406 lines
13 KiB
C
406 lines
13 KiB
C
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/* @(#)er_lgamma.c 5.1 93/09/24 */
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/*
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* ====================================================
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* Copyright (C) 1993 by Sun Microsystems, Inc. All rights reserved.
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*
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* Developed at SunPro, a Sun Microsystems, Inc. business.
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* Permission to use, copy, modify, and distribute this
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* software is freely granted, provided that this notice
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* is preserved.
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* ====================================================
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*
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*/
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/*
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FUNCTION
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<<gamma>>, <<gammaf>>, <<lgamma>>, <<lgammaf>>, <<gamma_r>>,
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<<gammaf_r>>, <<lgamma_r>>, <<lgammaf_r>>---logarithmic gamma
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function
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INDEX
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gamma
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INDEX
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gammaf
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INDEX
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lgamma
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INDEX
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lgammaf
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INDEX
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gamma_r
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INDEX
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gammaf_r
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INDEX
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lgamma_r
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INDEX
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lgammaf_r
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SYNOPSIS
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#include <math.h>
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double gamma(double <[x]>);
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float gammaf(float <[x]>);
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double lgamma(double <[x]>);
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float lgammaf(float <[x]>);
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double gamma_r(double <[x]>, int *<[signgamp]>);
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float gammaf_r(float <[x]>, int *<[signgamp]>);
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double lgamma_r(double <[x]>, int *<[signgamp]>);
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float lgammaf_r(float <[x]>, int *<[signgamp]>);
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DESCRIPTION
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<<gamma>> calculates
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@tex
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$\mit ln\bigl(\Gamma(x)\bigr)$,
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@end tex
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the natural logarithm of the gamma function of <[x]>. The gamma function
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(<<exp(gamma(<[x]>))>>) is a generalization of factorial, and retains
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the property that
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@ifnottex
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<<exp(gamma(N))>> is equivalent to <<N*exp(gamma(N-1))>>.
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@end ifnottex
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@tex
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$\mit \Gamma(N)\equiv N\times\Gamma(N-1)$.
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@end tex
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Accordingly, the results of the gamma function itself grow very
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quickly. <<gamma>> is defined as
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@tex
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$\mit ln\bigl(\Gamma(x)\bigr)$ rather than simply $\mit \Gamma(x)$
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@end tex
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@ifnottex
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the natural log of the gamma function, rather than the gamma function
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itself,
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@end ifnottex
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to extend the useful range of results representable.
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The sign of the result is returned in the global variable <<signgam>>,
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which is declared in math.h.
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<<gammaf>> performs the same calculation as <<gamma>>, but uses and
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returns <<float>> values.
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<<lgamma>> and <<lgammaf>> are alternate names for <<gamma>> and
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<<gammaf>>. The use of <<lgamma>> instead of <<gamma>> is a reminder
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that these functions compute the log of the gamma function, rather
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than the gamma function itself.
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The functions <<gamma_r>>, <<gammaf_r>>, <<lgamma_r>>, and
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<<lgammaf_r>> are just like <<gamma>>, <<gammaf>>, <<lgamma>>, and
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<<lgammaf>>, respectively, but take an additional argument. This
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additional argument is a pointer to an integer. This additional
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argument is used to return the sign of the result, and the global
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variable <<signgam>> is not used. These functions may be used for
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reentrant calls (but they will still set the global variable <<errno>>
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if an error occurs).
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RETURNS
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Normally, the computed result is returned.
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When <[x]> is a nonpositive integer, <<gamma>> returns <<HUGE_VAL>>
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and <<errno>> is set to <<EDOM>>. If the result overflows, <<gamma>>
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returns <<HUGE_VAL>> and <<errno>> is set to <<ERANGE>>.
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PORTABILITY
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Neither <<gamma>> nor <<gammaf>> is ANSI C. */
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/* lgamma_r(x, signgamp)
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* Reentrant version of the logarithm of the Gamma function
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* with user provide pointer for the sign of Gamma(x).
