Sam Chaudry
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/* Translated into C++ by SciPy developers in 2024.
* Original header with Copyright information appears below.
*/
/* beta.c
*
* Beta function
*
*
*
* SYNOPSIS:
*
* double a, b, y, beta();
*
* y = beta( a, b );
*
*
*
* DESCRIPTION:
*
* - -
* | (a) | (b)
* beta( a, b ) = -----------.
* -
* | (a+b)
*
* For large arguments the logarithm of the function is
* evaluated using lgam(), then exponentiated.
*
*
*
* ACCURACY:
*
* Relative error:
* arithmetic domain # trials peak rms
* IEEE 0,30 30000 8.1e-14 1.1e-14
*
* ERROR MESSAGES:
*
* message condition value returned
* beta overflow log(beta) > MAXLOG 0.0
* a or b <0 integer 0.0
*
*/
/*
* Cephes Math Library Release 2.0: April, 1987
* Copyright 1984, 1987 by Stephen L. Moshier
* Direct inquiries to 30 Frost Street, Cambridge, MA 02140
*/
#pragma once
#include "../config.h"
#include "const.h"
#include "gamma.h"
#include "rgamma.h"
namespace xsf {
namespace cephes {
XSF_HOST_DEVICE double beta(double, double);
XSF_HOST_DEVICE double lbeta(double, double);
namespace detail {
constexpr double beta_ASYMP_FACTOR = 1e6;
/*
* Asymptotic expansion for ln(|B(a, b)|) for a > ASYMP_FACTOR*max(|b|, 1).
*/
XSF_HOST_DEVICE inline double lbeta_asymp(double a, double b, int *sgn) {
double r = lgam_sgn(b, sgn);
r -= b * std::log(a);
r += b * (1 - b) / (2 * a);
r += b * (1 - b) * (1 - 2 * b) / (12 * a * a);
r += -b * b * (1 - b) * (1 - b) / (12 * a * a * a);
return r;
}
/*
* Special case for a negative integer argument
*/
XSF_HOST_DEVICE inline double beta_negint(int a, double b) {
int sgn;
if (b == static_cast<int>(b) && 1 - a - b > 0) {
sgn = (static_cast<int>(b) % 2 == 0) ? 1 : -1;
return sgn * xsf::cephes::beta(1 - a - b, b);
} else {
set_error("lbeta", SF_ERROR_OVERFLOW, NULL);
return std::numeric_limits<double>::infinity();
}
}
XSF_HOST_DEVICE inline double lbeta_negint(int a, double b) {
double r;
if (b == static_cast<int>(b) && 1 - a - b > 0) {
r = xsf::cephes::lbeta(1 - a - b, b);
return r;
} else {
set_error("lbeta", SF_ERROR_OVERFLOW, NULL);
return std::numeric_limits<double>::infinity();
}
}
} // namespace detail
XSF_HOST_DEVICE inline double beta(double a, double b) {
double y;
int sign = 1;
if (a <= 0.0) {
if (a == std::floor(a)) {
if (a == static_cast<int>(a)) {
return detail::beta_negint(static_cast<int>(a), b);
} else {
goto overflow;
}
}
}
if (b <= 0.0) {
if (b == std::floor(b)) {
if (b == static_cast<int>(b)) {
return detail::beta_negint(static_cast<int>(b), a);
} else {
goto overflow;
}
}
}
if (std::abs(a) < std::abs(b)) {
y = a;
a = b;
b = y;
}
if (std::abs(a) > detail::beta_ASYMP_FACTOR * std::abs(b) && a > detail::beta_ASYMP_FACTOR) {
/* Avoid loss of precision in lgam(a + b) - lgam(a) */
y = detail::lbeta_asymp(a, b, &sign);
return sign * std::exp(y);
}
y = a + b;
if (std::abs(y) > detail::MAXGAM || std::abs(a) > detail::MAXGAM || std::abs(b) > detail::MAXGAM) {
int sgngam;
y = detail::lgam_sgn(y, &sgngam);
sign *= sgngam; /* keep track of the sign */
y = detail::lgam_sgn(b, &sgngam) - y;
sign *= sgngam;
y = detail::lgam_sgn(a, &sgngam) + y;
sign *= sgngam;
if (y > detail::MAXLOG) {
goto overflow;
}
return (sign * std::exp(y));
}
y = rgamma(y);
a = Gamma(a);
b = Gamma(b);
if (std::isinf(y)) {
goto overflow;
}
if (std::abs(std::abs(a*y) - 1.0) > std::abs(std::abs(b*y) - 1.0)) {
y = b * y;
y *= a;
} else {
y = a * y;
y *= b;
}
return (y);
overflow:
set_error("beta", SF_ERROR_OVERFLOW, NULL);
return (sign * std::numeric_limits<double>::infinity());
}
/* Natural log of |beta|. */
XSF_HOST_DEVICE inline double lbeta(double a, double b) {
double y;
int sign;
sign = 1;
if (a <= 0.0) {
if (a == std::floor(a)) {
if (a == static_cast<int>(a)) {
return detail::lbeta_negint(static_cast<int>(a), b);
} else {
goto over;
}
}
}
if (b <= 0.0) {
if (b == std::floor(b)) {
if (b == static_cast<int>(b)) {
return detail::lbeta_negint(static_cast<int>(b), a);
} else {
goto over;
}
}
}
if (std::abs(a) < std::abs(b)) {
y = a;
a = b;
b = y;
}
if (std::abs(a) > detail::beta_ASYMP_FACTOR * std::abs(b) && a > detail::beta_ASYMP_FACTOR) {
/* Avoid loss of precision in lgam(a + b) - lgam(a) */
y = detail::lbeta_asymp(a, b, &sign);
return y;
}
y = a + b;
if (std::abs(y) > detail::MAXGAM || std::abs(a) > detail::MAXGAM || std::abs(b) > detail::MAXGAM) {
int sgngam;
y = detail::lgam_sgn(y, &sgngam);
sign *= sgngam; /* keep track of the sign */
y = detail::lgam_sgn(b, &sgngam) - y;
sign *= sgngam;
y = detail::lgam_sgn(a, &sgngam) + y;
sign *= sgngam;
return (y);
}
y = rgamma(y);
a = Gamma(a);
b = Gamma(b);
if (std::isinf(y)) {
over:
set_error("lbeta", SF_ERROR_OVERFLOW, NULL);
return (sign * std::numeric_limits<double>::infinity());
}
if (std::abs(std::abs(a*y) - 1.0) > std::abs(std::abs(b*y) - 1.0)) {
y = b * y;
y *= a;
} else {
y = a * y;
y *= b;
}
if (y < 0) {
y = -y;
}
return (std::log(y));
}
} // namespace cephes
} // namespace xsf