Esempio n. 1
0
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;
            }
        }
    }
}
Esempio n. 2
0
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;
            }
        }
    }
}
Esempio n. 3
0
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;
    }
  }
}