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*
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* Method:
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* 1. Argument Reduction for 0 < x <= 8
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* Since gamma(1+s)=s*gamma(s), for x in [0,8], we may
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* reduce x to a number in [1.5,2.5] by
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* lgamma(1+s) = log(s) + lgamma(s)
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* for example,
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* lgamma(7.3) = log(6.3) + lgamma(6.3)
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* = log(6.3*5.3) + lgamma(5.3)
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* = log(6.3*5.3*4.3*3.3*2.3) + lgamma(2.3)
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* 2. Polynomial approximation of lgamma around its
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* minimun ymin=1.461632144968362245 to maintain monotonicity.
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* On [ymin-0.23, ymin+0.27] (i.e., [1.23164,1.73163]), use
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* Let z = x-ymin;
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* lgamma(x) = -1.214862905358496078218 + z^2*poly(z)
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* where
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* poly(z) is a 14 degree polynomial.
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* 2. Rational approximation in the primary interval [2,3]
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* We use the following approximation:
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* s = x-2.0;
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* lgamma(x) = 0.5*s + s*P(s)/Q(s)
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* with accuracy
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* |P/Q - (lgamma(x)-0.5s)| < 2**-61.71
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* Our algorithms are based on the following observation
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*
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* zeta(2)-1 2 zeta(3)-1 3
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* lgamma(2+s) = s*(1-Euler) + --------- * s - --------- * s + ...
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* 2 3
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*
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* where Euler = 0.5771... is the Euler constant, which is very
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* close to 0.5.
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*
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* 3. For x>=8, we have
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* lgamma(x)~(x-0.5)log(x)-x+0.5*log(2pi)+1/(12x)-1/(360x**3)+....
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* (better formula:
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* lgamma(x)~(x-0.5)*(log(x)-1)-.5*(log(2pi)-1) + ...)
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* Let z = 1/x, then we approximation
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* f(z) = lgamma(x) - (x-0.5)(log(x)-1)
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* by
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* 3 5 11
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* w = w0 + w1*z + w2*z + w3*z + ... + w6*z
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* where
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* |w - f(z)| < 2**-58.74
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*
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* 4. For negative x, since (G is gamma function)
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* -x*G(-x)*G(x) = pi/sin(pi*x),
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* we have
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* G(x) = pi/(sin(pi*x)*(-x)*G(-x))
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* since G(-x) is positive, sign(G(x)) = sign(sin(pi*x)) for x<0
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* Hence, for x<0, signgam = sign(sin(pi*x)) and
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* lgamma(x) = log(|Gamma(x)|)
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* = log(pi/(|x*sin(pi*x)|)) - lgamma(-x);
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* Note: one should avoid compute pi*(-x) directly in the
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* computation of sin(pi*(-x)).
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*
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* 5. Special Cases
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* lgamma(2+s) ~ s*(1-Euler) for tiny s
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* lgamma(1)=lgamma(2)=0
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* lgamma(x) ~ -log(x) for tiny x
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* lgamma(0) = lgamma(inf) = inf
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* lgamma(-integer) = +-inf
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*
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*/
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#include "fdlibm.h"
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#ifdef __STDC__
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static const double
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#else
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static double
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#endif
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two52= 4.50359962737049600000e+15, /* 0x43300000, 0x00000000 */
