Implement special function log incomplete gamma function #1346
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@jzmaddock I've tried to add error checking and the promotion boilerplate based on your comment #1338 (comment). Does this look okay for a start? |
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Thanks @JacobHass8 that looks good to me. BTW the separation between lgamma_incomplete_imp_final and lgamma_incomplete_imp shouldn't be needed in this case: that was a hack Matt introduced for some functions to workaround the lack of recursion support in some GPU contexts, but there's no recursion here, so we should be good :) Some tests and docs and hopefully this should be good to go! Thanks for this. |
What file should I put the tests in, |
| // | ||
| // Check that lgamma_q returns correct values | ||
| // | ||
| BOOST_CHECK_CLOSE(::boost::math::lgamma_q(static_cast<T>(5), static_cast<T>(100)), static_cast<T>(log(1.6139305336977304790405739225035685228527400976549e-37L)), tolerance); | ||
| BOOST_CHECK_CLOSE(::boost::math::lgamma_q(static_cast<T>(22.5), static_cast<T>(2000)), static_cast<T>(-1883.4897732037716195918619632721L), tolerance * 10); // calculated via mpmath | ||
| BOOST_CHECK_CLOSE(::boost::math::lgamma_q(static_cast<T>(501.2), static_cast<T>(2000)), static_cast<T>(-810.31461624182202285737730562687L), tolerance * 10); // calculated via mpmath |
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I used one test case that was previously checked for gamma_q. I also added two more examples that I calculated using mpmath in python which supports arbitrary precision. Are there any other tests that I should implement?
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Implementation of log incomplete gamma function using asymptotic approximations where the incomplete gamma function underflows. See #1173 and #1338.