Beispiel #1
0
        public static double LogGamma(double x)
        {
            // Stirling's formula for the gamma function
            List <double> A = new List <double>
            {
                8.11614167470508450300E-4,
                -5.95061904284301438324E-4,
                7.93650340457716943945E-4,
                -2.77777777730099687205E-3,
                8.33333333333331927722E-2
            };

            List <double> B = new List <double>
            {
                -1.37825152569120859100E3,
                -3.88016315134637840924E4,
                -3.31612992738871184744E5,
                -1.16237097492762307383E6,
                -1.72173700820839662146E6,
                -8.53555664245765465627E5
            };

            List <double> C = new List <double>
            {
                /* 1.00000000000000000000E0, */
                -3.51815701436523470549E2,
                -1.70642106651881159223E4,
                -2.20528590553854454839E5,
                -1.13933444367982507207E6,
                -2.53252307177582951285E6,
                -2.01889141433532773231E6
            };

            const double LOGPI = 1.14472988584940017414;
            const double LS2PI = 0.91893853320467274178;    /* log( sqrt( 2*pi ) ) */

            int    lsign = 1;
            int    sign = 1;
            double q, w, p, u, z;
            int    i;

            if (x < -34.0)
            {
                q = -x;
                w = LogGamma(q); /* note this modifies sign! */

                p = Math.Floor(q);
                if (p == q)  //  argument is negative integer, return NaN
                {            //  (each singularity goes to +/- infinity depending
                             //  on direction of limit
                    return(double.NaN);
                }

                i = (int)p;

                // need to translate this code:
                // is it computing the parity of i?
                lsign = 2 * (i & 1) - 1;
                ///////////////////////////////
                sign = lsign;

                z = q - p;
                if (z > 0.5)
                {
                    p++;
                    z = p - q;
                }

                z = q * Math.Sin(Math.PI * z);

                if (z == 0.0)
                {   // log singularity
                    return(double.NaN);
                }

                z = LOGPI - Math.Log(z) - w;
                return(sign * z);
            }

            if (x < 13.0)
            {
                z = 1.0;
                p = 0.0;
                u = x;

                while (u >= 3.0)
                {
                    p--;
                    u  = x + p;
                    z *= u;
                }

                while (u < 2.0)
                {
                    if (u == 0.0)
                    {
                        return(double.NaN);
                    }
                    z /= u;
                    p++;
                    u = x + p;
                }

                if (z < 0.0)
                {
                    lsign = -1;
                    z     = -z;
                }
                else
                {
                    lsign = 1;
                }

                sign = lsign;

                if (u == 2.0)
                {
                    return(Math.Log(z));
                }

                p -= 2.0;
                x  = x + p;
                p  = x * Algebra.PolyEval(x, B) / Algebra.PolyEval(x, C);

                return(Math.Log(z) + p);
            }

            if (x > 2.556348e305)
            {
                return(sign * double.PositiveInfinity);
            }

            q = (x - 0.5) * Math.Log(x) - x + LS2PI;
            if (x > 1.0e8)
            {
                return(sign * q);
            }

            p = 1.0 / (x * x);

            if (x >= 1000.0)
            {
                q += ((7.9365079365079365079365e-4 * p
                       - 2.7777777777777777777778e-3) * p
                      + 0.0833333333333333333333) / x;
            }
            else
            {
                q += Algebra.PolyEval(p, A) / x;
            }

            return(sign * q);
        }
Beispiel #2
0
        public static double Psi(double x)
        {
            List <double> A = new List <double>
            {
                8.33333333333333333333E-2,
                -2.10927960927960927961E-2,
                7.57575757575757575758E-3,
                -4.16666666666666666667E-3,
                3.96825396825396825397E-3,
                -8.33333333333333333333E-3,
                8.33333333333333333333E-2
            };

            double p, q, s, w, y, z;
            int    i, n;

            bool   negative = false;
            double nz       = 0.0;

            if (x <= 0.0)
            {
                negative = true;
                q        = x;
                p        = Math.Floor(q);
                if (p == q)
                {
                    // throw exception"Psi SINGULARITY");
                    return(double.MaxValue);
                }

                /* Remove the zeros of tan(PI x)
                 * by subtracting the nearest integer from x
                 */

                nz = q - p;
                if (nz != 0.5)
                {
                    if (nz > 0.5)
                    {
                        p += 1.0;
                        nz = q - p;
                    }
                    nz = Math.PI / Math.Tan(Math.PI * nz);
                }
                else
                {
                    nz = 0.0;
                }
                x = 1.0 - x;
            }

            /* check for positive integer up to 10 */
            if ((x <= 10.0) && (x == Math.Floor(x)))
            {
                y = 0.0;
                n = (int)x;
                for (i = 1; i < n; i++)
                {
                    w  = i;
                    y += 1.0 / w;
                }
                y -= EUL;

                if (negative)
                {
                    y -= nz;
                }
                return(y);
            }

            s = x;
            w = 0.0;
            while (s < 10.0)
            {
                w += 1.0 / s;
                s += 1.0;
            }

            if (s < 1.0e17)
            {
                z = 1.0 / (s * s);
                y = z * Algebra.PolyEval(z, A);
            }
            else
            {
                y = 0.0;
            }

            y = Math.Log(s) - (0.5 / s) - y - w;

            if (negative)
            {
                y -= nz;
            }

            return(y);
        }