nag_gamma (s14aac) evaluates an approximation to the gamma function . The function is based on the Chebyshev expansion:
where and uses the property . If where is integral and then it follows that:
There are four possible failures for this function:
if is too large, there is a danger of overflow since could become too large to be represented in the machine;
if is too large and negative, there is a danger of underflow;
if is equal to a negative integer, would overflow since it has poles at such points;
if is too near zero, there is again the danger of overflow on some machines. For small , , and on some machines there exists a range of nonzero but small values of for which is larger than the greatest representable value.
must not be zero or a negative integer.
– NagError *Input/Output
The NAG error argument (see Section 3.7 in How to Use the NAG Library and its Documentation).
Error Indicators and Warnings
Dynamic memory allocation failed.
See Section 184.108.40.206 in How to Use the NAG Library and its Documentation for further information.
An internal error has occurred in this function. Check the function call and any array sizes. If the call is correct then please contact NAG for assistance.
See Section 2.7.6 in How to Use the NAG Library and its Documentation for further information.
Your licence key may have expired or may not have been installed correctly.
See Section 2.7.5 in How to Use the NAG Library and its Documentation for further information.
On entry, . Constraint: . The argument is too large, the function returns the approximate value of at the nearest valid argument.
On entry, . The function returns zero. Constraint: . The argument is too large and negative, the function returns zero.
On entry, . Constraint: must not be a negative integer. The argument is a negative integer, at which values is infinite. The function returns a large positive value.
On entry, . Constraint: . The argument is too close to zero, the function returns the approximate value of at the nearest valid argument.
Let and be the relative errors in the argument and the result respectively. If is somewhat larger than the machine precision (i.e., is due to data errors etc.), then and are approximately related by:
(provided is also greater than the representation error). Here is the digamma function . Figure 1 shows the behaviour of the error amplification factor .
If is of the same order as machine precision, then rounding errors could make slightly larger than the above relation predicts.
There is clearly a severe, but unavoidable, loss of accuracy for arguments close to the poles of at negative integers. However, relative accuracy is preserved near the pole at right up to the point of failure arising from the danger of overflow.
Also, accuracy will necessarily be lost as becomes large since in this region
However, since increases rapidly with , the function must fail due to the danger of overflow before this loss of accuracy is too great. (For example, for , the amplification factor .)
Parallelism and Performance
nag_gamma (s14aac) is not threaded in any implementation.
This example reads values of the argument from a file, evaluates the function at each value of and prints the results.