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1
2 // Copyright John Maddock 2006-7, 2013-14.
3 // Copyright Paul A. Bristow 2007, 2013-14.
4 // Copyright Nikhar Agrawal 2013-14
5 // Copyright Christopher Kormanyos 2013-14
6
7 // Use, modification and distribution are subject to the
8 // Boost Software License, Version 1.0. (See accompanying file
9 // LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
10
11 #ifndef BOOST_MATH_SF_GAMMA_HPP
12 #define BOOST_MATH_SF_GAMMA_HPP
13
14 #ifdef _MSC_VER
15 #pragma once
16 #endif
17
18 #include <boost/config.hpp>
19 #include <boost/math/tools/series.hpp>
20 #include <boost/math/tools/fraction.hpp>
21 #include <boost/math/tools/precision.hpp>
22 #include <boost/math/tools/promotion.hpp>
23 #include <boost/math/policies/error_handling.hpp>
24 #include <boost/math/constants/constants.hpp>
25 #include <boost/math/special_functions/math_fwd.hpp>
26 #include <boost/math/special_functions/log1p.hpp>
27 #include <boost/math/special_functions/trunc.hpp>
28 #include <boost/math/special_functions/powm1.hpp>
29 #include <boost/math/special_functions/sqrt1pm1.hpp>
30 #include <boost/math/special_functions/lanczos.hpp>
31 #include <boost/math/special_functions/fpclassify.hpp>
32 #include <boost/math/special_functions/detail/igamma_large.hpp>
33 #include <boost/math/special_functions/detail/unchecked_factorial.hpp>
34 #include <boost/math/special_functions/detail/lgamma_small.hpp>
35 #include <boost/math/special_functions/bernoulli.hpp>
36 #include <boost/math/special_functions/polygamma.hpp>
37 #include <boost/type_traits/is_convertible.hpp>
38 #include <boost/assert.hpp>
39 #include <boost/mpl/greater.hpp>
40 #include <boost/mpl/equal_to.hpp>
41 #include <boost/mpl/greater.hpp>
42
43 #include <boost/config/no_tr1/cmath.hpp>
44 #include <algorithm>
45
46 #ifdef BOOST_MSVC
47 # pragma warning(push)
48 # pragma warning(disable: 4702) // unreachable code (return after domain_error throw).
49 # pragma warning(disable: 4127) // conditional expression is constant.
50 # pragma warning(disable: 4100) // unreferenced formal parameter.
51 // Several variables made comments,
52 // but some difficulty as whether referenced on not may depend on macro values.
53 // So to be safe, 4100 warnings suppressed.
54 // TODO - revisit this?
55 #endif
56
57 namespace boost{ namespace math{
58
59 namespace detail{
60
61 template <class T>
62 inline bool is_odd(T v, const boost::true_type&)
63 {
64 int i = static_cast<int>(v);
65 return i&1;
66 }
67 template <class T>
68 inline bool is_odd(T v, const boost::false_type&)
69 {
70 // Oh dear can't cast T to int!
71 BOOST_MATH_STD_USING
72 T modulus = v - 2 * floor(v/2);
73 return static_cast<bool>(modulus != 0);
74 }
75 template <class T>
76 inline bool is_odd(T v)
77 {
78 return is_odd(v, ::boost::is_convertible<T, int>());
79 }
80
81 template <class T>
82 T sinpx(T z)
83 {
84 // Ad hoc function calculates x * sin(pi * x),
85 // taking extra care near when x is near a whole number.
86 BOOST_MATH_STD_USING
87 int sign = 1;
88 if(z < 0)
89 {
90 z = -z;
91 }
92 T fl = floor(z);
93 T dist;
94 if(is_odd(fl))
95 {
96 fl += 1;
97 dist = fl - z;
98 sign = -sign;
99 }
100 else
101 {
102 dist = z - fl;
103 }
104 BOOST_ASSERT(fl >= 0);
105 if(dist > 0.5)
106 dist = 1 - dist;
107 T result = sin(dist*boost::math::constants::pi<T>());
108 return sign*z*result;
109 } // template <class T> T sinpx(T z)
110 //
111 // tgamma(z), with Lanczos support:
112 //
113 template <class T, class Policy, class Lanczos>
114 T gamma_imp(T z, const Policy& pol, const Lanczos& l)
115 {
116 BOOST_MATH_STD_USING
117
118 T result = 1;
119
120 #ifdef BOOST_MATH_INSTRUMENT
121 static bool b = false;
122 if(!b)
123 {
124 std::cout << "tgamma_imp called with " << typeid(z).name() << " " << typeid(l).name() << std::endl;
125 b = true;
126 }
127 #endif
128 static const char* function = "boost::math::tgamma<%1%>(%1%)";
129
130 if(z <= 0)
131 {
132 if(floor(z) == z)
133 return policies::raise_pole_error<T>(function, "Evaluation of tgamma at a negative integer %1%.", z, pol);
134 if(z <= -20)
135 {
136 result = gamma_imp(T(-z), pol, l) * sinpx(z);
137 BOOST_MATH_INSTRUMENT_VARIABLE(result);
138 if((fabs(result) < 1) && (tools::max_value<T>() * fabs(result) < boost::math::constants::pi<T>()))
139 return -boost::math::sign(result) * policies::raise_overflow_error<T>(function, "Result of tgamma is too large to represent.", pol);
140 result = -boost::math::constants::pi<T>() / result;
141 if(result == 0)
142 return policies::raise_underflow_error<T>(function, "Result of tgamma is too small to represent.", pol);
143 if((boost::math::fpclassify)(result) == (int)FP_SUBNORMAL)
144 return policies::raise_denorm_error<T>(function, "Result of tgamma is denormalized.", result, pol);
145 BOOST_MATH_INSTRUMENT_VARIABLE(result);
146 return result;
147 }
148
149 // shift z to > 1:
150 while(z < 0)
151 {
152 result /= z;
153 z += 1;
154 }
155 }
156 BOOST_MATH_INSTRUMENT_VARIABLE(result);
157 if((floor(z) == z) && (z < max_factorial<T>::value))
158 {
159 result *= unchecked_factorial<T>(itrunc(z, pol) - 1);
160 BOOST_MATH_INSTRUMENT_VARIABLE(result);
161 }
162 else if (z < tools::root_epsilon<T>())
163 {
164 if (z < 1 / tools::max_value<T>())
165 result = policies::raise_overflow_error<T>(function, 0, pol);
166 result *= 1 / z - constants::euler<T>();
167 }
168 else
169 {
170 result *= Lanczos::lanczos_sum(z);
171 T zgh = (z + static_cast<T>(Lanczos::g()) - boost::math::constants::half<T>());
172 T lzgh = log(zgh);
173 BOOST_MATH_INSTRUMENT_VARIABLE(result);
174 BOOST_MATH_INSTRUMENT_VARIABLE(tools::log_max_value<T>());
175 if(z * lzgh > tools::log_max_value<T>())
176 {
177 // we're going to overflow unless this is done with care:
178 BOOST_MATH_INSTRUMENT_VARIABLE(zgh);
179 if(lzgh * z / 2 > tools::log_max_value<T>())
180 return boost::math::sign(result) * policies::raise_overflow_error<T>(function, "Result of tgamma is too large to represent.", pol);
181 T hp = pow(zgh, (z / 2) - T(0.25));
182 BOOST_MATH_INSTRUMENT_VARIABLE(hp);
183 result *= hp / exp(zgh);
184 BOOST_MATH_INSTRUMENT_VARIABLE(result);
185 if(tools::max_value<T>() / hp < result)
186 return boost::math::sign(result) * policies::raise_overflow_error<T>(function, "Result of tgamma is too large to represent.", pol);
187 result *= hp;
188 BOOST_MATH_INSTRUMENT_VARIABLE(result);
189 }
190 else
191 {
192 BOOST_MATH_INSTRUMENT_VARIABLE(zgh);
193 BOOST_MATH_INSTRUMENT_VARIABLE(pow(zgh, z - boost::math::constants::half<T>()));
194 BOOST_MATH_INSTRUMENT_VARIABLE(exp(zgh));
195 result *= pow(zgh, z - boost::math::constants::half<T>()) / exp(zgh);
196 BOOST_MATH_INSTRUMENT_VARIABLE(result);
197 }
198 }
199 return result;
200 }
201 //
202 // lgamma(z) with Lanczos support:
203 //
204 template <class T, class Policy, class Lanczos>
205 T lgamma_imp(T z, const Policy& pol, const Lanczos& l, int* sign = 0)
206 {
207 #ifdef BOOST_MATH_INSTRUMENT
208 static bool b = false;
209 if(!b)
210 {
211 std::cout << "lgamma_imp called with " << typeid(z).name() << " " << typeid(l).name() << std::endl;
212 b = true;
213 }
214 #endif
215
216 BOOST_MATH_STD_USING
217
218 static const char* function = "boost::math::lgamma<%1%>(%1%)";
219
220 T result = 0;
221 int sresult = 1;
222 if(z <= -tools::root_epsilon<T>())
223 {
224 // reflection formula:
225 if(floor(z) == z)
226 return policies::raise_pole_error<T>(function, "Evaluation of lgamma at a negative integer %1%.", z, pol);
227
228 T t = sinpx(z);
229 z = -z;
230 if(t < 0)
231 {
232 t = -t;
233 }
234 else
235 {
236 sresult = -sresult;
237 }
238 result = log(boost::math::constants::pi<T>()) - lgamma_imp(z, pol, l) - log(t);
239 }
240 else if (z < tools::root_epsilon<T>())
241 {
242 if (0 == z)
243 return policies::raise_pole_error<T>(function, "Evaluation of lgamma at %1%.", z, pol);
244 if (fabs(z) < 1 / tools::max_value<T>())
245 result = -log(fabs(z));
246 else
247 result = log(fabs(1 / z - constants::euler<T>()));
248 if (z < 0)
249 sresult = -1;
250 }
251 else if(z < 15)
252 {
253 typedef typename policies::precision<T, Policy>::type precision_type;
254 typedef typename mpl::if_<
255 mpl::and_<
256 mpl::less_equal<precision_type, mpl::int_<64> >,
257 mpl::greater<precision_type, mpl::int_<0> >
258 >,
259 mpl::int_<64>,
260 typename mpl::if_<
261 mpl::and_<
262 mpl::less_equal<precision_type, mpl::int_<113> >,
263 mpl::greater<precision_type, mpl::int_<0> >
264 >,
265 mpl::int_<113>, mpl::int_<0> >::type
266 >::type tag_type;
267 result = lgamma_small_imp<T>(z, T(z - 1), T(z - 2), tag_type(), pol, l);
268 }
269 else if((z >= 3) && (z < 100) && (std::numeric_limits<T>::max_exponent >= 1024))
270 {
271 // taking the log of tgamma reduces the error, no danger of overflow here:
272 result = log(gamma_imp(z, pol, l));
273 }
274 else
275 {
276 // regular evaluation:
277 T zgh = static_cast<T>(z + Lanczos::g() - boost::math::constants::half<T>());
278 result = log(zgh) - 1;
279 result *= z - 0.5f;
280 //
281 // Only add on the lanczos sum part if we're going to need it:
282 //
283 if(result * tools::epsilon<T>() < 20)
284 result += log(Lanczos::lanczos_sum_expG_scaled(z));
285 }
286
287 if(sign)
288 *sign = sresult;
289 return result;
290 }
291
292 //
293 // Incomplete gamma functions follow:
294 //
295 template <class T>
296 struct upper_incomplete_gamma_fract
297 {
298 private:
299 T z, a;
300 int k;
301 public:
302 typedef std::pair<T,T> result_type;
303
304 upper_incomplete_gamma_fract(T a1, T z1)
305 : z(z1-a1+1), a(a1), k(0)
306 {
307 }
308
309 result_type operator()()
310 {
311 ++k;
312 z += 2;
313 return result_type(k * (a - k), z);
314 }
315 };
316
317 template <class T>
318 inline T upper_gamma_fraction(T a, T z, T eps)
319 {
320 // Multiply result by z^a * e^-z to get the full
321 // upper incomplete integral. Divide by tgamma(z)
322 // to normalise.
