math/doc/html/math_toolkit/sf_gamma/gamma_ratios.html
2019-10-31 17:55:35 +00:00

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">&lt;</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">&gt;</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">&lt;</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">&gt;</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">&lt;</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&#160;20.&#160;Policies: Controlling Precision, Error Handling etc">Policy</a><span class="special">&gt;</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&#160;20.&#160;Policies: Controlling Precision, Error Handling etc">Policy</a><span class="special">&amp;);</span>
<span class="keyword">template</span> <span class="special">&lt;</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">&gt;</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">&lt;</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">&gt;</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&#160;20.&#160;Policies: Controlling Precision, Error Handling etc">Policy</a><span class="special">&amp;);</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">&lt;</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">&gt;</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">&lt;</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&#160;20.&#160;Policies: Controlling Precision, Error Handling etc">Policy</a><span class="special">&gt;</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&#160;20.&#160;Policies: Controlling Precision, Error Handling etc">Policy</a><span class="special">&amp;);</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&#160;20.&#160;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&#160;20.&#160;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">&lt;</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">&gt;</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">&lt;</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&#160;20.&#160;Policies: Controlling Precision, Error Handling etc">Policy</a><span class="special">&gt;</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&#160;20.&#160;Policies: Controlling Precision, Error Handling etc">Policy</a><span class="special">&amp;);</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&#160;20.&#160;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&#160;20.&#160;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&#160;8.7.&#160;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 = 0&#949; (Mean = 0&#949;)</span>
</p>
</td>
<td>
<p>
<span class="blue">Max = 5.83&#949; (Mean = 1.3&#949;)</span>
</p>
</td>
<td>
<p>
<span class="blue">Max = 15.4&#949; (Mean = 2.09&#949;)</span>
</p>
</td>
<td>
<p>
<span class="blue">Max = 7.56&#949; (Mean = 1.31&#949;)</span>
</p>
</td>
</tr>
<tr>
<td>
<p>
tgamma + small delta ratios (negative delta)
</p>
</td>
<td>
<p>
<span class="blue">Max = 0&#949; (Mean = 0&#949;)</span>
</p>
</td>
<td>
<p>
<span class="blue">Max = 7.94&#949; (Mean = 1.4&#949;)</span>
</p>
</td>
<td>
<p>
<span class="blue">Max = 18.3&#949; (Mean = 2.03&#949;)</span>
</p>
</td>
<td>
<p>
<span class="blue">Max = 7.43&#949; (Mean = 1.42&#949;)</span>
</p>
</td>
</tr>
<tr>
<td>
<p>
tgamma + small integer ratios
</p>
</td>
<td>
<p>
<span class="blue">Max = 0&#949; (Mean = 0&#949;)</span>
</p>
</td>
<td>
<p>
<span class="blue">Max = 1.96&#949; (Mean = 0.677&#949;)</span>
</p>
</td>
<td>
<p>
<span class="blue">Max = 1.96&#949; (Mean = 0.677&#949;)</span>
</p>
</td>
<td>
<p>
<span class="blue">Max = 2.74&#949; (Mean = 0.736&#949;)</span>
</p>
</td>
</tr>
<tr>
<td>
<p>
tgamma + small integer ratios (negative delta)
</p>
</td>
<td>
<p>
<span class="blue">Max = 0&#949; (Mean = 0&#949;)</span>
</p>
</td>
<td>
<p>
<span class="blue">Max = 1.62&#949; (Mean = 0.451&#949;)</span>
</p>
</td>
<td>
<p>
<span class="blue">Max = 1.62&#949; (Mean = 0.451&#949;)</span>
</p>
</td>
<td>
<p>
<span class="blue">Max = 2.15&#949; (Mean = 0.685&#949;)</span>
</p>
</td>
</tr>
<tr>
<td>
<p>
integer tgamma ratios
</p>
</td>
<td>
<p>
<span class="blue">Max = 0&#949; (Mean = 0&#949;)</span>
</p>
</td>
<td>
<p>
<span class="blue">Max = 0.997&#949; (Mean = 0.4&#949;)</span>
</p>
</td>
<td>
<p>
<span class="blue">Max = 0.997&#949; (Mean = 0.4&#949;)</span>
</p>
</td>
<td>
<p>
<span class="blue">Max = 0.968&#949; (Mean = 0.386&#949;)</span>
</p>
</td>
</tr>
<tr>
<td>
<p>
integer tgamma ratios (negative delta)
</p>
</td>
<td>
<p>
<span class="blue">Max = 0&#949; (Mean = 0&#949;)</span>
</p>
</td>
<td>
<p>
<span class="blue">Max = 0.853&#949; (Mean = 0.176&#949;)</span>
</p>
</td>
<td>
<p>
<span class="blue">Max = 0.853&#949; (Mean = 0.176&#949;)</span>
</p>
</td>
<td>
<p>
<span class="blue">Max = 0.974&#949; (Mean = 0.175&#949;)</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&#160;8.8.&#160;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 = 0.694&#949; (Mean = 0.0347&#949;)</span>
</p>
</td>
<td>
<p>
<span class="blue">Max = 2.99&#949; (Mean = 1.15&#949;)</span>
</p>
</td>
<td>
<p>
<span class="blue">Max = 174&#949; (Mean = 61.2&#949;)</span>
</p>
</td>
<td>
<p>
<span class="blue">Max = 3.28&#949; (Mean = 1.12&#949;)</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 &#915;(x)/&#915;(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 &#169; 2006-2019 Nikhar
Agrawal, Anton Bikineev, Paul A. Bristow, Marco Guazzone, Christopher Kormanyos,
Hubert Holin, Bruno Lalande, John Maddock, Jeremy Murphy, Matthew Pulver, Johan
R&#229;de, 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>