits<T>::is_specialized && (a > 20))
|
Chris@16
|
1163 {
|
Chris@16
|
1164 T sigma = fabs((x-a)/a);
|
Chris@16
|
1165 if((a > 200) && (policies::digits<T, Policy>() <= 113))
|
Chris@16
|
1166 {
|
Chris@16
|
1167 //
|
Chris@16
|
1168 // This limit is chosen so that we use Temme's expansion
|
Chris@16
|
1169 // only if the result would be larger than about 10^-6.
|
Chris@16
|
1170 // Below that the regular series and continued fractions
|
Chris@16
|
1171 // converge OK, and if we use Temme's method we get increasing
|
Chris@16
|
1172 // errors from the dominant erfc term as it's (inexact) argument
|
Chris@16
|
1173 // increases in magnitude.
|
Chris@16
|
1174 //
|
Chris@16
|
1175 if(20 / a > sigma * sigma)
|
Chris@16
|
1176 use_temme = true;
|
Chris@16
|
1177 }
|
Chris@16
|
1178 else if(policies::digits<T, Policy>() <= 64)
|
Chris@16
|
1179 {
|
Chris@16
|
1180 // Note in this zone we can't use Temme's expansion for
|
Chris@16
|
1181 // types longer than an 80-bit real:
|
Chris@16
|
1182 // it would require too many terms in the polynomials.
|
Chris@16
|
1183 if(sigma < 0.4)
|
Chris@16
|
1184 use_temme = true;
|
Chris@16
|
1185 }
|
Chris@16
|
1186 }
|
Chris@16
|
1187 if(use_temme)
|
Chris@16
|
1188 {
|
Chris@16
|
1189 eval_method = 5;
|
Chris@16
|
1190 }
|
Chris@16
|
1191 else
|
Chris@16
|
1192 {
|
Chris@16
|
1193 //
|
Chris@16
|
1194 // Regular case where the result will not be too close to 0.5.
|
Chris@16
|
1195 //
|
Chris@16
|
1196 // Changeover here occurs at P ~ Q ~ 0.5
|
Chris@16
|
1197 // Note that series computation of P is about x2 faster than continued fraction
|
Chris@16
|
1198 // calculation of Q, so try and use the CF only when really necessary, especially
|
Chris@16
|
1199 // for small x.
|
Chris@16
|
1200 //
|
Chris@16
|
1201 if(x - (1 / (3 * x)) < a)
|
Chris@16
|
1202 {
|
Chris@16
|
1203 eval_method = 2;
|
Chris@16
|
1204 }
|
Chris@16
|
1205 else
|
Chris@16
|
1206 {
|
Chris@16
|
1207 eval_method = 4;
|
Chris@16
|
1208 invert = !invert;
|
Chris@16
|
1209 }
|
Chris@16
|
1210 }
|
Chris@16
|
1211 }
|
Chris@16
|
1212
|
Chris@16
|
1213 switch(eval_method)
|
Chris@16
|
1214 {
|
Chris@16
|
1215 case 0:
|
Chris@16
|
1216 {
|
Chris@16
|
1217 result = finite_gamma_q(a, x, pol, p_derivative);
|
Chris@16
|
1218 if(normalised == false)
|
Chris@16
|
1219 result *= boost::math::tgamma(a, pol);
|
Chris@16
|
1220 break;
|
Chris@16
|
1221 }
|
Chris@16
|
1222 case 1:
|
Chris@16
|
1223 {
|
Chris@16
|
1224 result = finite_half_gamma_q(a, x, p_derivative, pol);
|
Chris@16
|
1225 if(normalised == false)
|
Chris@16
|
1226 result *= boost::math::tgamma(a, pol);
|
Chris@16
|
1227 if(p_derivative && (*p_derivative == 0))
|
Chris@16
|
1228 *p_derivative = regularised_gamma_prefix(a, x, pol, lanczos_type());
|
Chris@16
|
1229 break;
|
Chris@16
|
1230 }
|
Chris@16
|
1231 case 2:
|
Chris@16
|
1232 {
|
Chris@16
|
1233 // Compute P:
|
Chris@16
|
1234 result = normalised ? regularised_gamma_prefix(a, x, pol, lanczos_type()) : full_igamma_prefix(a, x, pol);
|
Chris@16
|
1235 if(p_derivative)
|
Chris@16
|
1236 *p_derivative = result;
|
Chris@16
|
1237 if(result != 0)
|
Chris@16
|
1238 {
|
Chris@101
|
1239 //
|
Chris@101
|
1240 // If we're going to be inverting the result then we can
|
Chris@101
|
1241 // reduce the number of series evaluations by quite
|
Chris@101
|
1242 // a few iterations if we set an initial value for the
|
Chris@101
|
1243 // series sum based on what we'll end up subtracting it from
|
Chris@101
|
1244 // at the end.
|
Chris@101
|
1245 // Have to be careful though that this optimization doesn't
|
Chris@101
|
1246 // lead to spurious numberic overflow. Note that the
|
Chris@101
|
1247 // scary/expensive overflow checks below are more often
|
Chris@101
|
1248 // than not bypassed in practice for "sensible" input
|
Chris@101
|
1249 // values:
|
Chris@101
|
1250 //
|
Chris@16
|
1251 T init_value = 0;
|
Chris@101
|
1252 bool optimised_invert = false;
|
Chris@16
|
1253 if(invert)
|
Chris@16
|
1254 {
|
Chris@101
|
1255 init_value = (normalised ? 1 : boost::math::tgamma(a, pol));
|
Chris@101
|
1256 if(normalised || (result >= 1) || (tools::max_value<T>() * result > init_value))
|
Chris@101
|
1257 {
|
Chris@101
|
1258 init_value /= result;
|
Chris@101
|
1259 if(normalised || (a < 1) || (tools::max_value<T>() / a > init_value))
|
Chris@101
|
1260 {
|
Chris@101
|
1261 init_value *= -a;
|
Chris@101
|
1262 optimised_invert = true;
|
Chris@101
|
1263 }
|
Chris@101
|
1264 else
|
Chris@101
|
1265 init_value = 0;
|
Chris@101
|
1266 }
|
Chris@101
|
1267 else
|
Chris@101
|
1268 init_value = 0;
|
Chris@16
|
1269 }
|
Chris@16
|
1270 result *= detail::lower_gamma_series(a, x, pol, init_value) / a;
|
Chris@101
|
1271 if(optimised_invert)
|
Chris@16
|
1272 {
|
Chris@16
|
1273 invert = false;
|
Chris@16
|
1274 result = -result;
|
Chris@16
|
1275 }
|
Chris@16
|
1276 }
|
Chris@16
|
1277 break;
|
Chris@16
|
1278 }
|
Chris@16
|
1279 case 3:
|
Chris@16
|
1280 {
|
Chris@16
|
1281 // Compute Q:
|
Chris@16
|
1282 invert = !invert;
|
Chris@16
|
1283 T g;
|
Chris@16
|
1284 result = tgamma_small_upper_part(a, x, pol, &g, invert, p_derivative);
|
Chris@16
|
1285 invert = false;
|
Chris@16
|
1286 if(normalised)
|
Chris@16
|
1287 result /= g;
|
Chris@16
|
1288 break;
|
Chris@16
|
1289 }
|
Chris@16
|
1290 case 4:
|
Chris@16
|
1291 {
|
Chris@16
|
1292 // Compute Q:
|
Chris@16
|
1293 result = normalised ? regularised_gamma_prefix(a, x, pol, lanczos_type()) : full_igamma_prefix(a, x, pol);
|
Chris@16
|
1294 if(p_derivative)
|
Chris@16
|
1295 *p_derivative = result;
|
Chris@16
|
1296 if(result != 0)
|
Chris@16
|
1297 result *= upper_gamma_fraction(a, x, policies::get_epsilon<T, Policy>());
|
Chris@16
|
1298 break;
|
Chris@16
|
1299 }
|
Chris@16
|
1300 case 5:
|
Chris@16
|
1301 {
|
Chris@16
|
1302 //
|
Chris@16
|
1303 // Use compile time dispatch to the appropriate
|
Chris@16
|
1304 // Temme asymptotic expansion. This may be dead code
|
Chris@16
|
1305 // if T does not have numeric limits support, or has
|
Chris@16
|
1306 // too many digits for the most precise version of
|
Chris@16
|
1307 // these expansions, in that case we'll be calling
|
Chris@16
|
1308 // an empty function.
