Rev 59039 | Rev 64171 | Go to most recent revision | Blame | Compare with Previous | Last modification | View Log | Download | RSS feed
/** Mathlib : A C Library of Special Functions* Copyright (C) 1998 Ross Ihaka* Copyright (C) 2000-2012 The R Core Team** This program is free software; you can redistribute it and/or modify* it under the terms of the GNU General Public License as published by* the Free Software Foundation; either version 2 of the License, or* (at your option) any later version.** This program is distributed in the hope that it will be useful,* but WITHOUT ANY WARRANTY; without even the implied warranty of* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the* GNU General Public License for more details.** You should have received a copy of the GNU General Public License* along with this program; if not, a copy is available at* http://www.r-project.org/Licenses/** SYNOPSIS** #include <Rmath.h>* double lgammafn_sign(double x, int *sgn);* double lgammafn(double x);** DESCRIPTION** The function lgammafn computes log|gamma(x)|. The function* lgammafn_sign in addition assigns the sign of the gamma function* to the address in the second argument if this is not NULL.** NOTES** This routine is a translation into C of a Fortran subroutine* by W. Fullerton of Los Alamos Scientific Laboratory.** The accuracy of this routine compares (very) favourably* with those of the Sun Microsystems portable mathematical* library.*/#include "nmath.h"double lgammafn_sign(double x, int *sgn){double ans, y, sinpiy;#ifdef NOMORE_FOR_THREADSstatic double xmax = 0.;static double dxrel = 0.;if (xmax == 0) {/* initialize machine dependent constants _ONCE_ */xmax = d1mach(2)/log(d1mach(2));/* = 2.533 e305 for IEEE double */dxrel = sqrt (d1mach(4));/* sqrt(Eps) ~ 1.49 e-8 for IEEE double */}#else/* For IEEE double precision DBL_EPSILON = 2^-52 = 2.220446049250313e-16 :xmax = DBL_MAX / log(DBL_MAX) = 2^1024 / (1024 * log(2)) = 2^1014 / log(2)dxrel = sqrt(DBL_EPSILON) = 2^-26 = 5^26 * 1e-26 (is *exact* below !)*/#define xmax 2.5327372760800758e+305#define dxrel 1.490116119384765696e-8#endifif (sgn != NULL) *sgn = 1;#ifdef IEEE_754if(ISNAN(x)) return x;#endifif (x < 0 && fmod(floor(-x), 2.) == 0)if (sgn != NULL) *sgn = -1;if (x <= 0 && x == trunc(x)) { /* Negative integer argument */ML_ERROR(ME_RANGE, "lgamma");return ML_POSINF;/* +Inf, since lgamma(x) = log|gamma(x)| */}y = fabs(x);if (y < 1e-306) return -log(x); // denormalized range, R changeif (y <= 10) return log(fabs(gammafn(x)));/*ELSE y = |x| > 10 ---------------------- */if (y > xmax) {ML_ERROR(ME_RANGE, "lgamma");return ML_POSINF;}if (x > 0) { /* i.e. y = x > 10 */#ifdef IEEE_754if(x > 1e17)return(x*(log(x) - 1.));else if(x > 4934720.)return(M_LN_SQRT_2PI + (x - 0.5) * log(x) - x);else#endifreturn M_LN_SQRT_2PI + (x - 0.5) * log(x) - x + lgammacor(x);}/* else: x < -10; y = -x */sinpiy = fabs(sin(M_PI * y));if (sinpiy == 0) { /* Negative integer argument ===Now UNNECESSARY: caught above */MATHLIB_WARNING(" ** should NEVER happen! *** [lgamma.c: Neg.int, y=%g]\n",y);ML_ERR_return_NAN;}ans = M_LN_SQRT_PId2 + (x - 0.5) * log(y) - x - log(sinpiy) - lgammacor(y);if(fabs((x - trunc(x - 0.5)) * ans / x) < dxrel) {/* The answer is less than half precision because* the argument is too near a negative integer. */ML_ERROR(ME_PRECISION, "lgamma");}return ans;}double lgammafn(double x){return lgammafn_sign(x, NULL);}