1 /* mpfr_gamma -- gamma function
3 Copyright 2001, 2002, 2003, 2004, 2005, 2006, 2007, 2008, 2009, 2010, 2011 Free Software Foundation, Inc.
4 Contributed by the Arenaire and Caramel projects, INRIA.
6 This file is part of the GNU MPFR Library.
8 The GNU MPFR Library is free software; you can redistribute it and/or modify
9 it under the terms of the GNU Lesser General Public License as published by
10 the Free Software Foundation; either version 3 of the License, or (at your
11 option) any later version.
13 The GNU MPFR Library is distributed in the hope that it will be useful, but
14 WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY
15 or FITNESS FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public
16 License for more details.
18 You should have received a copy of the GNU Lesser General Public License
19 along with the GNU MPFR Library; see the file COPYING.LESSER. If not, see
20 http://www.gnu.org/licenses/ or write to the Free Software Foundation, Inc.,
21 51 Franklin St, Fifth Floor, Boston, MA 02110-1301, USA. */
23 #define MPFR_NEED_LONGLONG_H
24 #include "mpfr-impl.h"
30 /* return a sufficient precision such that 2-x is exact, assuming x < 0 */
32 mpfr_gamma_2_minus_x_exact (mpfr_srcptr x)
34 /* Since x < 0, 2-x = 2+y with y := -x.
35 If y < 2, a precision w >= PREC(y) + EXP(2)-EXP(y) = PREC(y) + 2 - EXP(y)
36 is enough, since no overlap occurs in 2+y, so no carry happens.
37 If y >= 2, either ULP(y) <= 2, and we need w >= PREC(y)+1 since a
38 carry can occur, or ULP(y) > 2, and we need w >= EXP(y)-1:
39 (a) if EXP(y) <= 1, w = PREC(y) + 2 - EXP(y)
40 (b) if EXP(y) > 1 and EXP(y)-PREC(y) <= 1, w = PREC(y) + 1
41 (c) if EXP(y) > 1 and EXP(y)-PREC(y) > 1, w = EXP(y) - 1 */
42 return (MPFR_GET_EXP(x) <= 1) ? MPFR_PREC(x) + 2 - MPFR_GET_EXP(x)
43 : ((MPFR_GET_EXP(x) <= MPFR_PREC(x) + 1) ? MPFR_PREC(x) + 1
44 : MPFR_GET_EXP(x) - 1);
47 /* return a sufficient precision such that 1-x is exact, assuming x < 1 */
49 mpfr_gamma_1_minus_x_exact (mpfr_srcptr x)
52 return MPFR_PREC(x) - MPFR_GET_EXP(x);
53 else if (MPFR_GET_EXP(x) <= 0)
54 return MPFR_PREC(x) + 1 - MPFR_GET_EXP(x);
55 else if (MPFR_PREC(x) >= MPFR_GET_EXP(x))
56 return MPFR_PREC(x) + 1;
58 return MPFR_GET_EXP(x);
61 /* returns a lower bound of the number of significant bits of n!
62 (not counting the low zero bits).
63 We know n! >= (n/e)^n*sqrt(2*Pi*n) for n >= 1, and the number of zero bits
64 is floor(n/2) + floor(n/4) + floor(n/8) + ...
65 This approximation is exact for n <= 500000, except for n = 219536, 235928,
66 298981, 355854, 464848, 493725, 498992 where it returns a value 1 too small.
