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|  | <title>The Lanczos Approximation</title> | ||
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|  | <div class="section"> | ||
|  | <div class="titlepage"><div><div><h2 class="title" style="clear: both"> | ||
|  | <a name="math_toolkit.lanczos"></a><a class="link" href="lanczos.html" title="The Lanczos Approximation">The Lanczos Approximation</a> | ||
|  | </h2></div></div></div> | ||
|  | <h5> | ||
|  | <a name="math_toolkit.lanczos.h0"></a> | ||
|  |       <span class="phrase"><a name="math_toolkit.lanczos.motivation"></a></span><a class="link" href="lanczos.html#math_toolkit.lanczos.motivation">Motivation</a> | ||
|  |     </h5> | ||
|  | <p> | ||
|  |       <span class="emphasis"><em>Why base gamma and gamma-like functions on the Lanczos approximation?</em></span> | ||
|  |     </p> | ||
|  | <p> | ||
|  |       First of all I should make clear that for the gamma function over real numbers | ||
|  |       (as opposed to complex ones) the Lanczos approximation (See <a href="http://en.wikipedia.org/wiki/Lanczos_approximation" target="_top">Wikipedia | ||
|  |       or </a> <a href="http://mathworld.wolfram.com/LanczosApproximation.html" target="_top">Mathworld</a>) | ||
|  |       appears to offer no clear advantage over more traditional methods such as | ||
|  |       <a href="http://en.wikipedia.org/wiki/Stirling_approximation" target="_top">Stirling's | ||
|  |       approximation</a>. <a class="link" href="lanczos.html#pugh">Pugh</a> carried out an extensive | ||
|  |       comparison of the various methods available and discovered that they were all | ||
|  |       very similar in terms of complexity and relative error. However, the Lanczos | ||
|  |       approximation does have a couple of properties that make it worthy of further | ||
|  |       consideration: | ||
|  |     </p> | ||
|  | <div class="itemizedlist"><ul class="itemizedlist" style="list-style-type: disc; "> | ||
|  | <li class="listitem"> | ||
|  |           The approximation has an easy to compute truncation error that holds for | ||
|  |           all <span class="emphasis"><em>z > 0</em></span>. In practice that means we can use the | ||
|  |           same approximation for all <span class="emphasis"><em>z > 0</em></span>, and be certain | ||
|  |           that no matter how large or small <span class="emphasis"><em>z</em></span> is, the truncation | ||
|  |           error will <span class="emphasis"><em>at worst</em></span> be bounded by some finite value. | ||
|  |         </li> | ||
|  | <li class="listitem"> | ||
|  |           The approximation has a form that is particularly amenable to analytic | ||
|  |           manipulation, in particular ratios of gamma or gamma-like functions are | ||
|  |           particularly easy to compute without resorting to logarithms. | ||
|  |         </li> | ||
|  | </ul></div> | ||
|  | <p> | ||
|  |       It is the combination of these two properties that make the approximation attractive: | ||
|  |       Stirling's approximation is highly accurate for large z, and has some of the | ||
|  |       same analytic properties as the Lanczos approximation, but can't easily be | ||
|  |       used across the whole range of z. | ||
|  |     </p> | ||
|  | <p> | ||
|  |       As the simplest example, consider the ratio of two gamma functions: one could | ||
|  |       compute the result via lgamma: | ||
|  |     </p> | ||
|  | <pre class="programlisting"><span class="identifier">exp</span><span class="special">(</span><span class="identifier">lgamma</span><span class="special">(</span><span class="identifier">a</span><span class="special">)</span> <span class="special">-</span> <span class="identifier">lgamma</span><span class="special">(</span><span class="identifier">b</span><span class="special">));</span> | ||
|  | </pre> | ||
|  | <p> | ||
|  |       However, even if lgamma is uniformly accurate to 0.5ulp, the worst case relative | ||
|  |       error in the above can easily be shown to be: | ||
|  |     </p> | ||
