cosmopolitan/libc/math/tgamma.c

223 lines
5.3 KiB
C

/*
"A Precision Approximation of the Gamma Function" - Cornelius Lanczos (1964)
"Lanczos Implementation of the Gamma Function" - Paul Godfrey (2001)
"An Analysis of the Lanczos Gamma Approximation" - Glendon Ralph Pugh (2004)
approximation method:
(x - 0.5) S(x)
Gamma(x) = (x + g - 0.5) * ----------------
exp(x + g - 0.5)
with
a1 a2 a3 aN
S(x) ~= [ a0 + ----- + ----- + ----- + ... + ----- ]
x + 1 x + 2 x + 3 x + N
with a0, a1, a2, a3,.. aN constants which depend on g.
for x < 0 the following reflection formula is used:
Gamma(x)*Gamma(-x) = -pi/(x sin(pi x))
most ideas and constants are from boost and python
*/
#include "libc/math/libm.h"
static const double pi = 3.141592653589793238462643383279502884;
/* sin(pi x) with x > 0x1p-100, if sin(pi*x)==0 the sign is arbitrary */
static double sinpi(double x)
{
int n;
/* argument reduction: x = |x| mod 2 */
/* spurious inexact when x is odd int */
x = x * 0.5;
x = 2 * (x - floor(x));
/* reduce x into [-.25,.25] */
n = 4 * x;
n = (n+1)/2;
x -= n * 0.5;
x *= pi;
switch (n) {
default: /* case 4 */
case 0:
return __sin(x, 0, 0);
case 1:
return __cos(x, 0);
case 2:
return __sin(-x, 0, 0);
case 3:
return -__cos(x, 0);
}
}
#define N 12
//static const double g = 6.024680040776729583740234375;
static const double gmhalf = 5.524680040776729583740234375;
static const double Snum[N+1] = {
23531376880.410759688572007674451636754734846804940,
42919803642.649098768957899047001988850926355848959,
35711959237.355668049440185451547166705960488635843,
17921034426.037209699919755754458931112671403265390,
6039542586.3520280050642916443072979210699388420708,
1439720407.3117216736632230727949123939715485786772,
248874557.86205415651146038641322942321632125127801,
31426415.585400194380614231628318205362874684987640,
2876370.6289353724412254090516208496135991145378768,
186056.26539522349504029498971604569928220784236328,
8071.6720023658162106380029022722506138218516325024,
210.82427775157934587250973392071336271166969580291,
2.5066282746310002701649081771338373386264310793408,
};
static const double Sden[N+1] = {
0, 39916800, 120543840, 150917976, 105258076, 45995730, 13339535,
2637558, 357423, 32670, 1925, 66, 1,
};
/* n! for small integer n */
static const double fact[] = {
1, 1, 2, 6, 24, 120, 720, 5040.0, 40320.0, 362880.0, 3628800.0, 39916800.0,
479001600.0, 6227020800.0, 87178291200.0, 1307674368000.0, 20922789888000.0,
355687428096000.0, 6402373705728000.0, 121645100408832000.0,
2432902008176640000.0, 51090942171709440000.0, 1124000727777607680000.0,
};
/* S(x) rational function for positive x */
static double S(double x)
{
double_t num = 0, den = 0;
int i;
/* to avoid overflow handle large x differently */
if (x < 8)
for (i = N; i >= 0; i--) {
num = num * x + Snum[i];
den = den * x + Sden[i];
}
else
for (i = 0; i <= N; i++) {
num = num / x + Snum[i];
den = den / x + Sden[i];
}
return num/den;
}
double tgamma(double x)
{
union {double f; uint64_t i;} u = {x};
double absx, y;
double_t dy, z, r;
uint32_t ix = u.i>>32 & 0x7fffffff;
int sign = u.i>>63;
/* special cases */
if (ix >= 0x7ff00000)
/* tgamma(nan)=nan, tgamma(inf)=inf, tgamma(-inf)=nan with invalid */
return x + INFINITY;
if (ix < (0x3ff-54)<<20)
/* |x| < 2^-54: tgamma(x) ~ 1/x, +-0 raises div-by-zero */
return 1/x;
/* integer arguments */
/* raise inexact when non-integer */
if (x == floor(x)) {
if (sign)
return 0/0.0;
if (x <= sizeof fact/sizeof *fact)
return fact[(int)x - 1];
}
/* x >= 172: tgamma(x)=inf with overflow */
/* x =< -184: tgamma(x)=+-0 with underflow */
if (ix >= 0x40670000) { /* |x| >= 184 */
if (sign) {
FORCE_EVAL((float)(0x1p-126/x));
if (floor(x) * 0.5 == floor(x * 0.5))
return 0;
return -0.0;
}
x *= 0x1p1023;
return x;
}
absx = sign ? -x : x;
/* handle the error of x + g - 0.5 */
y = absx + gmhalf;
if (absx > gmhalf) {
dy = y - absx;
dy -= gmhalf;
} else {
dy = y - gmhalf;
dy -= absx;
}
z = absx - 0.5;
r = S(absx) * exp(-y);
if (x < 0) {
/* reflection formula for negative x */
/* sinpi(absx) is not 0, integers are already handled */
r = -pi / (sinpi(absx) * absx * r);
dy = -dy;
z = -z;
}
r += dy * (gmhalf+0.5) * r / y;
z = pow(y, 0.5*z);
y = r * z * z;
return y;
}
#if 0
double __lgamma_r(double x, int *sign)
{
double r, absx;
*sign = 1;
/* special cases */
if (!isfinite(x))
/* lgamma(nan)=nan, lgamma(+-inf)=inf */
return x*x;
/* integer arguments */
if (x == floor(x) && x <= 2) {
/* n <= 0: lgamma(n)=inf with divbyzero */
/* n == 1,2: lgamma(n)=0 */
if (x <= 0)
return 1/0.0;
return 0;
}
absx = fabs(x);
/* lgamma(x) ~ -log(|x|) for tiny |x| */
if (absx < 0x1p-54) {
*sign = 1 - 2*!!signbit(x);
return -log(absx);
}
/* use tgamma for smaller |x| */
if (absx < 128) {
x = tgamma(x);
*sign = 1 - 2*!!signbit(x);
return log(fabs(x));
}
/* second term (log(S)-g) could be more precise here.. */
/* or with stirling: (|x|-0.5)*(log(|x|)-1) + poly(1/|x|) */
r = (absx-0.5)*(log(absx+gmhalf)-1) + (log(S(absx)) - (gmhalf+0.5));
if (x < 0) {
/* reflection formula for negative x */
x = sinpi(absx);
*sign = 2*!!signbit(x) - 1;
r = log(pi/(fabs(x)*absx)) - r;
}
return r;
}
weak_alias(__lgamma_r, lgamma_r);
#endif