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