glibc/sysdeps/ieee754/dbl-64/lgamma_product.c

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Fix lgamma (negative) inaccuracy (bug 2542, bug 2543, bug 2558). The existing implementations of lgamma functions (except for the ia64 versions) use the reflection formula for negative arguments. This suffers large inaccuracy from cancellation near zeros of lgamma (near where the gamma function is +/- 1). This patch fixes this inaccuracy. For arguments above -2, there are no zeros and no large cancellation, while for sufficiently large negative arguments the zeros are so close to integers that even for integers +/- 1ulp the log(gamma(1-x)) term dominates and cancellation is not significant. Thus, it is only necessary to take special care about cancellation for arguments around a limited number of zeros. Accordingly, this patch uses precomputed tables of relevant zeros, expressed as the sum of two floating-point values. The log of the ratio of two sines can be computed accurately using log1p in cases where log would lose accuracy. The log of the ratio of two gamma(1-x) values can be computed using Stirling's approximation (the difference between two values of that approximation to lgamma being computable without computing the two values and then subtracting), with appropriate adjustments (which don't reduce accuracy too much) in cases where 1-x is too small to use Stirling's approximation directly. In the interval from -3 to -2, using the ratios of sines and of gamma(1-x) can still produce too much cancellation between those two parts of the computation (and that interval is also the worst interval for computing the ratio between gamma(1-x) values, which computation becomes more accurate, while being less critical for the final result, for larger 1-x). Because this can result in errors slightly above those accepted in glibc, this interval is instead dealt with by polynomial approximations. Separate polynomial approximations to (|gamma(x)|-1)(x-n)/(x-x0) are used for each interval of length 1/8 from -3 to -2, where n (-3 or -2) is the nearest integer to the 1/8-interval and x0 is the zero of lgamma in the relevant half-integer interval (-3 to -2.5 or -2.5 to -2). Together, the two approaches are intended to give sufficient accuracy for all negative arguments in the problem range. Outside that range, the previous implementation continues to be used. Tested for x86_64, x86, mips64 and powerpc. The mips64 and powerpc testing shows up pre-existing problems for ldbl-128 and ldbl-128ibm with large negative arguments giving spurious "invalid" exceptions (exposed by newly added tests for cases this patch doesn't affect the logic for); I'll address those problems separately. [BZ #2542] [BZ #2543] [BZ #2558] * sysdeps/ieee754/dbl-64/e_lgamma_r.c (__ieee754_lgamma_r): Call __lgamma_neg for arguments from -28.0 to -2.0. * sysdeps/ieee754/flt-32/e_lgammaf_r.c (__ieee754_lgammaf_r): Call __lgamma_negf for arguments from -15.0 to -2.0. * sysdeps/ieee754/ldbl-128/e_lgammal_r.c (__ieee754_lgammal_r): Call __lgamma_negl for arguments from -48.0 or -50.0 to -2.0. * sysdeps/ieee754/ldbl-96/e_lgammal_r.c (__ieee754_lgammal_r): Call __lgamma_negl for arguments from -33.0 to -2.0. * sysdeps/ieee754/dbl-64/lgamma_neg.c: New file. * sysdeps/ieee754/dbl-64/lgamma_product.c: Likewise. * sysdeps/ieee754/flt-32/lgamma_negf.c: Likewise. * sysdeps/ieee754/flt-32/lgamma_productf.c: Likewise. * sysdeps/ieee754/ldbl-128/lgamma_negl.c: Likewise. * sysdeps/ieee754/ldbl-128/lgamma_productl.c: Likewise. * sysdeps/ieee754/ldbl-128ibm/lgamma_negl.c: Likewise. * sysdeps/ieee754/ldbl-128ibm/lgamma_productl.c: Likewise. * sysdeps/ieee754/ldbl-96/lgamma_negl.c: Likewise. * sysdeps/ieee754/ldbl-96/lgamma_product.c: Likewise. * sysdeps/ieee754/ldbl-96/lgamma_productl.c: Likewise. * sysdeps/generic/math_private.h (__lgamma_negf): New prototype. (__lgamma_neg): Likewise. (__lgamma_negl): Likewise. (__lgamma_product): Likewise. (__lgamma_productl): Likewise. * math/Makefile (libm-calls): Add lgamma_neg and lgamma_product. * math/auto-libm-test-in: Add more tests of lgamma. * math/auto-libm-test-out: Regenerated. * sysdeps/i386/fpu/libm-test-ulps: Update. * sysdeps/x86_64/fpu/libm-test-ulps: Likewise.
