codekingpro/portable-devtools
114k
1// Copyright 2010 The Go Authors. All rights reserved.2// Use of this source code is governed by a BSD-style3// license that can be found in the LICENSE file.4 5package math6 7/*8 Floating-point logarithm of the Gamma function.9*/10 11// The original C code and the long comment below are12// from FreeBSD's /usr/src/lib/msun/src/e_lgamma_r.c and13// came with this notice. The go code is a simplified14// version of the original C.15//16// ====================================================17// Copyright (C) 1993 by Sun Microsystems, Inc. All rights reserved.18//19// Developed at SunPro, a Sun Microsystems, Inc. business.20// Permission to use, copy, modify, and distribute this21// software is freely granted, provided that this notice22// is preserved.23// ====================================================24//25// __ieee754_lgamma_r(x, signgamp)26// Reentrant version of the logarithm of the Gamma function27// with user provided pointer for the sign of Gamma(x).28//29// Method:30// 1. Argument Reduction for 0 < x <= 831// Since gamma(1+s)=s*gamma(s), for x in [0,8], we may32// reduce x to a number in [1.5,2.5] by33// lgamma(1+s) = log(s) + lgamma(s)34// for example,35// lgamma(7.3) = log(6.3) + lgamma(6.3)36// = log(6.3*5.3) + lgamma(5.3)37// = log(6.3*5.3*4.3*3.3*2.3) + lgamma(2.3)38// 2. Polynomial approximation of lgamma around its39// minimum (ymin=1.461632144968362245) to maintain monotonicity.40// On [ymin-0.23, ymin+0.27] (i.e., [1.23164,1.73163]), use41// Let z = x-ymin;42// lgamma(x) = -1.214862905358496078218 + z**2*poly(z)43// poly(z) is a 14 degree polynomial.44// 2. Rational approximation in the primary interval [2,3]45// We use the following approximation:46// s = x-2.0;47// lgamma(x) = 0.5*s + s*P(s)/Q(s)48// with accuracy49// |P/Q - (lgamma(x)-0.5s)| < 2**-61.7150// Our algorithms are based on the following observation51//52// zeta(2)-1 2 zeta(3)-1 353// lgamma(2+s) = s*(1-Euler) + --------- * s - --------- * s + ...54// 2 355//56// where Euler = 0.5772156649... is the Euler constant, which57// is very close to 0.5.58//59// 3. For x>=8, we have60// lgamma(x)~(x-0.5)log(x)-x+0.5*log(2pi)+1/(12x)-1/(360x**3)+....61// (better formula:62// lgamma(x)~(x-0.5)*(log(x)-1)-.5*(log(2pi)-1) + ...)63// Let z = 1/x, then we approximation64// f(z) = lgamma(x) - (x-0.5)(log(x)-1)65// by66// 3 5 1167// w = w0 + w1*z + w2*z + w3*z + ... + w6*z68// where69// |w - f(z)| < 2**-58.7470//71// 4. For negative x, since (G is gamma function)72// -x*G(-x)*G(x) = pi/sin(pi*x),73// we have74// G(x) = pi/(sin(pi*x)*(-x)*G(-x))75// since G(-x) is positive, sign(G(x)) = sign(sin(pi*x)) for x<076// Hence, for x<0, signgam = sign(sin(pi*x)) and77// lgamma(x) = log(|Gamma(x)|)78// = log(pi/(|x*sin(pi*x)|)) - lgamma(-x);79// Note: one should avoid computing pi*(-x) directly in the80// computation of sin(pi*(-x)).81//82// 5. Special Cases83// lgamma(2+s) ~ s*(1-Euler) for tiny s84// lgamma(1)=lgamma(2)=085// lgamma(x) ~ -log(x) for tiny x86// lgamma(0) = lgamma(inf) = inf87// lgamma(-integer) = +-inf88//89//90 91var _lgamA = [...]float64{92 7.72156649015328655494e-02, // 0x3FB3C467E37DB0C893 3.22467033424113591611e-01, // 0x3FD4A34CC4A60FAD94 6.73523010531292681824e-02, // 0x3FB13E001A5562A795 2.05808084325167332806e-02, // 0x3F951322AC92547B96 7.38555086081402883957e-03, // 0x3F7E404FB68FEFE897 2.89051383673415629091e-03, // 0x3F67ADD8CCB7926B98 1.19270763183362067845e-03, // 0x3F538A94116F3F5D99 5.10069792153511336608e-04, // 0x3F40B6C689B99C00100 2.20862790713908385557e-04, // 0x3F2CF2ECED10E54D101 1.08011567247583939954e-04, // 0x3F1C5088987DFB07102 2.52144565451257326939e-05, // 0x3EFA7074428CFA52103 4.48640949618915160150e-05, // 0x3F07858E90A45837104}105var _lgamR = [...]float64{106 1.0, // placeholder107 1.39200533467621045958e+00, // 0x3FF645A762C4AB74108 7.21935547567138069525e-01, // 0x3FE71A1893D3DCDC109 1.71933865632803078993e-01, // 0x3FC601EDCCFBDF27110 1.86459191715652901344e-02, // 0x3F9317EA742ED475111 7.77942496381893596434e-04, // 0x3F497DDACA41A95B112 7.32668430744625636189e-06, // 0x3EDEBAF7A5B38140113}114var _lgamS = [...]float64{115 -7.72156649015328655494e-02, // 0xBFB3C467E37DB0C8116 2.14982415960608852501e-01, // 0x3FCB848B36E20878117 3.25778796408930981787e-01, // 0x3FD4D98F4F139F59118 1.46350472652464452805e-01, // 0x3FC2BB9CBEE5F2F7119 2.66422703033638609560e-02, // 0x3F9B481C7E939961120 1.84028451407337715652e-03, // 0x3F5E26B67368F239121 3.19475326584100867617e-05, // 0x3F00BFECDD17E945122}123var _lgamT = [...]float64{124 4.83836122723810047042e-01, // 0x3FDEF72BC8EE38A2125 -1.47587722994593911752e-01, // 0xBFC2E4278DC6C509126 6.46249402391333854778e-02, // 0x3FB08B4294D5419B127 -3.27885410759859649565e-02, // 0xBFA0C9A8DF35B713128 1.79706750811820387126e-02, // 0x3F9266E7970AF9EC129 -1.03142241298341437450e-02, // 0xBF851F9FBA91EC6A130 6.10053870246291332635e-03, // 0x3F78FCE0E370E344131 -3.68452016781138256760e-03, // 0xBF6E2EFFB3E914D7132 2.25964780900612472250e-03, // 0x3F6282D32E15C915133 -1.40346469989232843813e-03, // 0xBF56FE8EBF2D1AF1134 8.81081882437654011382e-04, // 0x3F4CDF0CEF61A8E9135 -5.38595305356740546715e-04, // 0xBF41A6109C73E0EC136 3.15632070903625950361e-04, // 0x3F34AF6D6C0EBBF7137 -3.12754168375120860518e-04, // 0xBF347F24ECC38C38138 3.35529192635519073543e-04, // 0x3F35FD3EE8C2D3F4139}140var _lgamU = [...]float64{141 -7.72156649015328655494e-02, // 0xBFB3C467E37DB0C8142 6.32827064025093366517e-01, // 0x3FE4401E8B005DFF143 1.45492250137234768737e+00, // 