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- // Copyright John Maddock 2006-7, 2013-20.
- // Copyright Paul A. Bristow 2007, 2013-14.
- // Copyright Nikhar Agrawal 2013-14
- // Copyright Christopher Kormanyos 2013-14, 2020
- // 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
- #ifdef _MSC_VER
- #pragma once
- #endif
- #include <boost/config.hpp>
- #include <boost/math/tools/series.hpp>
- #include <boost/math/tools/fraction.hpp>
- #include <boost/math/tools/precision.hpp>
- #include <boost/math/tools/promotion.hpp>
- #include <boost/math/policies/error_handling.hpp>
- #include <boost/math/constants/constants.hpp>
- #include <boost/math/special_functions/math_fwd.hpp>
- #include <boost/math/special_functions/log1p.hpp>
- #include <boost/math/special_functions/trunc.hpp>
- #include <boost/math/special_functions/powm1.hpp>
- #include <boost/math/special_functions/sqrt1pm1.hpp>
- #include <boost/math/special_functions/lanczos.hpp>
- #include <boost/math/special_functions/fpclassify.hpp>
- #include <boost/math/special_functions/detail/igamma_large.hpp>
- #include <boost/math/special_functions/detail/unchecked_factorial.hpp>
- #include <boost/math/special_functions/detail/lgamma_small.hpp>
- #include <boost/math/special_functions/bernoulli.hpp>
- #include <boost/math/special_functions/polygamma.hpp>
- #include <boost/type_traits/is_convertible.hpp>
- #include <boost/assert.hpp>
- #include <cmath>
- #include <algorithm>
- #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 <class T>
- inline bool is_odd(T v, const std::true_type&)
- {
- int i = static_cast<int>(v);
- return i&1;
- }
- template <class T>
- inline bool is_odd(T v, const std::false_type&)
- {
- // Oh dear can't cast T to int!
- BOOST_MATH_STD_USING
- T modulus = v - 2 * floor(v/2);
- return static_cast<bool>(modulus != 0);
- }
- template <class T>
- inline bool is_odd(T v)
- {
- return is_odd(v, ::std::is_convertible<T, int>());
- }
- template <class T>
- 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;
- }
- 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<T>());
- return sign*z*result;
- } // template <class T> T sinpx(T z)
- //
- // tgamma(z), with Lanczos support:
- //
- template <class T, class Policy, class Lanczos>
- T gamma_imp(T z, const Policy& pol, const Lanczos& 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)
- {
- if(floor(z) == z)
- return policies::raise_pole_error<T>(function, "Evaluation of tgamma at a negative integer %1%.", z, pol);
- if(z <= -20)
- {
- result = gamma_imp(T(-z), pol, l) * sinpx(z);
- BOOST_MATH_INSTRUMENT_VARIABLE(result);
- if((fabs(result) < 1) && (tools::max_value<T>() * fabs(result) < boost::math::constants::pi<T>()))
- return -boost::math::sign(result) * policies::raise_overflow_error<T>(function, "Result of tgamma is too large to represent.", pol);
- result = -boost::math::constants::pi<T>() / result;
- if(result == 0)
- return policies::raise_underflow_error<T>(function, "Result of tgamma is too small to represent.", pol);
- if((boost::math::fpclassify)(result) == (int)FP_SUBNORMAL)
- return policies::raise_denorm_error<T>(function, "Result of tgamma is denormalized.", result, pol);
- BOOST_MATH_INSTRUMENT_VARIABLE(result);
- return result;
- }
- // shift z to > 1:
- while(z < 0)
- {
- result /= z;
- z += 1;
- }
- }
- BOOST_MATH_INSTRUMENT_VARIABLE(result);
- if((floor(z) == z) && (z < max_factorial<T>::value))
- {
- result *= unchecked_factorial<T>(itrunc(z, pol) - 1);
- BOOST_MATH_INSTRUMENT_VARIABLE(result);
- }
- else if (z < tools::root_epsilon<T>())
- {
- if (z < 1 / tools::max_value<T>())
- result = policies::raise_overflow_error<T>(function, 0, pol);
- result *= 1 / z - constants::euler<T>();
- }
- else
- {
- result *= Lanczos::lanczos_sum(z);
- T zgh = (z + static_cast<T>(Lanczos::g()) - boost::math::constants::half<T>());
- T lzgh = log(zgh);
- BOOST_MATH_INSTRUMENT_VARIABLE(result);
- BOOST_MATH_INSTRUMENT_VARIABLE(tools::log_max_value<T>());
- if(z * lzgh > tools::log_max_value<T>())
- {
- // we're going to overflow unless this is done with care:
- BOOST_MATH_INSTRUMENT_VARIABLE(zgh);
- if(lzgh * z / 2 > tools::log_max_value<T>())
- return boost::math::sign(result) * policies::raise_overflow_error<T>(function, "Result of tgamma is too large to represent.", pol);
- T hp = pow(zgh, (z / 2) - T(0.25));
- BOOST_MATH_INSTRUMENT_VARIABLE(hp);
- result *= hp / exp(zgh);
- BOOST_MATH_INSTRUMENT_VARIABLE(result);
- if(tools::max_value<T>() / hp < result)
- return boost::math::sign(result) * policies::raise_overflow_error<T>(function, "Result of tgamma is too large to represent.", pol);
- result *= hp;
- BOOST_MATH_INSTRUMENT_VARIABLE(result);
- }
- else
- {
- BOOST_MATH_INSTRUMENT_VARIABLE(zgh);
- BOOST_MATH_INSTRUMENT_VARIABLE(pow(zgh, z - boost::math::constants::half<T>()));
- BOOST_MATH_INSTRUMENT_VARIABLE(exp(zgh));
- result *= pow(zgh, z - boost::math::constants::half<T>()) / exp(zgh);
- BOOST_MATH_INSTRUMENT_VARIABLE(result);
- }
- }
- return result;
- }
- //
- // lgamma(z) with Lanczos support:
- //
- template <class T, class Policy, class Lanczos>
- T lgamma_imp(T z, const Policy& pol, const Lanczos& 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 <= -tools::root_epsilon<T>())
- {
- // reflection formula:
- if(floor(z) == z)
- return policies::raise_pole_error<T>(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<T>()) - lgamma_imp(z, pol, l) - log(t);
- }
- else if (z < tools::root_epsilon<T>())
- {
- if (0 == z)
- return policies::raise_pole_error<T>(function, "Evaluation of lgamma at %1%.", z, pol);
- if (4 * fabs(z) < tools::epsilon<T>())
- result = -log(fabs(z));
- else
- result = log(fabs(1 / z - constants::euler<T>()));
- if (z < 0)
- sresult = -1;
- }
- else if(z < 15)
- {
- typedef typename policies::precision<T, Policy>::type precision_type;
- typedef std::integral_constant<int,
- precision_type::value <= 0 ? 0 :
- precision_type::value <= 64 ? 64 :
- precision_type::value <= 113 ? 113 : 0
- > tag_type;
- result = lgamma_small_imp<T>(z, T(z - 1), T(z - 2), tag_type(), pol, l);
- }
- else if((z >= 3) && (z < 100) && (std::numeric_limits<T>::max_exponent >= 1024))
- {
- // 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<T>(z + Lanczos::g() - boost::math::constants::half<T>());
- result = log(zgh) - 1;
- result *= z - 0.5f;
- //
- // Only add on the lanczos sum part if we're going to need it:
- //
- if(result * tools::epsilon<T>() < 20)
- result += log(Lanczos::lanczos_sum_expG_scaled(z));
- }
- if(sign)
- *sign = sresult;
- return result;
- }
- //
- // Incomplete gamma functions follow:
- //
- template <class T>
- struct upper_incomplete_gamma_fract
- {
- private:
- T z, a;
- int k;
- public:
- typedef std::pair<T,T> 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 <class T>
- inline T upper_gamma_fraction(T a, T z, T eps)
- {
- // Multiply result by z^a * e^-z to get the full
- // upper incomplete integral. Divide by tgamma(z)
- // to normalise.
