nuttx/libc/math/lib_gamma.c
2017-08-08 07:02:39 -06:00

324 lines
8.7 KiB
C

/****************************************************************************
* libc/math/lib_gamma.c
*
* Ported to NuttX from FreeBSD by Alan Carvalho de Assis:
*
* Redistribution and use in source and binary forms, with or without
* modification, are permitted provided that the following conditions
* are met:
*
* 1. Redistributions of source code must retain the above copyright
* notice, this list of conditions and the following disclaimer.
* 2. Redistributions in binary form must reproduce the above copyright
* notice, this list of conditions and the following disclaimer in
* the documentation and/or other materials provided with the
* distribution.
* 3. Neither the name NuttX nor the names of its contributors may be
* used to endorse or promote products derived from this software
* without specific prior written permission.
*
* THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS
* "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT
* LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS
* FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE
* COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT,
* INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING,
* BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS
* OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED
* AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT
* LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN
* ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
* POSSIBILITY OF SUCH DAMAGE.
*
****************************************************************************/
/* "A Precision Approximation of the Gamma Function" - Cornelius Lanczos (1964)
* "Lanczos Implementation of the Gamma Function" - Paul Godfrey (2001)
* "An Analysis of the Lanczos Gamma Approximation" - Glendon Ralph Pugh (2004)
*
* approximation method:
*
* (x - 0.5) S(x)
* Gamma(x) = (x + g - 0.5) * ----------------
* exp(x + g - 0.5)
*
* with
* a1 a2 a3 aN
* S(x) ~= [ a0 + ----- + ----- + ----- + ... + ----- ]
* x + 1 x + 2 x + 3 x + N
*
* with a0, a1, a2, a3,.. aN constants which depend on g.
*
* for x < 0 the following reflection formula is used:
*
* Gamma(x)*Gamma(-x) = -pi/(x sin(pi x))
*
* most ideas and constants are from boost and python
*/
/****************************************************************************
* Included Files
****************************************************************************/
#include <nuttx/config.h>
#include <nuttx/compiler.h>
#include <sys/types.h>
#include <math.h>
#ifdef CONFIG_HAVE_DOUBLE
/****************************************************************************
* Pre-processor Definitions
****************************************************************************/
#define FORCE_EVAL(x) \
do \
{ \
if (sizeof(x) == sizeof(float)) \
{ \
volatile float __x; \
UNUSED(__x); \
__x = (x); \
} \
else if (sizeof(x) == sizeof(double)) \
{ \
volatile double __x; \
UNUSED(__x); \
__x = (x); \
} \
else \
{ \
volatile long double __x; \
UNUSED(__x); \
__x = (x); \
} \
} \
while(0)
#define N 12
/****************************************************************************
* Private Data
****************************************************************************/
static const double pi = 3.141592653589793238462643383279502884;
static const double g_gmhalf = 5.524680040776729583740234375;
static const double g_snum[N + 1] =
{
23531376880.410759688572007674451636754734846804940,
42919803642.649098768957899047001988850926355848959,
35711959237.355668049440185451547166705960488635843,
17921034426.037209699919755754458931112671403265390,
6039542586.3520280050642916443072979210699388420708,
1439720407.3117216736632230727949123939715485786772,
248874557.86205415651146038641322942321632125127801,
31426415.585400194380614231628318205362874684987640,
2876370.6289353724412254090516208496135991145378768,
186056.26539522349504029498971604569928220784236328,
8071.6720023658162106380029022722506138218516325024,
210.82427775157934587250973392071336271166969580291,
2.5066282746310002701649081771338373386264310793408,
};
static const double g_sden[N + 1] =
{
0, 39916800, 120543840, 150917976, 105258076, 45995730, 13339535,
2637558, 357423, 32670, 1925, 66, 1,
};
/* n! for small integer n */
static const double g_fact[] =
{
1, 1, 2, 6, 24, 120, 720, 5040.0, 40320.0, 362880.0, 3628800.0, 39916800.0,
479001600.0, 6227020800.0, 87178291200.0, 1307674368000.0, 20922789888000.0,
355687428096000.0, 6402373705728000.0, 121645100408832000.0,
2432902008176640000.0, 51090942171709440000.0, 1124000727777607680000.0,
};
/* S(x) rational function for positive x */
/****************************************************************************
* Private Functions
****************************************************************************/
/* sin(pi x) with x > 0x1p-100, if sin(pi*x)==0 the sign is arbitrary */
static double sinpi(double x)
{
int n;
/* argument reduction: x = |x| mod 2 */
/* spurious inexact when x is odd int */
x = x * 0.5;
x = 2 * (x - floor(x));
/* reduce x into [-.25,.25] */
n = 4 * x;
n = (n + 1) / 2;
x -= n * 0.5;
x *= pi;
switch (n)
{
default: /* case 4 */
case 0:
return __sin(x, 0, 0);
case 1:
return __cos(x, 0);
case 2:
return __sin(-x, 0, 0);
case 3:
return -__cos(x, 0);
}
}
static double s(double x)
{
double num = 0;
double den = 0;
int i;
/* to avoid overflow handle large x differently */
if (x < 8)
{
for (i = N; i >= 0; i--)
{
num = num * x + g_snum[i];
den = den * x + g_sden[i];
}
}
else
{
for (i = 0; i <= N; i++)
{
num = num / x + g_snum[i];
den = den / x + g_sden[i];
}
}
return num/den;
}
/****************************************************************************
* Public Functions
****************************************************************************/
double tgamma(double x)
{
union
{
double f;
uint64_t i;
} u;
u.f = x;
double absx;
double y;
double dy;
double z;
double r;
uint32_t ix = u.i >> 32 & 0x7fffffff;
int sign = u.i >> 63;
/* special cases */
if (ix >= 0x7ff00000)
{
/* tgamma(nan)=nan, tgamma(inf)=inf, tgamma(-inf)=nan with invalid */
return x + INFINITY;
}
if (ix < (0x3ff - 54) << 20)
{
/* |x| < 2^-54: tgamma(x) ~ 1/x, +-0 raises div-by-zero */
return 1 / x;
}
/* integer arguments */
/* raise inexact when non-integer */
if (x == floor(x))
{
if (sign)
{
return 0 / 0.0;
}
if (x <= sizeof g_fact / sizeof *g_fact)
{
return g_fact[(int)x - 1];
}
}
/* x >= 172: tgamma(x)=inf with overflow */
/* x =< -184: tgamma(x)=+-0 with underflow */
if (ix >= 0x40670000)
{
/* |x| >= 184 */
if (sign)
{
FORCE_EVAL((float)(0x1p-126 / x));
if (floor(x) * 0.5 == floor(x * 0.5))
{
return 0;
}
return -0.0;
}
x *= 0x1p1023;
return x;
}
absx = sign ? -x : x;
/* handle the error of x + g - 0.5 */
y = absx + g_gmhalf;
if (absx > g_gmhalf)
{
dy = y - absx;
dy -= g_gmhalf;
}
else
{
dy = y - g_gmhalf;
dy -= absx;
}
z = absx - 0.5;
r = s(absx) * exp(-y);
if (x < 0)
{
/* reflection formula for negative x */
/* sinpi(absx) is not 0, integers are already handled */
r = -pi / (sinpi(absx) * absx * r);
dy = -dy;
z = -z;
}
r += dy * (g_gmhalf + 0.5) * r / y;
z = pow(y, 0.5 * z);
y = r * z * z;
return y;
}
double gamma(double x)
{
return tgamma(x);
}
#endif