323 upper_incomplete_gamma_fract<T> f(a, z);
324 return 1 / (z - a + 1 + boost::math::tools::continued_fraction_a(f, eps));
325 }
326
327 template <class T>
328 struct lower_incomplete_gamma_series
329 {
330 private:
331 T a, z, result;
332 public:
333 typedef T result_type;
334 lower_incomplete_gamma_series(T a1, T z1) : a(a1), z(z1), result(1){}
335
336 T operator()()
337 {
338 T r = result;
339 a += 1;
340 result *= z/a;
341 return r;
342 }
343 };
344
345 template <class T, class Policy>
346 inline T lower_gamma_series(T a, T z, const Policy& pol, T init_value = 0)
347 {
348 // Multiply result by ((z^a) * (e^-z) / a) to get the full
349 // lower incomplete integral. Then divide by tgamma(a)
350 // to get the normalised value.
351 lower_incomplete_gamma_series<T> s(a, z);
352 boost::uintmax_t max_iter = policies::get_max_series_iterations<Policy>();
353 T factor = policies::get_epsilon<T, Policy>();
354 T result = boost::math::tools::sum_series(s, factor, max_iter, init_value);
355 policies::check_series_iterations<T>("boost::math::detail::lower_gamma_series<%1%>(%1%)", max_iter, pol);
356 return result;
357 }
358
359 //
360 // Fully generic tgamma and lgamma use Stirling's approximation
361 // with Bernoulli numbers.
362 //
363 template<class T>
364 std::size_t highest_bernoulli_index()
365 {
366 const float digits10_of_type = (std::numeric_limits<T>::is_specialized
367 ? static_cast<float>(std::numeric_limits<T>::digits10)
368 : static_cast<float>(boost::math::tools::digits<T>() * 0.301F));
369
370 // Find the high index n for Bn to produce the desired precision in Stirling's calculation.
371 return static_cast<std::size_t>(18.0F + (0.6F * digits10_of_type));
372 }
373
374 template<class T>
375 int minimum_argument_for_bernoulli_recursion()
376 {
377 const float digits10_of_type = (std::numeric_limits<T>::is_specialized
378 ? static_cast<float>(std::numeric_limits<T>::digits10)
379 : static_cast<float>(boost::math::tools::digits<T>() * 0.301F));
380
381 const float limit = std::ceil(std::pow(1.0f / std::ldexp(1.0f, 1-boost::math::tools::digits<T>()), 1.0f / 20.0f));
382
383 return (int)((std::min)(digits10_of_type * 1.7F, limit));
384 }
385
386 template <class T, class Policy>
387 T scaled_tgamma_no_lanczos(const T& z, const Policy& pol, bool islog = false)
388 {
389 BOOST_MATH_STD_USING
390 //
391 // Calculates tgamma(z) / (z/e)^z
392 // Requires that our argument is large enough for Sterling's approximation to hold.
393 // Used internally when combining gamma's of similar magnitude without logarithms.
394 //
395 BOOST_ASSERT(minimum_argument_for_bernoulli_recursion<T>() <= z);
396
397 // Perform the Bernoulli series expansion of Stirling's approximation.
398
399 const std::size_t number_of_bernoullis_b2n = policies::get_max_series_iterations<Policy>();
400
401 T one_over_x_pow_two_n_minus_one = 1 / z;
402 const T one_over_x2 = one_over_x_pow_two_n_minus_one * one_over_x_pow_two_n_minus_one;
403 T sum = (boost::math::bernoulli_b2n<T>(1) / 2) * one_over_x_pow_two_n_minus_one;
404 const T target_epsilon_to_break_loop = sum * boost::math::tools::epsilon<T>();
405 const T half_ln_two_pi_over_z = sqrt(boost::math::constants::two_pi<T>() / z);
406 T last_term = 2 * sum;
407
408 for (std::size_t n = 2U;; ++n)
409 {
410 one_over_x_pow_two_n_minus_one *= one_over_x2;
411
412 const std::size_t n2 = static_cast<std::size_t>(n * 2U);
413
414 const T term = (boost::math::bernoulli_b2n<T>(static_cast<int>(n)) * one_over_x_pow_two_n_minus_one) / (n2 * (n2 - 1U));
415
416 if ((n >= 3U) && (abs(term) < target_epsilon_to_break_loop))
417 {
418 // We have reached the desired precision in Stirling's expansion.
419 // Adding additional terms to the sum of this divergent asymptotic
420 // expansion will not improve the result.
421
422 // Break from the loop.
423 break;
424 }
425 if (n > number_of_bernoullis_b2n)
426 return policies::raise_evaluation_error("scaled_tgamma_no_lanczos<%1%>()", "Exceeded maximum series iterations without reaching convergence, best approximation was %1%", T(exp(sum) * half_ln_two_pi_over_z), pol);
427
428 sum += term;
429
430 // Sanity check for divergence:
431 T fterm = fabs(term);
432 if(fterm > last_term)
433 return policies::raise_evaluation_error("scaled_tgamma_no_lanczos<%1%>()", "Series became divergent without reaching convergence, best approximation was %1%", T(exp(sum) * half_ln_two_pi_over_z), pol);
434 last_term = fterm;
435 }
436
437 // Complete Stirling's approximation.
438 T scaled_gamma_value = islog ? T(sum + log(half_ln_two_pi_over_z)) : T(exp(sum) * half_ln_two_pi_over_z);
439 return scaled_gamma_value;
440 }
441
442 // Forward declaration of the lgamma_imp template specialization.
443 template <class T, class Policy>
444 T lgamma_imp(T z, const Policy& pol, const lanczos::undefined_lanczos&, int* sign = 0);
445
446 template <class T, class Policy>
447 T gamma_imp(T z, const Policy& pol, const lanczos::undefined_lanczos&)
448 {
449 BOOST_MATH_STD_USING
450
451 static const char* function = "boost::math::tgamma<%1%>(%1%)";
452
453 // Check if the argument of tgamma is identically zero.
454 const bool is_at_zero = (z == 0);
455
456 if((boost::math::isnan)(z) || (is_at_zero) || ((boost::math::isinf)(z) && (z < 0)))
457 return policies::raise_domain_error<T>(function, "Evaluation of tgamma at %1%.", z, pol);
458
459 const bool b_neg = (z < 0);
460
461 const bool floor_of_z_is_equal_to_z = (floor(z) == z);
462
463 // Special case handling of small factorials:
464 if((!b_neg) && floor_of_z_is_equal_to_z && (z < boost::math::max_factorial<T>::value))
465 {
466 return boost::math::unchecked_factorial<T>(itrunc(z) - 1);
467 }
468
469 // Make a local, unsigned copy of the input argument.
470 T zz((!b_neg) ? z : -z);
471
472 // Special case for ultra-small z:
473 if(zz < tools::cbrt_epsilon<T>())
474 {
475 const T a0(1);
476 const T a1(boost::math::constants::euler<T>());
477 const T six_euler_squared((boost::math::constants::euler<T>() * boost::math::constants::euler<T>()) * 6);
478 const T a2((six_euler_squared - boost::math::constants::pi_sqr<T>()) / 12);
479
480 const T inverse_tgamma_series = z * ((a2 * z + a1) * z + a0);
481
482 return 1 / inverse_tgamma_series;
483 }
484
485 // Scale the argument up for the calculation of lgamma,
486 // and use downward recursion later for the final result.
487 const int min_arg_for_recursion = minimum_argument_for_bernoulli_recursion<T>();
488
489 int n_recur;
490
491 if(zz < min_arg_for_recursion)
492 {
493 n_recur = boost::math::itrunc(min_arg_for_recursion - zz) + 1;
494
495 zz += n_recur;
496 }
497 else
498 {
499 n_recur = 0;
500 }
501 if (!n_recur)
502 {
503 if (zz > tools::log_max_value<T>())
504 return policies::raise_overflow_error<T>(function, 0, pol);
505 if (log(zz) * zz / 2 > tools::log_max_value<T>())
506 return policies::raise_overflow_error<T>(function, 0, pol);
507 }
508 T gamma_value = scaled_tgamma_no_lanczos(zz, pol);
509 T power_term = pow(zz, zz / 2);
510 T exp_term = exp(-zz);
511 gamma_value *= (power_term * exp_term);
512 if(!n_recur && (tools::max_value<T>() / power_term < gamma_value))
513 return policies::raise_overflow_error<T>(function, 0, pol);
514 gamma_value *= power_term;
515
516 // Rescale the result using downward recursion if necessary.
517 if(n_recur)
518 {
519 // The order of divides is important, if we keep subtracting 1 from zz
520 // we DO NOT get back to z (cancellation error). Further if z < epsilon
521 // we would end up dividing by zero. Also in order to prevent spurious
522 // overflow with the first division, we must save dividing by |z| till last,
523 // so the optimal order of divides is z+1, z+2, z+3...z+n_recur-1,z.
524 zz = fabs(z) + 1;
525 for(int k = 1; k < n_recur; ++k)
526 {
527 gamma_value /= zz;
528 zz += 1;
529 }
530 gamma_value /= fabs(z);
531 }
532
533 // Return the result, accounting for possible negative arguments.