|  | <pre class="programlisting"><span class="identifier">Erel</span> <span class="special">></span> <span class="identifier">a</span> <span class="special">*</span> <span class="identifier">log</span><span class="special">(</span><span class="identifier">a</span><span class="special">)/</span><span class="number">2</span> <span class="special">+</span> <span class="identifier">b</span> <span class="special">*</span> <span class="identifier">log</span><span class="special">(</span><span class="identifier">b</span><span class="special">)/</span><span class="number">2</span> | ||
|  | </pre> | ||
|  | <p> | ||
|  |       For small <span class="emphasis"><em>a</em></span> and <span class="emphasis"><em>b</em></span> that's not a problem, | ||
|  |       but to put the relationship another way: <span class="emphasis"><em>each time a and b increase | ||
|  |       in magnitude by a factor of 10, at least one decimal digit of precision will | ||
|  |       be lost.</em></span> | ||
|  |     </p> | ||
|  | <p> | ||
|  |       In contrast, by analytically combining like power terms in a ratio of Lanczos | ||
|  |       approximation's, these errors can be virtually eliminated for small <span class="emphasis"><em>a</em></span> | ||
|  |       and <span class="emphasis"><em>b</em></span>, and kept under control for very large (or very | ||
|  |       small for that matter) <span class="emphasis"><em>a</em></span> and <span class="emphasis"><em>b</em></span>. Of | ||
|  |       course, computing large powers is itself a notoriously hard problem, but even | ||
|  |       so, analytic combinations of Lanczos approximations can make the difference | ||
|  |       between obtaining a valid result, or simply garbage. Refer to the implementation | ||
|  |       notes for the <a class="link" href="sf_beta/beta_function.html" title="Beta">beta</a> | ||
|  |       function for an example of this method in practice. The incomplete <a class="link" href="sf_gamma/igamma.html" title="Incomplete Gamma Functions">gamma_p | ||
|  |       gamma</a> and <a class="link" href="sf_beta/ibeta_function.html" title="Incomplete Beta Functions">beta</a> | ||
|  |       functions use similar analytic combinations of power terms, to combine gamma | ||
|  |       and beta functions divided by large powers into single (simpler) expressions. | ||
|  |     </p> | ||
|  | <h5> | ||
|  | <a name="math_toolkit.lanczos.h1"></a> | ||
|  |       <span class="phrase"><a name="math_toolkit.lanczos.the_approximation"></a></span><a class="link" href="lanczos.html#math_toolkit.lanczos.the_approximation">The | ||
|  |       Approximation</a> | ||
|  |     </h5> | ||
|  | <p> | ||
|  |       The Lanczos Approximation to the Gamma Function is given by: | ||
|  |     </p> | ||
|  | <p> | ||
|  |       <span class="inlinemediaobject"><img src="../../equations/lanczos0.svg"></span> | ||
|  |     </p> | ||
|  | <p> | ||
|  |       Where S<sub>g</sub>(z) is an infinite sum, that is convergent for all z > 0, and <span class="emphasis"><em>g</em></span> | ||
|  |       is an arbitrary parameter that controls the "shape" of the terms | ||
|  |       in the sum which is given by: | ||
|  |     </p> | ||
|  | <p> | ||
|  |       <span class="inlinemediaobject"><img src="../../equations/lanczos0a.svg"></span> | ||
|  |     </p> | ||
|  | <p> | ||
|  |       With individual coefficients defined in closed form by: | ||
|  |     </p> | ||
|  | <p> | ||
|  |       <span class="inlinemediaobject"><img src="../../equations/lanczos0b.svg"></span> | ||
|  |     </p> | ||
|  | <p> | ||
|  |       However, evaluation of the sum in that form can lead to numerical instability | ||
|  |       in the computation of the ratios of rising and falling factorials (effectively | ||
|  |       we're multiplying by a series of numbers very close to 1, so roundoff errors | ||
|  |       can accumulate quite rapidly). | ||
|  |     </p> | ||
|  | <p> | ||
|  |       The Lanczos approximation is therefore often written in partial fraction form | ||
|  |       with the leading constants absorbed by the coefficients in the sum: | ||