69 bits_fac (unsigned long n)
75 mpfr_set_ui (x, n, MPFR_RNDZ);
76 mpfr_set_str_binary (y, "10.101101111110000101010001011000101001"); /* upper bound of e */
77 mpfr_div (x, x, y, MPFR_RNDZ);
78 mpfr_pow_ui (x, x, n, MPFR_RNDZ);
79 mpfr_const_pi (y, MPFR_RNDZ);
80 mpfr_mul_ui (y, y, 2 * n, MPFR_RNDZ);
81 mpfr_sqrt (y, y, MPFR_RNDZ);
82 mpfr_mul (x, x, y, MPFR_RNDZ);
83 mpfr_log2 (x, x, MPFR_RNDZ);
84 r = mpfr_get_ui (x, MPFR_RNDU);
85 for (k = 2; k <= n; k *= 2)
92 /* We use the reflection formula
93 Gamma(1+t) Gamma(1-t) = - Pi t / sin(Pi (1 + t))
94 in order to treat the case x <= 1,
95 i.e. with x = 1-t, then Gamma(x) = -Pi*(1-x)/sin(Pi*(2-x))/GAMMA(2-x)
98 mpfr_gamma (mpfr_ptr gamma, mpfr_srcptr x, mpfr_rnd_t rnd_mode)
100 mpfr_t xp, GammaTrial, tmp, tmp2;
102 mpfr_prec_t realprec;
103 int compared, inex, is_integer;
104 MPFR_GROUP_DECL (group);
105 MPFR_SAVE_EXPO_DECL (expo);
106 MPFR_ZIV_DECL (loop);
109 (("x[%Pu]=%.*Rg rnd=%d", mpfr_get_prec (x), mpfr_log_prec, x, rnd_mode),
110 ("gamma[%Pu]=%.*Rg inexact=%d",
111 mpfr_get_prec (gamma), mpfr_log_prec, gamma, inex));
114 if (MPFR_UNLIKELY (MPFR_IS_SINGULAR (x)))
118 MPFR_SET_NAN (gamma);
121 else if (MPFR_IS_INF (x))
125 MPFR_SET_NAN (gamma);
130 MPFR_SET_INF (gamma);
131 MPFR_SET_POS (gamma);
132 MPFR_RET (0); /* exact */
137 MPFR_ASSERTD(MPFR_IS_ZERO(x));
139 MPFR_SET_SAME_SIGN(gamma, x);
141 MPFR_RET (0); /* exact */
145 /* Check for tiny arguments, where gamma(x) ~ 1/x - euler + ....
146 We know from "Bound on Runs of Zeros and Ones for Algebraic Functions",
147 Proceedings of Arith15, T. Lang and J.-M. Muller, 2001, that the maximal
148 number of consecutive zeroes or ones after the round bit is n-1 for an
149 input of n bits. But we need a more precise lower bound. Assume x has
150 n bits, and 1/x is near a floating-point number y of n+1 bits. We can
151 write x = X*2^e, y = Y/2^f with X, Y integers of n and n+1 bits.
152 Thus X*Y^2^(e-f) is near from 1, i.e., X*Y is near from 2^(f-e).
153 Two cases can happen:
154 (i) either X*Y is exactly 2^(f-e), but this can happen only if X and Y
155 are themselves powers of two, i.e., x is a power of two;
156 (ii) or X*Y is at distance at least one from 2^(f-e), thus
157 |xy-1| >= 2^(e-f), or |y-1/x| >= 2^(e-f)/x = 2^(-f)/X >= 2^(-f-n).
158 Since ufp(y) = 2^(n-f) [ufp = unit in first place], this means
159 that the distance |y-1/x| >= 2^(-2n) ufp(y).
160 Now assuming |gamma(x)-1/x| <= 1, which is true for x <= 1,
161 if 2^(-2n) ufp(y) >= 2, the error is at most 2^(-2n-1) ufp(y),
162 and round(1/x) with precision >= 2n+2 gives the correct result.
163 If x < 2^E, then y > 2^(-E), thus ufp(y) > 2^(-E-1).
164 A sufficient condition is thus EXP(x) + 2 <= -2 MAX(PREC(x),PREC(Y)).
166 if (MPFR_GET_EXP (x) + 2
167 <= -2 * (mpfr_exp_t) MAX(MPFR_PREC(x), MPFR_PREC(gamma)))
169 int sign = MPFR_SIGN (x); /* retrieve sign before possible override */
171 MPFR_BLOCK_DECL (flags);
173 MPFR_SAVE_EXPO_MARK (expo);
175 /* for overflow cases, see below; this needs to be done
176 before x possibly gets overridden. */
178 MPFR_GET_EXP (x) == 1 - MPFR_EMAX_MAX &&
179 MPFR_IS_POS_SIGN (sign) &&
180 MPFR_IS_LIKE_RNDD (rnd_mode, sign) &&
181 mpfr_powerof2_raw (x);
183 MPFR_BLOCK (flags, inex = mpfr_ui_div (gamma, 1, x, rnd_mode));
184 if (inex == 0) /* x is a power of two */
186 /* return RND(1/x - euler) = RND(+/- 2^k - eps) with eps > 0 */
187 if (rnd_mode == MPFR_RNDN || MPFR_IS_LIKE_RNDU (rnd_mode, sign))
191 mpfr_nextbelow (gamma);
195 else if (MPFR_UNLIKELY (MPFR_OVERFLOW (flags)))
197 /* Overflow in the division 1/x. This is a real overflow, except
198 in RNDZ or RNDD when 1/x = 2^emax, i.e. x = 2^(-emax): due to
199 the "- euler", the rounded value in unbounded exponent range
200 is 0.111...11 * 2^emax (not an overflow). */
202 MPFR_SAVE_EXPO_UPDATE_FLAGS (expo, flags);
204 MPFR_SAVE_EXPO_FREE (expo);
205 /* Note: an overflow is possible with an infinite result;
206 in this case, the overflow flag will automatically be
207 restored by mpfr_check_range. */
208 return mpfr_check_range (gamma, inex, rnd_mode);
211 is_integer = mpfr_integer_p (x);
212 /* gamma(x) for x a negative integer gives NaN */
213 if (is_integer && MPFR_IS_NEG(x))
215 MPFR_SET_NAN (gamma);
219 compared = mpfr_cmp_ui (x, 1);
221 return mpfr_set_ui (gamma, 1, rnd_mode);
223 /* if x is an integer that fits into an unsigned long, use mpfr_fac_ui
224 if argument is not too large.