- upper_incomplete_gamma_fract<T> f(a, z);
- return 1 / (z - a + 1 + boost::math::tools::continued_fraction_a(f, eps));
- }
- template <class T>
- 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 <class T, class Policy>
- inline T lower_gamma_series(T a, T z, const Policy& pol, T init_value = 0)
- {
- // 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<T> s(a, z);
- boost::uintmax_t max_iter = policies::get_max_series_iterations<Policy>();
- T factor = policies::get_epsilon<T, Policy>();
- T result = boost::math::tools::sum_series(s, factor, max_iter, init_value);
- policies::check_series_iterations<T>("boost::math::detail::lower_gamma_series<%1%>(%1%)", max_iter, pol);
- return result;
- }
- //
- // Fully generic tgamma and lgamma use Stirling's approximation
- // with Bernoulli numbers.
- //
- template<class T>
- std::size_t highest_bernoulli_index()
- {
- const float digits10_of_type = (std::numeric_limits<T>::is_specialized
- ? static_cast<float>(std::numeric_limits<T>::digits10)
- : static_cast<float>(boost::math::tools::digits<T>() * 0.301F));
- // Find the high index n for Bn to produce the desired precision in Stirling's calculation.
- return static_cast<std::size_t>(18.0F + (0.6F * digits10_of_type));
- }
- template<class T>
- int minimum_argument_for_bernoulli_recursion()
- {
- BOOST_MATH_STD_USING
- const float digits10_of_type = (std::numeric_limits<T>::is_specialized
- ? (float) std::numeric_limits<T>::digits10
- : (float) (boost::math::tools::digits<T>() * 0.301F));
- int min_arg = (int) (digits10_of_type * 1.7F);
- if(digits10_of_type < 50.0F)
- {
- // The following code sequence has been modified
- // within the context of issue 396.
- // The calculation of the test-variable limit has now
- // been protected against overflow/underflow dangers.
- // The previous line looked like this and did, in fact,
- // underflow ldexp when using certain multiprecision types.
- // const float limit = std::ceil(std::pow(1.0f / std::ldexp(1.0f, 1-boost::math::tools::digits<T>()), 1.0f / 20.0f));
- // The new safe version of the limit check is now here.
- const float d2_minus_one = ((digits10_of_type / 0.301F) - 1.0F);
- const float limit = ceil(exp((d2_minus_one * log(2.0F)) / 20.0F));
- min_arg = (int) ((std::min)(digits10_of_type * 1.7F, limit));
- }
- return min_arg;
- }
- template <class T, class Policy>
- T scaled_tgamma_no_lanczos(const T& z, const Policy& pol, bool islog = false)
- {
- BOOST_MATH_STD_USING
- //
- // Calculates tgamma(z) / (z/e)^z
- // Requires that our argument is large enough for Sterling's approximation to hold.
- // Used internally when combining gamma's of similar magnitude without logarithms.
- //
- BOOST_ASSERT(minimum_argument_for_bernoulli_recursion<T>() <= z);
- // Perform the Bernoulli series expansion of Stirling's approximation.
- const std::size_t number_of_bernoullis_b2n = policies::get_max_series_iterations<Policy>();
- T one_over_x_pow_two_n_minus_one = 1 / z;
- const T one_over_x2 = one_over_x_pow_two_n_minus_one * one_over_x_pow_two_n_minus_one;
- T sum = (boost::math::bernoulli_b2n<T>(1) / 2) * one_over_x_pow_two_n_minus_one;
- const T target_epsilon_to_break_loop = sum * boost::math::tools::epsilon<T>();
- const T half_ln_two_pi_over_z = sqrt(boost::math::constants::two_pi<T>() / z);
- T last_term = 2 * sum;
- for (std::size_t n = 2U;; ++n)
- {
- one_over_x_pow_two_n_minus_one *= one_over_x2;
- const std::size_t n2 = static_cast<std::size_t>(n * 2U);
- const T term = (boost::math::bernoulli_b2n<T>(static_cast<int>(n)) * one_over_x_pow_two_n_minus_one) / (n2 * (n2 - 1U));
- if ((n >= 3U) && (abs(term) < target_epsilon_to_break_loop))
- {
- // We have reached the desired precision in Stirling's expansion.
- // Adding additional terms to the sum of this divergent asymptotic
- // expansion will not improve the result.
- // Break from the loop.
- break;
- }
- if (n > number_of_bernoullis_b2n)
- return policies::raise_evaluation_error("scaled_tgamma_no_lanczos<%1%>()", "Exceeded maximum series iterations without reaching convergence, best approximation was %1%", T(exp(sum) * half_ln_two_pi_over_z), pol);
- sum += term;
- // Sanity check for divergence:
- T fterm = fabs(term);
- if(fterm > last_term)
- return policies::raise_evaluation_error("scaled_tgamma_no_lanczos<%1%>()", "Series became divergent without reaching convergence, best approximation was %1%", T(exp(sum) * half_ln_two_pi_over_z), pol);
- last_term = fterm;
- }
- // Complete Stirling's approximation.
- T scaled_gamma_value = islog ? T(sum + log(half_ln_two_pi_over_z)) : T(exp(sum) * half_ln_two_pi_over_z);
- return scaled_gamma_value;
- }
- // Forward declaration of the lgamma_imp template specialization.
- template <class T, class Policy>
- T lgamma_imp(T z, const Policy& pol, const lanczos::undefined_lanczos&, int* sign = 0);
- template <class T, class Policy>
- T gamma_imp(T z, const Policy& pol, const lanczos::undefined_lanczos&)
- {
- BOOST_MATH_STD_USING
- static const char* function = "boost::math::tgamma<%1%>(%1%)";
- // Check if the argument of tgamma is identically zero.
- const bool is_at_zero = (z == 0);
- if((boost::math::isnan)(z) || (is_at_zero) || ((boost::math::isinf)(z) && (z < 0)))
- return policies::raise_domain_error<T>(function, "Evaluation of tgamma at %1%.", z, pol);
- const bool b_neg = (z < 0);
- const bool floor_of_z_is_equal_to_z = (floor(z) == z);
- // Special case handling of small factorials:
- if((!b_neg) && floor_of_z_is_equal_to_z && (z < boost::math::max_factorial<T>::value))
- {
- return boost::math::unchecked_factorial<T>(itrunc(z) - 1);
- }
- // Make a local, unsigned copy of the input argument.
- T zz((!b_neg) ? z : -z);
- // Special case for ultra-small z:
- if(zz < tools::cbrt_epsilon<T>())
- {
- const T a0(1);
- const T a1(boost::math::constants::euler<T>());
- const T six_euler_squared((boost::math::constants::euler<T>() * boost::math::constants::euler<T>()) * 6);
- const T a2((six_euler_squared - boost::math::constants::pi_sqr<T>()) / 12);
- const T inverse_tgamma_series = z * ((a2 * z + a1) * z + a0);
- return 1 / inverse_tgamma_series;
- }
- // Scale the argument up for the calculation of lgamma,
- // and use downward recursion later for the final result.
- const int min_arg_for_recursion = minimum_argument_for_bernoulli_recursion<T>();
- int n_recur;
- if(zz < min_arg_for_recursion)
- {
- n_recur = boost::math::itrunc(min_arg_for_recursion - zz) + 1;
- zz += n_recur;
- }
- else
- {
- n_recur = 0;
- }
- if (!n_recur)
- {
- if (zz > tools::log_max_value<T>())
- return policies::raise_overflow_error<T>(function, 0, pol);
- if (log(zz) * zz / 2 > tools::log_max_value<T>())
- return policies::raise_overflow_error<T>(function, 0, pol);
- }
- T gamma_value = scaled_tgamma_no_lanczos(zz, pol);
- T power_term = pow(zz, zz / 2);
- T exp_term = exp(-zz);
- gamma_value *= (power_term * exp_term);
- if(!n_recur && (tools::max_value<T>() / power_term < gamma_value))
- return policies::raise_overflow_error<T>(function, 0, pol);
- gamma_value *= power_term;
- // Rescale the result using downward recursion if necessary.
