alglib 0.1.1

data/ext/alglib/fresnel.h

@@ -0,0 +1,91 @@
+/*************************************************************************
+Cephes Math Library Release 2.8:  June, 2000
+Copyright by Stephen L. Moshier
+
+Contributors:
+    * Sergey Bochkanov (ALGLIB project). Translation from C to
+      pseudocode.
+
+See subroutines comments for additional copyrights.
+
+Redistribution and use in source and binary forms, with or without
+modification, are permitted provided that the following conditions are
+met:
+
+- Redistributions of source code must retain the above copyright
+  notice, this list of conditions and the following disclaimer.
+
+- Redistributions in binary form must reproduce the above copyright
+  notice, this list of conditions and the following disclaimer listed
+  in this license in the documentation and/or other materials
+  provided with the distribution.
+
+- Neither the name of the copyright holders nor the names of its
+  contributors may be used to endorse or promote products derived from
+  this software without specific prior written permission.
+
+THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS
+"AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT
+LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR
+A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT
+OWNER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL,
+SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT
+LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE,
+DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY
+THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
+(INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE
+OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
+*************************************************************************/
+
+#ifndef _fresnel_h
+#define _fresnel_h
+
+#include "ap.h"
+#include "ialglib.h"
+
+/*************************************************************************
+Fresnel integral
+
+Evaluates the Fresnel integrals
+
+          x
+          -
+         | |
+C(x) =   |   cos(pi/2 t**2) dt,
+       | |
+        -
+         0
+
+          x
+          -
+         | |
+S(x) =   |   sin(pi/2 t**2) dt.
+       | |
+        -
+         0
+
+
+The integrals are evaluated by a power series for x < 1.
+For x >= 1 auxiliary functions f(x) and g(x) are employed
+such that
+
+C(x) = 0.5 + f(x) sin( pi/2 x**2 ) - g(x) cos( pi/2 x**2 )
+S(x) = 0.5 - f(x) cos( pi/2 x**2 ) - g(x) sin( pi/2 x**2 )
+
+
+
+ACCURACY:
+
+ Relative error.
+
+Arithmetic  function   domain     # trials      peak         rms
+  IEEE       S(x)      0, 10       10000       2.0e-15     3.2e-16
+  IEEE       C(x)      0, 10       10000       1.8e-15     3.3e-16
+
+Cephes Math Library Release 2.8:  June, 2000
+Copyright 1984, 1987, 1989, 2000 by Stephen L. Moshier
+*************************************************************************/
+void fresnelintegral(double x, double& c, double& s);
+
+
+#endif

