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1// Special functions -*- C++ -*-
2
3// Copyright (C) 2006-2007
4// Free Software Foundation, Inc.
5//
6// This file is part of the GNU ISO C++ Library. This library is free
7// software; you can redistribute it and/or modify it under the
8// terms of the GNU General Public License as published by the
9// Free Software Foundation; either version 2, or (at your option)
10// any later version.
11//
12// This library is distributed in the hope that it will be useful,
13// but WITHOUT ANY WARRANTY; without even the implied warranty of
14// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
15// GNU General Public License for more details.
16//
17// You should have received a copy of the GNU General Public License along
18// with this library; see the file COPYING. If not, write to the Free
19// Software Foundation, 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301,
20// USA.
21//
22// As a special exception, you may use this file as part of a free software
23// library without restriction. Specifically, if other files instantiate
24// templates or use macros or inline functions from this file, or you compile
25// this file and link it with other files to produce an executable, this
26// file does not by itself cause the resulting executable to be covered by
27// the GNU General Public License. This exception does not however
28// invalidate any other reasons why the executable file might be covered by
29// the GNU General Public License.
30
31/** @file tr1/gamma.tcc
32 * This is an internal header file, included by other library headers.
33 * You should not attempt to use it directly.
34 */
35
36//
37// ISO C++ 14882 TR1: 5.2 Special functions
38//
39
40// Written by Edward Smith-Rowland based on:
41// (1) Handbook of Mathematical Functions,
42// ed. Milton Abramowitz and Irene A. Stegun,
43// Dover Publications,
44// Section 6, pp. 253-266
45// (2) The Gnu Scientific Library, http://www.gnu.org/software/gsl
46// (3) Numerical Recipes in C, by W. H. Press, S. A. Teukolsky,
47// W. T. Vetterling, B. P. Flannery, Cambridge University Press (1992),
48// 2nd ed, pp. 213-216
49// (4) Gamma, Exploring Euler's Constant, Julian Havil,
50// Princeton, 2003.
51
52#ifndef _TR1_GAMMA_TCC
53#define _TR1_GAMMA_TCC 1
54
55#include "special_function_util.h"
56
57namespace std
58{
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59namespace tr1
60{
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61
62 /**
63 * @ingroup tr1_math_spec_func
64 * @{
65 */
66
67 //
68 // Implementation-space details.
69 //
70 namespace __detail
71 {
72
73 /**
74 * @brief This returns Bernoulli numbers from a table or by summation
75 * for larger values.
76 *
77 * Recursion is unstable.
78 *
79 * @param __n the order n of the Bernoulli number.
80 * @return The Bernoulli number of order n.
81 */
82 template <typename _Tp>
83 _Tp __bernoulli_series(unsigned int __n)
84 {
85
86 static const _Tp __num[28] = {
87 _Tp(1UL), -_Tp(1UL) / _Tp(2UL),
88 _Tp(1UL) / _Tp(6UL), _Tp(0UL),
89 -_Tp(1UL) / _Tp(30UL), _Tp(0UL),
90 _Tp(1UL) / _Tp(42UL), _Tp(0UL),
91 -_Tp(1UL) / _Tp(30UL), _Tp(0UL),
92 _Tp(5UL) / _Tp(66UL), _Tp(0UL),
93 -_Tp(691UL) / _Tp(2730UL), _Tp(0UL),
94 _Tp(7UL) / _Tp(6UL), _Tp(0UL),
95 -_Tp(3617UL) / _Tp(510UL), _Tp(0UL),
96 _Tp(43867UL) / _Tp(798UL), _Tp(0UL),
97 -_Tp(174611) / _Tp(330UL), _Tp(0UL),
98 _Tp(854513UL) / _Tp(138UL), _Tp(0UL),
99 -_Tp(236364091UL) / _Tp(2730UL), _Tp(0UL),
100 _Tp(8553103UL) / _Tp(6UL), _Tp(0UL)
101 };
102
103 if (__n == 0)
104 return _Tp(1);
105
106 if (__n == 1)
107 return -_Tp(1) / _Tp(2);
108
109 // Take care of the rest of the odd ones.
110 if (__n % 2 == 1)
111 return _Tp(0);
112
113 // Take care of some small evens that are painful for the series.
