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