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
|
# Added by John O. Woods, SciRuby project.
# Derived from GSL-1.9 source files, mostly in the specfunc/ dir.
module Distribution
module MathExtension
LNPI = 1.14472988584940017414342735135
LN2 = 0.69314718055994530941723212146
SQRT2 = 1.41421356237309504880168872421
SQRTPI = 1.77245385090551602729816748334
ROOT3_FLOAT_MIN = Float::MIN ** (1/3.0)
ROOT3_FLOAT_EPSILON = Float::EPSILON ** (1/3.0)
ROOT4_FLOAT_MIN = Float::MIN ** (1/4.0)
ROOT4_FLOAT_EPSILON = Float::EPSILON ** (1/4.0)
ROOT5_FLOAT_MIN = Float::MIN ** (1/5.0)
ROOT5_FLOAT_EPSILON = Float::EPSILON ** (1/5.0)
ROOT6_FLOAT_MIN = Float::MIN ** (1/6.0)
ROOT6_FLOAT_EPSILON = Float::EPSILON ** (1/6.0)
LOG_FLOAT_MIN = Math.log(Float::MIN)
EULER = 0.57721566490153286060651209008
# e^x taking into account the error thus far (I think)
# gsl_sf_exp_err_e
def exp_err(x, dx)
adx = dx.abs
raise("Overflow Error in exp_err: x + adx > LOG_FLOAT_MAX") if x + adx > LOG_FLOAT_MAX
raise("Underflow Error in exp_err: x - adx < LOG_FLOAT_MIN") if x - adx < LOG_FLOAT_MIN
[Math.exp(x), Math.exp(x) * [Float::EPSILON, Math.exp(adx) - 1.0/Math.exp(adx)] + 2.0 * Float::EPSILON * Math.exp(x).abs]
end
end
end
|