|  |     </p> | ||
|  | <p> | ||
|  |       <span class="inlinemediaobject"><img src="../../equations/lanczos1.svg"></span> | ||
|  |     </p> | ||
|  | <p> | ||
|  |       where: | ||
|  |     </p> | ||
|  | <p> | ||
|  |       <span class="inlinemediaobject"><img src="../../equations/lanczos2.svg"></span> | ||
|  |     </p> | ||
|  | <p> | ||
|  |       Again parameter <span class="emphasis"><em>g</em></span> is an arbitrarily chosen constant, and | ||
|  |       <span class="emphasis"><em>N</em></span> is an arbitrarily chosen number of terms to evaluate | ||
|  |       in the "Lanczos sum" part. | ||
|  |     </p> | ||
|  | <div class="note"><table border="0" summary="Note"> | ||
|  | <tr> | ||
|  | <td rowspan="2" align="center" valign="top" width="25"><img alt="[Note]" src="../../../../../doc/src/images/note.png"></td> | ||
|  | <th align="left">Note</th> | ||
|  | </tr> | ||
|  | <tr><td align="left" valign="top"><p> | ||
|  |         Some authors choose to define the sum from k=1 to N, and hence end up with | ||
|  |         N+1 coefficients. This happens to confuse both the following discussion and | ||
|  |         the code (since C++ deals with half open array ranges, rather than the closed | ||
|  |         range of the sum). This convention is consistent with <a class="link" href="lanczos.html#godfrey">Godfrey</a>, | ||
|  |         but not <a class="link" href="lanczos.html#pugh">Pugh</a>, so take care when referring to | ||
|  |         the literature in this field. | ||
|  |       </p></td></tr> | ||
|  | </table></div> | ||
|  | <h5> | ||
|  | <a name="math_toolkit.lanczos.h2"></a> | ||
|  |       <span class="phrase"><a name="math_toolkit.lanczos.computing_the_coefficients"></a></span><a class="link" href="lanczos.html#math_toolkit.lanczos.computing_the_coefficients">Computing | ||
|  |       the Coefficients</a> | ||
|  |     </h5> | ||
|  | <p> | ||
|  |       The coefficients C0..CN-1 need to be computed from <span class="emphasis"><em>N</em></span> and | ||
|  |       <span class="emphasis"><em>g</em></span> at high precision, and then stored as part of the program. | ||
|  |       Calculation of the coefficients is performed via the method of <a class="link" href="lanczos.html#godfrey">Godfrey</a>; | ||
|  |       let the constants be contained in a column vector P, then: | ||
|  |     </p> | ||
|  | <p> | ||
|  |       P = D B C F | ||
|  |     </p> | ||
|  | <p> | ||
|  |       where B is an NxN matrix: | ||
|  |     </p> | ||
|  | <p> | ||
|  |       <span class="inlinemediaobject"><img src="../../equations/lanczos4.svg"></span> | ||
|  |     </p> | ||
|  | <p> | ||
|  |       D is an NxN matrix: | ||
|  |     </p> | ||
|  | <p> | ||
|  |       <span class="inlinemediaobject"><img src="../../equations/lanczos3.svg"></span> | ||
|  |     </p> | ||
|  | <p> | ||
|  |       C is an NxN matrix: | ||
|  |     </p> | ||
|  | <p> | ||
|  |       <span class="inlinemediaobject"><img src="../../equations/lanczos5.svg"></span> | ||
|  |     </p> | ||
|  | <p> | ||
|  |       and F is an N element column vector: | ||
|  |     </p> | ||
|  | <p> | ||
|  |       <span class="inlinemediaobject"><img src="../../equations/lanczos6.svg"></span> | ||
|  |     </p> | ||
|  | <p> | ||
|  |       Note than the matrices B, D and C contain all integer terms and depend only | ||
|  |       on <span class="emphasis"><em>N</em></span>, this product should be computed first, and then | ||
|  |       multiplied by <span class="emphasis"><em>F</em></span> as the last step. | ||
|  |     </p> | ||
|  | <h5> | ||
|  | <a name="math_toolkit.lanczos.h3"></a> | ||
|  |       <span class="phrase"><a name="math_toolkit.lanczos.choosing_the_right_parameters"></a></span><a class="link" href="lanczos.html#math_toolkit.lanczos.choosing_the_right_parameters">Choosing | ||
|  |       the Right Parameters</a> | ||
|  |     </h5> | ||
|  | <p> | ||
|  |       The trick is to choose <span class="emphasis"><em>N</em></span> and <span class="emphasis"><em>g</em></span> to | ||