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half= 5.00000000000000000000e-01, /* 0x3FE00000, 0x00000000 */
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one = 1.00000000000000000000e+00, /* 0x3FF00000, 0x00000000 */
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pi = 3.14159265358979311600e+00, /* 0x400921FB, 0x54442D18 */
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a0 = 7.72156649015328655494e-02, /* 0x3FB3C467, 0xE37DB0C8 */
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a1 = 3.22467033424113591611e-01, /* 0x3FD4A34C, 0xC4A60FAD */
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a2 = 6.73523010531292681824e-02, /* 0x3FB13E00, 0x1A5562A7 */
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a3 = 2.05808084325167332806e-02, /* 0x3F951322, 0xAC92547B */
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a4 = 7.38555086081402883957e-03, /* 0x3F7E404F, 0xB68FEFE8 */
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a5 = 2.89051383673415629091e-03, /* 0x3F67ADD8, 0xCCB7926B */
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a6 = 1.19270763183362067845e-03, /* 0x3F538A94, 0x116F3F5D */
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a7 = 5.10069792153511336608e-04, /* 0x3F40B6C6, 0x89B99C00 */
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a8 = 2.20862790713908385557e-04, /* 0x3F2CF2EC, 0xED10E54D */
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a9 = 1.08011567247583939954e-04, /* 0x3F1C5088, 0x987DFB07 */
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a10 = 2.52144565451257326939e-05, /* 0x3EFA7074, 0x428CFA52 */
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a11 = 4.48640949618915160150e-05, /* 0x3F07858E, 0x90A45837 */
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tc = 1.46163214496836224576e+00, /* 0x3FF762D8, 0x6356BE3F */
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tf = -1.21486290535849611461e-01, /* 0xBFBF19B9, 0xBCC38A42 */
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/* tt = -(tail of tf) */
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tt = -3.63867699703950536541e-18, /* 0xBC50C7CA, 0xA48A971F */
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t0 = 4.83836122723810047042e-01, /* 0x3FDEF72B, 0xC8EE38A2 */
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t1 = -1.47587722994593911752e-01, /* 0xBFC2E427, 0x8DC6C509 */
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t2 = 6.46249402391333854778e-02, /* 0x3FB08B42, 0x94D5419B */
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t3 = -3.27885410759859649565e-02, /* 0xBFA0C9A8, 0xDF35B713 */
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t4 = 1.79706750811820387126e-02, /* 0x3F9266E7, 0x970AF9EC */
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t5 = -1.03142241298341437450e-02, /* 0xBF851F9F, 0xBA91EC6A */
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t6 = 6.10053870246291332635e-03, /* 0x3F78FCE0, 0xE370E344 */
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t7 = -3.68452016781138256760e-03, /* 0xBF6E2EFF, 0xB3E914D7 */
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t8 = 2.25964780900612472250e-03, /* 0x3F6282D3, 0x2E15C915 */
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t9 = -1.40346469989232843813e-03, /* 0xBF56FE8E, 0xBF2D1AF1 */
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t10 = 8.81081882437654011382e-04, /* 0x3F4CDF0C, 0xEF61A8E9 */
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t11 = -5.38595305356740546715e-04, /* 0xBF41A610, 0x9C73E0EC */
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t12 = 3.15632070903625950361e-04, /* 0x3F34AF6D, 0x6C0EBBF7 */
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t13 = -3.12754168375120860518e-04, /* 0xBF347F24, 0xECC38C38 */
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t14 = 3.35529192635519073543e-04, /* 0x3F35FD3E, 0xE8C2D3F4 */
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u0 = -7.72156649015328655494e-02, /* 0xBFB3C467, 0xE37DB0C8 */
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u1 = 6.32827064025093366517e-01, /* 0x3FE4401E, 0x8B005DFF */
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u2 = 1.45492250137234768737e+00, /* 0x3FF7475C, 0xD119BD6F */
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u3 = 9.77717527963372745603e-01, /* 0x3FEF4976, 0x44EA8450 */
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u4 = 2.28963728064692451092e-01, /* 0x3FCD4EAE, 0xF6010924 */
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u5 = 1.33810918536787660377e-02, /* 0x3F8B678B, 0xBF2BAB09 */
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v1 = 2.45597793713041134822e+00, /* 0x4003A5D7, 0xC2BD619C */
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v2 = 2.12848976379893395361e+00, /* 0x40010725, 0xA42B18F5 */
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v3 = 7.69285150456672783825e-01, /* 0x3FE89DFB, 0xE45050AF */
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v4 = 1.04222645593369134254e-01, /* 0x3FBAAE55, 0xD6537C88 */
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v5 = 3.21709242282423911810e-03, /* 0x3F6A5ABB, 0x57D0CF61 */
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s0 = -7.72156649015328655494e-02, /* 0xBFB3C467, 0xE37DB0C8 */
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s1 = 2.14982415960608852501e-01, /* 0x3FCB848B, 0x36E20878 */
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s2 = 3.25778796408930981787e-01, /* 0x3FD4D98F, 0x4F139F59 */
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s3 = 1.46350472652464452805e-01, /* 0x3FC2BB9C, 0xBEE5F2F7 */
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s4 = 2.66422703033638609560e-02, /* 0x3F9B481C, 0x7E939961 */
