From 9924c473a4685372f1987495b3316776f5e23abf Mon Sep 17 00:00:00 2001 From: "Charles L. Dorian" Date: Mon, 22 Feb 2010 17:12:48 -0800 Subject: math: add lgamma; in-line special cases of acosh, nextafter Added lgamma.go, tests and special cases. R=rsc CC=golang-dev http://codereview.appspot.com/217060 Committer: Russ Cox --- src/pkg/math/Makefile | 1 + src/pkg/math/acosh.go | 5 +- src/pkg/math/all_test.go | 47 ++++++- src/pkg/math/lgamma.go | 350 ++++++++++++++++++++++++++++++++++++++++++++++ src/pkg/math/nextafter.go | 4 +- 5 files changed, 404 insertions(+), 3 deletions(-) create mode 100644 src/pkg/math/lgamma.go (limited to 'src/pkg') diff --git a/src/pkg/math/Makefile b/src/pkg/math/Makefile index e8c425293..e24c448f8 100644 --- a/src/pkg/math/Makefile +++ b/src/pkg/math/Makefile @@ -52,6 +52,7 @@ ALLGOFILES=\ fmod.go\ frexp.go\ hypot.go\ + lgamma.go\ ldexp.go\ log.go\ log1p.go\ diff --git a/src/pkg/math/acosh.go b/src/pkg/math/acosh.go index 1f0d3f338..13afc5aec 100644 --- a/src/pkg/math/acosh.go +++ b/src/pkg/math/acosh.go @@ -44,8 +44,11 @@ func Acosh(x float64) float64 { Ln2 = 6.93147180559945286227e-01 // 0x3FE62E42FEFA39EF Large = 1 << 28 // 2^28 ) + // TODO(rsc): Remove manual inlining of IsNaN + // when compiler does it for us + // first case is special case switch { - case x < 1 || IsNaN(x): + case x < 1 || x != x: // x < 1 || IsNaN(x): return NaN() case x == 1: return 0 diff --git a/src/pkg/math/all_test.go b/src/pkg/math/all_test.go index 110916528..ef4806540 100644 --- a/src/pkg/math/all_test.go +++ b/src/pkg/math/all_test.go @@ -286,7 +286,18 @@ var frexp = []fi{ fi{9.1265404584042750000e-01, 1}, fi{-5.4287029803597508250e-01, 4}, } - +var lgamma = []fi{ + fi{3.146492141244545774319734e+00, 1}, + fi{8.003414490659126375852113e+00, 1}, + fi{1.517575735509779707488106e+00, -1}, + fi{-2.588480028182145853558748e-01, 1}, + fi{1.1989897050205555002007985e+01, 1}, + fi{6.262899811091257519386906e-01, 1}, + fi{3.5287924899091566764846037e+00, 1}, + fi{4.5725644770161182299423372e-01, 1}, + fi{-6.363667087767961257654854e-02, 1}, + fi{-1.077385130910300066425564e+01, -1}, +} var log = []float64{ 1.605231462693062999102599e+00, 2.0462560018708770653153909e+00, @@ -736,6 +747,21 @@ var hypotSC = []float64{ NaN(), } +var vflgammaSC = []float64{ + Inf(-1), + -3, + 0, + Inf(1), + NaN(), +} +var lgammaSC = []fi{ + fi{Inf(-1), 1}, + fi{Inf(1), 1}, + fi{Inf(1), 1}, + fi{Inf(1), 1}, + fi{NaN(), 1}, +} + var vflogSC = []float64{ Inf(-1), -Pi, @@ -1229,6 +1255,19 @@ func TestLdexp(t *testing.T) { } } +func TestLgamma(t *testing.T) { + for i := 0; i < len(vf); i++ { + if f, s := Lgamma(vf[i]); !close(lgamma[i].f, f) || lgamma[i].i != s { + t.Errorf("Lgamma(%g) = %g, %d, want %g, %d\n", vf[i], f, s, lgamma[i].f, lgamma[i].i) + } + } + for i := 0; i < len(vflgammaSC); i++ { + if f, s := Lgamma(vflgammaSC[i]); !alike(lgammaSC[i].f, f) || lgammaSC[i].i != s { + t.Errorf("Lgamma(%g) = %g, %d, want %g, %d\n", vflgammaSC[i], f, s, lgammaSC[i].f, lgammaSC[i].i) + } + } +} + func TestLog(t *testing.T) { for i := 0; i < len(vf); i++ { a := Fabs(vf[i]) @@ -1632,6 +1671,12 @@ func BenchmarkLdexp(b *testing.B) { } } +func BenchmarkLgamma(b *testing.B) { + for i := 0; i < b.N; i++ { + Lgamma(2.5) + } +} + func BenchmarkLog(b *testing.B) { for i := 0; i < b.N; i++ { Log(.5) diff --git a/src/pkg/math/lgamma.go b/src/pkg/math/lgamma.go new file mode 100644 index 000000000..38558f386 --- /dev/null +++ b/src/pkg/math/lgamma.go @@ -0,0 +1,350 @@ +// Copyright 2010 The Go Authors. All rights reserved. +// Use of this source code is governed by a BSD-style +// license that can be found in the LICENSE file. + +package math + +/* + Floating-point logarithm of the Gamma function. +*/ + +// The original C code and the long comment below are +// from FreeBSD's /usr/src/lib/msun/src/e_lgamma_r.c and +// came with this notice. The go code is a simplified +// version of the original C. +// +// ==================================================== +// Copyright (C) 1993 by Sun Microsystems, Inc. All rights reserved. +// +// Developed at SunPro, a Sun Microsystems, Inc. business. +// Permission to use, copy, modify, and distribute this +// software is freely granted, provided that this notice +// is preserved. +// ==================================================== +// +// __ieee754_lgamma_r(x, signgamp) +// Reentrant version of the logarithm of the Gamma function +// with user provided pointer for the sign of Gamma(x). +// +// Method: +// 1. Argument Reduction for 0 < x <= 8 +// Since gamma(1+s)=s*gamma(s), for x in [0,8], we may +// reduce x to a number in [1.5,2.5] by +// lgamma(1+s) = log(s) + lgamma(s) +// for example, +// lgamma(7.3) = log(6.3) + lgamma(6.3) +// = log(6.3*5.3) + lgamma(5.3) +// = log(6.3*5.3*4.3*3.3*2.3) + lgamma(2.3) +// 2. Polynomial approximation of lgamma around its +// minimum (ymin=1.461632144968362245) to maintain monotonicity. +// On [ymin-0.23, ymin+0.27] (i.e., [1.23164,1.73163]), use +// Let z = x-ymin; +// lgamma(x) = -1.214862905358496078218 + z^2*poly(z) +// poly(z) is a 14 degree polynomial. +// 2. Rational approximation in the primary interval [2,3] +// We use the following approximation: +// s = x-2.0; +// lgamma(x) = 0.5*s + s*P(s)/Q(s) +// with accuracy +// |P/Q - (lgamma(x)-0.5s)| < 2**-61.71 +// Our algorithms are based on the following observation +// +// zeta(2)-1 2 zeta(3)-1 3 +// lgamma(2+s) = s*(1-Euler) + --------- * s - --------- * s + ... +// 2 3 +// +// where Euler = 0.5772156649... is the Euler constant, which +// is very close to 0.5. +// +// 3. For x>=8, we have +// lgamma(x)~(x-0.5)log(x)-x+0.5*log(2pi)+1/(12x)-1/(360x**3)+.... +// (better formula: +// lgamma(x)~(x-0.5)*(log(x)-1)-.5*(log(2pi)-1) + ...) +// Let z = 1/x, then we approximation +// f(z) = lgamma(x) - (x-0.5)(log(x)-1) +// by +// 3 5 11 +// w = w0 + w1*z + w2*z + w3*z + ... + w6*z +// where +// |w - f(z)| < 2**-58.74 +// +// 4. For negative x, since (G is gamma function) +// -x*G(-x)*G(x) = pi/sin(pi*x), +// we have +// G(x) = pi/(sin(pi*x)*(-x)*G(-x)) +// since G(-x) is positive, sign(G(x)) = sign(sin(pi*x)) for x<0 +// Hence, for x<0, signgam = sign(sin(pi*x)) and +// lgamma(x) = log(|Gamma(x)|) +// = log(pi/(|x*sin(pi*x)|)) - lgamma(-x); +// Note: one should avoid computing pi*(-x) directly in the +// computation of sin(pi*(-x)). +// +// 5. Special Cases +// lgamma(2+s) ~ s*(1-Euler) for tiny s +// lgamma(1)=lgamma(2)=0 +// lgamma(x) ~ -log(x) for tiny x +// lgamma(0) = lgamma(inf) = inf +// lgamma(-integer) = +-inf +// +// + +// Lgamma returns the natural logarithm and sign (-1 or +1) of Gamma(x). +// +// Special cases are: +// Lgamma(+Inf) = +Inf +// Lgamma(0) = +Inf +// Lgamma(-integer) = +Inf +// Lgamma(-Inf) = -Inf +// Lgamma(NaN) = NaN +func Lgamma(x float64) (lgamma float64, sign int) { + const ( + Ymin = 1.461632144968362245 + Two52 = 1 << 52 // 0x4330000000000000 ~4.5036e+15 + Two53 = 1 << 53 // 0x4340000000000000 ~9.0072e+15 + Two58 = 1 << 58 // 0x4390000000000000 ~2.8823e+17 + Tiny = 1.0 / (1 << 70) // 0x3b90000000000000 ~8.47033e-22 + A0 = 7.72156649015328655494e-02 // 0x3FB3C467E37DB0C8 + A1 = 3.22467033424113591611e-01 // 0x3FD4A34CC4A60FAD + A2 = 6.73523010531292681824e-02 // 0x3FB13E001A5562A7 + A3 = 2.05808084325167332806e-02 // 0x3F951322AC92547B + A4 = 7.38555086081402883957e-03 // 0x3F7E404FB68FEFE8 + A5 = 2.89051383673415629091e-03 // 0x3F67ADD8CCB7926B + A6 = 1.19270763183362067845e-03 // 0x3F538A94116F3F5D + A7 = 5.10069792153511336608e-04 // 0x3F40B6C689B99C00 + A8 = 2.20862790713908385557e-04 // 0x3F2CF2ECED10E54D + A9 = 1.08011567247583939954e-04 // 0x3F1C5088987DFB07 + A10 = 2.52144565451257326939e-05 // 0x3EFA7074428CFA52 + A11 = 4.48640949618915160150e-05 // 0x3F07858E90A45837 + Tc = 1.46163214496836224576e+00 // 0x3FF762D86356BE3F + Tf = -1.21486290535849611461e-01 // 0xBFBF19B9BCC38A42 + // Tt = -(tail of Tf) + Tt = -3.63867699703950536541e-18 // 0xBC50C7CAA48A971F + T0 = 4.83836122723810047042e-01 // 0x3FDEF72BC8EE38A2 + T1 = -1.47587722994593911752e-01 // 0xBFC2E4278DC6C509 + T2 = 6.46249402391333854778e-02 // 0x3FB08B4294D5419B + T3 = -3.27885410759859649565e-02 // 0xBFA0C9A8DF35B713 + T4 = 1.79706750811820387126e-02 // 0x3F9266E7970AF9EC + T5 = -1.03142241298341437450e-02 // 0xBF851F9FBA91EC6A + T6 = 6.10053870246291332635e-03 // 0x3F78FCE0E370E344 + T7 = -3.68452016781138256760e-03 // 0xBF6E2EFFB3E914D7 + T8 = 2.25964780900612472250e-03 // 0x3F6282D32E15C915 + T9 = -1.40346469989232843813e-03 // 0xBF56FE8EBF2D1AF1 + T10 = 8.81081882437654011382e-04 // 0x3F4CDF0CEF61A8E9 + T11 = -5.38595305356740546715e-04 // 0xBF41A6109C73E0EC + T12 = 3.15632070903625950361e-04 // 0x3F34AF6D6C0EBBF7 + T13 = -3.12754168375120860518e-04 // 0xBF347F24ECC38C38 + T14 = 3.35529192635519073543e-04 // 0x3F35FD3EE8C2D3F4 + U0 = -7.72156649015328655494e-02 // 0xBFB3C467E37DB0C8 + U1 = 6.32827064025093366517e-01 // 0x3FE4401E8B005DFF + U2 = 1.45492250137234768737e+00 // 0x3FF7475CD119BD6F + U3 = 9.77717527963372745603e-01 // 0x3FEF497644EA8450 + U4 = 2.28963728064692451092e-01 // 0x3FCD4EAEF6010924 + U5 = 1.33810918536787660377e-02 // 0x3F8B678BBF2BAB09 + V1 = 2.45597793713041134822e+00 // 0x4003A5D7C2BD619C + V2 = 2.12848976379893395361e+00 // 0x40010725A42B18F5 + V3 = 7.69285150456672783825e-01 // 0x3FE89DFBE45050AF + V4 = 1.04222645593369134254e-01 // 0x3FBAAE55D6537C88 + V5 = 3.21709242282423911810e-03 // 0x3F6A5ABB57D0CF61 + S0 = -7.72156649015328655494e-02 // 0xBFB3C467E37DB0C8 + S1 = 2.14982415960608852501e-01 // 0x3FCB848B36E20878 + S2 = 3.25778796408930981787e-01 // 0x3FD4D98F4F139F59 + S3 = 1.46350472652464452805e-01 // 0x3FC2BB9CBEE5F2F7 + S4 = 2.66422703033638609560e-02 // 0x3F9B481C7E939961 + S5 = 1.84028451407337715652e-03 // 0x3F5E26B67368F239 + S6 = 3.19475326584100867617e-05 // 0x3F00BFECDD17E945 + R1 = 1.39200533467621045958e+00 // 0x3FF645A762C4AB74 + R2 = 7.21935547567138069525e-01 // 0x3FE71A1893D3DCDC + R3 = 1.71933865632803078993e-01 // 0x3FC601EDCCFBDF27 + R4 = 1.86459191715652901344e-02 // 0x3F9317EA742ED475 + R5 = 7.77942496381893596434e-04 // 0x3F497DDACA41A95B + R6 = 7.32668430744625636189e-06 // 0x3EDEBAF7A5B38140 + W0 = 4.18938533204672725052e-01 // 0x3FDACFE390C97D69 + W1 = 8.33333333333329678849e-02 // 0x3FB555555555553B + W2 = -2.77777777728775536470e-03 // 0xBF66C16C16B02E5C + W3 = 7.93650558643019558500e-04 // 0x3F4A019F98CF38B6 + W4 = -5.95187557450339963135e-04 // 0xBF4380CB8C0FE741 + W5 = 8.36339918996282139126e-04 // 0x3F4B67BA4CDAD5D1 + W6 = -1.63092934096575273989e-03 // 0xBF5AB89D0B9E43E4 + ) + // TODO(rsc): Remove manual inlining of IsNaN, IsInf + // when compiler does it for us + // special cases + sign = 1 + switch { + case x != x: // IsNaN(x): + lgamma = x + return + case x < -MaxFloat64 || x > MaxFloat64: // IsInf(x, 0): + lgamma = x + return + case x == 0: + lgamma = Inf(1) + return + } + + neg := false + if x < 0 { + x = -x + neg = true + } + + if x < Tiny { // if |x| < 2**-70, return -log(|x|) + if neg { + sign = -1 + } + lgamma = -Log(x) + return + } + var nadj float64 + if neg { + if x >= Two52 { // |x| >= 2**52, must be -integer + lgamma = Inf(1) + return + } + t := sinPi(x) + if t == 0 { + lgamma = Inf(1) // -integer + return + } + nadj = Log(Pi / Fabs(t*x)) + if t < 0 { + sign = -1 + } + } + + switch { + case x == 1 || x == 2: // purge off 1 and 2 + lgamma = 0 + return + case x < 2: // use lgamma(x) = lgamma(x+1) - log(x) + var y float64 + var i int + if x <= 0.9 { + lgamma = -Log(x) + switch { + case x >= (Ymin - 1 + 0.27): // 0.7316 <= x <= 0.9 + y = 1 - x + i = 0 + case x >= (Ymin - 1 - 0.27): // 0.2316 <= x < 0.7316 + y = x - (Tc - 1) + i = 1 + default: // 0 < x < 0.2316 + y = x + i = 2 + } + } else { + lgamma = 0 + switch { + case x >= (Ymin + 0.27): // 1.7316 <= x < 2 + y = 2 - x + i = 0 + case x >= (Ymin - 0.27): // 1.2316 <= x < 1.7316 + y = x - Tc + i = 1 + default: // 0.9 < x < 1.2316 + y = x - 1 + i = 2 + } + } + switch i { + case 0: + z := y * y + p1 := A0 + z*(A2+z*(A4+z*(A6+z*(A8+z*A10)))) + p2 := z * (A1 + z*(A3+z*(A5+z*(A7+z*(A9+z*A11))))) + p := y*p1 + p2 + lgamma += (p - 0.5*y) + case 1: + z := y * y + w := z * y + p1 := T0 + w*(T3+w*(T6+w*(T9+w*T12))) // parallel comp + p2 := T1 + w*(T4+w*(T7+w*(T10+w*T13))) + p3 := T2 + w*(T5+w*(T8+w*(T11+w*T14))) + p := z*p1 - (Tt - w*(p2+y*p3)) + lgamma += (Tf + p) + case 2: + p1 := y * (U0 + y*(U1+y*(U2+y*(U3+y*(U4+y*U5))))) + p2 := 1 + y*(V1+y*(V2+y*(V3+y*(V4+y*V5)))) + lgamma += (-0.5*y + p1/p2) + } + case x < 8: // 2 <= x < 8 + i := int(x) + y := x - float64(i) + p := y * (S0 + y*(S1+y*(S2+y*(S3+y*(S4+y*(S5+y*S6)))))) + q := 1 + y*(R1+y*(R2+y*(R3+y*(R4+y*(R5+y*R6))))) + lgamma = 0.5*y + p/q + z := float64(1) // Lgamma(1+s) = Log(s) + Lgamma(s) + switch i { + case 7: + z *= (y + 6) + fallthrough + case 6: + z *= (y + 5) + fallthrough + case 5: + z *= (y + 4) + fallthrough + case 4: + z *= (y + 3) + fallthrough + case 3: + z *= (y + 2) + lgamma += Log(z) + } + case x < Two58: // 8 <= x < 2**58 + t := Log(x) + z := 1 / x + y := z * z + w := W0 + z*(W1+y*(W2+y*(W3+y*(W4+y*(W5+y*W6))))) + lgamma = (x-0.5)*(t-1) + w + default: // 2**58 <= x <= Inf + lgamma = x * (Log(x) - 1) + } + if neg { + lgamma = nadj - lgamma + } + return +} + +// sinPi(x) is a helper function for negative x +func sinPi(x float64) float64 { + const ( + Two52 = 1 << 52 // 0x4330000000000000 ~4.5036e+15 + Two53 = 1 << 53 // 0x4340000000000000 ~9.0072e+15 + ) + if x < 0.25 { + return -Sin(Pi * x) + } + + // argument reduction + z := Floor(x) + var n int + if z != x { // inexact + x = Fmod(x, 2) + n = int(x * 4) + } else { + if x >= Two53 { // x must be even + x = 0 + n = 0 + } else { + if x < Two52 { + z = x + Two52 // exact + } + n = int(1 & Float64bits(z)) + x = float64(n) + n <<= 2 + } + } + switch n { + case 0: + x = Sin(Pi * x) + case 1, 2: + x = Cos(Pi * (0.5 - x)) + case 3, 4: + x = Sin(Pi * (1 - x)) + case 5, 6: + x = -Cos(Pi * (x - 1.5)) + default: + x = Sin(Pi * (x - 2)) + } + return -x +} diff --git a/src/pkg/math/nextafter.go b/src/pkg/math/nextafter.go index b57d3e715..86114340c 100644 --- a/src/pkg/math/nextafter.go +++ b/src/pkg/math/nextafter.go @@ -11,8 +11,10 @@ package math // Nextafter(NaN, y) = NaN // Nextafter(x, NaN) = NaN func Nextafter(x, y float64) (r float64) { + // TODO(rsc): Remove manual inlining of IsNaN + // when compiler does it for us switch { - case IsNaN(x) || IsNaN(y): // special case + case x != x || y != y: // IsNaN(x) || IsNaN(y): // special case r = NaN() case x == y: r = x -- cgit v1.2.3