- if(n_recur)
- {
- // The order of divides is important, if we keep subtracting 1 from zz
- // we DO NOT get back to z (cancellation error). Further if z < epsilon
- // we would end up dividing by zero. Also in order to prevent spurious
- // overflow with the first division, we must save dividing by |z| till last,
- // so the optimal order of divides is z+1, z+2, z+3...z+n_recur-1,z.
- zz = fabs(z) + 1;
- for(int k = 1; k < n_recur; ++k)
- {
- gamma_value /= zz;
- zz += 1;
- }
- gamma_value /= fabs(z);
- }
- // Return the result, accounting for possible negative arguments.
- if(b_neg)
- {
- // Provide special error analysis for:
- // * arguments in the neighborhood of a negative integer
- // * arguments exactly equal to a negative integer.
- // Check if the argument of tgamma is exactly equal to a negative integer.
- if(floor_of_z_is_equal_to_z)
- return policies::raise_pole_error<T>(function, "Evaluation of tgamma at a negative integer %1%.", z, pol);
- gamma_value *= sinpx(z);
- BOOST_MATH_INSTRUMENT_VARIABLE(gamma_value);
- const bool result_is_too_large_to_represent = ( (abs(gamma_value) < 1)
- && ((tools::max_value<T>() * abs(gamma_value)) < boost::math::constants::pi<T>()));
- if(result_is_too_large_to_represent)
- return policies::raise_overflow_error<T>(function, "Result of tgamma is too large to represent.", pol);
- gamma_value = -boost::math::constants::pi<T>() / gamma_value;
- BOOST_MATH_INSTRUMENT_VARIABLE(gamma_value);
- if(gamma_value == 0)
- return policies::raise_underflow_error<T>(function, "Result of tgamma is too small to represent.", pol);
- if((boost::math::fpclassify)(gamma_value) == static_cast<int>(FP_SUBNORMAL))
- return policies::raise_denorm_error<T>(function, "Result of tgamma is denormalized.", gamma_value, pol);
- }
- return gamma_value;
- }
- template <class T, class Policy>
- inline T log_gamma_near_1(const T& z, Policy const& pol)
- {
- //
- // This is for the multiprecision case where there is
- // no lanczos support, use a taylor series at z = 1,
- // see https://www.wolframalpha.com/input/?i=taylor+series+lgamma(x)+at+x+%3D+1
- //
- BOOST_MATH_STD_USING // ADL of std names
- BOOST_ASSERT(fabs(z) < 1);
- T result = -constants::euler<T>() * z;
- T power_term = z * z / 2;
- int n = 2;
- T term = 0;
- do
- {
- term = power_term * boost::math::polygamma(n - 1, T(1), pol);
- result += term;
- ++n;
- power_term *= z / n;
- } while (fabs(result) * tools::epsilon<T>() < fabs(term));
- return result;
- }
- template <class T, class Policy>
- T lgamma_imp(T z, const Policy& pol, const lanczos::undefined_lanczos&, int* sign)
- {
- BOOST_MATH_STD_USING
- static const char* function = "boost::math::lgamma<%1%>(%1%)";
- // Check if the argument of lgamma is identically zero.
- const bool is_at_zero = (z == 0);
- if(is_at_zero)
- return policies::raise_domain_error<T>(function, "Evaluation of lgamma at zero %1%.", z, pol);
- if((boost::math::isnan)(z))
- return policies::raise_domain_error<T>(function, "Evaluation of lgamma at %1%.", z, pol);
- if((boost::math::isinf)(z))
- return policies::raise_overflow_error<T>(function, 0, pol);
- const bool b_neg = (z < 0);
- const bool floor_of_z_is_equal_to_z = (floor(z) == z);
- // Special case handling of small factorials:
- if((!b_neg) && floor_of_z_is_equal_to_z && (z < boost::math::max_factorial<T>::value))
- {
- if (sign)
- *sign = 1;
- return log(boost::math::unchecked_factorial<T>(itrunc(z) - 1));
- }
- // Make a local, unsigned copy of the input argument.
- T zz((!b_neg) ? z : -z);
- const int min_arg_for_recursion = minimum_argument_for_bernoulli_recursion<T>();
- T log_gamma_value;
- if (zz < min_arg_for_recursion)
- {
- // Here we simply take the logarithm of tgamma(). This is somewhat
- // inefficient, but simple. The rationale is that the argument here
- // is relatively small and overflow is not expected to be likely.
- if (sign)
- * sign = 1;
- if(fabs(z - 1) < 0.25)
- {
- log_gamma_value = log_gamma_near_1(T(zz - 1), pol);
- }
- else if(fabs(z - 2) < 0.25)
- {
- log_gamma_value = log_gamma_near_1(T(zz - 2), pol) + log(zz - 1);
- }
- else if (z > -tools::root_epsilon<T>())
- {
- // Reflection formula may fail if z is very close to zero, let the series
- // expansion for tgamma close to zero do the work:
- if (sign)
- *sign = z < 0 ? -1 : 1;
- return log(abs(gamma_imp(z, pol, lanczos::undefined_lanczos())));
- }
- else
- {
- // No issue with spurious overflow in reflection formula,
- // just fall through to regular code:
- T g = gamma_imp(zz, pol, lanczos::undefined_lanczos());
- if (sign)
- {
- *sign = g < 0 ? -1 : 1;
- }
- log_gamma_value = log(abs(g));
- }
- }
- else
- {
- // Perform the Bernoulli series expansion of Stirling's approximation.
- T sum = scaled_tgamma_no_lanczos(zz, pol, true);
- log_gamma_value = zz * (log(zz) - 1) + sum;
- }
- int sign_of_result = 1;
- if(b_neg)
- {
- // Provide special error analysis if the argument is exactly
- // equal to a negative integer.
- // Check if the argument of lgamma is exactly equal to a negative integer.
- if(floor_of_z_is_equal_to_z)
- return policies::raise_pole_error<T>(function, "Evaluation of lgamma at a negative integer %1%.", z, pol);
- T t = sinpx(z);
- if(t < 0)
- {
- t = -t;
- }
- else
- {
- sign_of_result = -sign_of_result;
- }
- log_gamma_value = - log_gamma_value
- + log(boost::math::constants::pi<T>())
- - log(t);
- }
- if(sign != static_cast<int*>(0U)) { *sign = sign_of_result; }
- return log_gamma_value;
- }
- //
- // This helper calculates tgamma(dz+1)-1 without cancellation errors,
- // used by the upper incomplete gamma with z < 1:
- //
- template <class T, class Policy, class Lanczos>
- T tgammap1m1_imp(T dz, Policy const& pol, const Lanczos& l)
- {
- BOOST_MATH_STD_USING
- typedef typename policies::precision<T,Policy>::type precision_type;
- typedef std::integral_constant<int,
- precision_type::value <= 0 ? 0 :
- precision_type::value <= 64 ? 64 :
- precision_type::value <= 113 ? 113 : 0
- > 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<T>(dz+2, dz + 1, dz, tag_type(), pol, l), pol);
- BOOST_MATH_INSTRUMENT_CODE(result);
- }
- }
- else
- {
- if(dz < 2)
- {
- // Use expm1 on lgamma:
- result = boost::math::expm1(lgamma_small_imp<T>(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 <class T, class Policy>
- inline T tgammap1m1_imp(T z, Policy const& pol,
- const ::boost::math::lanczos::undefined_lanczos&)
- {
- BOOST_MATH_STD_USING // ADL of std names
- if(fabs(z) < 0.55)
- {
- return boost::math::expm1(log_gamma_near_1(z, pol));
- }
- return boost::math::expm1(boost::math::lgamma(1 + z, pol));
- }
- //
- // Series representation for upper fraction when z is small:
- //
- template <class T>
- 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 <class T, class Policy>
- T full_igamma_prefix(T a, T z, const Policy& pol)
- {
- BOOST_MATH_STD_USING
- T prefix;
- if (z > tools::max_value<T>())
- return 0;
- T alz = a * log(z);
- if(z >= 1)
- {
- if((alz < tools::log_max_value<T>()) && (-z > tools::log_min_value<T>()))
- {
- 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<T>())
- {
- prefix = pow(z, a) * exp(-z);
- }
- else if(z/a < tools::log_max_value<T>())
- {
- 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) == (int)FP_INFINITE)
- return policies::raise_overflow_error<T>("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 <class T, class Policy, class Lanczos>
- T regularised_gamma_prefix(T a, T z, const Policy& pol, const Lanczos& l)
- {
- BOOST_MATH_STD_USING
- if (z >= tools::max_value<T>())
- return 0;
- T agh = a + static_cast<T>(Lanczos::g()) - T(0.5);
- T prefix;
- T d = ((z - a) - static_cast<T>(Lanczos::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 erroneous results for gamma
- // unless we do this:
- //
- // TODO: is this still required? Lanczos approx should be better now?
