1 // (C) Copyright John Maddock 2006.
2 // Use, modification and distribution are subject to the
3 // Boost Software License, Version 1.0. (See accompanying file
4 // LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
6 #ifndef BOOST_MATH_SPECIAL_FUNCTIONS_DETAIL_LGAMMA_SMALL
7 #define BOOST_MATH_SPECIAL_FUNCTIONS_DETAIL_LGAMMA_SMALL
13 namespace boost{ namespace math{ namespace detail{
16 // lgamma for small arguments:
18 template <class T, class Policy, class L>
19 T lgamma_small_imp(T z, T zm1, T zm2, const mpl::int_<64>&, const Policy& /* l */, const L&)
21 // This version uses rational approximations for small
22 // values of z accurate enough for 64-bit mantissas
23 // (80-bit long doubles), works well for 53-bit doubles as well.
24 // L is only used to select the Lanczos function.
26 BOOST_MATH_STD_USING // for ADL of std names
28 if(z < tools::epsilon<T>())
32 else if((zm1 == 0) || (zm2 == 0))
34 // nothing to do, result is zero....
39 // Begin by performing argument reduction until
50 // Update zm2, we need it below:
55 // Use the following form:
57 // lgamma(z) = (z-2)(z+1)(Y + R(z-2))
59 // where R(z-2) is a rational approximation optimised for
60 // low absolute error - as long as it's absolute error
61 // is small compared to the constant Y - then any rounding
62 // error in it's computation will get wiped out.
64 // R(z-2) has the following properties:
66 // At double: Max error found: 4.231e-18
67 // At long double: Max error found: 1.987e-21
68 // Maximum Deviation Found (approximation error): 5.900e-24
70 static const T P[] = {
71 static_cast<T>(-0.180355685678449379109e-1L),
72 static_cast<T>(0.25126649619989678683e-1L),
73 static_cast<T>(0.494103151567532234274e-1L),
74 static_cast<T>(0.172491608709613993966e-1L),
75 static_cast<T>(-0.259453563205438108893e-3L),
76 static_cast<T>(-0.541009869215204396339e-3L),
77 static_cast<T>(-0.324588649825948492091e-4L)
79 static const T Q[] = {
80 static_cast<T>(0.1e1),
81 static_cast<T>(0.196202987197795200688e1L),
82 static_cast<T>(0.148019669424231326694e1L),
83 static_cast<T>(0.541391432071720958364e0L),
84 static_cast<T>(0.988504251128010129477e-1L),
85 static_cast<T>(0.82130967464889339326e-2L),
86 static_cast<T>(0.224936291922115757597e-3L),
87 static_cast<T>(-0.223352763208617092964e-6L)
90 static const float Y = 0.158963680267333984375e0f;
93 T R = tools::evaluate_polynomial(P, zm2);
94 R /= tools::evaluate_polynomial(Q, zm2);
96 result += r * Y + r * R;
101 // If z is less than 1 use recurrance to shift to
102 // z in the interval [1,2]:
112 // Two approximations, on for z in [1,1.5] and
113 // one for z in [1.5,2]:
118 // Use the following form:
120 // lgamma(z) = (z-1)(z-2)(Y + R(z-1))
122 // where R(z-1) is a rational approximation optimised for
123 // low absolute error - as long as it's absolute error
124 // is small compared to the constant Y - then any rounding
125 // error in it's computation will get wiped out.
127 // R(z-1) has the following properties:
129 // At double precision: Max error found: 1.230011e-17
130 // At 80-bit long double precision: Max error found: 5.631355e-21
131 // Maximum Deviation Found: 3.139e-021
132 // Expected Error Term: 3.139e-021
135 static const float Y = 0.52815341949462890625f;
137 static const T P[] = {
138 static_cast<T>(0.490622454069039543534e-1L),
139 static_cast<T>(-0.969117530159521214579e-1L),
140 static_cast<T>(-0.414983358359495381969e0L),
141 static_cast<T>(-0.406567124211938417342e0L),
142 static_cast<T>(-0.158413586390692192217e0L),
143 static_cast<T>(-0.240149820648571559892e-1L),
144 static_cast<T>(-0.100346687696279557415e-2L)
146 static const T Q[] = {
147 static_cast<T>(0.1e1L),
148 static_cast<T>(0.302349829846463038743e1L),
149 static_cast<T>(0.348739585360723852576e1L),
150 static_cast<T>(0.191415588274426679201e1L),
151 static_cast<T>(0.507137738614363510846e0L),
152 static_cast<T>(0.577039722690451849648e-1L),
153 static_cast<T>(0.195768102601107189171e-2L)
156 T r = tools::evaluate_polynomial(P, zm1) / tools::evaluate_polynomial(Q, zm1);
157 T prefix = zm1 * zm2;
159 result += prefix * Y + prefix * r;
164 // Use the following form:
166 // lgamma(z) = (2-z)(1-z)(Y + R(2-z))
168 // where R(2-z) is a rational approximation optimised for
169 // low absolute error - as long as it's absolute error
170 // is small compared to the constant Y - then any rounding
171 // error in it's computation will get wiped out.
173 // R(2-z) has the following properties:
175 // At double precision, max error found: 1.797565e-17
176 // At 80-bit long double precision, max error found: 9.306419e-21
177 // Maximum Deviation Found: 2.151e-021
178 // Expected Error Term: 2.150e-021
180 static const float Y = 0.452017307281494140625f;
182 static const T P[] = {
183 static_cast<T>(-0.292329721830270012337e-1L),
184 static_cast<T>(0.144216267757192309184e0L),
185 static_cast<T>(-0.142440390738631274135e0L),
186 static_cast<T>(0.542809694055053558157e-1L),
187 static_cast<T>(-0.850535976868336437746e-2L),
188 static_cast<T>(0.431171342679297331241e-3L)
190 static const T Q[] = {
191 static_cast<T>(0.1e1),
192 static_cast<T>(-0.150169356054485044494e1L),
193 static_cast<T>(0.846973248876495016101e0L),
194 static_cast<T>(-0.220095151814995745555e0L),
195 static_cast<T>(0.25582797155975869989e-1L),
196 static_cast<T>(-0.100666795539143372762e-2L),
197 static_cast<T>(-0.827193521891290553639e-6L)
200 T R = tools::evaluate_polynomial(P, -zm2) / tools::evaluate_polynomial(Q, -zm2);
202 result += r * Y + r * R;
207 template <class T, class Policy, class L>
208 T lgamma_small_imp(T z, T zm1, T zm2, const mpl::int_<113>&, const Policy& /* l */, const L&)
211 // This version uses rational approximations for small
212 // values of z accurate enough for 113-bit mantissas
213 // (128-bit long doubles).
215 BOOST_MATH_STD_USING // for ADL of std names
217 if(z < tools::epsilon<T>())
220 BOOST_MATH_INSTRUMENT_CODE(result);
222 else if((zm1 == 0) || (zm2 == 0))
224 // nothing to do, result is zero....
229 // Begin by performing argument reduction until
241 BOOST_MATH_INSTRUMENT_CODE(zm2);
242 BOOST_MATH_INSTRUMENT_CODE(z);
243 BOOST_MATH_INSTRUMENT_CODE(result);
246 // Use the following form:
248 // lgamma(z) = (z-2)(z+1)(Y + R(z-2))
250 // where R(z-2) is a rational approximation optimised for
251 // low absolute error - as long as it's absolute error
252 // is small compared to the constant Y - then any rounding
253 // error in it's computation will get wiped out.
