annotate PsiCLASS-1.0.2/gamma.cpp @ 0:903fc43d6227 draft default tip

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#include "gamma.hpp"

/** The digamma function in long double precision.
* @param x the real value of the argument
* @return the value of the digamma (psi) function at that point
* @author Richard J. Mathar
* @since 2005-11-24
*/
long double digammal(long double x) 
{
	/* force into the interval 1..3 */
	if( x < 0.0L )
		return digammal(1.0L-x)+M_PIl/tanl(M_PIl*(1.0L-x)) ;	/* reflection formula */
	else if( x < 1.0L )
		return digammal(1.0L+x)-1.0L/x ;
	else if ( x == 1.0L)
		return -M_GAMMAl ;
	else if ( x == 2.0L)
		return 1.0L-M_GAMMAl ;
	else if ( x == 3.0L)
		return 1.5L-M_GAMMAl ;
	else if ( x > 3.0L)
		/* duplication formula */
		return 0.5L*(digammal(x/2.0L)+digammal((x+1.0L)/2.0L))+M_LN2l ;
	else
	{
		/* Just for your information, the following lines contain
		* the Maple source code to re-generate the table that is
		* eventually becoming the Kncoe[] array below
		* interface(prettyprint=0) :
		* Digits := 63 :
		* r := 0 :
		* 
		* for l from 1 to 60 do
		* 	d := binomial(-1/2,l) :
		* 	r := r+d*(-1)^l*(Zeta(2*l+1) -1) ;
		* 	evalf(r) ;
		* 	print(%,evalf(1+Psi(1)-r)) ;
		*o d :
		* 
		* for N from 1 to 28 do
		* 	r := 0 :
		* 	n := N-1 :
		*
 		*	for l from iquo(n+3,2) to 70 do
		*		d := 0 :
 		*		for s from 0 to n+1 do
 		*		 d := d+(-1)^s*binomial(n+1,s)*binomial((s-1)/2,l) :
 		*		od :
 		*		if 2*l-n > 1 then
 		*		r := r+d*(-1)^l*(Zeta(2*l-n) -1) :
 		*		fi :
 		*	od :
 		*	print(evalf((-1)^n*2*r)) ;
 		*od :
 		*quit :
		*/
		static long double Kncoe[] = { .30459198558715155634315638246624251L,
		.72037977439182833573548891941219706L, -.12454959243861367729528855995001087L,
		.27769457331927827002810119567456810e-1L, -.67762371439822456447373550186163070e-2L,
		.17238755142247705209823876688592170e-2L, -.44817699064252933515310345718960928e-3L,
		.11793660000155572716272710617753373e-3L, -.31253894280980134452125172274246963e-4L,
		.83173997012173283398932708991137488e-5L, -.22191427643780045431149221890172210e-5L,
		.59302266729329346291029599913617915e-6L, -.15863051191470655433559920279603632e-6L,
		.42459203983193603241777510648681429e-7L, -.11369129616951114238848106591780146e-7L,
		.304502217295931698401459168423403510e-8L, -.81568455080753152802915013641723686e-9L,
		.21852324749975455125936715817306383e-9L, -.58546491441689515680751900276454407e-10L,
		.15686348450871204869813586459513648e-10L, -.42029496273143231373796179302482033e-11L,
		.11261435719264907097227520956710754e-11L, -.30174353636860279765375177200637590e-12L,
		.80850955256389526647406571868193768e-13L, -.21663779809421233144009565199997351e-13L,
		.58047634271339391495076374966835526e-14L, -.15553767189204733561108869588173845e-14L,
		.41676108598040807753707828039353330e-15L, -.11167065064221317094734023242188463e-15L } ;

		register long double Tn_1 = 1.0L ;	/* T_{n-1}(x), started at n=1 */
		register long double Tn = x-2.0L ;	/* T_{n}(x) , started at n=1 */
		register long double resul = Kncoe[0] + Kncoe[1]*Tn ;

		x -= 2.0L ;
		int n ;

		for( n = 2 ; n < sizeof(Kncoe)/sizeof(long double) ;n++)
		{
			const long double Tn1 = 2.0L * x * Tn - Tn_1 ;	/* Chebyshev recursion, Eq. 22.7.4 Abramowitz-Stegun */
			resul += Kncoe[n]*Tn1 ;
			Tn_1 = Tn ;
			Tn = Tn1 ;
		}
		return resul ;
	}
}



double trigamma ( double x, int *ifault )

//****************************************************************************
//  purpose:
//
//    trigamma calculates trigamma(x) = d**2 log(gamma(x)) / dx**2
//
//  licensing:
//
//    this code is distributed under the gnu lgpl license. 
//
//  modified:
//
//    19 january 2008
//
//  author:
//
//    original fortran77 version by be schneider.
//    c++ version by john burkardt.
//
//  reference:
//
//    be schneider,
//    algorithm as 121:
//    trigamma function,
//    applied statistics,
//    volume 27, number 1, pages 97-99, 1978.
//
//  parameters:
//
//    input, double x, the argument of the trigamma function.
//    0 < x.
//
//    output, int *ifault, error flag.
//    0, no error.
//    1, x <= 0.
//
//    output, double trigamma, the value of the trigamma function at x.
//
{
	double a = 0.0001;
	double b = 5.0;
	double b2 =  0.1666666667;
	double b4 = -0.03333333333;
	double b6 =  0.02380952381;
	double b8 = -0.03333333333;
	double value;
	double y;
	double z;
	//
	//  check the input.
	//
	if ( x <= 0.0 )
	{
		*ifault = 1;
		value = 0.0;
		return value;
	}

	*ifault = 0;
	z = x;
	//
	//  use small value approximation if x <= a.
	//
	if ( x <= a )
	{
		value = 1.0 / x / x;
		return value;
	}
	//
	//  increase argument to ( x + i ) >= b.
	//
	value = 0.0;

	while ( z < b )
	{
		value = value + 1.0 / z / z;
		z = z + 1.0;
	}
	//
	//  apply asymptotic formula if argument is b or greater.
	//
	y = 1.0 / z / z;

	value = value + 0.5 *
		y + ( 1.0 + y * ( b2+ y * ( b4 + y * ( b6+ y * b8 )))) / z;

	return value;
}


double LogGammaDensity( double x, double k, double theta )
{
	return -k * log( theta ) + ( k - 1 ) * log( x ) - x / theta - lgamma( k ) ;
}

double MixtureGammaAssignment( double x, double pi, double* k, double *theta )
{
	if ( pi == 1 )
		return 0 ;
	else if ( pi == 0 )
		return 1 ;

	double lf0 = LogGammaDensity( x, k[0], theta[0] ) ;
	double lf1 = LogGammaDensity( x, k[1], theta[1] ) ; 
	
	return (double)1.0 / ( 1.0 + exp( lf1 + log( 1 - pi ) - lf0 - log( pi ) ) ) ;
}