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4 | <title>Ratios of Gamma Functions</title> | |
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24 | </div> | |
25 | <div class="section"> | |
26 | <div class="titlepage"><div><div><h3 class="title"> | |
27 | <a name="math_toolkit.sf_gamma.gamma_ratios"></a><a class="link" href="gamma_ratios.html" title="Ratios of Gamma Functions">Ratios of Gamma Functions</a> | |
28 | </h3></div></div></div> | |
29 | <pre class="programlisting"><span class="preprocessor">#include</span> <span class="special"><</span><span class="identifier">boost</span><span class="special">/</span><span class="identifier">math</span><span class="special">/</span><span class="identifier">special_functions</span><span class="special">/</span><span class="identifier">gamma</span><span class="special">.</span><span class="identifier">hpp</span><span class="special">></span> | |
30 | </pre> | |
31 | <pre class="programlisting"><span class="keyword">namespace</span> <span class="identifier">boost</span><span class="special">{</span> <span class="keyword">namespace</span> <span class="identifier">math</span><span class="special">{</span> | |
32 | ||
33 | <span class="keyword">template</span> <span class="special"><</span><span class="keyword">class</span> <span class="identifier">T1</span><span class="special">,</span> <span class="keyword">class</span> <span class="identifier">T2</span><span class="special">></span> | |
34 | <a class="link" href="../result_type.html" title="Calculation of the Type of the Result"><span class="emphasis"><em>calculated-result-type</em></span></a> <span class="identifier">tgamma_ratio</span><span class="special">(</span><span class="identifier">T1</span> <span class="identifier">a</span><span class="special">,</span> <span class="identifier">T2</span> <span class="identifier">b</span><span class="special">);</span> | |
35 | ||
36 | <span class="keyword">template</span> <span class="special"><</span><span class="keyword">class</span> <span class="identifier">T1</span><span class="special">,</span> <span class="keyword">class</span> <span class="identifier">T2</span><span class="special">,</span> <span class="keyword">class</span> <a class="link" href="../../policy.html" title="Chapter 15. Policies: Controlling Precision, Error Handling etc">Policy</a><span class="special">></span> | |
37 | <a class="link" href="../result_type.html" title="Calculation of the Type of the Result"><span class="emphasis"><em>calculated-result-type</em></span></a> <span class="identifier">tgamma_ratio</span><span class="special">(</span><span class="identifier">T1</span> <span class="identifier">a</span><span class="special">,</span> <span class="identifier">T2</span> <span class="identifier">b</span><span class="special">,</span> <span class="keyword">const</span> <a class="link" href="../../policy.html" title="Chapter 15. Policies: Controlling Precision, Error Handling etc">Policy</a><span class="special">&);</span> | |
38 | ||
39 | <span class="keyword">template</span> <span class="special"><</span><span class="keyword">class</span> <span class="identifier">T1</span><span class="special">,</span> <span class="keyword">class</span> <span class="identifier">T2</span><span class="special">></span> | |
40 | <a class="link" href="../result_type.html" title="Calculation of the Type of the Result"><span class="emphasis"><em>calculated-result-type</em></span></a> <span class="identifier">tgamma_delta_ratio</span><span class="special">(</span><span class="identifier">T1</span> <span class="identifier">a</span><span class="special">,</span> <span class="identifier">T2</span> <span class="identifier">delta</span><span class="special">);</span> | |
