public class Gamma
{
// Visit http://www.johndcook.com/stand_alone_code.html for the source of this code and more like it.
// Note that the functions Gamma and LogGamma are mutually dependent.
public static double gamma
(
double x // We require x > 0
)
{
if (x <= 0.0)
{
String msg = String.format("Invalid input argument {0}. Argument must be positive.", x);
throw new IllegalArgumentException(msg);
}
// Split the function domain into three intervals:
// (0, 0.001), [0.001, 12), and (12, infinity)
///////////////////////////////////////////////////////////////////////////
// First interval: (0, 0.001)
//
// For small x, 1/Gamma(x) has power series x + gamma x^2 - ...
// So in this range, 1/Gamma(x) = x + gamma x^2 with error on the order of x^3.
// The relative error over this interval is less than 6e-7.
final double gamma = 0.577215664901532860606512090; // Euler's gamma constant
if (x < 0.001)
return 1.0/(x*(1.0 + gamma*x));
///////////////////////////////////////////////////////////////////////////
// Second interval: [0.001, 12)
if (x < 12.0)
{
// The algorithm directly approximates gamma over (1,2) and uses
// reduction identities to reduce other arguments to this interval.
double y = x;
int n = 0;
boolean arg_was_less_than_one = (y < 1.0);
// Add or subtract integers as necessary to bring y into (1,2)
// Will correct for this below
if (arg_was_less_than_one)
{
y += 1.0;
}
else
{
n = (int) (Math.floor(y)) - 1; // will use n later
y -= n;
}
// numerator coefficients for approximation over the interval (1,2)
double[] p =
{
-1.71618513886549492533811E+0,
2.47656508055759199108314E+1,
-3.79804256470945635097577E+2,
6.29331155312818442661052E+2,
8.66966202790413211295064E+2,
-3.14512729688483675254357E+4,
-3.61444134186911729807069E+4,
6.64561438202405440627855E+4
};
// denominator coefficients for approximation over the interval (1,2)
double[] q =
{
-3.08402300119738975254353E+1,
3.15350626979604161529144E+2,
-1.01515636749021914166146E+3,
-3.10777167157231109440444E+3,
2.25381184209801510330112E+4,
4.75584627752788110767815E+3,
-1.34659959864969306392456E+5,
-1.15132259675553483497211E+5
};
double num = 0.0;
double den = 1.0;
int i;
double z = y - 1;
for (i = 0; i < 8; i++)
{
num = (num + p[i])*z;
den = den*z + q[i];
}
double result = num/den + 1.0;
// Apply correction if argument was not initially in (1,2)
if (arg_was_less_than_one)
{
// Use identity gamma(z) = gamma(z+1)/z
// The variable "result" now holds gamma of the original y + 1
// Thus we use y-1 to get back the orginal y.
result /= (y-1.0);
}
else
{
// Use the identity gamma(z+n) = z*(z+1)* ... *(z+n-1)*gamma(z)
for (i = 0; i < n; i++)
result *= y++;
}
return result;
}
///////////////////////////////////////////////////////////////////////////
// Third interval: [12, infinity)
if (x > 171.624)
{
// Correct answer too large to display.
return Double.POSITIVE_INFINITY;
}
return Math.exp(logGamma(x));
}
public static double logGamma
(
double x // x must be positive
)
{
if (x <= 0.0)
{
String msg = String.format("Invalid input argument {0}. Argument must be positive.", x);
throw new IllegalArgumentException(msg);
}
if (x < 12.0)
{
return Math.log(Math.abs(gamma(x)));
}
// Abramowitz and Stegun 6.1.41
// Asymptotic series should be good to at least 11 or 12 figures
// For error analysis, see Whittiker and Watson
// A Course in Modern Analysis (1927), page 252
double[] c =
{
1.0/12.0,
-1.0/360.0,
1.0/1260.0,
-1.0/1680.0,
1.0/1188.0,
-691.0/360360.0,
1.0/156.0,
-3617.0/122400.0
};
double z = 1.0/(x*x);
double sum = c[7];
for (int i=6; i >= 0; i--)
{
sum *= z;
sum += c[i];
}
double series = sum/x;
double halfLogTwoPi = 0.91893853320467274178032973640562;
double logGamma = (x - 0.5)*Math.log(x) - x + halfLogTwoPi + series;
return logGamma;
}
}