Sébastien Brisard created MATH-849:
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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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