|
Chris@16
|
1309 //
|
Chris@16
|
1310 typedef typename policies::precision<T, Policy>::type precision_type;
|
Chris@16
|
1311
|
Chris@16
|
1312 typedef typename mpl::if_<
|
Chris@16
|
1313 mpl::or_<mpl::equal_to<precision_type, mpl::int_<0> >,
|
Chris@16
|
1314 mpl::greater<precision_type, mpl::int_<113> > >,
|
Chris@16
|
1315 mpl::int_<0>,
|
Chris@16
|
1316 typename mpl::if_<
|
Chris@16
|
1317 mpl::less_equal<precision_type, mpl::int_<53> >,
|
Chris@16
|
1318 mpl::int_<53>,
|
Chris@16
|
1319 typename mpl::if_<
|
Chris@16
|
1320 mpl::less_equal<precision_type, mpl::int_<64> >,
|
Chris@16
|
1321 mpl::int_<64>,
|
Chris@16
|
1322 mpl::int_<113>
|
Chris@16
|
1323 >::type
|
Chris@16
|
1324 >::type
|
Chris@16
|
1325 >::type tag_type;
|
Chris@16
|
1326
|
Chris@16
|
1327 result = igamma_temme_large(a, x, pol, static_cast<tag_type const*>(0));
|
Chris@16
|
1328 if(x >= a)
|
Chris@16
|
1329 invert = !invert;
|
Chris@16
|
1330 if(p_derivative)
|
Chris@16
|
1331 *p_derivative = regularised_gamma_prefix(a, x, pol, lanczos_type());
|
Chris@16
|
1332 break;
|
Chris@16
|
1333 }
|
Chris@101
|
1334 case 6:
|
Chris@101
|
1335 {
|
Chris@101
|
1336 // x is so small that P is necessarily very small too,
|
Chris@101
|
1337 // use http://functions.wolfram.com/GammaBetaErf/GammaRegularized/06/01/05/01/01/
|
Chris@101
|
1338 result = !normalised ? pow(x, a) / (a) : pow(x, a) / boost::math::tgamma(a + 1, pol);
|
Chris@101
|
1339 result *= 1 - a * x / (a + 1);
|
Chris@101
|
1340 }
|
Chris@16
|
1341 }
|
Chris@16
|
1342
|
Chris@16
|
1343 if(normalised && (result > 1))
|
Chris@16
|
1344 result = 1;
|
Chris@16
|
1345 if(invert)
|
Chris@16
|
1346 {
|
Chris@16
|
1347 T gam = normalised ? 1 : boost::math::tgamma(a, pol);
|
Chris@16
|
1348 result = gam - result;
|
Chris@16
|
1349 }
|
Chris@16
|
1350 if(p_derivative)
|
Chris@16
|
1351 {
|
Chris@16
|
1352 //
|
Chris@16
|
1353 // Need to convert prefix term to derivative:
|
Chris@16
|
1354 //
|
Chris@16
|
1355 if((x < 1) && (tools::max_value<T>() * x < *p_derivative))
|
Chris@16
|
1356 {
|
Chris@16
|
1357 // overflow, just return an arbitrarily large value:
|
Chris@16
|
1358 *p_derivative = tools::max_value<T>() / 2;
|
Chris@16
|
1359 }
|
Chris@16
|
1360
|
Chris@16
|
1361 *p_derivative /= x;
|
Chris@16
|
1362 }
|
Chris@16
|
1363
|
Chris@16
|
1364 return result;
|
Chris@16
|
1365 }
|
Chris@16
|
1366
|
Chris@16
|
1367 //
|
Chris@16
|
1368 // Ratios of two gamma functions:
|
Chris@16
|
1369 //
|
Chris@16
|
1370 template <class T, class Policy, class Lanczos>
|
Chris@101
|
1371 T tgamma_delta_ratio_imp_lanczos(T z, T delta, const Policy& pol, const Lanczos& l)
|
Chris@16
|
1372 {
|
Chris@16
|
1373 BOOST_MATH_STD_USING
|
Chris@101
|
1374 if(z < tools::epsilon<T>())
|
Chris@101
|
1375 {
|
Chris@101
|
1376 //
|
Chris@101
|
1377 // We get spurious numeric overflow unless we're very careful, this
|
Chris@101
|
1378 // can occur either inside Lanczos::lanczos_sum(z) or in the
|
Chris@101
|
1379 // final combination of terms, to avoid this, split the product up
|
Chris@101
|
1380 // into 2 (or 3) parts:
|
Chris@101
|
1381 //
|
Chris@101
|
1382 // G(z) / G(L) = 1 / (z * G(L)) ; z < eps, L = z + delta = delta
|
Chris@101
|
1383 // z * G(L) = z * G(lim) * (G(L)/G(lim)) ; lim = largest factorial
|
Chris@101
|
1384 //
|
Chris@101
|
1385 if(boost::math::max_factorial<T>::value < delta)
|
Chris@101
|
1386 {
|
Chris@101
|
1387 T ratio = tgamma_delta_ratio_imp_lanczos(delta, T(boost::math::max_factorial<T>::value - delta), pol, l);
|
Chris@101
|
1388 ratio *= z;
|
Chris@101
|
1389 ratio *= boost::math::unchecked_factorial<T>(boost::math::max_factorial<T>::value - 1);
|
Chris@101
|
1390 return 1 / ratio;
|
Chris@101
|
1391 }
|
Chris@101
|
1392 else
|
Chris@101
|
1393 {
|
Chris@101
|
1394 return 1 / (z * boost::math::tgamma(z + delta, pol));
|
Chris@101
|
1395 }
|
Chris@101
|
1396 }
|
Chris@16
|
1397 T zgh = z + Lanczos::g() - constants::half<T>();
|
Chris@16
|
1398 T result;
|
Chris@16
|
1399 if(fabs(delta) < 10)
|
Chris@16
|
1400 {
|
Chris@16
|
1401 result = exp((constants::half<T>() - z) * boost::math::log1p(delta / zgh, pol));
|
Chris@16
|
1402 }
|
Chris@16
|
1403 else
|
Chris@16
|
1404 {
|
Chris@16
|
1405 result = pow(zgh / (zgh + delta), z - constants::half<T>());
|
Chris@16
|
1406 }
|
Chris@101
|
1407 // Split the calculation up to avoid spurious overflow:
|
Chris@101
|
1408 result *= Lanczos::lanczos_sum(z) / Lanczos::lanczos_sum(T(z + delta));
|
Chris@16
|
1409 result *= pow(constants::e<T>() / (zgh + delta), delta);
|
Chris@16
|
1410 return result;
|
Chris@16
|
1411 }
|
Chris@16
|
1412 //
|
Chris@16
|
1413 // And again without Lanczos support this time:
|
Chris@16
|
1414 //
|
Chris@16
|
1415 template <class T, class Policy>
|
Chris@16
|
1416 T tgamma_delta_ratio_imp_lanczos(T z, T delta, const Policy& pol, const lanczos::undefined_lanczos&)
|
Chris@16
|
1417 {
|
Chris@16
|
1418 BOOST_MATH_STD_USING
|
Chris@16
|
1419 //
|
Chris@16
|
1420 // The upper gamma fraction is *very* slow for z < 6, actually it's very
|
Chris@16
|
1421 // slow to converge everywhere but recursing until z > 6 gets rid of the
|
Chris@16
|
1422 // worst of it's behaviour.
|
Chris@16
|
1423 //
|
Chris@16
|
1424 T prefix = 1;
|
Chris@16
|
1425 T zd = z + delta;
|
Chris@16
|
1426 while((zd < 6) && (z < 6))
|
Chris@16
|
1427 {
|
Chris@16
|
1428 prefix /= z;
|
Chris@16
|
1429 prefix *= zd;
|
Chris@16
|
1430 z += 1;
|
Chris@16
|
1431 zd += 1;
|
Chris@16
|
1432 }
|
Chris@16
|
1433 if(delta < 10)
|
Chris@16
|
1434 {
|
Chris@16
|
1435 prefix *= exp(-z * boost::math::log1p(delta / z, pol));
|
Chris@16
|
1436 }
|
Chris@16
|
1437 else
|
Chris@16
|
1438 {
|
Chris@16
|
1439 prefix *= pow(z / zd, z);
|
Chris@16
|
1440 }
|
Chris@16
|
1441 prefix *= pow(constants::e<T>() / zd, delta);
|
Chris@16
|
1442 T sum = detail::lower_gamma_series(z, z, pol) / z;
|
Chris@16
|
1443 sum += detail::upper_gamma_fraction(z, z, ::boost::math::policies::get_epsilon<T, Policy>());
|
Chris@16
|
1444 T sumd = detail::lower_gamma_series(zd, zd, pol) / zd;
|
Chris@16
|
1445 sumd += detail::upper_gamma_fraction(zd, zd, ::boost::math::policies::get_epsilon<T, Policy>());
|
Chris@16
|
1446 sum /= sumd;
|
Chris@16
|
1447 if(fabs(tools::max_value<T>() / prefix) < fabs(sum))
|
Chris@16
|
1448 return policies::raise_overflow_error<T>("boost::math::tgamma_delta_ratio<%1%>(%1%, %1%)", "Result of tgamma is too large to represent.", pol);
|
Chris@16
|
1449 return sum * prefix;
|
Chris@16
|
1450 }
|
Chris@16
|
1451
|
Chris@16
|
1452 template <class T, class Policy>
|
Chris@16
|
1453 T tgamma_delta_ratio_imp(T z, T delta, const Policy& pol)
|
Chris@16
|
1454 {
|
Chris@16
|
1455 BOOST_MATH_STD_USING
|
Chris@16
|
1456
|
Chris@101
|
1457 if((z <= 0) || (z + delta <= 0))
|
Chris@101
|
1458 {
|
Chris@101
|
1459 // This isn't very sofisticated, or accurate, but it does work:
|
Chris@101
|
1460 return boost::math::tgamma(z, pol) / boost::math::tgamma(z + delta, pol);
|
Chris@101
|
1461 }
|
Chris@16
|
1462
|
Chris@16
|
1463 if(floor(delta) == delta)
|
Chris@16
|
1464 {
|
Chris@16
|
1465 if(floor(z) == z)
|
Chris@16
|
1466 {
|
Chris@16
|
1467 //
|
Chris@16
|
1468 // Both z and delta are integers, see if we can just use table lookup
|
Chris@16
|
1469 // of the factorials to get the result:
|
Chris@16
|
1470 //
|
Chris@16
|
1471 if((z <= max_factorial<T>::value) && (z + delta <= max_factorial<T>::value))
|
Chris@16
|
1472 {
|
Chris@16
|
1473 return unchecked_factorial<T>((unsigned)itrunc(z, pol) - 1) / unchecked_factorial<T>((unsigned)itrunc(T(z + delta), pol) - 1);
|
Chris@16
|
1474 }
|
Chris@16
|
1475 }
|
Chris@16
|
1476 if(fabs(delta) < 20)
|
Chris@16
|
1477 {
|
Chris@16
|
1478 //
|
Chris@16
|
1479 // delta is a small integer, we can use a finite product:
|
Chris@16
|
1480 //
|
Chris@16
|
1481 if(delta == 0)
|
Chris@16
|
1482 return 1;
|
Chris@16
|
1483 if(delta < 0)
|
Chris@16
|
1484 {
|
Chris@16
|
1485 z -= 1;
|
Chris@16
|
1486 T result = z;
|
Chris@16
|
1487 while(0 != (delta += 1))
|
Chris@16
|
1488 {
|
Chris@16
|
1489 z -= 1;
|
Chris@16
|
1490 result *= z;
|
Chris@16
|
1491 }
|
Chris@16
|
1492 return result;
|
Chris@16
|
1493 }
|
Chris@16
|
1494 else
|
Chris@16
|
1495 {
|
Chris@16
|
1496 T result = 1 / z;
|
Chris@16
|
1497 while(0 != (delta -= 1))
|
Chris@16
|
1498 {
|
Chris@16
|
1499 z += 1;
|
Chris@16
|
1500 result /= z;
|
Chris@16
|
1501 }
|
Chris@16
|
1502 return result;
|
Chris@16
|
1503 }
|
Chris@16
|
1504 }
|
Chris@16
|
1505 }
|
Chris@16
|
1506 typedef typename lanczos::lanczos<T, Policy>::type lanczos_type;
|
Chris@16
|
1507 return tgamma_delta_ratio_imp_lanczos(z, delta, pol, lanczos_type());
|
Chris@16
|
1508 }
|
Chris@16
|
1509
|
Chris@16
|
1510 template <class T, class Policy>
|
Chris@16
|
1511 T tgamma_ratio_imp(T x, T y, const Policy& pol)
|
Chris@16
|
1512 {
|
Chris@16
|
1513 BOOST_MATH_STD_USING
|
Chris@16
|
1514
|
Chris@101
|
1515 if((x <= 0) || (boost::math::isinf)(x))
|
Chris@101
|
1516 return policies::raise_domain_error<T>("boost::math::tgamma_ratio<%1%>(%1%, %1%)", "Gamma function ratios only implemented for positive arguments (got a=%1%).", x, pol);
|
Chris@101
|
1517 if((y <= 0) || (boost::math::isinf)(y))
|
Chris@101
|
1518 return policies::raise_domain_error<T>("boost::math::tgamma_ratio<%1%>(%1%, %1%)", "Gamma function ratios only implemented for positive arguments (got b=%1%).", y, pol);
|
Chris@101
|
1519
|
Chris@101
|
1520 if(x <= tools::min_value<T>())
|
Chris@101
|
1521 {
|
Chris@101
|
1522 // Special case for denorms...Ugh.
