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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