2015-09-10 22:27:58 +00:00
/* Compute a product of 1 + (T/X), 1 + (T/(X+1)), ....
Copyright (C) 2015-2023 Free Software Foundation, Inc.
Fix lgamma (negative) inaccuracy (bug 2542, bug 2543, bug 2558). The existing implementations of lgamma functions (except for the ia64 versions) use the reflection formula for negative arguments. This suffers large inaccuracy from cancellation near zeros of lgamma (near where the gamma function is +/- 1). This patch fixes this inaccuracy. For arguments above -2, there are no zeros and no large cancellation, while for sufficiently large negative arguments the zeros are so close to integers that even for integers +/- 1ulp the log(gamma(1-x)) term dominates and cancellation is not significant. Thus, it is only necessary to take special care about cancellation for arguments around a limited number of zeros. Accordingly, this patch uses precomputed tables of relevant zeros, expressed as the sum of two floating-point values. The log of the ratio of two sines can be computed accurately using log1p in cases where log would lose accuracy. The log of the ratio of two gamma(1-x) values can be computed using Stirling's approximation (the difference between two values of that approximation to lgamma being computable without computing the two values and then subtracting), with appropriate adjustments (which don't reduce accuracy too much) in cases where 1-x is too small to use Stirling's approximation directly. In the interval from -3 to -2, using the ratios of sines and of gamma(1-x) can still produce too much cancellation between those two parts of the computation (and that interval is also the worst interval for computing the ratio between gamma(1-x) values, which computation becomes more accurate, while being less critical for the final result, for larger 1-x). Because this can result in errors slightly above those accepted in glibc, this interval is instead dealt with by polynomial approximations. Separate polynomial approximations to (|gamma(x)|-1)(x-n)/(x-x0) are used for each interval of length 1/8 from -3 to -2, where n (-3 or -2) is the nearest integer to the 1/8-interval and x0 is the zero of lgamma in the relevant half-integer interval (-3 to -2.5 or -2.5 to -2). Together, the two approaches are intended to give sufficient accuracy for all negative arguments in the problem range. Outside that range, the previous implementation continues to be used. Tested for x86_64, x86, mips64 and powerpc. The mips64 and powerpc testing shows up pre-existing problems for ldbl-128 and ldbl-128ibm with large negative arguments giving spurious "invalid" exceptions (exposed by newly added tests for cases this patch doesn't affect the logic for); I'll address those problems separately. [BZ #2542] [BZ #2543] [BZ #2558] * sysdeps/ieee754/dbl-64/e_lgamma_r.c (__ieee754_lgamma_r): Call __lgamma_neg for arguments from -28.0 to -2.0. * sysdeps/ieee754/flt-32/e_lgammaf_r.c (__ieee754_lgammaf_r): Call __lgamma_negf for arguments from -15.0 to -2.0. * sysdeps/ieee754/ldbl-128/e_lgammal_r.c (__ieee754_lgammal_r): Call __lgamma_negl for arguments from -48.0 or -50.0 to -2.0. * sysdeps/ieee754/ldbl-96/e_lgammal_r.c (__ieee754_lgammal_r): Call __lgamma_negl for arguments from -33.0 to -2.0. * sysdeps/ieee754/dbl-64/lgamma_neg.c: New file. * sysdeps/ieee754/dbl-64/lgamma_product.c: Likewise. * sysdeps/ieee754/flt-32/lgamma_negf.c: Likewise. * sysdeps/ieee754/flt-32/lgamma_productf.c: Likewise. * sysdeps/ieee754/ldbl-128/lgamma_negl.c: Likewise. * sysdeps/ieee754/ldbl-128/lgamma_productl.c: Likewise. * sysdeps/ieee754/ldbl-128ibm/lgamma_negl.c: Likewise. * sysdeps/ieee754/ldbl-128ibm/lgamma_productl.c: Likewise. * sysdeps/ieee754/ldbl-96/lgamma_negl.c: Likewise. * sysdeps/ieee754/ldbl-96/lgamma_product.c: Likewise. * sysdeps/ieee754/ldbl-96/lgamma_productl.c: Likewise. * sysdeps/generic/math_private.h (__lgamma_negf): New prototype. (__lgamma_neg): Likewise. (__lgamma_negl): Likewise. (__lgamma_product): Likewise. (__lgamma_productl): Likewise. * math/Makefile (libm-calls): Add lgamma_neg and lgamma_product. * math/auto-libm-test-in: Add more tests of lgamma. * math/auto-libm-test-out: Regenerated. * sysdeps/i386/fpu/libm-test-ulps: Update. * sysdeps/x86_64/fpu/libm-test-ulps: Likewise.
