File: regularized_gamma_prefix.js

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/**
* @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_64_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 lanczosSumExpGScaled = require( './../../../../base/special/gamma-lanczos-sum-expg-scaled' );
var gammaln = require( './../../../../base/special/gammaln' );
var gamma = require( './../../../../base/special/gamma' );
var log1p = require( './../../../../base/special/log1p' );
var sqrt = require( './../../../../base/special/sqrt' );
var abs = require( './../../../../base/special/abs' );
var exp = require( './../../../../base/special/exp' );
var pow = require( './../../../../base/special/pow' );
var max = require( './../../../../base/special/max' );
var min = require( './../../../../base/special/min' );
var ln = require( './../../../../base/special/ln' );
var MAX_LN = require( '@stdlib/constants/float64/max-ln' );
var MIN_LN = require( '@stdlib/constants/float64/min-ln' );
var G = require( '@stdlib/constants/float64/gamma-lanczos-g' );
var E = require( '@stdlib/constants/float64/e' );


// MAIN //

/**
* Computes `(z^a)*(e^-z) / gamma(a)`.
*
* @private
* @param {number} a - input value
* @param {number} z - input value
* @returns {number} function value
*/
function regularizedGammaPrefix( a, z ) {
	var prefix;
	var amza;
	var agh;
	var alz;
	var amz;
	var sq;
	var d;

	agh = a + G - 0.5;
	d = ( (z - a) - G + 0.5 ) / agh;
	if ( a < 1.0 ) {
		// Treat a < 1 as a special case because our Lanczos approximations are optimized against the factorials with a > 1, and for high precision types very small values of `a` can give rather erroneous results for gamma:
		if ( z <= MIN_LN ) {
			// Use logs, so should be free of cancellation errors:
			return exp( ( a * ln(z) ) - z - gammaln( a ) );
		}
		// No danger of overflow as gamma(a) < 1/a for small a, so direct calculation:
		return pow( z, a ) * exp( -z ) / gamma( a );
	}
	if ( abs(d*d*a) <= 100.0 && a > 150.0 ) {
		// Special case for large a and a ~ z:
		prefix = ( a * ( log1p( d ) - d ) ) + ( z * ( 0.5-G ) / agh );
		prefix = exp( prefix );
	}
	else {
		// General case. Direct computation is most accurate, but use various fallbacks for different parts of the problem domain:
		alz = a * ln(z / agh);
		amz = a - z;
		if (
			min(alz, amz) <= MIN_LN ||
			max(alz, amz) >= MAX_LN
		) {
			amza = amz / a;
			if (
				min(alz, amz)/2.0 > MIN_LN &&
				max(alz, amz)/2.0 < MAX_LN
			) {
				// Compute square root of the result and then square it:
				sq = pow( z/agh, a/2.0 ) * exp( amz/2.0 );
				prefix = sq * sq;
			}
			else if (
				min(alz, amz)/4.0 > MIN_LN &&
				max(alz, amz)/4.0 < MAX_LN &&
				z > a
			) {
				// Compute the 4th root of the result then square it twice:
				sq = pow( z/agh, a/4.0 ) * exp( amz/4.0 );
				prefix = sq * sq;
				prefix *= prefix;
			}
			else if (
				amza > MIN_LN &&
				amza < MAX_LN
			) {
				prefix = pow( (z * exp(amza)) / agh, a );
			}
			else {
				prefix = exp( alz + amz );
			}
		}
		else
		{
			prefix = pow( z/agh, a ) * exp( amz );
		}
	}
	prefix *= sqrt( agh/E ) / lanczosSumExpGScaled( a );
	return prefix;
}


// EXPORTS //

module.exports = regularizedGammaPrefix;