// Copyright 2010 The Go Authors. All rights reserved. // Use of this source code is governed by a BSD-style // license that can be found in the LICENSE file. package math // The original C code, the long comment, and the constants // below are from http://netlib.sandia.gov/cephes/cprob/gamma.c. // The go code is a simplified version of the original C. // // tgamma.c // // Gamma function // // SYNOPSIS: // // double x, y, tgamma(); // extern int signgam; // // y = tgamma( x ); // // DESCRIPTION: // // Returns gamma function of the argument. The result is // correctly signed, and the sign (+1 or -1) is also // returned in a global (extern) variable named signgam. // This variable is also filled in by the logarithmic gamma // function lgamma(). // // Arguments |x| <= 34 are reduced by recurrence and the function // approximated by a rational function of degree 6/7 in the // interval (2,3). Large arguments are handled by Stirling's // formula. Large negative arguments are made positive using // a reflection formula. // // ACCURACY: // // Relative error: // arithmetic domain # trials peak rms // DEC -34, 34 10000 1.3e-16 2.5e-17 // IEEE -170,-33 20000 2.3e-15 3.3e-16 // IEEE -33, 33 20000 9.4e-16 2.2e-16 // IEEE 33, 171.6 20000 2.3e-15 3.2e-16 // // Error for arguments outside the test range will be larger // owing to error amplification by the exponential function. // // Cephes Math Library Release 2.8: June, 2000 // Copyright 1984, 1987, 1989, 1992, 2000 by Stephen L. Moshier // // The readme file at http://netlib.sandia.gov/cephes/ says: // Some software in this archive may be from the book _Methods and // Programs for Mathematical Functions_ (Prentice-Hall or Simon & Schuster // International, 1989) or from the Cephes Mathematical Library, a // commercial product. In either event, it is copyrighted by the author. // What you see here may be used freely but it comes with no support or // guarantee. // // The two known misprints in the book are repaired here in the // source listings for the gamma function and the incomplete beta // integral. // // Stephen L. Moshier // moshier@na-net.ornl.gov var _gamP = [...]float64{ 1.60119522476751861407e-04, 1.19135147006586384913e-03, 1.04213797561761569935e-02, 4.76367800457137231464e-02, 2.07448227648435975150e-01, 4.94214826801497100753e-01, 9.99999999999999996796e-01, } var _gamQ = [...]float64{ -2.31581873324120129819e-05, 5.39605580493303397842e-04, -4.45641913851797240494e-03, 1.18139785222060435552e-02, 3.58236398605498653373e-02, -2.34591795718243348568e-01, 7.14304917030273074085e-02, 1.00000000000000000320e+00, } var _gamS = [...]float64{ 7.87311395793093628397e-04, -2.29549961613378126380e-04, -2.68132617805781232825e-03, 3.47222221605458667310e-03, 8.33333333333482257126e-02, } // Gamma function computed by Stirling's formula. // The polynomial is valid for 33 <= x <= 172. func stirling(x float64) float64 { const ( SqrtTwoPi = 2.506628274631000502417 MaxStirling = 143.01608 ) w := 1 / x w = 1 + w*((((_gamS[0]*w+_gamS[1])*w+_gamS[2])*w+_gamS[3])*w+_gamS[4]) y := Exp(x) if x > MaxStirling { // avoid Pow() overflow v := Pow(x, 0.5*x-0.25) y = v * (v / y) } else { y = Pow(x, x-0.5) / y } y = SqrtTwoPi * y * w return y } // Gamma(x) returns the Gamma function of x. // // Special cases are: // Gamma(Inf) = Inf // Gamma(-Inf) = -Inf // Gamma(NaN) = NaN // Large values overflow to +Inf. // Negative integer values equal ±Inf. func Gamma(x float64) float64 { const Euler = 0.57721566490153286060651209008240243104215933593992 // A001620 // special cases switch { case x < -MaxFloat64 || x != x: // IsInf(x, -1) || IsNaN(x): return x case x < -170.5674972726612 || x > 171.61447887182298: return Inf(1) } q := Abs(x) p := Floor(q) if q > 33 { if x >= 0 { return stirling(x) } signgam := 1 if ip := int(p); ip&1 == 0 { signgam = -1 } z := q - p if z > 0.5 { p = p + 1 z = q - p } z = q * Sin(Pi*z) if z == 0 { return Inf(signgam) } z = Pi / (Abs(z) * stirling(q)) return float64(signgam) * z } // Reduce argument z := 1.0 for x >= 3 { x = x - 1 z = z * x } for x < 0 { if x > -1e-09 { goto small } z = z / x x = x + 1 } for x < 2 { if x < 1e-09 { goto small } z = z / x x = x + 1 } if x == 2 { return z } x = x - 2 p = (((((x*_gamP[0]+_gamP[1])*x+_gamP[2])*x+_gamP[3])*x+_gamP[4])*x+_gamP[5])*x + _gamP[6] q = ((((((x*_gamQ[0]+_gamQ[1])*x+_gamQ[2])*x+_gamQ[3])*x+_gamQ[4])*x+_gamQ[5])*x+_gamQ[6])*x + _gamQ[7] return z * p / q small: if x == 0 { return Inf(1) } return z / ((1 + Euler*x) * x) }