|  |       give the desired level of accuracy: choosing a small value for <span class="emphasis"><em>g</em></span> | ||
|  |       leads to a strictly convergent series, but one which converges only slowly. | ||
|  |       Choosing a larger value of <span class="emphasis"><em>g</em></span> causes the terms in the series | ||
|  |       to be large and/or divergent for about the first <span class="emphasis"><em>g-1</em></span> terms, | ||
|  |       and to then suddenly converge with a "crunch". | ||
|  |     </p> | ||
|  | <p> | ||
|  |       <a class="link" href="lanczos.html#pugh">Pugh</a> has determined the optimal value of <span class="emphasis"><em>g</em></span> | ||
|  |       for <span class="emphasis"><em>N</em></span> in the range <span class="emphasis"><em>1 <= N <= 60</em></span>: | ||
|  |       unfortunately in practice choosing these values leads to cancellation errors | ||
|  |       in the Lanczos sum as the largest term in the (alternating) series is approximately | ||
|  |       1000 times larger than the result. These optimal values appear not to be useful | ||
|  |       in practice unless the evaluation can be done with a number of guard digits | ||
|  |       <span class="emphasis"><em>and</em></span> the coefficients are stored at higher precision than | ||
|  |       that desired in the result. These values are best reserved for say, computing | ||
|  |       to float precision with double precision arithmetic. | ||
|  |     </p> | ||
|  | <div class="table"> | ||
|  | <a name="math_toolkit.lanczos.optimal_choices_for_n_and_g_when"></a><p class="title"><b>Table 17.1. Optimal choices for N and g when computing with guard digits (source: | ||
|  |       Pugh)</b></p> | ||
|  | <div class="table-contents"><table class="table" summary="Optimal choices for N and g when computing with guard digits (source: | ||
|  |       Pugh)"> | ||
|  | <colgroup> | ||
|  | <col> | ||
|  | <col> | ||
|  | <col> | ||
|  | <col> | ||
|  | </colgroup> | ||
|  | <thead><tr> | ||
|  | <th> | ||
|  |               <p> | ||
|  |                 Significand Size | ||
|  |               </p> | ||
|  |             </th> | ||
|  | <th> | ||
|  |               <p> | ||
|  |                 N | ||
|  |               </p> | ||
|  |             </th> | ||
|  | <th> | ||
|  |               <p> | ||
|  |                 g | ||
|  |               </p> | ||
|  |             </th> | ||
|  | <th> | ||
|  |               <p> | ||
|  |                 Max Error | ||
|  |               </p> | ||
|  |             </th> | ||
|  | </tr></thead> | ||
|  | <tbody> | ||
|  | <tr> | ||
|  | <td> | ||
|  |               <p> | ||
|  |                 24 | ||
|  |               </p> | ||
|  |             </td> | ||
|  | <td> | ||
|  |               <p> | ||
|  |                 6 | ||
|  |               </p> | ||
|  |             </td> | ||
|  | <td> | ||
|  |               <p> | ||
|  |                 5.581 | ||
|  |               </p> | ||
|  |             </td> | ||
|  | <td> | ||
|  |               <p> | ||
|  |                 9.51e-12 | ||
|  |               </p> | ||
|  |             </td> | ||
|  | </tr> | ||
|  | <tr> | ||
|  | <td> | ||
|  |               <p> | ||
|  |                 53 | ||
|  |               </p> | ||
|  |             </td> | ||
|  | <td> | ||
|  |               <p> | ||
|  |                 13 | ||
|  |               </p> | ||
|  |             </td> | ||
|  | <td> | ||
|  |               <p> | ||
|  |                 13.144565 | ||
|  |               </p> | ||
|  |             </td> | ||
|  | <td> | ||
|  |               <p> | ||
|  |                 9.2213e-23 | ||
|  |               </p> | ||
|  |             </td> | ||
|  | </tr> | ||
|  | </tbody> | ||
|  | </table></div> | ||
|  | </div> | ||
|  | <br class="table-break"><p> | ||
|  |       The alternative described by <a class="link" href="lanczos.html#godfrey">Godfrey</a> is to perform | ||
|  |       an exhaustive search of the <span class="emphasis"><em>N</em></span> and <span class="emphasis"><em>g</em></span> | ||
|  |       parameter space to determine the optimal combination for a given <span class="emphasis"><em>p</em></span> | ||
