72e469da0a
[CI SKIP]
423 lines
23 KiB
HTML
423 lines
23 KiB
HTML
<html>
|
|
<head>
|
|
<meta http-equiv="Content-Type" content="text/html; charset=US-ASCII">
|
|
<title>Ratios of Gamma Functions</title>
|
|
<link rel="stylesheet" href="../../math.css" type="text/css">
|
|
<meta name="generator" content="DocBook XSL Stylesheets V1.79.1">
|
|
<link rel="home" href="../../index.html" title="Math Toolkit 2.11.0">
|
|
<link rel="up" href="../sf_gamma.html" title="Gamma Functions">
|
|
<link rel="prev" href="polygamma.html" title="Polygamma">
|
|
<link rel="next" href="igamma.html" title="Incomplete Gamma Functions">
|
|
</head>
|
|
<body bgcolor="white" text="black" link="#0000FF" vlink="#840084" alink="#0000FF">
|
|
<table cellpadding="2" width="100%"><tr>
|
|
<td valign="top"><img alt="Boost C++ Libraries" width="277" height="86" src="../../../../../../boost.png"></td>
|
|
<td align="center"><a href="../../../../../../index.html">Home</a></td>
|
|
<td align="center"><a href="../../../../../../libs/libraries.htm">Libraries</a></td>
|
|
<td align="center"><a href="http://www.boost.org/users/people.html">People</a></td>
|
|
<td align="center"><a href="http://www.boost.org/users/faq.html">FAQ</a></td>
|
|
<td align="center"><a href="../../../../../../more/index.htm">More</a></td>
|
|
</tr></table>
|
|
<hr>
|
|
<div class="spirit-nav">
|
|
<a accesskey="p" href="polygamma.html"><img src="../../../../../../doc/src/images/prev.png" alt="Prev"></a><a accesskey="u" href="../sf_gamma.html"><img src="../../../../../../doc/src/images/up.png" alt="Up"></a><a accesskey="h" href="../../index.html"><img src="../../../../../../doc/src/images/home.png" alt="Home"></a><a accesskey="n" href="igamma.html"><img src="../../../../../../doc/src/images/next.png" alt="Next"></a>
|
|
</div>
|
|
<div class="section">
|
|
<div class="titlepage"><div><div><h3 class="title">
|
|
<a name="math_toolkit.sf_gamma.gamma_ratios"></a><a class="link" href="gamma_ratios.html" title="Ratios of Gamma Functions">Ratios of Gamma Functions</a>
|
|
</h3></div></div></div>
|
|
<pre class="programlisting"><span class="preprocessor">#include</span> <span class="special"><</span><span class="identifier">boost</span><span class="special">/</span><span class="identifier">math</span><span class="special">/</span><span class="identifier">special_functions</span><span class="special">/</span><span class="identifier">gamma</span><span class="special">.</span><span class="identifier">hpp</span><span class="special">></span>
|
|
</pre>
|
|
<pre class="programlisting"><span class="keyword">namespace</span> <span class="identifier">boost</span><span class="special">{</span> <span class="keyword">namespace</span> <span class="identifier">math</span><span class="special">{</span>
|
|
|
|
<span class="keyword">template</span> <span class="special"><</span><span class="keyword">class</span> <span class="identifier">T1</span><span class="special">,</span> <span class="keyword">class</span> <span class="identifier">T2</span><span class="special">></span>
|
|
<a class="link" href="../result_type.html" title="Calculation of the Type of the Result"><span class="emphasis"><em>calculated-result-type</em></span></a> <span class="identifier">tgamma_ratio</span><span class="special">(</span><span class="identifier">T1</span> <span class="identifier">a</span><span class="special">,</span> <span class="identifier">T2</span> <span class="identifier">b</span><span class="special">);</span>
|
|
|
|
<span class="keyword">template</span> <span class="special"><</span><span class="keyword">class</span> <span class="identifier">T1</span><span class="special">,</span> <span class="keyword">class</span> <span class="identifier">T2</span><span class="special">,</span> <span class="keyword">class</span> <a class="link" href="../../policy.html" title="Chapter 20. Policies: Controlling Precision, Error Handling etc">Policy</a><span class="special">></span>
|
|
<a class="link" href="../result_type.html" title="Calculation of the Type of the Result"><span class="emphasis"><em>calculated-result-type</em></span></a> <span class="identifier">tgamma_ratio</span><span class="special">(</span><span class="identifier">T1</span> <span class="identifier">a</span><span class="special">,</span> <span class="identifier">T2</span> <span class="identifier">b</span><span class="special">,</span> <span class="keyword">const</span> <a class="link" href="../../policy.html" title="Chapter 20. Policies: Controlling Precision, Error Handling etc">Policy</a><span class="special">&);</span>
|
|
|
|
