[MATH-849] Precision improvement in class Gamma

• Type: Improvement
• Status: Closed
• Priority: Minor
• Resolution: Fixed
• Fix Version/s: 3.1
• Labels: accuracy special-functions
• Assignee: Sebastien Brisard
• Reporter: Sebastien Brisard
• Created: 20/Aug/12 03:38
• Updated: 02/May/13 02:29
• Resolved: 26/Nov/12 19:46

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.

Issue Links

• is depended upon by: MATH-888 GammaDistribution returns infinite density when cdf = 1