|
Chris@101
|
1523 T shift = ldexp(T(1), tools::digits<T>());
|
Chris@101
|
1524 return shift * tgamma_ratio_imp(T(x * shift), y, pol);
|
Chris@101
|
1525 }
|
Chris@16
|
1526
|
Chris@16
|
1527 if((x < max_factorial<T>::value) && (y < max_factorial<T>::value))
|
Chris@16
|
1528 {
|
Chris@16
|
1529 // Rather than subtracting values, lets just call the gamma functions directly:
|
Chris@16
|
1530 return boost::math::tgamma(x, pol) / boost::math::tgamma(y, pol);
|
Chris@16
|
1531 }
|
Chris@16
|
1532 T prefix = 1;
|
Chris@16
|
1533 if(x < 1)
|
Chris@16
|
1534 {
|
Chris@16
|
1535 if(y < 2 * max_factorial<T>::value)
|
Chris@16
|
1536 {
|
Chris@16
|
1537 // We need to sidestep on x as well, otherwise we'll underflow
|
Chris@16
|
1538 // before we get to factor in the prefix term:
|
Chris@16
|
1539 prefix /= x;
|
Chris@16
|
1540 x += 1;
|
Chris@16
|
1541 while(y >= max_factorial<T>::value)
|
Chris@16
|
1542 {
|
Chris@16
|
1543 y -= 1;
|
Chris@16
|
1544 prefix /= y;
|
Chris@16
|
1545 }
|
Chris@16
|
1546 return prefix * boost::math::tgamma(x, pol) / boost::math::tgamma(y, pol);
|
Chris@16
|
1547 }
|
Chris@16
|
1548 //
|
Chris@16
|
1549 // result is almost certainly going to underflow to zero, try logs just in case:
|
Chris@16
|
1550 //
|
Chris@16
|
1551 return exp(boost::math::lgamma(x, pol) - boost::math::lgamma(y, pol));
|
Chris@16
|
1552 }
|
Chris@16
|
1553 if(y < 1)
|
Chris@16
|
1554 {
|
Chris@16
|
1555 if(x < 2 * max_factorial<T>::value)
|
Chris@16
|
1556 {
|
Chris@16
|
1557 // We need to sidestep on y as well, otherwise we'll overflow
|
Chris@16
|
1558 // before we get to factor in the prefix term:
|
Chris@16
|
1559 prefix *= y;
|
Chris@16
|
1560 y += 1;
|
Chris@16
|
1561 while(x >= max_factorial<T>::value)
|
Chris@16
|
1562 {
|
Chris@16
|
1563 x -= 1;
|
Chris@16
|
1564 prefix *= x;
|
Chris@16
|
1565 }
|
Chris@16
|
1566 return prefix * boost::math::tgamma(x, pol) / boost::math::tgamma(y, pol);
|
Chris@16
|
1567 }
|
Chris@16
|
1568 //
|
Chris@16
|
1569 // Result will almost certainly overflow, try logs just in case:
|
Chris@16
|
1570 //
|
Chris@16
|
1571 return exp(boost::math::lgamma(x, pol) - boost::math::lgamma(y, pol));
|
Chris@16
|
1572 }
|
Chris@16
|
1573 //
|
Chris@16
|
1574 // Regular case, x and y both large and similar in magnitude:
|
Chris@16
|
1575 //
|
Chris@16
|
1576 return boost::math::tgamma_delta_ratio(x, y - x, pol);
|
Chris@16
|
1577 }
|
Chris@16
|
1578
|
Chris@16
|
1579 template <class T, class Policy>
|
Chris@16
|
1580 T gamma_p_derivative_imp(T a, T x, const Policy& pol)
|
Chris@16
|
1581 {
|
Chris@101
|
1582 BOOST_MATH_STD_USING
|
Chris@16
|
1583 //
|
Chris@16
|
1584 // Usual error checks first:
|
Chris@16
|
1585 //
|
Chris@16
|
1586 if(a <= 0)
|
Chris@101
|
1587 return policies::raise_domain_error<T>("boost::math::gamma_p_derivative<%1%>(%1%, %1%)", "Argument a to the incomplete gamma function must be greater than zero (got a=%1%).", a, pol);
|
Chris@16
|
1588 if(x < 0)
|
Chris@101
|
1589 return policies::raise_domain_error<T>("boost::math::gamma_p_derivative<%1%>(%1%, %1%)", "Argument x to the incomplete gamma function must be >= 0 (got x=%1%).", x, pol);
|
Chris@16
|
1590 //
|
Chris@16
|
1591 // Now special cases:
|
Chris@16
|
1592 //
|
Chris@16
|
1593 if(x == 0)
|
Chris@16
|
1594 {
|
Chris@16
|
1595 return (a > 1) ? 0 :
|
Chris@16
|
1596 (a == 1) ? 1 : policies::raise_overflow_error<T>("boost::math::gamma_p_derivative<%1%>(%1%, %1%)", 0, pol);
|
Chris@16
|
1597 }
|
Chris@16
|
1598 //
|
Chris@16
|
1599 // Normal case:
|
Chris@16
|
1600 //
|
Chris@16
|
1601 typedef typename lanczos::lanczos<T, Policy>::type lanczos_type;
|
Chris@16
|
1602 T f1 = detail::regularised_gamma_prefix(a, x, pol, lanczos_type());
|
Chris@16
|
1603 if((x < 1) && (tools::max_value<T>() * x < f1))
|
Chris@16
|
1604 {
|
Chris@16
|
1605 // overflow:
|
Chris@16
|
1606 return policies::raise_overflow_error<T>("boost::math::gamma_p_derivative<%1%>(%1%, %1%)", 0, pol);
|
Chris@16
|
1607 }
|
Chris@101
|
1608 if(f1 == 0)
|
Chris@101
|
1609 {
|
Chris@101
|
1610 // Underflow in calculation, use logs instead:
|
Chris@101
|
1611 f1 = a * log(x) - x - lgamma(a, pol) - log(x);
|
Chris@101
|
1612 f1 = exp(f1);
|
Chris@101
|
1613 }
|
Chris@101
|
1614 else
|
Chris@101
|
1615 f1 /= x;
|
Chris@16
|
1616
|
Chris@16
|
1617 return f1;
|
Chris@16
|
1618 }
|
Chris@16
|
1619
|
Chris@16
|
1620 template <class T, class Policy>
|
Chris@16
|
1621 inline typename tools::promote_args<T>::type
|
Chris@16
|
1622 tgamma(T z, const Policy& /* pol */, const mpl::true_)
|
Chris@16
|
1623 {
|
Chris@16
|
1624 BOOST_FPU_EXCEPTION_GUARD
|
Chris@16
|
1625 typedef typename tools::promote_args<T>::type result_type;
|
Chris@16
|
1626 typedef typename policies::evaluation<result_type, Policy>::type value_type;
|
Chris@16
|
1627 typedef typename lanczos::lanczos<value_type, Policy>::type evaluation_type;
|
Chris@16
|
1628 typedef typename policies::normalise<
|
Chris@16
|
1629 Policy,
|
Chris@16
|
1630 policies::promote_float<false>,
|
Chris@16
|
1631 policies::promote_double<false>,
|
Chris@16
