/* Translated into C++ by SciPy developers in 2024. * Original header with Copyright information appears below. */ /* igam.c * * Incomplete Gamma integral * * * * SYNOPSIS: * * double a, x, y, igam(); * * y = igam( a, x ); * * DESCRIPTION: * * The function is defined by * * x * - * 1 | | -t a-1 * igam(a,x) = ----- | e t dt. * - | | * | (a) - * 0 * * * In this implementation both arguments must be positive. * The integral is evaluated by either a power series or * continued fraction expansion, depending on the relative * values of a and x. * * ACCURACY: * * Relative error: * arithmetic domain # trials peak rms * IEEE 0,30 200000 3.6e-14 2.9e-15 * IEEE 0,100 300000 9.9e-14 1.5e-14 */ /* igamc() * * Complemented incomplete Gamma integral * * * * SYNOPSIS: * * double a, x, y, igamc(); * * y = igamc( a, x ); * * DESCRIPTION: * * The function is defined by * * * igamc(a,x) = 1 - igam(a,x) * * inf. * - * 1 | | -t a-1 * = ----- | e t dt. * - | | * | (a) - * x * * * In this implementation both arguments must be positive. * The integral is evaluated by either a power series or * continued fraction expansion, depending on the relative * values of a and x. * * ACCURACY: * * Tested at random a, x. * a x Relative error: * arithmetic domain domain # trials peak rms * IEEE 0.5,100 0,100 200000 1.9e-14 1.7e-15 * IEEE 0.01,0.5 0,100 200000 1.4e-13 1.6e-15 */ /* * Cephes Math Library Release 2.0: April, 1987 * Copyright 1985, 1987 by Stephen L. Moshier * Direct inquiries to 30 Frost Street, Cambridge, MA 02140 */ /* Sources * [1] "The Digital Library of Mathematical Functions", dlmf.nist.gov * [2] Maddock et. al., "Incomplete Gamma Functions", * https://www.boost.org/doc/libs/1_61_0/libs/math/doc/html/math_toolkit/sf_gamma/igamma.html */ /* Scipy changes: * - 05-01-2016: added asymptotic expansion for igam to improve the * a ~ x regime. * - 06-19-2016: additional series expansion added for igamc to * improve accuracy at small arguments. * - 06-24-2016: better choice of domain for the asymptotic series; * improvements in accuracy for the asymptotic series when a and x * are very close. */ #pragma once #include "../config.h" #include "../error.h" #include "const.h" #include "gamma.h" #include "igam_asymp_coeff.h" #include "lanczos.h" #include "ndtr.h" #include "unity.h" namespace xsf { namespace cephes { namespace detail { constexpr int igam_MAXITER = 2000; constexpr int IGAM = 1; constexpr int IGAMC = 0; constexpr double igam_SMALL = 20; constexpr double igam_LARGE = 200; constexpr double igam_SMALLRATIO = 0.3; constexpr double igam_LARGERATIO = 4.5; constexpr double igam_big = 4.503599627370496e15; constexpr double igam_biginv = 2.22044604925031308085e-16; /* Compute * * x^a * exp(-x) / gamma(a) * * corrected from (15) and (16) in [2] by replacing exp(x - a) with * exp(a - x). */ XSF_HOST_DEVICE inline double igam_fac(double a, double x) { double ax, fac, res, num; if (std::abs(a - x) > 0.4 * std::abs(a)) { ax = a * std::log(x) - x - xsf::cephes::lgam(a); if (ax < -MAXLOG) { set_error("igam", SF_ERROR_UNDERFLOW, NULL); return 0.0; } return std::exp(ax); } fac = a + xsf::cephes::lanczos_g - 0.5; res = std::sqrt(fac / std::exp(1)) / xsf::cephes::lanczos_sum_expg_scaled(a); if ((a < 200) && (x < 200)) { res *= std::exp(a - x) * std::pow(x / fac, a); } else { num = x - a - xsf::cephes::lanczos_g + 0.5; res *= std::exp(a * xsf::cephes::log1pmx(num / fac) + x * (0.5 - xsf::cephes::lanczos_g) / fac); } return res; } /* Compute igamc using DLMF 8.9.2. */ XSF_HOST_DEVICE inline double igamc_continued_fraction(double a, double x) { int i; double ans, ax, c, yc, r, t, y, z; double pk, pkm1, pkm2, qk, qkm1, qkm2; ax = igam_fac(a, x); if (ax == 0.0) { return 0.0; } /* continued fraction */ y = 1.0 - a; z = x + y + 1.0; c = 0.0; pkm2 = 1.0; qkm2 = x; pkm1 = x + 1.0; qkm1 = z * x; ans = pkm1 / qkm1; for (i = 0; i < igam_MAXITER; i++) { c += 1.0; y += 1.0; z += 2.0; yc = y * c; pk = pkm1 * z - pkm2 * yc; qk = qkm1 * z - qkm2 * yc; if (qk != 0) { r = pk / qk; t = std::abs((ans - r) / r); ans = r; } else t = 1.0; pkm2 = pkm1; pkm1 = pk; qkm2 = qkm1; qkm1 = qk; if (std::abs(pk) > igam_big) { pkm2 *= igam_biginv; pkm1 *= igam_biginv; qkm2 *= igam_biginv; qkm1 *= igam_biginv; } if (t <= MACHEP) { break; } } return (ans * ax); } /* Compute igam using DLMF 8.11.4. */ XSF_HOST_DEVICE inline double igam_series(double a, double x) { int i; double ans, ax, c, r; ax = igam_fac(a, x); if (ax == 0.0) { return 0.0; } /* power series */ r = a; c = 1.0; ans = 1.0; for (i = 0; i < igam_MAXITER; i++) { r += 1.0; c *= x / r; ans += c; if (c <= MACHEP * ans) { break; } } return (ans * ax / a); } /* Compute igamc using DLMF 8.7.3. This is related to the series in * igam_series but extra care is taken to avoid cancellation. */ XSF_HOST_DEVICE inline double igamc_series(double a, double x) { int n; double fac = 1; double sum = 0; double term, logx; for (n = 1; n < igam_MAXITER; n++) { fac *= -x / n; term = fac / (a + n); sum += term; if (std::abs(term) <= MACHEP * std::abs(sum)) { break; } } logx = std::log(x); term = -xsf::cephes::expm1(a * logx - xsf::cephes::lgam1p(a)); return term - std::exp(a * logx - xsf::cephes::lgam(a)) * sum; } /* Compute igam/igamc using DLMF 8.12.3/8.12.4. */ XSF_HOST_DEVICE inline double asymptotic_series(double a, double x, int func) { int k, n, sgn; int maxpow = 0; double lambda = x / a; double sigma = (x - a) / a; double eta, res, ck, ckterm, term, absterm; double absoldterm = std::numeric_limits::infinity(); double etapow[detail::igam_asymp_coeff_N] = {1}; double sum = 0; double afac = 1; if (func == detail::IGAM) { sgn = -1; } else { sgn = 1; } if (lambda > 1) { eta = std::sqrt(-2 * xsf::cephes::log1pmx(sigma)); } else if (lambda < 1) { eta = -std::sqrt(-2 * xsf::cephes::log1pmx(sigma)); } else { eta = 0; } res = 0.5 * xsf::cephes::erfc(sgn * eta * std::sqrt(a / 2)); for (k = 0; k < igam_asymp_coeff_K; k++) { ck = igam_asymp_coeff_d[k][0]; for (n = 1; n < igam_asymp_coeff_N; n++) { if (n > maxpow) { etapow[n] = eta * etapow[n - 1]; maxpow += 1; } ckterm = igam_asymp_coeff_d[k][n] * etapow[n]; ck += ckterm; if (std::abs(ckterm) < MACHEP * std::abs(ck)) { break; } } term = ck * afac; absterm = std::abs(term); if (absterm > absoldterm) { break; } sum += term; if (absterm < MACHEP * std::abs(sum)) { break; } absoldterm = absterm; afac /= a; } res += sgn * std::exp(-0.5 * a * eta * eta) * sum / std::sqrt(2 * M_PI * a); return res; } } // namespace detail XSF_HOST_DEVICE inline double igamc(double a, double x); XSF_HOST_DEVICE inline double igam(double a, double x) { double absxma_a; if (x < 0 || a < 0) { set_error("gammainc", SF_ERROR_DOMAIN, NULL); return std::numeric_limits::quiet_NaN(); } else if (a == 0) { if (x > 0) { return 1; } else { return std::numeric_limits::quiet_NaN(); } } else if (x == 0) { /* Zero integration limit */ return 0; } else if (std::isinf(a)) { if (std::isinf(x)) { return std::numeric_limits::quiet_NaN(); } return 0; } else if (std::isinf(x)) { return 1; } /* Asymptotic regime where a ~ x; see [2]. */ absxma_a = std::abs(x - a) / a; if ((a > detail::igam_SMALL) && (a < detail::igam_LARGE) && (absxma_a < detail::igam_SMALLRATIO)) { return detail::asymptotic_series(a, x, detail::IGAM); } else if ((a > detail::igam_LARGE) && (absxma_a < detail::igam_LARGERATIO / std::sqrt(a))) { return detail::asymptotic_series(a, x, detail::IGAM); } if ((x > 1.0) && (x > a)) { return (1.0 - igamc(a, x)); } return detail::igam_series(a, x); } XSF_HOST_DEVICE double igamc(double a, double x) { double absxma_a; if (x < 0 || a < 0) { set_error("gammaincc", SF_ERROR_DOMAIN, NULL); return std::numeric_limits::quiet_NaN(); } else if (a == 0) { if (x > 0) { return 0; } else { return std::numeric_limits::quiet_NaN(); } } else if (x == 0) { return 1; } else if (std::isinf(a)) { if (std::isinf(x)) { return std::numeric_limits::quiet_NaN(); } return 1; } else if (std::isinf(x)) { return 0; } /* Asymptotic regime where a ~ x; see [2]. */ absxma_a = std::abs(x - a) / a; if ((a > detail::igam_SMALL) && (a < detail::igam_LARGE) && (absxma_a < detail::igam_SMALLRATIO)) { return detail::asymptotic_series(a, x, detail::IGAMC); } else if ((a > detail::igam_LARGE) && (absxma_a < detail::igam_LARGERATIO / std::sqrt(a))) { return detail::asymptotic_series(a, x, detail::IGAMC); } /* Everywhere else; see [2]. */ if (x > 1.1) { if (x < a) { return 1.0 - detail::igam_series(a, x); } else { return detail::igamc_continued_fraction(a, x); } } else if (x <= 0.5) { if (-0.4 / std::log(x) < a) { return 1.0 - detail::igam_series(a, x); } else { return detail::igamc_series(a, x); } } else { if (x * 1.1 < a) { return 1.0 - detail::igam_series(a, x); } else { return detail::igamc_series(a, x); } } } } // namespace cephes } // namespace xsf