- Apr 11, 2012
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Raymond Toy authored
* qd-gamma.lisp:: * Return sqrt(least-positive-normalized-double) instead of least-positive-normalized-double. * rt-tests.lisp:: * Add test for this case.
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- Apr 09, 2012
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Raymond Toy authored
series.
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- Apr 08, 2012
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Raymond Toy authored
qd-methods.lisp: o Define the macro qd-gamma.lisp: o Use it.
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Raymond Toy authored
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Raymond Toy authored
skip the first term in the series.
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- Mar 24, 2012
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Raymond Toy authored
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- Mar 23, 2012
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Raymond Toy authored
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Raymond Toy authored
negative values of the parameter.
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Raymond Toy authored
* Allow (exp-integral-e 1 z) to work. * psi * Handle psi(1) specially. * Do a better job with cot(%pi*z) when z is an odd multiple of 1/2 where cot is 0. * Fib bug in computing the number of terms when we try to float a complex. Just float the realpart.
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Raymond Toy authored
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Raymond Toy authored
tests.
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- Mar 22, 2012
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Raymond Toy authored
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Raymond Toy authored
tests too.
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Raymond Toy authored
some more work.
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- Mar 21, 2012
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Raymond Toy authored
cut....
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Raymond Toy authored
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- Dec 06, 2011
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Raymond Toy authored
For exp-integral-e, use the series for small z and the incomplete-gamma-tail for near the negative real axis. Otherwise, use the continued fraction. In incomplete-gamma-tail, we were using the continued fraction instead of the incomplete-gamma function for the region just below the negative real axis. We should use the cf except in that region.
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- Dec 05, 2011
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Raymond Toy authored
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Raymond Toy authored
We already have exp-integral-e function so move expintegral-e implementation to exp-integral-e.
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Raymond Toy authored
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- Mar 29, 2011
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Raymond Toy authored
incomplete-gamma-tail. qd-gamma.lisp: o For integer values, just compute the gamma value directly by multiplication. This works around the problem that the current algorithm is not as accurate as we would like. rt-test.lisp: o Reduce required accuracy in gamma-incomplete-tail.3.d. o Add precision test for gamm incomplete tail near the negative real axis.
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Raymond Toy authored
o Use the new continued fraction for the incomplete-gamma when the argument z is close enough to the negative real axis.
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Raymond Toy authored
some random clean ups. o Add *DEBUG-CF-EVAL* to enable debugging prints in LENTZ. o Modify LENTZ to terminate with an error if *MAX-CF-ITERATIONS* is reached. o Modify LENTZ to return the function value, the number of iterations, and the number of times a zero value had to be replaced. o Adjust cf-incomplete-gamma and cf-incomplete-gamma-tail not to signal overflow prematurely when calculating z^a*exp(-z). o Fix doc bug in reference for continued fraction for (original) cf-incomplete-gamma. o Add new version of cf-incomplete-gamma using a different continued fraction. This appears to converge faster and to be more accurate than the original, especially for points near the negative real axis.
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- Mar 25, 2011
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Raymond Toy authored
qd-methods.lisp: o Define DOMAIN-ERROR condition to allow signaling errors for incorrect domains. qd-gamma.lisp: o Signal domain error in CF-INCOMPLETE-GAMMA-TAIL if necessary. o Fix bug in FRESNEL-S-SERIES. We were comparing a real against a complex.
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- Mar 24, 2011
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Raymond Toy authored
for small arg and update tests. qd-gamma.lisp: o INCOMPLETE-GAMMA-TAIL was hanging for arguments on the negative real axis. Use INCOMPLETE-GAMMA in this case too. o Add the series expansion for Fresnel S and use it for evaluating it for small arguments. We were losing accuracy with the existing algorithm. rt-tests.lisp: o Update thresholds for elliptic-pi-n0.d, elliptic-pi.n2.q, theta3.1.d. o Fix typo in test name. gamma-incomplete-tail.1.q should have been 2.q. o Add tests for gamma-incomplete-tail for arguments on the negative real axis. o Add tests for Fresnel S.
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- Mar 18, 2011
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Raymond Toy authored
o Add series for incomplete gamma function for small a and z. Needed because the continued fraction is slow in this range. o In INCOMPLETE-GAMMA-TAIL, call INCOMPLETE-GAMMA instead of CF-INCOMPLETE-GAMMA just in case a and z are small. o In INCOMPLETE-GAMMA, use the series for small a and z. o Simplify evaluation of Si(z) when z is real.
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Raymond Toy authored
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Raymond Toy authored
o INCOMPLETE-GAMMA was returning bad values for large (complex) arguments. Fix this by using incomplete gamma tail function since the incomplete gamma function approaches gamma for large arguments. o Implement Fresnel S and C functions.
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- Mar 17, 2011
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Raymond Toy authored
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Raymond Toy authored
o Was returning the wrong value for erf(-z). Use erf(-z) = - erf(z). o Add implementation of erfc. o Document code and algorithms a bit better.
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Raymond Toy authored
qd-gamma.lisp: o Add implementation for Lentz's algorithm for evaluating continued fractions. o Implement incomplete-gamma and incomplete-gamma-tail using continued fractions. o Implement erf rt-tests.lisp: o Add tests
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- Mar 16, 2011
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Raymond Toy authored
oct.asd: o Add qd-gamma.lisp. The implementations need some work. The accuracy is less than desired because gamma(2.0) /= 1. It's close but not quite right. rt-tests.lisp: o Basic tests of the gamma function. Accuracy is not as good as we would ike. qd-gamma.lisp: o New file for implementation of gamma function.
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