data/ext/alglib/gammaf.cpp

@@ -0,0 +1,338 @@
+/*************************************************************************
+Cephes Math Library Release 2.8:  June, 2000
+Copyright by Stephen L. Moshier
+
+Contributors:
+    * Sergey Bochkanov (ALGLIB project). Translation from C to
+      pseudocode.
+
+See subroutines comments for additional copyrights.
+
+Redistribution and use in source and binary forms, with or without
+modification, are permitted provided that the following conditions are
+met:
+
+- Redistributions of source code must retain the above copyright
+  notice, this list of conditions and the following disclaimer.
+
+- Redistributions in binary form must reproduce the above copyright
+  notice, this list of conditions and the following disclaimer listed
+  in this license in the documentation and/or other materials
+  provided with the distribution.
+
+- Neither the name of the copyright holders nor the names of its
+  contributors may be used to endorse or promote products derived from
+  this software without specific prior written permission.
+
+THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS
+"AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT
+LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR
+A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT
+OWNER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL,
+SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT
+LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE,
+DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY
+THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
+(INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE
+OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
+*************************************************************************/
+
+#include <stdafx.h>
+#include "gammaf.h"
+
+static double gammastirf(double x);
+
+/*************************************************************************
+Gamma function
+
+Input parameters:
+    X   -   argument
+
+Domain:
+    0 < X < 171.6
+    -170 < X < 0, X is not an integer.
+
+Relative error:
+ arithmetic   domain     # trials      peak         rms
+    IEEE    -170,-33      20000       2.3e-15     3.3e-16
+    IEEE     -33,  33     20000       9.4e-16     2.2e-16
+    IEEE      33, 171.6   20000       2.3e-15     3.2e-16
+
+Cephes Math Library Release 2.8:  June, 2000
+Original copyright 1984, 1987, 1989, 1992, 2000 by Stephen L. Moshier
+Translated to AlgoPascal by Bochkanov Sergey (2005, 2006, 2007).
+*************************************************************************/
+double gamma(double x)
+{
+    double result;
+    double p;
+    double pp;
+    double q;
+    double qq;
+    double z;
+    int i;
+    double sgngam;
+
+    sgngam = 1;
+    q = fabs(x);
+    if( q>33.0 )
+    {
+        if( x<0.0 )
+        {
+            p = ap::ifloor(q);
+            i = ap::round(p);
+            if( i%2==0 )
+            {
+                sgngam = -1;
+            }
+            z = q-p;
+            if( z>0.5 )
+            {
+                p = p+1;
+                z = q-p;
+            }
+            z = q*sin(ap::pi()*z);
+            z = fabs(z);
+            z = ap::pi()/(z*gammastirf(q));
+        }
+        else
+        {
+            z = gammastirf(x);
+        }
+        result = sgngam*z;
+        return result;
+    }
+    z = 1;
+    while(x>=3)
+    {
+        x = x-1;
+        z = z*x;
+    }
+    while(x<0)
+    {
+        if( x>-0.000000001 )
+        {
+            result = z/((1+0.5772156649015329*x)*x);
+            return result;
+        }
+        z = z/x;
+        x = x+1;
+    }
+    while(x<2)
+    {
+        if( x<0.000000001 )
+        {
+            result = z/((1+0.5772156649015329*x)*x);
+            return result;
+        }
+        z = z/x;
+        x = x+1.0;
+    }
+    if( x==2 )
+    {
+        result = z;
+        return result;
+    }
+    x = x-2.0;
+    pp = 1.60119522476751861407E-4;
+    pp = 1.19135147006586384913E-3+x*pp;
+    pp = 1.04213797561761569935E-2+x*pp;
+    pp = 4.76367800457137231464E-2+x*pp;
+    pp = 2.07448227648435975150E-1+x*pp;
+    pp = 4.94214826801497100753E-1+x*pp;
+    pp = 9.99999999999999996796E-1+x*pp;
+    qq = -2.31581873324120129819E-5;
+    qq = 5.39605580493303397842E-4+x*qq;
+    qq = -4.45641913851797240494E-3+x*qq;
+    qq = 1.18139785222060435552E-2+x*qq;
+    qq = 3.58236398605498653373E-2+x*qq;
+    qq = -2.34591795718243348568E-1+x*qq;
+    qq = 7.14304917030273074085E-2+x*qq;
+    qq = 1.00000000000000000320+x*qq;
+    result = z*pp/qq;
+    return result;
+    return result;
+}
+
+
+/*************************************************************************
+Natural logarithm of gamma function
+
+Input parameters:
+    X       -   argument
+
+Result:
+    logarithm of the absolute value of the Gamma(X).
+
+Output parameters:
+    SgnGam  -   sign(Gamma(X))
+
+Domain:
+    0 < X < 2.55e305
+    -2.55e305 < X < 0, X is not an integer.
+
+ACCURACY:
+arithmetic      domain        # trials     peak         rms
+   IEEE    0, 3                 28000     5.4e-16     1.1e-16
+   IEEE    2.718, 2.556e305     40000     3.5e-16     8.3e-17
+The error criterion was relative when the function magnitude
+was greater than one but absolute when it was less than one.
+
+The following test used the relative error criterion, though
+at certain points the relative error could be much higher than
+indicated.
+   IEEE    -200, -4             10000     4.8e-16     1.3e-16
+
+Cephes Math Library Release 2.8:  June, 2000
+Copyright 1984, 1987, 1989, 1992, 2000 by Stephen L. Moshier
+Translated to AlgoPascal by Bochkanov Sergey (2005, 2006, 2007).
+*************************************************************************/
+double lngamma(double x, double& sgngam)
+{
+    double result;
+    double a;
+    double b;
+    double c;
+    double p;
+    double q;
+    double u;
+    double w;
+    double z;
+    int i;
+    double logpi;
+    double ls2pi;
+    double tmp;
+
+    sgngam = 1;
+    logpi = 1.14472988584940017414;
+    ls2pi = 0.91893853320467274178;
+    if( x<-34.0 )
+    {
+        q = -x;
+        w = lngamma(q, tmp);
+        p = ap::ifloor(q);
+        i = ap::round(p);
+        if( i%2==0 )
+        {
+            sgngam = -1;
+        }
+        else
+        {
+            sgngam = 1;
+        }
+        z = q-p;
+        if( z>0.5 )
+        {
+            p = p+1;
+            z = p-q;
+        }
+        z = q*sin(ap::pi()*z);
+        result = logpi-log(z)-w;
+        return result;
+    }
+    if( x<13 )
+    {
+        z = 1;
+        p = 0;
+        u = x;
+        while(u>=3)
+        {
+            p = p-1;
+            u = x+p;
+            z = z*u;
+        }
+        while(u<2)
+        {
+            z = z/u;
+            p = p+1;
+            u = x+p;
+        }
+        if( z<0 )
+        {
+            sgngam = -1;
+            z = -z;
+        }
+        else
+        {
+            sgngam = 1;
+        }
+        if( u==2 )
+        {
+            result = log(z);
+            return result;
+        }
+        p = p-2;
+        x = x+p;
+        b = -1378.25152569120859100;
+        b = -38801.6315134637840924+x*b;
+        b = -331612.992738871184744+x*b;
+        b = -1162370.97492762307383+x*b;
+        b = -1721737.00820839662146+x*b;
+        b = -853555.664245765465627+x*b;
+        c = 1;
+        c = -351.815701436523470549+x*c;
+        c = -17064.2106651881159223+x*c;
+        c = -220528.590553854454839+x*c;
+        c = -1139334.44367982507207+x*c;
+        c = -2532523.07177582951285+x*c;
+        c = -2018891.41433532773231+x*c;
+        p = x*b/c;
+        result = log(z)+p;
+        return result;
+    }
+    q = (x-0.5)*log(x)-x+ls2pi;
+    if( x>100000000 )
+    {
+        result = q;
+        return result;
+    }
+    p = 1/(x*x);
+    if( x>=1000.0 )
+    {
+        q = q+((7.9365079365079365079365*0.0001*p-2.7777777777777777777778*0.001)*p+0.0833333333333333333333)/x;
+    }
+    else
+    {
+        a = 8.11614167470508450300*0.0001;
+        a = -5.95061904284301438324*0.0001+p*a;
+        a = 7.93650340457716943945*0.0001+p*a;
+        a = -2.77777777730099687205*0.001+p*a;
+        a = 8.33333333333331927722*0.01+p*a;
+        q = q+a/x;
+    }
+    result = q;
+    return result;
+}
+
+
+static double gammastirf(double x)
+{
+    double result;
+    double y;
+    double w;
+    double v;
+    double stir;
+
+    w = 1/x;
+    stir = 7.87311395793093628397E-4;
+    stir = -2.29549961613378126380E-4+w*stir;
+    stir = -2.68132617805781232825E-3+w*stir;
+    stir = 3.47222221605458667310E-3+w*stir;
+    stir = 8.33333333333482257126E-2+w*stir;
+    w = 1+w*stir;
+    y = exp(x);
+    if( x>143.01608 )
+    {
+        v = pow(x, 0.5*x-0.25);
+        y = v*(v/y);
+    }
+    else
+    {
+        y = pow(x, x-0.5)/y;
+    }
+    result = 2.50662827463100050242*y*w;
+    return result;
+}
+
+
+

