All files / gamma-delta-ratio/lib gamma_delta_ratio_lanczos.js

71.05% Statements 81/114
100% Branches 1/1
0% Functions 0/1
71.05% Lines 81/114

Press n or j to go to the next uncovered block, b, p or k for the previous block.

1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 1151x 1x 1x 1x 1x 1x 1x 1x 1x 1x 1x 1x 1x 1x 1x 1x 1x 1x 1x 1x 1x 1x 1x 1x 1x 1x 1x 1x 1x 1x 1x 1x 1x 1x 1x 1x 1x 1x 1x 1x 1x 1x 1x 1x 1x 1x 1x 1x 1x 1x 1x 1x 1x 1x 1x 1x 1x 1x 1x 1x 1x 1x 1x 1x 1x 1x 1x 1x 1x 1x 1x 1x 1x 1x 1x 1x                                                                   1x 1x 1x 1x 1x  
/**
* @license Apache-2.0
*
* Copyright (c) 2018 The Stdlib Authors.
*
* Licensed under the Apache License, Version 2.0 (the "License");
* you may not use this file except in compliance with the License.
* You may obtain a copy of the License at
*
*    http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*
*
* ## Notice
*
* The original C++ code and copyright notice are from the [Boost library]{@link http://www.boost.org/doc/libs/1_85_0/boost/math/special_functions/gamma.hpp}. The implementation has been modified for JavaScript.
*
* ```text
* Copyright John Maddock 2006-7, 2013-14.
* Copyright Paul A. Bristow 2007, 2013-14.
* Copyright Nikhar Agrawal 2013-14.
* Copyright Christopher Kormanyos 2013-14.
*
* Use, modification and distribution are subject to the
* Boost Software License, Version 1.0. (See accompanying file
* LICENSE or copy at http://www.boost.org/LICENSE_1_0.txt)
* ```
*/
 
'use strict';
 
// MODULES //
 
var lanczosSum = require( '@stdlib/math/base/special/gamma-lanczos-sum' );
var gamma = require( '@stdlib/math/base/special/gamma' );
var log1p = require( '@stdlib/math/base/special/log1p' );
var abs = require( '@stdlib/math/base/special/abs' );
var exp = require( '@stdlib/math/base/special/exp' );
var pow = require( '@stdlib/math/base/special/pow' );
var EPSILON = require( '@stdlib/constants/float64/eps' );
var E = require( '@stdlib/constants/float64/e' );
var G = require( '@stdlib/constants/float64/gamma-lanczos-g' );
var FLOAT64_MAX_NTH_FACTORIAL = require( '@stdlib/constants/float64/max-nth-factorial' );
 
 
// VARIABLES //
 
var FACTORIAL_169 = 4.269068009004705e+304;
 
 
// MAIN //
 
/**
* Calculates the ratio of two gamma functions via Lanczos approximation.
*
* ## Notes
*
* -   When \\( z < \epsilon \\), we get spurious numeric overflow unless we're very careful. This can occur either inside `lanczosSum(z)` or in the final combination of terms. To avoid this, split the product up into 2 (or 3) parts:
*
*     ```tex
*     \begin{align*}
*     G(z) / G(L) &= 1 / (z \cdot G(L)) ; z < \eps, L = z + \delta = \delta \\
*     z * G(L) &= z * G(lim) \cdot (G(L)/G(lim)) ; lim = \text{largest factorial}
*     \end{align*}
*     ```
*
* @private
* @param {number} z - first gamma parameter
* @param {number} delta - difference
* @returns {number} gamma ratio
*/
function gammaDeltaRatioLanczos( z, delta ) {
	var result;
	var ratio;
	var zgh;

	if ( z < EPSILON ) {
		if ( delta >= FLOAT64_MAX_NTH_FACTORIAL ) {
			ratio = gammaDeltaRatioLanczos( delta, FLOAT64_MAX_NTH_FACTORIAL-delta );
			ratio *= z;
			ratio *= FACTORIAL_169;
			return 1.0 / ratio;
		}
		return 1.0 / ( z * gamma( z+delta ) );
	}
	zgh = z + G - 0.5;
	if ( z + delta === z ) {
		if ( abs( delta / zgh ) < EPSILON ) {
			result = exp( -delta );
		} else {
			result = 1.0;
		}
	} else {
		if ( abs(delta) < 10.0 ) {
			result = exp( ( 0.5-z ) * log1p( delta/zgh ) );
		} else {
			result = pow( zgh / (zgh+delta), z-0.5 );
		}
		// Split up the calculation to avoid spurious overflow:
		result *= lanczosSum( z ) / lanczosSum( z + delta );
	}
	result *= pow( E / ( zgh+delta ), delta );
	return result;
}
 
 
// EXPORTS //
 
module.exports = gammaDeltaRatioLanczos;