factor/contrib/math/analysis.factor

58 lines
1.5 KiB
Factor

IN: analysis-internals
USING: kernel sequences errors namespaces math ;
: Z:(-inf,0]? ( n -- bool )
#! nonpositive integer
dup 0 <= [ integer? ] [ drop f ] if ;
! http://www.rskey.org/gamma.htm "Lanczos Approximation"
! n=6: error ~ 3 x 10^-11
: gamma-g6 5.15 ; inline
: gamma-p6
{
2.50662827563479526904 225.525584619175212544 -268.295973841304927459
80.9030806934622512966 -5.00757863970517583837 0.0114684895434781459556
} ; inline
: gamma-z ( x n -- seq )
[ [ over + 1.0 swap / , ] each ] { } make 1.0 0 pick set-nth nip ;
: (gamma-lanczos6) ( x -- log[gamma[x+1]] )
#! log(gamma(x+1)
dup 0.5 + dup gamma-g6 + dup >r log * r> -
swap 6 gamma-z gamma-p6 v. log + ;
: gamma-lanczos6 ( x -- gamma[x] )
#! gamma(x) = gamma(x+1) / x
dup (gamma-lanczos6) exp swap / ;
: gammaln-lanczos6 ( x -- gammaln[x] )
#! log(gamma(x)) = log(gamma(x+1)) - log(x)
dup (gamma-lanczos6) swap log - ;
: gamma-neg ( gamma[abs[x]] x -- gamma[x] )
dup pi * sin * * pi neg swap / ; inline
IN: math-contrib
: gamma ( x -- gamma[x] )
#! gamma(x) = integral 0..inf [ t^(x-1) exp(-t) ] dt
#! gamma(n+1) = n! for n > 0
dup Z:(-inf,0]? [
drop inf
] [
dup abs gamma-lanczos6 swap dup 0 > [ drop ] [ gamma-neg ] if
] if ;
: gammaln ( x -- gamma[x] )
#! gammaln(x) is an alternative when gamma(x)'s range
#! varies too widely
dup 0 < [
drop inf
] [
dup abs gammaln-lanczos6 swap dup 0 > [ drop ] [ gamma-neg ] if
] if ;