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From Sébastien Brisard (JIRA) <j...@apache.org>
Subject [jira] [Created] (MATH-849) Precision improvement in class Gamma
Date Mon, 20 Aug 2012 03:38:38 GMT
Sébastien Brisard created MATH-849:
--------------------------------------

             Summary: Precision improvement in class Gamma
                 Key: MATH-849
                 URL: https://issues.apache.org/jira/browse/MATH-849
             Project: Commons Math
          Issue Type: Improvement
            Reporter: Sébastien Brisard
            Assignee: Sébastien Brisard
            Priority: Minor
             Fix For: 3.1


New unit tests (see below) show that (on the set of values tested) the current accuracy of
{{Gamma.logGamma(double)}} is about 130 ulps.

The [NSWC Library of Mathematical Functions|http://www.dtic.mil/docs/citations/ADA476840]
proposes an implementation of this function with much higher accuracy: on the same set of
values, the error goes down to about 3 ulps.

This library is available [here|http://www.ualberta.ca/CNS/RESEARCH/Software/NumericalNSWC/site.html],
and is license-free [see this thread|http://markmail.org/thread/fg4y4dfdnfty5hov]. It is proposed
to port this implementation in Commons-Math. This in turn could lead to a resolution of MATH-738.

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