static double beta_inc_AXPY (const double A, const double Y, const double a, const double b, const double x) { if (x == 0.0) { return A * 0 + Y; } else if (x == 1.0) { return A * 1 + Y; } else if (a > 1e5 && b < 10 && x > a / (a + b)) { /* Handle asymptotic regime, large a, small b, x > peak [AS 26.5.17] */ double N = a + (b - 1.0) / 2.0; return A * gsl_sf_gamma_inc_Q (b, -N * log (x)) + Y; } else if (b > 1e5 && a < 10 && x < b / (a + b)) { /* Handle asymptotic regime, small a, large b, x < peak [AS 26.5.17] */ double N = b + (a - 1.0) / 2.0; return A * gsl_sf_gamma_inc_P (a, -N * log1p (-x)) + Y; } else { double ln_beta = gsl_sf_lnbeta (a, b); double ln_pre = -ln_beta + a * log (x) + b * log1p (-x); double prefactor = exp (ln_pre); if (x < (a + 1.0) / (a + b + 2.0)) { /* Apply continued fraction directly. */ double epsabs = fabs (Y / (A * prefactor / a)) * GSL_DBL_EPSILON; double cf = beta_cont_frac (a, b, x, epsabs); return A * (prefactor * cf / a) + Y; } else { /* Apply continued fraction after hypergeometric transformation. */ double epsabs = fabs ((A + Y) / (A * prefactor / b)) * GSL_DBL_EPSILON; double cf = beta_cont_frac (b, a, 1.0 - x, epsabs); double term = prefactor * cf / b; if (A == -Y) { return -A * term; } else { return A * (1 - term) + Y; } } } }
static double beta_inc_AXPY (const double A, const double Y, const double a, const double b, const double x) { if (x == 0.0) { return A * 0 + Y; } else if (x == 1.0) { return A * 1 + Y; } else { double ln_beta = gsl_sf_lnbeta (a, b); double ln_pre = -ln_beta + a * log (x) + b * log1p (-x); double prefactor = exp (ln_pre); if (x < (a + 1.0) / (a + b + 2.0)) { /* Apply continued fraction directly. */ double epsabs = fabs (Y / (A * prefactor / a)) * GSL_DBL_EPSILON; double cf = beta_cont_frac (a, b, x, epsabs); return A * (prefactor * cf / a) + Y; } else { /* Apply continued fraction after hypergeometric transformation. */ double epsabs = fabs ((A + Y) / (A * prefactor / b)) * GSL_DBL_EPSILON; double cf = beta_cont_frac (b, a, 1.0 - x, epsabs); double term = prefactor * cf / b; if (A == -Y) { return -A * term; } else { return A * (1 - term) + Y; } } } }
int gsl_sf_beta_inc_e( const double a, const double b, const double x, gsl_sf_result * result ) { if(a <= 0.0 || b <= 0.0 || x < 0.0 || x > 1.0) { DOMAIN_ERROR(result); } else if(x == 0.0) { result->val = 0.0; result->err = 0.0; return GSL_SUCCESS; } else if(x == 1.0) { result->val = 1.0; result->err = 0.0; return GSL_SUCCESS; } else { gsl_sf_result ln_beta; gsl_sf_result ln_x; gsl_sf_result ln_1mx; gsl_sf_result prefactor; const int stat_ln_beta = gsl_sf_lnbeta_e(a, b, &ln_beta); const int stat_ln_1mx = gsl_sf_log_1plusx_e(-x, &ln_1mx); const int stat_ln_x = gsl_sf_log_e(x, &ln_x); const int stat_ln = GSL_ERROR_SELECT_3(stat_ln_beta, stat_ln_1mx, stat_ln_x); const double ln_pre_val = -ln_beta.val + a * ln_x.val + b * ln_1mx.val; const double ln_pre_err = ln_beta.err + fabs(a*ln_x.err) + fabs(b*ln_1mx.err); const int stat_exp = gsl_sf_exp_err_e(ln_pre_val, ln_pre_err, &prefactor); if(stat_ln != GSL_SUCCESS) { result->val = 0.0; result->err = 0.0; GSL_ERROR ("error", GSL_ESANITY); } if(x < (a + 1.0)/(a+b+2.0)) { /* Apply continued fraction directly. */ gsl_sf_result cf; const int stat_cf = beta_cont_frac(a, b, x, &cf); int stat; result->val = prefactor.val * cf.val / a; result->err = (fabs(prefactor.err * cf.val) + fabs(prefactor.val * cf.err))/a; stat = GSL_ERROR_SELECT_2(stat_exp, stat_cf); if(stat == GSL_SUCCESS) { CHECK_UNDERFLOW(result); } return stat; } else { /* Apply continued fraction after hypergeometric transformation. */ gsl_sf_result cf; const int stat_cf = beta_cont_frac(b, a, 1.0-x, &cf); int stat; const double term = prefactor.val * cf.val / b; result->val = 1.0 - term; result->err = fabs(prefactor.err * cf.val)/b; result->err += fabs(prefactor.val * cf.err)/b; result->err += 2.0 * GSL_DBL_EPSILON * (1.0 + fabs(term)); stat = GSL_ERROR_SELECT_2(stat_exp, stat_cf); if(stat == GSL_SUCCESS) { CHECK_UNDERFLOW(result); } return stat; } } }