uClibc now has a math library. muahahahaha!

 -Erik

1 files changed, 225 insertions, 0 deletions

diff --git a/libm/double/stdtr.c b/libm/double/stdtr.c
new file mode 100644
index 000000000..743e01704
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+++ b/libm/double/stdtr.c
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+/*							stdtr.c
+ *
+ *	Student's t distribution
+ *
+ *
+ *
+ * SYNOPSIS:
+ *
+ * double t, stdtr();
+ * short k;
+ *
+ * y = stdtr( k, t );
+ *
+ *
+ * DESCRIPTION:
+ *
+ * Computes the integral from minus infinity to t of the Student
+ * t distribution with integer k > 0 degrees of freedom:
+ *
+ *                                      t
+ *                                      -
+ *                                     | |
+ *              -                      |         2   -(k+1)/2
+ *             | ( (k+1)/2 )           |  (     x   )
+ *       ----------------------        |  ( 1 + --- )        dx
+ *                     -               |  (      k  )
+ *       sqrt( k pi ) | ( k/2 )        |
+ *                                   | |
+ *                                    -
+ *                                   -inf.
+ * 
+ * Relation to incomplete beta integral:
+ *
+ *        1 - stdtr(k,t) = 0.5 * incbet( k/2, 1/2, z )
+ * where
+ *        z = k/(k + t**2).
+ *
+ * For t < -2, this is the method of computation.  For higher t,
+ * a direct method is derived from integration by parts.
+ * Since the function is symmetric about t=0, the area under the
+ * right tail of the density is found by calling the function
+ * with -t instead of t.
+ * 
+ * ACCURACY:
+ *
+ * Tested at random 1 <= k <= 25.  The "domain" refers to t.
+ *                      Relative error:
+ * arithmetic   domain     # trials      peak         rms
+ *    IEEE     -100,-2      50000       5.9e-15     1.4e-15
+ *    IEEE     -2,100      500000       2.7e-15     4.9e-17
+ */
+
+/*							stdtri.c
+ *
+ *	Functional inverse of Student's t distribution
+ *
+ *
+ *
+ * SYNOPSIS:
+ *
+ * double p, t, stdtri();
+ * int k;
+ *
+ * t = stdtri( k, p );
+ *
+ *
+ * DESCRIPTION:
+ *
+ * Given probability p, finds the argument t such that stdtr(k,t)
+ * is equal to p.
+ * 
+ * ACCURACY:
+ *
+ * Tested at random 1 <= k <= 100.  The "domain" refers to p:
+ *                      Relative error:
+ * arithmetic   domain     # trials      peak         rms
+ *    IEEE    .001,.999     25000       5.7e-15     8.0e-16
+ *    IEEE    10^-6,.001    25000       2.0e-12     2.9e-14
+ */
+
+
+/*
+Cephes Math Library Release 2.8:  June, 2000
+Copyright 1984, 1987, 1995, 2000 by Stephen L. Moshier
+*/
+
+#include <math.h>
+
+extern double PI, MACHEP, MAXNUM;
+#ifdef ANSIPROT
+extern double sqrt ( double );
+extern double atan ( double );
+extern double incbet ( double, double, double );
+extern double incbi ( double, double, double );
+extern double fabs ( double );
+#else
+double sqrt(), atan(), incbet(), incbi(), fabs();
+#endif
+
+double stdtr( k, t )
+int k;
+double t;
+{
+double x, rk, z, f, tz, p, xsqk;
+int j;
+
+if( k <= 0 )
+	{
+	mtherr( "stdtr", DOMAIN );
+	return(0.0);
+	}
+
+if( t == 0 )
+	return( 0.5 );
+
+if( t < -2.0 )
+	{
+	rk = k;
+	z = rk / (rk + t * t);
+	p = 0.5 * incbet( 0.5*rk, 0.5, z );
+	return( p );
+	}
+
+/*	compute integral from -t to + t */
+
+if( t < 0 )
+	x = -t;
+else
+	x = t;
+
+rk = k;	/* degrees of freedom */
+z = 1.0 + ( x * x )/rk;
+
+/* test if k is odd or even */
+if( (k & 1) != 0)
+	{
+
+	/*	computation for odd k	*/
+
+	xsqk = x/sqrt(rk);
+	p = atan( xsqk );
+	if( k > 1 )
+		{
+		f = 1.0;
+		tz = 1.0;
+		j = 3;
+		while(  (j<=(k-2)) && ( (tz/f) > MACHEP )  )
+			{
+			tz *= (j-1)/( z * j );
+			f += tz;
+			j += 2;
+			}
+		p += f * xsqk/z;
+		}
+	p *= 2.0/PI;
+	}
+
+
+else
+	{
+
+	/*	computation for even k	*/
+
+	f = 1.0;
+	tz = 1.0;
+	j = 2;
+
+	while(  ( j <= (k-2) ) && ( (tz/f) > MACHEP )  )
+		{
+		tz *= (j - 1)/( z * j );
+		f += tz;
+		j += 2;
+		}
+	p = f * x/sqrt(z*rk);
+	}
+
+/*	common exit	*/
+
+
+if( t < 0 )
+	p = -p;	/* note destruction of relative accuracy */
+
+	p = 0.5 + 0.5 * p;
+return(p);
+}
+
+double stdtri( k, p )
+int k;
+double p;
+{
+double t, rk, z;
+int rflg;
+
+if( k <= 0 || p <= 0.0 || p >= 1.0 )
+	{
+	mtherr( "stdtri", DOMAIN );
+	return(0.0);
+	}
+
+rk = k;
+
+if( p > 0.25 && p < 0.75 )
+	{
+	if( p == 0.5 )
+		return( 0.0 );
+	z = 1.0 - 2.0 * p;
+	z = incbi( 0.5, 0.5*rk, fabs(z) );
+	t = sqrt( rk*z/(1.0-z) );
+	if( p < 0.5 )
+		t = -t;
+	return( t );
+	}
+rflg = -1;
+if( p >= 0.5)
+	{
+	p = 1.0 - p;
+	rflg = 1;
+	}
+z = incbi( 0.5*rk, 0.5, 2.0*p );
+
+if( MAXNUM * z < rk )
+	return(rflg* MAXNUM);
+t = sqrt( rk/z - rk );
+return( rflg * t );
+}