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1// Special functions -*- C++ -*-
2
aa118a03 3// Copyright (C) 2006-2014 Free Software Foundation, Inc.
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4//
5// This file is part of the GNU ISO C++ Library. This library is free
6// software; you can redistribute it and/or modify it under the
7// terms of the GNU General Public License as published by the
748086b7 8// Free Software Foundation; either version 3, or (at your option)
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9// any later version.
10//
11// This library is distributed in the hope that it will be useful,
12// but WITHOUT ANY WARRANTY; without even the implied warranty of
13// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
14// GNU General Public License for more details.
15//
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16// Under Section 7 of GPL version 3, you are granted additional
17// permissions described in the GCC Runtime Library Exception, version
18// 3.1, as published by the Free Software Foundation.
19
20// You should have received a copy of the GNU General Public License and
21// a copy of the GCC Runtime Library Exception along with this program;
22// see the files COPYING3 and COPYING.RUNTIME respectively. If not, see
23// <http://www.gnu.org/licenses/>.
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24
25/** @file tr1/gamma.tcc
26 * This is an internal header file, included by other library headers.
f910786b 27 * Do not attempt to use it directly. @headername{tr1/cmath}
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28 */
29
30//
31// ISO C++ 14882 TR1: 5.2 Special functions
32//
33
34// Written by Edward Smith-Rowland based on:
35// (1) Handbook of Mathematical Functions,
36// ed. Milton Abramowitz and Irene A. Stegun,
37// Dover Publications,
38// Section 6, pp. 253-266
39// (2) The Gnu Scientific Library, http://www.gnu.org/software/gsl
40// (3) Numerical Recipes in C, by W. H. Press, S. A. Teukolsky,
41// W. T. Vetterling, B. P. Flannery, Cambridge University Press (1992),
42// 2nd ed, pp. 213-216
43// (4) Gamma, Exploring Euler's Constant, Julian Havil,
44// Princeton, 2003.
45
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46#ifndef _GLIBCXX_TR1_GAMMA_TCC
47#define _GLIBCXX_TR1_GAMMA_TCC 1
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48
49#include "special_function_util.h"
50
12ffa228 51namespace std _GLIBCXX_VISIBILITY(default)
7c62b943 52{
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53namespace tr1
54{
7c62b943 55 // Implementation-space details.
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56 namespace __detail
57 {
12ffa228 58 _GLIBCXX_BEGIN_NAMESPACE_VERSION
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59
60 /**
61 * @brief This returns Bernoulli numbers from a table or by summation
62 * for larger values.
63 *
64 * Recursion is unstable.
65 *
66 * @param __n the order n of the Bernoulli number.
67 * @return The Bernoulli number of order n.
68 */
69 template <typename _Tp>
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70 _Tp
71 __bernoulli_series(unsigned int __n)
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72 {
73
74 static const _Tp __num[28] = {
75 _Tp(1UL), -_Tp(1UL) / _Tp(2UL),
76 _Tp(1UL) / _Tp(6UL), _Tp(0UL),
77 -_Tp(1UL) / _Tp(30UL), _Tp(0UL),
78 _Tp(1UL) / _Tp(42UL), _Tp(0UL),
79 -_Tp(1UL) / _Tp(30UL), _Tp(0UL),
80 _Tp(5UL) / _Tp(66UL), _Tp(0UL),
81 -_Tp(691UL) / _Tp(2730UL), _Tp(0UL),
82 _Tp(7UL) / _Tp(6UL), _Tp(0UL),
83 -_Tp(3617UL) / _Tp(510UL), _Tp(0UL),
84 _Tp(43867UL) / _Tp(798UL), _Tp(0UL),
85 -_Tp(174611) / _Tp(330UL), _Tp(0UL),
86 _Tp(854513UL) / _Tp(138UL), _Tp(0UL),
87 -_Tp(236364091UL) / _Tp(2730UL), _Tp(0UL),
88 _Tp(8553103UL) / _Tp(6UL), _Tp(0UL)
89 };
90
91 if (__n == 0)
92 return _Tp(1);
93
94 if (__n == 1)
95 return -_Tp(1) / _Tp(2);
96
97 // Take care of the rest of the odd ones.
98 if (__n % 2 == 1)
99 return _Tp(0);
100
101 // Take care of some small evens that are painful for the series.