41 | ||
42 | <span class="keyword">template</span> <span class="special"><</span><span class="keyword">class</span> <span class="identifier">T1</span><span class="special">,</span> <span class="keyword">class</span> <span class="identifier">T2</span><span class="special">,</span> <span class="keyword">class</span> <span class="identifier">Policy</span><span class="special">></span> | |
43 | <a class="link" href="../result_type.html" title="Calculation of the Type of the Result"><span class="emphasis"><em>calculated-result-type</em></span></a> <span class="identifier">tgamma_delta_ratio</span><span class="special">(</span><span class="identifier">T1</span> <span class="identifier">a</span><span class="special">,</span> <span class="identifier">T2</span> <span class="identifier">delta</span><span class="special">,</span> <span class="keyword">const</span> <a class="link" href="../../policy.html" title="Chapter 15. Policies: Controlling Precision, Error Handling etc">Policy</a><span class="special">&);</span> | |
44 | ||
45 | <span class="special">}}</span> <span class="comment">// namespaces</span> | |
46 | </pre> | |
47 | <h5> | |
48 | <a name="math_toolkit.sf_gamma.gamma_ratios.h0"></a> | |
49 | <span class="phrase"><a name="math_toolkit.sf_gamma.gamma_ratios.description"></a></span><a class="link" href="gamma_ratios.html#math_toolkit.sf_gamma.gamma_ratios.description">Description</a> | |
50 | </h5> | |
51 | <pre class="programlisting"><span class="keyword">template</span> <span class="special"><</span><span class="keyword">class</span> <span class="identifier">T1</span><span class="special">,</span> <span class="keyword">class</span> <span class="identifier">T2</span><span class="special">></span> | |
52 | <a class="link" href="../result_type.html" title="Calculation of the Type of the Result"><span class="emphasis"><em>calculated-result-type</em></span></a> <span class="identifier">tgamma_ratio</span><span class="special">(</span><span class="identifier">T1</span> <span class="identifier">a</span><span class="special">,</span> <span class="identifier">T2</span> <span class="identifier">b</span><span class="special">);</span> | |
53 | ||
54 | <span class="keyword">template</span> <span class="special"><</span><span class="keyword">class</span> <span class="identifier">T1</span><span class="special">,</span> <span class="keyword">class</span> <span class="identifier">T2</span><span class="special">,</span> <span class="keyword">class</span> <a class="link" href="../../policy.html" title="Chapter 15. Policies: Controlling Precision, Error Handling etc">Policy</a><span class="special">></span> | |
55 | <a class="link" href="../result_type.html" title="Calculation of the Type of the Result"><span class="emphasis"><em>calculated-result-type</em></span></a> <span class="identifier">tgamma_ratio</span><span class="special">(</span><span class="identifier">T1</span> <span class="identifier">a</span><span class="special">,</span> <span class="identifier">T2</span> <span class="identifier">b</span><span class="special">,</span> <span class="keyword">const</span> <a class="link" href="../../policy.html" title="Chapter 15. Policies: Controlling Precision, Error Handling etc">Policy</a><span class="special">&);</span> | |
56 | </pre> | |
57 | <p> | |
58 | Returns the ratio of gamma functions: | |