225 If precision is p, fac_ui costs O(u*p), whereas gamma costs O(p*M(p)),
226 so for u <= M(p), fac_ui should be faster.
227 We approximate here M(p) by p*log(p)^2, which is not a bad guess.
228 Warning: since the generic code does not handle exact cases,
229 we want all cases where gamma(x) is exact to be treated here.
231 if (is_integer && mpfr_fits_ulong_p (x, MPFR_RNDN))
234 mpfr_prec_t p = MPFR_PREC(gamma);
235 u = mpfr_get_ui (x, MPFR_RNDN);
236 if (u < 44787929UL && bits_fac (u - 1) <= p + (rnd_mode == MPFR_RNDN))
237 /* bits_fac: lower bound on the number of bits of m,
238 where gamma(x) = (u-1)! = m*2^e with m odd. */
239 return mpfr_fac_ui (gamma, u - 1, rnd_mode);
240 /* if bits_fac(...) > p (resp. p+1 for rounding to nearest),
241 then gamma(x) cannot be exact in precision p (resp. p+1).
242 FIXME: remove the test u < 44787929UL after changing bits_fac
243 to return a mpz_t or mpfr_t. */
246 MPFR_SAVE_EXPO_MARK (expo);
248 /* check for overflow: according to (6.1.37) in Abramowitz & Stegun,
249 gamma(x) >= exp(-x) * x^(x-1/2) * sqrt(2*Pi)
250 >= 2 * (x/e)^x / x for x >= 1 */
255 MPFR_BLOCK_DECL (flags);
257 /* 1/e rounded down to 53 bits */
258 #define EXPM1_STR "0.010111100010110101011000110110001011001110111100111"
261 mpfr_set_str_binary (xp, EXPM1_STR);
262 mpfr_mul (xp, x, xp, MPFR_RNDZ);
263 mpfr_sub_ui (yp, x, 2, MPFR_RNDZ);
264 mpfr_pow (xp, xp, yp, MPFR_RNDZ); /* (x/e)^(x-2) */
265 mpfr_set_str_binary (yp, EXPM1_STR);
266 mpfr_mul (xp, xp, yp, MPFR_RNDZ); /* x^(x-2) / e^(x-1) */
267 mpfr_mul (xp, xp, yp, MPFR_RNDZ); /* x^(x-2) / e^x */
268 mpfr_mul (xp, xp, x, MPFR_RNDZ); /* lower bound on x^(x-1) / e^x */
269 MPFR_BLOCK (flags, mpfr_mul_2ui (xp, xp, 1, MPFR_RNDZ));
270 expxp = MPFR_GET_EXP (xp);
273 MPFR_SAVE_EXPO_FREE (expo);
274 return MPFR_OVERFLOW (flags) || expxp > __gmpfr_emax ?
275 mpfr_overflow (gamma, rnd_mode, 1) :
276 mpfr_gamma_aux (gamma, x, rnd_mode);
279 /* now compared < 0 */
281 /* check for underflow: for x < 1,
282 gamma(x) = Pi*(x-1)/sin(Pi*(2-x))/gamma(2-x).
283 Since gamma(2-x) >= 2 * ((2-x)/e)^(2-x) / (2-x), we have
284 |gamma(x)| <= Pi*(1-x)*(2-x)/2/((2-x)/e)^(2-x) / |sin(Pi*(2-x))|
285 <= 12 * ((2-x)/e)^x / |sin(Pi*(2-x))|.