102 if (__n < 28)
103 return __num[__n];
104
105
106 _Tp __fact = _Tp(1);
107 if ((__n / 2) % 2 == 0)
108 __fact *= _Tp(-1);
109 for (unsigned int __k = 1; __k <= __n; ++__k)
110 __fact *= __k / (_Tp(2) * __numeric_constants<_Tp>::__pi());
111 __fact *= _Tp(2);
112
113 _Tp __sum = _Tp(0);
114 for (unsigned int __i = 1; __i < 1000; ++__i)
115 {
116 _Tp __term = std::pow(_Tp(__i), -_Tp(__n));
117 if (__term < std::numeric_limits<_Tp>::epsilon())
118 break;
119 __sum += __term;
120 }
121
122 return __fact * __sum;
123 }
124
125
126 /**
127 * @brief This returns Bernoulli number \f$B_n\f$.
128 *
129 * @param __n the order n of the Bernoulli number.
130 * @return The Bernoulli number of order n.
131 */
132 template<typename _Tp>
133 inline _Tp
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134 __bernoulli(int __n)
135 { return __bernoulli_series<_Tp>(__n); }
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136
137
138 /**
139 * @brief Return \f$log(\Gamma(x))\f$ by asymptotic expansion
140 * with Bernoulli number coefficients. This is like
141 * Sterling's approximation.
142 *
143 * @param __x The argument of the log of the gamma function.
144 * @return The logarithm of the gamma function.
145 */
146 template<typename _Tp>
147 _Tp
be59c932 148 __log_gamma_bernoulli(_Tp __x)
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149 {
150 _Tp __lg = (__x - _Tp(0.5L)) * std::log(__x) - __x
151 + _Tp(0.5L) * std::log(_Tp(2)
152 * __numeric_constants<_Tp>::__pi());
153
154 const _Tp __xx = __x * __x;
155 _Tp __help = _Tp(1) / __x;
156 for ( unsigned int __i = 1; __i < 20; ++__i )
157 {
158 const _Tp __2i = _Tp(2 * __i);
159 __help /= __2i * (__2i - _Tp(1)) * __xx;
160 __lg += __bernoulli<_Tp>(2 * __i) * __help;
161 }
162
163 return __lg;
164 }
165
166
167 /**
168 * @brief Return \f$log(\Gamma(x))\f$ by the Lanczos method.
169 * This method dominates all others on the positive axis I think.
170 *
171 * @param __x The argument of the log of the gamma function.
172 * @return The logarithm of the gamma function.
173 */
174 template<typename _Tp>
175 _Tp
be59c932 176 __log_gamma_lanczos(_Tp __x)
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177 {
178 const _Tp __xm1 = __x - _Tp(1);
179
180 static const _Tp __lanczos_cheb_7[9] = {
181 _Tp( 0.99999999999980993227684700473478L),
182 _Tp( 676.520368121885098567009190444019L),
183 _Tp(-1259.13921672240287047156078755283L),
184 _Tp( 771.3234287776530788486528258894L),
185 _Tp(-176.61502916214059906584551354L),
186 _Tp( 12.507343278686904814458936853L),
187 _Tp(-0.13857109526572011689554707L),
188 _Tp( 9.984369578019570859563e-6L),
189 _Tp( 1.50563273514931155834e-7L)
190 };
191
192 static const _Tp __LOGROOT2PI
193 = _Tp(0.9189385332046727417803297364056176L);
194
195 _Tp __sum = __lanczos_cheb_7[0];
196 for(unsigned int __k = 1; __k < 9; ++__k)
197 __sum += __lanczos_cheb_7[__k] / (__xm1 + __k);
198
199 const _Tp __term1 = (__xm1 + _Tp(0.5L))
200 * std::log((__xm1 + _Tp(7.5L))
201 / __numeric_constants<_Tp>::__euler());
202 const _Tp __term2 = __LOGROOT2PI + std::log(__sum);
203 const _Tp __result = __term1 + (__term2 - _Tp(7));
204
205 return __result;
206 }
207
208
209 /**
210 * @brief Return \f$ log(|\Gamma(x)|) \f$.
211 * This will return values even for \f$ x < 0 \f$.
212 * To recover the sign of \f$ \Gamma(x) \f$ for
213 * any argument use @a __log_gamma_sign.
214 *
215 * @param __x The argument of the log of the gamma function.
216 * @return The logarithm of the gamma function.