|  |       digit floating-point type. Repeating this work found a good approximation for | ||
|  |       double precision arithmetic (close to the one <a class="link" href="lanczos.html#godfrey">Godfrey</a> | ||
|  |       found), but failed to find really good approximations for 80 or 128-bit long | ||
|  |       doubles. Further it was observed that the approximations obtained tended to | ||
|  |       optimised for the small values of z (1 < z < 200) used to test the implementation | ||
|  |       against the factorials. Computing ratios of gamma functions with large arguments | ||
|  |       were observed to suffer from error resulting from the truncation of the Lancozos | ||
|  |       series. | ||
|  |     </p> | ||
|  | <p> | ||
|  |       <a class="link" href="lanczos.html#pugh">Pugh</a> identified all the locations where the theoretical | ||
|  |       error of the approximation were at a minimum, but unfortunately has published | ||
|  |       only the largest of these minima. However, he makes the observation that the | ||
|  |       minima coincide closely with the location where the first neglected term (a<sub>N</sub>) | ||
|  |       in the Lanczos series S<sub>g</sub>(z) changes sign. These locations are quite easy to | ||
|  |       locate, albeit with considerable computer time. These "sweet spots" | ||
|  |       need only be computed once, tabulated, and then searched when required for | ||
|  |       an approximation that delivers the required precision for some fixed precision | ||
|  |       type. | ||
|  |     </p> | ||
|  | <p> | ||
|  |       Unfortunately, following this path failed to find a really good approximation | ||
|  |       for 128-bit long doubles, and those found for 64 and 80-bit reals required | ||
|  |       an excessive number of terms. There are two competing issues here: high precision | ||
|  |       requires a large value of <span class="emphasis"><em>g</em></span>, but avoiding cancellation | ||
|  |       errors in the evaluation requires a small <span class="emphasis"><em>g</em></span>. | ||
|  |     </p> | ||
|  | <p> | ||
|  |       At this point note that the Lanczos sum can be converted into rational form | ||
|  |       (a ratio of two polynomials, obtained from the partial-fraction form using | ||
|  |       polynomial arithmetic), and doing so changes the coefficients so that <span class="emphasis"><em>they | ||
|  |       are all positive</em></span>. That means that the sum in rational form can be | ||
|  |       evaluated without cancellation error, albeit with double the number of coefficients | ||
|  |       for a given N. Repeating the search of the "sweet spots", this time | ||
|  |       evaluating the Lanczos sum in rational form, and testing only those "sweet | ||
|  |       spots" whose theoretical error is less than the machine epsilon for the | ||
|  |       type being tested, yielded good approximations for all the types tested. The | ||
|  |       optimal values found were quite close to the best cases reported by <a class="link" href="lanczos.html#pugh">Pugh</a> | ||
|  |       (just slightly larger <span class="emphasis"><em>N</em></span> and slightly smaller <span class="emphasis"><em>g</em></span> | ||
|  |       for a given precision than <a class="link" href="lanczos.html#pugh">Pugh</a> reports), and even | ||
|  |       though converting to rational form doubles the number of stored coefficients, | ||
|  |       it should be noted that half of them are integers (and therefore require less | ||
|  |       storage space) and the approximations require a smaller <span class="emphasis"><em>N</em></span> | ||
|  |       than would otherwise be required, so fewer floating point operations may be | ||
|  |       required overall. | ||
|  |     </p> | ||
|  | <p> | ||
|  |       The following table shows the optimal values for <span class="emphasis"><em>N</em></span> and | ||
|  |       <span class="emphasis"><em>g</em></span> when computing at fixed precision. These should be taken | ||