534 if(b_neg)
535 {
536 // Provide special error analysis for:
537 // * arguments in the neighborhood of a negative integer
538 // * arguments exactly equal to a negative integer.
539
540 // Check if the argument of tgamma is exactly equal to a negative integer.
541 if(floor_of_z_is_equal_to_z)
542 return policies::raise_pole_error<T>(function, "Evaluation of tgamma at a negative integer %1%.", z, pol);
543
544 gamma_value *= sinpx(z);
545
546 BOOST_MATH_INSTRUMENT_VARIABLE(gamma_value);
547
548 const bool result_is_too_large_to_represent = ( (abs(gamma_value) < 1)
549 && ((tools::max_value<T>() * abs(gamma_value)) < boost::math::constants::pi<T>()));
550
551 if(result_is_too_large_to_represent)
552 return policies::raise_overflow_error<T>(function, "Result of tgamma is too large to represent.", pol);
553
554 gamma_value = -boost::math::constants::pi<T>() / gamma_value;
555 BOOST_MATH_INSTRUMENT_VARIABLE(gamma_value);
556
557 if(gamma_value == 0)
558 return policies::raise_underflow_error<T>(function, "Result of tgamma is too small to represent.", pol);
559
560 if((boost::math::fpclassify)(gamma_value) == static_cast<int>(FP_SUBNORMAL))
561 return policies::raise_denorm_error<T>(function, "Result of tgamma is denormalized.", gamma_value, pol);
562 }
563
564 return gamma_value;
565 }
566
567 template <class T, class Policy>
568 inline T log_gamma_near_1(const T& z, Policy const& pol)
569 {
570 //
571 // This is for the multiprecision case where there is
572 // no lanczos support, use a taylor series at z = 1,
573 // see https://www.wolframalpha.com/input/?i=taylor+series+lgamma(x)+at+x+%3D+1
574 //
575 BOOST_MATH_STD_USING // ADL of std names
576
577 BOOST_ASSERT(fabs(z) < 1);
578
579 T result = -constants::euler<T>() * z;
580
581 T power_term = z * z / 2;
582 int n = 2;
583 T term = 0;
584
585 do
586 {
587 term = power_term * boost::math::polygamma(n - 1, T(1));
588 result += term;
589 ++n;
590 power_term *= z / n;
591 } while (fabs(result) * tools::epsilon<T>() < fabs(term));
592
593 return result;
594 }
595
596 template <class T, class Policy>
597 T lgamma_imp(T z, const Policy& pol, const lanczos::undefined_lanczos&, int* sign)
598 {
599 BOOST_MATH_STD_USING
600
601 static const char* function = "boost::math::lgamma<%1%>(%1%)";
602
603 // Check if the argument of lgamma is identically zero.
604 const bool is_at_zero = (z == 0);
605
606 if(is_at_zero)
607 return policies::raise_domain_error<T>(function, "Evaluation of lgamma at zero %1%.", z, pol);
608 if((boost::math::isnan)(z))
609 return policies::raise_domain_error<T>(function, "Evaluation of lgamma at %1%.", z, pol);
610 if((boost::math::isinf)(z))
611 return policies::raise_overflow_error<T>(function, 0, pol);
612
613 const bool b_neg = (z < 0);
614
615 const bool floor_of_z_is_equal_to_z = (floor(z) == z);
616
617 // Special case handling of small factorials:
618 if((!b_neg) && floor_of_z_is_equal_to_z && (z < boost::math::max_factorial<T>::value))
619 {
620 if (sign)
621 *sign = 1;
622 return log(boost::math::unchecked_factorial<T>(itrunc(z) - 1));
623 }
624
625 // Make a local, unsigned copy of the input argument.
626 T zz((!b_neg) ? z : -z);
627
628 const int min_arg_for_recursion = minimum_argument_for_bernoulli_recursion<T>();
629
630 T log_gamma_value;
631
632 if (zz < min_arg_for_recursion)
633 {
634 // Here we simply take the logarithm of tgamma(). This is somewhat
635 // inefficient, but simple. The rationale is that the argument here
636 // is relatively small and overflow is not expected to be likely.
637 if (sign)
638 * sign = 1;
639 if(fabs(z - 1) < 0.25)
640 {
641 log_gamma_value = log_gamma_near_1(T(zz - 1), pol);
642 }
643 else if(fabs(z - 2) < 0.25)
644 {
645 log_gamma_value = log_gamma_near_1(T(zz - 2), pol) + log(zz - 1);
646 }
647 else if (z > -tools::root_epsilon<T>())
648 {
649 // Reflection formula may fail if z is very close to zero, let the series
650 // expansion for tgamma close to zero do the work:
651 if (sign)
652 *sign = z < 0 ? -1 : 1;
653 return log(abs(gamma_imp(z, pol, lanczos::undefined_lanczos())));
654 }
655 else
656 {
657 // No issue with spurious overflow in reflection formula,
658 // just fall through to regular code:
659 T g = gamma_imp(zz, pol, lanczos::undefined_lanczos());
660 if (sign)
661 {
662 *sign = g < 0 ? -1 : 1;
663 }
664 log_gamma_value = log(abs(g));
665 }
666 }
667 else
668 {
669 // Perform the Bernoulli series expansion of Stirling's approximation.
670 T sum = scaled_tgamma_no_lanczos(zz, pol, true);
671 log_gamma_value = zz * (log(zz) - 1) + sum;
672 }
673
674 int sign_of_result = 1;
675
676 if(b_neg)
677 {
678 // Provide special error analysis if the argument is exactly
679 // equal to a negative integer.
680
681 // Check if the argument of lgamma is exactly equal to a negative integer.
682 if(floor_of_z_is_equal_to_z)
683 return policies::raise_pole_error<T>(function, "Evaluation of lgamma at a negative integer %1%.", z, pol);
684
685 T t = sinpx(z);
686
687 if(t < 0)
688 {
689 t = -t;
690 }
691 else
692 {
693 sign_of_result = -sign_of_result;
694 }
695
696 log_gamma_value = - log_gamma_value
697 + log(boost::math::constants::pi<T>())
698 - log(t);
699 }
700
701 if(sign != static_cast<int*>(0U)) { *sign = sign_of_result; }
702
703 return log_gamma_value;
704 }
705
706 //
707 // This helper calculates tgamma(dz+1)-1 without cancellation errors,
708 // used by the upper incomplete gamma with z < 1:
709 //
710 template <class T, class Policy, class Lanczos>
711 T tgammap1m1_imp(T dz, Policy const& pol, const Lanczos& l)
712 {
713 BOOST_MATH_STD_USING
714
715 typedef typename policies::precision<T,Policy>::type precision_type;
716
717 typedef typename mpl::if_<
718 mpl::or_<
719 mpl::less_equal<precision_type, mpl::int_<0> >,
720 mpl::greater<precision_type, mpl::int_<113> >
721 >,
722 typename mpl::if_<
723 mpl::and_<is_same<Lanczos, lanczos::lanczos24m113>, mpl::greater<precision_type, mpl::int_<0> > >,
724 mpl::int_<113>,
725 mpl::int_<0>
726 >::type,
727 typename mpl::if_<
728 mpl::less_equal<precision_type, mpl::int_<64> >,
729 mpl::int_<64>, mpl::int_<113> >::type
730 >::type tag_type;
731
732 T result;
733 if(dz < 0)
734 {
735 if(dz < -0.5)
736 {
737 // Best method is simply to subtract 1 from tgamma:
738 result = boost::math::tgamma(1+dz, pol) - 1;
739 BOOST_MATH_INSTRUMENT_CODE(result);
740 }
741 else
742 {
743 // Use expm1 on lgamma:
744 result = boost::math::expm1(-boost::math::log1p(dz, pol)
745 + lgamma_small_imp<T>(dz+2, dz + 1, dz, tag_type(), pol, l));
746 BOOST_MATH_INSTRUMENT_CODE(result);
747 }
748 }
749 else
750 {
751 if(dz < 2)
752 {
753 // Use expm1 on lgamma:
754 result = boost::math::expm1(lgamma_small_imp<T>(dz+1, dz, dz-1, tag_type(), pol, l), pol);
755 BOOST_MATH_INSTRUMENT_CODE(result);
756 }
757 else
758 {
759 // Best method is simply to subtract 1 from tgamma:
760 result = boost::math::tgamma(1+dz, pol) - 1;
761 BOOST_MATH_INSTRUMENT_CODE(result);
762 }
763 }
764
765 return result;
766 }
767
768 template <class T, class Policy>
769 inline T tgammap1m1_imp(T z, Policy const& pol,
770 const ::boost::math::lanczos::undefined_lanczos&)
771 {
772 BOOST_MATH_STD_USING // ADL of std names
773
774 if(fabs(z) < 0.55)
775 {
776 return boost::math::expm1(log_gamma_near_1(z, pol));
777 }
778 return boost::math::expm1(boost::math::lgamma(1 + z, pol));
779 }
780
781 //
782 // Series representation for upper fraction when z is small:
783 //
784 template <class T>
785 struct small_gamma2_series
786 {
787 typedef T result_type;
788
789 small_gamma2_series(T a_, T x_) : result(-x_), x(-x_), apn(a_+1), n(1){}
790
791 T operator()()
792 {
793 T r = result / (apn);
794 result *= x;
795 result /= ++n;
796 apn += 1;
797 return r;
798 }
799
800 private:
801 T result, x, apn;
802 int n;
803 };
804 //
805 // calculate power term prefix (z^a)(e^-z) used in the non-normalised
806 // incomplete gammas:
807 //
808 template <class T, class Policy>
809 T full_igamma_prefix(T a, T z, const Policy& pol)
810 {
811 BOOST_MATH_STD_USING
812
813 T prefix;
814 if (z > tools::max_value<T>())
815 return 0;
816 T alz = a * log(z);
817
818 if(z >= 1)
819 {
820 if((alz < tools::log_max_value<T>()) && (-z > tools::log_min_value<T>()))
821 {
822 prefix = pow(z, a) * exp(-z);
823 }
824 else if(a >= 1)
825 {
826 prefix = pow(z / exp(z/a), a);
827 }
828 else
829 {
830 prefix = exp(alz - z);
831 }
832 }
833 else
834 {
835 if(alz > tools::log_min_value<T>())
836 {
837 prefix = pow(z, a) * exp(-z);
838 }
839 else if(z/a < tools::log_max_value<T>())
840 {
841 prefix = pow(z / exp(z/a), a);
842 }
843 else
844 {
845 prefix = exp(alz - z);
846 }
847 }
848 //
849 // This error handling isn't very good: it happens after the fact
850 // rather than before it...
