LogBeta.java

/*
 * Licensed to the Apache Software Foundation (ASF) under one or more
 * contributor license agreements.  See the NOTICE file distributed with
 * this work for additional information regarding copyright ownership.
 * The ASF licenses this file to You under the Apache License, Version 2.0
 * (the "License"); you may not use this file except in compliance with
 * the License.  You may obtain a copy of the License at
 *
 *      http://www.apache.org/licenses/LICENSE-2.0
 *
 * Unless required by applicable law or agreed to in writing, software
 * distributed under the License is distributed on an "AS IS" BASIS,
 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 * See the License for the specific language governing permissions and
 * limitations under the License.
 */
package org.apache.commons.numbers.gamma;

/**
 * Computes \( log_e B(p, q) \).
 * <p>
 * This class is immutable.
 * </p>
 */
public final class LogBeta {
    /** The threshold value of 10 where the series expansion of the \( \Delta \) function applies. */
    private static final double TEN = 10;
    /** The threshold value of 2 for algorithm switch. */
    private static final double TWO = 2;
    /** The threshold value of 1000 for algorithm switch. */
    private static final double THOUSAND = 1000;

    /** The constant value of ½log 2π. */
    private static final double HALF_LOG_TWO_PI = 0.9189385332046727;

    /**
     * The coefficients of the series expansion of the \( \Delta \) function.
     * This function is defined as follows:
     * \[
     *  \Delta(x) = \log \Gamma(x) - (x - \frac{1}{2}) \log a + a - \frac{1}{2} \log 2\pi,
     * \]
     * <p>
     * See equation (23) in Didonato and Morris (1992). The series expansion,
     * which applies for \( x \geq 10 \), reads
     * </p>
     * \[
     *  \Delta(x) = \frac{1}{x} \sum_{n = 0}^{14} d_n (\frac{10}{x})^{2 n}
     * \]
     */
    private static final double[] DELTA = {
        .833333333333333333333333333333E-01,
        -.277777777777777777777777752282E-04,
        .793650793650793650791732130419E-07,
        -.595238095238095232389839236182E-09,
        .841750841750832853294451671990E-11,
        -.191752691751854612334149171243E-12,
        .641025640510325475730918472625E-14,
        -.295506514125338232839867823991E-15,
        .179643716359402238723287696452E-16,
        -.139228964661627791231203060395E-17,
        .133802855014020915603275339093E-18,
        -.154246009867966094273710216533E-19,
        .197701992980957427278370133333E-20,
        -.234065664793997056856992426667E-21,
        .171348014966398575409015466667E-22
    };

    /** Private constructor. */
    private LogBeta() {
        // intentionally empty.
    }

    /**
     * Returns the value of \( \Delta(b) - \Delta(a + b) \),
     * with \( 0 \leq a \leq b \) and \( b \geq 10 \).
     * Based on equations (26), (27) and (28) in Didonato and Morris (1992).
     *
     * @param a First argument.
     * @param b Second argument.
     * @return the value of \( \Delta(b) - \Delta(a + b) \)
     * @throws IllegalArgumentException if {@code a < 0} or {@code a > b}
     * @throws IllegalArgumentException if {@code b < 10}
     */
    private static double deltaMinusDeltaSum(final double a,
                                             final double b) {
        // Assumptions:
        // Never called with a < 0; a > b; or b < 10

        final double h = a / b;
        final double p = h / (1 + h);
        final double q = 1 / (1 + h);
        final double q2 = q * q;
        /*
         * s[i] = 1 + q + ... - q**(2 * i)
         */
        final double[] s = new double[DELTA.length];
        s[0] = 1;
        for (int i = 1; i < s.length; i++) {
            s[i] = 1 + (q + q2 * s[i - 1]);
        }
        /*
         * w = Delta(b) - Delta(a + b)
         */
        final double sqrtT = 10 / b;
        final double t = sqrtT * sqrtT;
        double w = DELTA[DELTA.length - 1] * s[s.length - 1];
        for (int i = DELTA.length - 2; i >= 0; i--) {
            w = t * w + DELTA[i] * s[i];
        }
        return w * p / b;
    }

    /**
     * Returns the value of \( \Delta(p) + \Delta(q) - \Delta(p + q) \),
     * with \( p, q \geq 10 \).
     * Based on the <em>NSWC Library of Mathematics Subroutines</em> implementation,
     * {@code DBCORR}.
     *
     * @param p First argument.
     * @param q Second argument.
     * @return the value of \( \Delta(p) + \Delta(q) - \Delta(p + q) \).
     * @throws IllegalArgumentException if {@code p < 10} or {@code q < 10}.
     */
    private static double sumDeltaMinusDeltaSum(final double p,
                                                final double q) {

        if (p < TEN) {
            throw new GammaException(GammaException.OUT_OF_RANGE, p, TEN, Double.POSITIVE_INFINITY);
        }
        if (q < TEN) {
            throw new GammaException(GammaException.OUT_OF_RANGE, q, TEN, Double.POSITIVE_INFINITY);
        }

        final double a = Math.min(p, q);
        final double b = Math.max(p, q);
        final double sqrtT = 10 / a;
        final double t = sqrtT * sqrtT;
        double z = DELTA[DELTA.length - 1];
        for (int i = DELTA.length - 2; i >= 0; i--) {
            z = t * z + DELTA[i];
        }
        return z / a + deltaMinusDeltaSum(a, b);
    }