114 if (__n < 28)
115 return __num[__n];
116
117
118 _Tp __fact = _Tp(1);
119 if ((__n / 2) % 2 == 0)
120 __fact *= _Tp(-1);
121 for (unsigned int __k = 1; __k <= __n; ++__k)
122 __fact *= __k / (_Tp(2) * __numeric_constants<_Tp>::__pi());
123 __fact *= _Tp(2);
124
125 _Tp __sum = _Tp(0);
126 for (unsigned int __i = 1; __i < 1000; ++__i)
127 {
128 _Tp __term = std::pow(_Tp(__i), -_Tp(__n));
129 if (__term < std::numeric_limits<_Tp>::epsilon())
130 break;
131 __sum += __term;
132 }
133
134 return __fact * __sum;
135 }
136
137
138 /**
139 * @brief This returns Bernoulli number \f$B_n\f$.
140 *
141 * @param __n the order n of the Bernoulli number.
142 * @return The Bernoulli number of order n.
143 */
144 template<typename _Tp>
145 inline _Tp
146 __bernoulli(const int __n)
147 {
148 return __bernoulli_series<_Tp>(__n);
149 }
150
151
152 /**
153 * @brief Return \f$log(\Gamma(x))\f$ by asymptotic expansion
154 * with Bernoulli number coefficients. This is like
155 * Sterling's approximation.
156 *
157 * @param __x The argument of the log of the gamma function.
158 * @return The logarithm of the gamma function.
159 */
160 template<typename _Tp>
161 _Tp
162 __log_gamma_bernoulli(const _Tp __x)
163 {
164 _Tp __lg = (__x - _Tp(0.5L)) * std::log(__x) - __x
165 + _Tp(0.5L) * std::log(_Tp(2)
166 * __numeric_constants<_Tp>::__pi());
167
168 const _Tp __xx = __x * __x;
169 _Tp __help = _Tp(1) / __x;
170 for ( unsigned int __i = 1; __i < 20; ++__i )
171 {
172 const _Tp __2i = _Tp(2 * __i);
173 __help /= __2i * (__2i - _Tp(1)) * __xx;
174 __lg += __bernoulli<_Tp>(2 * __i) * __help;
175 }
176
177 return __lg;
178 }
179
180
181 /**
182 * @brief Return \f$log(\Gamma(x))\f$ by the Lanczos method.
183 * This method dominates all others on the positive axis I think.
184 *
185 * @param __x The argument of the log of the gamma function.
186 * @return The logarithm of the gamma function.
187 */
188 template<typename _Tp>
189 _Tp
190 __log_gamma_lanczos(const _Tp __x)
191 {
192 const _Tp __xm1 = __x - _Tp(1);
193
194 static const _Tp __lanczos_cheb_7[9] = {
195 _Tp( 0.99999999999980993227684700473478L),
196 _Tp( 676.520368121885098567009190444019L),
197 _Tp(-1259.13921672240287047156078755283L),
198 _Tp( 771.3234287776530788486528258894L),
199 _Tp(-176.61502916214059906584551354L),
200 _Tp( 12.507343278686904814458936853L),
201 _Tp(-0.13857109526572011689554707L),
202 _Tp( 9.984369578019570859563e-6L),
203 _Tp( 1.50563273514931155834e-7L)
204 };
205
206 static const _Tp __LOGROOT2PI
207 = _Tp(0.9189385332046727417803297364056176L);
208
209 _Tp __sum = __lanczos_cheb_7[0];
210 for(unsigned int __k = 1; __k < 9; ++__k)
211 __sum += __lanczos_cheb_7[__k] / (__xm1 + __k);
212
213 const _Tp __term1 = (__xm1 + _Tp(0.5L))
214 * std::log((__xm1 + _Tp(7.5L))
215 / __numeric_constants<_Tp>::__euler());
216 const _Tp __term2 = __LOGROOT2PI + std::log(__sum);
217 const _Tp __result = __term1 + (__term2 - _Tp(7));
218
219 return __result;
220 }
221
222
223 /**
224 * @brief Return \f$ log(|\Gamma(x)|) \f$.
225 * This will return values even for \f$ x < 0 \f$.
226 * To recover the sign of \f$ \Gamma(x) \f$ for
227 * any argument use @a __log_gamma_sign.
228 *
229 * @param __x The argument of the log of the gamma function.
230 * @return The logarithm of the gamma function.