217 */
218 template<typename _Tp>
219 _Tp
be59c932 220 __log_gamma(_Tp __x)
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221 {
222 if (__x > _Tp(0.5L))
223 return __log_gamma_lanczos(__x);
224 else
225 {
226 const _Tp __sin_fact
227 = std::abs(std::sin(__numeric_constants<_Tp>::__pi() * __x));
228 if (__sin_fact == _Tp(0))
229 std::__throw_domain_error(__N("Argument is nonpositive integer "
230 "in __log_gamma"));
231 return __numeric_constants<_Tp>::__lnpi()
232 - std::log(__sin_fact)
233 - __log_gamma_lanczos(_Tp(1) - __x);
234 }
235 }
236
237
238 /**
239 * @brief Return the sign of \f$ \Gamma(x) \f$.
240 * At nonpositive integers zero is returned.
241 *
242 * @param __x The argument of the gamma function.
243 * @return The sign of the gamma function.
244 */
245 template<typename _Tp>
246 _Tp
be59c932 247 __log_gamma_sign(_Tp __x)
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248 {
249 if (__x > _Tp(0))
250 return _Tp(1);
251 else
252 {
253 const _Tp __sin_fact
254 = std::sin(__numeric_constants<_Tp>::__pi() * __x);
255 if (__sin_fact > _Tp(0))
256 return (1);
257 else if (__sin_fact < _Tp(0))
258 return -_Tp(1);
259 else
260 return _Tp(0);
261 }
262 }
263
264
265 /**
266 * @brief Return the logarithm of the binomial coefficient.
267 * The binomial coefficient is given by:
268 * @f[
269 * \left( \right) = \frac{n!}{(n-k)! k!}
270 * @f]
271 *
272 * @param __n The first argument of the binomial coefficient.
273 * @param __k The second argument of the binomial coefficient.
274 * @return The binomial coefficient.
275 */
276 template<typename _Tp>
277 _Tp
be59c932 278 __log_bincoef(unsigned int __n, unsigned int __k)
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279 {
280 // Max e exponent before overflow.
281 static const _Tp __max_bincoeff
282 = std::numeric_limits<_Tp>::max_exponent10
283 * std::log(_Tp(10)) - _Tp(1);
284#if _GLIBCXX_USE_C99_MATH_TR1
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285 _Tp __coeff = std::tr1::lgamma(_Tp(1 + __n))
286 - std::tr1::lgamma(_Tp(1 + __k))
287 - std::tr1::lgamma(_Tp(1 + __n - __k));
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288#else
289 _Tp __coeff = __log_gamma(_Tp(1 + __n))
290 - __log_gamma(_Tp(1 + __k))
291 - __log_gamma(_Tp(1 + __n - __k));
292#endif
293 }
294
295
296 /**
297 * @brief Return the binomial coefficient.
298 * The binomial coefficient is given by:
299 * @f[
300 * \left( \right) = \frac{n!}{(n-k)! k!}
301 * @f]
302 *
303 * @param __n The first argument of the binomial coefficient.
304 * @param __k The second argument of the binomial coefficient.
305 * @return The binomial coefficient.
306 */
307 template<typename _Tp>
308 _Tp
be59c932 309 __bincoef(unsigned int __n, unsigned int __k)
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310 {
311 // Max e exponent before overflow.
312 static const _Tp __max_bincoeff
313 = std::numeric_limits<_Tp>::max_exponent10
314 * std::log(_Tp(10)) - _Tp(1);
315
316 const _Tp __log_coeff = __log_bincoef<_Tp>(__n, __k);
317 if (__log_coeff > __max_bincoeff)
318 return std::numeric_limits<_Tp>::quiet_NaN();
319 else
320 return std::exp(__log_coeff);
321 }
322
323
324 /**
325 * @brief Return \f$ \Gamma(x) \f$.
326 *
327 * @param __x The argument of the gamma function.
328 * @return The gamma function.
329 */
330 template<typename _Tp>
331 inline _Tp
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332 __gamma(_Tp __x)
333 { return std::exp(__log_gamma(__x)); }
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334
335
336 /**
337 * @brief Return the digamma function by series expansion.
338 * The digamma or @f$ \psi(x) @f$ function is defined by
339 * @f[
340 * \psi(x) = \frac{\Gamma'(x)}{\Gamma(x)}
341 * @f]
342 *
343 * The series is given by:
344 * @f[
345 * \psi(x) = -\gamma_E - \frac{1}{x}
346 * \sum_{k=1}^{\infty} \frac{x}{k(x + k)}
347 * @f]
348 */
349 template<typename _Tp>
350 _Tp
be59c932 351 __psi_series(_Tp __x)
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352 {
353 _Tp __sum = -__numeric_constants<_Tp>::__gamma_e() - _Tp(1) / __x;
354 const unsigned int __max_iter = 100000;
355 for (unsigned int __k = 1; __k < __max_iter; ++__k)
356 {
357 const _Tp __term = __x / (__k * (__k + __x));
358 __sum += __term;
359 if (std::abs(__term / __sum) < std::numeric_limits<_Tp>::epsilon())
360 break;
361 }
362 return __sum;
363 }
364
365
366 /**
367 * @brief Return the digamma function for large argument.
