📄 incbetl.c
字号:
/* incbetl.c * * Incomplete beta integral * * * SYNOPSIS: * * long double a, b, x, y, incbetl(); * * y = incbetl( a, b, x ); * * * DESCRIPTION: * * Returns incomplete beta integral of the arguments, evaluated * from zero to x. The function is defined as * * x * - - * | (a+b) | | a-1 b-1 * ----------- | t (1-t) dt. * - - | | * | (a) | (b) - * 0 * * The domain of definition is 0 <= x <= 1. In this * implementation a and b are restricted to positive values. * The integral from x to 1 may be obtained by the symmetry * relation * * 1 - incbet( a, b, x ) = incbet( b, a, 1-x ). * * The integral is evaluated by a continued fraction expansion * or, when b*x is small, by a power series. * * ACCURACY: * * Tested at random points (a,b,x) with x between 0 and 1. * arithmetic domain # trials peak rms * IEEE 0,5 20000 4.5e-18 2.4e-19 * IEEE 0,100 100000 3.9e-17 1.0e-17 * Half-integer a, b: * IEEE .5,10000 100000 3.9e-14 4.4e-15 * Outputs smaller than the IEEE gradual underflow threshold * were excluded from these statistics. * * ERROR MESSAGES: * * message condition value returned * incbetl domain x<0, x>1 0.0 *//*Cephes Math Library, Release 2.3: January, 1995Copyright 1984, 1995 by Stephen L. Moshier*/#include <math.h>#define MAXGAML 1755.455Lstatic long double big = 9.223372036854775808e18L;static long double biginv = 1.084202172485504434007e-19L;extern long double MACHEPL, MINLOGL, MAXLOGL;#ifdef ANSIPROTextern long double gammal ( long double );extern long double lgaml ( long double );extern long double expl ( long double );extern long double logl ( long double );extern long double fabsl ( long double );extern long double powl ( long double, long double );static long double incbcfl( long double, long double, long double );static long double incbdl( long double, long double, long double );static long double pseriesl( long double, long double, long double );#elselong double gammal(), lgaml(), expl(), logl(), fabsl(), powl();static long double incbcfl(), incbdl(), pseriesl();#endiflong double incbetl( aa, bb, xx )long double aa, bb, xx;{long double a, b, t, x, w, xc, y;int flag;if( aa <= 0.0L || bb <= 0.0L ) goto domerr;if( (xx <= 0.0L) || ( xx >= 1.0L) ) { if( xx == 0.0L ) return( 0.0L ); if( xx == 1.0L ) return( 1.0L );domerr: mtherr( "incbetl", DOMAIN ); return( 0.0L ); }flag = 0;if( (bb * xx) <= 1.0L && xx <= 0.95L) { t = pseriesl(aa, bb, xx); goto done; }w = 1.0L - xx;/* Reverse a and b if x is greater than the mean. */if( xx > (aa/(aa+bb)) ) { flag = 1; a = bb; b = aa; xc = xx; x = w; }else { a = aa; b = bb; xc = w; x = xx; }if( flag == 1 && (b * x) <= 1.0L && x <= 0.95L) { t = pseriesl(a, b, x); goto done; }/* Choose expansion for optimal convergence */y = x * (a+b-2.0L) - (a-1.0L);if( y < 0.0L ) w = incbcfl( a, b, x );else w = incbdl( a, b, x ) / xc;/* Multiply w by the factor a b _ _ _ x (1-x) | (a+b) / ( a | (a) | (b) ) . */y = a * logl(x);t = b * logl(xc);if( (a+b) < MAXGAML && fabsl(y) < MAXLOGL && fabsl(t) < MAXLOGL ) { t = powl(xc,b); t *= powl(x,a); t /= a; t *= w; t *= gammal(a+b) / (gammal(a) * gammal(b)); goto done; }else { /* Resort to logarithms. */ y += t + lgaml(a+b) - lgaml(a) - lgaml(b); y += logl(w/a); if( y < MINLOGL ) t = 0.0L; else t = expl(y); }done:if( flag == 1 ) { if( t <= MACHEPL ) t = 1.0L - MACHEPL; else t = 1.0L - t; }return( t );}/* Continued fraction expansion #1 * for incomplete beta integral */static long double incbcfl( a, b, x )long double a, b, x;{long double xk, pk, pkm1, pkm2, qk, qkm1, qkm2;long double k1, k2, k3, k4, k5, k6, k7, k8;long double r, t, ans, thresh;int n;k1 = a;k2 = a + b;k3 = a;k4 = a + 1.0L;k5 = 1.0L;k6 = b - 1.0L;k7 = k4;k8 = a + 2.0L;pkm2 = 0.0L;qkm2 = 1.0L;pkm1 = 1.0L;qkm1 = 1.0L;ans = 1.0L;r = 1.0L;n = 0;thresh = 3.0L * MACHEPL;do { xk = -( x * k1 * k2 )/( k3 * k4 ); pk = pkm1 + pkm2 * xk; qk = qkm1 + qkm2 * xk; pkm2 = pkm1; pkm1 = pk; qkm2 = qkm1; qkm1 = qk; xk = ( x * k5 * k6 )/( k7 * k8 ); pk = pkm1 + pkm2 * xk; qk = qkm1 + qkm2 * xk; pkm2 = pkm1; pkm1 = pk; qkm2 = qkm1; qkm1 = qk; if( qk != 0.0L ) r = pk/qk; if( r != 0.0L ) { t = fabsl( (ans - r)/r ); ans = r; } else t = 1.0L; if( t < thresh ) goto cdone; k1 += 1.0L; k2 += 1.0L; k3 += 2.0L; k4 += 2.0L; k5 += 1.0L; k6 -= 1.0L; k7 += 2.0L; k8 += 2.0L; if( (fabsl(qk) + fabsl(pk)) > big ) { pkm2 *= biginv; pkm1 *= biginv; qkm2 *= biginv; qkm1 *= biginv; } if( (fabsl(qk) < biginv) || (fabsl(pk) < biginv) ) { pkm2 *= big; pkm1 *= big; qkm2 *= big; qkm1 *= big; } }while( ++n < 400 );mtherr( "incbetl", PLOSS );cdone:return(ans);}/* Continued fraction expansion #2 * for incomplete beta integral */static long double incbdl( a, b, x )long double a, b, x;{long double xk, pk, pkm1, pkm2, qk, qkm1, qkm2;long double k1, k2, k3, k4, k5, k6, k7, k8;long double r, t, ans, z, thresh;int n;k1 = a;k2 = b - 1.0L;k3 = a;k4 = a + 1.0L;k5 = 1.0L;k6 = a + b;k7 = a + 1.0L;k8 = a + 2.0L;pkm2 = 0.0L;qkm2 = 1.0L;pkm1 = 1.0L;qkm1 = 1.0L;z = x / (1.0L-x);ans = 1.0L;r = 1.0L;n = 0;thresh = 3.0L * MACHEPL;do { xk = -( z * k1 * k2 )/( k3 * k4 ); pk = pkm1 + pkm2 * xk; qk = qkm1 + qkm2 * xk; pkm2 = pkm1; pkm1 = pk; qkm2 = qkm1; qkm1 = qk; xk = ( z * k5 * k6 )/( k7 * k8 ); pk = pkm1 + pkm2 * xk; qk = qkm1 + qkm2 * xk; pkm2 = pkm1; pkm1 = pk; qkm2 = qkm1; qkm1 = qk; if( qk != 0.0L ) r = pk/qk; if( r != 0.0L ) { t = fabsl( (ans - r)/r ); ans = r; } else t = 1.0L; if( t < thresh ) goto cdone; k1 += 1.0L; k2 -= 1.0L; k3 += 2.0L; k4 += 2.0L; k5 += 1.0L; k6 += 1.0L; k7 += 2.0L; k8 += 2.0L; if( (fabsl(qk) + fabsl(pk)) > big ) { pkm2 *= biginv; pkm1 *= biginv; qkm2 *= biginv; qkm1 *= biginv; } if( (fabsl(qk) < biginv) || (fabsl(pk) < biginv) ) { pkm2 *= big; pkm1 *= big; qkm2 *= big; qkm1 *= big; } }while( ++n < 400 );mtherr( "incbetl", PLOSS );cdone:return(ans);}/* Power series for incomplete gamma integral. Use when b*x is small. */static long double pseriesl( a, b, x )long double a, b, x;{long double s, t, u, v, n, t1, z, ai;ai = 1.0L / a;u = (1.0L - b) * x;v = u / (a + 1.0L);t1 = v;t = u;n = 2.0L;s = 0.0L;z = MACHEPL * ai;while( fabsl(v) > z ) { u = (n - b) * x / n; t *= u; v = t / (a + n); s += v; n += 1.0L; }s += t1;s += ai;u = a * logl(x);if( (a+b) < MAXGAML && fabsl(u) < MAXLOGL ) { t = gammal(a+b)/(gammal(a)*gammal(b)); s = s * t * powl(x,a); }else { t = lgaml(a+b) - lgaml(a) - lgaml(b) + u + logl(s); if( t < MINLOGL ) s = 0.0L; else s = expl(t); }return(s);}
⌨️ 快捷键说明
复制代码
Ctrl + C
搜索代码
Ctrl + F
全屏模式
F11
切换主题
Ctrl + Shift + D
显示快捷键
?
增大字号
Ctrl + =
减小字号
Ctrl + -