|
1632 policies::discrete_quantile<>,
|
Chris@16
|
1633 policies::assert_undefined<> >::type forwarding_policy;
|
Chris@16
|
1634 return policies::checked_narrowing_cast<result_type, forwarding_policy>(detail::gamma_imp(static_cast<value_type>(z), forwarding_policy(), evaluation_type()), "boost::math::tgamma<%1%>(%1%)");
|
Chris@16
|
1635 }
|
Chris@16
|
1636
|
Chris@16
|
1637 template <class T, class Policy>
|
Chris@16
|
1638 struct igamma_initializer
|
Chris@16
|
1639 {
|
Chris@16
|
1640 struct init
|
Chris@16
|
1641 {
|
Chris@16
|
1642 init()
|
Chris@16
|
1643 {
|
Chris@16
|
1644 typedef typename policies::precision<T, Policy>::type precision_type;
|
Chris@16
|
1645
|
Chris@16
|
1646 typedef typename mpl::if_<
|
Chris@16
|
1647 mpl::or_<mpl::equal_to<precision_type, mpl::int_<0> >,
|
Chris@16
|
1648 mpl::greater<precision_type, mpl::int_<113> > >,
|
Chris@16
|
1649 mpl::int_<0>,
|
Chris@16
|
1650 typename mpl::if_<
|
Chris@16
|
1651 mpl::less_equal<precision_type, mpl::int_<53> >,
|
Chris@16
|
1652 mpl::int_<53>,
|
Chris@16
|
1653 typename mpl::if_<
|
Chris@16
|
1654 mpl::less_equal<precision_type, mpl::int_<64> >,
|
Chris@16
|
1655 mpl::int_<64>,
|
Chris@16
|
1656 mpl::int_<113>
|
Chris@16
|
1657 >::type
|
Chris@16
|
1658 >::type
|
Chris@16
|
1659 >::type tag_type;
|
Chris@16
|
1660
|
Chris@16
|
1661 do_init(tag_type());
|
Chris@16
|
1662 }
|
Chris@16
|
1663 template <int N>
|
Chris@16
|
1664 static void do_init(const mpl::int_<N>&)
|
Chris@16
|
1665 {
|
Chris@16
|
1666 boost::math::gamma_p(static_cast<T>(400), static_cast<T>(400), Policy());
|
Chris@16
|
1667 }
|
Chris@16
|
1668 static void do_init(const mpl::int_<53>&){}
|
Chris@16
|
1669 void force_instantiate()const{}
|
Chris@16
|
1670 };
|
Chris@16
|
1671 static const init initializer;
|
Chris@16
|
1672 static void force_instantiate()
|
Chris@16
|
1673 {
|
Chris@16
|
1674 initializer.force_instantiate();
|
Chris@16
|
1675 }
|
Chris@16
|
1676 };
|
Chris@16
|
1677
|
Chris@16
|
1678 template <class T, class Policy>
|
Chris@16
|
1679 const typename igamma_initializer<T, Policy>::init igamma_initializer<T, Policy>::initializer;
|
Chris@16
|
1680
|
Chris@16
|
1681 template <class T, class Policy>
|
Chris@16
|
1682 struct lgamma_initializer
|
Chris@16
|
1683 {
|
Chris@16
|
1684 struct init
|
Chris@16
|
1685 {
|
Chris@16
|
1686 init()
|
Chris@16
|
1687 {
|
Chris@16
|
1688 typedef typename policies::precision<T, Policy>::type precision_type;
|
Chris@16
|
1689 typedef typename mpl::if_<
|
Chris@16
|
1690 mpl::and_<
|
Chris@16
|
1691 mpl::less_equal<precision_type, mpl::int_<64> >,
|
Chris@16
|
1692 mpl::greater<precision_type, mpl::int_<0> >
|
Chris@16
|
1693 >,
|
Chris@16
|
1694 mpl::int_<64>,
|
Chris@16
|
1695 typename mpl::if_<
|
Chris@16
|
1696 mpl::and_<
|
Chris@16
|
1697 mpl::less_equal<precision_type, mpl::int_<113> >,
|
Chris@16
|
1698 mpl::greater<precision_type, mpl::int_<0> >
|
Chris@16
|
1699 >,
|
Chris@16
|
1700 mpl::int_<113>, mpl::int_<0> >::type
|
Chris@16
|
1701 >::type tag_type;
|
Chris@16
|
1702 do_init(tag_type());
|
Chris@16
|
1703 }
|
Chris@16
|
1704 static void do_init(const mpl::int_<64>&)
|
Chris@16
|
1705 {
|
Chris@16
|
1706 boost::math::lgamma(static_cast<T>(2.5), Policy());
|
Chris@16
|
1707 boost::math::lgamma(static_cast<T>(1.25), Policy());
|
Chris@16
|
1708 boost::math::lgamma(static_cast<T>(1.75), Policy());
|
Chris@16
|
1709 }
|
Chris@16
|
1710 static void do_init(const mpl::int_<113>&)
|
Chris@16
|
1711 {
|
Chris@16
|
1712 boost::math::lgamma(static_cast<T>(2.5), Policy());
|
Chris@16
|
1713 boost::math::lgamma(static_cast<T>(1.25), Policy());
|
Chris@16
|
1714 boost::math::lgamma(static_cast<T>(1.5), Policy());
|
Chris@16
|
1715 boost::math::lgamma(static_cast<T>(1.75), Policy());
|
Chris@16
|
1716 }
|
Chris@16
|
1717 static void do_init(const mpl::int_<0>&)
|
Chris@16
|
1718 {
|
Chris@16
|
1719 }
|
Chris@16
|
1720 void force_instantiate()const{}
|
Chris@16
|
1721 };
|
Chris@16
|
1722 static const init initializer;
|
Chris@16
|
1723 static void force_instantiate()
|
Chris@16
|
1724 {
|
Chris@16
|
1725 initializer.force_instantiate();
|
Chris@16
|
1726 }
|
Chris@16
|
1727 };
|
Chris@16
|
1728
|
Chris@16
|
1729 template <class T, class Policy>
|
Chris@16
|
1730 const typename lgamma_initializer<T, Policy>::init lgamma_initializer<T, Policy>::initializer;
|
Chris@16
|
1731
|
Chris@16
|
1732 template <class T1, class T2, class Policy>
|
Chris@16
|
1733 inline typename tools::promote_args<T1, T2>::type
|
Chris@16
|
1734 tgamma(T1 a, T2 z, const Policy&, const mpl::false_)
|
Chris@16
|
1735 {
|
Chris@16
|
1736 BOOST_FPU_EXCEPTION_GUARD
|
Chris@16
|
1737 typedef typename tools::promote_args<T1, T2>::type result_type;
|
Chris@16
|
1738 typedef typename policies::evaluation<result_type, Policy>::type value_type;
|
Chris@16
|
1739 // typedef typename lanczos::lanczos<value_type, Policy>::type evaluation_type;
|
Chris@16
|
1740 typedef typename policies::normalise<
|
Chris@16
|
1741 Policy,
|
Chris@16
|
1742 policies::promote_float<false>,
|
Chris@16
|