- //
- if(z <= tools::log_min_value<T>())
- {
- // 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<T>(0.5 - Lanczos::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<T>()) || ((std::max)(alz, amz) >= tools::log_max_value<T>()))
- {
- T amza = amz / a;
- if(((std::min)(alz, amz)/2 > tools::log_min_value<T>()) && ((std::max)(alz, amz)/2 < tools::log_max_value<T>()))
- {
- // 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<T>()) && ((std::max)(alz, amz)/4 < tools::log_max_value<T>()) && (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<T>()) && (amza < tools::log_max_value<T>()))
- {
- 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<T>()) / Lanczos::lanczos_sum_expG_scaled(a);
- return prefix;
- }
- //
- // And again, without Lanczos support:
- //
- template <class T, class Policy>
- T regularised_gamma_prefix(T a, T z, const Policy& pol, const lanczos::undefined_lanczos& l)
- {
- BOOST_MATH_STD_USING
- if((a < 1) && (z < 1))
- {
- // No overflow possible since the power terms tend to unity as a,z -> 0
- return pow(z, a) * exp(-z) / boost::math::tgamma(a, pol);
- }
- else if(a > minimum_argument_for_bernoulli_recursion<T>())
- {
- T scaled_gamma = scaled_tgamma_no_lanczos(a, pol);
- T power_term = pow(z / a, a / 2);
- T a_minus_z = a - z;
- if ((0 == power_term) || (fabs(a_minus_z) > tools::log_max_value<T>()))
- {
- // The result is probably zero, but we need to be sure:
- return exp(a * log(z / a) + a_minus_z - log(scaled_gamma));
- }
- return (power_term * exp(a_minus_z)) * (power_term / scaled_gamma);
- }
- else
- {
- //
- // Usual case is to calculate the prefix at a+shift and recurse down
- // to the value we want:
- //
- const int min_z = minimum_argument_for_bernoulli_recursion<T>();
- long shift = 1 + ltrunc(min_z - a);
- T result = regularised_gamma_prefix(T(a + shift), z, pol, l);
- if (result != 0)
- {
- for (long i = 0; i < shift; ++i)
- {
- result /= z;
- result *= a + i;
- }
- return result;
- }
- else
- {
- //
- // We failed, most probably we have z << 1, try again, this time
- // we calculate z^a e^-z / tgamma(a+shift), combining power terms
- // as we go. And again recurse down to the result.
- //
- T scaled_gamma = scaled_tgamma_no_lanczos(T(a + shift), pol);
- T power_term_1 = pow(z / (a + shift), a);
- T power_term_2 = pow(a + shift, -shift);
- T power_term_3 = exp(a + shift - z);
- if ((0 == power_term_1) || (0 == power_term_2) || (0 == power_term_3) || (fabs(a + shift - z) > tools::log_max_value<T>()))
- {
- // We have no test case that gets here, most likely the type T
- // has a high precision but low exponent range:
- return exp(a * log(z) - z - boost::math::lgamma(a, pol));
- }
- result = power_term_1 * power_term_2 * power_term_3 / scaled_gamma;
- for (long i = 0; i < shift; ++i)
- {
- result *= a + i;
- }
- return result;
- }
- }
- }
- //
- // Upper gamma fraction for very small a:
- //
- template <class T, class Policy>
- inline T tgamma_small_upper_part(T a, T x, const Policy& pol, T* pgam = 0, bool invert = false, T* pderivative = 0)
- {
- 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);
- if(pgam)
- *pgam = (result + 1) / a;
- T p = boost::math::powm1(x, a, pol);
- result -= p;
- result /= a;
- detail::small_gamma2_series<T> s(a, x);
- boost::uintmax_t max_iter = policies::get_max_series_iterations<Policy>() - 10;
- p += 1;
- if(pderivative)
- *pderivative = p / (*pgam * exp(x));
- T init_value = invert ? *pgam : 0;
- result = -p * tools::sum_series(s, boost::math::policies::get_epsilon<T, Policy>(), max_iter, (init_value - result) / p);
- policies::check_series_iterations<T>("boost::math::tgamma_small_upper_part<%1%>(%1%, %1%)", max_iter, pol);
- if(invert)
- result = -result;
- return result;
- }
- //
- // Upper gamma fraction for integer a:
- //
- template <class T, class Policy>
- inline T finite_gamma_q(T a, T x, Policy const& pol, T* pderivative = 0)
- {
- //
- // Calculates normalised Q when a is an integer:
- //
- BOOST_MATH_STD_USING
- T e = exp(-x);
- T sum = e;
- if(sum != 0)
- {
- T term = sum;
- for(unsigned n = 1; n < a; ++n)
- {
- term /= n;
- term *= x;
- sum += term;
- }
- }
- if(pderivative)
- {
- *pderivative = e * pow(x, a) / boost::math::unchecked_factorial<T>(itrunc(T(a - 1), pol));
- }
- return sum;
- }
- //
- // Upper gamma fraction for half integer a:
- //
- template <class T, class Policy>
- 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<T>() * 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<T>();
- }
- return e;
- }
- //
- // Asymptotic approximation for large argument, see: https://dlmf.nist.gov/8.11#E2
- //
- template <class T>
- struct incomplete_tgamma_large_x_series
- {
- typedef T result_type;
- incomplete_tgamma_large_x_series(const T& a, const T& x)
- : a_poch(a - 1), z(x), term(1) {}
- T operator()()
- {
- T result = term;
- term *= a_poch / z;
- a_poch -= 1;
- return result;
- }
- T a_poch, z, term;
- };
- template <class T, class Policy>
- T incomplete_tgamma_large_x(const T& a, const T& x, const Policy& pol)
- {
- BOOST_MATH_STD_USING
- incomplete_tgamma_large_x_series<T> s(a, x);
- boost::uintmax_t max_iter = boost::math::policies::get_max_series_iterations<Policy>();
- T result = boost::math::tools::sum_series(s, boost::math::policies::get_epsilon<T, Policy>(), max_iter);
- boost::math::policies::check_series_iterations<T>("boost::math::tgamma<%1%>(%1%,%1%)", max_iter, pol);
- return result;
- }
- //
- // Main incomplete gamma entry point, handles all four incomplete gamma's:
- //
- template <class T, class Policy>
- 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)
- return policies::raise_domain_error<T>(function, "Argument a to the incomplete gamma function must be greater than zero (got a=%1%).", a, pol);
- if(x < 0)
- return policies::raise_domain_error<T>(function, "Argument x to the incomplete gamma function must be >= 0 (got x=%1%).", x, pol);
- BOOST_MATH_STD_USING
- typedef typename lanczos::lanczos<T, Policy>::type lanczos_type;
- T result = 0; // Just to avoid warning C4701: potentially uninitialized local variable 'result' used
- if(a >= max_factorial<T>::value && !normalised)
- {
- //
- // When we're computing the non-normalized incomplete gamma
- // and a is large the result is rather hard to compute unless
- // we use logs. There are really two options - if x is a long
- // way from a in value then we can reliably use methods 2 and 4
- // below in logarithmic form and go straight to the result.
