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/*
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* Portions Copyright (c) 2009 Nokia Corporation and/or its subsidiary(-ies).
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* All rights reserved.
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* This component and the accompanying materials are made available
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* under the terms of "Eclipse Public License v1.0"
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* which accompanies this distribution, and is available
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* at the URL "http://www.eclipse.org/legal/epl-v10.html".
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*
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* Initial Contributors:
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* Nokia Corporation - initial contribution.
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*
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* Contributors:
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*
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* Description:
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* The original NIST Statistical Test Suite code is placed in public domain.
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* (http://csrc.nist.gov/groups/ST/toolkit/rng/documentation_software.html)
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*
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* This software was developed at the National Institute of Standards and Technology by
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* employees of the Federal Government in the course of their official duties. Pursuant
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* to title 17 Section 105 of the United States Code this software is not subject to
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* copyright protection and is in the public domain. The NIST Statistical Test Suite is
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* an experimental system. NIST assumes no responsibility whatsoever for its use by other
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* parties, and makes no guarantees, expressed or implied, about its quality, reliability,
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* or any other characteristic. We would appreciate acknowledgment if the software is used.
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*/
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#include "openc.h"
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#include "../include/cephes.h"
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static const double rel_error = 1E-12;
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double MACHEP = 1.11022302462515654042E-16; // 2**-53
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double MAXLOG = 7.09782712893383996732224E2; // log(MAXNUM)
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double MAXNUM = 1.7976931348623158E308; // 2**1024*(1-MACHEP)
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double PI = 3.14159265358979323846; // pi, duh!
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static double big = 4.503599627370496e15;
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static double biginv = 2.22044604925031308085e-16;
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int sgngam = 0;
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double
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cephes_igamc(double a, double x)
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{
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double ans, ax, c, yc, r, t, y, z;
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double pk, pkm1, pkm2, qk, qkm1, qkm2;
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if ( (x <= 0) || ( a <= 0) )
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return( 1.0 );
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if ( (x < 1.0) || (x < a) )
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return( 1.e0 - cephes_igam(a,x) );
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ax = a * log(x) - x - cephes_lgam(a);
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if ( ax < -MAXLOG ) {
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printf("igamc: UNDERFLOW\n");
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return 0.0;
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}
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ax = exp(ax);
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/* continued fraction */
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y = 1.0 - a;
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z = x + y + 1.0;
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c = 0.0;
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pkm2 = 1.0;
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qkm2 = x;
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pkm1 = x + 1.0;
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qkm1 = z * x;
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ans = pkm1/qkm1;
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do {
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c += 1.0;
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y += 1.0;
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z += 2.0;
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yc = y * c;
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pk = pkm1 * z - pkm2 * yc;
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qk = qkm1 * z - qkm2 * yc;
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if ( qk != 0 ) {
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r = pk/qk;
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t = fabs( (ans - r)/r );
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ans = r;
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}
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else
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t = 1.0;
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pkm2 = pkm1;
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pkm1 = pk;
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qkm2 = qkm1;
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qkm1 = qk;
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if ( fabs(pk) > big ) {
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pkm2 *= biginv;
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pkm1 *= biginv;
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qkm2 *= biginv;
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qkm1 *= biginv;
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}
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} while ( t > MACHEP );
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return ans*ax;
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}
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double
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cephes_igam(double a, double x)
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{
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double ans, ax, c, r;
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if ( (x <= 0) || ( a <= 0) )
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return 0.0;
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if ( (x > 1.0) && (x > a ) )
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return 1.e0 - cephes_igamc(a,x);
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/* Compute x**a * exp(-x) / gamma(a) */
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ax = a * log(x) - x - cephes_lgam(a);
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if ( ax < -MAXLOG ) {
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printf("igam: UNDERFLOW\n");
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return 0.0;
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}
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ax = exp(ax);
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/* power series */
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r = a;
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c = 1.0;
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ans = 1.0;
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do {
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r += 1.0;
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c *= x/r;
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ans += c;
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} while ( c/ans > MACHEP );
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return ans * ax/a;
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}
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/* A[]: Stirling's formula expansion of log gamma
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* B[], C[]: log gamma function between 2 and 3
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*/
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static unsigned short A[] = {
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0x6661,0x2733,0x9850,0x3f4a,
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0xe943,0xb580,0x7fbd,0xbf43,
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0x5ebb,0x20dc,0x019f,0x3f4a,
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0xa5a1,0x16b0,0xc16c,0xbf66,
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0x554b,0x5555,0x5555,0x3fb5
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};
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static unsigned short B[] = {
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0x6761,0x8ff3,0x8901,0xc095,
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0xb93e,0x355b,0xf234,0xc0e2,
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0x89e5,0xf890,0x3d73,0xc114,
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0xdb51,0xf994,0xbc82,0xc131,
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0xf20b,0x0219,0x4589,0xc13a,
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0x055e,0x5418,0x0c67,0xc12a
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};
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static unsigned short C[] = {
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/*0x0000,0x0000,0x0000,0x3ff0,*/
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0x12b2,0x1cf3,0xfd0d,0xc075,
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0xd757,0x7b89,0xaa0d,0xc0d0,
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0x4c9b,0xb974,0xeb84,0xc10a,
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0x0043,0x7195,0x6286,0xc131,
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0xf34c,0x892f,0x5255,0xc143,
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0xe14a,0x6a11,0xce4b,0xc13e
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};
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#define MAXLGM 2.556348e305