851 //
852 if((boost::math::fpclassify)(prefix) == (int)FP_INFINITE)
853 return policies::raise_overflow_error<T>("boost::math::detail::full_igamma_prefix<%1%>(%1%, %1%)", "Result of incomplete gamma function is too large to represent.", pol);
854
855 return prefix;
856 }
857 //
858 // Compute (z^a)(e^-z)/tgamma(a)
859 // most if the error occurs in this function:
860 //
861 template <class T, class Policy, class Lanczos>
862 T regularised_gamma_prefix(T a, T z, const Policy& pol, const Lanczos& l)
863 {
864 BOOST_MATH_STD_USING
865 if (z >= tools::max_value<T>())
866 return 0;
867 T agh = a + static_cast<T>(Lanczos::g()) - T(0.5);
868 T prefix;
869 T d = ((z - a) - static_cast<T>(Lanczos::g()) + T(0.5)) / agh;
870
871 if(a < 1)
872 {
873 //
874 // We have to treat a < 1 as a special case because our Lanczos
875 // approximations are optimised against the factorials with a > 1,
876 // and for high precision types especially (128-bit reals for example)
877 // very small values of a can give rather eroneous results for gamma
878 // unless we do this:
879 //
880 // TODO: is this still required? Lanczos approx should be better now?
881 //
882 if(z <= tools::log_min_value<T>())
883 {
884 // Oh dear, have to use logs, should be free of cancellation errors though:
885 return exp(a * log(z) - z - lgamma_imp(a, pol, l));
886 }
887 else
888 {
889 // direct calculation, no danger of overflow as gamma(a) < 1/a
890 // for small a.
891 return pow(z, a) * exp(-z) / gamma_imp(a, pol, l);
892 }
893 }
894 else if((fabs(d*d*a) <= 100) && (a > 150))
895 {
896 // special case for large a and a ~ z.
897 prefix = a * boost::math::log1pmx(d, pol) + z * static_cast<T>(0.5 - Lanczos::g()) / agh;
898 prefix = exp(prefix);
899 }
900 else
901 {
902 //
903 // general case.
904 // direct computation is most accurate, but use various fallbacks
905 // for different parts of the problem domain:
906 //
907 T alz = a * log(z / agh);
908 T amz = a - z;
909 if(((std::min)(alz, amz) <= tools::log_min_value<T>()) || ((std::max)(alz, amz) >= tools::log_max_value<T>()))
910 {
911 T amza = amz / a;
912 if(((std::min)(alz, amz)/2 > tools::log_min_value<T>()) && ((std::max)(alz, amz)/2 < tools::log_max_value<T>()))
913 {
914 // compute square root of the result and then square it:
915 T sq = pow(z / agh, a / 2) * exp(amz / 2);
916 prefix = sq * sq;
917 }
918 else if(((std::min)(alz, amz)/4 > tools::log_min_value<T>()) && ((std::max)(alz, amz)/4 < tools::log_max_value<T>()) && (z > a))
919 {
920 // compute the 4th root of the result then square it twice:
921 T sq = pow(z / agh, a / 4) * exp(amz / 4);
922 prefix = sq * sq;
923 prefix *= prefix;
924 }
925 else if((amza > tools::log_min_value<T>()) && (amza < tools::log_max_value<T>()))
926 {
927 prefix = pow((z * exp(amza)) / agh, a);
928 }
929 else
930 {
931 prefix = exp(alz + amz);
932 }
933 }
934 else
935 {
936 prefix = pow(z / agh, a) * exp(amz);
937 }
938 }
939 prefix *= sqrt(agh / boost::math::constants::e<T>()) / Lanczos::lanczos_sum_expG_scaled(a);
940 return prefix;
941 }
942 //
943 // And again, without Lanczos support:
944 //
945 template <class T, class Policy>
946 T regularised_gamma_prefix(T a, T z, const Policy& pol, const lanczos::undefined_lanczos& l)
947 {
948 BOOST_MATH_STD_USING
949
950 if((a < 1) && (z < 1))
951 {
952 // No overflow possible since the power terms tend to unity as a,z -> 0
953 return pow(z, a) * exp(-z) / boost::math::tgamma(a, pol);
954 }
955 else if(a > minimum_argument_for_bernoulli_recursion<T>())
956 {
957 T scaled_gamma = scaled_tgamma_no_lanczos(a, pol);
958 T power_term = pow(z / a, a / 2);
959 T a_minus_z = a - z;
960 if ((0 == power_term) || (fabs(a_minus_z) > tools::log_max_value<T>()))
961 {
962 // The result is probably zero, but we need to be sure:
963 return exp(a * log(z / a) + a_minus_z - log(scaled_gamma));
964 }
965 return (power_term * exp(a_minus_z)) * (power_term / scaled_gamma);
966 }
967 else
968 {
969 //
970 // Usual case is to calculate the prefix at a+shift and recurse down
971 // to the value we want:
972 //
973 const int min_z = minimum_argument_for_bernoulli_recursion<T>();
974 long shift = 1 + ltrunc(min_z - a);
975 T result = regularised_gamma_prefix(T(a + shift), z, pol, l);
976 if (result != 0)
977 {
978 for (long i = 0; i < shift; ++i)
979 {
980 result /= z;
981 result *= a + i;
982 }
983 return result;
984 }
985 else
986 {
987 //
988 // We failed, most probably we have z << 1, try again, this time
989 // we calculate z^a e^-z / tgamma(a+shift), combining power terms
990 // as we go. And again recurse down to the result.
991 //
992 T scaled_gamma = scaled_tgamma_no_lanczos(T(a + shift), pol);
993 T power_term_1 = pow(z / (a + shift), a);
994 T power_term_2 = pow(a + shift, -shift);
995 T power_term_3 = exp(a + shift - z);
996 if ((0 == power_term_1) || (0 == power_term_2) || (0 == power_term_3) || (fabs(a + shift - z) > tools::log_max_value<T>()))
997 {
998 // We have no test case that gets here, most likely the type T
999 // has a high precision but low exponent range:
1000 return exp(a * log(z) - z - boost::math::lgamma(a, pol));
1001 }
1002 result = power_term_1 * power_term_2 * power_term_3 / scaled_gamma;
1003 for (long i = 0; i < shift; ++i)
1004 {
1005 result *= a + i;
1006 }
1007 return result;
1008 }
1009 }
1010 }
1011 //
1012 // Upper gamma fraction for very small a:
1013 //
1014 template <class T, class Policy>
1015 inline T tgamma_small_upper_part(T a, T x, const Policy& pol, T* pgam = 0, bool invert = false, T* pderivative = 0)
1016 {
1017 BOOST_MATH_STD_USING // ADL of std functions.
1018 //
1019 // Compute the full upper fraction (Q) when a is very small:
1020 //
1021 T result;
1022 result = boost::math::tgamma1pm1(a, pol);
1023 if(pgam)
1024 *pgam = (result + 1) / a;
1025 T p = boost::math::powm1(x, a, pol);
1026 result -= p;
1027 result /= a;
1028 detail::small_gamma2_series<T> s(a, x);
1029 boost::uintmax_t max_iter = policies::get_max_series_iterations<Policy>() - 10;
1030 p += 1;
1031 if(pderivative)
1032 *pderivative = p / (*pgam * exp(x));
1033 T init_value = invert ? *pgam : 0;
1034 result = -p * tools::sum_series(s, boost::math::policies::get_epsilon<T, Policy>(), max_iter, (init_value - result) / p);
1035 policies::check_series_iterations<T>("boost::math::tgamma_small_upper_part<%1%>(%1%, %1%)", max_iter, pol);
1036 if(invert)
1037 result = -result;
1038 return result;
1039 }
1040 //
1041 // Upper gamma fraction for integer a:
1042 //
1043 template <class T, class Policy>
1044 inline T finite_gamma_q(T a, T x, Policy const& pol, T* pderivative = 0)
1045 {
1046 //
1047 // Calculates normalised Q when a is an integer:
1048 //
1049 BOOST_MATH_STD_USING
1050 T e = exp(-x);
1051 T sum = e;
1052 if(sum != 0)
1053 {
1054 T term = sum;
1055 for(unsigned n = 1; n < a; ++n)
1056 {
1057 term /= n;
1058 term *= x;
1059 sum += term;
1060 }
1061 }
1062 if(pderivative)
1063 {
1064 *pderivative = e * pow(x, a) / boost::math::unchecked_factorial<T>(itrunc(T(a - 1), pol));
1065 }
1066 return sum;
1067 }
1068 //
1069 // Upper gamma fraction for half integer a:
1070 //
1071 template <class T, class Policy>
1072 T finite_half_gamma_q(T a, T x, T* p_derivative, const Policy& pol)
1073 {
1074 //
1075 // Calculates normalised Q when a is a half-integer:
1076 //
1077 BOOST_MATH_STD_USING
1078 T e = boost::math::erfc(sqrt(x), pol);
1079 if((e != 0) && (a > 1))
1080 {
1081 T term = exp(-x) / sqrt(constants::pi<T>() * x);
1082 term *= x;
1083 static const T half = T(1) / 2;
1084 term /= half;
1085 T sum = term;
1086 for(unsigned n = 2; n < a; ++n)
1087 {
1088 term /= n - half;
1089 term *= x;
1090 sum += term;
1091 }
1092 e += sum;
1093 if(p_derivative)
1094 {
1095 *p_derivative = 0;
1096 }
1097 }
1098 else if(p_derivative)
1099 {
1100 // We'll be dividing by x later, so calculate derivative * x:
1101 *p_derivative = sqrt(x) * exp(-x) / constants::root_pi<T>();
1102 }
1103 return e;
1104 }
1105 //
1106 // Asymptotic approximation for large argument, see: https://dlmf.nist.gov/8.11#E2
1107 //
1108 template <class T>
1109 struct incomplete_tgamma_large_x_series
1110 {
1111 typedef T result_type;
1112 incomplete_tgamma_large_x_series(const T& a, const T& x)
1113 : a_poch(a - 1), z(x), term(1) {}
1114 T operator()()
1115 {
1116 T result = term;
1117 term *= a_poch / z;
1118 a_poch -= 1;
1119 return result;
1120 }
1121 T a_poch, z, term;
1122 };
1123
1124 template <class T, class Policy>
1125 T incomplete_tgamma_large_x(const T& a, const T& x, const Policy& pol)
1126 {
1127 BOOST_MATH_STD_USING
1128 incomplete_tgamma_large_x_series<T> s(a, x);
1129 boost::uintmax_t max_iter = boost::math::policies::get_max_series_iterations<Policy>();
1130 T result = boost::math::tools::sum_series(s, boost::math::policies::get_epsilon<T, Policy>(), max_iter);
1131 boost::math::policies::check_series_iterations<T>("boost::math::tgamma<%1%>(%1%,%1%)", max_iter, pol);
1132 return result;
1133 }
1134
1135
1136 //
1137 // Main incomplete gamma entry point, handles all four incomplete gamma's:
1138 //
1139 template <class T, class Policy>
1140 T gamma_incomplete_imp(T a, T x, bool normalised, bool invert,
1141 const Policy& pol, T* p_derivative)
1142 {
1143 static const char* function = "boost::math::gamma_p<%1%>(%1%, %1%)";
1144 if(a <= 0)
1145 return policies::raise_domain_error<T>(function, "Argument a to the incomplete gamma function must be greater than zero (got a=%1%).", a, pol);
1146 if(x < 0)
1147 return policies::raise_domain_error<T>(function, "Argument x to the incomplete gamma function must be >= 0 (got x=%1%).", x, pol);
1148
1149 BOOST_MATH_STD_USING
1150
1151 typedef typename lanczos::lanczos<T, Policy>::type lanczos_type;
1152
1153 T result = 0; // Just to avoid warning C4701: potentially uninitialized local variable 'result' used
1154
1155 if(a >= max_factorial<T>::value && !normalised)
1156 {
1157 //
1158 // When we're computing the non-normalized incomplete gamma
1159 // and a is large the result is rather hard to compute unless
1160 // we use logs. There are really two options - if x is a long
1161 // way from a in value then we can reliably use methods 2 and 4
1162 // below in logarithmic form and go straight to the result.
1163 // Otherwise we let the regularized gamma take the strain
1164 // (the result is unlikely to unerflow in the central region anyway)
1165 // and combine with lgamma in the hopes that we get a finite result.
1166 //
1167 if(invert && (a * 4 < x))
1168 {
1169 // This is method 4 below, done in logs:
1170 result = a * log(x) - x;
1171 if(p_derivative)
1172 *p_derivative = exp(result);
1173 result += log(upper_gamma_fraction(a, x, policies::get_epsilon<T, Policy>()));
1174 }
1175 else if(!invert && (a > 4 * x))
1176 {
1177 // This is method 2 below, done in logs:
1178 result = a * log(x) - x;
1179 if(p_derivative)
1180 *p_derivative = exp(result);
1181 T init_value = 0;
1182 result += log(detail::lower_gamma_series(a, x, pol, init_value) / a);
1183 }
1184 else
1185 {
1186 result = gamma_incomplete_imp(a, x, true, invert, pol, p_derivative);
1187 if(result == 0)
1188 {
1189 if(invert)
1190 {
1191 // Try http://functions.wolfram.com/06.06.06.0039.01
1192 result = 1 + 1 / (12 * a) + 1 / (288 * a * a);
1193 result = log(result) - a + (a - 0.5f) * log(a) + log(boost::math::constants::root_two_pi<T>());
1194 if(p_derivative)
1195 *p_derivative = exp(a * log(x) - x);
1196 }
1197 else
1198 {
1199 // This is method 2 below, done in logs, we're really outside the
1200 // range of this method, but since the result is almost certainly
1201 // infinite, we should probably be OK:
1202 result = a * log(x) - x;
1203 if(p_derivative)
1204 *p_derivative = exp(result);
1205 T init_value = 0;
1206 result += log(detail::lower_gamma_series(a, x, pol, init_value) / a);
1207 }
1208 }
1209 else
1210 {
1211 result = log(result) + boost::math::lgamma(a, pol);
1212 }
1213 }
1214 if(result > tools::log_max_value<T>())
1215 return policies::raise_overflow_error<T>(function, 0, pol);
1216 return exp(result);
1217 }
1218
1219 BOOST_ASSERT((p_derivative == 0) || (normalised == true));
1220
1221 bool is_int, is_half_int;
1222 bool is_small_a = (a < 30) && (a <= x + 1) && (x < tools::log_max_value<T>());
1223 if(is_small_a)
1224 {
1225 T fa = floor(a);
1226 is_int = (fa == a);
1227 is_half_int = is_int ? false : (fabs(fa - a) == 0.5f);
1228 }
1229 else
1230 {
1231 is_int = is_half_int = false;
1232 }
1233
1234 int eval_method;
1235
1236 if(is_int && (x > 0.6))
1237 {
1238 // calculate Q via finite sum:
1239 invert = !invert;
1240 eval_method = 0;
1241 }
1242 else if(is_half_int && (x > 0.2))
1243 {
1244 // calculate Q via finite sum for half integer a:
1245 invert = !invert;
1246 eval_method = 1;
1247 }
1248 else if((x < tools::root_epsilon<T>()) && (a > 1))
1249 {
1250 eval_method = 6;
1251 }
1252 else if ((x > 1000) && ((a < x) || (fabs(a - 50) / x < 1)))
1253 {
1254 // calculate Q via asymptotic approximation:
1255 invert = !invert;
1256 eval_method = 7;
1257 }
1258 else if(x < 0.5)
1259 {
1260 //
1261 // Changeover criterion chosen to give a changeover at Q ~ 0.33
1262 //
1263 if(-0.4 / log(x) < a)
1264 {
1265 eval_method = 2;
1266 }
1267 else
1268 {
1269 eval_method = 3;
1270 }
1271 }
1272 else if(x < 1.1)
1273 {
1274 //
1275 // Changover here occurs when P ~ 0.75 or Q ~ 0.25:
1276 //
1277 if(x * 0.75f < a)
1278 {
1279 eval_method = 2;
1280 }
1281 else
1282 {
1283 eval_method = 3;
1284 }
1285 }
1286 else
1287 {
1288 //
1289 // Begin by testing whether we're in the "bad" zone
1290 // where the result will be near 0.5 and the usual
1291 // series and continued fractions are slow to converge:
1292 //
1293 bool use_temme = false;
1294 if(normalised && std::numeric_limits<T>::is_specialized && (a > 20))
1295 {
1296 T sigma = fabs((x-a)/a);
1297 if((a > 200) && (policies::digits<T, Policy>() <= 113))
1298 {
1299 //
1300 // This limit is chosen so that we use Temme's expansion
1301 // only if the result would be larger than about 10^-6.
1302 // Below that the regular series and continued fractions
1303 // converge OK, and if we use Temme's method we get increasing
1304 // errors from the dominant erfc term as it's (inexact) argument
1305 // increases in magnitude.
1306 //
1307 if(20 / a > sigma * sigma)
1308 use_temme = true;
1309 }
1310 else if(policies::digits<T, Policy>() <= 64)
1311 {
1312 // Note in this zone we can't use Temme's expansion for
1313 // types longer than an 80-bit real:
1314 // it would require too many terms in the polynomials.
1315 if(sigma < 0.4)
1316 use_temme = true;
1317 }
1318 }
1319 if(use_temme)
1320 {
1321 eval_method = 5;
1322 }
1323 else
1324 {
1325 //
1326 // Regular case where the result will not be too close to 0.5.
1327 //
1328 // Changeover here occurs at P ~ Q ~ 0.5
1329 // Note that series computation of P is about x2 faster than continued fraction
1330 // calculation of Q, so try and use the CF only when really necessary, especially
1331 // for small x.
1332 //
1333 if(x - (1 / (3 * x)) < a)
1334 {
1335 eval_method = 2;
1336 }
1337 else
1338 {
1339 eval_method = 4;
1340 invert = !invert;
1341 }
1342 }
1343 }
1344
1345 switch(eval_method)
1346 {
1347 case 0:
1348 {
1349 result = finite_gamma_q(a, x, pol, p_derivative);
1350 if(normalised == false)
1351 result *= boost::math::tgamma(a, pol);
1352 break;
1353 }
1354 case 1:
1355 {
1356 result = finite_half_gamma_q(a, x, p_derivative, pol);
1357 if(normalised == false)
1358 result *= boost::math::tgamma(a, pol);
1359 if(p_derivative && (*p_derivative == 0))
1360 *p_derivative = regularised_gamma_prefix(a, x, pol, lanczos_type());
1361 break;
1362 }
1363 case 2:
1364 {
1365 // Compute P:
1366 result = normalised ? regularised_gamma_prefix(a, x, pol, lanczos_type()) : full_igamma_prefix(a, x, pol);
1367 if(p_derivative)
1368 *p_derivative = result;
1369 if(result != 0)
1370 {
1371 //
1372 // If we're going to be inverting the result then we can
1373 // reduce the number of series evaluations by quite
1374 // a few iterations if we set an initial value for the
1375 // series sum based on what we'll end up subtracting it from
1376 // at the end.
1377 // Have to be careful though that this optimization doesn't
1378 // lead to spurious numberic overflow. Note that the
1379 // scary/expensive overflow checks below are more often
1380 // than not bypassed in practice for "sensible" input
1381 // values:
1382 //
1383 T init_value = 0;
1384 bool optimised_invert = false;
1385 if(invert)
1386 {
1387 init_value = (normalised ? 1 : boost::math::tgamma(a, pol));
1388 if(normalised || (result >= 1) || (tools::max_value<T>() * result > init_value))
1389 {
1390 init_value /= result;
1391 if(normalised || (a < 1) || (tools::max_value<T>() / a > init_value))
1392 {
1393 init_value *= -a;
1394 optimised_invert = true;
1395 }
1396 else
1397 init_value = 0;
1398 }
1399 else
1400 init_value = 0;
1401 }
1402 result *= detail::lower_gamma_series(a, x, pol, init_value) / a;
1403 if(optimised_invert)
1404 {
1405 invert = false;
1406 result = -result;
1407 }
1408 }
1409 break;
1410 }
1411 case 3:
1412 {
1413 // Compute Q:
1414 invert = !invert;
1415 T g;
1416 result = tgamma_small_upper_part(a, x, pol, &g, invert, p_derivative);
1417 invert = false;
1418 if(normalised)
1419 result /= g;
1420 break;
1421 }
1422 case 4:
1423 {
1424 // Compute Q:
1425 result = normalised ? regularised_gamma_prefix(a, x, pol, lanczos_type()) : full_igamma_prefix(a, x, pol);
1426 if(p_derivative)
1427 *p_derivative = result;
1428 if(result != 0)
1429 result *= upper_gamma_fraction(a, x, policies::get_epsilon<T, Policy>());
1430 break;
1431 }
1432 case 5:
1433 {
1434 //
1435 // Use compile time dispatch to the appropriate
1436 // Temme asymptotic expansion. This may be dead code
1437 // if T does not have numeric limits support, or has
1438 // too many digits for the most precise version of
1439 // these expansions, in that case we'll be calling
1440 // an empty function.
