// Copyright John Maddock 2006-7. // Copyright Paul A. Bristow 2007. // Use, modification and distribution are subject to the // Boost Software License, Version 1.0. (See accompanying file // LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt) #ifndef BOOST_MATH_SF_GAMMA_HPP #define BOOST_MATH_SF_GAMMA_HPP #include #ifdef BOOST_MSVC # pragma warning(push) # pragma warning(disable: 4127 4701) // // For lexical_cast, until fixed in 1.35? // // conditional expression is constant & // // Potentially uninitialized local variable 'name' used #endif #include #ifdef BOOST_MSVC # pragma warning(pop) #endif #include #include #include #include #include #include #include #include #include #include #include #include #include #include #include #include #include #include #include #include #include #include #ifdef BOOST_MATH_INSTRUMENT #include #include #include #endif #ifdef BOOST_MSVC # pragma warning(push) # pragma warning(disable: 4702) // unreachable code (return after domain_error throw). # pragma warning(disable: 4127) // conditional expression is constant. # pragma warning(disable: 4100) // unreferenced formal parameter. // Several variables made comments, // but some difficulty as whether referenced on not may depend on macro values. // So to be safe, 4100 warnings suppressed. // TODO - revisit this? #endif namespace boost{ namespace math{ namespace detail{ template inline bool is_odd(T v, const boost::true_type&) { int i = static_cast(v); return i&1; } template inline bool is_odd(T v, const boost::false_type&) { // Oh dear can't cast T to int! BOOST_MATH_STD_USING T modulus = v - 2 * floor(v/2); return static_cast(modulus != 0); } template inline bool is_odd(T v) { return is_odd(v, ::boost::is_convertible()); } template T sinpx(T z) { // Ad hoc function calculates x * sin(pi * x), // taking extra care near when x is near a whole number. BOOST_MATH_STD_USING int sign = 1; if(z < 0) { z = -z; } else { sign = -sign; } T fl = floor(z); T dist; if(is_odd(fl)) { fl += 1; dist = fl - z; sign = -sign; } else { dist = z - fl; } BOOST_ASSERT(fl >= 0); if(dist > 0.5) dist = 1 - dist; T result = sin(dist*boost::math::constants::pi()); return sign*z*result; } // template T sinpx(T z) // // tgamma(z), with Lanczos support: // template T gamma_imp(T z, const Policy& pol, const L& l) { BOOST_MATH_STD_USING T result = 1; #ifdef BOOST_MATH_INSTRUMENT static bool b = false; if(!b) { std::cout << "tgamma_imp called with " << typeid(z).name() << " " << typeid(l).name() << std::endl; b = true; } #endif static const char* function = "boost::math::tgamma<%1%>(%1%)"; if((z <= 0) && (floor(z) == z)) return policies::raise_pole_error(function, "Evaluation of tgamma at a negative integer %1%.", z, pol); if(z <= -20) { result = gamma_imp(-z, pol, l) * sinpx(z); if((fabs(result) < 1) && (tools::max_value() * fabs(result) < boost::math::constants::pi())) return policies::raise_overflow_error(function, "Result of tgamma is too large to represent.", pol); result = -boost::math::constants::pi() / result; if(result == 0) return policies::raise_underflow_error(function, "Result of tgamma is too small to represent.", pol); if((boost::math::fpclassify)(result) == FP_SUBNORMAL) return policies::raise_denorm_error(function, "Result of tgamma is denormalized.", result, pol); return result; } // shift z to > 1: while(z < 1) { result /= z; z += 1; } if((floor(z) == z) && (z < max_factorial::value)) { result *= unchecked_factorial(tools::real_cast(z) - 1); } else { result *= L::lanczos_sum(z); if(z * log(z) > tools::log_max_value()) { // we're going to overflow unless this is done with care: T zgh = (z + static_cast(L::g()) - boost::math::constants::half()); if(log(zgh) * z / 2 > tools::log_max_value()) return policies::raise_overflow_error(function, "Result of tgamma is too large to represent.", pol); T hp = pow(zgh, (z / 2) - T(0.25)); result *= hp / exp(zgh); if(tools::max_value() / hp < result) return policies::raise_overflow_error(function, "Result of tgamma is too large to represent.", pol); result *= hp; } else { T zgh = (z + static_cast(L::g()) - boost::math::constants::half()); result *= pow(zgh, z - boost::math::constants::half()) / exp(zgh); } } return result; } // // lgamma(z) with Lanczos support: // template T lgamma_imp(T z, const Policy& pol, const L& l, int* sign = 0) { #ifdef BOOST_MATH_INSTRUMENT static bool b = false; if(!b) { std::cout << "lgamma_imp called with " << typeid(z).name() << " " << typeid(l).name() << std::endl; b = true; } #endif BOOST_MATH_STD_USING static const char* function = "boost::math::lgamma<%1%>(%1%)"; T result = 0; int sresult = 1; if(z <= 0) { // reflection formula: if(floor(z) == z) return policies::raise_pole_error(function, "Evaluation of lgamma at a negative integer %1%.", z, pol); T t = sinpx(z); z = -z; if(t < 0) { t = -t; } else { sresult = -sresult; } result = log(boost::math::constants::pi()) - lgamma_imp(z, pol, l) - log(t); } else if(z < 15) { typedef typename policies::precision::type precision_type; typedef typename mpl::if_< mpl::less_equal >, mpl::int_<64>, typename mpl::if_< mpl::less_equal >, mpl::int_<113>, mpl::int_<0> >::type >::type tag_type; result = lgamma_small_imp(z, z - 1, z - 2, tag_type(), pol, l); } else if((z >= 3) && (z < 100)) { // taking the log of tgamma reduces the error, no danger of overflow here: result = log(gamma_imp(z, pol, l)); } else { // regular evaluation: T zgh = static_cast(z + L::g() - boost::math::constants::half()); T l = L::lanczos_sum_expG_scaled(z); result = log(zgh) - 1; result *= z - 0.5f; result += log(l); } if(sign) *sign = sresult; return result; } // // Incomplete gamma functions follow: // template struct upper_incomplete_gamma_fract { private: T z, a; int k; public: typedef std::pair result_type; upper_incomplete_gamma_fract(T a1, T z1) : z(z1-a1+1), a(a1), k(0) { } result_type operator()() { ++k; z += 2; return result_type(k * (a - k), z); } }; template inline T upper_gamma_fraction(T a, T z, int bits) { // Multiply result by z^a * e^-z to get the full // upper incomplete integral. Divide by tgamma(z) // to normalise. upper_incomplete_gamma_fract f(a, z); return 1 / (z - a + 1 + boost::math::tools::continued_fraction_a(f, bits)); } template struct lower_incomplete_gamma_series { private: T a, z, result; public: typedef T result_type; lower_incomplete_gamma_series(T a1, T z1) : a(a1), z(z1), result(1){} T operator()() { T r = result; a += 1; result *= z/a; return r; } }; template inline T lower_gamma_series(T a, T z, const Policy& pol) { // Multiply result by ((z^a) * (e^-z) / a) to get the full // lower incomplete integral. Then divide by tgamma(a) // to get the normalised value. lower_incomplete_gamma_series s(a, z); boost::uintmax_t max_iter = policies::get_max_series_iterations(); int bits = policies::digits(); #if BOOST_WORKAROUND(__BORLANDC__, BOOST_TESTED_AT(0x582)) T zero = 0; T result = boost::math::tools::sum_series(s, bits, max_iter, zero); #else T result = boost::math::tools::sum_series(s, bits, max_iter); #endif policies::check_series_iterations("boost::math::detail::lower_gamma_series<%1%>(%1%)", max_iter, pol); return result; } // // Fully generic tgamma and lgamma use the incomplete partial // sums added together: // template T gamma_imp(T z, const Policy& pol, const lanczos::undefined_lanczos& l) { static const char* function = "boost::math::tgamma<%1%>(%1%)"; BOOST_MATH_STD_USING if((z <= 0) && (floor(z) == z)) return policies::raise_pole_error(function, "Evaluation of tgamma at a negative integer %1%.", z, pol); if(z <= -20) { T result = gamma_imp(-z, pol, l) * sinpx(z); if((fabs(result) < 1) && (tools::max_value() * fabs(result) < boost::math::constants::pi())) return policies::raise_overflow_error(function, "Result of tgamma is too large to represent.", pol); result = -boost::math::constants::pi() / result; if(result == 0) return policies::raise_underflow_error(function, "Result of tgamma is too small to represent.", pol); if((boost::math::fpclassify)(result) == FP_SUBNORMAL) return policies::raise_denorm_error(function, "Result of tgamma is denormalized.", result, pol); return result; } // // The upper gamma fraction is *very* slow for z < 6, actually it's very // slow to converge everywhere but recursing until z > 6 gets rid of the // worst of it's behaviour. // T prefix = 1; while(z < 6) { prefix /= z; z += 1; } BOOST_MATH_INSTRUMENT_CODE(prefix); if((floor(z) == z) && (z < max_factorial::value)) { prefix *= unchecked_factorial(tools::real_cast(z) - 1); } else { prefix = prefix * pow(z / boost::math::constants::e(), z); BOOST_MATH_INSTRUMENT_CODE(prefix); T sum = detail::lower_gamma_series(z, z, pol) / z; BOOST_MATH_INSTRUMENT_CODE(sum); sum += detail::upper_gamma_fraction(z, z, ::boost::math::policies::digits()); BOOST_MATH_INSTRUMENT_CODE(sum); if(fabs(tools::max_value() / prefix) < fabs(sum)) return policies::raise_overflow_error(function, "Result of tgamma is too large to represent.", pol); BOOST_MATH_INSTRUMENT_CODE((sum * prefix)); return sum * prefix; } return prefix; } template T lgamma_imp(T z, const Policy& pol, const lanczos::undefined_lanczos& l, int*sign) { BOOST_MATH_STD_USING static const char* function = "boost::math::lgamma<%1%>(%1%)"; T result = 0; int sresult = 1; if(z <= 0) { if(floor(z) == z) return policies::raise_pole_error(function, "Evaluation of tgamma at a negative integer %1%.", z, pol); T t = detail::sinpx(z); z = -z; if(t < 0) { t = -t; } else { sresult = -sresult; } result = log(boost::math::constants::pi()) - lgamma_imp(z, pol, l, 0) - log(t); } else if((z != 1) && (z != 2)) { T limit = (std::max)(z+1, T(10)); T prefix = z * log(limit) - limit; T sum = detail::lower_gamma_series(z, limit, pol) / z; sum += detail::upper_gamma_fraction(z, limit, ::boost::math::policies::digits()); result = log(sum) + prefix; } if(sign) *sign = sresult; return result; } // // This helper calculates tgamma(dz+1)-1 without cancellation errors, // used by the upper incomplete gamma with z < 1: // template T tgammap1m1_imp(T dz, Policy const& pol, const L& l) { BOOST_MATH_STD_USING typedef typename policies::precision::type precision_type; typedef typename mpl::if_< mpl::or_< mpl::less_equal >, mpl::greater > >, typename mpl::if_< is_same, mpl::int_<113>, mpl::int_<0> >::type, typename mpl::if_< mpl::less_equal >, mpl::int_<64>, mpl::int_<113> >::type >::type tag_type; T result; if(dz < 0) { if(dz < -0.5) { // Best method is simply to subtract 1 from tgamma: result = boost::math::tgamma(1+dz, pol) - 1; BOOST_MATH_INSTRUMENT_CODE(result); } else { // Use expm1 on lgamma: result = boost::math::expm1(-boost::math::log1p(dz, pol) + lgamma_small_imp(dz+2, dz + 1, dz, tag_type(), pol, l)); BOOST_MATH_INSTRUMENT_CODE(result); } } else { if(dz < 2) { // Use expm1 on lgamma: result = boost::math::expm1(lgamma_small_imp(dz+1, dz, dz-1, tag_type(), pol, l), pol); BOOST_MATH_INSTRUMENT_CODE(result); } else { // Best method is simply to subtract 1 from tgamma: result = boost::math::tgamma(1+dz, pol) - 1; BOOST_MATH_INSTRUMENT_CODE(result); } } return result; } template inline T tgammap1m1_imp(T dz, Policy const& pol, const ::boost::math::lanczos::undefined_lanczos& l) { BOOST_MATH_STD_USING // ADL of std names // // There should be a better solution than this, but the // algebra isn't easy for the general case.... // Start by subracting 1 from tgamma: // T result = gamma_imp(1 + dz, pol, l) - 1; BOOST_MATH_INSTRUMENT_CODE(result); // // Test the level of cancellation error observed: we loose one bit // for each power of 2 the result is less than 1. If we would get // more bits from our most precise lgamma rational approximation, // then use that instead: // BOOST_MATH_INSTRUMENT_CODE((dz > -0.5)); BOOST_MATH_INSTRUMENT_CODE((dz < 2)); BOOST_MATH_INSTRUMENT_CODE((ldexp(1.0, boost::math::policies::digits()) * fabs(result) < 1e34)); if((dz > -0.5) && (dz < 2) && (ldexp(1.0, boost::math::policies::digits()) * fabs(result) < 1e34)) { result = tgammap1m1_imp(dz, pol, boost::math::lanczos::lanczos24m113()); BOOST_MATH_INSTRUMENT_CODE(result); } return result; } // // Series representation for upper fraction when z is small: // template struct small_gamma2_series { typedef T result_type; small_gamma2_series(T a_, T x_) : result(-x_), x(-x_), apn(a_+1), n(1){} T operator()() { T r = result / (apn); result *= x; result /= ++n; apn += 1; return r; } private: T result, x, apn; int n; }; // // calculate power term prefix (z^a)(e^-z) used in the non-normalised // incomplete gammas: // template T full_igamma_prefix(T a, T z, const Policy& pol) { BOOST_MATH_STD_USING T prefix; T alz = a * log(z); if(z >= 1) { if((alz < tools::log_max_value()) && (-z > tools::log_min_value())) { prefix = pow(z, a) * exp(-z); } else if(a >= 1) { prefix = pow(z / exp(z/a), a); } else { prefix = exp(alz - z); } } else { if(alz > tools::log_min_value()) { prefix = pow(z, a) * exp(-z); } else if(z/a < tools::log_max_value()) { prefix = pow(z / exp(z/a), a); } else { prefix = exp(alz - z); } } // // This error handling isn't very good: it happens after the fact // rather than before it... // if((boost::math::fpclassify)(prefix) == FP_INFINITE) policies::raise_overflow_error("boost::math::detail::full_igamma_prefix<%1%>(%1%, %1%)", "Result of incomplete gamma function is too large to represent.", pol); return prefix; } // // Compute (z^a)(e^-z)/tgamma(a) // most if the error occurs in this function: // template T regularised_gamma_prefix(T a, T z, const