231 */
232 template<typename _Tp>
233 _Tp
234 __log_gamma(const _Tp __x)
235 {
236 if (__x > _Tp(0.5L))
237 return __log_gamma_lanczos(__x);
238 else
239 {
240 const _Tp __sin_fact
241 = std::abs(std::sin(__numeric_constants<_Tp>::__pi() * __x));
242 if (__sin_fact == _Tp(0))
243 std::__throw_domain_error(__N("Argument is nonpositive integer "
244 "in __log_gamma"));
245 return __numeric_constants<_Tp>::__lnpi()
246 - std::log(__sin_fact)
247 - __log_gamma_lanczos(_Tp(1) - __x);
248 }
249 }
250
251
252 /**
253 * @brief Return the sign of \f$ \Gamma(x) \f$.
254 * At nonpositive integers zero is returned.
255 *
256 * @param __x The argument of the gamma function.
257 * @return The sign of the gamma function.
258 */
259 template<typename _Tp>
260 _Tp
261 __log_gamma_sign(const _Tp __x)
262 {
263 if (__x > _Tp(0))
264 return _Tp(1);
265 else
266 {
267 const _Tp __sin_fact
268 = std::sin(__numeric_constants<_Tp>::__pi() * __x);
269 if (__sin_fact > _Tp(0))
270 return (1);
271 else if (__sin_fact < _Tp(0))
272 return -_Tp(1);
273 else
274 return _Tp(0);
275 }
276 }
277
278
279 /**
280 * @brief Return the logarithm of the binomial coefficient.
281 * The binomial coefficient is given by:
282 * @f[
283 * \left( \right) = \frac{n!}{(n-k)! k!}
284 * @f]
285 *
286 * @param __n The first argument of the binomial coefficient.
287 * @param __k The second argument of the binomial coefficient.
288 * @return The binomial coefficient.
289 */
290 template<typename _Tp>
291 _Tp
292 __log_bincoef(const unsigned int __n, const unsigned int __k)
293 {
294 // Max e exponent before overflow.
295 static const _Tp __max_bincoeff
296 = std::numeric_limits<_Tp>::max_exponent10
297 * std::log(_Tp(10)) - _Tp(1);
298#if _GLIBCXX_USE_C99_MATH_TR1
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299 _Tp __coeff = std::tr1::lgamma(_Tp(1 + __n))
300 - std::tr1::lgamma(_Tp(1 + __k))
301 - std::tr1::lgamma(_Tp(1 + __n - __k));
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302#else
303 _Tp __coeff = __log_gamma(_Tp(1 + __n))
304 - __log_gamma(_Tp(1 + __k))
305 - __log_gamma(_Tp(1 + __n - __k));
306#endif
307 }
308
309
310 /**
311 * @brief Return the binomial coefficient.
312 * The binomial coefficient is given by:
313 * @f[
314 * \left( \right) = \frac{n!}{(n-k)! k!}
315 * @f]
316 *
317 * @param __n The first argument of the binomial coefficient.
318 * @param __k The second argument of the binomial coefficient.
319 * @return The binomial coefficient.
320 */
321 template<typename _Tp>
322 _Tp
323 __bincoef(const unsigned int __n, const unsigned int __k)
324 {
325 // Max e exponent before overflow.
326 static const _Tp __max_bincoeff
327 = std::numeric_limits<_Tp>::max_exponent10
328 * std::log(_Tp(10)) - _Tp(1);
329
330 const _Tp __log_coeff = __log_bincoef<_Tp>(__n, __k);
331 if (__log_coeff > __max_bincoeff)
332 return std::numeric_limits<_Tp>::quiet_NaN();
333 else
334 return std::exp(__log_coeff);
335 }
336
337
338 /**
339 * @brief Return \f$ \Gamma(x) \f$.
340 *
341 * @param __x The argument of the gamma function.
342 * @return The gamma function.
343 */
344 template<typename _Tp>
345 inline _Tp
346 __gamma(const _Tp __x)
347 {
348 return std::exp(__log_gamma(__x));
349 }
350
351
352 /**
353 * @brief Return the digamma function by series expansion.
