Implementation of the Logarithm of the Gamma function
Subject: Implementation of the Logarithm of the Gamma function
From: Raymond Toy
Date: Wed, 08 Oct 2008 15:36:01 -0400
Dieter Kaiser wrote:
> Some days ago I have reported some work on the implementation of the Incomplete
> Beta function. By the way I have recognized that for the numerical evaluation of
> the Beta function the transformation to the Gamma function is used:
>
> beta(a,b)=gamma(a)*gamma(b)/gamma(a+b).
>
> Especially for float arguments I think it is better to use the Logarithm of the
> Gamma function for evaluation:
>
> beta(a,b)=exp(gamma_log(a)+gamma_log(b)-gamma(a+b)).
Note that using logs reduces the accuracy of the result, especially for
large arguments that otherwise would have fit in a float.
Don't know if this really matters or not.
Ray