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src/boost/math/special_functions/gamma.hpp  view on Meta::CPAN

//
// 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 the incomplete partial
// sums added together:
//
template <class T, class Policy>
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<T>(function, "Evaluation of tgamma at a negative integer %1%.", z, pol);
   if(z <= -20)
   {
      T result = gamma_imp(T(-z), pol, l) * sinpx(z);
      if((fabs(result) < 1) && (tools::max_value<T>() * fabs(result) < boost::math::constants::pi<T>()))
         return 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);
      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<T>::value))
   {
      prefix *= unchecked_factorial<T>(itrunc(z, pol) - 1);
   }
   else
   {
      prefix = prefix * pow(z / boost::math::constants::e<T>(), 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::get_epsilon<T, Policy>());
      BOOST_MATH_INSTRUMENT_CODE(sum);
      if(fabs(tools::max_value<T>() / prefix) < fabs(sum))
         return policies::raise_overflow_error<T>(function, "Result of tgamma is too large to represent.", pol);
      BOOST_MATH_INSTRUMENT_CODE((sum * prefix));
      return sum * prefix;
   }
   return prefix;
}

template <class T, class Policy>
T lgamma_imp(T z, const Policy& pol, const lanczos::undefined_lanczos& l, int*sign)

src/boost/math/special_functions/gamma.hpp  view on Meta::CPAN

   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::get_epsilon<T, Policy>());

   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<T>()) || ((std::max)(alzoa, amz) >= tools::log_max_value<T>()))
   {
      T amza = amz / a;
      if((amza <= tools::log_min_value<T>()) || (amza >= tools::log_max_value<T>()))
      {
         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 <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;