354 * The digamma or @f$ \psi(x) @f$ function is defined by
355 * @f[
356 * \psi(x) = \frac{\Gamma'(x)}{\Gamma(x)}
357 * @f]
358 *
359 * The series is given by:
360 * @f[
361 * \psi(x) = -\gamma_E - \frac{1}{x}
362 * \sum_{k=1}^{\infty} \frac{x}{k(x + k)}
363 * @f]
364 */
365 template<typename _Tp>
366 _Tp
367 __psi_series(const _Tp __x)
368 {
369 _Tp __sum = -__numeric_constants<_Tp>::__gamma_e() - _Tp(1) / __x;
370 const unsigned int __max_iter = 100000;
371 for (unsigned int __k = 1; __k < __max_iter; ++__k)
372 {
373 const _Tp __term = __x / (__k * (__k + __x));
374 __sum += __term;
375 if (std::abs(__term / __sum) < std::numeric_limits<_Tp>::epsilon())
376 break;
377 }
378 return __sum;
379 }
380
381
382 /**
383 * @brief Return the digamma function for large argument.
384 * The digamma or @f$ \psi(x) @f$ function is defined by
385 * @f[
386 * \psi(x) = \frac{Gamma'(x)}{\Gamma(x)}
387 * @f]
388 *
389 * The asymptotic series is given by:
390 * @f[
391 * \psi(x) = \ln(x) - \frac{1}{2x}
392 * - \sum_{n=1}^{\infty} \frac{B_{2n}}{2 n x^{2n}}
393 * @f]
394 */
395 template<typename _Tp>
396 _Tp
397 __psi_asymp(const _Tp __x)
398 {
399 _Tp __sum = std::log(__x) - _Tp(0.5L) / __x;
400 const _Tp __xx = __x * __x;
401 _Tp __xp = __xx;
402 const unsigned int __max_iter = 100;
403 for (unsigned int __k = 1; __k < __max_iter; ++__k)
404 {
405 const _Tp __term = __bernoulli<_Tp>(2 * __k) / (2 * __k * __xp);
406 __sum -= __term;
407 if (std::abs(__term / __sum) < std::numeric_limits<_Tp>::epsilon())
408 break;
409 __xp *= __xx;
410 }
411 return __sum;
412 }
413
414
415 /**
416 * @brief Return the digamma function.
417 * The digamma or @f$ \psi(x) @f$ function is defined by
418 * @f[
419 * \psi(x) = \frac{Gamma'(x)}{\Gamma(x)}
420 * @f]
421 * For negative argument the reflection formula is used:
422 * @f[
423 * \psi(x) = \psi(1-x) - \pi \cot(\pi x)
424 * @f]
425 */
426 template<typename _Tp>
427 _Tp
428 __psi(const _Tp __x)
429 {
430 const int __n = static_cast<int>(__x + 0.5L);
431 const _Tp __eps = _Tp(4) * std::numeric_limits<_Tp>::epsilon();
432 if (__n <= 0 && std::abs(__x - _Tp(__n)) < __eps)
433 return std::numeric_limits<_Tp>::quiet_NaN();
434 else if (__x < _Tp(0))
435 {
436 const _Tp __pi = __numeric_constants<_Tp>::__pi();
437 return __psi(_Tp(1) - __x)
438 - __pi * std::cos(__pi * __x) / std::sin(__pi * __x);
439 }
440 else if (__x > _Tp(100))
441 return __psi_asymp(__x);
442 else
443 return __psi_series(__x);
444 }
445
446
447 /**
448 * @brief Return the polygamma function @f$ \psi^{(n)}(x) @f$.
449 *
450 * The polygamma function is related to the Hurwitz zeta function:
451 * @f[
452 * \psi^{(n)}(x) = (-1)^{n+1} m! \zeta(m+1,x)
453 * @f]
454 */
455 template<typename _Tp>
456 _Tp
457 __psi(const unsigned int __n, const _Tp __x)
458 {
459 if (__x <= _Tp(0))
460 std::__throw_domain_error(__N("Argument out of range "
461 "in __psi"));
462 else if (__n == 0)
463 return __psi(__x);
464 else
465 {
466 const _Tp __hzeta = __hurwitz_zeta(_Tp(__n + 1), __x);
467#if _GLIBCXX_USE_C99_MATH_TR1
e133ace8 468 const _Tp __ln_nfact = std::tr1::lgamma(_Tp(__n + 1));
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469#else
470 const _Tp __ln_nfact = __log_gamma(_Tp(__n + 1));
471#endif
472 _Tp __result = std::exp(__ln_nfact) * __hzeta;
473 if (__n % 2 == 1)
474 __result = -__result;
475 return __result;
476 }
477 }
478
479 } // namespace std::tr1::__detail
480
481 /* @} */ // group tr1_math_spec_func
482
e133ace8 483}
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484}
485
486#endif // _TR1_GAMMA_TCC
487