- // Otherwise we let the regularized gamma take the strain
- // (the result is unlikely to underflow in the central region anyway)
- // and combine with lgamma in the hopes that we get a finite result.
- //
- if(invert && (a * 4 < x))
- {
- // This is method 4 below, done in logs:
- result = a * log(x) - x;
- if(p_derivative)
- *p_derivative = exp(result);
- result += log(upper_gamma_fraction(a, x, policies::get_epsilon<T, Policy>()));
- }
- else if(!invert && (a > 4 * x))
- {
- // This is method 2 below, done in logs:
- result = a * log(x) - x;
- if(p_derivative)
- *p_derivative = exp(result);
- T init_value = 0;
- result += log(detail::lower_gamma_series(a, x, pol, init_value) / a);
- }
- else
- {
- result = gamma_incomplete_imp(a, x, true, invert, pol, p_derivative);
- if(result == 0)
- {
- if(invert)
- {
- // Try http://functions.wolfram.com/06.06.06.0039.01
- result = 1 + 1 / (12 * a) + 1 / (288 * a * a);
- result = log(result) - a + (a - 0.5f) * log(a) + log(boost::math::constants::root_two_pi<T>());
- if(p_derivative)
- *p_derivative = exp(a * log(x) - x);
- }
- else
- {
- // This is method 2 below, done in logs, we're really outside the
- // range of this method, but since the result is almost certainly
- // infinite, we should probably be OK:
- result = a * log(x) - x;
- if(p_derivative)
- *p_derivative = exp(result);
- T init_value = 0;
- result += log(detail::lower_gamma_series(a, x, pol, init_value) / a);
- }
- }
- else
- {
- result = log(result) + boost::math::lgamma(a, pol);
- }
- }
- if(result > tools::log_max_value<T>())
- return policies::raise_overflow_error<T>(function, 0, pol);
- return exp(result);
- }
- BOOST_ASSERT((p_derivative == 0) || normalised);
- bool is_int, is_half_int;
- bool is_small_a = (a < 30) && (a <= x + 1) && (x < tools::log_max_value<T>());
- if(is_small_a)
- {
- T fa = floor(a);
- is_int = (fa == a);
- is_half_int = is_int ? false : (fabs(fa - a) == 0.5f);
- }
- else
- {
- is_int = is_half_int = false;
- }
- int eval_method;
-
- if(is_int && (x > 0.6))
- {
- // calculate Q via finite sum:
- invert = !invert;
- eval_method = 0;
- }
- else if(is_half_int && (x > 0.2))
- {
- // calculate Q via finite sum for half integer a:
- invert = !invert;
- eval_method = 1;
- }
- else if((x < tools::root_epsilon<T>()) && (a > 1))
- {
- eval_method = 6;
- }
- else if ((x > 1000) && ((a < x) || (fabs(a - 50) / x < 1)))
- {
- // calculate Q via asymptotic approximation:
- invert = !invert;
- eval_method = 7;
- }
- else if(x < 0.5)
- {
- //
- // Changeover criterion chosen to give a changeover at Q ~ 0.33
- //
- if(-0.4 / log(x) < a)
- {
- eval_method = 2;
- }
- else
- {
- eval_method = 3;
- }
- }
- else if(x < 1.1)
- {
- //
- // Changover here occurs when P ~ 0.75 or Q ~ 0.25:
- //
- if(x * 0.75f < a)
- {
- eval_method = 2;
- }
- else
- {
- eval_method = 3;
- }
- }
- 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<T>::is_specialized && (a > 20))
- {
- T sigma = fabs((x-a)/a);
- if((a > 200) && (policies::digits<T, Policy>() <= 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<T, Policy>() <= 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)
- {
- eval_method = 5;
- }
- else
- {
- //
- // Regular case where the result will not be too close to 0.5.
- //
- // Changeover here occurs at P ~ Q ~ 0.5
- // Note that series computation of P is about x2 faster than continued fraction
- // calculation of Q, so try and use the CF only when really necessary, especially
- // for small x.
- //
- if(x - (1 / (3 * x)) < a)
- {
- eval_method = 2;
- }
- else
- {
- eval_method = 4;
- invert = !invert;
- }
- }
- }
- switch(eval_method)
- {
- case 0:
- {
- result = finite_gamma_q(a, x, pol, p_derivative);
- if(!normalised)
- result *= boost::math::tgamma(a, pol);
- break;
- }
- case 1:
- {
- result = finite_half_gamma_q(a, x, p_derivative, pol);
- if(!normalised)
- result *= boost::math::tgamma(a, pol);
- if(p_derivative && (*p_derivative == 0))
- *p_derivative = regularised_gamma_prefix(a, x, pol, lanczos_type());
- break;
- }
- case 2:
- {
- // 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)
- {
- //
- // If we're going to be inverting the result then we can
- // reduce the number of series evaluations by quite
- // a few iterations if we set an initial value for the
- // series sum based on what we'll end up subtracting it from
- // at the end.
- // Have to be careful though that this optimization doesn't
- // lead to spurious numeric overflow. Note that the
- // scary/expensive overflow checks below are more often
- // than not bypassed in practice for "sensible" input
- // values:
- //
- T init_value = 0;
- bool optimised_invert = false;
- if(invert)
- {
- init_value = (normalised ? 1 : boost::math::tgamma(a, pol));
- if(normalised || (result >= 1) || (tools::max_value<T>() * result > init_value))
- {
- init_value /= result;
- if(normalised || (a < 1) || (tools::max_value<T>() / a > init_value))
- {
- init_value *= -a;
- optimised_invert = true;
- }
- else
- init_value = 0;
- }
- else
- init_value = 0;
- }
- result *= detail::lower_gamma_series(a, x, pol, init_value) / a;
- if(optimised_invert)
- {
- invert = false;
- result = -result;
- }
- }
- break;
- }
- case 3:
- {
- // Compute Q:
- invert = !invert;
- T g;
- result = tgamma_small_upper_part(a, x, pol, &g, invert, p_derivative);
- invert = false;
- if(normalised)
- result /= g;
- break;
- }
- case 4:
- {
- // Compute Q:
- 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 *= upper_gamma_fraction(a, x, policies::get_epsilon<T, Policy>());
- break;
- }
- case 5:
- {
- //
- // 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<T, Policy>::type precision_type;
- typedef std::integral_constant<int,
- precision_type::value <= 0 ? 0 :
- precision_type::value <= 53 ? 53 :
- precision_type::value <= 64 ? 64 :
- precision_type::value <= 113 ? 113 : 0
- > tag_type;
- result = igamma_temme_large(a, x, pol, static_cast<tag_type const*>(0));
- if(x >= a)
- invert = !invert;
- if(p_derivative)
- *p_derivative = regularised_gamma_prefix(a, x, pol, lanczos_type());