<span class="keyword">template</span> <span class="special"><</span><span class="keyword">class</span> <span class="identifier">T1</span><span class="special">,</span> <span class="keyword">class</span> <span class="identifier">T2</span><span class="special">></span>
|
|
<a class="link" href="../result_type.html" title="Calculation of the Type of the Result"><span class="emphasis"><em>calculated-result-type</em></span></a> <span class="identifier">tgamma_delta_ratio</span><span class="special">(</span><span class="identifier">T1</span> <span class="identifier">a</span><span class="special">,</span> <span class="identifier">T2</span> <span class="identifier">delta</span><span class="special">);</span>
|
|
|
|
<span class="keyword">template</span> <span class="special"><</span><span class="keyword">class</span> <span class="identifier">T1</span><span class="special">,</span> <span class="keyword">class</span> <span class="identifier">T2</span><span class="special">,</span> <span class="keyword">class</span> <span class="identifier">Policy</span><span class="special">></span>
|
|
<a class="link" href="../result_type.html" title="Calculation of the Type of the Result"><span class="emphasis"><em>calculated-result-type</em></span></a> <span class="identifier">tgamma_delta_ratio</span><span class="special">(</span><span class="identifier">T1</span> <span class="identifier">a</span><span class="special">,</span> <span class="identifier">T2</span> <span class="identifier">delta</span><span class="special">,</span> <span class="keyword">const</span> <a class="link" href="../../policy.html" title="Chapter 20. Policies: Controlling Precision, Error Handling etc">Policy</a><span class="special">&);</span>
|
|
|
|
<span class="special">}}</span> <span class="comment">// namespaces</span>
|
|
</pre>
|
|
<h5>
|
|
<a name="math_toolkit.sf_gamma.gamma_ratios.h0"></a>
|
|
<span class="phrase"><a name="math_toolkit.sf_gamma.gamma_ratios.description"></a></span><a class="link" href="gamma_ratios.html#math_toolkit.sf_gamma.gamma_ratios.description">Description</a>
|
|
</h5>
|
|
<pre class="programlisting"><span class="keyword">template</span> <span class="special"><</span><span class="keyword">class</span> <span class="identifier">T1</span><span class="special">,</span> <span class="keyword">class</span> <span class="identifier">T2</span><span class="special">></span>
|
|
<a class="link" href="../result_type.html" title="Calculation of the Type of the Result"><span class="emphasis"><em>calculated-result-type</em></span></a> <span class="identifier">tgamma_ratio</span><span class="special">(</span><span class="identifier">T1</span> <span class="identifier">a</span><span class="special">,</span> <span class="identifier">T2</span> <span class="identifier">b</span><span class="special">);</span>
|
|
|
|
<span class="keyword">template</span> <span class="special"><</span><span class="keyword">class</span> <span class="identifier">T1</span><span class="special">,</span> <span class="keyword">class</span> <span class="identifier">T2</span><span class="special">,</span> <span class="keyword">class</span> <a class="link" href="../../policy.html" title="Chapter 20. Policies: Controlling Precision, Error Handling etc">Policy</a><span class="special">></span>
|
|
<a class="link" href="../result_type.html" title="Calculation of the Type of the Result"><span class="emphasis"><em>calculated-result-type</em></span></a> <span class="identifier">tgamma_ratio</span><span class="special">(</span><span class="identifier">T1</span> <span class="identifier">a</span><span class="special">,</span> <span class="identifier">T2</span> <span class="identifier">b</span><span class="special">,</span> <span class="keyword">const</span> <a class="link" href="../../policy.html" title="Chapter 20. Policies: Controlling Precision, Error Handling etc">Policy</a><span class="special">&);</span>
|
|
</pre>
|
|
<p>
|
|
Returns the ratio of gamma functions:
|
|
</p>
|
|
<div class="blockquote"><blockquote class="blockquote"><p>
|
|
<span class="inlinemediaobject"><img src="../../../equations/gamma_ratio0.svg"></span>
|
|
|
|
</p></blockquote></div>
|
|
<p>
|
|
The final <a class="link" href="../../policy.html" title="Chapter 20. Policies: Controlling Precision, Error Handling etc">Policy</a> argument is optional and can
|
|
be used to control the behaviour of the function: how it handles errors,
|
|
what level of precision to use etc. Refer to the <a class="link" href="../../policy.html" title="Chapter 20. Policies: Controlling Precision, Error Handling etc">policy
|
|
documentation for more details</a>.