255 // Maximum Deviation Found (approximation error) 3.73e-37
257 static const T P[] = {
258 -0.018035568567844937910504030027467476655L,
259 0.013841458273109517271750705401202404195L,
260 0.062031842739486600078866923383017722399L,
261 0.052518418329052161202007865149435256093L,
262 0.01881718142472784129191838493267755758L,
263 0.0025104830367021839316463675028524702846L,
264 -0.00021043176101831873281848891452678568311L,
265 -0.00010249622350908722793327719494037981166L,
266 -0.11381479670982006841716879074288176994e-4L,
267 -0.49999811718089980992888533630523892389e-6L,
268 -0.70529798686542184668416911331718963364e-8L
270 static const T Q[] = {
272 2.5877485070422317542808137697939233685L,
273 2.8797959228352591788629602533153837126L,
274 1.8030885955284082026405495275461180977L,
275 0.69774331297747390169238306148355428436L,
276 0.17261566063277623942044077039756583802L,
277 0.02729301254544230229429621192443000121L,
278 0.0026776425891195270663133581960016620433L,
279 0.00015244249160486584591370355730402168106L,
280 0.43997034032479866020546814475414346627e-5L,
281 0.46295080708455613044541885534408170934e-7L,
282 -0.93326638207459533682980757982834180952e-11L,
283 0.42316456553164995177177407325292867513e-13L
286 T R = tools::evaluate_polynomial(P, zm2);
287 R /= tools::evaluate_polynomial(Q, zm2);
289 static const float Y = 0.158963680267333984375F;
293 result += r * Y + r * R;
294 BOOST_MATH_INSTRUMENT_CODE(result);
299 // If z is less than 1 use recurrance to shift to
300 // z in the interval [1,2]:
309 BOOST_MATH_INSTRUMENT_CODE(result);
310 BOOST_MATH_INSTRUMENT_CODE(z);
311 BOOST_MATH_INSTRUMENT_CODE(zm2);
313 // Three approximations, on for z in [1,1.35], [1.35,1.625] and [1.625,1]
318 // Use the following form:
320 // lgamma(z) = (z-1)(z-2)(Y + R(z-1))
322 // where R(z-1) is a rational approximation optimised for
323 // low absolute error - as long as it's absolute error
324 // is small compared to the constant Y - then any rounding
325 // error in it's computation will get wiped out.
327 // R(z-1) has the following properties:
329 // Maximum Deviation Found (approximation error) 1.659e-36
330 // Expected Error Term (theoretical error) 1.343e-36
331 // Max error found at 128-bit long double precision 1.007e-35
333 static const float Y = 0.54076099395751953125f;
335 static const T P[] = {
336 0.036454670944013329356512090082402429697L,
337 -0.066235835556476033710068679907798799959L,
338 -0.67492399795577182387312206593595565371L,
339 -1.4345555263962411429855341651960000166L,
340 -1.4894319559821365820516771951249649563L,
341 -0.87210277668067964629483299712322411566L,
342 -0.29602090537771744401524080430529369136L,
343 -0.0561832587517836908929331992218879676L,
344 -0.0053236785487328044334381502530383140443L,
345 -0.00018629360291358130461736386077971890789L,
346 -0.10164985672213178500790406939467614498e-6L,
347 0.13680157145361387405588201461036338274e-8L
349 static const T Q[] = {
351 4.9106336261005990534095838574132225599L,
352 10.258804800866438510889341082793078432L,
353 11.88588976846826108836629960537466889L,
354 8.3455000546999704314454891036700998428L,
355 3.6428823682421746343233362007194282703L,
356 0.97465989807254572142266753052776132252L,
357 0.15121052897097822172763084966793352524L,
358 0.012017363555383555123769849654484594893L,
359 0.0003583032812720649835431669893011257277L
362 T r = tools::evaluate_polynomial(P, zm1) / tools::evaluate_polynomial(Q, zm1);
363 T prefix = zm1 * zm2;
365 result += prefix * Y + prefix * r;
366 BOOST_MATH_INSTRUMENT_CODE(result);
371 // Use the following form:
373 // lgamma(z) = (2-z)(1-z)(Y + R(2-z))
375 // where R(2-z) is a rational approximation optimised for
376 // low absolute error - as long as it's absolute error
377 // is small compared to the constant Y - then any rounding
378 // error in it's computation will get wiped out.
