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
fail('Overflow Error in exp_err: x + adx > LOG_FLOAT_MAX') if x + adx > LOG_FLOAT_MAX
fail('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
|