Policy& pol, const L& l) { BOOST_MATH_STD_USING T agh = a + static_cast(L::g()) - T(0.5); T prefix; T d = ((z - a) - static_cast(L::g()) + T(0.5)) / agh; if(a < 1) { // // We have to treat a < 1 as a special case because our Lanczos // approximations are optimised against the factorials with a > 1, // and for high precision types especially (128-bit reals for example) // very small values of a can give rather eroneous results for gamma // unless we do this: // // TODO: is this still required? Lanczos approx should be better now? // if(z <= tools::log_min_value()) { // Oh dear, have to use logs, should be free of cancellation errors though: return exp(a * log(z) - z - lgamma_imp(a, pol, l)); } else { // direct calculation, no danger of overflow as gamma(a) < 1/a // for small a. return pow(z, a) * exp(-z) / gamma_imp(a, pol, l); } } else if((fabs(d*d*a) <= 100) && (a > 150)) { // special case for large a and a ~ z. prefix = a * boost::math::log1pmx(d, pol) + z * static_cast(0.5 - L::g()) / agh; prefix = exp(prefix); } else { // // general case. // direct computation is most accurate, but use various fallbacks // for different parts of the problem domain: // T alz = a * log(z / agh); T amz = a - z; if(((std::min)(alz, amz) <= tools::log_min_value()) || ((std::max)(alz, amz) >= tools::log_max_value())) { T amza = amz / a; if(((std::min)(alz, amz)/2 > tools::log_min_value()) && ((std::max)(alz, amz)/2 < tools::log_max_value())) { // compute square root of the result and then square it: T sq = pow(z / agh, a / 2) * exp(amz / 2); prefix = sq * sq; } else if(((std::min)(alz, amz)/4 > tools::log_min_value()) && ((std::max)(alz, amz)/4 < tools::log_max_value()) && (z > a)) { // compute the 4th root of the result then square it twice: T sq = pow(z / agh, a / 4) * exp(amz / 4); prefix = sq * sq; prefix *= prefix; } else if((amza > tools::log_min_value()) && (amza < tools::log_max_value())) { prefix = pow((z * exp(amza)) / agh, a); } else { prefix = exp(alz + amz); } } else { prefix = pow(z / agh, a) * exp(amz); } } prefix *= sqrt(agh / boost::math::constants::e()) / L::lanczos_sum_expG_scaled(a); return prefix; } // // And again, without Lanczos support: // template T regularised_gamma_prefix(T a, T z, const Policy& pol, const lanczos::undefined_lanczos&) { BOOST_MATH_STD_USING T limit = (std::max)(T(10), a); T sum = detail::lower_gamma_series(a, limit, pol) / a; sum += detail::upper_gamma_fraction(a, limit, ::boost::math::policies::digits()); if(a < 10) { // special case for small a: T prefix = pow(z / 10, a); prefix *= exp(10-z); if(0 == prefix) { prefix = pow((z * exp((10-z)/a)) / 10, a); } prefix /= sum; return prefix; } T zoa = z / a; T amz = a - z; T alzoa = a * log(zoa); T prefix; if(((std::min)(alzoa, amz) <= tools::log_min_value()) || ((std::max)(alzoa, amz) >= tools::log_max_value())) { T amza = amz / a; if((amza <= tools::log_min_value()) || (amza >= tools::log_max_value())) { prefix = exp(alzoa + amz); } else { prefix = pow(zoa * exp(amza), a); } } else { prefix = pow(zoa, a) * exp(amz); } prefix /= sum; return prefix; } // // Upper gamma fraction for very small a: // template inline T tgamma_small_upper_part(T a, T x, const Policy& pol) { BOOST_MATH_STD_USING // ADL of std functions. // // Compute the full upper fraction (Q) when a is very small: // T result; result = boost::math::tgamma1pm1(a, pol) - boost::math::powm1(x, a, pol); result /= a; detail::small_gamma2_series s(a, x); boost::uintmax_t max_iter = policies::get_max_series_iterations(); #if BOOST_WORKAROUND(__BORLANDC__, BOOST_TESTED_AT(0x582)) T zero = 0; result -= pow(x, a) * tools::sum_series(s, boost::math::policies::digits(), max_iter, zero); #else result -= pow(x, a) * tools::sum_series(s, boost::math::policies::digits(), max_iter); #endif policies::check_series_iterations("boost::math::tgamma_small_upper_part<%1%>(%1%, %1%)", max_iter, pol); return result; } // // Upper gamma fraction for integer a: // template inline T finite_gamma_q(T a, T x) { // // Calculates normalised Q when a is an integer: // BOOST_MATH_STD_USING T sum = exp(-x); if(sum != 0) { T term = sum; for(unsigned n = 1; n < a; ++n) { term /= n; term *= x; sum += term; } } return sum; } // // Upper gamma fraction for half integer a: // template T finite_half_gamma_q(T a, T x, T* p_derivative, const Policy& pol) { // // Calculates normalised Q when a is a half-integer: // BOOST_MATH_STD_USING T e = boost::math::erfc(sqrt(x), pol); if((e != 0) && (a > 1)) { T term = exp(-x) / sqrt(constants::pi() * x); term *= x; static const T half = T(1) / 2; term /= half; T sum = term; for(unsigned n = 2; n < a; ++n) { term /= n - half; term *= x; sum += term; } e += sum; if(p_derivative) { *p_derivative = 0; } } else if(p_derivative) { // We'll be dividing by x later, so calculate derivative * x: *p_derivative = sqrt(x) * exp(-x) / constants::root_pi(); } return e; } // // Main incomplete gamma entry point, handles all four incomplete gamma's: // template T gamma_incomplete_imp(T a, T x, bool normalised, bool invert, const Policy& pol, T* p_derivative) { static const char* function = "boost::math::gamma_p<%1%>(%1%, %1%)"; if(a <= 0) policies::raise_domain_error(function, "Argument a to the incomplete gamma function must be greater than zero (got a=%1%).", a, pol); if(x < 0) policies::raise_domain_error(function, "Argument x to the incomplete gamma function must be >= 0 (got x=%1%).", x, pol); BOOST_MATH_STD_USING typedef typename lanczos::lanczos::type lanczos_type; T result; BOOST_ASSERT((p_derivative == 0) || (normalised == true)); bool is_int = floor(a) == a; bool is_half_int = (floor(2 * a) == 2 * a) && !is_int; bool is_small_a = (a < 30) && (a <= x + 1); if(is_int && is_small_a && (x > 0.6)) { // calculate Q via finite sum: invert = !invert; result = finite_gamma_q(a, x); if(normalised == false) result *= boost::math::tgamma(a, pol); // TODO: calculate derivative inside sum: if(p_derivative) *p_derivative = regularised_gamma_prefix(a, x, pol, lanczos_type()); } else if(is_half_int && is_small_a && (x > 0.2)) { // calculate Q via finite sum for half integer a: invert = !invert; result = finite_half_gamma_q(a, x, p_derivative, pol); if(normalised == false) result *= boost::math::tgamma(a, pol); if(p_derivative && (*p_derivative == 0)) *p_derivative = regularised_gamma_prefix(a, x, pol, lanczos_type()); } else if(x < 0.5) { // // Changeover criterion chosen to give a changeover at Q ~ 0.33 // if(-0.4 / log(x) < a) { // Compute P: result = normalised ? regularised_gamma_prefix(a, x, pol, lanczos_type()) : full_igamma_prefix(a, x, pol); if(p_derivative) *p_derivative = result; if(result != 0) result *= detail::lower_gamma_series(a, x, pol) / a; } else { // Compute Q: invert = !invert; result = tgamma_small_upper_part(a, x, pol); if(normalised) result /= boost::math::tgamma(a, pol); if(p_derivative) *p_derivative = regularised_gamma_prefix(a, x, pol, lanczos_type()); } } else if(x < 1.1) { // // Changover here occurs when P ~ 0.6 or Q ~ 0.4: // if(x * 1.1f < a) { // Compute P: result = normalised ? regularised_gamma_prefix(a, x, pol, lanczos_type()) : full_igamma_prefix(a, x, pol); if(p_derivative) *p_derivative = result; if(result != 0) result *= detail::lower_gamma_series(a, x, pol) / a; } else { // Compute Q: invert = !invert; result = tgamma_small_upper_part(a, x, pol); if(normalised) result /= boost::math::tgamma(a, pol); if(p_derivative) *p_derivative = regularised_gamma_prefix(a, x, pol, lanczos_type()); } } else { // // Begin by testing whether we're in the "bad" zone // where the result will be near 0.5 and the usual // series and continued fractions are slow to converge: // bool use_temme = false; if(normalised && std::numeric_limits::is_specialized && (a > 20)) { T sigma = fabs((x-a)/a); if((a > 200) && (policies::digits() <= 113)) { // // This limit is chosen so that we use Temme's expansion // only if the result would be larger than about 10^-6. // Below that the regular series and continued fractions // converge OK, and if we use Temme's method we get increasing // errors from the dominant erfc term as it's (inexact) argument // increases in magnitude. // if(20 / a > sigma * sigma) use_temme = true; } else if(policies::digits() <= 64) { // Note in this zone we can't use Temme's expansion for // types longer than an 80-bit real: // it would require too many terms in the polynomials. if(sigma < 0.4) use_temme = true; } } if(use_temme) { // // Use compile time dispatch to the appropriate // Temme asymptotic expansion. This may be dead code // if T does not have numeric limits support, or has // too many digits for the most precise version of // these expansions, in that case we'll be calling // an empty function. // typedef typename policies::precision::type precision_type; typedef typename mpl::if_< mpl::or_ >, mpl::greater > >, mpl::int_<0>, typename mpl::if_< mpl::less_equal >, mpl::int_<53>, typename mpl::if_< mpl::less_equal >, mpl::int_<64>, mpl::int_<113> >::type >::type >::type tag_type; result = igamma_temme_large(a, x, pol, static_cast(0)); if(x >= a) invert = !invert; if(p_derivative) *p_derivative = regularised_gamma_prefix(a, x, pol, lanczos_type()); } else { // // Regular case where the result will not be too close to 0.5. // // Changeover here occurs at P ~ Q ~ 0.5 // result = normalised ? regularised_gamma_prefix(a, x, pol, lanczos_type()) : full_igamma_prefix(a, x, pol); if(p_derivative) *p_derivative = result; if(x < a) { // Compute P: if(result != 0) result *= detail::lower_gamma_series(a, x, pol) / a; } else { // Compute Q: invert = !invert; if(result != 0) result *= upper_gamma_fraction(a, x, policies::digits()); } } } if(invert) { T gam = normalised ? 1 : boost::math::tgamma(a, pol); result = gam - result; } if(p_derivative) { // // Need to convert prefix term to derivative: // if((x < 1) && (tools::max_value() * x < *p_derivative)) { // overflow, just return an arbitrarily large value: *p_derivative = tools::max_value() / 2; } *p_derivative /= x; } return result; } // // Ratios of two gamma functions: // template T tgamma_delta_ratio_imp_lanczos(T z, T delta, const Policy& pol, const L&) { BOOST_MATH_STD_USING T zgh = z + L::g() - constants::half(); T result; if(fabs(delta) < 10) { result = exp((constants::half() - z) * boost::math::log1p(delta / zgh, pol)); } else { result = pow(zgh / (zgh + delta), z - constants::half()); } result *= pow(constants::e() / (zgh + delta), delta); result *= L::lanczos_sum(z) / L::lanczos_sum(z + delta); return result; } // // And again without Lanczos support this time: // template T tgamma_delta_ratio_imp_lanczos(T z, T delta, const Policy& pol, const lanczos::undefined_lanczos&) { BOOST_MATH_STD_USING // // The upper gamma fraction is *very* slow for z < 6, actually it's very // slow to converge everywhere but recursing until z > 6 gets rid of the // worst of it's behaviour. // T prefix = 1; T zd = z + delta; while((zd < 6) && (z < 6)) { prefix /= z; prefix *= zd; z += 1; zd += 1; } if(delta < 10) { prefix *= exp(-z * boost::math::log1p(delta / z, pol)); } else { prefix *= pow(z / zd, z); } prefix *= pow(constants::e() / zd, delta); T sum = detail::lower_gamma_series(z, z, pol) / z; sum += detail::upper_gamma_fraction(z, z, ::boost::math::policies::digits()); T sumd = detail::lower_gamma_series(zd, zd, pol) / zd; sumd += detail::upper_gamma_fraction(zd, zd, ::boost::math::policies::digits()); sum /= sumd; if(fabs(tools::max_value() / prefix) < fabs(sum)) return policies::raise_overflow_error("boost::math::tgamma_delta_ratio<%1%>(%1%, %1%)", "Result of tgamma is too large to represent.", pol); return sum * prefix; } template T tgamma_delta_ratio_imp(T z, T delta, const Policy& pol) { BOOST_MATH_STD_USING if(z <= 0) policies::raise_domain_error("boost::math::tgamma_delta_ratio<%1%>(%1%, %1%)", "Gamma function ratios only implemented for positive arguments (got a=%1%).", z, pol); if(z+delta <= 0) policies::raise_domain_error("boost::math::tgamma_delta_ratio<%1%>(%1%, %1%)", "Gamma function ratios only implemented for positive arguments (got b=%1%).", z+delta, pol); if(floor(delta) == delta) { if(floor(z) == z) { // // Both z and delta are integers, see if we can just use table lookup // of the factorials to get the result: // if((z <= max_factorial::value) && (z + delta <= max_factorial::value)) { return unchecked_factorial(tools::real_cast(z) - 1) / unchecked_factorial(tools::real_cast(z + delta) - 1); } } if(fabs(delta) < 20) { // // delta is a small integer, we can use a finite product: // if(delta == 0) return 1; if(delta < 0) { z -= 1; T result = z; while(0 != (delta += 1)) { z -= 1; result *= z; } return result; } else { T result = 1 / z; while(0 != (delta -= 1)) { z += 1; result /= z; } return result; } } } typedef typename lanczos::lanczos::type lanczos_type; return tgamma_delta_ratio_imp_lanczos(z, delta, pol, lanczos_type()); } template T gamma_p_derivative_imp(T a, T x, const Policy& pol) { // // Usual error checks first: // if(a <= 0) policies::raise_domain_error("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); if(x < 0) policies::raise_domain_error("boost::math::gamma_p_derivative<%1%>(%1%, %1%)", "Argument x to the incomplete gamma function must be >= 0 (got x=%1%).", x, pol); // // Now special cases: // if(x == 0) { return (a > 1) ? 0 : (a == 1) ? 