gam-math 0.3.127

Hand-derived analytic-derivative jet/Taylor-tower machinery for the gam penalized-likelihood engine
Documentation
//! Scalar special-function primitives shared across the workspace.
//!
//! These are pure (`std`/`libm`-only) numeric kernels with no upward crate
//! dependencies, so they live in the lowest crate (`gam-math`) and can be
//! consumed by any term/basis/inference code without inducing an SCC edge.

/// Numerically stable `C(n,k) = n! / (k!·(n−k)!)` as `f64`.  Uses the
/// symmetry `C(n,k) = C(n, n−k)` to keep the loop count `min(k, n−k)`
/// and the multiplicative recurrence `C(n,j+1) = C(n,j)·(n−j)/(j+1)`,
/// avoiding the overflow of separate factorial evaluations.  Returns
/// `0.0` for `k > n` and exact integer results within `2^53`.
#[inline]
pub fn binomial_coefficient_f64(n: usize, k: usize) -> f64 {
    if k > n {
        return 0.0;
    }
    if k == 0 || k == n {
        return 1.0;
    }
    let k_eff = k.min(n - k);
    // Carry the recurrence in u128, not f64. At step `j` the running product
    // equals the integer `C(n, j)`, which is always divisible by the next
    // denominator `(j + 1)` (the partial product of `(j+1)` consecutive
    // integers `(n−j)…(n)` is divisible by `(j+1)!`), so each integer division
    // is exact and no rounding accumulates. The earlier all-`f64` recurrence
    // divided in floating point, where `(n−j)/(j+1)` is generally inexact, and
    // the drift pushed results off the true integer well below `2^53`
    // (e.g. `C(54,24)` came back one short). Converting the exact `u128` at the
    // end is bit-exact for every value at or below `2^53`.
    let mut num: u128 = 1;
    for j in 0..k_eff {
        match num.checked_mul((n - j) as u128) {
            Some(scaled) => num = scaled / (j as u128 + 1),
            None => {
                // The true coefficient overflows u128 — astronomically above
                // `2^53`, where the exactness contract no longer applies.
                // Finish the (now necessarily inexact) recurrence in f64.
                let mut out = num as f64;
                for jj in j..k_eff {
                    out = out * (n - jj) as f64 / (jj + 1) as f64;
                }
                return out;
            }
        }
    }
    num as f64
}

#[inline]
fn horner_polynomial(x: f64, coeffs: &[f64]) -> f64 {
    coeffs.iter().rev().fold(0.0, |acc, &c| acc * x + c)
}

/// Evaluate `(Σ_k coeffs[k]·x^k) · exp(−x)` without overflow.  For moderate
/// `x ≤ 600` uses Horner + `exp(−x)` directly; for very large `x` rewrites
/// `xᵈ · exp(−x) = exp(d·ln x − x)` and runs Horner in `1/x`, which keeps
/// both the polynomial sum and its multiplier inside double range.  Returns
/// `0.0` for non-finite `x` or empty `coeffs`.
#[inline]
pub fn stable_polynomial_times_exp_neg(x: f64, coeffs: &[f64]) -> f64 {
    if coeffs.is_empty() || !x.is_finite() {
        return 0.0;
    }
    // Below this argument `(-x).exp()` is still well-resolved, so the direct
    // Horner-times-exp form is both accurate and cheapest. Above it the factor
    // underflows toward zero and we switch to the convergent asymptotic tail
    // series to retain the leading significant digits.
    const DIRECT_EXP_SWITCH: f64 = 600.0;
    if x <= DIRECT_EXP_SWITCH {
        return horner_polynomial(x, coeffs) * (-x).exp();
    }

    let inv_x = x.recip();
    let mut tail = 0.0;
    for &c in coeffs {
        tail = tail * inv_x + c;
    }
    let degree = (coeffs.len() - 1) as f64;
    let scale = (degree * x.ln() - x).exp();
    scale * tail
}