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s5 = 1.84028451407337715652e-03, /* 0x3F5E26B6, 0x7368F239 */
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s6 = 3.19475326584100867617e-05, /* 0x3F00BFEC, 0xDD17E945 */
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r1 = 1.39200533467621045958e+00, /* 0x3FF645A7, 0x62C4AB74 */
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r2 = 7.21935547567138069525e-01, /* 0x3FE71A18, 0x93D3DCDC */
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r3 = 1.71933865632803078993e-01, /* 0x3FC601ED, 0xCCFBDF27 */
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r4 = 1.86459191715652901344e-02, /* 0x3F9317EA, 0x742ED475 */
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r5 = 7.77942496381893596434e-04, /* 0x3F497DDA, 0xCA41A95B */
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r6 = 7.32668430744625636189e-06, /* 0x3EDEBAF7, 0xA5B38140 */
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w0 = 4.18938533204672725052e-01, /* 0x3FDACFE3, 0x90C97D69 */
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w1 = 8.33333333333329678849e-02, /* 0x3FB55555, 0x5555553B */
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w2 = -2.77777777728775536470e-03, /* 0xBF66C16C, 0x16B02E5C */
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w3 = 7.93650558643019558500e-04, /* 0x3F4A019F, 0x98CF38B6 */
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w4 = -5.95187557450339963135e-04, /* 0xBF4380CB, 0x8C0FE741 */
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w5 = 8.36339918996282139126e-04, /* 0x3F4B67BA, 0x4CDAD5D1 */
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w6 = -1.63092934096575273989e-03; /* 0xBF5AB89D, 0x0B9E43E4 */
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#ifdef __STDC__
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static const double zero= 0.00000000000000000000e+00;
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#else
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static double zero= 0.00000000000000000000e+00;
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#endif
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#ifdef __STDC__
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static double sin_pi(double x)
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#else
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static double sin_pi(x)
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double x;
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#endif
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{
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double y,z;
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__int32_t n,ix;
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GET_HIGH_WORD(ix,x);
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ix &= 0x7fffffff;
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if(ix<0x3fd00000) return sin(pi*x);
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y = -x; /* x is assume negative */
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/*
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* argument reduction, make sure inexact flag not raised if input
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* is an integer
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*/
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z = floor(y);
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if(z!=y) { /* inexact anyway */
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y *= 0.5;
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y = 2.0*(y - floor(y)); /* y = |x| mod 2.0 */
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n = (__int32_t) (y*4.0);
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} else {
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if(ix>=0x43400000) {
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y = zero; n = 0; /* y must be even */
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} else {
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if(ix<0x43300000) z = y+two52; /* exact */
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GET_LOW_WORD(n,z);
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n &= 1;
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y = n;
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n<<= 2;
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}
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}
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switch (n) {
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case 0: y = sin(pi*y); break;
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case 1:
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case 2: y = cos(pi*(0.5-y)); break;
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case 3:
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case 4: y = sin(pi*(one-y)); break;
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case 5:
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case 6: y = -cos(pi*(y-1.5)); break;
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default: y = sin(pi*(y-2.0)); break;
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}
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return -y;
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}
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#ifdef __STDC__
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double lgamma_r(double x, int *signgamp)
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#else
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double lgamma_r(x,signgamp)
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double x; int *signgamp;
