xref: /openbsd/lib/libm/src/b_tgamma.c (revision 891d7ab6)
1 /*	$OpenBSD: b_tgamma.c,v 1.3 2009/10/27 23:59:29 deraadt Exp $	*/
2 /*-
3  * Copyright (c) 1992, 1993
4  *	The Regents of the University of California.  All rights reserved.
5  *
6  * Redistribution and use in source and binary forms, with or without
7  * modification, are permitted provided that the following conditions
8  * are met:
9  * 1. Redistributions of source code must retain the above copyright
10  *    notice, this list of conditions and the following disclaimer.
11  * 2. Redistributions in binary form must reproduce the above copyright
12  *    notice, this list of conditions and the following disclaimer in the
13  *    documentation and/or other materials provided with the distribution.
14  * 3. Neither the name of the University nor the names of its contributors
15  *    may be used to endorse or promote products derived from this software
16  *    without specific prior written permission.
17  *
18  * THIS SOFTWARE IS PROVIDED BY THE REGENTS AND CONTRIBUTORS ``AS IS'' AND
19  * ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
20  * IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
21  * ARE DISCLAIMED.  IN NO EVENT SHALL THE REGENTS OR CONTRIBUTORS BE LIABLE
22  * FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL
23  * DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS
24  * OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION)
25  * HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT
26  * LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY
27  * OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF
28  * SUCH DAMAGE.
29  */
30 
31 /*
32  * This code by P. McIlroy, Oct 1992;
33  *
34  * The financial support of UUNET Communications Services is greatfully
35  * acknowledged.
36  */
37 
38 #include "math.h"
39 #include "math_private.h"
40 
41 /* METHOD:
42  * x < 0: Use reflection formula, G(x) = pi/(sin(pi*x)*x*G(x))
43  *	At negative integers, return NaN and raise invalid.
44  *
45  * x < 6.5:
46  *	Use argument reduction G(x+1) = xG(x) to reach the
47  *	range [1.066124,2.066124].  Use a rational
48  *	approximation centered at the minimum (x0+1) to
49  *	ensure monotonicity.
50  *
51  * x >= 6.5: Use the asymptotic approximation (Stirling's formula)
52  *	adjusted for equal-ripples:
53  *
54  *	log(G(x)) ~= (x-.5)*(log(x)-1) + .5(log(2*pi)-1) + 1/x*P(1/(x*x))
55  *
56  *	Keep extra precision in multiplying (x-.5)(log(x)-1), to
57  *	avoid premature round-off.
58  *
59  * Special values:
60  *	-Inf:			return NaN and raise invalid;
61  *	negative integer:	return NaN and raise invalid;
62  *	other x ~< -177.79:	return +-0 and raise underflow;
63  *	+-0:			return +-Inf and raise divide-by-zero;
64  *	finite x ~> 171.63:	return +Inf and raise overflow;
65  *	+Inf:			return +Inf;
66  *	NaN: 			return NaN.
67  *
68  * Accuracy: tgamma(x) is accurate to within
69  *	x > 0:  error provably < 0.9ulp.
70  *	Maximum observed in 1,000,000 trials was .87ulp.
71  *	x < 0:
72  *	Maximum observed error < 4ulp in 1,000,000 trials.
73  */
74 
75 static double neg_gam(double);
76 static double small_gam(double);
77 static double smaller_gam(double);
78 static struct Double large_gam(double);
79 static struct Double ratfun_gam(double, double);
80 
81 /*
82  * Rational approximation, A0 + x*x*P(x)/Q(x), on the interval
83  * [1.066.., 2.066..] accurate to 4.25e-19.
