author | Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com> |
Tue, 31 Aug 2010 16:34:26 +0300 | |
branch | RCL_3 |
changeset 43 | c1f20ce4abcf |
permissions | -rw-r--r-- |
43
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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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|
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|
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|
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#include "openc.h" |
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#include "../include/cephes.h" |
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|
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static const double rel_error = 1E-12; |
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|
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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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|
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static double big = 4.503599627370496e15; |
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static double biginv = 2.22044604925031308085e-16; |
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|
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int sgngam = 0; |
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|
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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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|
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if ( (x <= 0) || ( a <= 0) ) |
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return( 1.0 ); |
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|
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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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|
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ax = a * log(x) - x - cephes_lgam(a); |
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|
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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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|
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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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|
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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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|
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return ans*ax; |
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} |
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102 |
|
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
103 |
double |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
104 |
cephes_igam(double a, double x) |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
105 |
{ |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
106 |
double ans, ax, c, r; |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
107 |
|
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
108 |
if ( (x <= 0) || ( a <= 0) ) |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
109 |
return 0.0; |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
110 |
|
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
111 |
if ( (x > 1.0) && (x > a ) ) |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
112 |
return 1.e0 - cephes_igamc(a,x); |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
113 |
|
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
114 |
/* Compute x**a * exp(-x) / gamma(a) */ |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
115 |
ax = a * log(x) - x - cephes_lgam(a); |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
116 |
if ( ax < -MAXLOG ) { |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
117 |
printf("igam: UNDERFLOW\n"); |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
118 |
return 0.0; |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
119 |
} |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
120 |
ax = exp(ax); |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
121 |
|
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
122 |
/* power series */ |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
123 |
r = a; |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
124 |
c = 1.0; |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
125 |
ans = 1.0; |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
126 |
|
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
127 |
do { |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
128 |
r += 1.0; |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
129 |
c *= x/r; |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
130 |
ans += c; |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
131 |
} while ( c/ans > MACHEP ); |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
132 |
|
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
133 |
return ans * ax/a; |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
134 |
} |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
135 |
|
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
136 |
|
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
137 |
/* A[]: Stirling's formula expansion of log gamma |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
138 |
* B[], C[]: log gamma function between 2 and 3 |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
139 |
*/ |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
140 |
static unsigned short A[] = { |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
141 |
0x6661,0x2733,0x9850,0x3f4a, |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
142 |
0xe943,0xb580,0x7fbd,0xbf43, |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
143 |
0x5ebb,0x20dc,0x019f,0x3f4a, |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
144 |
0xa5a1,0x16b0,0xc16c,0xbf66, |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
145 |
0x554b,0x5555,0x5555,0x3fb5 |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
146 |
}; |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
147 |
static unsigned short B[] = { |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
148 |
0x6761,0x8ff3,0x8901,0xc095, |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
149 |
0xb93e,0x355b,0xf234,0xc0e2, |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
150 |
0x89e5,0xf890,0x3d73,0xc114, |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
151 |
0xdb51,0xf994,0xbc82,0xc131, |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
152 |
0xf20b,0x0219,0x4589,0xc13a, |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
153 |
0x055e,0x5418,0x0c67,0xc12a |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
154 |
}; |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
155 |
static unsigned short C[] = { |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
156 |
/*0x0000,0x0000,0x0000,0x3ff0,*/ |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
157 |
0x12b2,0x1cf3,0xfd0d,0xc075, |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
158 |
0xd757,0x7b89,0xaa0d,0xc0d0, |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
159 |
0x4c9b,0xb974,0xeb84,0xc10a, |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
160 |
0x0043,0x7195,0x6286,0xc131, |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
161 |
0xf34c,0x892f,0x5255,0xc143, |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
162 |
0xe14a,0x6a11,0xce4b,0xc13e |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
163 |
}; |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
164 |
|
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
165 |
#define MAXLGM 2.556348e305 |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
166 |
|
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
167 |
|
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
168 |
/* Logarithm of gamma function */ |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
169 |
double |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
170 |
cephes_lgam(double x) |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
171 |
{ |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
172 |
double p, q, u, w, z; |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
173 |
int i; |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
174 |
|
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
175 |
sgngam = 1; |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
176 |
|
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
177 |
if ( x < -34.0 ) { |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
178 |
q = -x; |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
179 |
w = cephes_lgam(q); /* note this modifies sgngam! */ |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
180 |
p = floor(q); |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
181 |
if ( p == q ) { |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
182 |
lgsing: |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
183 |
goto loverf; |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
184 |
} |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
185 |
i = (int)p; |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
186 |
if ( (i & 1) == 0 ) |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
187 |
sgngam = -1; |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
188 |
else |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
189 |
sgngam = 1; |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
190 |
z = q - p; |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
191 |
if ( z > 0.5 ) { |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
192 |
p += 1.0; |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
193 |
z = p - q; |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
194 |
} |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
195 |
z = q * sin( PI * z ); |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
196 |
if ( z == 0.0 ) |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
197 |
goto lgsing; |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
198 |
/* z = log(PI) - log( z ) - w;*/ |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
199 |
z = log(PI) - log( z ) - w; |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
200 |
return z; |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
201 |
} |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
202 |
|
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
203 |
if ( x < 13.0 ) { |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
204 |
z = 1.0; |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
205 |
p = 0.0; |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
206 |
u = x; |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
207 |
while ( u >= 3.0 ) { |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
208 |
p -= 1.0; |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
209 |
u = x + p; |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
210 |
z *= u; |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
211 |
} |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
212 |
while ( u < 2.0 ) { |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
213 |
if ( u == 0.0 ) |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
214 |
goto lgsing; |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
215 |
z /= u; |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
216 |
p += 1.0; |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
217 |
u = x + p; |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
218 |
} |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
219 |
if ( z < 0.0 ) { |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
220 |
sgngam = -1; |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
221 |
z = -z; |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
222 |
} |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
223 |
else |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
224 |
sgngam = 1; |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
225 |
if ( u == 2.0 ) |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
226 |
return( log(z) ); |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
227 |
p -= 2.0; |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
228 |
x = x + p; |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
229 |
p = x * cephes_polevl( x, (double *)B, 5 ) / cephes_p1evl( x, (double *)C, 6); |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
230 |
|
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
231 |
return log(z) + p; |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
232 |
} |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
233 |
|
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
234 |
if ( x > MAXLGM ) { |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
235 |
loverf: |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
236 |
printf("lgam: OVERFLOW\n"); |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
237 |
|
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
238 |
return sgngam * MAXNUM; |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
239 |
} |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
240 |
|
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
241 |
q = ( x - 0.5 ) * log(x) - x + log( sqrt( 2*PI ) ); |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
242 |
if ( x > 1.0e8 ) |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
243 |
return q; |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
244 |
|
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
245 |
p = 1.0/(x*x); |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
246 |
if ( x >= 1000.0 ) |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
247 |
q += (( 7.9365079365079365079365e-4 * p |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
248 |
- 2.7777777777777777777778e-3) *p |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
249 |
+ 0.0833333333333333333333) / x; |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
250 |
else |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
251 |
q += cephes_polevl( p, (double *)A, 4 ) / x; |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
252 |
|
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
253 |
return q; |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
254 |
} |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
255 |
|
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
256 |
double |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
257 |
cephes_polevl(double x, double *coef, int N) |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
258 |
{ |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
259 |
double ans; |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
260 |
int i; |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
261 |
double *p; |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
262 |
|
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
263 |
p = coef; |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
264 |
ans = *p++; |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
265 |
i = N; |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
266 |
|
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
267 |
do |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
268 |
ans = ans * x + *p++; |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
269 |
while ( --i ); |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
270 |
|
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
271 |
return ans; |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
272 |
} |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
273 |
|
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
274 |
double |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
275 |
cephes_p1evl(double x, double *coef, int N) |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
276 |
{ |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
277 |
double ans; |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
278 |
double *p; |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
279 |
int i; |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
280 |
|
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
281 |
p = coef; |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
282 |
ans = x + *p++; |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
283 |
i = N-1; |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
284 |
|
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
285 |
do |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
286 |
ans = ans * x + *p++; |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
287 |
while ( --i ); |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
288 |
|
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
289 |
return ans; |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
290 |
} |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
291 |
|
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
292 |
double |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
293 |
cephes_erf(double x) |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
294 |
{ |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
295 |
static const double two_sqrtpi = 1.128379167095512574; |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
296 |
double sum = x, term = x, xsqr = x * x; |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
297 |
int j = 1; |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
298 |
|
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
299 |
if ( fabs(x) > 2.2 ) |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
300 |
return 1.0 - cephes_erfc(x); |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
301 |
|
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
302 |
do { |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
303 |
term *= xsqr/j; |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
304 |
sum -= term/(2*j+1); |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
305 |
j++; |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
306 |
term *= xsqr/j; |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
307 |
sum += term/(2*j+1); |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
308 |
j++; |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
309 |
} while ( fabs(term)/sum > rel_error ); |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
310 |
|
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
311 |
return two_sqrtpi*sum; |
c1f20ce4abcf
Revision: 201035
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} |
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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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|
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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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|
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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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|
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Revision: 201035
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return one_sqrtpi*exp(-x*x)*q2; |
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} |
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|
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|
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double |
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Revision: 201035
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cephes_normal(double x) |
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Revision: 201035
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{ |
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double arg, result, sqrt2=1.414213562373095048801688724209698078569672; |
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|
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if (x > 0) { |
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Revision: 201035
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arg = x/sqrt2; |
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Revision: 201035
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result = 0.5 * ( 1 + erf(arg) ); |
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} |
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Revision: 201035
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else { |
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Revision: 201035
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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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Revision: 201035
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355 |
|
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Revision: 201035
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return( result); |
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Revision: 201035
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} |