- break;
- }
- case 6:
- {
- // x is so small that P is necessarily very small too,
- // use http://functions.wolfram.com/GammaBetaErf/GammaRegularized/06/01/05/01/01/
- if(!normalised)
- result = pow(x, a) / (a);
- else
- {
- #ifndef BOOST_NO_EXCEPTIONS
- try
- {
- result = pow(x, a) / boost::math::tgamma(a + 1, pol);
- }
- catch (const std::overflow_error&)
- {
- result = 0;
- }
- #else
- result = pow(x, a) / boost::math::tgamma(a + 1, pol);
- #endif
- }
- result *= 1 - a * x / (a + 1);
- if (p_derivative)
- *p_derivative = regularised_gamma_prefix(a, x, pol, lanczos_type());
- break;
- }
- case 7:
- {
- // x is large,
- // Compute Q:
- result = normalised ? regularised_gamma_prefix(a, x, pol, lanczos_type()) : full_igamma_prefix(a, x, pol);
- if (p_derivative)
- *p_derivative = result;
- result /= x;
- if (result != 0)
- result *= incomplete_tgamma_large_x(a, x, pol);
- break;
- }
- }
- if(normalised && (result > 1))
- result = 1;
- 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<T>() * x < *p_derivative))
- {
- // overflow, just return an arbitrarily large value:
- *p_derivative = tools::max_value<T>() / 2;
- }
- *p_derivative /= x;
- }
- return result;
- }
- //
- // Ratios of two gamma functions:
- //
- template <class T, class Policy, class Lanczos>
- T tgamma_delta_ratio_imp_lanczos(T z, T delta, const Policy& pol, const Lanczos& l)
- {
- BOOST_MATH_STD_USING
- if(z < tools::epsilon<T>())
- {
- //
- // We get spurious numeric overflow unless we're very careful, this
- // can occur either inside Lanczos::lanczos_sum(z) or in the
- // final combination of terms, to avoid this, split the product up
- // into 2 (or 3) parts:
- //
- // G(z) / G(L) = 1 / (z * G(L)) ; z < eps, L = z + delta = delta
- // z * G(L) = z * G(lim) * (G(L)/G(lim)) ; lim = largest factorial
- //
- if(boost::math::max_factorial<T>::value < delta)
- {
- T ratio = tgamma_delta_ratio_imp_lanczos(delta, T(boost::math::max_factorial<T>::value - delta), pol, l);
- ratio *= z;
- ratio *= boost::math::unchecked_factorial<T>(boost::math::max_factorial<T>::value - 1);
- return 1 / ratio;
- }
- else
- {
- return 1 / (z * boost::math::tgamma(z + delta, pol));
- }
- }
- T zgh = static_cast<T>(z + Lanczos::g() - constants::half<T>());
- T result;
- if(z + delta == z)
- {
- if(fabs(delta) < 10)
- result = exp((constants::half<T>() - z) * boost::math::log1p(delta / zgh, pol));
- else
- result = 1;
- }
- else
- {
- if(fabs(delta) < 10)
- {
- result = exp((constants::half<T>() - z) * boost::math::log1p(delta / zgh, pol));
- }
- else
- {
- result = pow(zgh / (zgh + delta), z - constants::half<T>());
- }
- // Split the calculation up to avoid spurious overflow:
- result *= Lanczos::lanczos_sum(z) / Lanczos::lanczos_sum(T(z + delta));
- }
- result *= pow(constants::e<T>() / (zgh + delta), delta);
- return result;
- }
- //
- // And again without Lanczos support this time:
- //
- template <class T, class Policy>
- T tgamma_delta_ratio_imp_lanczos(T z, T delta, const Policy& pol, const lanczos::undefined_lanczos& l)
- {
- BOOST_MATH_STD_USING
- //
- // We adjust z and delta so that both z and z+delta are large enough for
- // Sterling's approximation to hold. We can then calculate the ratio
- // for the adjusted values, and rescale back down to z and z+delta.
- //
- // Get the required shifts first:
- //
- long numerator_shift = 0;
- long denominator_shift = 0;
- const int min_z = minimum_argument_for_bernoulli_recursion<T>();
-
- if (min_z > z)
- numerator_shift = 1 + ltrunc(min_z - z);
- if (min_z > z + delta)
- denominator_shift = 1 + ltrunc(min_z - z - delta);
- //
- // If the shifts are zero, then we can just combine scaled tgamma's
- // and combine the remaining terms:
- //
- if (numerator_shift == 0 && denominator_shift == 0)
- {
- T scaled_tgamma_num = scaled_tgamma_no_lanczos(z, pol);
- T scaled_tgamma_denom = scaled_tgamma_no_lanczos(T(z + delta), pol);
- T result = scaled_tgamma_num / scaled_tgamma_denom;
- result *= exp(z * boost::math::log1p(-delta / (z + delta), pol)) * pow((delta + z) / constants::e<T>(), -delta);
- return result;
- }
- //
- // We're going to have to rescale first, get the adjusted z and delta values,
- // plus the ratio for the adjusted values:
- //
- T zz = z + numerator_shift;
- T dd = delta - (numerator_shift - denominator_shift);
- T ratio = tgamma_delta_ratio_imp_lanczos(zz, dd, pol, l);
- //
- // Use gamma recurrence relations to get back to the original
- // z and z+delta:
- //
- for (long long i = 0; i < numerator_shift; ++i)
- {
- ratio /= (z + i);
- if (i < denominator_shift)
- ratio *= (z + delta + i);
- }
- for (long long i = numerator_shift; i < denominator_shift; ++i)
- {
- ratio *= (z + delta + i);
- }
- return ratio;
- }
- template <class T, class Policy>
- T tgamma_delta_ratio_imp(T z, T delta, const Policy& pol)
- {
- BOOST_MATH_STD_USING
- if((z <= 0) || (z + delta <= 0))
- {
- // This isn't very sophisticated, or accurate, but it does work:
- return boost::math::tgamma(z, pol) / boost::math::tgamma(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<T>::value) && (z + delta <= max_factorial<T>::value))
- {
- return unchecked_factorial<T>((unsigned)itrunc(z, pol) - 1) / unchecked_factorial<T>((unsigned)itrunc(T(z + delta), pol) - 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<T, Policy>::type lanczos_type;
- return tgamma_delta_ratio_imp_lanczos(z, delta, pol, lanczos_type());
- }
- template <class T, class Policy>
- T tgamma_ratio_imp(T x, T y, const Policy& pol)
- {
- BOOST_MATH_STD_USING
- if((x <= 0) || (boost::math::isinf)(x))
- return policies::raise_domain_error<T>("boost::math::tgamma_ratio<%1%>(%1%, %1%)", "Gamma function ratios only implemented for positive arguments (got a=%1%).", x, pol);
- if((y <= 0) || (boost::math::isinf)(y))
- return policies::raise_domain_error<T>("boost::math::tgamma_ratio<%1%>(%1%, %1%)", "Gamma function ratios only implemented for positive arguments (got b=%1%).", y, pol);
- if(x <= tools::min_value<T>())
- {
- // Special case for denorms...Ugh.
