Re: Fastest code for Gamma function

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Article #6561

#6561

From: T.S. Lim
Date: Sun, 07 May 2000 00:00

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In article <fGNQ4.51301$WF.2761743@bgtnsc04-news.ops.worldnet.att.net>, 
leowood@worldnet.att.net says...
>
>Hi all --
>
>I need to compute the gamma probability density function  g(x;a,b)=C(a,b)
>x**(a-1) exp(-x/b) on the order of 10**10 calls (on many different
>occasions) and thus would like to use the FASTEST algorithm available.  It
>must also be double precision with 14 or 15 decimal places of accuracy.
>Advice/coded FORTRAN solutions greatly appreciated.  Other language
>solutions also welcome, if the speed and accuracy is achieved.
>
>Thanks, Leonard


The usual algorithm Statistics people use is the routine in Applied 
Statistics (available at Statlib http://lib.stat.cmu.edu). No idea how fast 
it's for your purpose.

-- 
T.S. Lim
lim@recursive-partitioning.com
www.Recursive-Partitioning.com
______________________________________________________________________
Get paid to write a review! http://recursive-partitioning.epinions.com

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From: nospam@NOSPAM.recursive-partitioning.com (T.S. Lim)
Subject: Re: Fastest code for Gamma function
Date: 2000/05/07
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