368 * The digamma or @f$ \psi(x) @f$ function is defined by
369 * @f[
6165bbdd 370 * \psi(x) = \frac{\Gamma'(x)}{\Gamma(x)}
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371 * @f]
372 *
373 * The asymptotic series is given by:
374 * @f[
375 * \psi(x) = \ln(x) - \frac{1}{2x}
376 * - \sum_{n=1}^{\infty} \frac{B_{2n}}{2 n x^{2n}}
377 * @f]
378 */
379 template<typename _Tp>
380 _Tp
be59c932 381 __psi_asymp(_Tp __x)
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382 {
383 _Tp __sum = std::log(__x) - _Tp(0.5L) / __x;
384 const _Tp __xx = __x * __x;
385 _Tp __xp = __xx;
386 const unsigned int __max_iter = 100;
387 for (unsigned int __k = 1; __k < __max_iter; ++__k)
388 {
389 const _Tp __term = __bernoulli<_Tp>(2 * __k) / (2 * __k * __xp);
390 __sum -= __term;
391 if (std::abs(__term / __sum) < std::numeric_limits<_Tp>::epsilon())
392 break;
393 __xp *= __xx;
394 }
395 return __sum;
396 }
397
398
399 /**
400 * @brief Return the digamma function.
401 * The digamma or @f$ \psi(x) @f$ function is defined by
402 * @f[
6165bbdd 403 * \psi(x) = \frac{\Gamma'(x)}{\Gamma(x)}
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404 * @f]
405 * For negative argument the reflection formula is used:
406 * @f[
407 * \psi(x) = \psi(1-x) - \pi \cot(\pi x)
408 * @f]
409 */
410 template<typename _Tp>
411 _Tp
be59c932 412 __psi(_Tp __x)
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413 {
414 const int __n = static_cast<int>(__x + 0.5L);
415 const _Tp __eps = _Tp(4) * std::numeric_limits<_Tp>::epsilon();
416 if (__n <= 0 && std::abs(__x - _Tp(__n)) < __eps)
417 return std::numeric_limits<_Tp>::quiet_NaN();
418 else if (__x < _Tp(0))
419 {
420 const _Tp __pi = __numeric_constants<_Tp>::__pi();
421 return __psi(_Tp(1) - __x)
422 - __pi * std::cos(__pi * __x) / std::sin(__pi * __x);
423 }
424 else if (__x > _Tp(100))
425 return __psi_asymp(__x);
426 else
427 return __psi_series(__x);
428 }
429
430
431 /**
432 * @brief Return the polygamma function @f$ \psi^{(n)}(x) @f$.
433 *
434 * The polygamma function is related to the Hurwitz zeta function:
435 * @f[
436 * \psi^{(n)}(x) = (-1)^{n+1} m! \zeta(m+1,x)
437 * @f]
438 */
439 template<typename _Tp>
440 _Tp
be59c932 441 __psi(unsigned int __n, _Tp __x)
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442 {
443 if (__x <= _Tp(0))
444 std::__throw_domain_error(__N("Argument out of range "
445 "in __psi"));
446 else if (__n == 0)
447 return __psi(__x);
448 else
449 {
450 const _Tp __hzeta = __hurwitz_zeta(_Tp(__n + 1), __x);
451#if _GLIBCXX_USE_C99_MATH_TR1
e133ace8 452 const _Tp __ln_nfact = std::tr1::lgamma(_Tp(__n + 1));
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453#else
454 const _Tp __ln_nfact = __log_gamma(_Tp(__n + 1));
455#endif
456 _Tp __result = std::exp(__ln_nfact) * __hzeta;
457 if (__n % 2 == 1)
458 __result = -__result;
459 return __result;
460 }
461 }
462
12ffa228 463 _GLIBCXX_END_NAMESPACE_VERSION
7c62b943 464 } // namespace std::tr1::__detail
e133ace8 465}
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466}
467
a15afcc6 468#endif // _GLIBCXX_TR1_GAMMA_TCC
7c62b943 469