59 | </p> | |
60 | <p> | |
61 | <span class="inlinemediaobject"><img src="../../../equations/gamma_ratio0.svg"></span> | |
62 | </p> | |
63 | <p> | |
64 | The final <a class="link" href="../../policy.html" title="Chapter 15. Policies: Controlling Precision, Error Handling etc">Policy</a> argument is optional and can | |
65 | be used to control the behaviour of the function: how it handles errors, | |
66 | what level of precision to use etc. Refer to the <a class="link" href="../../policy.html" title="Chapter 15. Policies: Controlling Precision, Error Handling etc">policy | |
67 | documentation for more details</a>. | |
68 | </p> | |
69 | <p> | |
70 | Internally this just calls <code class="computeroutput"><span class="identifier">tgamma_delta_ratio</span><span class="special">(</span><span class="identifier">a</span><span class="special">,</span> | |
71 | <span class="identifier">b</span><span class="special">-</span><span class="identifier">a</span><span class="special">)</span></code>. | |
72 | </p> | |
73 | <pre class="programlisting"><span class="keyword">template</span> <span class="special"><</span><span class="keyword">class</span> <span class="identifier">T1</span><span class="special">,</span> <span class="keyword">class</span> <span class="identifier">T2</span><span class="special">></span> | |
74 | <a class="link" href="../result_type.html" title="Calculation of the Type of the Result"><span class="emphasis"><em>calculated-result-type</em></span></a> <span class="identifier">tgamma_delta_ratio</span><span class="special">(</span><span class="identifier">T1</span> <span class="identifier">a</span><span class="special">,</span> <span class="identifier">T2</span> <span class="identifier">delta</span><span class="special">);</span> | |
75 | ||
76 | <span class="keyword">template</span> <span class="special"><</span><span class="keyword">class</span> <span class="identifier">T1</span><span class="special">,</span> <span class="keyword">class</span> <span class="identifier">T2</span><span class="special">,</span> <span class="keyword">class</span> <a class="link" href="../../policy.html" title="Chapter 15. Policies: Controlling Precision, Error Handling etc">Policy</a><span class="special">></span> | |
77 | <a class="link" href="../result_type.html" title="Calculation of the Type of the Result"><span class="emphasis"><em>calculated-result-type</em></span></a> <span class="identifier">tgamma_delta_ratio</span><span class="special">(</span><span class="identifier">T1</span> <span class="identifier">a</span><span class="special">,</span> <span class="identifier">T2</span> <span class="identifier">delta</span><span class="special">,</span> <span class="keyword">const</span> <a class="link" href="../../policy.html" title="Chapter 15. Policies: Controlling Precision, Error Handling etc">Policy</a><span class="special">&);</span> | |
78 | </pre> | |
79 | <p> | |
80 | Returns the ratio of gamma functions: | |
81 | </p> | |
82 | <p> | |
83 | <span class="inlinemediaobject"><img src="../../../equations/gamma_ratio1.svg"></span> | |
84 | </p> | |
85 | <p> | |
86 | The final <a class="link" href="../../policy.html" title="Chapter 15. Policies: Controlling Precision, Error Handling etc">Policy</a> argument is optional and can | |
87 | be used to control the behaviour of the function: how it handles errors, | |
88 | what level of precision to use etc. Refer to the <a class="link" href="../../policy.html" title="Chapter 15. Policies: Controlling Precision, Error Handling etc">policy | |
89 | documentation for more details</a>. | |
90 | </p> | |
91 | <p> | |
92 | Note that the result is calculated accurately even when <span class="emphasis"><em>delta</em></span> | |
93 | is small compared to <span class="emphasis"><em>a</em></span>: indeed even if <span class="emphasis"><em>a+delta | |
94 | ~ a</em></span>. The function is typically used when <span class="emphasis"><em>a</em></span> | |
95 | is large and <span class="emphasis"><em>delta</em></span> is very small. | |
96 | </p> | |
97 | <p> | |
98 | The return type of these functions is computed using the <a class="link" href="../result_type.html" title="Calculation of the Type of the Result"><span class="emphasis"><em>result | |
99 | type calculation rules</em></span></a> when T1 and T2 are different types, | |
100 | otherwise the result type is simple T1. | |
101 | </p> | |
102 | <p> | |
103 | <span class="inlinemediaobject"><img src="../../../graphs/tgamma_delta_ratio.svg" align="middle"></span> | |
104 | </p> | |
105 | <h5> | |
106 | <a name="math_toolkit.sf_gamma.gamma_ratios.h1"></a> | |
107 | <span class="phrase"><a name="math_toolkit.sf_gamma.gamma_ratios.accuracy"></a></span><a class="link" href="gamma_ratios.html#math_toolkit.sf_gamma.gamma_ratios.accuracy">Accuracy</a> | |
108 | </h5> | |
109 | <p> | |
110 | The following table shows the peak errors (in units of epsilon) found on | |
111 | various platforms with various floating point types. Unless otherwise specified | |
112 | any floating point type that is narrower than the one shown will have <a class="link" href="../relative_error.html#math_toolkit.relative_error.zero_error">effectively zero error</a>. | |
113 | </p> | |
114 | <div class="table"> | |
115 | <a name="math_toolkit.sf_gamma.gamma_ratios.table_tgamma_delta_ratio"></a><p class="title"><b>Table 6.7. Error rates for tgamma_delta_ratio</b></p> | |
116 | <div class="table-contents"><table class="table" summary="Error rates for tgamma_delta_ratio"> | |
117 | <colgroup> | |
118 | <col> | |
119 | <col> | |
120 | <col> | |
121 | <col> | |
122 | <col> | |
123 | </colgroup> | |
124 | <thead><tr> | |
125 | <th> | |
126 | </th> | |
127 | <th> | |
128 | <p> | |
129 | Microsoft Visual C++ version 12.0<br> Win32<br> double | |
130 | </p> | |
131 | </th> | |
132 | <th> | |
133 | <p> | |
134 | GNU C++ version 5.1.0<br> linux<br> double | |
135 | </p> | |
136 | </th> | |
137 | <th> | |
138 | <p> | |
139 | GNU C++ version 5.1.0<br> linux<br> long double | |
140 | </p> | |
141 | </th> | |
142 | <th> | |
143 | <p> | |
144 | Sun compiler version 0x5130<br> Sun Solaris<br> long double | |
145 | </p> | |
146 | </th> | |
147 | </tr></thead> | |
148 | <tbody> | |
149 | <tr> | |
150 | <td> | |
151 | <p> | |
152 | tgamma + small delta ratios | |
153 | </p> | |
154 | </td> | |
155 | <td> | |
156 | <p> | |
157 | <span class="blue">Max = 10.1ε (Mean = 1.25ε)</span> | |
158 | </p> | |
159 | </td> | |
160 | <td> | |
161 | <p> | |
162 | <span class="blue">Max = 0ε (Mean = 0ε)</span> | |
163 | </p> | |
164 | </td> | |
165 | <td> | |
166 | <p> | |
167 | <span class="blue">Max = 5.56ε (Mean = 0.969ε)</span> | |
168 | </p> | |
169 | </td> | |
170 | <td> | |
171 | <p> | |
172 | <span class="blue">Max = 15.4ε (Mean = 2.09ε)</span> | |
173 | </p> | |
174 | </td> | |
175 | </tr> | |
176 | <tr> | |
177 | <td> | |
178 | <p> | |
179 | tgamma + small delta ratios (negative delta) | |
180 | </p> | |
181 | </td> | |
182 | <td> | |
183 | <p> | |
184 | <span class="blue">Max = 8.04ε (Mean = 1.31ε)</span> | |
