source: sasview/src/sas/models/c_extension/cephes/incbi.c @ 45d90b9

/*                                                      incbi()
 *
 *      Inverse of imcomplete beta integral
 *
 *
 *
 * SYNOPSIS:
 *
 * double a, b, x, y, incbi();
 *
 * x = incbi( a, b, y );
 *
 *
 *
 * DESCRIPTION:
 *
 * Given y, the function finds x such that
 *
 *  incbet( a, b, x ) = y .
 *
 * The routine performs interval halving or Newton iterations to find the
 * root of incbet(a,b,x) - y = 0.
 *
 *
 * ACCURACY:
 *
 *                      Relative error:
 *                x     a,b
 * arithmetic   domain  domain  # trials    peak       rms
 *    IEEE      0,1    .5,10000   50000    5.8e-12   1.3e-13
 *    IEEE      0,1   .25,100    100000    1.8e-13   3.9e-15
 *    IEEE      0,1     0,5       50000    1.1e-12   5.5e-15
 *    VAX       0,1    .5,100     25000    3.5e-14   1.1e-15
 * With a and b constrained to half-integer or integer values:
 *    IEEE      0,1    .5,10000   50000    5.8e-12   1.1e-13
 *    IEEE      0,1    .5,100    100000    1.7e-14   7.9e-16
 * With a = .5, b constrained to half-integer or integer values:
 *    IEEE      0,1    .5,10000   10000    8.3e-11   1.0e-11
 */


/*
Cephes Math Library Release 2.8:  June, 2000
Copyright 1984, 1996, 2000 by Stephen L. Moshier
*/

#include "mconf.h"

extern double MACHEP, MAXNUM, MAXLOG, MINLOG;
#ifdef ANSIPROT
extern double ndtri ( double );
extern double exp ( double );
extern double fabs ( double );
extern double log ( double );
extern double sqrt ( double );
extern double lgam ( double );
extern double incbet ( double, double, double );
#else
double ndtri(), exp(), fabs(), log(), sqrt(), lgam(), incbet();
#endif

double incbi( aa, bb, yy0 )
double aa, bb, yy0;
{
double a, b, y0, d, y, x, x0, x1, lgm, yp, di, dithresh, yl, yh, xt;
int i, rflg, dir, nflg;


i = 0;
if( yy0 <= 0 )
        return(0.0);
if( yy0 >= 1.0 )
        return(1.0);
x0 = 0.0;
yl = 0.0;
x1 = 1.0;
yh = 1.0;
nflg = 0;

if( aa <= 1.0 || bb <= 1.0 )
        {
        dithresh = 1.0e-6;
        rflg = 0;
        a = aa;
        b = bb;
        y0 = yy0;
        x = a/(a+b);
        y = incbet( a, b, x );
        goto ihalve;
        }
else
        {
        dithresh = 1.0e-4;
        }
/* approximation to inverse function */

yp = -ndtri(yy0);

if( yy0 > 0.5 )
        {
        rflg = 1;
        a = bb;
        b = aa;
        y0 = 1.0 - yy0;
        yp = -yp;
        }
else
        {
        rflg = 0;
        a = aa;
        b = bb;
        y0 = yy0;
        }

lgm = (yp * yp - 3.0)/6.0;
x = 2.0/( 1.0/(2.0*a-1.0)  +  1.0/(2.0*b-1.0) );
d = yp * sqrt( x + lgm ) / x
        - ( 1.0/(2.0*b-1.0) - 1.0/(2.0*a-1.0) )
        * (lgm + 5.0/6.0 - 2.0/(3.0*x));
d = 2.0 * d;
if( d < MINLOG )
        {
        x = 1.0;
        goto under;
        }
x = a/( a + b * exp(d) );
y = incbet( a, b, x );
yp = (y - y0)/y0;
if( fabs(yp) < 0.2 )
        goto newt;