1743 policies::promote_double<false>,
|
Chris@16
|
1744 policies::discrete_quantile<>,
|
Chris@16
|
1745 policies::assert_undefined<> >::type forwarding_policy;
|
Chris@16
|
1746
|
Chris@16
|
1747 igamma_initializer<value_type, forwarding_policy>::force_instantiate();
|
Chris@16
|
1748
|
Chris@16
|
1749 return policies::checked_narrowing_cast<result_type, forwarding_policy>(
|
Chris@16
|
1750 detail::gamma_incomplete_imp(static_cast<value_type>(a),
|
Chris@16
|
1751 static_cast<value_type>(z), false, true,
|
Chris@16
|
1752 forwarding_policy(), static_cast<value_type*>(0)), "boost::math::tgamma<%1%>(%1%, %1%)");
|
Chris@16
|
1753 }
|
Chris@16
|
1754
|
Chris@16
|
1755 template <class T1, class T2>
|
Chris@16
|
1756 inline typename tools::promote_args<T1, T2>::type
|
Chris@16
|
1757 tgamma(T1 a, T2 z, const mpl::false_ tag)
|
Chris@16
|
1758 {
|
Chris@16
|
1759 return tgamma(a, z, policies::policy<>(), tag);
|
Chris@16
|
1760 }
|
Chris@16
|
1761
|
Chris@16
|
1762
|
Chris@16
|
1763 } // namespace detail
|
Chris@16
|
1764
|
Chris@16
|
1765 template <class T>
|
Chris@16
|
1766 inline typename tools::promote_args<T>::type
|
Chris@16
|
1767 tgamma(T z)
|
Chris@16
|
1768 {
|
Chris@16
|
1769 return tgamma(z, policies::policy<>());
|
Chris@16
|
1770 }
|
Chris@16
|
1771
|
Chris@16
|
1772 template <class T, class Policy>
|
Chris@16
|
1773 inline typename tools::promote_args<T>::type
|
Chris@16
|
1774 lgamma(T z, int* sign, const Policy&)
|
Chris@16
|
1775 {
|
Chris@16
|
1776 BOOST_FPU_EXCEPTION_GUARD
|
Chris@16
|
1777 typedef typename tools::promote_args<T>::type result_type;
|
Chris@16
|
1778 typedef typename policies::evaluation<result_type, Policy>::type value_type;
|
Chris@16
|
1779 typedef typename lanczos::lanczos<value_type, Policy>::type evaluation_type;
|
Chris@16
|
1780 typedef typename policies::normalise<
|
Chris@16
|
1781 Policy,
|
Chris@16
|
1782 policies::promote_float<false>,
|
Chris@16
|
1783 policies::promote_double<false>,
|
Chris@16
|
1784 policies::discrete_quantile<>,
|
Chris@16
|
1785 policies::assert_undefined<> >::type forwarding_policy;
|
Chris@16
|
1786
|
Chris@16
|
1787 detail::lgamma_initializer<value_type, forwarding_policy>::force_instantiate();
|
Chris@16
|
1788
|
Chris@16
|
1789 return policies::checked_narrowing_cast<result_type, forwarding_policy>(detail::lgamma_imp(static_cast<value_type>(z), forwarding_policy(), evaluation_type(), sign), "boost::math::lgamma<%1%>(%1%)");
|
Chris@16
|
1790 }
|
Chris@16
|
1791
|
Chris@16
|
1792 template <class T>
|
Chris@16
|
1793 inline typename tools::promote_args<T>::type
|
Chris@16
|
1794 lgamma(T z, int* sign)
|
Chris@16
|
1795 {
|
Chris@16
|
1796 return lgamma(z, sign, policies::policy<>());
|
Chris@16
|
1797 }
|
Chris@16
|
1798
|
Chris@16
|
1799 template <class T, class Policy>
|
Chris@16
|
1800 inline typename tools::promote_args<T>::type
|
Chris@16
|
1801 lgamma(T x, const Policy& pol)
|
Chris@16
|
1802 {
|
Chris@16
|
1803 return ::boost::math::lgamma(x, 0, pol);
|
Chris@16
|
1804 }
|
Chris@16
|
1805
|
Chris@16
|
1806 template <class T>
|
Chris@16
|
1807 inline typename tools::promote_args<T>::type
|
Chris@16
|
1808 lgamma(T x)
|
Chris@16
|
1809 {
|
Chris@16
|
1810 return ::boost::math::lgamma(x, 0, policies::policy<>());
|
Chris@16
|
1811 }
|
Chris@16
|
1812
|
Chris@16
|
1813 template <class T, class Policy>
|
Chris@16
|
1814 inline typename tools::promote_args<T>::type
|
Chris@16
|
1815 tgamma1pm1(T z, const Policy& /* pol */)
|
Chris@16
|
1816 {
|
Chris@16
|
1817 BOOST_FPU_EXCEPTION_GUARD
|
Chris@16
|
1818 typedef typename tools::promote_args<T>::type result_type;
|
Chris@16
|
1819 typedef typename policies::evaluation<result_type, Policy>::type value_type;
|
Chris@16
|
1820 typedef typename lanczos::lanczos<value_type, Policy>::type evaluation_type;
|
Chris@16
|
1821 typedef typename policies::normalise<
|
Chris@16
|
1822 Policy,
|
Chris@16
|
1823 policies::promote_float<false>,
|
Chris@16
|
1824 policies::promote_double<false>,
|
Chris@16
|
1825 policies::discrete_quantile<>,
|
Chris@16
|
1826 policies::assert_undefined<> >::type forwarding_policy;
|
Chris@16
|
1827
|
Chris@16
|
1828 return policies::checked_narrowing_cast<typename remove_cv<result_type>::type, forwarding_policy>(detail::tgammap1m1_imp(static_cast<value_type>(z), forwarding_policy(), evaluation_type()), "boost::math::tgamma1pm1<%!%>(%1%)");
|
Chris@16
|
1829 }
|
Chris@16
|
1830
|
Chris@16
|
1831 template <class T>
|
Chris@16
|
1832 inline typename tools::promote_args<T>::type
|
Chris@16
|
1833 tgamma1pm1(T z)
|
Chris@16
|
1834 {
|
Chris@16
|
1835 return tgamma1pm1(z, policies::policy<>());
|
Chris@16
|
1836 }
|
Chris@16
|
1837
|
Chris@16
|
1838 //
|
Chris@16
|
1839 // Full upper incomplete gamma:
|
Chris@16
|
1840 //
|
Chris@16
|
1841 template <class T1, class T2>
|
Chris@16
|
1842 inline typename tools::promote_args<T1, T2>::type
|
Chris@16
|
1843 tgamma(T1 a, T2 z)
|
Chris@16
|
1844 {
|
Chris@16
|
1845 //
|
Chris@16
|
1846 // Type T2 could be a policy object, or a value, select the
|
Chris@16
|