185 | </p> | |
186 | </td> | |
187 | <td> | |
188 | <p> | |
189 | <span class="blue">Max = 0ε (Mean = 0ε)</span> | |
190 | </p> | |
191 | </td> | |
192 | <td> | |
193 | <p> | |
194 | <span class="blue">Max = 8.67ε (Mean = 1.29ε)</span> | |
195 | </p> | |
196 | </td> | |
197 | <td> | |
198 | <p> | |
199 | <span class="blue">Max = 18.3ε (Mean = 2.03ε)</span> | |
200 | </p> | |
201 | </td> | |
202 | </tr> | |
203 | <tr> | |
204 | <td> | |
205 | <p> | |
206 | tgamma + small integer ratios | |
207 | </p> | |
208 | </td> | |
209 | <td> | |
210 | <p> | |
211 | <span class="blue">Max = 2.74ε (Mean = 0.736ε)</span> | |
212 | </p> | |
213 | </td> | |
214 | <td> | |
215 | <p> | |
216 | <span class="blue">Max = 0ε (Mean = 0ε)</span> | |
217 | </p> | |
218 | </td> | |
219 | <td> | |
220 | <p> | |
221 | <span class="blue">Max = 1.96ε (Mean = 0.677ε)</span> | |
222 | </p> | |
223 | </td> | |
224 | <td> | |
225 | <p> | |
226 | <span class="blue">Max = 1.96ε (Mean = 0.677ε)</span> | |
227 | </p> | |
228 | </td> | |
229 | </tr> | |
230 | <tr> | |
231 | <td> | |
232 | <p> | |
233 | tgamma + small integer ratios (negative delta) | |
234 | </p> | |
235 | </td> | |
236 | <td> | |
237 | <p> | |
238 | <span class="blue">Max = 2.15ε (Mean = 0.685ε)</span> | |
239 | </p> | |
240 | </td> | |
241 | <td> | |
242 | <p> | |
243 | <span class="blue">Max = 0ε (Mean = 0ε)</span> | |
244 | </p> | |
245 | </td> | |
246 | <td> | |
247 | <p> | |
248 | <span class="blue">Max = 1.62ε (Mean = 0.451ε)</span> | |
249 | </p> | |
250 | </td> | |
251 | <td> | |
252 | <p> | |
253 | <span class="blue">Max = 1.62ε (Mean = 0.451ε)</span> | |
254 | </p> | |
255 | </td> | |
256 | </tr> | |
257 | <tr> | |
258 | <td> | |
259 | <p> | |
260 | integer tgamma ratios | |
261 | </p> | |
262 | </td> | |
263 | <td> | |
264 | <p> | |
265 | <span class="blue">Max = 0.968ε (Mean = 0.386ε)</span> | |
266 | </p> | |
267 | </td> | |
268 | <td> | |
269 | <p> | |
270 | <span class="blue">Max = 0ε (Mean = 0ε)</span> | |
271 | </p> | |
272 | </td> | |
273 | <td> | |
274 | <p> | |
275 | <span class="blue">Max = 0.997ε (Mean = 0.4ε)</span> | |
276 | </p> | |
277 | </td> | |
278 | <td> | |
279 | <p> | |
280 | <span class="blue">Max = 0.997ε (Mean = 0.4ε)</span> | |
281 | </p> | |
282 | </td> | |
283 | </tr> | |
284 | <tr> | |
285 | <td> | |
286 | <p> | |
287 | integer tgamma ratios (negative delta) | |
288 | </p> | |
289 | </td> | |
290 | <td> | |
291 | <p> | |
292 | <span class="blue">Max = 0.974ε (Mean = 0.184ε)</span> | |
293 | </p> | |
294 | </td> | |
295 | <td> | |
296 | <p> | |
297 | <span class="blue">Max = 0ε (Mean = 0ε)</span> | |
298 | </p> | |
299 | </td> | |
300 | <td> | |
301 | <p> | |
302 | <span class="blue">Max = 0.853ε (Mean = 0.176ε)</span> | |
303 | </p> | |
304 | </td> | |
305 | <td> | |
306 | <p> | |
307 | <span class="blue">Max = 0.853ε (Mean = 0.176ε)</span> | |
308 | </p> | |
309 | </td> | |
310 | </tr> | |
311 | </tbody> | |
312 | </table></div> | |
313 | </div> | |
314 | <br class="table-break"><div class="table"> | |
315 | <a name="math_toolkit.sf_gamma.gamma_ratios.table_tgamma_ratio"></a><p class="title"><b>Table 6.8. Error rates for tgamma_ratio</b></p> | |
316 | <div class="table-contents"><table class="table" summary="Error rates for tgamma_ratio"> | |
317 | <colgroup> | |
318 | <col> | |
319 | <col> | |
320 | <col> | |
321 | <col> | |
322 | <col> | |
323 | </colgroup> | |
324 | <thead><tr> | |
325 | <th> | |
326 | </th> | |
327 | <th> | |
328 | <p> | |
