The routine may be called by the names s14aaf or nagf_specfun_gamma.
s14aaf evaluates an approximation to the gamma function . The routine 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 routine:
(i)if is too large, there is a danger of overflow since could become too large to be represented in the machine;
(ii)if is too large and negative, there is a danger of underflow;
(iii)if is equal to a negative integer, would overflow since it has poles at such points;
(iv)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.
2: – IntegerInput/Output
On entry: ifail must be set to , or to set behaviour on detection of an error; these values have no effect when no error is detected.
A value of causes the printing of an error message and program execution will be halted; otherwise program execution continues. A value of means that an error message is printed while a value of means that it is not.
If halting is not appropriate, the value or is recommended. If message printing is undesirable, then the value is recommended. Otherwise, the value is recommended. When the value or is used it is essential to test the value of ifail on exit.
On exit: unless the routine detects an error or a warning has been flagged (see Section 6).
6Error Indicators and Warnings
If on entry or , explanatory error messages are output on the current error message unit (as defined by x04aaf).
Errors or warnings detected by the routine:
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: . The argument is too close to zero, the function returns the approximate value of at the nearest valid argument.
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.
An unexpected error has been triggered by this routine. Please
See Section 7 in the Introduction to the NAG Library FL Interface for further information.
Your licence key may have expired or may not have been installed correctly.
See Section 8 in the Introduction to the NAG Library FL Interface for further information.
Dynamic memory allocation failed.
See Section 9 in the Introduction to the NAG Library FL Interface for further information.
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 routine must fail due to the danger of overflow before this loss of accuracy is too great. (For example, for , the amplification factor .)
8Parallelism and Performance
Background information to multithreading can be found in the Multithreading documentation.
s14aaf 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.