2015-09-10 22:27:58 +00:00
This file is part of the GNU C Library.
The GNU C Library is free software; you can redistribute it and/or
modify it under the terms of the GNU Lesser General Public
License as published by the Free Software Foundation; either
version 2.1 of the License, or (at your option) any later version.
The GNU C Library is distributed in the hope that it will be useful,
but WITHOUT ANY WARRANTY; without even the implied warranty of
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
Lesser General Public License for more details.
You should have received a copy of the GNU Lesser General Public
License along with the GNU C Library; if not, see
Prefer https to http for gnu.org and fsf.org URLs Also, change sources.redhat.com to sourceware.org. This patch was automatically generated by running the following shell script, which uses GNU sed, and which avoids modifying files imported from upstream: sed -ri ' s,(http|ftp)(://(.*\.)?(gnu|fsf|sourceware)\.org($|[^.]|\.[^a-z])),https\2,g s,(http|ftp)(://(.*\.)?)sources\.redhat\.com($|[^.]|\.[^a-z]),https\2sourceware.org\4,g ' \ $(find $(git ls-files) -prune -type f \ ! -name '*.po' \ ! -name 'ChangeLog*' \ ! -path COPYING ! -path COPYING.LIB \ ! -path manual/fdl-1.3.texi ! -path manual/lgpl-2.1.texi \ ! -path manual/texinfo.tex ! -path scripts/config.guess \ ! -path scripts/config.sub ! -path scripts/install-sh \ ! -path scripts/mkinstalldirs ! -path scripts/move-if-change \ ! -path INSTALL ! -path locale/programs/charmap-kw.h \ ! -path po/libc.pot ! -path sysdeps/gnu/errlist.c \ ! '(' -name configure \ -execdir test -f configure.ac -o -f configure.in ';' ')' \ ! '(' -name preconfigure \ -execdir test -f preconfigure.ac ';' ')' \ -print) and then by running 'make dist-prepare' to regenerate files built from the altered files, and then executing the following to cleanup: chmod a+x sysdeps/unix/sysv/linux/riscv/configure # Omit irrelevant whitespace and comment-only changes, # perhaps from a slightly-different Autoconf version. git checkout -f \ sysdeps/csky/configure \ sysdeps/hppa/configure \ sysdeps/riscv/configure \ sysdeps/unix/sysv/linux/csky/configure # Omit changes that caused a pre-commit check to fail like this: # remote: *** error: sysdeps/powerpc/powerpc64/ppc-mcount.S: trailing lines git checkout -f \ sysdeps/powerpc/powerpc64/ppc-mcount.S \ sysdeps/unix/sysv/linux/s390/s390-64/syscall.S # Omit change that caused a pre-commit check to fail like this: # remote: *** error: sysdeps/sparc/sparc64/multiarch/memcpy-ultra3.S: last line does not end in newline git checkout -f sysdeps/sparc/sparc64/multiarch/memcpy-ultra3.S
2019-09-07 05:40:42 +00:00
<https://www.gnu.org/licenses/>. */
Fix lgamma (negative) inaccuracy (bug 2542, bug 2543, bug 2558). The existing implementations of lgamma functions (except for the ia64 versions) use the reflection formula for negative arguments. This suffers large inaccuracy from cancellation near zeros of lgamma (near where the gamma function is +/- 1). This patch fixes this inaccuracy. For arguments above -2, there are no zeros and no large cancellation, while for sufficiently large negative arguments the zeros are so close to integers that even for integers +/- 1ulp the log(gamma(1-x)) term dominates and cancellation is not significant. Thus, it is only necessary to take special care about cancellation for arguments around a limited number of zeros. Accordingly, this patch uses precomputed tables of relevant zeros, expressed as the sum of two floating-point values. The log of the ratio of two sines can be computed accurately using log1p in cases where log would lose accuracy. The log of the ratio of two gamma(1-x) values can be computed using Stirling's approximation (the difference between two values of that approximation to lgamma being computable without computing the two values and then subtracting), with appropriate adjustments (which don't reduce accuracy too much) in cases where 1-x is too small to use Stirling's approximation