Sam Chaudry
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/* Translated into C++ by SciPy developers in 2024.
* Original header with Copyright information appears below.
*/
/*
* Gamma function
*
*
*
* SYNOPSIS:
*
* double x, y, Gamma();
*
* y = Gamma( x );
*
*
*
* DESCRIPTION:
*
* Returns Gamma function of the argument. The result is
* correctly signed.
*
* 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
* 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.
*
*/
/* lgam()
*
* Natural logarithm of Gamma function
*
*
*
* SYNOPSIS:
*
* double x, y, lgam();
*
* y = lgam( x );
*
*
*
* DESCRIPTION:
*
* Returns the base e (2.718...) logarithm of the absolute
* value of the Gamma function of the argument.
*
* For arguments greater than 13, the logarithm of the Gamma
* function is approximated by the logarithmic version of
* Stirling's formula using a polynomial approximation of
* degree 4. Arguments between -33 and +33 are reduced by
* recurrence to the interval [2,3] of a rational approximation.
* The cosecant reflection formula is employed for arguments
* less than -33.
*
* Arguments greater than MAXLGM return INFINITY and an error
* message. MAXLGM = 2.556348e305 for IEEE arithmetic.
*
*
*
* ACCURACY:
*
*
* arithmetic domain # trials peak rms
* IEEE 0, 3 28000 5.4e-16 1.1e-16
* IEEE 2.718, 2.556e305 40000 3.5e-16 8.3e-17
* The error criterion was relative when the function magnitude
* was greater than one but absolute when it was less than one.
*
* The following test used the relative error criterion, though
* at certain points the relative error could be much higher than
* indicated.
* IEEE -200, -4 10000 4.8e-16 1.3e-16
*
*/
/*
* Cephes Math Library Release 2.2: July, 1992
* Copyright 1984, 1987, 1989, 1992 by Stephen L. Moshier
* Direct inquiries to 30 Frost Street, Cambridge, MA 02140
*/
#pragma once
#include "../config.h"
#include "../error.h"
#include "const.h"
#include "polevl.h"
#include "trig.h"
namespace xsf {
namespace cephes {
namespace detail {
constexpr double gamma_P[] = {1.60119522476751861407E-4, 1.19135147006586384913E-3, 1.04213797561761569935E-2,
4.76367800457137231464E-2, 2.07448227648435975150E-1, 4.94214826801497100753E-1,
9.99999999999999996796E-1};
constexpr double gamma_Q[] = {-2.31581873324120129819E-5, 5.39605580493303397842E-4, -4.45641913851797240494E-3,
1.18139785222060435552E-2, 3.58236398605498653373E-2, -2.34591795718243348568E-1,
7.14304917030273074085E-2, 1.00000000000000000320E0};
/* Stirling's formula for the Gamma function */
constexpr double gamma_STIR[5] = {
7.87311395793093628397E-4, -2.29549961613378126380E-4, -2.68132617805781232825E-3,
3.47222221605458667310E-3, 8.33333333333482257126E-2,
};
constexpr double MAXSTIR = 143.01608;
/* Gamma function computed by Stirling's formula.
* The polynomial STIR is valid for 33 <= x <= 172.
*/
XSF_HOST_DEVICE inline double stirf(double x) {
double y, w, v;
if (x >= MAXGAM) {
return (std::numeric_limits<double>::infinity());
}
w = 1.0 / x;
w = 1.0 + w * xsf::cephes::polevl(w, gamma_STIR, 4);
y = std::exp(x);
if (x > MAXSTIR) { /* Avoid overflow in pow() */
v = std::pow(x, 0.5 * x - 0.25);
y = v * (v / y);
} else {
y = std::pow(x, x - 0.5) / y;
}
y = SQRTPI * y * w;
return (y);
}
} // namespace detail
XSF_HOST_DEVICE inline double Gamma(double x) {
double p, q, z;
int i;
int sgngam = 1;
if (!std::isfinite(x)) {
if (x > 0) {
// gamma(+inf) = +inf
return x;
}
// gamma(NaN) and gamma(-inf) both should equal NaN.
return std::numeric_limits<double>::quiet_NaN();
}
if (x == 0) {
/* For pole at zero, value depends on sign of zero.
* +inf when approaching from right, -inf when approaching
* from left. */
return std::copysign(std::numeric_limits<double>::infinity(), x);
}
q = std::abs(x);
if (q > 33.0) {
if (x < 0.0) {
p = std::floor(q);
if (p == q) {
// x is a negative integer. This is a pole.