data/ext/alglib/gammaf.h

@@ -0,0 +1,104 @@
+/*************************************************************************
+Cephes Math Library Release 2.8:  June, 2000
+Copyright by Stephen L. Moshier
+
+Contributors:
+    * Sergey Bochkanov (ALGLIB project). Translation from C to
+      pseudocode.
+
+See subroutines comments for additional copyrights.
+
+Redistribution and use in source and binary forms, with or without
+modification, are permitted provided that the following conditions are
+met:
+
+- Redistributions of source code must retain the above copyright
+  notice, this list of conditions and the following disclaimer.
+
+- Redistributions in binary form must reproduce the above copyright
+  notice, this list of conditions and the following disclaimer listed
+  in this license in the documentation and/or other materials
+  provided with the distribution.
+
+- Neither the name of the copyright holders nor the names of its
+  contributors may be used to endorse or promote products derived from
+  this software without specific prior written permission.
+
+THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS
+"AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT
+LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR
+A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT
+OWNER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL,
+SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT
+LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE,
+DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY
+THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
+(INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE
+OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
+*************************************************************************/
+
+#ifndef _gammaf_h
+#define _gammaf_h
+
+#include "ap.h"
+#include "ialglib.h"
+
+/*************************************************************************
+Gamma function
+
+Input parameters:
+    X   -   argument
+
+Domain:
+    0 < X < 171.6
+    -170 < X < 0, X is not an integer.
+
+Relative error:
+ arithmetic   domain     # trials      peak         rms
+    IEEE    -170,-33      20000       2.3e-15     3.3e-16
+    IEEE     -33,  33     20000       9.4e-16     2.2e-16
+    IEEE      33, 171.6   20000       2.3e-15     3.2e-16
+
+Cephes Math Library Release 2.8:  June, 2000
+Original copyright 1984, 1987, 1989, 1992, 2000 by Stephen L. Moshier
+Translated to AlgoPascal by Bochkanov Sergey (2005, 2006, 2007).
+*************************************************************************/
+double gamma(double x);
+
+
+/*************************************************************************
+Natural logarithm of gamma function
+
+Input parameters:
+    X       -   argument
+
+Result:
+    logarithm of the absolute value of the Gamma(X).
+
+Output parameters:
+    SgnGam  -   sign(Gamma(X))
+
+Domain:
+    0 < X < 2.55e305
+    -2.55e305 < X < 0, X is not an integer.
+
+ACCURACY:
+arithmetic      domain        # trials     peak         rms
+   IEEE    0, 3                 28000     5.4e-16     1.1e-16
+   IEEE    2.718, 2.556e305     40000     3.5e-16     8.3e-17
+The error criterion was relative when the function magnitude
+was greater than one but absolute when it was less than one.
+
+The following test used the relative error criterion, though
+at certain points the relative error could be much higher than
+indicated.
+   IEEE    -200, -4             10000     4.8e-16     1.3e-16
+
+Cephes Math Library Release 2.8:  June, 2000
+Copyright 1984, 1987, 1989, 1992, 2000 by Stephen L. Moshier
+Translated to AlgoPascal by Bochkanov Sergey (2005, 2006, 2007).
+*************************************************************************/
+double lngamma(double x, double& sgngam);
+
+
+#endif