|
|
</p>
|
|
<p>
|
|
Internally this just calls <code class="computeroutput"><span class="identifier">tgamma_delta_ratio</span><span class="special">(</span><span class="identifier">a</span><span class="special">,</span>
|
|
<span class="identifier">b</span><span class="special">-</span><span class="identifier">a</span><span class="special">)</span></code>.
|
|
</p>
|
|
<pre class="programlisting"><span class="keyword">template</span> <span class="special"><</span><span class="keyword">class</span> <span class="identifier">T1</span><span class="special">,</span> <span class="keyword">class</span> <span class="identifier">T2</span><span class="special">></span>
|
|
<a class="link" href="../result_type.html" title="Calculation of the Type of the Result"><span class="emphasis"><em>calculated-result-type</em></span></a> <span class="identifier">tgamma_delta_ratio</span><span class="special">(</span><span class="identifier">T1</span> <span class="identifier">a</span><span class="special">,</span> <span class="identifier">T2</span> <span class="identifier">delta</span><span class="special">);</span>
|
|
|
|
<span class="keyword">template</span> <span class="special"><</span><span class="keyword">class</span> <span class="identifier">T1</span><span class="special">,</span> <span class="keyword">class</span> <span class="identifier">T2</span><span class="special">,</span> <span class="keyword">class</span> <a class="link" href="../../policy.html" title="Chapter 20. Policies: Controlling Precision, Error Handling etc">Policy</a><span class="special">></span>
|
|
<a class="link" href="../result_type.html" title="Calculation of the Type of the Result"><span class="emphasis"><em>calculated-result-type</em></span></a> <span class="identifier">tgamma_delta_ratio</span><span class="special">(</span><span class="identifier">T1</span> <span class="identifier">a</span><span class="special">,</span> <span class="identifier">T2</span> <span class="identifier">delta</span><span class="special">,</span> <span class="keyword">const</span> <a class="link" href="../../policy.html" title="Chapter 20. Policies: Controlling Precision, Error Handling etc">Policy</a><span class="special">&);</span>
|
|
</pre>
|
|
<p>
|
|
Returns the ratio of gamma functions:
|
|
</p>
|
|
<div class="blockquote"><blockquote class="blockquote"><p>
|
|
<span class="inlinemediaobject"><img src="../../../equations/gamma_ratio1.svg"></span>
|
|
|
|
</p></blockquote></div>
|
|
<p>
|
|
The final <a class="link" href="../../policy.html" title="Chapter 20. Policies: Controlling Precision, Error Handling etc">Policy</a> argument is optional and can
|
|
be used to control the behaviour of the function: how it handles errors,
|
|
what level of precision to use etc. Refer to the <a class="link" href="../../policy.html" title="Chapter 20. Policies: Controlling Precision, Error Handling etc">policy
|
|
documentation for more details</a>.
|
|
</p>
|
|
<p>
|
|
Note that the result is calculated accurately even when <span class="emphasis"><em>delta</em></span>
|
|
is small compared to <span class="emphasis"><em>a</em></span>: indeed even if <span class="emphasis"><em>a+delta
|
|
~ a</em></span>. The function is typically used when <span class="emphasis"><em>a</em></span>
|
|
is large and <span class="emphasis"><em>delta</em></span> is very small.
|
|
</p>
|
|
<p>
|
|
The return type of these functions is computed using the <a class="link" href="../result_type.html" title="Calculation of the Type of the Result"><span class="emphasis"><em>result
|
|
type calculation rules</em></span></a> when T1 and T2 are different types,
|
|
otherwise the result type is simple T1.