- T shift = ldexp(T(1), tools::digits<T>());
- return shift * tgamma_ratio_imp(T(x * shift), y, pol);
- }
- if((x < max_factorial<T>::value) && (y < max_factorial<T>::value))
- {
- // Rather than subtracting values, lets just call the gamma functions directly:
- return boost::math::tgamma(x, pol) / boost::math::tgamma(y, pol);
- }
- T prefix = 1;
- if(x < 1)
- {
- if(y < 2 * max_factorial<T>::value)
- {
- // We need to sidestep on x as well, otherwise we'll underflow
- // before we get to factor in the prefix term:
- prefix /= x;
- x += 1;
- while(y >= max_factorial<T>::value)
- {
- y -= 1;
- prefix /= y;
- }
- return prefix * boost::math::tgamma(x, pol) / boost::math::tgamma(y, pol);
- }
- //
- // result is almost certainly going to underflow to zero, try logs just in case:
- //
- return exp(boost::math::lgamma(x, pol) - boost::math::lgamma(y, pol));
- }
- if(y < 1)
- {
- if(x < 2 * max_factorial<T>::value)
- {
- // We need to sidestep on y as well, otherwise we'll overflow
- // before we get to factor in the prefix term:
- prefix *= y;
- y += 1;
- while(x >= max_factorial<T>::value)
- {
- x -= 1;
- prefix *= x;
- }
- return prefix * boost::math::tgamma(x, pol) / boost::math::tgamma(y, pol);
- }
- //
- // Result will almost certainly overflow, try logs just in case:
- //
- return exp(boost::math::lgamma(x, pol) - boost::math::lgamma(y, pol));
- }
- //
- // Regular case, x and y both large and similar in magnitude:
- //
- return boost::math::tgamma_delta_ratio(x, y - x, pol);
- }
- template <class T, class Policy>
- T gamma_p_derivative_imp(T a, T x, const Policy& pol)
- {
- BOOST_MATH_STD_USING
- //
- // Usual error checks first:
- //
- if(a <= 0)
- return policies::raise_domain_error<T>("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)
- return policies::raise_domain_error<T>("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<T>("boost::math::gamma_p_derivative<%1%>(%1%, %1%)", 0, pol);
- }
- //
- // Normal case:
- //
- typedef typename lanczos::lanczos<T, Policy>::type lanczos_type;
- T f1 = detail::regularised_gamma_prefix(a, x, pol, lanczos_type());
- if((x < 1) && (tools::max_value<T>() * x < f1))
- {
- // overflow:
- return policies::raise_overflow_error<T>("boost::math::gamma_p_derivative<%1%>(%1%, %1%)", 0, pol);
- }
- if(f1 == 0)
- {
- // Underflow in calculation, use logs instead:
- f1 = a * log(x) - x - lgamma(a, pol) - log(x);
- f1 = exp(f1);
- }
- else
- f1 /= x;
- return f1;
- }
- template <class T, class Policy>
- inline typename tools::promote_args<T>::type
- tgamma(T z, const Policy& /* pol */, const std::true_type)
- {
- BOOST_FPU_EXCEPTION_GUARD
- typedef typename tools::promote_args<T>::type result_type;
- typedef typename policies::evaluation<result_type, Policy>::type value_type;
- typedef typename lanczos::lanczos<value_type, Policy>::type evaluation_type;
- typedef typename policies::normalise<
- Policy,
- policies::promote_float<false>,
- policies::promote_double<false>,
- policies::discrete_quantile<>,
- policies::assert_undefined<> >::type forwarding_policy;
- return policies::checked_narrowing_cast<result_type, forwarding_policy>(detail::gamma_imp(static_cast<value_type>(z), forwarding_policy(), evaluation_type()), "boost::math::tgamma<%1%>(%1%)");
- }
- template <class T, class Policy>
- struct igamma_initializer
- {
- struct init
- {
- init()
- {
- typedef typename policies::precision<T, Policy>::type precision_type;
- typedef std::integral_constant<int,
- precision_type::value <= 0 ? 0 :
- precision_type::value <= 53 ? 53 :
- precision_type::value <= 64 ? 64 :
- precision_type::value <= 113 ? 113 : 0
- > tag_type;
- do_init(tag_type());
- }
- template <int N>
- static void do_init(const std::integral_constant<int, N>&)
- {
- // If std::numeric_limits<T>::digits is zero, we must not call
- // our initialization code here as the precision presumably
- // varies at runtime, and will not have been set yet. Plus the
- // code requiring initialization isn't called when digits == 0.
- if(std::numeric_limits<T>::digits)
- {
- boost::math::gamma_p(static_cast<T>(400), static_cast<T>(400), Policy());
- }
- }
- static void do_init(const std::integral_constant<int, 53>&){}
- void force_instantiate()const{}
- };
- static const init initializer;
- static void force_instantiate()
- {
- initializer.force_instantiate();
- }
- };
- template <class T, class Policy>
- const typename igamma_initializer<T, Policy>::init igamma_initializer<T, Policy>::initializer;
- template <class T, class Policy>
- struct lgamma_initializer
- {
- struct init
- {
- init()
- {
- typedef typename policies::precision<T, Policy>::type precision_type;
- typedef std::integral_constant<int,
- precision_type::value <= 0 ? 0 :
- precision_type::value <= 64 ? 64 :
- precision_type::value <= 113 ? 113 : 0
- > tag_type;
- do_init(tag_type());
- }
- static void do_init(const std::integral_constant<int, 64>&)
- {
- boost::math::lgamma(static_cast<T>(2.5), Policy());
- boost::math::lgamma(static_cast<T>(1.25), Policy());
- boost::math::lgamma(static_cast<T>(1.75), Policy());
- }
- static void do_init(const std::integral_constant<int, 113>&)
- {
- boost::math::lgamma(static_cast<T>(2.5), Policy());
- boost::math::lgamma(static_cast<T>(1.25), Policy());
- boost::math::lgamma(static_cast<T>(1.5), Policy());
- boost::math::lgamma(static_cast<T>(1.75), Policy());
- }
- static void do_init(const std::integral_constant<int, 0>&)
- {
- }
- void force_instantiate()const{}
- };
- static const init initializer;
- static void force_instantiate()
- {
- initializer.force_instantiate();
- }
- };
- template <class T, class Policy>
- const typename lgamma_initializer<T, Policy>::init lgamma_initializer<T, Policy>::initializer;
- template <class T1, class T2, class Policy>
- inline typename tools::promote_args<T1, T2>::type
- tgamma(T1 a, T2 z, const Policy&, const std::false_type)
- {
- BOOST_FPU_EXCEPTION_GUARD
- typedef typename tools::promote_args<T1, T2>::type result_type;
- typedef typename policies::evaluation<result_type, Policy>::type value_type;
- // typedef typename lanczos::lanczos<value_type, Policy>::type evaluation_type;
- typedef typename policies::normalise<
- Policy,
- policies::promote_float<false>,
- policies::promote_double<false>,
- policies::discrete_quantile<>,
- policies::assert_undefined<> >::type forwarding_policy;
- igamma_initializer<value_type, forwarding_policy>::force_instantiate();
- return policies::checked_narrowing_cast<result_type, forwarding_policy>(
- detail::gamma_incomplete_imp(static_cast<value_type>(a),
- static_cast<value_type>(z), false, true,
- forwarding_policy(), static_cast<value_type*>(0)), "boost::math::tgamma<%1%>(%1%, %1%)");
- }
- template <class T1, class T2>
- inline typename tools::promote_args<T1, T2>::type
- tgamma(T1 a, T2 z, const std::false_type& tag)
- {
- return tgamma(a, z, policies::policy<>(), tag);
- }
- } // namespace detail
- template <class T>
- inline typename tools::promote_args<T>::type
- tgamma(T z)
- {
- return tgamma(z, policies::policy<>());
- }
- template <class T, class Policy>
- inline typename tools::promote_args<T>::type
- lgamma(T z, int* sign, const Policy&)
- {
- BOOST_FPU_EXCEPTION_GUARD
- typedef typename tools::promote_args<T>::type result_type;
- typedef typename policies::evaluation<result_type, Policy>::type value_type;
- typedef typename lanczos::lanczos<value_type, Policy>::type evaluation_type;
- typedef typename policies::normalise<
- Policy,
- policies::promote_float<false>,
- policies::promote_double<false>,
- policies::discrete_quantile<>,
- policies::assert_undefined<> >::type forwarding_policy;
- detail::lgamma_initializer<value_type, forwarding_policy>::force_instantiate();
- return policies::checked_narrowing_cast<result_type, forwarding_policy>(detail::lgamma_imp(static_cast<value_type>(z), forwarding_policy(), evaluation_type(), sign), "boost::math::lgamma<%1%>(%1%)");
- }
- template <class T>
- inline typename tools::promote_args<T>::type
- lgamma(T z, int* sign)
- {
- return lgamma(z, sign, policies::policy<>());
- }
- template <class T, class Policy>
- inline typename tools::promote_args<T>::type
- lgamma(T x, const Policy& pol)
- {
