Search All of the Math Forum:

Views expressed in these public forums are not endorsed by NCTM or The Math Forum.

Notice: We are no longer accepting new posts, but the forums will continue to be readable.

Topic: Inverse gamma function
Replies: 1   Last Post: Nov 4, 2001 11:52 PM

 Messages: [ Previous | Next ]
 David W. Cantrell Posts: 3,395 Registered: 12/3/04
Inverse gamma function
Posted: Oct 25, 2001 1:30 AM

An approximation of the inverse of the gamma function is presented.
The approximation is sufficiently accurate that it allows the inverse
of the (discrete) factorial function to be expressed precisely.

to which there were no responses, regarding the inverse of the gamma
function.

Let k denote the positive zero of the digamma function, approximately
1.461632 . For x >= k, Gamma(x) is strictly increasing. Thus, restricting
its domain accordingly, the inverse is a function. Perhaps this should be
called the principal branch of the inverse of gamma. It is certainly the
most interesting, and obtaining a good asymptotic approximation for it
will be our main concern. We will eventually comment on the other
branches; until then, it should be assumed that we are dealing with
Gamma(x) for x >= k and its inverse.

Near the end of my recent sci.math article "23 kt. asymptotic expansion
for gamma function", I presented a nice approximation for the gamma
function:

Sqrt(2*pi)*((x-1/2)/e)^(x-1/2) - c

where c = Sqrt(2*pi)/e - Gamma(k), approximately 0.036534 .

This approximation of gamma is precisely invertible in terms of a well
studied function; presumably, such cannot be said for the well know
approximation Sqrt(2*pi/x)*(x/e)^x. The principal branch of the Lambert
W function will be used. [Those unfamiliar with this function may consult

for details if necessary. Briefly, it is the inverse of the function
x*e^x.] Letting L(x) = ln((x+c)/Sqrt(2*pi)), the inverse of my gamma
approximation is

ApproxInvGamma or AIG(x) = L(x) / W(L(x) / e) + 1/2.

For large x, this gives a good approximation of the inverse of the gamma
function. In the table below, I have chosen x = Gamma(N) = (N-1)! for
various integer N purely for convenience, so that precise inverses are
immediately obvious.

N AIG((N-1)!) Rel. error
2 2.02 0.01
5 4.995 -0.001
10 9.998 -0.0002
20 19.9993 -0.00004

At the endpoint of the domain, we have AIG(Gamma(k)) = 1.50063,
giving the approximation's worst |relative error| = 0.02668 . It should
also be noted that the approximation's error itself, not just relative
error, approaches 0 as x increases without bound. [Needless to say, such
a strong statement cannot be made about the error in the approximation
used here for the gamma function itself!]

A precise inverse for the factorial function N! for positive integer N can
now be given by simply rounding to the nearest integer (since errors are
sufficiently small -- less than 1/2 being all that was required):

InvFact(x) = Round(AIG(x)) - 1 for x = N!

As an example,
InvFact(24) = Round(AIG(24)) - 1 = Round(4.995) - 1 = 5 - 1 = 4.

Asymptotic approximations for branches of the inverse of gamma other
than the principal branch will now be considered briefly. For nonpositive
integers n, let k_n denote the smallest zero of the digamma function
greater than n. Then, for negative n, considering that Gamma(x) restricted
to [ k_n, k_(n+1) ] is one-to-one, it has an inverse function, which we
will call the n branch of the inverse of gamma; also, noting that k_0 = k,
we separately define the 0 branch to be the previously discussed principal
branch. (Apologies if my numbering of branches contravenes some well
established system of which I am unaware!)

Nice _algebraic_ asymptotic approximations can be obtained fairly
easily for all nonprincipal branches. (For all nonpositive n, the gamma
function has a simple pole at n.) For example, for the -1 branch, the
function 1/(g+x), where g is the Euler gamma constant (approximately
0.577216), works well when |x| is large.

x InvGamma_(-1)(x) 1/(g+x) error |relative error|
-100 -0.010059 -0.010058 0.000001 0.0001
-10 -0.1075 -0.1061 0.0014 0.013
1 1 0.634 -0.366 0.366
10 0.0953 0.0945 -0.0008 0.008
100 0.009944 0.009943 -0.000001 0.0001

The middle entry was included to show that such a simple approximation,
not surprisingly, performs poorly near an endpoint of the domain.
Algebraic approximations, involving square or cube roots, which perform
far better near endpoints of the domain, as well as asymptotically, can
also be derived fairly easily.

For all other branches, the simplest nice asymptotic approximations are
rational functions having both numerator and denominator of degree 1. As
examples: For the -2 branch, we have the approximation (2-g+x)/(g-1-x),
and for the -3 branch, 4(g-2+2x)/(3-2g-4x).

Finally, as almost just a curiosity:
Previously, for the Lambert W function, we used only its principal branch.
However, if its other real branch is also used when obtaining the inverse
of my gamma approximation, then AIG(x) = L(x) / W(L(x) / e) + 1/2 becomes
bivalued close to the endpoint of its domain, now approximating part of the
-1 branch of the inverse of gamma, as well as all of its principal branch.
Although the approximation of that part of the -1 branch is poor, it is
sufficiently accurate so that InvFact(x) = Round(AIG(x)) - 1 now gives the
precise inverse relation of N! for integer N >= 0, with bivalued InvFact(1)
being 0 or 1.

David W. Cantrell

David W. Cantrell <DWCantrell@sigmaxi.org> wrote:
> Anonymous <anonymous@anonymous.anonymous> wrote:
> > "Jeremy Price" <drjeremyphd@spam.home.com> wrote in message
> > news://Az6x7.103487\$QK.59321764@news1.sttln1.wa.home.com...

> > > Yes, that was suppose to be the gamma function.
> > > How do you find the inverse of it?

> >
> > Try a sketch of the gamma function, especially also on the -ve axis.
> > