1. Gamma.logGamma was expecting epsilon and maxIterations but these parameters

were not being referenced in that function.  These parameters has been removed.

2. Also, the Lanczos coefficients are now a private static member variable of
the Gamma class.


git-svn-id: https://svn.apache.org/repos/asf/jakarta/commons/proper/math/trunk@140927 13f79535-47bb-0310-9956-ffa450edef68
This commit is contained in:
Tim O'Brien 2003-06-18 20:02:27 +00:00
parent 0191e6129b
commit bc173f639f
3 changed files with 40 additions and 29 deletions

View File

@ -223,8 +223,8 @@ public class Beta {
if (Double.isNaN(a) || Double.isNaN(b) || (a <= 0.0) || (b <= 0.0)) { if (Double.isNaN(a) || Double.isNaN(b) || (a <= 0.0) || (b <= 0.0)) {
ret = Double.NaN; ret = Double.NaN;
} else { } else {
ret = Gamma.logGamma(a, epsilon, maxIterations) + Gamma.logGamma(b, epsilon, maxIterations) ret = Gamma.logGamma(a) + Gamma.logGamma(b)
- Gamma.logGamma(a + b, epsilon, maxIterations); - Gamma.logGamma(a + b);
} }
return ret; return ret;

View File

@ -64,6 +64,27 @@ import org.apache.commons.math.ConvergenceException;
public class Gamma { public class Gamma {
/** Maximum allowed numerical error. */ /** Maximum allowed numerical error. */
private static final double DEFAULT_EPSILON = 10e-9; private static final double DEFAULT_EPSILON = 10e-9;
/** Lanczos coefficients */
private static double[] lanczos =
{
0.99999999999999709182,
57.156235665862923517,
-59.597960355475491248,
14.136097974741747174,
-0.49191381609762019978,
.33994649984811888699e-4,
.46523628927048575665e-4,
-.98374475304879564677e-4,
.15808870322491248884e-3,
-.21026444172410488319e-3,
.21743961811521264320e-3,
-.16431810653676389022e-3,
.84418223983852743293e-4,
-.26190838401581408670e-4,
.36899182659531622704e-5,
};
/** /**
* Default constructor. Prohibit instantiation. * Default constructor. Prohibit instantiation.
@ -108,9 +129,16 @@ public class Gamma {
* *
* @param a ??? * @param a ???
* @param x ??? * @param x ???
* @param epsilon When the absolute value of the nth item in the
* series is less than epsilon the approximation ceases
* to calculate further elements in the series.
* @param maxIterations Maximum number of "iterations" to complete.
* @return the regularized gamma function P(a, x) * @return the regularized gamma function P(a, x)
*/ */
public static double regularizedGammaP(double a, double x, double epsilon, int maxIterations) { public static double regularizedGammaP(double a,
double x,
double epsilon,
int maxIterations) {
double ret; double ret;
if (Double.isNaN(a) || Double.isNaN(x) || (a <= 0.0) || (x < 0.0)) { if (Double.isNaN(a) || Double.isNaN(x) || (a <= 0.0) || (x < 0.0)) {
@ -134,7 +162,10 @@ public class Gamma {
throw new ConvergenceException( throw new ConvergenceException(
"maximum number of iterations reached"); "maximum number of iterations reached");
} else { } else {
ret = Math.exp(-x + (a * Math.log(x)) - logGamma(a, epsilon, maxIterations)) * sum; ret = Math.exp(-x +
(a * Math.log(x)) -
logGamma(a))
* sum;
} }
} }
@ -162,7 +193,7 @@ public class Gamma {
* @param x ??? * @param x ???
* @return log(&#915;(x)) * @return log(&#915;(x))
*/ */
public static double logGamma(double x, double epsilon, int maxIterations) { public static double logGamma(double x) {
double ret; double ret;
if (Double.isNaN(x) || (x <= 0.0)) { if (Double.isNaN(x) || (x <= 0.0)) {
@ -170,31 +201,11 @@ public class Gamma {
} else { } else {
double g = 607.0 / 128.0; double g = 607.0 / 128.0;
// Lanczos coefficients
double[] c =
{
0.99999999999999709182,
57.156235665862923517,
-59.597960355475491248,
14.136097974741747174,
-0.49191381609762019978,
.33994649984811888699e-4,
.46523628927048575665e-4,
-.98374475304879564677e-4,
.15808870322491248884e-3,
-.21026444172410488319e-3,
.21743961811521264320e-3,
-.16431810653676389022e-3,
.84418223983852743293e-4,
-.26190838401581408670e-4,
.36899182659531622704e-5,
};
double sum = 0.0; double sum = 0.0;
for (int i = 1; i < c.length; ++i) { for (int i = 1; i < lanczos.length; ++i) {
sum = sum + (c[i] / (x + i)); sum = sum + (lanczos[i] / (x + i));
} }
sum = sum + c[0]; sum = sum + lanczos[0];
double tmp = x + g + .5; double tmp = x + g + .5;
ret = ((x + .5) * Math.log(tmp)) - tmp ret = ((x + .5) * Math.log(tmp)) - tmp

View File

@ -75,7 +75,7 @@ public class GammaTest extends TestCase {
} }
private void testLogGamma(double expected, double x) { private void testLogGamma(double expected, double x) {
double actual = Gamma.logGamma(x, 10e-5, Integer.MAX_VALUE); double actual = Gamma.logGamma(x);
TestUtils.assertEquals(expected, actual, 10e-5); TestUtils.assertEquals(expected, actual, 10e-5);
} }