0x3FF7475CD119BD6F144 9.77717527963372745603e-01, // 0x3FEF497644EA8450145 2.28963728064692451092e-01, // 0x3FCD4EAEF6010924146 1.33810918536787660377e-02, // 0x3F8B678BBF2BAB09147}148var _lgamV = [...]float64{149 1.0,150 2.45597793713041134822e+00, // 0x4003A5D7C2BD619C151 2.12848976379893395361e+00, // 0x40010725A42B18F5152 7.69285150456672783825e-01, // 0x3FE89DFBE45050AF153 1.04222645593369134254e-01, // 0x3FBAAE55D6537C88154 3.21709242282423911810e-03, // 0x3F6A5ABB57D0CF61155}156var _lgamW = [...]float64{157 4.18938533204672725052e-01, // 0x3FDACFE390C97D69158 8.33333333333329678849e-02, // 0x3FB555555555553B159 -2.77777777728775536470e-03, // 0xBF66C16C16B02E5C160 7.93650558643019558500e-04, // 0x3F4A019F98CF38B6161 -5.95187557450339963135e-04, // 0xBF4380CB8C0FE741162 8.36339918996282139126e-04, // 0x3F4B67BA4CDAD5D1163 -1.63092934096575273989e-03, // 0xBF5AB89D0B9E43E4164}165 166// Lgamma returns the natural logarithm and sign (-1 or +1) of [Gamma](x).167//168// Special cases are:169//170// Lgamma(+Inf) = +Inf171// Lgamma(0) = +Inf172// Lgamma(-integer) = +Inf173// Lgamma(-Inf) = -Inf174// Lgamma(NaN) = NaN175func Lgamma(x float64) (lgamma float64, sign int) {176 const (177 Ymin = 1.461632144968362245178 Two52 = 1 << 52 // 0x4330000000000000 ~4.5036e+15179 Two53 = 1 << 53 // 0x4340000000000000 ~9.0072e+15180 Two58 = 1 << 58 // 0x4390000000000000 ~2.8823e+17181 Tiny = 1.0 / (1 << 70) // 0x3b90000000000000 ~8.47033e-22182 Tc = 1.46163214496836224576e+00 // 0x3FF762D86356BE3F183 Tf = -1.21486290535849611461e-01 // 0xBFBF19B9BCC38A42184 // Tt = -(tail of Tf)185 Tt = -3.63867699703950536541e-18 // 0xBC50C7CAA48A971F186 )187 // special cases188 sign = 1189 switch {190 case IsNaN(x):191 lgamma = x192 return193 case IsInf(x, 0):194 lgamma = x195 return196 case x == 0:197 lgamma = Inf(1)198 return199 }200 201 neg := false202 if x < 0 {203 x = -x204 neg = true205 }206 207 if x < Tiny { // if |x| < 2**-70, return -log(|x|)208 if neg {209 sign = -1210 }211 lgamma = -Log(x)212 return213 }214 var nadj float64215 if neg {216 if x >= Two52 { // |x| >= 2**52, must be -integer217 lgamma = Inf(1)218 return219 }220 t := sinPi(x)221 if t == 0 {222 lgamma = Inf(1) // -integer223 return224 }225 nadj = Log(Pi / Abs(t*x))226 if t < 0 {227 sign = -1228 }229 }230 231 switch {232 case x == 1 || x == 2: // purge off 1 and 2233 lgamma = 0234 return235 case x < 2: // use lgamma(x) = lgamma(x+1) - log(x)236 var y float64237 var i int238 if x <= 0.9 {239 lgamma = -Log(x)240 switch {241 case x >= (Ymin - 1 + 0.27): // 0.7316 <= x <= 0.9242 y = 1 - x243 i = 0244 case x >= (Ymin - 1 - 0.27): // 0.2316 <= x < 0.7316245 y = x - (Tc - 1)246 i = 1247 default: // 0 < x < 0.2316248 y = x249 i = 2250 }251 } else {252 lgamma = 0253 