84  */
85 #define LEFT -.3955078125	/* left boundary for rat. approx */
86 #define x0 .461632144968362356785	/* xmin - 1 */
87 
88 #define a0_hi 0.88560319441088874992
89 #define a0_lo -.00000000000000004996427036469019695
90 #define P0	 6.21389571821820863029017800727e-01
91 #define P1	 2.65757198651533466104979197553e-01
92 #define P2	 5.53859446429917461063308081748e-03
93 #define P3	 1.38456698304096573887145282811e-03
94 #define P4	 2.40659950032711365819348969808e-03
95 #define Q0	 1.45019531250000000000000000000e+00
96 #define Q1	 1.06258521948016171343454061571e+00
97 #define Q2	-2.07474561943859936441469926649e-01
98 #define Q3	-1.46734131782005422506287573015e-01
99 #define Q4	 3.07878176156175520361557573779e-02
100 #define Q5	 5.12449347980666221336054633184e-03
101 #define Q6	-1.76012741431666995019222898833e-03
102 #define Q7	 9.35021023573788935372153030556e-05
103 #define Q8	 6.13275507472443958924745652239e-06
104 /*
105  * Constants for large x approximation (x in [6, Inf])
106  * (Accurate to 2.8*10^-19 absolute)
107  */
108 #define lns2pi_hi 0.418945312500000
109 #define lns2pi_lo -.000006779295327258219670263595
110 #define Pa0	 8.33333333333333148296162562474e-02
111 #define Pa1	-2.77777777774548123579378966497e-03
112 #define Pa2	 7.93650778754435631476282786423e-04
113 #define Pa3	-5.95235082566672847950717262222e-04
114 #define Pa4	 8.41428560346653702135821806252e-04
115 #define Pa5	-1.89773526463879200348872089421e-03
116 #define Pa6	 5.69394463439411649408050664078e-03
117 #define Pa7	-1.44705562421428915453880392761e-02
118 
119 static const double zero = 0., one = 1.0, tiny = 1e-300;
120 
121 double
122 tgamma(double x)
123 {
124 	struct Double u;
125 
126 	if (x >= 6) {
127 		if(x > 171.63)
128 			return(x/zero);
129 		u = large_gam(x);
130 		return(__exp__D(u.a, u.b));
131 	} else if (x >= 1.0 + LEFT + x0)
132 		return (small_gam(x));
133 	else if (x > 1.e-17)
134 		return (smaller_gam(x));
135 	else if (x > -1.e-17) {
136 		if (x != 0.0)
137 			u.a = one - tiny;	/* raise inexact */
138 		return (one/x);
139 	} else if (!finite(x)) {
140 		return (x - x);			/* x = NaN, -Inf */
141 	 } else
142 		return (neg_gam(x));
143 }
144 
145 /*
146  * We simply call tgamma() rather than bloating the math library
147  * with a float-optimized version of it.  The reason is that tgammaf()
148  * is essentially useless, since the function is superexponential
149  * and floats have very limited range.  -- das@freebsd.org
150  */
151 
152 float
153 tgammaf(float x)
154 {
155 	return tgamma(x);
156 }
157 
158 /*
159  * Accurate to max(ulp(1/128) absolute, 2^-66 relative) error.
160  */
161 
162 static struct Double
163 large_gam(double x)
164 {
165 	double z, p;
166 	struct Double t, u, v;
167 
168 	z = one/(x*x);
169 	p = Pa0+z*(Pa1+z*(Pa2+z*(Pa3+z*(Pa4+z*(Pa5+z*(Pa6+z*Pa7))))));
170 	p = p/x;
171 
172 	u = __log__D(x);
173 	u.a -= one;
174 	v.a = (x -= .5);
175 	TRUNC(v.a);
176 	v.b = x - v.a;
177 	t.a = v.a*u.a;			/* t = (x-.5)*(log(x)-1) */
178 	t.b = v.b*u.a + x*u.b;
179 	/* return t.a + t.b + lns2pi_hi + lns2pi_lo + p */
180 	t.b += lns2pi_lo; t.b += p;
181 	u.a = lns2pi_hi + t.b; u.a += t.a;
182 	u.b = t.a - u.a;
183 	u.b += lns2pi_hi; u.b += t.b;
184 	return (u);
185 }
186 
187 /*
188  * Good to < 1 ulp.  (provably .90 ulp; .87 ulp on 1,000,000 runs.)
189  * It also has correct monotonicity.
190  */
191 
192 static double
193 small_gam(double x)
194 {
195 	double y, ym1, t;
196 	struct Double yy, r;
197 	y = x - one;
198 	ym1 = y - one;
199 	if (y <= 1.0 + (LEFT + x0)) {
200 		yy = ratfun_gam(y - x0, 0);
201 		return (yy.a + yy.b);
202 	}
203 	r.a = y;
204 	TRUNC(r.a);
205 	yy.a = r.a - one;
206 	y = ym1;
207 	yy.b = r.b = y - yy.a;
208 	/* Argument reduction: G(x+1) = x*G(x) */
209 	for (ym1 = y-one; ym1 > LEFT + x0; y = ym1--, yy.a--) {
210 		t = r.a*yy.a;
211 		r.b = r.a*yy.b + y*r.b;
212 		r.a = t;
213 		TRUNC(r.a);
214 		r.b += (t - r.a);
215 	}
216 	/* Return r*tgamma(y). */
217 	yy = ratfun_gam(y - x0, 0);
218 	y = r.b*(yy.a + yy.b) + r.a*yy.b;
219 	y += yy.a*r.a;
220 	return (y);
221 }
222 
223 /*
224  * Good on (0, 1+x0+LEFT].  Accurate to 1ulp.