1441 //
1442 typedef typename policies::precision<T, Policy>::type precision_type;
1443
1444 typedef typename mpl::if_<
1445 mpl::or_<mpl::equal_to<precision_type, mpl::int_<0> >,
1446 mpl::greater<precision_type, mpl::int_<113> > >,
1447 mpl::int_<0>,
1448 typename mpl::if_<
1449 mpl::less_equal<precision_type, mpl::int_<53> >,
1450 mpl::int_<53>,
1451 typename mpl::if_<
1452 mpl::less_equal<precision_type, mpl::int_<64> >,
1453 mpl::int_<64>,
1454 mpl::int_<113>
1455 >::type
1456 >::type
1457 >::type tag_type;
1458
1459 result = igamma_temme_large(a, x, pol, static_cast<tag_type const*>(0));
1460 if(x >= a)
1461 invert = !invert;
1462 if(p_derivative)
1463 *p_derivative = regularised_gamma_prefix(a, x, pol, lanczos_type());
1464 break;
1465 }
1466 case 6:
1467 {
1468 // x is so small that P is necessarily very small too,
1469 // use http://functions.wolfram.com/GammaBetaErf/GammaRegularized/06/01/05/01/01/
1470 result = !normalised ? pow(x, a) / (a) : pow(x, a) / boost::math::tgamma(a + 1, pol);
1471 result *= 1 - a * x / (a + 1);
1472 if (p_derivative)
1473 *p_derivative = regularised_gamma_prefix(a, x, pol, lanczos_type());
1474 break;
1475 }
1476 case 7:
1477 {
1478 // x is large,
1479 // Compute Q:
1480 result = normalised ? regularised_gamma_prefix(a, x, pol, lanczos_type()) : full_igamma_prefix(a, x, pol);
1481 if (p_derivative)
1482 *p_derivative = result;
1483 result /= x;
1484 if (result != 0)
1485 result *= incomplete_tgamma_large_x(a, x, pol);
1486 break;
1487 }
1488 }
1489
1490 if(normalised && (result > 1))
1491 result = 1;
1492 if(invert)
1493 {
1494 T gam = normalised ? 1 : boost::math::tgamma(a, pol);
1495 result = gam - result;
1496 }
1497 if(p_derivative)
1498 {
1499 //
1500 // Need to convert prefix term to derivative:
1501 //
1502 if((x < 1) && (tools::max_value<T>() * x < *p_derivative))
1503 {
1504 // overflow, just return an arbitrarily large value:
1505 *p_derivative = tools::max_value<T>() / 2;
1506 }
1507
1508 *p_derivative /= x;
1509 }
1510
1511 return result;
1512 }
1513
1514 //
1515 // Ratios of two gamma functions:
1516 //
1517 template <class T, class Policy, class Lanczos>
1518 T tgamma_delta_ratio_imp_lanczos(T z, T delta, const Policy& pol, const Lanczos& l)
1519 {
1520 BOOST_MATH_STD_USING
1521 if(z < tools::epsilon<T>())
1522 {
1523 //
1524 // We get spurious numeric overflow unless we're very careful, this
1525 // can occur either inside Lanczos::lanczos_sum(z) or in the
1526 // final combination of terms, to avoid this, split the product up
1527 // into 2 (or 3) parts:
1528 //
1529 // G(z) / G(L) = 1 / (z * G(L)) ; z < eps, L = z + delta = delta
1530 // z * G(L) = z * G(lim) * (G(L)/G(lim)) ; lim = largest factorial
1531 //
1532 if(boost::math::max_factorial<T>::value < delta)
1533 {
1534 T ratio = tgamma_delta_ratio_imp_lanczos(delta, T(boost::math::max_factorial<T>::value - delta), pol, l);
1535 ratio *= z;
1536 ratio *= boost::math::unchecked_factorial<T>(boost::math::max_factorial<T>::value - 1);
1537 return 1 / ratio;
1538 }
1539 else
1540 {
1541 return 1 / (z * boost::math::tgamma(z + delta, pol));
1542 }
1543 }
1544 T zgh = static_cast<T>(z + Lanczos::g() - constants::half<T>());
1545 T result;
1546 if(z + delta == z)
1547 {
1548 if(fabs(delta) < 10)
1549 result = exp((constants::half<T>() - z) * boost::math::log1p(delta / zgh, pol));
1550 else
1551 result = 1;
1552 }
1553 else
1554 {
1555 if(fabs(delta) < 10)
1556 {
1557 result = exp((constants::half<T>() - z) * boost::math::log1p(delta / zgh, pol));
1558 }
1559 else
1560 {
1561 result = pow(zgh / (zgh + delta), z - constants::half<T>());
1562 }
1563 // Split the calculation up to avoid spurious overflow:
1564 result *= Lanczos::lanczos_sum(z) / Lanczos::lanczos_sum(T(z + delta));
1565 }
1566 result *= pow(constants::e<T>() / (zgh + delta), delta);
1567 return result;
1568 }
1569 //
1570 // And again without Lanczos support this time:
1571 //
1572 template <class T, class Policy>
1573 T tgamma_delta_ratio_imp_lanczos(T z, T delta, const Policy& pol, const lanczos::undefined_lanczos& l)
1574 {
1575 BOOST_MATH_STD_USING
1576
1577 //
1578 // We adjust z and delta so that both z and z+delta are large enough for
1579 // Sterling's approximation to hold. We can then calculate the ratio
1580 // for the adjusted values, and rescale back down to z and z+delta.
1581 //
1582 // Get the required shifts first:
1583 //
1584 long numerator_shift = 0;
1585 long denominator_shift = 0;
1586 const int min_z = minimum_argument_for_bernoulli_recursion<T>();
1587
1588 if (min_z > z)
1589 numerator_shift = 1 + ltrunc(min_z - z);
1590 if (min_z > z + delta)
1591 denominator_shift = 1 + ltrunc(min_z - z - delta);
1592 //
1593 // If the shifts are zero, then we can just combine scaled tgamma's
1594 // and combine the remaining terms:
1595 //
1596 if (numerator_shift == 0 && denominator_shift == 0)
1597 {
1598 T scaled_tgamma_num = scaled_tgamma_no_lanczos(z, pol);
1599 T scaled_tgamma_denom = scaled_tgamma_no_lanczos(T(z + delta), pol);
1600 T result = scaled_tgamma_num / scaled_tgamma_denom;
1601 result *= exp(z * boost::math::log1p(-delta / (z + delta), pol)) * pow((delta + z) / constants::e<T>(), -delta);
1602 return result;
1603 }
1604 //
1605 // We're going to have to rescale first, get the adjusted z and delta values,
1606 // plus the ratio for the adjusted values:
1607 //
1608 T zz = z + numerator_shift;
1609 T dd = delta - (numerator_shift - denominator_shift);
1610 T ratio = tgamma_delta_ratio_imp_lanczos(zz, dd, pol, l);
1611 //
1612 // Use gamma recurrence relations to get back to the original
1613 // z and z+delta:
1614 //
1615 for (long long i = 0; i < numerator_shift; ++i)
1616 {
1617 ratio /= (z + i);
1618 if (i < denominator_shift)
1619 ratio *= (z + delta + i);
1620 }
1621 for (long long i = numerator_shift; i < denominator_shift; ++i)
1622 {
1623 ratio *= (z + delta + i);
1624 }
1625 return ratio;
1626 }
1627
1628 template <class T, class Policy>
1629 T tgamma_delta_ratio_imp(T z, T delta, const Policy& pol)
1630 {
1631 BOOST_MATH_STD_USING
1632
1633 if((z <= 0) || (z + delta <= 0))
1634 {
1635 // This isn't very sofisticated, or accurate, but it does work:
1636 return boost::math::tgamma(z, pol) / boost::math::tgamma(z + delta, pol);
1637 }
1638
1639 if(floor(delta) == delta)
1640 {
1641 if(floor(z) == z)
1642 {
1643 //
1644 // Both z and delta are integers, see if we can just use table lookup
1645 // of the factorials to get the result:
1646 //
1647 if((z <= max_factorial<T>::value) && (z + delta <= max_factorial<T>::value))
1648 {
1649 return unchecked_factorial<T>((unsigned)itrunc(z, pol) - 1) / unchecked_factorial<T>((unsigned)itrunc(T(z + delta), pol) - 1);
1650 }
1651 }
1652 if(fabs(delta) < 20)
1653 {
1654 //
1655 // delta is a small integer, we can use a finite product:
1656 //
1657 if(delta == 0)
1658 return 1;
1659 if(delta < 0)
1660 {
1661 z -= 1;
1662 T result = z;
1663 while(0 != (delta += 1))
1664 {
1665 z -= 1;
1666 result *= z;
1667 }
1668 return result;
1669 }
1670 else
1671 {
1672 T result = 1 / z;
1673 while(0 != (delta -= 1))
1674 {
1675 z += 1;
1676 result /= z;
1677 }
1678 return result;
1679 }
1680 }
1681 }
1682 typedef typename lanczos::lanczos<T, Policy>::type lanczos_type;
1683 return tgamma_delta_ratio_imp_lanczos(z, delta, pol, lanczos_type());
1684 }
1685
1686 template <class T, class Policy>
1687 T tgamma_ratio_imp(T x, T y, const Policy& pol)
1688 {
1689 BOOST_MATH_STD_USING
1690
1691 if((x <= 0) || (boost::math::isinf)(x))
1692 return policies::raise_domain_error<T>("boost::math::tgamma_ratio<%1%>(%1%, %1%)", "Gamma function ratios only implemented for positive arguments (got a=%1%).", x, pol);
1693 if((y <= 0) || (boost::math::isinf)(y))
1694 return policies::raise_domain_error<T>("boost::math::tgamma_ratio<%1%>(%1%, %1%)", "Gamma function ratios only implemented for positive arguments (got b=%1%).", y, pol);
1695
1696 if(x <= tools::min_value<T>())
1697 {
1698 // Special case for denorms...Ugh.