|
|
</p>
|
|
<div class="blockquote"><blockquote class="blockquote"><p>
|
|
<span class="inlinemediaobject"><img src="../../../graphs/tgamma_delta_ratio.svg" align="middle"></span>
|
|
|
|
</p></blockquote></div>
|
|
<h5>
|
|
<a name="math_toolkit.sf_gamma.gamma_ratios.h1"></a>
|
|
<span class="phrase"><a name="math_toolkit.sf_gamma.gamma_ratios.accuracy"></a></span><a class="link" href="gamma_ratios.html#math_toolkit.sf_gamma.gamma_ratios.accuracy">Accuracy</a>
|
|
</h5>
|
|
<p>
|
|
The following table shows the peak errors (in units of epsilon) found on
|
|
various platforms with various floating point types. Unless otherwise specified
|
|
any floating point type that is narrower than the one shown will have <a class="link" href="../relative_error.html#math_toolkit.relative_error.zero_error">effectively zero error</a>.
|
|
</p>
|
|
<div class="table">
|
|
<a name="math_toolkit.sf_gamma.gamma_ratios.table_tgamma_delta_ratio"></a><p class="title"><b>Table 8.7. Error rates for tgamma_delta_ratio</b></p>
|
|
<div class="table-contents"><table class="table" summary="Error rates for tgamma_delta_ratio">
|
|
<colgroup>
|
|
<col>
|
|
<col>
|
|
<col>
|
|
<col>
|
|
<col>
|
|
</colgroup>
|
|
<thead><tr>
|
|
<th>
|
|
</th>
|
|
<th>
|
|
<p>
|
|
GNU C++ version 7.1.0<br> linux<br> double
|
|
</p>
|
|
</th>
|
|
<th>
|
|
<p>
|
|
GNU C++ version 7.1.0<br> linux<br> long double
|
|
</p>
|
|
</th>
|
|
<th>
|
|
<p>
|
|
Sun compiler version 0x5150<br> Sun Solaris<br> long double
|
|
</p>
|
|
</th>
|
|
<th>
|
|
<p>
|
|
Microsoft Visual C++ version 14.1<br> Win32<br> double
|
|
</p>
|
|
</th>
|
|
</tr></thead>
|
|
<tbody>
|
|
<tr>
|
|
<td>
|
|
<p>
|
|
tgamma + small delta ratios
|
|
</p>
|
|
</td>
|
|
<td>
|
|
<p>
|
|
<span class="blue">Max = 0ε (Mean = 0ε)</span>
|
|
</p>
|
|
</td>
|
|
<td>
|
|
<p>
|
|
<span class="blue">Max = 5.83ε (Mean = 1.3ε)</span>
|
|
</p>
|
|
</td>
|
|
<td>
|
|
<p>
|
|
<span class="blue">Max = 15.4ε (Mean = 2.09ε)</span>
|
|
</p>
|
|
</td>
|
|
<td>
|
|
<p>
|
|
<span class="blue">Max = 7.56ε (Mean = 1.31ε)</span>
|
|
</p>
|
|
</td>
|
|
</tr>
|
|
<tr>
|
|
<td>
|
|
<p>
|
|
tgamma + small delta ratios (negative delta)
|
|
</p>
|
|
</td>
|
|
<td>
|
|
<p>
|
|
<span class="blue">Max = 0ε (Mean = 0ε)</span>
|
|
</p>
|
|
</td>
|
|
<td>
|
|
<p>
|
|
<span class="blue">Max = 7.94ε (Mean = 1.4ε)</span>
|
|
</p>
|
|
</td>
|
|
<td>
|
|
<p>
|
|
<span class="blue">Max = 18.3ε (Mean = 2.03ε)</span>
|
|
</p>
|
|
</td>
|
|
<td>
|
|
<p>
|
|
<span class="blue">Max = 7.43ε (Mean = 1.42ε)</span>
|
|
</p>
|
|
</td>
|
|
</tr>
|
|
<tr>
|
|
<td>
|
|
<p>
|
|
tgamma + small integer ratios
|
|
</p>
|
|
</td>
|
|
<td>
|
|
<p>
|
|
<span class="blue">Max = 0ε (Mean = 0ε)</span>
|
|
</p>
|
|
</td>
|
|
<td>
|
|
<p>
|
|
<span class="blue">Max = 1.96ε (Mean = 0.677ε)</span>
|
|
</p>
|
|
</td>
|
|
<td>
|
|
<p>
|
|
<span class="blue">Max = 1.96ε (Mean = 0.677ε)</span>
|
|
</p>
|
|
</td>
|
|
<td>
|
|
<p>
|
|
<span class="blue">Max = 2.74ε (Mean = 0.736ε)</span>
|
|
</p>
|
|
</td>
|
|
</tr>
|
|
<tr>
|
|
<td>
|
|
<p>
|
|
tgamma + small integer ratios (negative delta)
|
|
</p>
|
|
</td>
|
|
<td>
|
|
<p>
|
|
<span class="blue">Max = 0ε (Mean = 0ε)</span>
|
|
</p>
|
|
</td>
|
|
<td>
|
|
<p>
|
|
<span class="blue">Max = 1.62ε (Mean = 0.451ε)</span>
|
|
</p>
|
|
</td>
|
|
<td>
|
|
<p>
|
|
<span class="blue">Max = 1.62ε (Mean = 0.451ε)</span>
|
|
</p>
|
|
</td>
|
|
<td>
|
|
<p>
|
|
<span class="blue">Max = 2.15ε (Mean = 0.685ε)</span>
|
|
</p>
|
|
</td>
|
|
</tr>
|
|
<tr>
|
|
<td>
|
|
<p>
|
|
integer tgamma ratios
|
|
</p>
|
|
</td>
|
|
<td>
|
|
<p>
|
|
<span class="blue">Max = 0ε (Mean = 0ε)</span>
|
|
</p>
|
|
</td>
|
|
<td>
|
|
<p>
|
|
<span class="blue">Max = 0.997ε (Mean = 0.4ε)</span>
|
|
</p>
|
|
</td>
|
|
<td>
|
|
<p>
|
|
<span class="blue">Max = 0.997ε (Mean = 0.4ε)</span>
|
|
</p>
|
|
</td>
|
|
<td>
|
|
<p>
|
|
<span class="blue">Max = 0.968ε (Mean = 0.386ε)</span>
|
|
</p>
|
|
</td>
|
|
</tr>
|
|
<tr>
|
|
<td>
|
|
<p>
|
|
integer tgamma ratios (negative delta)
|
|
</p>
|
|
</td>
|
|
<td>
|
|
<p>
|
|
<span class="blue">Max = 0ε (Mean = 0ε)</span>
|
|
</p>
|
|
</td>
|
|
<td>
|
|
<p>
|
|
<span class="blue">Max = 0.853ε (Mean = 0.176ε)</span>
|
|
</p>
|
|
</td>
|
|
<td>
|
|
<p>
|
|
<span class="blue">Max = 0.853ε (Mean = 0.176ε)</span>
|
|
</p>
|
|
</td>
|
|
<td>
|
|
<p>
|
|
<span class="blue">Max = 0.974ε (Mean = 0.175ε)</span>
|
|
</p>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table></div>
|
|
</div>
|
|
<br class="table-break"><div class="table">
|
|
<a name="math_toolkit.sf_gamma.gamma_ratios.table_tgamma_ratio"></a><p class="title"><b>Table 8.8. Error rates for tgamma_ratio</b></p>
|
|
<div class="table-contents"><table class="table" summary="Error rates for tgamma_ratio">
|
|
<colgroup>
|
|
<col>
|
|
<col>
|
|
<col>
|
|
<col>
|
|
<col>
|
|
</colgroup>
|
|
<thead><tr>
|
|
<th>
|
|
</th>
|
|
<th>
|
|
<p>
|
|
GNU C++ version 7.1.0<br> linux<br> double
|
|
</p>
|
|
</th>
|
|
<th>
|
|
<p>
|
|
GNU C++ version 7.1.0<br> linux<br> long double
|
|
</p>
|
|
</th>
|
|
<th>
|
|
<p>
|
|
Sun compiler version 0x5150<br> Sun Solaris<br> long double
|
|
</p>
|
|
</th>
|
|
<th>
|
|
<p>
|
|
Microsoft Visual C++ version 14.1<br> Win32<br> double
|
|
</p>
|
|
</th>
|
|
</tr></thead>
|
|
<tbody><tr>
|
|
<td>
|
|
<p>
|
|
tgamma ratios
|
|
</p>
|
|
</td>
|
|
<td>
|
|
<p>
|
|
<span class="blue">Max = 0.694ε (Mean = 0.0347ε)</span>
|
|
</p>
|
|
</td>
|
|
<td>
|
|
<p>
|
|
<span class="blue">Max = 2.99ε (Mean = 1.15ε)</span>
|
|
</p>
|
|
</td>
|
|
<td>
|
|
<p>
|
|
<span class="blue">Max = 174ε (Mean = 61.2ε)</span>
|
|
</p>
|
|
</td>
|
|
<td>
|
|
<p>
|
|
<span class="blue">Max = 3.28ε (Mean = 1.12ε)</span>