set_error("Gamma", SF_ERROR_SINGULAR, NULL);
return (std::numeric_limits<double>::quiet_NaN());
}
i = p;
if ((i & 1) == 0) {
sgngam = -1;
}
z = q - p;
if (z > 0.5) {
p += 1.0;
z = q - p;
}
z = q * sinpi(z);
if (z == 0.0) {
return (sgngam * std::numeric_limits<double>::infinity());
}
z = std::abs(z);
z = M_PI / (z * detail::stirf(q));
} else {
z = detail::stirf(x);
}
return (sgngam * z);
}
z = 1.0;
while (x >= 3.0) {
x -= 1.0;
z *= x;
}
while (x < 0.0) {
if (x > -1.E-9) {
goto small;
}
z /= x;
x += 1.0;
}
while (x < 2.0) {
if (x < 1.e-9) {
goto small;
}
z /= x;
x += 1.0;
}
if (x == 2.0) {
return (z);
}
x -= 2.0;
p = polevl(x, detail::gamma_P, 6);
q = polevl(x, detail::gamma_Q, 7);
return (z * p / q);
small:
if (x == 0.0) {
/* For this to have happened, x must have started as a negative integer. */
set_error("Gamma", SF_ERROR_SINGULAR, NULL);
return (std::numeric_limits<double>::quiet_NaN());
} else
return (z / ((1.0 + 0.5772156649015329 * x) * x));
}
namespace detail {
/* A[]: Stirling's formula expansion of log Gamma
* B[], C[]: log Gamma function between 2 and 3
*/
constexpr double gamma_A[] = {8.11614167470508450300E-4, -5.95061904284301438324E-4, 7.93650340457716943945E-4,
-2.77777777730099687205E-3, 8.33333333333331927722E-2};
constexpr double gamma_B[] = {-1.37825152569120859100E3, -3.88016315134637840924E4, -3.31612992738871184744E5,
-1.16237097492762307383E6, -1.72173700820839662146E6, -8.53555664245765465627E5};
constexpr double gamma_C[] = {
/* 1.00000000000000000000E0, */
-3.51815701436523470549E2, -1.70642106651881159223E4, -2.20528590553854454839E5,
-1.13933444367982507207E6, -2.53252307177582951285E6, -2.01889141433532773231E6};
/* log( sqrt( 2*pi ) ) */
constexpr double LS2PI = 0.91893853320467274178;
constexpr double MAXLGM = 2.556348e305;
/* Disable optimizations for this function on 32 bit systems when compiling with GCC.
* We've found that enabling optimizations can result in degraded precision
* for this asymptotic approximation in that case. */
#if defined(__GNUC__) && defined(__i386__)
#pragma GCC push_options
#pragma GCC optimize("00")
#endif
XSF_HOST_DEVICE inline double lgam_large_x(double x) {
double q = (x - 0.5) * std::log(x) - x + LS2PI;
if (x > 1.0e8) {
return (q);
}
double p = 1.0 / (x * x);
p = ((7.9365079365079365079365e-4 * p - 2.7777777777777777777778e-3) * p + 0.0833333333333333333333) / x;
return q + p;
}
#if defined(__GNUC__) && defined(__i386__)
#pragma GCC pop_options
#endif
XSF_HOST_DEVICE inline double lgam_sgn(double x, int *sign) {
double p, q, u, w, z;
int i;
*sign = 1;
if (!std::isfinite(x)) {
return x;
}
if (x < -34.0) {
q = -x;
w = lgam_sgn(q, sign);
p = std::floor(q);
if (p == q) {
lgsing:
set_error("lgam", SF_ERROR_SINGULAR, NULL);
return (std::numeric_limits<double>::infinity());
}
i = p;
if ((i & 1) == 0) {
*sign = -1;
} else {
*sign = 1;
}
z = q - p;
if (z > 0.5) {
p += 1.0;
z = p - q;
}
z = q * sinpi(z);
if (z == 0.0) {
goto lgsing;
}
/* z = log(M_PI) - log( z ) - w; */
z = LOGPI - std::log(z) - w;
return (z);
}
if (x < 13.0) {
z = 1.0;
p = 0.0;
u = x;
while (u >= 3.0) {
p -= 1.0;
u = x + p;
z *= u;
}
while (u < 2.0) {
if (u == 0.0) {
goto lgsing;
}
z /= u;
p += 1.0;
u = x + p;
}
if (z < 0.0) {
*sign = -1;
z = -z;
} else {
*sign = 1;
}
if (u == 2.0) {
return (std::log(z));
}
p -= 2.0;
x = x + p;
p = x * polevl(x, gamma_B, 5) / p1evl(x, gamma_C, 6);
return (std::log(z) + p);
}
if (x > MAXLGM) {
return (*sign * std::numeric_limits<double>::infinity());
}
if (x >= 1000.0) {
return lgam_large_x(x);
}
q = (x - 0.5) * std::log(x) - x + LS2PI;
p = 1.0 / (x * x);
return q + polevl(p, gamma_A, 4) / x;
}
} // namespace detail
/* Logarithm of Gamma function */
XSF_HOST_DEVICE inline double lgam(double x) {
int sign;
return detail::lgam_sgn(x, &sign);
}
/* Sign of the Gamma function */
XSF_HOST_DEVICE inline double gammasgn(double x) {
double fx;
if (std::isnan(x)) {
return x;
}
if (x > 0) {
return 1.0;
}
if (x == 0) {
return std::copysign(1.0, x);
}
if (std::isinf(x)) {
// x > 0 case handled, so x must be negative infinity.
return std::numeric_limits<double>::quiet_NaN();
}
fx = std::floor(x);
if (x - fx == 0.0) {
return std::numeric_limits<double>::quiet_NaN();
}
// sign of gamma for x in (-n, -n+1) for positive integer n is (-1)^n.
if (static_cast<int>(fx) % 2) {
return -1.0;
}
return 1.0;
}
} // namespace cephes
} // namespace xsf