ASA245
Logarithm of Gamma Function

ASA245 is a MATLAB library, using double precision arithmetic, 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.

Related Data and Programs:

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

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

SLATEC is a FORTRAN90 library which evaluates many special functions.

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

TEST_VALUES is a FORTRAN90 library which contains sample values for a number of distributions.

TOMS291 is a FORTRAN77 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.