Mercurial > repos > lsong10 > psiclass
diff PsiCLASS-1.0.2/gamma.cpp @ 0:903fc43d6227 draft default tip
Uploaded
author | lsong10 |
---|---|
date | Fri, 26 Mar 2021 16:52:45 +0000 |
parents | |
children |
line wrap: on
line diff
--- /dev/null Thu Jan 01 00:00:00 1970 +0000 +++ b/PsiCLASS-1.0.2/gamma.cpp Fri Mar 26 16:52:45 2021 +0000 @@ -0,0 +1,201 @@ +#include "gamma.hpp" + +/** The digamma function in long double precision. +* @param x the real value of the argument +* @return the value of the digamma (psi) function at that point +* @author Richard J. Mathar +* @since 2005-11-24 +*/ +long double digammal(long double x) +{ + /* force into the interval 1..3 */ + if( x < 0.0L ) + return digammal(1.0L-x)+M_PIl/tanl(M_PIl*(1.0L-x)) ; /* reflection formula */ + else if( x < 1.0L ) + return digammal(1.0L+x)-1.0L/x ; + else if ( x == 1.0L) + return -M_GAMMAl ; + else if ( x == 2.0L) + return 1.0L-M_GAMMAl ; + else if ( x == 3.0L) + return 1.5L-M_GAMMAl ; + else if ( x > 3.0L) + /* duplication formula */ + return 0.5L*(digammal(x/2.0L)+digammal((x+1.0L)/2.0L))+M_LN2l ; + else + { + /* Just for your information, the following lines contain + * the Maple source code to re-generate the table that is + * eventually becoming the Kncoe[] array below + * interface(prettyprint=0) : + * Digits := 63 : + * r := 0 : + * + * for l from 1 to 60 do + * d := binomial(-1/2,l) : + * r := r+d*(-1)^l*(Zeta(2*l+1) -1) ; + * evalf(r) ; + * print(%,evalf(1+Psi(1)-r)) ; + *o d : + * + * for N from 1 to 28 do + * r := 0 : + * n := N-1 : + * + * for l from iquo(n+3,2) to 70 do + * d := 0 : + * for s from 0 to n+1 do + * d := d+(-1)^s*binomial(n+1,s)*binomial((s-1)/2,l) : + * od : + * if 2*l-n > 1 then + * r := r+d*(-1)^l*(Zeta(2*l-n) -1) : + * fi : + * od : + * print(evalf((-1)^n*2*r)) ; + *od : + *quit : + */ + static long double Kncoe[] = { .30459198558715155634315638246624251L, + .72037977439182833573548891941219706L, -.12454959243861367729528855995001087L, + .27769457331927827002810119567456810e-1L, -.67762371439822456447373550186163070e-2L, + .17238755142247705209823876688592170e-2L, -.44817699064252933515310345718960928e-3L, + .11793660000155572716272710617753373e-3L, -.31253894280980134452125172274246963e-4L, + .83173997012173283398932708991137488e-5L, -.22191427643780045431149221890172210e-5L, + .59302266729329346291029599913617915e-6L, -.15863051191470655433559920279603632e-6L, + .42459203983193603241777510648681429e-7L, -.11369129616951114238848106591780146e-7L, + .304502217295931698401459168423403510e-8L, -.81568455080753152802915013641723686e-9L, + .21852324749975455125936715817306383e-9L, -.58546491441689515680751900276454407e-10L, + .15686348450871204869813586459513648e-10L, -.42029496273143231373796179302482033e-11L, + .11261435719264907097227520956710754e-11L, -.30174353636860279765375177200637590e-12L, + .80850955256389526647406571868193768e-13L, -.21663779809421233144009565199997351e-13L, + .58047634271339391495076374966835526e-14L, -.15553767189204733561108869588173845e-14L, + .41676108598040807753707828039353330e-15L, -.11167065064221317094734023242188463e-15L } ; + + register long double Tn_1 = 1.0L ; /* T_{n-1}(x), started at n=1 */ + register long double Tn = x-2.0L ; /* T_{n}(x) , started at n=1 */ + register long double resul = Kncoe[0] + Kncoe[1]*Tn ; + + x -= 2.0L ; + int n ; + + for( n = 2 ; n < sizeof(Kncoe)/sizeof(long double) ;n++) + { + const long double Tn1 = 2.0L * x * Tn - Tn_1 ; /* Chebyshev recursion, Eq. 22.7.4 Abramowitz-Stegun */ + resul += Kncoe[n]*Tn1 ; + Tn_1 = Tn ; + Tn = Tn1 ; + } + return resul ; + } +} + + + +double trigamma ( double x, int *ifault ) + +//**************************************************************************** +// purpose: +// +// trigamma calculates trigamma(x) = d**2 log(gamma(x)) / dx**2 +// +// licensing: +// +// this code is distributed under the gnu lgpl license. +// +// modified: +// +// 19 january 2008 +// +// author: +// +// original fortran77 version by be schneider. +// c++ version by john burkardt. +// +// reference: +// +// be schneider, +// algorithm as 121: +// trigamma function, +// applied statistics, +// volume 27, number 1, pages 97-99, 1978. +// +// parameters: +// +// input, double x, the argument of the trigamma function. +// 0 < x. +// +// output, int *ifault, error flag. +// 0, no error. +// 1, x <= 0. +// +// output, double trigamma, the value of the trigamma function at x. +// +{ + double a = 0.0001; + double b = 5.0; + double b2 = 0.1666666667; + double b4 = -0.03333333333; + double b6 = 0.02380952381; + double b8 = -0.03333333333; + double value; + double y; + double z; + // + // check the input. + // + if ( x <= 0.0 ) + { + *ifault = 1; + value = 0.0; + return value; + } + + *ifault = 0; + z = x; + // + // use small value approximation if x <= a. + // + if ( x <= a ) + { + value = 1.0 / x / x; + return value; + } + // + // increase argument to ( x + i ) >= b. + // + value = 0.0; + + while ( z < b ) + { + value = value + 1.0 / z / z; + z = z + 1.0; + } + // + // apply asymptotic formula if argument is b or greater. + // + y = 1.0 / z / z; + + value = value + 0.5 * + y + ( 1.0 + y * ( b2+ y * ( b4 + y * ( b6+ y * b8 )))) / z; + + return value; +} + + +double LogGammaDensity( double x, double k, double theta ) +{ + return -k * log( theta ) + ( k - 1 ) * log( x ) - x / theta - lgamma( k ) ; +} + +double MixtureGammaAssignment( double x, double pi, double* k, double *theta ) +{ + if ( pi == 1 ) + return 0 ; + else if ( pi == 0 ) + return 1 ; + + double lf0 = LogGammaDensity( x, k[0], theta[0] ) ; + double lf1 = LogGammaDensity( x, k[1], theta[1] ) ; + + return (double)1.0 / ( 1.0 + exp( lf1 + log( 1 - pi ) - lf0 - log( pi ) ) ) ; +}