1 : policies::raise_overflow_error("boost::math::gamma_p_derivative<%1%>(%1%, %1%)", 0, pol); } // // Normal case: // typedef typename lanczos::lanczos::type lanczos_type; T f1 = detail::regularised_gamma_prefix(a, x, pol, lanczos_type()); if((x < 1) && (tools::max_value() * x < f1)) { // overflow: return policies::raise_overflow_error("boost::math::gamma_p_derivative<%1%>(%1%, %1%)", 0, pol); } f1 /= x; return f1; } template inline typename tools::promote_args::type tgamma(T z, const Policy& /* pol */, const mpl::true_) { BOOST_FPU_EXCEPTION_GUARD typedef typename tools::promote_args::type result_type; typedef typename policies::evaluation::type value_type; typedef typename lanczos::lanczos::type evaluation_type; typedef typename policies::normalise< Policy, policies::promote_float, policies::promote_double, policies::discrete_quantile<>, policies::assert_undefined<> >::type forwarding_policy; return policies::checked_narrowing_cast(detail::gamma_imp(static_cast(z), forwarding_policy(), evaluation_type()), "boost::math::tgamma<%1%>(%1%)"); } template inline typename tools::promote_args::type tgamma(T1 a, T2 z, const Policy& pol, const mpl::false_) { BOOST_FPU_EXCEPTION_GUARD typedef typename tools::promote_args::type result_type; typedef typename policies::evaluation::type value_type; typedef typename lanczos::lanczos::type evaluation_type; typedef typename policies::normalise< Policy, policies::promote_float, policies::promote_double, policies::discrete_quantile<>, policies::assert_undefined<> >::type forwarding_policy; return policies::checked_narrowing_cast( detail::gamma_incomplete_imp(static_cast(a), static_cast(z), false, true, forwarding_policy(), static_cast(0)), "boost::math::tgamma<%1%>(%1%, %1%)"); } template inline typename tools::promote_args::type tgamma(T1 a, T2 z, const mpl::false_ tag) { return tgamma(a, z, policies::policy<>(), tag); } } // namespace detail template inline typename tools::promote_args::type tgamma(T z) { return tgamma(z, policies::policy<>()); } template inline typename tools::promote_args::type lgamma(T z, int* sign, const Policy& pol) { BOOST_FPU_EXCEPTION_GUARD typedef typename tools::promote_args::type result_type; typedef typename policies::evaluation::type value_type; typedef typename lanczos::lanczos::type evaluation_type; typedef typename policies::normalise< Policy, policies::promote_float, policies::promote_double, policies::discrete_quantile<>, policies::assert_undefined<> >::type forwarding_policy; return policies::checked_narrowing_cast(detail::lgamma_imp(static_cast(z), forwarding_policy(), evaluation_type(), sign), "boost::math::lgamma<%1%>(%1%)"); } template inline typename tools::promote_args::type lgamma(T z, int* sign) { return lgamma(z, sign, policies::policy<>()); } template inline typename tools::promote_args::type lgamma(T x, const Policy& pol) { return ::boost::math::lgamma(x, 0, pol); } template inline typename tools::promote_args::type lgamma(T x) { return ::boost::math::lgamma(x, 0, policies::policy<>()); } template inline typename tools::promote_args::type tgamma1pm1(T z, const Policy& /* pol */) { BOOST_FPU_EXCEPTION_GUARD typedef typename tools::promote_args::type result_type; typedef typename policies::evaluation::type value_type; typedef typename lanczos::lanczos::type evaluation_type; typedef typename policies::normalise< Policy, policies::promote_float, policies::promote_double, policies::discrete_quantile<>, policies::assert_undefined<> >::type forwarding_policy; return policies::checked_narrowing_cast::type, forwarding_policy>(detail::tgammap1m1_imp(static_cast(z), forwarding_policy(), evaluation_type()), "boost::math::tgamma1pm1<%!%>(%1%)"); } template inline typename tools::promote_args::type tgamma1pm1(T z) { return tgamma1pm1(z, policies::policy<>()); } // // Full upper incomplete gamma: // template inline typename tools::promote_args::type tgamma(T1 a, T2 z) { // // Type T2 could be a policy object, or a value, select the // right overload based on T2: // typedef typename policies::is_policy::type maybe_policy; return detail::tgamma(a, z, maybe_policy()); } template inline typename tools::promote_args::type tgamma(T1 a, T2 z, const Policy& pol) { return detail::tgamma(a, z, pol, mpl::false_()); } // // Full lower incomplete gamma: // template inline typename tools::promote_args::type tgamma_lower(T1 a, T2 z, const Policy& pol) { BOOST_FPU_EXCEPTION_GUARD typedef typename tools::promote_args::type result_type; typedef typename policies::evaluation::type value_type; typedef typename lanczos::lanczos::type evaluation_type; typedef typename