org.deidentifier.arx.risk.Gamma.java Source code

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/*
 * ARX: Powerful Data Anonymization
 * Copyright 2012 - 2016 Fabian Prasser, Florian Kohlmayer and contributors
 * 
 * Licensed under the Apache License, Version 2.0 (the "License");
 * you may not use this file except in compliance with the License.
 * You may obtain a copy of the License at
 * 
 * http://www.apache.org/licenses/LICENSE-2.0
 * 
 * Unless required by applicable law or agreed to in writing, software
 * distributed under the License is distributed on an "AS IS" BASIS,
 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 * See the License for the specific language governing permissions and
 * limitations under the License.
 */
package org.deidentifier.arx.risk;

/**
 * Helper class containing approximations for the digamma and trigamma
 * functions.
 * 
 * @author Florian Kohlmayer
 * @author Fabian Prasser
 */
class Gamma {

    /** The Constant B10. */
    private final static double B10 = 5.0 / 66.0;

    /** The Constant B2. */
    private final static double B2 = 1.0 / 6.0;

    /** The Constant B4. */
    private final static double B4 = -1.0 / 30.0;

    /** The Constant B6. */
    private final static double B6 = 1.0 / 42.0;

    /** The Constant B8. */
    private final static double B8 = -1.0 / 30.0;

    /** The Constant DIGAMMA_1. */
    private final static double DIGAMMA_1 = -0.57721566490153286060651209008240243104215933593992d; // -digamma(1)
                                                                                                    // =
                                                                                                    // EulerMascheroni
                                                                                                    // constant

    /** The Constant LARGE_DIGAMMA. */
    private final static double LARGE_DIGAMMA = 12.0;

    /** The Constant LARGE_TRIGAMMA. */
    private final static double LARGE_TRIGAMMA = 8.0;

    /** The Constant S3. */
    private final static double S3 = 1.0 / 12.0;

    /** The Constant S4. */
    private final static double S4 = 1.0 / 120.0;

    /** The Constant S5. */
    private final static double S5 = 1.0 / 252.0;

    /** The Constant S6. */
    private final static double S6 = 1.0 / 240.0;

    /** The Constant S7. */
    private final static double S7 = 1.0 / 132.0;

    /** The Constant SMALL_DIGAMMA. */
    private final static double SMALL_DIGAMMA = 1e-6;

    /** The Constant SMALL_TRIGAMMA. */
    private final static double SMALL_TRIGAMMA = 1e-4;

    /** The Constant TETRAGAMMA_1. */
    private final static double TETRAGAMMA_1 = -2.0d * 1.202056903159594285399738161511449990764986292d; // -2
                                                                                                         // *
                                                                                                         // Zeta(3)
                                                                                                         // =
                                                                                                         // -2
                                                                                                         // *
                                                                                                         // Apry's
                                                                                                         // constant

    /** The Constant TRIGAMMA_1. */
    private final static double TRIGAMMA_1 = (StrictMath.PI * StrictMath.PI) / 6.0; // trigamma(1)
                                                                                    // =
                                                                                    // pi^2/6
                                                                                    // =
                                                                                    // Zeta(2)

    /**
     * Approximates the digamma function. Java port of the
     * "The Lightspeed Matlab toolbox" version 2.7 by Tom Minka see:
     * http://research.microsoft.com/en-us/um/people/minka/software/lightspeed/
     * 
     * @param x
     *            input value
     * @return approximation of digamma for x
     */
    static double digamma(double x) {

        /* Illegal arguments */
        if (Double.isInfinite(x) || Double.isNaN(x)) {
            return Double.NaN;
        }

        /* Singularities */
        if (x == 0.0d) {
            return Double.NEGATIVE_INFINITY;
        }

        /* Negative values */
        /*
         * Use the reflection formula (Jeffrey 11.1.6): digamma(-x) =
         * digamma(x+1) + pi*cot(pi*x)
         * 
         * This is related to the identity digamma(-x) = digamma(x+1) -
         * digamma(z) + digamma(1-z) where z is the fractional part of x For
         * example: digamma(-3.1) = 1/3.1 + 1/2.1 + 1/1.1 + 1/0.1 +
         * digamma(1-0.1) = digamma(4.1) - digamma(0.1) + digamma(1-0.1) Then we
         * use digamma(1-z) - digamma(z) = pi*cot(pi*z)
         */
        if (x < 0.0d) {
            return digamma(1.0d - x) + (StrictMath.PI / StrictMath.tan(-StrictMath.PI * x));
        }

        /* Use Taylor series if argument <= small */
        if (x <= SMALL_DIGAMMA) {
            return (DIGAMMA_1 - (1.0d / x)) + (TRIGAMMA_1 * x);
        }

        double result = 0.0d;
        /* Reduce to digamma(X + N) where (X + N) >= large */
        while (x < LARGE_DIGAMMA) {
            result -= 1.0d / x;
            x++;
        }

        /* Use de Moivre's expansion if argument >= C */
        /* This expansion can be computed in Maple via asympt(Psi(x),x) */
        if (x >= LARGE_DIGAMMA) {
            double r = 1.0d / x;
            result += StrictMath.log(x) - (0.5d * r);
            r *= r;
            result -= r * (S3 - (r * (S4 - (r * (S5 - (r * (S6 - (r * S7))))))));
        }

        return result;
    }

    /**
     * TODO: Implement
     * 
     * @param x
     * @return
     */
    static double gamma(double x) {
        return org.apache.commons.math3.special.Gamma.gamma(x);
    }

    /**
     * TODO: Implement
     * 
     * @param x
     * @return
     */
    static double logGamma(double x) {
        return org.apache.commons.math3.special.Gamma.logGamma(x);
    }

    /**
     * Approximates the trigamma function. Java port of the
     * "The Lightspeed Matlab toolbox" version 2.7 by Tom Minka see:
     * http://research.microsoft.com/en-us/um/people/minka/software/lightspeed/
     * 
     * @param x
     *            input value
     * @return approximation of trigamma for x
     */
    static double trigamma(double x) {
        /* Illegal arguments */
        if (Double.isInfinite(x) || Double.isNaN(x)) {
            return Double.NaN;
        }

        /* Singularities */
        if (x == 0.0d) {
            return Double.NEGATIVE_INFINITY;
        }

        /* Negative values */
        /*
         * Use the derivative of the digamma reflection formula: -trigamma(-x) =
         * trigamma(x+1) - (pi*csc(pi*x))^2
         */
        if (x < 0.0d) {
            double r = StrictMath.PI / StrictMath.sin(-StrictMath.PI * x);
            return -trigamma(1.0d - x) + (r * r);
        }

        /* Use Taylor series if argument <= small */
        if (x <= SMALL_TRIGAMMA) {
            return (1.0d / (x * x)) + TRIGAMMA_1 + (TETRAGAMMA_1 * x);
        }

        double result = 0.0d;
        /* Reduce to trigamma(x+n) where ( X + N ) >= B */
        while (x < LARGE_TRIGAMMA) {
            result += 1.0d / (x * x);
            x++;
        }

        /* Apply asymptotic formula when X >= B */
        /* This expansion can be computed in Maple via asympt(Psi(1,x),x) */
        if (x >= LARGE_DIGAMMA) {
            double r = 1.0d / (x * x);
            result += (0.5d * r) + ((1.0d + (r * (B2 + (r * (B4 + (r * (B6 + (r * (B8 + (r * B10)))))))))) / x);
        }
        return result;
    }

}