// Copyright ©2016 The Gonum Authors. All rights reserved. // Use of this source code is governed by a BSD-style // license that can be found in the LICENSE file. package mathext import "math" const ( logPi = 1.14472988584940017414342735135305871164729481 // http://oeis.org/A053510 ) // MvLgamma returns the log of the multivariate Gamma function. Dim // must be greater than zero, and MvLgamma will return NaN if v < (dim-1)/2. // // See https://en.wikipedia.org/wiki/Multivariate_gamma_function for more // information. func MvLgamma(v float64, dim int) float64 { if dim < 1 { panic("mathext: negative dimension") } df := float64(dim) if v < (df-1)*0.5 { return math.NaN() } ans := df * (df - 1) * 0.25 * logPi for i := 1; i <= dim; i++ { lg, _ := math.Lgamma(v + float64(1-i)*0.5) ans += lg } return ans }