mathjs/src/function/probability/gamma.js

Math.js is an extensive math library for JavaScript and Node.js. It features a flexible expression parser with support for symbolic computation, comes with a large set of built-in functions and constants, and offers an integrated solution to work with dif

'use strict'

const deepMap = require('../../utils/collection/deepMap')
const isInteger = require('../../utils/number').isInteger

function factory (type, config, load, typed) {
  const multiply = load(require('../arithmetic/multiply'))
  const pow = load(require('../arithmetic/pow'))
  const product = require('./product')
  /**
   * Compute the gamma function of a value using Lanczos approximation for
   * small values, and an extended Stirling approximation for large values.
   *
   * For matrices, the function is evaluated element wise.
   *
   * Syntax:
   *
   *    math.gamma(n)
   *
   * Examples:
   *
   *    math.gamma(5)       // returns 24
   *    math.gamma(-0.5)    // returns -3.5449077018110335
   *    math.gamma(math.i)  // returns -0.15494982830180973 - 0.49801566811835596i
   *
   * See also:
   *
   *    combinations, factorial, permutations
   *
   * @param {number | Array | Matrix} n   A real or complex number
   * @return {number | Array | Matrix}    The gamma of `n`
   */

  const gamma = typed('gamma', {

    'number': function (n) {
      let t, x

      if (isInteger(n)) {
        if (n <= 0) {
          return isFinite(n) ? Infinity : NaN
        }

        if (n > 171) {
          return Infinity // Will overflow
        }

        return product(1, n - 1)
      }

      if (n < 0.5) {
        return Math.PI / (Math.sin(Math.PI * n) * gamma(1 - n))
      }

      if (n >= 171.35) {
        return Infinity // will overflow
      }

      if (n > 85.0) { // Extended Stirling Approx
        const twoN = n * n
        const threeN = twoN * n
        const fourN = threeN * n
        const fiveN = fourN * n
        return Math.sqrt(2 * Math.PI / n) * Math.pow((n / Math.E), n) *
            (1 + 1 / (12 * n) + 1 / (288 * twoN) - 139 / (51840 * threeN) -
            571 / (2488320 * fourN) + 163879 / (209018880 * fiveN) +
            5246819 / (75246796800 * fiveN * n))
      }

      --n
      x = p[0]
      for (let i = 1; i < p.length; ++i) {
        x += p[i] / (n + i)
      }

      t = n + g + 0.5
      return Math.sqrt(2 * Math.PI) * Math.pow(t, n + 0.5) * Math.exp(-t) * x
    },

    'Complex': function (n) {
      let t, x

      if (n.im === 0) {
        return gamma(n.re)
      }

      n = new type.Complex(n.re - 1, n.im)
      x = new type.Complex(p[0], 0)
      for (let i = 1; i < p.length; ++i) {
        const real = n.re + i // x += p[i]/(n+i)
        const den = real * real + n.im * n.im
        if (den !== 0) {
          x.re += p[i] * real / den
          x.im += -(p[i] * n.im) / den
        } else {
          x.re = p[i] < 0
            ? -Infinity
            : Infinity
        }
      }

      t = new type.Complex(n.re + g + 0.5, n.im)
      const twoPiSqrt = Math.sqrt(2 * Math.PI)

      n.re += 0.5
      const result = pow(t, n)
      if (result.im === 0) { // sqrt(2*PI)*result
        result.re *= twoPiSqrt
      } else if (result.re === 0) {
        result.im *= twoPiSqrt
      } else {
        result.re *= twoPiSqrt
        result.im *= twoPiSqrt
      }

      const r = Math.exp(-t.re) // exp(-t)
      t.re = r * Math.cos(-t.im)
      t.im = r * Math.sin(-t.im)

      return multiply(multiply(result, t), x)
    },

    'BigNumber': function (n) {
      if (n.isInteger()) {
        return (n.isNegative() || n.isZero())
          ? new type.BigNumber(Infinity)
          : bigFactorial(n.minus(1))
      }

      if (!n.isFinite()) {
        return new type.BigNumber(n.isNegative() ? NaN : Infinity)
      }

      throw new Error('Integer BigNumber expected')
    },

    'Array | Matrix': function (n) {
      return deepMap(n, gamma)
    }
  })

  /**
   * Calculate factorial for a BigNumber
   * @param {BigNumber} n
   * @returns {BigNumber} Returns the factorial of n
   */

  function bigFactorial (n) {
    if (n.isZero()) {
      return new type.BigNumber(1) // 0! is per definition 1
    }

    const precision = config.precision + (Math.log(n.toNumber()) | 0)
    const Big = type.BigNumber.clone({ precision: precision })

    let res = new Big(n)
    let value = n.toNumber() - 1 // number
    while (value > 1) {
      res = res.times(value)
      value--
    }

    return new type.BigNumber(res.toPrecision(type.BigNumber.precision))
  }

  gamma.toTex = { 1: `\\Gamma\\left(\${args[0]}\\right)` }

  return gamma
}

// TODO: comment on the variables g and p

const g = 4.7421875

const p = [
  0.99999999999999709182,
  57.156235665862923517,
  -59.597960355475491248,
  14.136097974741747174,
  -0.49191381609762019978,
  0.33994649984811888699e-4,
  0.46523628927048575665e-4,
  -0.98374475304879564677e-4,
  0.15808870322491248884e-3,
  -0.21026444172410488319e-3,
  0.21743961811521264320e-3,
  -0.16431810653676389022e-3,
  0.84418223983852743293e-4,
  -0.26190838401581408670e-4,
  0.36899182659531622704e-5
]

exports.name = 'gamma'
exports.factory = factory