directly. In the interval from -3 to -2, using the ratios of sines and of gamma(1-x) can still produce too much cancellation between those two parts of the computation (and that interval is also the worst interval for computing the ratio between gamma(1-x) values, which computation becomes more accurate, while being less critical for the final result, for larger 1-x). Because this can result in errors slightly above those accepted in glibc, this interval is instead dealt with by polynomial approximations. Separate polynomial approximations to (|gamma(x)|-1)(x-n)/(x-x0) are used for each interval of length 1/8 from -3 to -2, where n (-3 or -2) is the nearest integer to the 1/8-interval and x0 is the zero of lgamma in the relevant half-integer interval (-3 to -2.5 or -2.5 to -2). Together, the two approaches are intended to give sufficient accuracy for all negative arguments in the problem range. Outside that range, the previous implementation continues to be used. Tested for x86_64, x86, mips64 and powerpc. The mips64 and powerpc testing shows up pre-existing problems for ldbl-128 and ldbl-128ibm with large negative arguments giving spurious "invalid" exceptions (exposed by newly added tests for cases this patch doesn't affect the logic for); I'll address those problems separately. [BZ #2542] [BZ #2543] [BZ #2558] * sysdeps/ieee754/dbl-64/e_lgamma_r.c (__ieee754_lgamma_r): Call __lgamma_neg for arguments from -28.0 to -2.0. * sysdeps/ieee754/flt-32/e_lgammaf_r.c (__ieee754_lgammaf_r): Call __lgamma_negf for arguments from -15.0 to -2.0. * sysdeps/ieee754/ldbl-128/e_lgammal_r.c (__ieee754_lgammal_r): Call __lgamma_negl for arguments from -48.0 or -50.0 to -2.0. * sysdeps/ieee754/ldbl-96/e_lgammal_r.c (__ieee754_lgammal_r): Call __lgamma_negl for arguments from -33.0 to -2.0. * sysdeps/ieee754/dbl-64/lgamma_neg.c: New file. * sysdeps/ieee754/dbl-64/lgamma_product.c: Likewise. * sysdeps/ieee754/flt-32/lgamma_negf.c: Likewise. * sysdeps/ieee754/flt-32/lgamma_productf.c: Likewise. * sysdeps/ieee754/ldbl-128/lgamma_negl.c: Likewise. * sysdeps/ieee754/ldbl-128/lgamma_productl.c: Likewise. * sysdeps/ieee754/ldbl-128ibm/lgamma_negl.c: Likewise. * sysdeps/ieee754/ldbl-128ibm/lgamma_productl.c: Likewise. * sysdeps/ieee754/ldbl-96/lgamma_negl.c: Likewise. * sysdeps/ieee754/ldbl-96/lgamma_product.c: Likewise. * sysdeps/ieee754/ldbl-96/lgamma_productl.c: Likewise. * sysdeps/generic/math_private.h (__lgamma_negf): New prototype. (__lgamma_neg): Likewise. (__lgamma_negl): Likewise. (__lgamma_product): Likewise. (__lgamma_productl): Likewise. * math/Makefile (libm-calls): Add lgamma_neg and lgamma_product. * math/auto-libm-test-in: Add more tests of lgamma. * math/auto-libm-test-out: Regenerated. * sysdeps/i386/fpu/libm-test-ulps: Update. * sysdeps/x86_64/fpu/libm-test-ulps: Likewise.
2015-09-10 22:27:58 +00:00
#include <math.h>
#include <math_private.h>
#include <mul_split.h>
Fix lgamma (negative) inaccuracy (bug 2542, bug 2543, bug 2558). The existing implementations of lgamma functions (except for the ia64 versions) use the reflection formula for negative arguments. This suffers large inaccuracy from cancellation near zeros of lgamma (near where the gamma function is +/- 1). This patch fixes this inaccuracy. For arguments above -2, there are no zeros and no large cancellation, while for sufficiently large negative arguments the zeros are so close to integers that even for integers +/- 1ulp the log(gamma(1-x)) term dominates and cancellation is not significant. Thus, it is only necessary to take special care about cancellation for arguments around a limited number of zeros. Accordingly, this patch uses precomputed tables of relevant zeros, expressed as the sum of two floating-point values. The log of the ratio of two sines can be computed accurately using log1p in cases where log would lose accuracy. The log of the ratio of two gamma(1-x) values can be computed using Stirling's approximation (the difference between two values of that