[ADMB Users] factln

dave fournier davef at otter-rsch.com
Wed Sep 11 10:57:42 PDT 2013


Has any one noticed small errors in double factln(double n) for small
values of n?
I'm getting the following for n = 0 ... 5
n    factn(n)        n!
0 -3.41362e-11  1
1 -7.81881e-11  1
2  0.693147  2
3  1.79176  6
4  3.17805  24
5  4.78749  120
Which seem to be incorrect for n=0 and n=1. The difference between 1e-11
is quite small but it turns out to make a difference after a
sufficiently long computation.

The algorithm depends on a series approximation for the log gamma
function. Perhaps arguments 0 and 1 should be treated a special cases?


another way to deal with this is to find out what the derivatives say 1 
and 2 of the
function are.  Then you can replace it with


    factn(x) = factn'(0)*x + 0.5* factn''(0)*x*x

which will probably suffice for say |x|<1.e-5

according this guy

    fact'(1) = -euler const.

    fact''(1) = (euler const)^2 + pi^2/6

http://scipp.ucsc.edu/~haber/ph116A/psifun_11.pdf



Cheers,



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