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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
/*
Copyright (C) 2003 Ferdinando Ametrano
This file is part of QuantLib, a free-software/open-source library
for financial quantitative analysts and developers - http://quantlib.org/
QuantLib is free software: you can redistribute it and/or modify it
under the terms of the QuantLib license. You should have received a
copy of the license along with this program; if not, please email
<quantlib-dev@lists.sf.net>. The license is also available online at
<http://quantlib.org/license.shtml>.
This program is distributed in the hope that it will be useful, but WITHOUT
ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
FOR A PARTICULAR PURPOSE. See the license for more details.
*/
#include <ql/math/factorial.hpp>
#include <ql/math/distributions/gammadistribution.hpp>
#include <ql/errors.hpp>
namespace QuantLib {
namespace {
const Real firstFactorials[] = {
1.0, 1.0,
2.0, 6.0,
24.0, 120.0,
720.0, 5040.0,
40320.0, 362880.0,
3628800.0, 39916800.0,
479001600.0, 6227020800.0,
87178291200.0, 1307674368000.0,
20922789888000.0, 355687428096000.0,
6402373705728000.0, 121645100408832000.0,
2432902008176640000.0, 51090942171709440000.0,
1124000727777607680000.0, 25852016738884976640000.0,
620448401733239439360000.0, 15511210043330985984000000.0,
403291461126605635584000000.0, 10888869450418352160768000000.0
};
const Size tabulated =
sizeof(firstFactorials)/sizeof(firstFactorials[0])-1;
}
Real Factorial::get(Natural i) {
if (i<=tabulated) {
return firstFactorials[i];
} else {
return std::exp(GammaFunction().logValue(i+1));
}
}
Real Factorial::ln(Natural i) {
if (i<=tabulated) {
return std::log(firstFactorials[i]);
} else {
return GammaFunction().logValue(i+1);
}
}
}
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