peacock-data-public-datasets-idc-cronscript
/
venv
/lib
/python3.10
/site-packages
/scipy
/special
/special
/loggamma.h
/* Translated from Cython into C++ by SciPy developers in 2024. | |
* Original header comment appears below. | |
*/ | |
/* An implementation of the principal branch of the logarithm of | |
* Gamma. Also contains implementations of Gamma and 1/Gamma which are | |
* easily computed from log-Gamma. | |
* | |
* Author: Josh Wilson | |
* | |
* Distributed under the same license as Scipy. | |
* | |
* References | |
* ---------- | |
* [1] Hare, "Computing the Principal Branch of log-Gamma", | |
* Journal of Algorithms, 1997. | |
* | |
* [2] Julia, | |
* https://github.com/JuliaLang/julia/blob/master/base/special/gamma.jl | |
*/ | |
namespace special { | |
namespace detail { | |
constexpr double loggamma_SMALLX = 7; | |
constexpr double loggamma_SMALLY = 7; | |
constexpr double loggamma_HLOG2PI = 0.918938533204672742; // log(2*pi)/2 | |
constexpr double loggamma_LOGPI = 1.1447298858494001741434262; // log(pi) | |
constexpr double loggamma_TAYLOR_RADIUS = 0.2; | |
SPECFUN_HOST_DEVICE std::complex<double> loggamma_stirling(std::complex<double> z) { | |
/* Stirling series for log-Gamma | |
* | |
* The coefficients are B[2*n]/(2*n*(2*n - 1)) where B[2*n] is the | |
* (2*n)th Bernoulli number. See (1.1) in [1]. | |
*/ | |
double coeffs[] = {-2.955065359477124183E-2, 6.4102564102564102564E-3, -1.9175269175269175269E-3, | |
8.4175084175084175084E-4, -5.952380952380952381E-4, 7.9365079365079365079E-4, | |
-2.7777777777777777778E-3, 8.3333333333333333333E-2}; | |
std::complex<double> rz = 1.0 / z; | |
std::complex<double> rzz = rz / z; | |
return (z - 0.5) * std::log(z) - z + loggamma_HLOG2PI + rz * cevalpoly(coeffs, 7, rzz); | |
} | |
SPECFUN_HOST_DEVICE std::complex<double> loggamma_recurrence(std::complex<double> z) { | |
/* Backward recurrence relation. | |
* | |
* See Proposition 2.2 in [1] and the Julia implementation [2]. | |
* | |
*/ | |
int signflips = 0; | |
int sb = 0; | |
std::complex<double> shiftprod = z; | |
z += 1.0; | |
int nsb; | |
while (z.real() <= loggamma_SMALLX) { | |
shiftprod *= z; | |
nsb = std::signbit(shiftprod.imag()); | |
signflips += nsb != 0 && sb == 0 ? 1 : 0; | |
sb = nsb; | |
z += 1.0; | |
} | |
return loggamma_stirling(z) - std::log(shiftprod) - signflips * 2 * M_PI * std::complex<double>(0, 1); | |
} | |
SPECFUN_HOST_DEVICE std::complex<double> loggamma_taylor(std::complex<double> z) { | |
/* Taylor series for log-Gamma around z = 1. | |
* | |
* It is | |
* | |
* loggamma(z + 1) = -gamma*z + zeta(2)*z**2/2 - zeta(3)*z**3/3 ... | |
* | |
* where gamma is the Euler-Mascheroni constant. | |
*/ | |
double coeffs[] = { | |
-4.3478266053040259361E-2, 4.5454556293204669442E-2, -4.7619070330142227991E-2, 5.000004769810169364E-2, | |
-5.2631679379616660734E-2, 5.5555767627403611102E-2, -5.8823978658684582339E-2, 6.2500955141213040742E-2, | |
-6.6668705882420468033E-2, 7.1432946295361336059E-2, -7.6932516411352191473E-2, 8.3353840546109004025E-2, | |
-9.0954017145829042233E-2, 1.0009945751278180853E-1, -1.1133426586956469049E-1, 1.2550966952474304242E-1, | |
-1.4404989676884611812E-1, 1.6955717699740818995E-1, -2.0738555102867398527E-1, 2.7058080842778454788E-1, | |
-4.0068563438653142847E-1, 8.2246703342411321824E-1, -5.7721566490153286061E-1}; | |
z -= 1.0; | |
return z * cevalpoly(coeffs, 22, z); | |
} | |
} // namespace detail | |
SPECFUN_HOST_DEVICE inline double loggamma(double x) { | |
if (x < 0.0) { | |
return std::numeric_limits<double>::quiet_NaN(); | |
} | |
return cephes::lgam(x); | |
} | |
SPECFUN_HOST_DEVICE inline std::complex<double> loggamma(std::complex<double> z) { | |
// Compute the principal branch of log-Gamma | |
if (std::isnan(z.real()) || std::isnan(z.imag())) { | |
return {std::numeric_limits<double>::quiet_NaN(), std::numeric_limits<double>::quiet_NaN()}; | |
} | |
if (z.real() <= 0 and z == std::floor(z.real())) { | |
set_error("loggamma", SF_ERROR_SINGULAR, NULL); | |
return {std::numeric_limits<double>::quiet_NaN(), std::numeric_limits<double>::quiet_NaN()}; | |
} | |
if (z.real() > detail::loggamma_SMALLX || std::abs(z.imag()) > detail::loggamma_SMALLY) { | |
return detail::loggamma_stirling(z); | |
} | |
if (std::abs(z - 1.0) < detail::loggamma_TAYLOR_RADIUS) { | |
return detail::loggamma_taylor(z); | |
} | |
if (std::abs(z - 2.0) < detail::loggamma_TAYLOR_RADIUS) { | |
// Recurrence relation and the Taylor series around 1. | |
return detail::zlog1(z - 1.0) + detail::loggamma_taylor(z - 1.0); | |
} | |
if (z.real() < 0.1) { | |
// Reflection formula; see Proposition 3.1 in [1] | |
double tmp = std::copysign(2 * M_PI, z.imag()) * std::floor(0.5 * z.real() + 0.25); | |
return std::complex<double>(detail::loggamma_LOGPI, tmp) - std::log(sinpi(z)) - loggamma(1.0 - z); | |
} | |
if (std::signbit(z.imag()) == 0) { | |
// z.imag() >= 0 but is not -0.0 | |
return detail::loggamma_recurrence(z); | |
} | |
return std::conj(detail::loggamma_recurrence(std::conj(z))); | |
} | |
SPECFUN_HOST_DEVICE inline std::complex<double> gamma(std::complex<double> z) { | |
// Compute Gamma(z) using loggamma. | |
if (z.real() <= 0 && z == std::floor(z.real())) { | |
// Poles | |
set_error("gamma", SF_ERROR_SINGULAR, NULL); | |
return {std::numeric_limits<double>::quiet_NaN(), std::numeric_limits<double>::quiet_NaN()}; | |
} | |
return std::exp(loggamma(z)); | |
} | |
SPECFUN_HOST_DEVICE inline std::complex<double> rgamma(std::complex<double> z) { | |
// Compute 1/Gamma(z) using loggamma. | |
if (z.real() <= 0 && z == std::floor(z.real())) { | |
// Zeros at 0, -1, -2, ... | |
return 0.0; | |
} | |
return std::exp(-loggamma(z)); | |
} | |
} // namespace special | |