329 | Microsoft Visual C++ version 12.0<br> Win32<br> double | |
330 | </p> | |
331 | </th> | |
332 | <th> | |
333 | <p> | |
334 | GNU C++ version 5.1.0<br> linux<br> double | |
335 | </p> | |
336 | </th> | |
337 | <th> | |
338 | <p> | |
339 | GNU C++ version 5.1.0<br> linux<br> long double | |
340 | </p> | |
341 | </th> | |
342 | <th> | |
343 | <p> | |
344 | Sun compiler version 0x5130<br> Sun Solaris<br> long double | |
345 | </p> | |
346 | </th> | |
347 | </tr></thead> | |
348 | <tbody><tr> | |
349 | <td> | |
350 | <p> | |
351 | tgamma ratios | |
352 | </p> | |
353 | </td> | |
354 | <td> | |
355 | <p> | |
356 | <span class="blue">Max = 3.66ε (Mean = 1.27ε)</span> | |
357 | </p> | |
358 | </td> | |
359 | <td> | |
360 | <p> | |
361 | <span class="blue">Max = 0ε (Mean = 0ε)</span> | |
362 | </p> | |
363 | </td> | |
364 | <td> | |
365 | <p> | |
366 | <span class="blue">Max = 3.09ε (Mean = 1.15ε)</span> | |
367 | </p> | |
368 | </td> | |
369 | <td> | |
370 | <p> | |
371 | <span class="blue">Max = 174ε (Mean = 61.2ε)</span> | |
372 | </p> | |
373 | </td> | |
374 | </tr></tbody> | |
375 | </table></div> | |
376 | </div> | |
377 | <br class="table-break"><h5> | |
378 | <a name="math_toolkit.sf_gamma.gamma_ratios.h2"></a> | |
379 | <span class="phrase"><a name="math_toolkit.sf_gamma.gamma_ratios.testing"></a></span><a class="link" href="gamma_ratios.html#math_toolkit.sf_gamma.gamma_ratios.testing">Testing</a> | |
380 | </h5> | |
381 | <p> | |
382 | Accuracy tests use data generated at very high precision (with <a href="http://shoup.net/ntl/doc/RR.txt" target="_top">NTL | |
383 | RR class</a> set at 1000-bit precision: about 300 decimal digits) and | |
384 | a deliberately naive calculation of Γ(x)/Γ(y). | |
385 | </p> | |
386 | <h5> | |
387 | <a name="math_toolkit.sf_gamma.gamma_ratios.h3"></a> | |
388 | <span class="phrase"><a name="math_toolkit.sf_gamma.gamma_ratios.implementation"></a></span><a class="link" href="gamma_ratios.html#math_toolkit.sf_gamma.gamma_ratios.implementation">Implementation</a> | |
389 | </h5> | |
390 | <p> | |
391 | The implementation of these functions is very similar to that of <a class="link" href="../sf_beta/beta_function.html" title="Beta">beta</a>, | |
392 | and is based on combining similar power terms to improve accuracy and avoid | |
393 | spurious overflow/underflow. | |
394 | </p> | |
395 | <p> | |
396 | In addition there are optimisations for the situation where <span class="emphasis"><em>delta</em></span> | |
397 | is a small integer: in which case this function is basically the reciprocal | |
398 | of a rising factorial, or where both arguments are smallish integers: in | |
399 | which case table lookup of factorials can be used to calculate the ratio. | |
400 | </p> | |
401 | </div> | |
402 | <table xmlns:rev="http://www.cs.rpi.edu/~gregod/boost/tools/doc/revision" width="100%"><tr> | |
403 | <td align="left"></td> | |
404 | <td align="right"><div class="copyright-footer">Copyright © 2006-2010, 2012-2014 Nikhar Agrawal, | |
405 | Anton Bikineev, Paul A. Bristow, Marco Guazzone, Christopher Kormanyos, Hubert | |
406 | Holin, Bruno Lalande, John Maddock, Jeremy Murphy, Johan Råde, Gautam Sewani, | |
407 | Benjamin Sobotta, Thijs van den Berg, Daryle Walker and Xiaogang Zhang<p> | |
408 | Distributed under the Boost Software License, Version 1.0. (See accompanying | |
409 | file LICENSE_1_0.txt or copy at <a href="http://www.boost.org/LICENSE_1_0.txt" target="_top">http://www.boost.org/LICENSE_1_0.txt</a>) | |
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