|  |       as work in progress: there are no values for 106-bit significand machines (Darwin | ||
|  |       long doubles & NTL quad_float), and further optimisation of the values | ||
|  |       of <span class="emphasis"><em>g</em></span> may be possible. Errors given in the table are estimates | ||
|  |       of the error due to truncation of the Lanczos infinite series to <span class="emphasis"><em>N</em></span> | ||
|  |       terms. They are calculated from the sum of the first five neglected terms - | ||
|  |       and are known to be rather pessimistic estimates - although it is noticeable | ||
|  |       that the best combinations of <span class="emphasis"><em>N</em></span> and <span class="emphasis"><em>g</em></span> | ||
|  |       occurred when the estimated truncation error almost exactly matches the machine | ||
|  |       epsilon for the type in question. | ||
|  |     </p> | ||
|  | <div class="table"> | ||
|  | <a name="math_toolkit.lanczos.optimum_value_for_n_and_g_when_c"></a><p class="title"><b>Table 17.2. Optimum value for N and g when computing at fixed precision</b></p> | ||
|  | <div class="table-contents"><table class="table" summary="Optimum value for N and g when computing at fixed precision"> | ||
|  | <colgroup> | ||
|  | <col> | ||
|  | <col> | ||
|  | <col> | ||
|  | <col> | ||
|  | <col> | ||
|  | </colgroup> | ||
|  | <thead><tr> | ||
|  | <th> | ||
|  |               <p> | ||
|  |                 Significand Size | ||
|  |               </p> | ||
|  |             </th> | ||
|  | <th> | ||
|  |               <p> | ||
|  |                 Platform/Compiler Used | ||
|  |               </p> | ||
|  |             </th> | ||
|  | <th> | ||
|  |               <p> | ||
|  |                 N | ||
|  |               </p> | ||
|  |             </th> | ||
|  | <th> | ||
|  |               <p> | ||
|  |                 g | ||
|  |               </p> | ||
|  |             </th> | ||
|  | <th> | ||
|  |               <p> | ||
|  |                 Max Truncation Error | ||
|  |               </p> | ||
|  |             </th> | ||
|  | </tr></thead> | ||
|  | <tbody> | ||
|  | <tr> | ||
|  | <td> | ||
|  |               <p> | ||
|  |                 24 | ||
|  |               </p> | ||
|  |             </td> | ||
|  | <td> | ||
|  |               <p> | ||
|  |                 Win32, VC++ 7.1 | ||
|  |               </p> | ||
|  |             </td> | ||
|  | <td> | ||
|  |               <p> | ||
|  |                 6 | ||
|  |               </p> | ||
|  |             </td> | ||
|  | <td> | ||
|  |               <p> | ||
|  |                 1.428456135094165802001953125 | ||
|  |               </p> | ||
|  |             </td> | ||
|  | <td> | ||
|  |               <p> | ||
|  |                 9.41e-007 | ||
|  |               </p> | ||
|  |             </td> | ||
|  | </tr> | ||
|  | <tr> | ||
|  | <td> | ||
|  |               <p> | ||
|  |                 53 | ||
|  |               </p> | ||
|  |             </td> | ||
|  | <td> | ||
|  |               <p> | ||
|  |                 Win32, VC++ 7.1 | ||
|  |               </p> | ||
|  |             </td> | ||
|  | <td> | ||
|  |               <p> | ||
|  |                 13 | ||
|  |               </p> | ||
|  |             </td> | ||
|  | <td> | ||
|  |               <p> | ||
|  |                 6.024680040776729583740234375 | ||
|  |               </p> | ||
|  |             </td> | ||
|  | <td> | ||
|  |               <p> | ||
|  |                 3.23e-016 | ||
|  |               </p> | ||
|  |             </td> | ||
|  | </tr> | ||
|  | <tr> | ||
|  | <td> | ||
|  |               <p> | ||
|  |                 64 | ||
|  |               </p> | ||
|  |             </td> | ||
|  | <td> | ||
|  |               <p> | ||
|  |                 Suse Linux 9 IA64, gcc-3.3.3 | ||
|  |               </p> | ||
|  |             </td> | ||
|  | <td> | ||
|  |               <p> | ||
|  |                 17 | ||
|  |               </p> | ||
|  |             </td> | ||
|  | <td> | ||
|  |               <p> | ||
|  |                 12.2252227365970611572265625 | ||
|  |               </p> | ||