1847 // right overload based on T2:
|
Chris@16
|
1848 //
|
Chris@16
|
1849 typedef typename policies::is_policy<T2>::type maybe_policy;
|
Chris@16
|
1850 return detail::tgamma(a, z, maybe_policy());
|
Chris@16
|
1851 }
|
Chris@16
|
1852 template <class T1, class T2, class Policy>
|
Chris@16
|
1853 inline typename tools::promote_args<T1, T2>::type
|
Chris@16
|
1854 tgamma(T1 a, T2 z, const Policy& pol)
|
Chris@16
|
1855 {
|
Chris@16
|
1856 return detail::tgamma(a, z, pol, mpl::false_());
|
Chris@16
|
1857 }
|
Chris@16
|
1858 //
|
Chris@16
|
1859 // Full lower incomplete gamma:
|
Chris@16
|
1860 //
|
Chris@16
|
1861 template <class T1, class T2, class Policy>
|
Chris@16
|
1862 inline typename tools::promote_args<T1, T2>::type
|
Chris@16
|
1863 tgamma_lower(T1 a, T2 z, const Policy&)
|
Chris@16
|
1864 {
|
Chris@16
|
1865 BOOST_FPU_EXCEPTION_GUARD
|
Chris@16
|
1866 typedef typename tools::promote_args<T1, T2>::type result_type;
|
Chris@16
|
1867 typedef typename policies::evaluation<result_type, Policy>::type value_type;
|
Chris@16
|
1868 // typedef typename lanczos::lanczos<value_type, Policy>::type evaluation_type;
|
Chris@16
|
1869 typedef typename policies::normalise<
|
Chris@16
|
1870 Policy,
|
Chris@16
|
1871 policies::promote_float<false>,
|
Chris@16
|
1872 policies::promote_double<false>,
|
Chris@16
|
1873 policies::discrete_quantile<>,
|
Chris@16
|
1874 policies::assert_undefined<> >::type forwarding_policy;
|
Chris@16
|
1875
|
Chris@16
|
1876 detail::igamma_initializer<value_type, forwarding_policy>::force_instantiate();
|
Chris@16
|
1877
|
Chris@16
|
1878 return policies::checked_narrowing_cast<result_type, forwarding_policy>(
|
Chris@16
|
1879 detail::gamma_incomplete_imp(static_cast<value_type>(a),
|
Chris@16
|
1880 static_cast<value_type>(z), false, false,
|
Chris@16
|
1881 forwarding_policy(), static_cast<value_type*>(0)), "tgamma_lower<%1%>(%1%, %1%)");
|
Chris@16
|
1882 }
|
Chris@16
|
1883 template <class T1, class T2>
|
Chris@16
|
1884 inline typename tools::promote_args<T1, T2>::type
|
Chris@16
|
1885 tgamma_lower(T1 a, T2 z)
|
Chris@16
|
1886 {
|
Chris@16
|
1887 return tgamma_lower(a, z, policies::policy<>());
|
Chris@16
|
1888 }
|
Chris@16
|
1889 //
|
Chris@16
|
1890 // Regularised upper incomplete gamma:
|
Chris@16
|
1891 //
|
Chris@16
|
1892 template <class T1, class T2, class Policy>
|
Chris@16
|
1893 inline typename tools::promote_args<T1, T2>::type
|
Chris@16
|
1894 gamma_q(T1 a, T2 z, const Policy& /* pol */)
|
Chris@16
|
1895 {
|
Chris@16
|
1896 BOOST_FPU_EXCEPTION_GUARD
|
Chris@16
|
1897 typedef typename tools::promote_args<T1, T2>::type result_type;
|
Chris@16
|
1898 typedef typename policies::evaluation<result_type, Policy>::type value_type;
|
Chris@16
|
1899 // typedef typename lanczos::lanczos<value_type, Policy>::type evaluation_type;
|
Chris@16
|
1900 typedef typename policies::normalise<
|
Chris@16
|
1901 Policy,
|
Chris@16
|
1902 policies::promote_float<false>,
|
Chris@16
|
1903 policies::promote_double<false>,
|
Chris@16
|
1904 policies::discrete_quantile<>,
|
Chris@16
|
1905 policies::assert_undefined<> >::type forwarding_policy;
|
Chris@16
|
1906
|
Chris@16
|
1907 detail::igamma_initializer<value_type, forwarding_policy>::force_instantiate();
|
Chris@16
|
1908
|
Chris@16
|
1909 return policies::checked_narrowing_cast<result_type, forwarding_policy>(
|
Chris@16
|
1910 detail::gamma_incomplete_imp(static_cast<value_type>(a),
|
Chris@16
|
1911 static_cast<value_type>(z), true, true,
|
Chris@16
|
1912 forwarding_policy(), static_cast<value_type*>(0)), "gamma_q<%1%>(%1%, %1%)");
|
Chris@16
|
1913 }
|
Chris@16
|
1914 template <class T1, class T2>
|
Chris@16
|
1915 inline typename tools::promote_args<T1, T2>::type
|
Chris@16
|
1916 gamma_q(T1 a, T2 z)
|
Chris@16
|
1917 {
|
Chris@16
|
1918 return gamma_q(a, z, policies::policy<>());
|
Chris@16
|
1919 }
|
Chris@16
|
1920 //
|
Chris@16
|
1921 // Regularised lower incomplete gamma:
|
Chris@16
|
1922 //
|
Chris@16
|
1923 template <class T1, class T2, class Policy>
|
Chris@16
|
1924 inline typename tools::promote_args<T1, T2>::type
|
Chris@16
|
1925 gamma_p(T1 a, T2 z, const Policy&)
|
Chris@16
|
1926 {
|
Chris@16
|
1927 BOOST_FPU_EXCEPTION_GUARD
|
Chris@16
|
1928 typedef typename tools::promote_args<T1, T2>::type result_type;
|
Chris@16
|
1929 typedef typename policies::evaluation<result_type, Policy>::type value_type;
|
Chris@16
|
1930 // typedef typename lanczos::lanczos<value_type, Policy>::type evaluation_type;
|
Chris@16
|
1931 typedef typename policies::normalise<
|
Chris@16
|
1932 Policy,
|
Chris@16
|
1933 policies::promote_float<false>,
|
Chris@16
|
1934 policies::promote_double<false>,
|
Chris@16
|
1935 policies::discrete_quantile<>,
|
Chris@16
|
1936 policies::assert_undefined<> >::type forwarding_policy;
|
Chris@16
|
1937
|
Chris@16
|
1938 detail::igamma_initializer<value_type, forwarding_policy>::force_instantiate();
|
Chris@16
|
1939
|
Chris@16
|
1940 return policies::checked_narrowing_cast<result_type, forwarding_policy>(
|
Chris@16
|