286 To avoid an underflow in ((2-x)/e)^x, we compute the logarithm.
290 int underflow = 0, sgn, ck;
294 mpfr_init2 (tmp, 53);
295 mpfr_init2 (tmp2, 53);
296 /* we want an upper bound for x * [log(2-x)-1].
297 since x < 0, we need a lower bound on log(2-x) */
298 mpfr_ui_sub (xp, 2, x, MPFR_RNDD);
299 mpfr_log2 (xp, xp, MPFR_RNDD);
300 mpfr_sub_ui (xp, xp, 1, MPFR_RNDD);
301 mpfr_mul (xp, xp, x, MPFR_RNDU);
303 /* we need an upper bound on 1/|sin(Pi*(2-x))|,
304 thus a lower bound on |sin(Pi*(2-x))|.
305 If 2-x is exact, then the error of Pi*(2-x) is (1+u)^2 with u = 2^(-p)
306 thus the error on sin(Pi*(2-x)) is less than 1/2ulp + 3Pi(2-x)u,
307 assuming u <= 1, thus <= u + 3Pi(2-x)u */
309 w = mpfr_gamma_2_minus_x_exact (x); /* 2-x is exact for prec >= w */
310 w += 17; /* to get tmp2 small enough */
311 mpfr_set_prec (tmp, w);
312 mpfr_set_prec (tmp2, w);
313 ck = mpfr_ui_sub (tmp, 2, x, MPFR_RNDN);
314 MPFR_ASSERTD (ck == 0); (void) ck; /* use ck to avoid a warning */
315 mpfr_const_pi (tmp2, MPFR_RNDN);
316 mpfr_mul (tmp2, tmp2, tmp, MPFR_RNDN); /* Pi*(2-x) */
317 mpfr_sin (tmp, tmp2, MPFR_RNDN); /* sin(Pi*(2-x)) */
318 sgn = mpfr_sgn (tmp);
319 mpfr_abs (tmp, tmp, MPFR_RNDN);
320 mpfr_mul_ui (tmp2, tmp2, 3, MPFR_RNDU); /* 3Pi(2-x) */
321 mpfr_add_ui (tmp2, tmp2, 1, MPFR_RNDU); /* 3Pi(2-x)+1 */
322 mpfr_div_2ui (tmp2, tmp2, mpfr_get_prec (tmp), MPFR_RNDU);
323 /* if tmp2<|tmp|, we get a lower bound */
324 if (mpfr_cmp (tmp2, tmp) < 0)
326 mpfr_sub (tmp, tmp, tmp2, MPFR_RNDZ); /* low bnd on |sin(Pi*(2-x))| */
327 mpfr_ui_div (tmp, 12, tmp, MPFR_RNDU); /* upper bound */
328 mpfr_log2 (tmp, tmp, MPFR_RNDU);
329 mpfr_add (xp, tmp, xp, MPFR_RNDU);
330 /* The assert below checks that expo.saved_emin - 2 always
331 fits in a long. FIXME if we want to allow mpfr_exp_t to
332 be a long long, for instance. */
333 MPFR_ASSERTN (MPFR_EMIN_MIN - 2 >= LONG_MIN);
334 underflow = mpfr_cmp_si (xp, expo.saved_emin - 2) <= 0;
340 if (underflow) /* the sign is the opposite of that of sin(Pi*(2-x)) */
342 MPFR_SAVE_EXPO_FREE (expo);
343 return mpfr_underflow (gamma, (rnd_mode == MPFR_RNDN) ? MPFR_RNDZ : rnd_mode, -sgn);
347 realprec = MPFR_PREC (gamma);
348 /* we want both 1-x and 2-x to be exact */
351 w = mpfr_gamma_1_minus_x_exact (x);
354 w = mpfr_gamma_2_minus_x_exact (x);
358 realprec = realprec + MPFR_INT_CEIL_LOG2 (realprec) + 20;
359 MPFR_ASSERTD(realprec >= 5);
361 MPFR_GROUP_INIT_4 (group, realprec + MPFR_INT_CEIL_LOG2 (realprec) + 20,
362 xp, tmp, tmp2, GammaTrial);
364 MPFR_ZIV_INIT (loop, realprec);
369 MPFR_GROUP_REPREC_4 (group, realprec, xp, tmp, tmp2, GammaTrial);
371 /* reflection formula: gamma(x) = Pi*(x-1)/sin(Pi*(2-x))/gamma(2-x) */
373 ck = mpfr_ui_sub (xp, 2, x, MPFR_RNDN); /* 2-x, exact */
374 MPFR_ASSERTD(ck == 0); (void) ck; /* use ck to avoid a warning */
375 mpfr_gamma (tmp, xp, MPFR_RNDN); /* gamma(2-x), error (1+u) */
376 mpfr_const_pi (tmp2, MPFR_RNDN); /* Pi, error (1+u) */
377 mpfr_mul (GammaTrial, tmp2, xp, MPFR_RNDN); /* Pi*(2-x), error (1+u)^2 */
378 err_g = MPFR_GET_EXP(GammaTrial);
379 mpfr_sin (GammaTrial, GammaTrial, MPFR_RNDN); /* sin(Pi*(2-x)) */
380 err_g = err_g + 1 - MPFR_GET_EXP(GammaTrial);
381 /* let g0 the true value of Pi*(2-x), g the computed value.
