[2806] | 1 | /*************************************************************************
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| 2 | Cephes Math Library Release 2.8: June, 2000
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| 3 | Copyright by Stephen L. Moshier
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| 4 |
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| 5 | Contributors:
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| 6 | * Sergey Bochkanov (ALGLIB project). Translation from C to
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| 7 | pseudocode.
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| 8 |
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| 9 | See subroutines comments for additional copyrights.
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| 10 |
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| 11 | >>> SOURCE LICENSE >>>
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| 12 | This program is free software; you can redistribute it and/or modify
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| 13 | it under the terms of the GNU General Public License as published by
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| 14 | the Free Software Foundation (www.fsf.org); either version 2 of the
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| 15 | License, or (at your option) any later version.
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| 16 |
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| 17 | This program is distributed in the hope that it will be useful,
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| 18 | but WITHOUT ANY WARRANTY; without even the implied warranty of
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| 19 | MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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| 20 | GNU General Public License for more details.
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| 21 |
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| 22 | A copy of the GNU General Public License is available at
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| 23 | http://www.fsf.org/licensing/licenses
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| 24 |
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| 25 | >>> END OF LICENSE >>>
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| 26 | *************************************************************************/
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| 27 |
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| 28 | using System;
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| 29 |
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| 30 | namespace alglib
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| 31 | {
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| 32 | public class betaf
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| 33 | {
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| 34 | /*************************************************************************
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| 35 | Beta function
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| 36 |
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| 37 |
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| 38 | - -
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| 39 | | (a) | (b)
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| 40 | beta( a, b ) = -----------.
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| 41 | -
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| 42 | | (a+b)
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| 43 |
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| 44 | For large arguments the logarithm of the function is
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| 45 | evaluated using lgam(), then exponentiated.
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| 46 |
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| 47 | ACCURACY:
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| 48 |
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| 49 | Relative error:
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| 50 | arithmetic domain # trials peak rms
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| 51 | IEEE 0,30 30000 8.1e-14 1.1e-14
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| 52 |
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| 53 | Cephes Math Library Release 2.0: April, 1987
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| 54 | Copyright 1984, 1987 by Stephen L. Moshier
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| 55 | *************************************************************************/
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| 56 | public static double beta(double a,
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| 57 | double b)
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| 58 | {
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| 59 | double result = 0;
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| 60 | double y = 0;
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| 61 | double sg = 0;
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| 62 | double s = 0;
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| 63 |
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| 64 | sg = 1;
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| 65 | System.Diagnostics.Debug.Assert((double)(a)>(double)(0) | (double)(a)!=(double)((int)Math.Floor(a)), "Overflow in Beta");
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| 66 | System.Diagnostics.Debug.Assert((double)(b)>(double)(0) | (double)(b)!=(double)((int)Math.Floor(b)), "Overflow in Beta");
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| 67 | y = a+b;
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| 68 | if( (double)(Math.Abs(y))>(double)(171.624376956302725) )
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| 69 | {
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| 70 | y = gammafunc.lngamma(y, ref s);
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| 71 | sg = sg*s;
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| 72 | y = gammafunc.lngamma(b, ref s)-y;
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| 73 | sg = sg*s;
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| 74 | y = gammafunc.lngamma(a, ref s)+y;
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| 75 | sg = sg*s;
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| 76 | System.Diagnostics.Debug.Assert((double)(y)<=(double)(Math.Log(AP.Math.MaxRealNumber)), "Overflow in Beta");
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| 77 | result = sg*Math.Exp(y);
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| 78 | return result;
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| 79 | }
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| 80 | y = gammafunc.gamma(y);
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| 81 | System.Diagnostics.Debug.Assert((double)(y)!=(double)(0), "Overflow in Beta");
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| 82 | if( (double)(a)>(double)(b) )
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| 83 | {
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| 84 | y = gammafunc.gamma(a)/y;
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| 85 | y = y*gammafunc.gamma(b);
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| 86 | }
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| 87 | else
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| 88 | {
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| 89 | y = gammafunc.gamma(b)/y;
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| 90 | y = y*gammafunc.gamma(a);
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| 91 | }
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| 92 | result = y;
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| 93 | return result;
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| 94 | }
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| 95 | }
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| 96 | }
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