1699 T shift = ldexp(T(1), tools::digits<T>());
1700 return shift * tgamma_ratio_imp(T(x * shift), y, pol);
1701 }
1702
1703 if((x < max_factorial<T>::value) && (y < max_factorial<T>::value))
1704 {
1705 // Rather than subtracting values, lets just call the gamma functions directly:
1706 return boost::math::tgamma(x, pol) / boost::math::tgamma(y, pol);
1707 }
1708 T prefix = 1;
1709 if(x < 1)
1710 {
1711 if(y < 2 * max_factorial<T>::value)
1712 {
1713 // We need to sidestep on x as well, otherwise we'll underflow
1714 // before we get to factor in the prefix term:
1715 prefix /= x;
1716 x += 1;
1717 while(y >= max_factorial<T>::value)
1718 {
1719 y -= 1;
1720 prefix /= y;
1721 }
1722 return prefix * boost::math::tgamma(x, pol) / boost::math::tgamma(y, pol);
1723 }
1724 //
1725 // result is almost certainly going to underflow to zero, try logs just in case:
1726 //
1727 return exp(boost::math::lgamma(x, pol) - boost::math::lgamma(y, pol));
1728 }
1729 if(y < 1)
1730 {
1731 if(x < 2 * max_factorial<T>::value)
1732 {
1733 // We need to sidestep on y as well, otherwise we'll overflow
1734 // before we get to factor in the prefix term:
1735 prefix *= y;
1736 y += 1;
1737 while(x >= max_factorial<T>::value)
1738 {
1739 x -= 1;
1740 prefix *= x;
1741 }
1742 return prefix * boost::math::tgamma(x, pol) / boost::math::tgamma(y, pol);
1743 }
1744 //
1745 // Result will almost certainly overflow, try logs just in case:
1746 //
1747 return exp(boost::math::lgamma(x, pol) - boost::math::lgamma(y, pol));
1748 }
1749 //
1750 // Regular case, x and y both large and similar in magnitude:
1751 //
1752 return boost::math::tgamma_delta_ratio(x, y - x, pol);
1753 }
1754
1755 template <class T, class Policy>
1756 T gamma_p_derivative_imp(T a, T x, const Policy& pol)
1757 {
1758 BOOST_MATH_STD_USING
1759 //
1760 // Usual error checks first:
1761 //
1762 if(a <= 0)
1763 return policies::raise_domain_error<T>("boost::math::gamma_p_derivative<%1%>(%1%, %1%)", "Argument a to the incomplete gamma function must be greater than zero (got a=%1%).", a, pol);
1764 if(x < 0)
1765 return policies::raise_domain_error<T>("boost::math::gamma_p_derivative<%1%>(%1%, %1%)", "Argument x to the incomplete gamma function must be >= 0 (got x=%1%).", x, pol);
1766 //
1767 // Now special cases:
1768 //
1769 if(x == 0)
1770 {
1771 return (a > 1) ? 0 :
1772 (a == 1) ? 1 : policies::raise_overflow_error<T>("boost::math::gamma_p_derivative<%1%>(%1%, %1%)", 0, pol);
1773 }
1774 //
1775 // Normal case:
1776 //
1777 typedef typename lanczos::lanczos<T, Policy>::type lanczos_type;
1778 T f1 = detail::regularised_gamma_prefix(a, x, pol, lanczos_type());
1779 if((x < 1) && (tools::max_value<T>() * x < f1))
1780 {
1781 // overflow:
1782 return policies::raise_overflow_error<T>("boost::math::gamma_p_derivative<%1%>(%1%, %1%)", 0, pol);
1783 }
1784 if(f1 == 0)
1785 {
1786 // Underflow in calculation, use logs instead:
1787 f1 = a * log(x) - x - lgamma(a, pol) - log(x);
1788 f1 = exp(f1);
1789 }
1790 else
1791 f1 /= x;
1792
1793 return f1;
1794 }
1795
1796 template <class T, class Policy>
1797 inline typename tools::promote_args<T>::type
1798 tgamma(T z, const Policy& /* pol */, const mpl::true_)
1799 {
1800 BOOST_FPU_EXCEPTION_GUARD
1801 typedef typename tools::promote_args<T>::type result_type;
1802 typedef typename policies::evaluation<result_type, Policy>::type value_type;
1803 typedef typename lanczos::lanczos<value_type, Policy>::type evaluation_type;
1804 typedef typename policies::normalise<
1805 Policy,
1806 policies::promote_float<false>,
1807 policies::promote_double<false>,
1808 policies::discrete_quantile<>,
1809 policies::assert_undefined<> >::type forwarding_policy;
1810 return policies::checked_narrowing_cast<result_type, forwarding_policy>(detail::gamma_imp(static_cast<value_type>(z), forwarding_policy(), evaluation_type()), "boost::math::tgamma<%1%>(%1%)");
1811 }
1812
1813 template <class T, class Policy>
1814 struct igamma_initializer
1815 {
1816 struct init
1817 {
1818 init()
1819 {
1820 typedef typename policies::precision<T, Policy>::type precision_type;
1821
1822 typedef typename mpl::if_<
1823 mpl::or_<mpl::equal_to<precision_type, mpl::int_<0> >,
1824 mpl::greater<precision_type, mpl::int_<113> > >,
1825 mpl::int_<0>,
1826 typename mpl::if_<
1827 mpl::less_equal<precision_type, mpl::int_<53> >,
1828 mpl::int_<53>,
1829 typename mpl::if_<
1830 mpl::less_equal<precision_type, mpl::int_<64> >,
1831 mpl::int_<64>,
1832 mpl::int_<113>
1833 >::type
1834 >::type
1835 >::type tag_type;
1836
1837 do_init(tag_type());
1838 }
1839 template <int N>
1840 static void do_init(const mpl::int_<N>&)
1841 {
1842 // If std::numeric_limits<T>::digits is zero, we must not call
1843 // our inituialization code here as the precision presumably
1844 // varies at runtime, and will not have been set yet. Plus the
1845 // code requiring initialization isn't called when digits == 0.
1846 if(std::numeric_limits<T>::digits)
1847 {
1848 boost::math::gamma_p(static_cast<T>(400), static_cast<T>(400), Policy());
1849 }
1850 }
1851 static void do_init(const mpl::int_<53>&){}
1852 void force_instantiate()const{}
1853 };
1854 static const init initializer;
1855 static void force_instantiate()
1856 {
1857 initializer.force_instantiate();
1858 }
1859 };
1860
1861 template <class T, class Policy>
1862 const typename igamma_initializer<T, Policy>::init igamma_initializer<T, Policy>::initializer;
1863
1864 template <class T, class Policy>
1865 struct lgamma_initializer
1866 {
1867 struct init
1868 {
1869 init()
1870 {
1871 typedef typename policies::precision<T, Policy>::type precision_type;
1872 typedef typename mpl::if_<
1873 mpl::and_<
1874 mpl::less_equal<precision_type, mpl::int_<64> >,
1875 mpl::greater<precision_type, mpl::int_<0> >
1876 >,
1877 mpl::int_<64>,
1878 typename mpl::if_<
1879 mpl::and_<
1880 mpl::less_equal<precision_type, mpl::int_<113> >,
1881 mpl::greater<precision_type, mpl::int_<0> >
1882 >,
1883 mpl::int_<113>, mpl::int_<0> >::type
1884 >::type tag_type;
1885 do_init(tag_type());
1886 }
1887 static void do_init(const mpl::int_<64>&)
1888 {
1889 boost::math::lgamma(static_cast<T>(2.5), Policy());
1890 boost::math::lgamma(static_cast<T>(1.25), Policy());
1891 boost::math::lgamma(static_cast<T>(1.75), Policy());
1892 }
1893 static void do_init(const mpl::int_<113>&)
1894 {
1895 boost::math::lgamma(static_cast<T>(2.5), Policy());
1896 boost::math::lgamma(static_cast<T>(1.25), Policy());
1897 boost::math::lgamma(static_cast<T>(1.5), Policy());
1898 boost::math::lgamma(static_cast<T>(1.75), Policy());
1899 }
1900 static void do_init(const mpl::int_<0>&)
1901 {
1902 }
1903 void force_instantiate()const{}
1904 };
1905 static const init initializer;
1906 static void force_instantiate()
1907 {
1908 initializer.force_instantiate();
1909 }
1910 };
1911
1912 template <class T, class Policy>
1913 const typename lgamma_initializer<T, Policy>::init lgamma_initializer<T, Policy>::initializer;
1914
1915 template <class T1, class T2, class Policy>
1916 inline typename tools::promote_args<T1, T2>::type
1917 tgamma(T1 a, T2 z, const Policy&, const mpl::false_)
1918 {
1919 BOOST_FPU_EXCEPTION_GUARD
1920 typedef typename tools::promote_args<T1, T2>::type result_type;
1921 typedef typename policies::evaluation<result_type, Policy>::type value_type;
1922 // typedef typename lanczos::lanczos<value_type, Policy>::type evaluation_type;
1923 typedef typename policies::normalise<
1924 Policy,
1925 policies::promote_float<false>,
1926 policies::promote_double<false>,
1927 policies::discrete_quantile<>,
1928 policies::assert_undefined<> >::type forwarding_policy;
1929
1930 igamma_initializer<value_type, forwarding_policy>::force_instantiate();
1931
1932 return policies::checked_narrowing_cast<result_type, forwarding_policy>(
1933 detail::gamma_incomplete_imp(static_cast<value_type>(a),
1934 static_cast<value_type>(z), false, true,
1935 forwarding_policy(), static_cast<value_type*>(0)), "boost::math::tgamma<%1%>(%1%, %1%)");
1936 }
1937
1938 template <class T1, class T2>
1939 inline typename tools::promote_args<T1, T2>::type
1940 tgamma(T1 a, T2 z, const mpl::false_ tag)
1941 {
1942 return tgamma(a, z, policies::policy<>(), tag);
1943 }
1944
1945
1946 } // namespace detail
1947
1948 template <class T>
1949 inline typename tools::promote_args<T>::type
1950 tgamma(T z)
1951 {
1952 return tgamma(z, policies::policy<>());
1953 }
1954
1955 template <class T, class Policy>
1956 inline typename tools::promote_args<T>::type
1957 lgamma(T z, int* sign, const Policy&)
1958 {
1959 BOOST_FPU_EXCEPTION_GUARD
1960 typedef typename tools::promote_args<T>::type result_type;
1961 typedef typename policies::evaluation<result_type, Policy>::type value_type;
1962 typedef typename lanczos::lanczos<value_type, Policy>::type evaluation_type;
1963 typedef typename policies::normalise<
1964 Policy,
1965 policies::promote_float<false>,
1966 policies::promote_double<false>,
1967 policies::discrete_quantile<>,
1968 policies::assert_undefined<> >::type forwarding_policy;
1969
1970 detail::lgamma_initializer<value_type, forwarding_policy>::force_instantiate();
1971
1972 return policies::checked_narrowing_cast<result_type, forwarding_policy>(detail::lgamma_imp(static_cast<value_type>(z), forwarding_policy(), evaluation_type(), sign), "boost::math::lgamma<%1%>(%1%)");
1973 }
1974
1975 template <class T>
1976 inline typename tools::promote_args<T>::type