380 // R(2-z) has the following properties:
382 // Max error found at 128-bit long double precision 9.634e-36
383 // Maximum Deviation Found (approximation error) 1.538e-37
384 // Expected Error Term (theoretical error) 2.350e-38
386 static const float Y = 0.483787059783935546875f;
388 static const T P[] = {
389 -0.017977422421608624353488126610933005432L,
390 0.18484528905298309555089509029244135703L,
391 -0.40401251514859546989565001431430884082L,
392 0.40277179799147356461954182877921388182L,
393 -0.21993421441282936476709677700477598816L,
394 0.069595742223850248095697771331107571011L,
395 -0.012681481427699686635516772923547347328L,
396 0.0012489322866834830413292771335113136034L,
397 -0.57058739515423112045108068834668269608e-4L,
398 0.8207548771933585614380644961342925976e-6L
400 static const T Q[] = {
402 -2.9629552288944259229543137757200262073L,
403 3.7118380799042118987185957298964772755L,
404 -2.5569815272165399297600586376727357187L,
405 1.0546764918220835097855665680632153367L,
406 -0.26574021300894401276478730940980810831L,
407 0.03996289731752081380552901986471233462L,
408 -0.0033398680924544836817826046380586480873L,
409 0.00013288854760548251757651556792598235735L,
410 -0.17194794958274081373243161848194745111e-5L
413 T R = tools::evaluate_polynomial(P, 0.625 - zm1) / tools::evaluate_polynomial(Q, 0.625 - zm1);
415 result += r * Y + r * R;
416 BOOST_MATH_INSTRUMENT_CODE(result);
421 // Same form as above.
423 // Max error found (at 128-bit long double precision) 1.831e-35
424 // Maximum Deviation Found (approximation error) 8.588e-36
425 // Expected Error Term (theoretical error) 1.458e-36
427 static const float Y = 0.443811893463134765625f;
429 static const T P[] = {
430 -0.021027558364667626231512090082402429494L,
431 0.15128811104498736604523586803722368377L,
432 -0.26249631480066246699388544451126410278L,
433 0.21148748610533489823742352180628489742L,
434 -0.093964130697489071999873506148104370633L,
435 0.024292059227009051652542804957550866827L,
436 -0.0036284453226534839926304745756906117066L,
437 0.0002939230129315195346843036254392485984L,
438 -0.11088589183158123733132268042570710338e-4L,
439 0.13240510580220763969511741896361984162e-6L
441 static const T Q[] = {
443 -2.4240003754444040525462170802796471996L,
444 2.4868383476933178722203278602342786002L,
445 -1.4047068395206343375520721509193698547L,
446 0.47583809087867443858344765659065773369L,
447 -0.09865724264554556400463655444270700132L,
448 0.012238223514176587501074150988445109735L,
449 -0.00084625068418239194670614419707491797097L,
450 0.2796574430456237061420839429225710602e-4L,
451 -0.30202973883316730694433702165188835331e-6L
453 // (2 - x) * (1 - x) * (c + R(2 - x))
455 T R = tools::evaluate_polynomial(P, -zm2) / tools::evaluate_polynomial(Q, -zm2);
457 result += r * Y + r * R;
458 BOOST_MATH_INSTRUMENT_CODE(result);
461 BOOST_MATH_INSTRUMENT_CODE(result);
464 template <class T, class Policy, class L>
465 T lgamma_small_imp(T z, T zm1, T zm2, const mpl::int_<0>&, const Policy& pol, const L&)
468 // No rational approximations are available because either
469 // T has no numeric_limits support (so we can't tell how
470 // many digits it has), or T has more digits than we know
471 // what to do with.... we do have a Lanczos approximation
472 // though, and that can be used to keep errors under control.
474 BOOST_MATH_STD_USING // for ADL of std names
476 if(z < tools::epsilon<T>())
482 // taking the log of tgamma reduces the error, no danger of overflow here:
483 result = log(gamma_imp(z, pol, L()));
487 // taking the log of tgamma reduces the error, no danger of overflow here:
488 result = log(gamma_imp(z, pol, L()));
492 // special case near 2:
494 result = dz * log((z + L::g() - T(0.5)) / boost::math::constants::e<T>());
495 result += boost::math::log1p(dz / (L::g() + T(1.5)), pol) * T(1.5);
496 result += boost::math::log1p(L::lanczos_sum_near_2(dz), pol);
500 // special case near 1:
502 result = dz * log((z + L::g() - T(0.5)) / boost::math::constants::e<T>());
503 result += boost::math::log1p(dz / (L::g() + T(0.5)), pol) / 2;
504 result += boost::math::log1p(L::lanczos_sum_near_1(dz), pol);
511 #endif // BOOST_MATH_SPECIAL_FUNCTIONS_DETAIL_LGAMMA_SMALL