Article View: comp.lang.fortran
Article #6562Re: Fastest code for Gamma function
From: Andrej Panjkov
Date: Mon, 08 May 2000 00:00
Date: Mon, 08 May 2000 00:00
40 lines
2950 bytes
2950 bytes
Leonard Howell wrote: > > 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 Some older refs, which may be useful as starting points for citation searches: DiDonato AR and Morris, AH, Computation of the incomplete gamma function ratios and their inverses, ACM Trans MathSoftware 12 1986 pp 377 - 393 Kuki, H, Complex Gamma Function with Error Control, Comm ACM 15 (1972) pp 262-267 Spira R, Calculation of the Gamma Function by Stirling's formula, Math Comp 25 (1971) pp 317 - 322 I got these from the venerable NSWC Library of Mtahematical Subroutines manual. -- !--------------------------------------------------------------------------! ! Dr Andrej Panjkov, Analyst/Programmer ! ! Numerical Modelling Project, Coal Mine Engineering Group ! ! CSIRO Division of Exploration and Mining ! ! Queensland Centre for Advanced Technologies Tel: +61 7 3212 4693 ! ! PO Box 883, Kenmore (Brisbane), Fax: +61 7 3212 4455 ! ! Queensland, Australia, 4069 Mobile: 0417 551 435 ! !--------------------------------------------------------------------------! ! Andrej.Panjkov@dem.csiro.au A.Panjkov@uq.net.au ! !--------------------------------------------------------------------------! ! This email is formatted for 76 character displays, using fixed fonts. ! !--------------------------------------------------------------------------!
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X-Google-Language: ENGLISH,ASCII-7-bit X-Google-Thread: 10d632,8bad7910b3fe0dc6 X-Google-Attributes: gid10d632,public X-Google-Thread: 104500,8bad7910b3fe0dc6 X-Google-Attributes: gid104500,public X-Google-Thread: 1094ba,8bad7910b3fe0dc6 X-Google-Attributes: gid1094ba,public From: Andrej Panjkov <Andrej.Panjkov@dem.csiro.au> Subject: Re: Fastest code for Gamma function Date: 2000/05/08 Message-ID: <39160647.C17FEC12@dem.csiro.au> X-Deja-AN: 620462638 Content-Transfer-Encoding: 7bit References: <fGNQ4.51301$WF.2761743@bgtnsc04-news.ops.worldnet.att.net> To: Leonard Howell <leowood@worldnet.att.net> X-Accept-Language: en Content-Type: text/plain; charset=us-ascii X-Complaints-To: usenet@news.cat.csiro.au X-Trace: news.cat.csiro.au 957744712 25875 140.253.20.55 (8 May 2000 00:11:52 GMT) Organization: CSIRO Division of Exploration and Mining Mime-Version: 1.0 NNTP-Posting-Date: 8 May 2000 00:11:52 GMT Newsgroups: comp.lang.fortran,computer42.statistik,sci.stat.math