Trigamma.java

/*
 * Licensed to the Apache Software Foundation (ASF) under one or more
 * contributor license agreements.  See the NOTICE file distributed with
 * this work for additional information regarding copyright ownership.
 * The ASF licenses this file to You 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.apache.commons.numbers.gamma;

/**
 * <a href="http://en.wikipedia.org/wiki/Trigamma_function">Trigamma function</a>.
 *
 * It is the derivative of the {@link Digamma digamma function}:
 * \( \psi_1(x) = \frac{d^2}{dx^2} (\ln \Gamma(x)) \).
 */
public final class Trigamma {
    /** C limit. */
    private static final double C_LIMIT = 49;

    /** S limit. */
    private static final double S_LIMIT = 1e-5;
    /** Fraction. */
    private static final double F_1_6 = 1d / 6;
    /** Fraction. */
    private static final double F_1_30 = 1d / 30;
    /** Fraction. */
    private static final double F_1_42 = 1d / 42;

    /** Private constructor. */
    private Trigamma() {
        // intentionally empty.
    }

    /**
     * Computes the trigamma function.
     *
     * @param x Argument.
     * @return trigamma(x) to within {@code 1e-8} relative or absolute error whichever is larger.
     */
    public static double value(double x) {
        if (!Double.isFinite(x)) {
            return x;
        }

        if (x > 0 && x <= S_LIMIT) {
            return 1 / (x * x);
        }

        double trigamma = 0;
        while (x < C_LIMIT) {
            trigamma += 1 / (x * x);
            x += 1;
        }

        final double inv = 1 / (x * x);
        //  1    1      1       1       1
        //  - + ---- + ---- - ----- + -----
        //  x      2      3       5       7
        //      2 x    6 x    30 x    42 x
        trigamma += 1 / x + inv / 2 + inv / x * (F_1_6 - inv * (F_1_30 + F_1_42 * inv));

        return trigamma;
    }
}