approximation to lgamma being computable without computing the two values and then subtracting), with appropriate adjustments (which don't reduce accuracy too much) in cases where 1-x is too small to use Stirling's approximation directly. In the interval from -3 to -2, using the ratios of sines and of gamma(1-x) can still produce too much cancellation between those two parts of the computation (and that interval is also the worst interval for computing the ratio between gamma(1-x) values, which computation becomes more accurate, while being less critical for the final result, for larger 1-x). Because this can result in errors slightly above those accepted in glibc, this interval is instead dealt with by polynomial approximations. Separate polynomial approximations to (|gamma(x)|-1)(x-n)/(x-x0) are used for each interval of length 1/8 from -3 to -2, where n (-3 or -2) is the nearest integer to the 1/8-interval and x0 is the zero of lgamma in the relevant half-integer interval (-3 to -2.5 or -2.5 to -2). Together, the two approaches are intended to give sufficient accuracy for all negative arguments in the problem range. Outside that range, the previous implementation continues to be used. Tested for x86_64, x86, mips64 and powerpc. The mips64 and powerpc testing shows up pre-existing problems for ldbl-128 and ldbl-128ibm with large negative arguments giving spurious "invalid" exceptions (exposed by newly added tests for cases this patch doesn't affect the logic for); I'll address those problems separately. [BZ #2542] [BZ #2543] [BZ #2558] * sysdeps/ieee754/dbl-64/e_lgamma_r.c (__ieee754_lgamma_r): Call __lgamma_neg for arguments from -28.0 to -2.0. * sysdeps/ieee754/flt-32/e_lgammaf_r.c (__ieee754_lgammaf_r): Call __lgamma_negf for arguments from -15.0 to -2.0. * sysdeps/ieee754/ldbl-128/e_lgammal_r.c (__ieee754_lgammal_r): Call __lgamma_negl for arguments from -48.0 or -50.0 to -2.0. * sysdeps/ieee754/ldbl-96/e_lgammal_r.c (__ieee754_lgammal_r): Call __lgamma_negl for arguments from -33.0 to -2.0. * sysdeps/ieee754/dbl-64/lgamma_neg.c: New file. * sysdeps/ieee754/dbl-64/lgamma_product.c: Likewise. * sysdeps/ieee754/flt-32/lgamma_negf.c: Likewise. * sysdeps/ieee754/flt-32/lgamma_productf.c: Likewise. * sysdeps/ieee754/ldbl-128/lgamma_negl.c: Likewise. * sysdeps/ieee754/ldbl-128/lgamma_productl.c: Likewise. * sysdeps/ieee754/ldbl-128ibm/lgamma_negl.c: Likewise. * sysdeps/ieee754/ldbl-128ibm/lgamma_productl.c: Likewise. * sysdeps/ieee754/ldbl-96/lgamma_negl.c: Likewise. * sysdeps/ieee754/ldbl-96/lgamma_product.c: Likewise. * sysdeps/ieee754/ldbl-96/lgamma_productl.c: Likewise. * sysdeps/generic/math_private.h (__lgamma_negf): New prototype. (__lgamma_neg): Likewise. (__lgamma_negl): Likewise. (__lgamma_product): Likewise. (__lgamma_productl): Likewise. * math/Makefile (libm-calls): Add lgamma_neg and lgamma_product. * math/auto-libm-test-in: Add more tests of lgamma. * math/auto-libm-test-out: Regenerated. * sysdeps/i386/fpu/libm-test-ulps: Update. * sysdeps/x86_64/fpu/libm-test-ulps: Likewise.
2015-09-10 22:27:58 +00:00
/* Compute the product of 1 + (T / (X + X_EPS)), 1 + (T / (X + X_EPS +
1)), ..., 1 + (T / (X + X_EPS + N - 1)), minus 1. X is such that
all the values X + 1, ..., X + N - 1 are exactly representable, and
X_EPS / X is small enough that factors quadratic in it can be
neglected. */
double
__lgamma_product (double t, double x, double x_eps, int n)
{
double ret = 0, ret_eps = 0;
for (int i = 0; i < n; i++)
{
double xi = x + i;
double quot = t / xi;
double mhi, mlo;
mul_split (&mhi, &mlo, quot, xi);
double quot_lo = (t - mhi - mlo) / xi - t * x_eps / (xi * xi);
/* We want (1 + RET + RET_EPS) * (1 + QUOT + QUOT_LO) - 1. */
double rhi, rlo;
mul_split (&rhi, &rlo, ret, quot);
double rpq = ret + quot;
double rpq_eps = (ret - rpq) + quot;
double nret = rpq + rhi;
double nret_eps = (rpq - nret) + rhi;
ret_eps += (rpq_eps + nret_eps + rlo + ret_eps * quot
+ quot_lo + quot_lo * (ret + ret_eps));
ret = nret;
}
return ret + ret_eps;
}