    /**
     * Returns the value of \( \log B(p, q) \) for \( 0 \leq x \leq 1 \) and \( p, q &gt; 0 \).
     * Based on the <em>NSWC Library of Mathematics Subroutines</em> implementation,
     * {@code DBETLN}.
     *
     * @param p First argument.
     * @param q Second argument.
     * @return the value of \( \log B(p, q) \), or {@code NaN} if
     * {@code p <= 0} or {@code q <= 0}.
     */
    public static double value(double p,
                               double q) {
        if (Double.isNaN(p) ||
            Double.isNaN(q) ||
            p <= 0 ||
            q <= 0) {
            return Double.NaN;
        }

        final double a = Math.min(p, q);
        final double b = Math.max(p, q);
        if (a >= TEN) {
            final double w = sumDeltaMinusDeltaSum(a, b);
            final double h = a / b;
            final double c = h / (1 + h);
            final double u = -(a - 0.5) * Math.log(c);
            final double v = b * Math.log1p(h);
            if (u <= v) {
                return (((-0.5 * Math.log(b) + HALF_LOG_TWO_PI) + w) - u) - v;
            }
            return (((-0.5 * Math.log(b) + HALF_LOG_TWO_PI) + w) - v) - u;
        } else if (a > TWO) {
            if (b > THOUSAND) {
                final int n = (int) Math.floor(a - 1);
                double prod = 1;
                double ared = a;
                for (int i = 0; i < n; i++) {
                    ared -= 1;
                    prod *= ared / (1 + ared / b);
                }
                return (Math.log(prod) - n * Math.log(b)) +
                        (LogGamma.value(ared) +
                         logGammaMinusLogGammaSum(ared, b));
            }
            double prod1 = 1;
            double ared = a;
            while (ared > TWO) {
                ared -= 1;
                final double h = ared / b;
                prod1 *= h / (1 + h);
            }
            if (b < TEN) {
                double prod2 = 1;
                double bred = b;
                while (bred > TWO) {
                    bred -= 1;
                    prod2 *= bred / (ared + bred);
                }
                return Math.log(prod1) +
                       Math.log(prod2) +
                       (LogGamma.value(ared) +
                       (LogGamma.value(bred) -
                        LogGammaSum.value(ared, bred)));
            }
            return Math.log(prod1) +
                   LogGamma.value(ared) +
                   logGammaMinusLogGammaSum(ared, b);
        } else if (a >= 1) {
            if (b > TWO) {
                if (b < TEN) {
                    double prod = 1;
                    double bred = b;
                    while (bred > TWO) {
                        bred -= 1;
                        prod *= bred / (a + bred);
                    }
                    return Math.log(prod) +
                           (LogGamma.value(a) +
                            (LogGamma.value(bred) -
                             LogGammaSum.value(a, bred)));
                }
                return LogGamma.value(a) +
                    logGammaMinusLogGammaSum(a, b);
            }
            return LogGamma.value(a) +
                   LogGamma.value(b) -
                   LogGammaSum.value(a, b);
        } else {
            if (b >= TEN) {
                return LogGamma.value(a) +
                       logGammaMinusLogGammaSum(a, b);
            }
            // The original NSWC implementation was
            //   LogGamma.value(a) + (LogGamma.value(b) - LogGamma.value(a + b));
            // but the following command turned out to be more accurate.
            // Note: Check for overflow that occurs if a and/or b are tiny.
            final double beta = Gamma.value(a) * Gamma.value(b) / Gamma.value(a + b);
            if (Double.isFinite(beta)) {
                return Math.log(beta);
            }
            return LogGamma.value(a) + (LogGamma.value(b) - LogGamma.value(a + b));
        }
    }

    /**
     * Returns the value of \( \log ( \Gamma(b) / \Gamma(a + b) ) \)
     * for \( a \geq 0 \) and \( b \geq 10 \).
     * Based on the <em>NSWC Library of Mathematics Subroutines</em> implementation,
     * {@code DLGDIV}.
     *
     * <p>This method assumes \( a \leq b \).
     *
     * @param a First argument.
     * @param b Second argument.
     * @return the value of \( \log(\Gamma(b) / \Gamma(a + b) \).
     * @throws IllegalArgumentException if {@code a < 0} or {@code b < 10}.
     */
    private static double logGammaMinusLogGammaSum(double a,
                                                   double b) {
        if (a < 0) {
            throw new GammaException(GammaException.OUT_OF_RANGE, a, 0, Double.POSITIVE_INFINITY);
        }
        if (b < TEN) {
            throw new GammaException(GammaException.OUT_OF_RANGE, b, TEN, Double.POSITIVE_INFINITY);
        }

        /*
         * d = a + b - 0.5
         */
        // Assumption: always called with a <= b.
        final double d = b + (a - 0.5);
        final double w = deltaMinusDeltaSum(a, b);

        final double u = d * Math.log1p(a / b);
        final double v = a * (Math.log(b) - 1);

        return u <= v ?
            (w - u) - v :
            (w - v) - u;
    }
}