# Added by John O. Woods, SciRuby project. # Derived from GSL-1.9 source files, mostly in the specfunc/ dir. module Distribution module MathExtension LNPI = 1.14472988584940017414342735135 LN2 = 0.69314718055994530941723212146 SQRT2 = 1.41421356237309504880168872421 SQRTPI = 1.77245385090551602729816748334 ROOT3_FLOAT_MIN = Float::MIN**(1 / 3.0) ROOT3_FLOAT_EPSILON = Float::EPSILON**(1 / 3.0) ROOT4_FLOAT_MIN = Float::MIN**(1 / 4.0) ROOT4_FLOAT_EPSILON = Float::EPSILON**(1 / 4.0) ROOT5_FLOAT_MIN = Float::MIN**(1 / 5.0) ROOT5_FLOAT_EPSILON = Float::EPSILON**(1 / 5.0) ROOT6_FLOAT_MIN = Float::MIN**(1 / 6.0) ROOT6_FLOAT_EPSILON = Float::EPSILON**(1 / 6.0) LOG_FLOAT_MIN = Math.log(Float::MIN) EULER = 0.57721566490153286060651209008 # e^x taking into account the error thus far (I think) # gsl_sf_exp_err_e def exp_err(x, dx) adx = dx.abs fail('Overflow Error in exp_err: x + adx > LOG_FLOAT_MAX') if x + adx > LOG_FLOAT_MAX fail('Underflow Error in exp_err: x - adx < LOG_FLOAT_MIN') if x - adx < LOG_FLOAT_MIN [Math.exp(x), Math.exp(x) * [Float::EPSILON, Math.exp(adx) - 1.0 / Math.exp(adx)] + 2.0 * Float::EPSILON * Math.exp(x).abs] end end end