# Added by John O. Woods, SciRuby project. # Derived from GSL-1.9 source files in the specfunc/ dir. module Distribution module MathExtension # Various logarithm shortcuts, adapted from GSL-1.9. module Log C1 = -1.quo(2) C2 = 1.quo(3) C3 = -1.quo(4) C4 = 1.quo(5) C5 = -1.quo(6) C6 = 1.quo(7) C7 = -1.quo(8) C8 = 1.quo(9) C9 = -1.quo(10) class << self # gsl_log1p from GSL-1.9 sys/log1p.c # log for very small x def log1p(x) # in C, this is volatile double y. # Not sure how to reproduce that in Ruby. y = 1 + x Math.log(y) - ((y - 1) - x).quo(y) # cancel errors with IEEE arithmetic end # \log(1+x) for x > -1 # gsl_sf_log_1plusx_e def log_1plusx(x, with_error = false) fail(ArgumentError, 'Range error: x must be > -1') if x <= -1 if x.abs < Math::ROOT6_FLOAT_EPSILON result = x * (1.0 + x * (C1 + x * (C2 + x * (C3 + x * (C4 + x * begin C5 + x * (C6 + x * (C7 + x * (C8 + x * C9))) # formerly t = this end))))) return with_error ? [result, Float::EPSILON * result.abs] : result elsif x.abs < 0.5 c = ChebyshevSeries.evaluate(:lopx, (8 * x + 1).quo(2 * x + 4), with_error) return with_error ? [x * c.first, x * c.last] : x * c else result = Math.log(1 + x) return with_error ? [result, Float::EPSILON * result.abs] : result end end # \log(1+x)-x for x > -1 # gsl_sf_log_1plusx_mx_e def log_1plusx_minusx(x, with_error = false) fail(ArgumentError, 'Range error: x must be > -1') if x <= -1 if x.abs < Math::ROOT5_FLOAT_EPSILON result = x * x * (C1 + x * (C2 + x * (C3 + x * (C4 + x * begin C5 + x * (C6 + x * (C7 + x * (C8 + x * C9))) # formerly t = this end)))) return with_error ? [result, Float::EPSILON * result.abs] : result elsif x.abs < 0.5 c = ChebyshevSeries.evaluate(:lopxmx, (8 * x + 1).quo(2 * x + 4), with_error) return with_error ? [x * x * c.first, x * x * c.last] : x * x * c else lterm = Math.log(1.0 + x) error = Float::EPSILON * (lterm.abs + x.abs) if with_error result = lterm - x return with_error ? [result, error] : result end end protected # Abstracted from other log helper functions in GSL-1.9. def x_less_than_root_epsilon(x, with_error) result = square_x ? x * x : x with_error ? [result, Float::EPSILON * result.abs] : result end end end end end