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  1. Commons Math
  2. MATH-849

Precision improvement in class Gamma

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Details

    • Improvement
    • Status: Closed
    • Minor
    • Resolution: Fixed
    • None
    • 3.1
    • None

    Description

      New unit tests (see below) show that (on the set of values tested) the current accuracy of Gamma.logGamma(double) is about 130 ulps.

      The NSWC Library of Mathematical Functions proposes an implementation of this function with much higher accuracy: on the same set of values, the error goes down to about 3 ulps.

      This library is available here, and is license-free see this thread. It is proposed to port this implementation in Commons-Math. This in turn could lead to a resolution of MATH-738.

      Attachments

        1. MATH-849-Lanczos_vs_NSWC.zip
          33 kB
          Sebastien Brisard
        2. MATH-849.zip
          20 kB
          Sebastien Brisard
        3. MATH-849.patch
          52 kB
          Sebastien Brisard

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              celestin Sebastien Brisard
              celestin Sebastien Brisard
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              Dates

                Created:
                Updated:
                Resolved: