#include #include #include "include/cephes.h" static const double rel_error = 1E-12; double MACHEP = 1.11022302462515654042E-16; // 2**-53 double MAXLOG = 7.09782712893383996732224E2; // log(MAXNUM) double MAXNUM = 1.7976931348623158E308; // 2**1024*(1-MACHEP) double PI = 3.14159265358979323846; // pi, duh! static double big = 4.503599627370496e15; static double biginv = 2.22044604925031308085e-16; int sgngam = 0; double cephes_igamc(double a, double x) { double ans, ax, c, yc, r, t, y, z; double pk, pkm1, pkm2, qk, qkm1, qkm2; if ( (x <= 0) || ( a <= 0) ) return( 1.0 ); if ( (x < 1.0) || (x < a) ) return( 1.e0 - cephes_igam(a,x) ); ax = a * log(x) - x - cephes_lgam(a); if ( ax < -MAXLOG ) { printf("igamc: UNDERFLOW\n"); return 0.0; } ax = exp(ax); /* continued fraction */ y = 1.0 - a; z = x + y + 1.0; c = 0.0; pkm2 = 1.0; qkm2 = x; pkm1 = x + 1.0; qkm1 = z * x; ans = pkm1/qkm1; do { c += 1.0; y += 1.0; z += 2.0; yc = y * c; pk = pkm1 * z - pkm2 * yc; qk = qkm1 * z - qkm2 * yc; if ( qk != 0 ) { r = pk/qk; t = fabs( (ans - r)/r ); ans = r; } else t = 1.0; pkm2 = pkm1; pkm1 = pk; qkm2 = qkm1; qkm1 = qk; if ( fabs(pk) > big ) { pkm2 *= biginv; pkm1 *= biginv; qkm2 *= biginv; qkm1 *= biginv; } } while ( t > MACHEP ); return ans*ax; } double cephes_igam(double a, double x) { double ans, ax, c, r; if ( (x <= 0) || ( a <= 0) ) return 0.0; if ( (x > 1.0) && (x > a ) ) return 1.e0 - cephes_igamc(a,x); /* Compute x**a * exp(-x) / gamma(a) */ ax = a * log(x) - x - cephes_lgam(a); if ( ax < -MAXLOG ) { printf("igam: UNDERFLOW\n"); return 0.0; } ax = exp(ax); /* power series */ r = a; c = 1.0; ans = 1.0; do { r += 1.0; c *= x/r; ans += c; } while ( c/ans > MACHEP ); return ans * ax/a; } union A_Array { double d[5]; unsigned short us[20]; }; union BC_Array { double d[6]; unsigned short us[24]; }; /* A[]: Stirling's formula expansion of log gamma * B[], C[]: log gamma function between 2 and 3 */ /**/ static union A_Array A = { .us = { 0x6661,0x2733,0x9850,0x3f4a, 0xe943,0xb580,0x7fbd,0xbf43, 0x5ebb,0x20dc,0x019f,0x3f4a, 0xa5a1,0x16b0,0xc16c,0xbf66, 0x554b,0x5555,0x5555,0x3fb5 } }; static union BC_Array B = { .us = { 0x6761,0x8ff3,0x8901,0xc095, 0xb93e,0x355b,0xf234,0xc0e2, 0x89e5,0xf890,0x3d73,0xc114, 0xdb51,0xf994,0xbc82,0xc131, 0xf20b,0x0219,0x4589,0xc13a, 0x055e,0x5418,0x0c67,0xc12a } }; static union BC_Array C = { /*0x0000,0x0000,0x0000,0x3ff0,*/ .us = { 0x12b2,0x1cf3,0xfd0d,0xc075, 0xd757,0x7b89,0xaa0d,0xc0d0, 0x4c9b,0xb974,0xeb84,0xc10a, 0x0043,0x7195,0x6286,0xc131, 0xf34c,0x892f,0x5255,0xc143, 0xe14a,0x6a11,0xce4b,0xc13e } }; #define MAXLGM 2.556348e305 /* Logarithm of gamma function */ double cephes_lgam(double x) { double p, q, u, w, z; int i; sgngam = 1; if ( x < -34.0 ) { q = -x; w = cephes_lgam(q); /* note this modifies sgngam! */ p = floor(q); if ( p == q ) { lgsing: goto loverf; } i = (int)p; if ( (i & 1) == 0 ) sgngam = -1; else sgngam = 1; z = q - p; if ( z > 0.5 ) { p += 1.0; z = p - q; } z = q * sin( PI * z ); if ( z == 0.0 ) goto lgsing; /* z = log(PI) - log( z ) - w;*/ z = log(PI) - log( z ) - w; return z; } if ( x < 13.0 ) { z = 1.0; p = 0.0; u = x; while ( u >= 3.0 ) { p -= 1.0; u = x + p; z *= u; } while ( u < 2.0 ) { if ( u == 0.0 ) goto lgsing; z /= u; p += 1.0; u = x + p; } if ( z < 0.0 ) { sgngam = -1; z = -z; } else sgngam = 1; if ( u == 2.0 ) return( log(z) ); p -= 2.0; x = x + p; p = x * cephes_polevl( x, (double *)B.d, 5 ) / cephes_p1evl( x, (double *)C.d, 6); return log(z) + p; } if ( x > MAXLGM ) { loverf: printf("lgam: OVERFLOW\n"); return sgngam * MAXNUM; } q = ( x - 0.5 ) * log(x) - x + log( sqrt( 2*PI ) ); if ( x > 1.0e8 ) return q; p = 1.0/(x*x); if ( x >= 1000.0 ) q += (( 7.9365079365079365079365e-4 * p - 2.7777777777777777777778e-3) *p + 0.0833333333333333333333) / x; else q += cephes_polevl( p, (double *)A.d, 4 ) / x; return q; } double cephes_polevl(double x, double *coef, int N) { double ans; int i; double *p; p = coef; ans = *p++; i = N; do ans = ans * x + *p++; while ( --i ); return ans; } double cephes_p1evl(double x, double *coef, int N) { double ans; double *p; int i; p = coef; ans = x + *p++; i = N-1; do ans = ans * x + *p++; while ( --i ); return ans; } double cephes_erf(double x) { static const double two_sqrtpi = 1.128379167095512574; double sum = x, term = x, xsqr = x * x; int j = 1; if ( fabs(x) > 2.2 ) return 1.0 - cephes_erfc(x); do { term *= xsqr/j; sum -= term/(2*j+1); j++; term *= xsqr/j; sum += term/(2*j+1); j++; } while ( fabs(term)/sum > rel_error ); return two_sqrtpi*sum; } double cephes_erfc(double x) { static const double one_sqrtpi = 0.564189583547756287; double a = 1, b = x, c = x, d = x*x + 0.5; double q1, q2 = b/d, n = 1.0, t; if ( fabs(x) < 2.2 ) return 1.0 - cephes_erf(x); if ( x < 0 ) return 2.0 - cephes_erfc(-x); do { t = a*n + b*x; a = b; b = t; t = c*n + d*x; c = d; d = t; n += 0.5; q1 = q2; q2 = b/d; } while ( fabs(q1-q2)/q2 > rel_error ); return one_sqrtpi*exp(-x*x)*q2; } double cephes_normal(double x) { double arg, result, sqrt2=1.414213562373095048801688724209698078569672; if (x > 0) { arg = x/sqrt2; result = 0.5 * ( 1 + erf(arg) ); } else { arg = -x/sqrt2; result = 0.5 * (erfc(arg) ); } return( result); }