1977 lgamma(T z, int* sign)
1978 {
1979 return lgamma(z, sign, policies::policy<>());
1980 }
1981
1982 template <class T, class Policy>
1983 inline typename tools::promote_args<T>::type
1984 lgamma(T x, const Policy& pol)
1985 {
1986 return ::boost::math::lgamma(x, 0, pol);
1987 }
1988
1989 template <class T>
1990 inline typename tools::promote_args<T>::type
1991 lgamma(T x)
1992 {
1993 return ::boost::math::lgamma(x, 0, policies::policy<>());
1994 }
1995
1996 template <class T, class Policy>
1997 inline typename tools::promote_args<T>::type
1998 tgamma1pm1(T z, const Policy& /* pol */)
1999 {
2000 BOOST_FPU_EXCEPTION_GUARD
2001 typedef typename tools::promote_args<T>::type result_type;
2002 typedef typename policies::evaluation<result_type, Policy>::type value_type;
2003 typedef typename lanczos::lanczos<value_type, Policy>::type evaluation_type;
2004 typedef typename policies::normalise<
2005 Policy,
2006 policies::promote_float<false>,
2007 policies::promote_double<false>,
2008 policies::discrete_quantile<>,
2009 policies::assert_undefined<> >::type forwarding_policy;
2010
2011 return policies::checked_narrowing_cast<typename remove_cv<result_type>::type, forwarding_policy>(detail::tgammap1m1_imp(static_cast<value_type>(z), forwarding_policy(), evaluation_type()), "boost::math::tgamma1pm1<%!%>(%1%)");
2012 }
2013
2014 template <class T>
2015 inline typename tools::promote_args<T>::type
2016 tgamma1pm1(T z)
2017 {
2018 return tgamma1pm1(z, policies::policy<>());
2019 }
2020
2021 //
2022 // Full upper incomplete gamma:
2023 //
2024 template <class T1, class T2>
2025 inline typename tools::promote_args<T1, T2>::type
2026 tgamma(T1 a, T2 z)
2027 {
2028 //
2029 // Type T2 could be a policy object, or a value, select the
2030 // right overload based on T2:
2031 //
2032 typedef typename policies::is_policy<T2>::type maybe_policy;
2033 return detail::tgamma(a, z, maybe_policy());
2034 }
2035 template <class T1, class T2, class Policy>
2036 inline typename tools::promote_args<T1, T2>::type
2037 tgamma(T1 a, T2 z, const Policy& pol)
2038 {
2039 return detail::tgamma(a, z, pol, mpl::false_());
2040 }
2041 //
2042 // Full lower incomplete gamma:
2043 //
2044 template <class T1, class T2, class Policy>
2045 inline typename tools::promote_args<T1, T2>::type
2046 tgamma_lower(T1 a, T2 z, const Policy&)
2047 {
2048 BOOST_FPU_EXCEPTION_GUARD
2049 typedef typename tools::promote_args<T1, T2>::type result_type;
2050 typedef typename policies::evaluation<result_type, Policy>::type value_type;
2051 // typedef typename lanczos::lanczos<value_type, Policy>::type evaluation_type;
2052 typedef typename policies::normalise<
2053 Policy,
2054 policies::promote_float<false>,
2055 policies::promote_double<false>,
2056 policies::discrete_quantile<>,
2057 policies::assert_undefined<> >::type forwarding_policy;
2058
2059 detail::igamma_initializer<value_type, forwarding_policy>::force_instantiate();
2060
2061 return policies::checked_narrowing_cast<result_type, forwarding_policy>(
2062 detail::gamma_incomplete_imp(static_cast<value_type>(a),
2063 static_cast<value_type>(z), false, false,
2064 forwarding_policy(), static_cast<value_type*>(0)), "tgamma_lower<%1%>(%1%, %1%)");
2065 }
2066 template <class T1, class T2>
2067 inline typename tools::promote_args<T1, T2>::type
2068 tgamma_lower(T1 a, T2 z)
2069 {
2070 return tgamma_lower(a, z, policies::policy<>());
2071 }
2072 //
2073 // Regularised upper incomplete gamma:
2074 //
2075 template <class T1, class T2, class Policy>
2076 inline typename tools::promote_args<T1, T2>::type
2077 gamma_q(T1 a, T2 z, const Policy& /* pol */)
2078 {
2079 BOOST_FPU_EXCEPTION_GUARD
2080 typedef typename tools::promote_args<T1, T2>::type result_type;
2081 typedef typename policies::evaluation<result_type, Policy>::type value_type;
2082 // typedef typename lanczos::lanczos<value_type, Policy>::type evaluation_type;
2083 typedef typename policies::normalise<
2084 Policy,
2085 policies::promote_float<false>,
2086 policies::promote_double<false>,
2087 policies::discrete_quantile<>,
2088 policies::assert_undefined<> >::type forwarding_policy;
2089
2090 detail::igamma_initializer<value_type, forwarding_policy>::force_instantiate();
2091
2092 return policies::checked_narrowing_cast<result_type, forwarding_policy>(
2093 detail::gamma_incomplete_imp(static_cast<value_type>(a),
2094 static_cast<value_type>(z), true, true,
2095 forwarding_policy(), static_cast<value_type*>(0)), "gamma_q<%1%>(%1%, %1%)");
2096 }
2097 template <class T1, class T2>
2098 inline typename tools::promote_args<T1, T2>::type
2099 gamma_q(T1 a, T2 z)
2100 {
2101 return gamma_q(a, z, policies::policy<>());
2102 }
2103 //
2104 // Regularised lower incomplete gamma:
2105 //
2106 template <class T1, class T2, class Policy>
2107 inline typename tools::promote_args<T1, T2>::type
2108 gamma_p(T1 a, T2 z, const Policy&)
2109 {
2110 BOOST_FPU_EXCEPTION_GUARD
2111 typedef typename tools::promote_args<T1, T2>::type result_type;
2112 typedef typename policies::evaluation<result_type, Policy>::type value_type;
2113 // typedef typename lanczos::lanczos<value_type, Policy>::type evaluation_type;
2114 typedef typename policies::normalise<
2115 Policy,
2116 policies::promote_float<false>,
2117 policies::promote_double<false>,
2118 policies::discrete_quantile<>,
2119 policies::assert_undefined<> >::type forwarding_policy;
2120
2121 detail::igamma_initializer<value_type, forwarding_policy>::force_instantiate();
2122
2123 return policies::checked_narrowing_cast<result_type, forwarding_policy>(
2124 detail::gamma_incomplete_imp(static_cast<value_type>(a),
2125 static_cast<value_type>(z), true, false,
2126 forwarding_policy(), static_cast<value_type*>(0)), "gamma_p<%1%>(%1%, %1%)");
2127 }
2128 template <class T1, class T2>
2129 inline typename tools::promote_args<T1, T2>::type
2130 gamma_p(T1 a, T2 z)
2131 {
2132 return gamma_p(a, z, policies::policy<>());
2133 }
2134
2135 // ratios of gamma functions:
2136 template <class T1, class T2, class Policy>
2137 inline typename tools::promote_args<T1, T2>::type
2138 tgamma_delta_ratio(T1 z, T2 delta, const Policy& /* pol */)
2139 {
2140 BOOST_FPU_EXCEPTION_GUARD
2141 typedef typename tools::promote_args<T1, T2>::type result_type;
2142 typedef typename policies::evaluation<result_type, Policy>::type value_type;
2143 typedef typename policies::normalise<
2144 Policy,
2145 policies::promote_float<false>,
2146 policies::promote_double<false>,
2147 policies::discrete_quantile<>,
2148 policies::assert_undefined<> >::type forwarding_policy;
2149
2150 return policies::checked_narrowing_cast<result_type, forwarding_policy>(detail::tgamma_delta_ratio_imp(static_cast<value_type>(z), static_cast<value_type>(delta), forwarding_policy()), "boost::math::tgamma_delta_ratio<%1%>(%1%, %1%)");
2151 }
2152 template <class T1, class T2>
2153 inline typename tools::promote_args<T1, T2>::type
2154 tgamma_delta_ratio(T1 z, T2 delta)
2155 {
2156 return tgamma_delta_ratio(z, delta, policies::policy<>());
2157 }
2158 template <class T1, class T2, class Policy>
2159 inline typename tools::promote_args<T1, T2>::type
2160 tgamma_ratio(T1 a, T2 b, const Policy&)
2161 {
2162 typedef typename tools::promote_args<T1, T2>::type result_type;
2163 typedef typename policies::evaluation<result_type, Policy>::type value_type;
2164 typedef typename policies::normalise<
2165 Policy,
2166 policies::promote_float<false>,
2167 policies::promote_double<false>,
2168 policies::discrete_quantile<>,
2169 policies::assert_undefined<> >::type forwarding_policy;
2170
2171 return policies::checked_narrowing_cast<result_type, forwarding_policy>(detail::tgamma_ratio_imp(static_cast<value_type>(a), static_cast<value_type>(b), forwarding_policy()), "boost::math::tgamma_delta_ratio<%1%>(%1%, %1%)");
2172 }
2173 template <class T1, class T2>
2174 inline typename tools::promote_args<T1, T2>::type
2175 tgamma_ratio(T1 a, T2 b)
2176 {
2177 return tgamma_ratio(a, b, policies::policy<>());
2178 }
2179
2180 template <class T1, class T2, class Policy>
2181 inline typename tools::promote_args<T1, T2>::type
2182 gamma_p_derivative(T1 a, T2 x, const Policy&)
2183 {
2184 BOOST_FPU_EXCEPTION_GUARD
2185 typedef typename tools::promote_args<T1, T2>::type result_type;
2186 typedef typename policies::evaluation<result_type, Policy>::type value_type;
2187 typedef typename policies::normalise<
2188 Policy,
2189 policies::promote_float<false>,
2190 policies::promote_double<false>,
2191 policies::discrete_quantile<>,
2192 policies::assert_undefined<> >::type forwarding_policy;
2193
2194 return policies::checked_narrowing_cast<result_type, forwarding_policy>(detail::gamma_p_derivative_imp(static_cast<value_type>(a), static_cast<value_type>(x), forwarding_policy()), "boost::math::gamma_p_derivative<%1%>(%1%, %1%)");
2195 }
2196 template <class T1, class T2>
2197 inline typename tools::promote_args<T1, T2>::type
2198 gamma_p_derivative(T1 a, T2 x)
2199 {
2200 return gamma_p_derivative(a, x, policies::policy<>());
2201 }
2202
2203 } // namespace math
2204 } // namespace boost
2205
2206 #ifdef BOOST_MSVC
2207 # pragma warning(pop)
2208 #endif
2209
2210 #include <boost/math/special_functions/detail/igamma_inverse.hpp>
2211 #include <boost/math/special_functions/detail/gamma_inva.hpp>
2212 #include <boost/math/special_functions/erf.hpp>
2213
2214 #endif // BOOST_MATH_SF_GAMMA_HPP
2215
2216
2217
2218