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// Copyright ©2016 The Gonum Authors. All rights reserved.
// Use of this source code is governed by a BSD-style
// license that can be found in the LICENSE file.
package mathext
import "math"
const (
logPi = 1.14472988584940017414342735135305871164729481 // http://oeis.org/A053510
)
// MvLgamma returns the log of the multivariate Gamma function. Dim
// must be greater than zero, and MvLgamma will return NaN if v < (dim-1)/2.
//
// See https://en.wikipedia.org/wiki/Multivariate_gamma_function for more
// information.
func MvLgamma(v float64, dim int) float64 {
if dim < 1 {
panic("mathext: negative dimension")
}
df := float64(dim)
if v < (df-1)*0.5 {
return math.NaN()
}
ans := df * (df - 1) * 0.25 * logPi
for i := 1; i <= dim; i++ {
lg, _ := math.Lgamma(v + float64(1-i)*0.5)
ans += lg
}
return ans
}
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