[431c9e0] | 1 | /* psi.c |
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| 2 | * |
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| 3 | * Psi (digamma) function |
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| 4 | * |
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| 5 | * |
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| 6 | * SYNOPSIS: |
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| 7 | * |
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| 8 | * double x, y, psi(); |
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| 9 | * |
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| 10 | * y = psi( x ); |
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| 11 | * |
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| 12 | * |
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| 13 | * DESCRIPTION: |
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| 14 | * |
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| 15 | * d - |
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| 16 | * psi(x) = -- ln | (x) |
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| 17 | * dx |
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| 18 | * |
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| 19 | * is the logarithmic derivative of the gamma function. |
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| 20 | * For integer x, |
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| 21 | * n-1 |
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| 22 | * - |
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| 23 | * psi(n) = -EUL + > 1/k. |
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| 24 | * - |
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| 25 | * k=1 |
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| 26 | * |
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| 27 | * This formula is used for 0 < n <= 10. If x is negative, it |
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| 28 | * is transformed to a positive argument by the reflection |
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| 29 | * formula psi(1-x) = psi(x) + pi cot(pi x). |
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| 30 | * For general positive x, the argument is made greater than 10 |
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| 31 | * using the recurrence psi(x+1) = psi(x) + 1/x. |
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| 32 | * Then the following asymptotic expansion is applied: |
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| 33 | * |
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| 34 | * inf. B |
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| 35 | * - 2k |
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| 36 | * psi(x) = log(x) - 1/2x - > ------- |
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| 37 | * - 2k |
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| 38 | * k=1 2k x |
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| 39 | * |
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| 40 | * where the B2k are Bernoulli numbers. |
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| 41 | * |
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| 42 | * ACCURACY: |
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| 43 | * Relative error (except absolute when |psi| < 1): |
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| 44 | * arithmetic domain # trials peak rms |
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| 45 | * DEC 0,30 2500 1.7e-16 2.0e-17 |
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| 46 | * IEEE 0,30 30000 1.3e-15 1.4e-16 |
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| 47 | * IEEE -30,0 40000 1.5e-15 2.2e-16 |
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| 48 | * |
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| 49 | * ERROR MESSAGES: |
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| 50 | * message condition value returned |
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| 51 | * psi singularity x integer <=0 MAXNUM |
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| 52 | */ |
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| 53 | |
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| 54 | /* |
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| 55 | Cephes Math Library Release 2.8: June, 2000 |
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| 56 | Copyright 1984, 1987, 1992, 2000 by Stephen L. Moshier |
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| 57 | */ |
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| 58 | |
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| 59 | #include "mconf.h" |
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| 60 | |
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| 61 | #ifdef UNK |
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| 62 | static double A[] = { |
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| 63 | 8.33333333333333333333E-2, |
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| 64 | -2.10927960927960927961E-2, |
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| 65 | 7.57575757575757575758E-3, |
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| 66 | -4.16666666666666666667E-3, |
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| 67 | 3.96825396825396825397E-3, |
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| 68 | -8.33333333333333333333E-3, |
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| 69 | 8.33333333333333333333E-2 |
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| 70 | }; |
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| 71 | #endif |
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| 72 | |
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| 73 | #ifdef DEC |
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| 74 | static unsigned short A[] = { |
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| 75 | 0037252,0125252,0125252,0125253, |
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| 76 | 0136654,0145314,0126312,0146255, |
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| 77 | 0036370,0037017,0101740,0174076, |
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| 78 | 0136210,0104210,0104210,0104211, |
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| 79 | 0036202,0004040,0101010,0020202, |
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| 80 | 0136410,0104210,0104210,0104211, |
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| 81 | 0037252,0125252,0125252,0125253 |
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| 82 | }; |
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| 83 | #endif |
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| 84 | |
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| 85 | #ifdef IBMPC |
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| 86 | static unsigned short A[] = { |
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| 87 | 0x5555,0x5555,0x5555,0x3fb5, |
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| 88 | 0x5996,0x9599,0x9959,0xbf95, |
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| 89 | 0x1f08,0xf07c,0x07c1,0x3f7f, |
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| 90 | 0x1111,0x1111,0x1111,0xbf71, |
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| 91 | 0x0410,0x1041,0x4104,0x3f70, |
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| 92 | 0x1111,0x1111,0x1111,0xbf81, |
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| 93 | 0x5555,0x5555,0x5555,0x3fb5 |
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| 94 | }; |
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| 95 | #endif |
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| 96 | |
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| 97 | #ifdef MIEEE |
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| 98 | static unsigned short A[] = { |
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| 99 | 0x3fb5,0x5555,0x5555,0x5555, |
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| 100 | 0xbf95,0x9959,0x9599,0x5996, |
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| 101 | 0x3f7f,0x07c1,0xf07c,0x1f08, |
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| 102 | 0xbf71,0x1111,0x1111,0x1111, |
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| 103 | 0x3f70,0x4104,0x1041,0x0410, |
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| 104 | 0xbf81,0x1111,0x1111,0x1111, |
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| 105 | 0x3fb5,0x5555,0x5555,0x5555 |
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| 106 | }; |
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| 107 | #endif |
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| 108 | |
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| 109 | #define EUL 0.57721566490153286061 |
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| 110 | |
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| 111 | #ifdef ANSIPROT |
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| 112 | extern double floor ( double ); |
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| 113 | extern double log ( double ); |
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| 114 | extern double tan ( double ); |
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| 115 | extern double polevl ( double, void *, int ); |
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| 116 | #else |
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| 117 | double floor(), log(), tan(), polevl(); |
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| 118 | #endif |
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| 119 | extern double PI, MAXNUM; |
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| 120 | |
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| 121 | |
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| 122 | double psi(x) |
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| 123 | double x; |
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| 124 | { |
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| 125 | double p, q, nz, s, w, y, z; |
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| 126 | int i, n, negative; |
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| 127 | |
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| 128 | negative = 0; |
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| 129 | nz = 0.0; |
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| 130 | |
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| 131 | if( x <= 0.0 ) |
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| 132 | { |
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| 133 | negative = 1; |
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| 134 | q = x; |
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| 135 | p = floor(q); |
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| 136 | if( p == q ) |
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| 137 | { |
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| 138 | mtherr( "psi", SING ); |
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| 139 | return( MAXNUM ); |
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| 140 | } |
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| 141 | /* Remove the zeros of tan(PI x) |
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| 142 | * by subtracting the nearest integer from x |
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| 143 | */ |
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| 144 | nz = q - p; |
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| 145 | if( nz != 0.5 ) |
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| 146 | { |
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| 147 | if( nz > 0.5 ) |
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| 148 | { |
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| 149 | p += 1.0; |
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| 150 | nz = q - p; |
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| 151 | } |
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| 152 | nz = PI/tan(PI*nz); |
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| 153 | } |
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| 154 | else |
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| 155 | { |
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| 156 | nz = 0.0; |
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| 157 | } |
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| 158 | x = 1.0 - x; |
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| 159 | } |
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| 160 | |
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| 161 | /* check for positive integer up to 10 */ |
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| 162 | if( (x <= 10.0) && (x == floor(x)) ) |
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| 163 | { |
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| 164 | y = 0.0; |
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| 165 | n = x; |
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| 166 | for( i=1; i<n; i++ ) |
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| 167 | { |
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| 168 | w = i; |
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| 169 | y += 1.0/w; |
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| 170 | } |
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| 171 | y -= EUL; |
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| 172 | goto done; |
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| 173 | } |
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| 174 | |
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| 175 | s = x; |
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| 176 | w = 0.0; |
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| 177 | while( s < 10.0 ) |
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| 178 | { |
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| 179 | w += 1.0/s; |
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| 180 | s += 1.0; |
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| 181 | } |
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| 182 | |
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| 183 | if( s < 1.0e17 ) |
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| 184 | { |
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| 185 | z = 1.0/(s * s); |
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| 186 | y = z * polevl( z, A, 6 ); |
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| 187 | } |
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| 188 | else |
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| 189 | y = 0.0; |
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| 190 | |
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| 191 | y = log(s) - (0.5/s) - y - w; |
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| 192 | |
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| 193 | done: |
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| 194 | |
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| 195 | if( negative ) |
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| 196 | { |
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| 197 | y -= nz; |
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| 198 | } |
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| 199 | |
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| 200 | return(y); |
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| 201 | } |
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