1941 detail::gamma_incomplete_imp(static_cast<value_type>(a),
|
Chris@16
|
1942 static_cast<value_type>(z), true, false,
|
Chris@16
|
1943 forwarding_policy(), static_cast<value_type*>(0)), "gamma_p<%1%>(%1%, %1%)");
|
Chris@16
|
1944 }
|
Chris@16
|
1945 template <class T1, class T2>
|
Chris@16
|
1946 inline typename tools::promote_args<T1, T2>::type
|
Chris@16
|
1947 gamma_p(T1 a, T2 z)
|
Chris@16
|
1948 {
|
Chris@16
|
1949 return gamma_p(a, z, policies::policy<>());
|
Chris@16
|
1950 }
|
Chris@16
|
1951
|
Chris@16
|
1952 // ratios of gamma functions:
|
Chris@16
|
1953 template <class T1, class T2, class Policy>
|
Chris@16
|
1954 inline typename tools::promote_args<T1, T2>::type
|
Chris@16
|
1955 tgamma_delta_ratio(T1 z, T2 delta, const Policy& /* pol */)
|
Chris@16
|
1956 {
|
Chris@16
|
1957 BOOST_FPU_EXCEPTION_GUARD
|
Chris@16
|
1958 typedef typename tools::promote_args<T1, T2>::type result_type;
|
Chris@16
|
1959 typedef typename policies::evaluation<result_type, Policy>::type value_type;
|
Chris@16
|
1960 typedef typename policies::normalise<
|
Chris@16
|
1961 Policy,
|
Chris@16
|
1962 policies::promote_float<false>,
|
Chris@16
|
1963 policies::promote_double<false>,
|
Chris@16
|
1964 policies::discrete_quantile<>,
|
Chris@16
|
1965 policies::assert_undefined<> >::type forwarding_policy;
|
Chris@16
|
1966
|
Chris@16
|
1967 return policies::checked_narrowing_cast<result_type, forwarding_policy>(detail::tgamma_delta_ratio_imp(static_cast<value_type>(z), static_cast<value_type>(delta), forwarding_policy()), "boost::math::tgamma_delta_ratio<%1%>(%1%, %1%)");
|
Chris@16
|
1968 }
|
Chris@16
|
1969 template <class T1, class T2>
|
Chris@16
|
1970 inline typename tools::promote_args<T1, T2>::type
|
Chris@16
|
1971 tgamma_delta_ratio(T1 z, T2 delta)
|
Chris@16
|
1972 {
|
Chris@16
|
1973 return tgamma_delta_ratio(z, delta, policies::policy<>());
|
Chris@16
|
1974 }
|
Chris@16
|
1975 template <class T1, class T2, class Policy>
|
Chris@16
|
1976 inline typename tools::promote_args<T1, T2>::type
|
Chris@16
|
1977 tgamma_ratio(T1 a, T2 b, const Policy&)
|
Chris@16
|
1978 {
|
Chris@16
|
1979 typedef typename tools::promote_args<T1, T2>::type result_type;
|
Chris@16
|
1980 typedef typename policies::evaluation<result_type, Policy>::type value_type;
|
Chris@16
|
1981 typedef typename policies::normalise<
|
Chris@16
|
1982 Policy,
|
Chris@16
|
1983 policies::promote_float<false>,
|
Chris@16
|
1984 policies::promote_double<false>,
|
Chris@16
|
1985 policies::discrete_quantile<>,
|
Chris@16
|
1986 policies::assert_undefined<> >::type forwarding_policy;
|
Chris@16
|
1987
|
Chris@16
|
1988 return policies::checked_narrowing_cast<result_type, forwarding_policy>(detail::tgamma_ratio_imp(static_cast<value_type>(a), static_cast<value_type>(b), forwarding_policy()), "boost::math::tgamma_delta_ratio<%1%>(%1%, %1%)");
|
Chris@16
|
1989 }
|
Chris@16
|
1990 template <class T1, class T2>
|
Chris@16
|
1991 inline typename tools::promote_args<T1, T2>::type
|
Chris@16
|
1992 tgamma_ratio(T1 a, T2 b)
|
Chris@16
|
1993 {
|
Chris@16
|
1994 return tgamma_ratio(a, b, policies::policy<>());
|
Chris@16
|
1995 }
|
Chris@16
|
1996
|
Chris@16
|
1997 template <class T1, class T2, class Policy>
|
Chris@16
|
1998 inline typename tools::promote_args<T1, T2>::type
|
Chris@16
|
1999 gamma_p_derivative(T1 a, T2 x, const Policy&)
|
Chris@16
|
2000 {
|
Chris@16
|
2001 BOOST_FPU_EXCEPTION_GUARD
|
Chris@16
|
2002 typedef typename tools::promote_args<T1, T2>::type result_type;
|
Chris@16
|
2003 typedef typename policies::evaluation<result_type, Policy>::type value_type;
|
Chris@16
|
2004 typedef typename policies::normalise<
|
Chris@16
|
2005 Policy,
|
Chris@16
|
2006 policies::promote_float<false>,
|
Chris@16
|
2007 policies::promote_double<false>,
|
Chris@16
|
2008 policies::discrete_quantile<>,
|
Chris@16
|
2009 policies::assert_undefined<> >::type forwarding_policy;
|
Chris@16
|
2010
|
Chris@16
|
2011 return policies::checked_narrowing_cast<result_type, forwarding_policy>(detail::gamma_p_derivative_imp(static_cast<value_type>(a), static_cast<value_type>(x), forwarding_policy()), "boost::math::gamma_p_derivative<%1%>(%1%, %1%)");
|
Chris@16
|
2012 }
|
Chris@16
|
2013 template <class T1, class T2>
|
Chris@16
|
2014 inline typename tools::promote_args<T1, T2>::type
|
Chris@16
|
2015 gamma_p_derivative(T1 a, T2 x)
|
Chris@16
|
2016 {
|
Chris@16
|
2017 return gamma_p_derivative(a, x, policies::policy<>());
|
Chris@16
|
2018 }
|
Chris@16
|
2019
|
Chris@16
|
2020 } // namespace math
|
Chris@16
|
2021 } // namespace boost
|
Chris@16
|
2022
|
Chris@16
|
2023 #ifdef BOOST_MSVC
|
Chris@16
|
2024 # pragma warning(pop)
|
Chris@16
|
2025 #endif
|
Chris@16
|
2026
|
Chris@16
|
2027 #include <boost/math/special_functions/detail/igamma_inverse.hpp>
|
Chris@16
|
2028 #include <boost/math/special_functions/detail/gamma_inva.hpp>
|
Chris@16
|
2029 #include <boost/math/special_functions/erf.hpp>
|
Chris@16
|
2030
|
Chris@16
|
2031 #endif // BOOST_MATH_SF_GAMMA_HPP
|
Chris@16
|
2032
|
Chris@16
|
2033
|
Chris@16
|
2034
|
Chris@16
|
2035
|