|  |             </td> | ||
|  | <td> | ||
|  |               <p> | ||
|  |                 2.34e-024 | ||
|  |               </p> | ||
|  |             </td> | ||
|  | </tr> | ||
|  | <tr> | ||
|  | <td> | ||
|  |               <p> | ||
|  |                 116 | ||
|  |               </p> | ||
|  |             </td> | ||
|  | <td> | ||
|  |               <p> | ||
|  |                 HP Tru64 Unix 5.1B / Alpha, Compaq C++ V7.1-006 | ||
|  |               </p> | ||
|  |             </td> | ||
|  | <td> | ||
|  |               <p> | ||
|  |                 24 | ||
|  |               </p> | ||
|  |             </td> | ||
|  | <td> | ||
|  |               <p> | ||
|  |                 20.3209821879863739013671875 | ||
|  |               </p> | ||
|  |             </td> | ||
|  | <td> | ||
|  |               <p> | ||
|  |                 4.75e-035 | ||
|  |               </p> | ||
|  |             </td> | ||
|  | </tr> | ||
|  | </tbody> | ||
|  | </table></div> | ||
|  | </div> | ||
|  | <br class="table-break"><p> | ||
|  |       Finally note that the Lanczos approximation can be written as follows by removing | ||
|  |       a factor of exp(g) from the denominator, and then dividing all the coefficients | ||
|  |       by exp(g): | ||
|  |     </p> | ||
|  | <p> | ||
|  |       <span class="inlinemediaobject"><img src="../../equations/lanczos7.svg"></span> | ||
|  |     </p> | ||
|  | <p> | ||
|  |       This form is more convenient for calculating lgamma, but for the gamma function | ||
|  |       the division by <span class="emphasis"><em>e</em></span> turns a possibly exact quality into | ||
|  |       an inexact value: this reduces accuracy in the common case that the input is | ||
|  |       exact, and so isn't used for the gamma function. | ||
|  |     </p> | ||
|  | <h5> | ||
|  | <a name="math_toolkit.lanczos.h4"></a> | ||
|  |       <span class="phrase"><a name="math_toolkit.lanczos.references"></a></span><a class="link" href="lanczos.html#math_toolkit.lanczos.references">References</a> | ||
|  |     </h5> | ||
|  | <div class="orderedlist"><ol class="orderedlist" type="1"> | ||
|  | <li class="listitem"> | ||
|  |           <a name="godfrey"></a>Paul Godfrey, <a href="http://my.fit.edu/~gabdo/gamma.txt" target="_top">"A | ||
|  |           note on the computation of the convergent Lanczos complex Gamma approximation"</a>. | ||
|  |         </li> | ||
|  | <li class="listitem"> | ||
|  |           <a name="pugh"></a>Glendon Ralph Pugh, <a href="http://bh0.physics.ubc.ca/People/matt/Doc/ThesesOthers/Phd/pugh.pdf" target="_top">"An | ||
|  |           Analysis of the Lanczos Gamma Approximation"</a>, PhD Thesis November | ||
|  |           2004. | ||
|  |         </li> | ||
|  | <li class="listitem"> | ||
|  |           Viktor T. Toth, <a href="http://www.rskey.org/gamma.htm" target="_top">"Calculators | ||
|  |           and the Gamma Function"</a>. | ||
|  |         </li> | ||
|  | <li class="listitem"> | ||
|  |           Mathworld, <a href="http://mathworld.wolfram.com/LanczosApproximation.html" target="_top">The | ||
|  |           Lanczos Approximation</a>. | ||
|  |         </li> | ||
|  | </ol></div> | ||
|  | </div> | ||
|  | <table xmlns:rev="http://www.cs.rpi.edu/~gregod/boost/tools/doc/revision" width="100%"><tr> | ||
|  | <td align="left"></td> | ||
|  | <td align="right"><div class="copyright-footer">Copyright © 2006-2010, 2012-2014 Nikhar Agrawal, | ||
|  |       Anton Bikineev, Paul A. Bristow, Marco Guazzone, Christopher Kormanyos, Hubert | ||
|  |       Holin, Bruno Lalande, John Maddock, Jeremy Murphy, Johan Råde, Gautam Sewani, | ||
|  |       Benjamin Sobotta, Thijs van den Berg, Daryle Walker and Xiaogang Zhang<p> | ||
|  |         Distributed under the Boost Software License, Version 1.0. (See accompanying | ||
|  |         file LICENSE_1_0.txt or copy at <a href="http://www.boost.org/LICENSE_1_0.txt" target="_top">http://www.boost.org/LICENSE_1_0.txt</a>) | ||
|  |       </p> | ||
|  | </div></td> | ||
|  | </tr></table> | ||
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