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/* Logarithm of gamma function */
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double
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cephes_lgam(double x)
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{
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double p, q, u, w, z;
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int i;
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sgngam = 1;
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if ( x < -34.0 ) {
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q = -x;
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w = cephes_lgam(q); /* note this modifies sgngam! */
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p = floor(q);
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if ( p == q ) {
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lgsing:
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goto loverf;
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}
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i = (int)p;
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if ( (i & 1) == 0 )
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sgngam = -1;
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else
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sgngam = 1;
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z = q - p;
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if ( z > 0.5 ) {
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p += 1.0;
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z = p - q;
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}
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z = q * sin( PI * z );
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if ( z == 0.0 )
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goto lgsing;
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/* z = log(PI) - log( z ) - w;*/
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z = log(PI) - log( z ) - w;
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return z;
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}
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if ( x < 13.0 ) {
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z = 1.0;
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p = 0.0;
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u = x;
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while ( u >= 3.0 ) {
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p -= 1.0;
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u = x + p;
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z *= u;
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}
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while ( u < 2.0 ) {
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if ( u == 0.0 )
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goto lgsing;
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z /= u;
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p += 1.0;
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u = x + p;
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}
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if ( z < 0.0 ) {
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sgngam = -1;
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z = -z;
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}
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else
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sgngam = 1;
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if ( u == 2.0 )
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return( log(z) );
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p -= 2.0;
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x = x + p;
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p = x * cephes_polevl( x, (double *)B, 5 ) / cephes_p1evl( x, (double *)C, 6);
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return log(z) + p;
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}
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if ( x > MAXLGM ) {
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loverf:
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printf("lgam: OVERFLOW\n");
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return sgngam * MAXNUM;
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}
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q = ( x - 0.5 ) * log(x) - x + log( sqrt( 2*PI ) );
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if ( x > 1.0e8 )
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return q;
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p = 1.0/(x*x);
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if ( x >= 1000.0 )
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q += (( 7.9365079365079365079365e-4 * p
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- 2.7777777777777777777778e-3) *p
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+ 0.0833333333333333333333) / x;
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else
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q += cephes_polevl( p, (double *)A, 4 ) / x;
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return q;
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}
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double
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cephes_polevl(double x, double *coef, int N)
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{
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double ans;
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int i;
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double *p;
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p = coef;
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ans = *p++;
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i = N;
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do
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ans = ans * x + *p++;
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while ( --i );
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return ans;
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}
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double
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cephes_p1evl(double x, double *coef, int N)
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{
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double ans;
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double *p;
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int i;
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p = coef;
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ans = x + *p++;
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i = N-1;
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do
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ans = ans * x + *p++;
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while ( --i );
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return ans;
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}
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double
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cephes_erf(double x)
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{
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static const double two_sqrtpi = 1.128379167095512574;
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double sum = x, term = x, xsqr = x * x;
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int j = 1;
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if ( fabs(x) > 2.2 )
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return 1.0 - cephes_erfc(x);
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do {
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term *= xsqr/j;
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sum -= term/(2*j+1);
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j++;
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term *= xsqr/j;
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sum += term/(2*j+1);
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j++;
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} while ( fabs(term)/sum > rel_error );
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return two_sqrtpi*sum;
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}
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double
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cephes_erfc(double x)
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{
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static const double one_sqrtpi = 0.564189583547756287;
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double a = 1, b = x, c = x, d = x*x + 0.5;
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double q1, q2 = b/d, n = 1.0, t;
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if ( fabs(x) < 2.2 )
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return 1.0 - cephes_erf(x);
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if ( x < 0 )
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return 2.0 - cephes_erfc(-x);
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do {
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t = a*n + b*x;
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a = b;
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b = t;
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t = c*n + d*x;
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c = d;
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d = t;
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n += 0.5;
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q1 = q2;
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q2 = b/d;
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} while ( fabs(q1-q2)/q2 > rel_error );
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return one_sqrtpi*exp(-x*x)*q2;
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}
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double
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cephes_normal(double x)
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{
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double arg, result, sqrt2=1.414213562373095048801688724209698078569672;
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if (x > 0) {
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arg = x/sqrt2;
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result = 0.5 * ( 1 + erf(arg) );
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}
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else {
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arg = -x/sqrt2;
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result = 0.5 * ( 1 - erf(arg) );
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}
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return( result);
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}
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