|
|
</p>
|
|
</td>
|
|
</tr></tbody>
|
|
</table></div>
|
|
</div>
|
|
<br class="table-break"><h5>
|
|
<a name="math_toolkit.sf_gamma.gamma_ratios.h2"></a>
|
|
<span class="phrase"><a name="math_toolkit.sf_gamma.gamma_ratios.testing"></a></span><a class="link" href="gamma_ratios.html#math_toolkit.sf_gamma.gamma_ratios.testing">Testing</a>
|
|
</h5>
|
|
<p>
|
|
Accuracy tests use data generated at very high precision (with <a href="http://shoup.net/ntl/doc/RR.txt" target="_top">NTL
|
|
RR class</a> set at 1000-bit precision: about 300 decimal digits) and
|
|
a deliberately naive calculation of Γ(x)/Γ(y).
|
|
</p>
|
|
<h5>
|
|
<a name="math_toolkit.sf_gamma.gamma_ratios.h3"></a>
|
|
<span class="phrase"><a name="math_toolkit.sf_gamma.gamma_ratios.implementation"></a></span><a class="link" href="gamma_ratios.html#math_toolkit.sf_gamma.gamma_ratios.implementation">Implementation</a>
|
|
</h5>
|
|
<p>
|
|
The implementation of these functions is very similar to that of <a class="link" href="../sf_beta/beta_function.html" title="Beta">beta</a>,
|
|
and is based on combining similar power terms to improve accuracy and avoid
|
|
spurious overflow/underflow.
|
|
</p>
|
|
<p>
|
|
In addition there are optimisations for the situation where <span class="emphasis"><em>delta</em></span>
|
|
is a small integer: in which case this function is basically the reciprocal
|
|
of a rising factorial, or where both arguments are smallish integers: in
|
|
which case table lookup of factorials can be used to calculate the ratio.
|
|
</p>
|
|
</div>
|
|
<table xmlns:rev="http://www.cs.rpi.edu/~gregod/boost/tools/doc/revision" width="100%"><tr>
|
|
<td align="left"></td>
|
|
<td align="right"><div class="copyright-footer">Copyright © 2006-2019 Nikhar
|
|
Agrawal, Anton Bikineev, Paul A. Bristow, Marco Guazzone, Christopher Kormanyos,
|
|
Hubert Holin, Bruno Lalande, John Maddock, Jeremy Murphy, Matthew Pulver, Johan
|
|
Råde, Gautam Sewani, Benjamin Sobotta, Nicholas Thompson, Thijs van den Berg,
|
|
Daryle Walker and Xiaogang Zhang<p>
|
|
Distributed under the Boost Software License, Version 1.0. (See accompanying
|
|
file LICENSE_1_0.txt or copy at <a href="http://www.boost.org/LICENSE_1_0.txt" target="_top">http://www.boost.org/LICENSE_1_0.txt</a>)
|
|
</p>
|
|
</div></td>
|
|
</tr></table>
|
|
<hr>
|
|
<div class="spirit-nav">
|
|
<a accesskey="p" href="polygamma.html"><img src="../../../../../../doc/src/images/prev.png" alt="Prev"></a><a accesskey="u" href="../sf_gamma.html"><img src="../../../../../../doc/src/images/up.png" alt="Up"></a><a accesskey="h" href="../../index.html"><img src="../../../../../../doc/src/images/home.png" alt="Home"></a><a accesskey="n" href="igamma.html"><img src="../../../../../../doc/src/images/next.png" alt="Next"></a>
|
|
</div>
|
|
</body>
|
|
</html>
|