policies::normalise< Policy, policies::promote_float, policies::promote_double, policies::discrete_quantile<>, policies::assert_undefined<> >::type forwarding_policy; return policies::checked_narrowing_cast( detail::gamma_incomplete_imp(static_cast(a), static_cast(z), false, false, forwarding_policy(), static_cast(0)), "tgamma_lower<%1%>(%1%, %1%)"); } template inline typename tools::promote_args::type tgamma_lower(T1 a, T2 z) { return tgamma_lower(a, z, policies::policy<>()); } // // Regularised upper incomplete gamma: // template inline typename tools::promote_args::type gamma_q(T1 a, T2 z, const Policy& /* pol */) { BOOST_FPU_EXCEPTION_GUARD typedef typename tools::promote_args::type result_type; typedef typename policies::evaluation::type value_type; typedef typename lanczos::lanczos::type evaluation_type; typedef typename policies::normalise< Policy, policies::promote_float, policies::promote_double, policies::discrete_quantile<>, policies::assert_undefined<> >::type forwarding_policy; return policies::checked_narrowing_cast( detail::gamma_incomplete_imp(static_cast(a), static_cast(z), true, true, forwarding_policy(), static_cast(0)), "gamma_q<%1%>(%1%, %1%)"); } template inline typename tools::promote_args::type gamma_q(T1 a, T2 z) { return gamma_q(a, z, policies::policy<>()); } // // Regularised lower incomplete gamma: // template inline typename tools::promote_args::type gamma_p(T1 a, T2 z, const Policy& pol) { BOOST_FPU_EXCEPTION_GUARD typedef typename tools::promote_args::type result_type; typedef typename policies::evaluation::type value_type; typedef typename lanczos::lanczos::type evaluation_type; typedef typename policies::normalise< Policy, policies::promote_float, policies::promote_double, policies::discrete_quantile<>, policies::assert_undefined<> >::type forwarding_policy; return policies::checked_narrowing_cast( detail::gamma_incomplete_imp(static_cast(a), static_cast(z), true, false, forwarding_policy(), static_cast(0)), "gamma_p<%1%>(%1%, %1%)"); } template inline typename tools::promote_args::type gamma_p(T1 a, T2 z) { return gamma_p(a, z, policies::policy<>()); } // ratios of gamma functions: template inline typename tools::promote_args::type tgamma_delta_ratio(T1 z, T2 delta, const Policy& /* pol */) { BOOST_FPU_EXCEPTION_GUARD typedef typename tools::promote_args::type result_type; typedef typename policies::evaluation::type value_type; typedef typename policies::normalise< Policy, policies::promote_float, policies::promote_double, policies::discrete_quantile<>, policies::assert_undefined<> >::type forwarding_policy; return policies::checked_narrowing_cast(detail::tgamma_delta_ratio_imp(static_cast(z), static_cast(delta), forwarding_policy()), "boost::math::tgamma_delta_ratio<%1%>(%1%, %1%)"); } template inline typename tools::promote_args::type tgamma_delta_ratio(T1 z, T2 delta) { return tgamma_delta_ratio(z, delta, policies::policy<>()); } template inline typename tools::promote_args::type tgamma_ratio(T1 a, T2 b, const Policy& pol) { typedef typename tools::promote_args::type result_type; typedef typename policies::evaluation::type value_type; typedef typename policies::normalise< Policy, policies::promote_float, policies::promote_double, policies::discrete_quantile<>, policies::assert_undefined<> >::type forwarding_policy; return policies::checked_narrowing_cast(detail::tgamma_delta_ratio_imp(static_cast(a), static_cast(b) - static_cast(a), forwarding_policy()), "boost::math::tgamma_delta_ratio<%1%>(%1%, %1%)"); } template inline typename tools::promote_args::type tgamma_ratio(T1 a, T2 b) { return tgamma_ratio(a, b, policies::policy<>()); } template inline typename tools::promote_args::type gamma_p_derivative(T1 a, T2 x, const Policy& pol) { BOOST_FPU_EXCEPTION_GUARD typedef typename tools::promote_args::type result_type; typedef typename policies::evaluation::type value_type; typedef typename policies::normalise< Policy, policies::promote_float, policies::promote_double, policies::discrete_quantile<>, policies::assert_undefined<> >::type forwarding_policy; return policies::checked_narrowing_cast(detail::gamma_p_derivative_imp(static_cast(a), static_cast(x), forwarding_policy()), "boost::math::gamma_p_derivative<%1%>(%1%, %1%)"); } template inline typename tools::promote_args::type gamma_p_derivative(T1 a, T2 x) { return gamma_p_derivative(a, x, policies::policy<>()); } } // namespace math } // namespace boost #ifdef BOOST_MSVC # pragma warning(pop) #endif #include #include #include #endif // BOOST_MATH_SF_GAMMA_HPP