mirror of
https://github.com/gonum/gonum.git
synced 2025-10-31 02:26:59 +08:00
33 lines
833 B
Go
33 lines
833 B
Go
// 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
|
|
}
|