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#endif
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{
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double t,y,z,nadj,p,p1,p2,p3,q,r,w;
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__int32_t i,hx,lx,ix;
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nadj = 0;
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EXTRACT_WORDS(hx,lx,x);
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/* purge off +-inf, NaN, +-0, and negative arguments */
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*signgamp = 1;
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ix = hx&0x7fffffff;
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if(ix>=0x7ff00000) return x*x;
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if((ix|lx)==0) return one/zero;
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if(ix<0x3b900000) { /* |x|<2**-70, return -log(|x|) */
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if(hx<0) {
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*signgamp = -1;
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return -log(-x);
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} else return -log(x);
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}
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if(hx<0) {
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if(ix>=0x43300000) /* |x|>=2**52, must be -integer */
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return one/zero;
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t = sin_pi(x);
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if(t==zero) return one/zero; /* -integer */
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nadj = log(pi/fabs(t*x));
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if(t<zero) *signgamp = -1;
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x = -x;
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}
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/* purge off 1 and 2 */
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if((((ix-0x3ff00000)|lx)==0)||(((ix-0x40000000)|lx)==0)) r = 0;
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/* for x < 2.0 */
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else if(ix<0x40000000) {
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if(ix<=0x3feccccc) { /* lgamma(x) = lgamma(x+1)-log(x) */
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r = -log(x);
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if(ix>=0x3FE76944) {y = one-x; i= 0;}
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else if(ix>=0x3FCDA661) {y= x-(tc-one); i=1;}
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else {y = x; i=2;}
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} else {
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r = zero;
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if(ix>=0x3FFBB4C3) {y=2.0-x;i=0;} /* [1.7316,2] */
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else if(ix>=0x3FF3B4C4) {y=x-tc;i=1;} /* [1.23,1.73] */
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else {y=x-one;i=2;}
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}
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switch(i) {
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case 0:
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z = y*y;
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p1 = a0+z*(a2+z*(a4+z*(a6+z*(a8+z*a10))));
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p2 = z*(a1+z*(a3+z*(a5+z*(a7+z*(a9+z*a11)))));
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p = y*p1+p2;
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r += (p-0.5*y); break;
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case 1:
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z = y*y;
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w = z*y;
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p1 = t0+w*(t3+w*(t6+w*(t9 +w*t12))); /* parallel comp */
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p2 = t1+w*(t4+w*(t7+w*(t10+w*t13)));
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p3 = t2+w*(t5+w*(t8+w*(t11+w*t14)));
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p = z*p1-(tt-w*(p2+y*p3));
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r += (tf + p); break;
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case 2:
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p1 = y*(u0+y*(u1+y*(u2+y*(u3+y*(u4+y*u5)))));
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p2 = one+y*(v1+y*(v2+y*(v3+y*(v4+y*v5))));
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r += (-0.5*y + p1/p2);
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}
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}
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else if(ix<0x40200000) { /* x < 8.0 */
|
|
i = (__int32_t)x;
|
|
t = zero;
|
|
y = x-(double)i;
|
|
p = y*(s0+y*(s1+y*(s2+y*(s3+y*(s4+y*(s5+y*s6))))));
|
|
q = one+y*(r1+y*(r2+y*(r3+y*(r4+y*(r5+y*r6)))));
|
|
r = half*y+p/q;
|
|
z = one; /* lgamma(1+s) = log(s) + lgamma(s) */
|
|
switch(i) {
|
|
case 7: z *= (y+6.0); /* FALLTHRU */
|
|
case 6: z *= (y+5.0); /* FALLTHRU */
|
|
case 5: z *= (y+4.0); /* FALLTHRU */
|
|
case 4: z *= (y+3.0); /* FALLTHRU */
|
|
case 3: z *= (y+2.0); /* FALLTHRU */
|
|
r += log(z); break;
|
|
}
|
|
/* 8.0 <= x < 2**58 */
|
|
} else if (ix < 0x43900000) {
|
|
t = log(x);
|
|
z = one/x;
|
|
y = z*z;
|
|
w = w0+z*(w1+y*(w2+y*(w3+y*(w4+y*(w5+y*w6)))));
|
|
r = (x-half)*(t-one)+w;
|
|
} else
|
|
/* 2**58 <= x <= inf */
|
|
r = x*(log(x)-one);
|
|
if(hx<0) r = nadj - r;
|
|
return r;
|
|
}
|
|
|
|
double
|
|
lgamma(double x)
|
|
{
|
|
return lgamma_r(x, &(_REENT_SIGNGAM(_REENT)));
|
|
}
|