ASA245
Logarithm of Gamma Function

ASA245 is a MATLAB library which evaluates the logarithm of the gamma function.

ASA245 is Applied Statistics Algorithm 245. Source code for many Applied Statistics Algorithms is available through STATLIB.

Licensing:

The computer code and data files described and made available on this web page are distributed under the GNU LGPL license.

Languages:

ASA245 is available in a C version and a C++ version and a FORTRAN77 version and a FORTRAN90 version and a MATLAB version.

Related Data and Programs:

FN, a MATLAB library which approximates elementary and special functions using Chebyshev polynomials, by Wayne Fullerton.

GSL, a C++ library which includes many routines for evaluating special functions.

SLATEC, a FORTRAN90 library which evaluates many special functions.

SPECFUN, a FORTRAN77 library which evaluates certain special functions using fitted data.

TEST_VALUES, a MATLAB library which contains sample values for a number of distributions.

TOMS291, a MATLAB library which evaluates the logarithm of the Gamma function.

Reference:

1. Cornelius Lanczos,
   A precision approximation of the gamma function,
   SIAM Journal on Numerical Analysis, B,
   Volume 1, 1964, pages 86-96.
2. Allan Mcleod,
   Algorithm AS 245: A Robust and Reliable Algorithm for the Logarithm of the Gamma Function,
   Applied Statistics,
   Volume 38, Number 2, 1989, pages 397-402.

Source Code:

• alngam.m computes the logarithm of the gamma function.
• gamma_log_values.m returns some values of the Log Gamma function.
• lngamma.m computes Log(Gamma(X)) using a Lanczos approximation.
• timestamp.m prints out the current YMDHMS date as a timestamp.

Examples and Tests:

• asa245_test.m, calls all the tests;
• asa245_test_output.txt, the output file.
• asa245_test01.m, tests ALNGAM;
• asa245_test02.m, tests LNGAMMA;

You can go up one level to the MATLAB source codes.