/* Resort to interval halving if not close enough. */
ihalve:

dir = 0;
di = 0.5;
for( i=0; i<100; i++ )
        {
        if( i != 0 )
                {
                x = x0  +  di * (x1 - x0);
                if( x == 1.0 )
                        x = 1.0 - MACHEP;
                if( x == 0.0 )
                        {
                        di = 0.5;
                        x = x0  +  di * (x1 - x0);
                        if( x == 0.0 )
                                goto under;
                        }
                y = incbet( a, b, x );
                yp = (x1 - x0)/(x1 + x0);
                if( fabs(yp) < dithresh )
                        goto newt;
                yp = (y-y0)/y0;
                if( fabs(yp) < dithresh )
                        goto newt;
                }
        if( y < y0 )
                {
                x0 = x;
                yl = y;
                if( dir < 0 )
                        {
                        dir = 0;
                        di = 0.5;
                        }
                else if( dir > 3 )
                        di = 1.0 - (1.0 - di) * (1.0 - di);
                else if( dir > 1 )
                        di = 0.5 * di + 0.5; 
                else
                        di = (y0 - y)/(yh - yl);
                dir += 1;
                if( x0 > 0.75 )
                        {
                        if( rflg == 1 )
                                {
                                rflg = 0;
                                a = aa;
                                b = bb;
                                y0 = yy0;
                                }
                        else
                                {
                                rflg = 1;
                                a = bb;
                                b = aa;
                                y0 = 1.0 - yy0;
                                }
                        x = 1.0 - x;
                        y = incbet( a, b, x );
                        x0 = 0.0;
                        yl = 0.0;
                        x1 = 1.0;
                        yh = 1.0;
                        goto ihalve;
                        }
                }
        else
                {
                x1 = x;
                if( rflg == 1 && x1 < MACHEP )
                        {
                        x = 0.0;
                        goto done;
                        }
                yh = y;
                if( dir > 0 )
                        {
                        dir = 0;
                        di = 0.5;
                        }
                else if( dir < -3 )
                        di = di * di;
                else if( dir < -1 )
                        di = 0.5 * di;
                else
                        di = (y - y0)/(yh - yl);
                dir -= 1;
                }
        }
mtherr( "incbi", PLOSS );
if( x0 >= 1.0 )
        {
        x = 1.0 - MACHEP;
        goto done;
        }
if( x <= 0.0 )
        {
under:
        mtherr( "incbi", UNDERFLOW );
        x = 0.0;
        goto done;
        }

newt:

if( nflg )
        goto done;
nflg = 1;
lgm = lgam(a+b) - lgam(a) - lgam(b);

for( i=0; i<8; i++ )
        {
        /* Compute the function at this point. */
        if( i != 0 )
                y = incbet(a,b,x);
        if( y < yl )
                {
                x = x0;
                y = yl;
                }
        else if( y > yh )
                {
                x = x1;
                y = yh;
                }
        else if( y < y0 )
                {
                x0 = x;
                yl = y;
                }
        else
                {
                x1 = x;
                yh = y;
                }
        if( x == 1.0 || x == 0.0 )
                break;
        /* Compute the derivative of the function at this point. */
        d = (a - 1.0) * log(x) + (b - 1.0) * log(1.0-x) + lgm;
        if( d < MINLOG )
                goto done;
        if( d > MAXLOG )
                break;
        d = exp(d);
        /* Compute the step to the next approximation of x. */
        d = (y - y0)/d;
        xt = x - d;
        if( xt <= x0 )
                {
                y = (x - x0) / (x1 - x0);
                xt = x0 + 0.5 * y * (x - x0);
                if( xt <= 0.0 )
                        break;
                }
        if( xt >= x1 )
                {
                y = (x1 - x) / (x1 - x0);
                xt = x1 - 0.5 * y * (x1 - x);
                if( xt >= 1.0 )
                        break;
                }
        x = xt;
        if( fabs(d/x) < 128.0 * MACHEP )
                goto done;
        }
/* Did not converge.  */
dithresh = 256.0 * MACHEP;
goto ihalve;

done:

if( rflg )
        {
        if( x <= MACHEP )
                x = 1.0 - MACHEP;
        else
                x = 1.0 - x;
        }
return( x );
}