382 We have g = g0 + h with |h| <= |(1+u^2)-1|*g.
383 Thus sin(g) = sin(g0) + h' with |h'| <= |(1+u^2)-1|*g.
384 The relative error is thus bounded by |(1+u^2)-1|*g/sin(g)
385 <= |(1+u^2)-1|*2^err_g. <= 2.25*u*2^err_g for |u|<=1/4.
386 With the rounding error, this gives (0.5 + 2.25*2^err_g)*u. */
387 ck = mpfr_sub_ui (xp, x, 1, MPFR_RNDN); /* x-1, exact */
388 MPFR_ASSERTD(ck == 0); (void) ck; /* use ck to avoid a warning */
389 mpfr_mul (xp, tmp2, xp, MPFR_RNDN); /* Pi*(x-1), error (1+u)^2 */
390 mpfr_mul (GammaTrial, GammaTrial, tmp, MPFR_RNDN);
391 /* [1 + (0.5 + 2.25*2^err_g)*u]*(1+u)^2 = 1 + (2.5 + 2.25*2^err_g)*u
392 + (0.5 + 2.25*2^err_g)*u*(2u+u^2) + u^2.
393 For err_g <= realprec-2, we have (0.5 + 2.25*2^err_g)*u <=
394 0.5*u + 2.25/4 <= 0.6875 and u^2 <= u/4, thus
395 (0.5 + 2.25*2^err_g)*u*(2u+u^2) + u^2 <= 0.6875*(2u+u/4) + u/4
396 <= 1.8*u, thus the rel. error is bounded by (4.5 + 2.25*2^err_g)*u. */
397 mpfr_div (GammaTrial, xp, GammaTrial, MPFR_RNDN);
398 /* the error is of the form (1+u)^3/[1 + (4.5 + 2.25*2^err_g)*u].
399 For realprec >= 5 and err_g <= realprec-2, [(4.5 + 2.25*2^err_g)*u]^2
400 <= 0.71, and for |y|<=0.71, 1/(1-y) can be written 1+a*y with a<=4.
401 (1+u)^3 * (1+4*(4.5 + 2.25*2^err_g)*u)
402 = 1 + (21 + 9*2^err_g)*u + (57+27*2^err_g)*u^2 + (55+27*2^err_g)*u^3
404 <= 1 + (21 + 9*2^err_g)*u + (57+27*2^err_g)*u^2 + (56+28*2^err_g)*u^3
405 <= 1 + (21 + 9*2^err_g)*u + (59+28*2^err_g)*u^2
406 <= 1 + (23 + 10*2^err_g)*u.
407 The final error is thus bounded by (23 + 10*2^err_g) ulps,
408 which is <= 2^6 for err_g<=2, and <= 2^(err_g+4) for err_g >= 2. */
409 err_g = (err_g <= 2) ? 6 : err_g + 4;
411 if (MPFR_LIKELY (MPFR_CAN_ROUND (GammaTrial, realprec - err_g,
412 MPFR_PREC(gamma), rnd_mode)))
414 MPFR_ZIV_NEXT (loop, realprec);
416 MPFR_ZIV_FREE (loop);
418 inex = mpfr_set (gamma, GammaTrial, rnd_mode);
419 MPFR_GROUP_CLEAR (group);
422 MPFR_SAVE_EXPO_FREE (expo);
423 return mpfr_check_range (gamma, inex, rnd_mode);