psi¶
Purpose¶
Computes the Psi (or Digamma) function.
Format¶
-
f =
psi
(z)¶ Parameters: z (NxK matrix) – data. z may be complex Returns: f (NxK matrix) – the Psi function computed at z.
Remarks¶
This program uses the analytical derivative of the log of the Lanczos series approximation for the Gamma function.
References¶
- Lanczos, SIAM JNA 1, 1964. pp. 86-96.
- Luke, ‘’The Special … approximations,’’ 1969 pp. 29-31.
- Luke, ‘’Algorithms … functions,’’ 1977.
- Spouge, SIAM JNA 31, 1994. pp. 931.
- Press, ‘’Numerical Recipes.’’
- Chang, ‘’Computation of special functions,’’ 1996.
- Original code by Paul Godfrey