- return ::boost::math::lgamma(x, 0, pol);
- }
- template <class T>
- inline typename tools::promote_args<T>::type
- lgamma(T x)
- {
- return ::boost::math::lgamma(x, 0, policies::policy<>());
- }
- template <class T, class Policy>
- inline typename tools::promote_args<T>::type
- tgamma1pm1(T z, const Policy& /* pol */)
- {
- BOOST_FPU_EXCEPTION_GUARD
- typedef typename tools::promote_args<T>::type result_type;
- typedef typename policies::evaluation<result_type, Policy>::type value_type;
- typedef typename lanczos::lanczos<value_type, Policy>::type evaluation_type;
- typedef typename policies::normalise<
- Policy,
- policies::promote_float<false>,
- policies::promote_double<false>,
- policies::discrete_quantile<>,
- policies::assert_undefined<> >::type forwarding_policy;
- return policies::checked_narrowing_cast<typename remove_cv<result_type>::type, forwarding_policy>(detail::tgammap1m1_imp(static_cast<value_type>(z), forwarding_policy(), evaluation_type()), "boost::math::tgamma1pm1<%!%>(%1%)");
- }
- template <class T>
- inline typename tools::promote_args<T>::type
- tgamma1pm1(T z)
- {
- return tgamma1pm1(z, policies::policy<>());
- }
- //
- // Full upper incomplete gamma:
- //
- template <class T1, class T2>
- inline typename tools::promote_args<T1, T2>::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<T2>::type maybe_policy;
- return detail::tgamma(a, z, maybe_policy());
- }
- template <class T1, class T2, class Policy>
- inline typename tools::promote_args<T1, T2>::type
- tgamma(T1 a, T2 z, const Policy& pol)
- {
- return detail::tgamma(a, z, pol, std::false_type());
- }
- //
- // Full lower incomplete gamma:
- //
- template <class T1, class T2, class Policy>
- inline typename tools::promote_args<T1, T2>::type
- tgamma_lower(T1 a, T2 z, const Policy&)
- {
- BOOST_FPU_EXCEPTION_GUARD
- typedef typename tools::promote_args<T1, T2>::type result_type;
- typedef typename policies::evaluation<result_type, Policy>::type value_type;
- // typedef typename lanczos::lanczos<value_type, Policy>::type evaluation_type;
- typedef typename policies::normalise<
- Policy,
- policies::promote_float<false>,
- policies::promote_double<false>,
- policies::discrete_quantile<>,
- policies::assert_undefined<> >::type forwarding_policy;
- detail::igamma_initializer<value_type, forwarding_policy>::force_instantiate();
- return policies::checked_narrowing_cast<result_type, forwarding_policy>(
- detail::gamma_incomplete_imp(static_cast<value_type>(a),
- static_cast<value_type>(z), false, false,
- forwarding_policy(), static_cast<value_type*>(0)), "tgamma_lower<%1%>(%1%, %1%)");
- }
- template <class T1, class T2>
- inline typename tools::promote_args<T1, T2>::type
- tgamma_lower(T1 a, T2 z)
- {
- return tgamma_lower(a, z, policies::policy<>());
- }
- //
- // Regularised upper incomplete gamma:
- //
- template <class T1, class T2, class Policy>
- inline typename tools::promote_args<T1, T2>::type
- gamma_q(T1 a, T2 z, const Policy& /* pol */)
- {
- BOOST_FPU_EXCEPTION_GUARD
- typedef typename tools::promote_args<T1, T2>::type result_type;
- typedef typename policies::evaluation<result_type, Policy>::type value_type;
- // typedef typename lanczos::lanczos<value_type, Policy>::type evaluation_type;
- typedef typename policies::normalise<
- Policy,
- policies::promote_float<false>,
- policies::promote_double<false>,
- policies::discrete_quantile<>,
- policies::assert_undefined<> >::type forwarding_policy;
- detail::igamma_initializer<value_type, forwarding_policy>::force_instantiate();
- return policies::checked_narrowing_cast<result_type, forwarding_policy>(
- detail::gamma_incomplete_imp(static_cast<value_type>(a),
- static_cast<value_type>(z), true, true,
- forwarding_policy(), static_cast<value_type*>(0)), "gamma_q<%1%>(%1%, %1%)");
- }
- template <class T1, class T2>
- inline typename tools::promote_args<T1, T2>::type
- gamma_q(T1 a, T2 z)
- {
- return gamma_q(a, z, policies::policy<>());
- }
- //
- // Regularised lower incomplete gamma:
- //
- template <class T1, class T2, class Policy>
- inline typename tools::promote_args<T1, T2>::type
- gamma_p(T1 a, T2 z, const Policy&)
- {
- BOOST_FPU_EXCEPTION_GUARD
- typedef typename tools::promote_args<T1, T2>::type result_type;
- typedef typename policies::evaluation<result_type, Policy>::type value_type;
- // typedef typename lanczos::lanczos<value_type, Policy>::type evaluation_type;
- typedef typename policies::normalise<
- Policy,
- policies::promote_float<false>,
- policies::promote_double<false>,
- policies::discrete_quantile<>,
- policies::assert_undefined<> >::type forwarding_policy;
- detail::igamma_initializer<value_type, forwarding_policy>::force_instantiate();
- return policies::checked_narrowing_cast<result_type, forwarding_policy>(
- detail::gamma_incomplete_imp(static_cast<value_type>(a),
- static_cast<value_type>(z), true, false,
- forwarding_policy(), static_cast<value_type*>(0)), "gamma_p<%1%>(%1%, %1%)");
- }
- template <class T1, class T2>
- inline typename tools::promote_args<T1, T2>::type
- gamma_p(T1 a, T2 z)
- {
- return gamma_p(a, z, policies::policy<>());
- }
- // ratios of gamma functions:
- template <class T1, class T2, class Policy>
- inline typename tools::promote_args<T1, T2>::type
- tgamma_delta_ratio(T1 z, T2 delta, const Policy& /* pol */)
- {
- BOOST_FPU_EXCEPTION_GUARD
- typedef typename tools::promote_args<T1, T2>::type result_type;
- typedef typename policies::evaluation<result_type, Policy>::type value_type;
- typedef typename policies::normalise<
- Policy,
- policies::promote_float<false>,
- policies::promote_double<false>,
- policies::discrete_quantile<>,
- policies::assert_undefined<> >::type forwarding_policy;
- return policies::checked_narrowing_cast<result_type, forwarding_policy>(detail::tgamma_delta_ratio_imp(static_cast<value_type>(z), static_cast<value_type>(delta), forwarding_policy()), "boost::math::tgamma_delta_ratio<%1%>(%1%, %1%)");
- }
- template <class T1, class T2>
- inline typename tools::promote_args<T1, T2>::type
- tgamma_delta_ratio(T1 z, T2 delta)
- {
- return tgamma_delta_ratio(z, delta, policies::policy<>());
- }
- template <class T1, class T2, class Policy>
- inline typename tools::promote_args<T1, T2>::type
- tgamma_ratio(T1 a, T2 b, const Policy&)
- {
- typedef typename tools::promote_args<T1, T2>::type result_type;
- typedef typename policies::evaluation<result_type, Policy>::type value_type;
- typedef typename policies::normalise<
- Policy,
- policies::promote_float<false>,
- policies::promote_double<false>,
- policies::discrete_quantile<>,
- policies::assert_undefined<> >::type forwarding_policy;
- return policies::checked_narrowing_cast<result_type, forwarding_policy>(detail::tgamma_ratio_imp(static_cast<value_type>(a), static_cast<value_type>(b), forwarding_policy()), "boost::math::tgamma_delta_ratio<%1%>(%1%, %1%)");
- }
- template <class T1, class T2>
- inline typename tools::promote_args<T1, T2>::type
- tgamma_ratio(T1 a, T2 b)
- {
- return tgamma_ratio(a, b, policies::policy<>());
- }
- template <class T1, class T2, class Policy>
- inline typename tools::promote_args<T1, T2>::type
- gamma_p_derivative(T1 a, T2 x, const Policy&)
- {
- BOOST_FPU_EXCEPTION_GUARD
- typedef typename tools::promote_args<T1, T2>::type result_type;
- typedef typename policies::evaluation<result_type, Policy>::type value_type;
- typedef typename policies::normalise<
- Policy,
- policies::promote_float<false>,
- policies::promote_double<false>,
- policies::discrete_quantile<>,
- policies::assert_undefined<> >::type forwarding_policy;
- return policies::checked_narrowing_cast<result_type, forwarding_policy>(detail::gamma_p_derivative_imp(static_cast<value_type>(a), static_cast<value_type>(x), forwarding_policy()), "boost::math::gamma_p_derivative<%1%>(%1%, %1%)");
- }
- template <class T1, class T2>
- inline typename tools::promote_args<T1, T2>::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 <boost/math/special_functions/detail/igamma_inverse.hpp>
- #include <boost/math/special_functions/detail/gamma_inva.hpp>
- #include <boost/math/special_functions/erf.hpp>
- #endif // BOOST_MATH_SF_GAMMA_HPP
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