225  */
226 
227 static double
228 smaller_gam(double x)
229 {
230 	double t, d;
231 	struct Double r, xx;
232 	if (x < x0 + LEFT) {
233 		t = x;
234 		TRUNC(t);
235 		d = (t+x)*(x-t);
236 		t *= t;
237 		xx.a = (t + x);
238 		TRUNC(xx.a);
239 		xx.b = x - xx.a; xx.b += t; xx.b += d;
240 		t = (one-x0); t += x;
241 		d = (one-x0); d -= t; d += x;
242 		x = xx.a + xx.b;
243 	} else {
244 		xx.a =  x;
245 		TRUNC(xx.a);
246 		xx.b = x - xx.a;
247 		t = x - x0;
248 		d = (-x0 -t); d += x;
249 	}
250 	r = ratfun_gam(t, d);
251 	d = r.a/x;
252 	TRUNC(d);
253 	r.a -= d*xx.a; r.a -= d*xx.b; r.a += r.b;
254 	return (d + r.a/x);
255 }
256 
257 /*
258  * returns (z+c)^2 * P(z)/Q(z) + a0
259  */
260 
261 static struct Double
262 ratfun_gam(double z, double c)
263 {
264 	double p, q;
265 	struct Double r, t;
266 
267 	q = Q0 +z*(Q1+z*(Q2+z*(Q3+z*(Q4+z*(Q5+z*(Q6+z*(Q7+z*Q8)))))));
268 	p = P0 + z*(P1 + z*(P2 + z*(P3 + z*P4)));
269 
270 	/* return r.a + r.b = a0 + (z+c)^2*p/q, with r.a truncated to 26 bits. */
271 	p = p/q;
272 	t.a = z;
273 	TRUNC(t.a);			/* t ~= z + c */
274 	t.b = (z - t.a) + c;
275 	t.b *= (t.a + z);
276 	q = (t.a *= t.a);		/* t = (z+c)^2 */
277 	TRUNC(t.a);
278 	t.b += (q - t.a);
279 	r.a = p;
280 	TRUNC(r.a);			/* r = P/Q */
281 	r.b = p - r.a;
282 	t.b = t.b*p + t.a*r.b + a0_lo;
283 	t.a *= r.a;			/* t = (z+c)^2*(P/Q) */
284 	r.a = t.a + a0_hi;
285 	TRUNC(r.a);
286 	r.b = ((a0_hi-r.a) + t.a) + t.b;
287 	return (r);			/* r = a0 + t */
288 }
289 
290 static double
291 neg_gam(double x)
292 {
293 	int sgn = 1;
294 	struct Double lg, lsine;
295 	double y, z;
296 
297 	y = ceil(x);
298 	if (y == x)		/* Negative integer. */
299 		return ((x - x) / zero);
300 	z = y - x;
301 	if (z > 0.5)
302 		z = one - z;
303 	y = 0.5 * y;
304 	if (y == ceil(y))
305 		sgn = -1;
306 	if (z < .25)
307 		z = sin(M_PI*z);
308 	else
309 		z = cos(M_PI*(0.5-z));
310 	/* Special case: G(1-x) = Inf; G(x) may be nonzero. */
311 	if (x < -170) {
312 		if (x < -190)
313 			return ((double)sgn*tiny*tiny);
314 		y = one - x;		/* exact: 128 < |x| < 255 */
315 		lg = large_gam(y);
316 		lsine = __log__D(M_PI/z);	/* = TRUNC(log(u)) + small */
317 		lg.a -= lsine.a;		/* exact (opposite signs) */
318 		lg.b -= lsine.b;
319 		y = -(lg.a + lg.b);
320 		z = (y + lg.a) + lg.b;
321 		y = __exp__D(y, z);
322 		if (sgn < 0) y = -y;
323 		return (y);
324 	}
325 	y = one-x;
326 	if (one-y == x)
327 		y = tgamma(y);
328 	else		/* 1-x is inexact */
329 		y = -x*tgamma(-x);
330 	if (sgn < 0) y = -y;
331 	return (M_PI / (y*z));
332 }
333