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Statistical distributions library (in statu nascendi)

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/*
Copyright ? 1999 CERN - European Organization for Nuclear Research.
Permission to use, copy, modify, distribute and sell this software and its documentation for any purpose
is hereby granted without fee, provided that the above copyright notice appear in all copies and
that both that copyright notice and this permission notice appear in supporting documentation.
CERN makes no representations about the suitability of this software for any purpose.
It is provided "as is" without expressed or implied warranty.
*/
package math;


/**
 * Contains fast approximations for the Γ (Gamma) family of functions.
 * 
 * Implementation: High performance implementation.
 * 
 * This is a port of gen_fun.cpp from the C-RAND /
 * WIN-RAND library.
 * 
 * @author [email protected]
 * @version 1.0, 09/24/99
 */
public final class FastGamma {

    private static final double c0 = 9.1893853320467274e-01;
    private static final double c1 = 8.3333333333333333e-02;
    private static final double c2 = -2.7777777777777777e-03;
    private static final double c3 = 7.9365079365079365e-04;
    private static final double c4 = -5.9523809523809524e-04;
    private static final double c5 = 8.4175084175084175e-04;
    private static final double c6 = -1.9175269175269175e-03;

    /**
     * Returns a quick approximation of the gamma function gamma(x).
     */
    public static double gamma(final double x) {
        return FastMath.exp(logGamma(x));
    }

    /**
     * Returns a quick approximation of log(gamma(x)).
     */
    public static double logGamma(double x) {
        if (x <= 0.0 /* || x > 1.3e19 */) {
            return -999;
        }

        double z;
        for (z = 1.0; x < 11.0; x++) {
            z *= x;
        }

        final double r = 1.0 / (x * x);
        double g = c1 + r * (c2 + r * (c3 + r * (c4 + r * (c5 + r + c6))));
        g = (x - 0.5) * Math.log(x) - x + c0 + g / x;
        if (z == 1.0) {
            return g;
        }
        return g - Math.log(z);
    }

    private FastGamma() {
    }
}