switch {254 case x >= (Ymin + 0.27): // 1.7316 <= x < 2255 y = 2 - x256 i = 0257 case x >= (Ymin - 0.27): // 1.2316 <= x < 1.7316258 y = x - Tc259 i = 1260 default: // 0.9 < x < 1.2316261 y = x - 1262 i = 2263 }264 }265 switch i {266 case 0:267 z := y * y268 p1 := _lgamA[0] + z*(_lgamA[2]+z*(_lgamA[4]+z*(_lgamA[6]+z*(_lgamA[8]+z*_lgamA[10]))))269 p2 := z * (_lgamA[1] + z*(+_lgamA[3]+z*(_lgamA[5]+z*(_lgamA[7]+z*(_lgamA[9]+z*_lgamA[11])))))270 p := y*p1 + p2271 lgamma += (p - 0.5*y)272 case 1:273 z := y * y274 w := z * y275 p1 := _lgamT[0] + w*(_lgamT[3]+w*(_lgamT[6]+w*(_lgamT[9]+w*_lgamT[12]))) // parallel comp276 p2 := _lgamT[1] + w*(_lgamT[4]+w*(_lgamT[7]+w*(_lgamT[10]+w*_lgamT[13])))277 p3 := _lgamT[2] + w*(_lgamT[5]+w*(_lgamT[8]+w*(_lgamT[11]+w*_lgamT[14])))278 p := z*p1 - (Tt - w*(p2+y*p3))279 lgamma += (Tf + p)280 case 2:281 p1 := y * (_lgamU[0] + y*(_lgamU[1]+y*(_lgamU[2]+y*(_lgamU[3]+y*(_lgamU[4]+y*_lgamU[5])))))282 p2 := 1 + y*(_lgamV[1]+y*(_lgamV[2]+y*(_lgamV[3]+y*(_lgamV[4]+y*_lgamV[5]))))283 lgamma += (-0.5*y + p1/p2)284 }285 case x < 8: // 2 <= x < 8286 i := int(x)287 y := x - float64(i)288 p := y * (_lgamS[0] + y*(_lgamS[1]+y*(_lgamS[2]+y*(_lgamS[3]+y*(_lgamS[4]+y*(_lgamS[5]+y*_lgamS[6]))))))289 q := 1 + y*(_lgamR[1]+y*(_lgamR[2]+y*(_lgamR[3]+y*(_lgamR[4]+y*(_lgamR[5]+y*_lgamR[6])))))290 lgamma = 0.5*y + p/q291 z := 1.0 // Lgamma(1+s) = Log(s) + Lgamma(s)292 switch i {293 case 7:294 z *= (y + 6)295 fallthrough296 case 6:297 z *= (y + 5)298 fallthrough299 case 5:300 z *= (y + 4)301 fallthrough302 case 4:303 z *= (y + 3)304 fallthrough305 case 3:306 z *= (y + 2)307 lgamma += Log(z)308 }309 case x < Two58: // 8 <= x < 2**58310 t := Log(x)311 z := 1 / x312 y := z * z313 w := _lgamW[0] + z*(_lgamW[1]+y*(_lgamW[2]+y*(_lgamW[3]+y*(_lgamW[4]+y*(_lgamW[5]+y*_lgamW[6])))))314 lgamma = (x-0.5)*(t-1) + w315 default: // 2**58 <= x <= Inf316 lgamma = x * (Log(x) - 1)317 }318 if neg {319 lgamma = nadj - lgamma320 }321 return322}323 324// sinPi(x) is a helper function for negative x325func sinPi(x float64) float64 {326 const (327 Two52 = 1 << 52 // 0x4330000000000000 ~4.5036e+15328 Two53 = 1 << 53 // 0x4340000000000000 ~9.0072e+15329 )330 if x < 0.25 {331 return -Sin(Pi * x)332 }333 334 // argument reduction335 z := Floor(x)336 var n int337 if z != x { // inexact338 x = Mod(x, 2)339 n = int(x * 4)340 } else {341 if x >= Two53 { // x must be even342 x = 0343 n = 0344 } else {345 if x < Two52 {346 z = x + Two52 // exact347 }348 n = int(1 & Float64bits(z))349 x = float64(n)350 n <<= 2351 }352 }353 switch n {354 case 0:355 x = Sin(Pi * x)356 case 1, 2:357 x = Cos(Pi * (0.5 - x))358 case 3, 4:359 x = Sin(Pi * (1 - x))360 case 5, 6:361 x = -Cos(Pi * (x - 1.5))362 default:363 x = Sin(Pi * (x - 2))364 }365 return -x366}367 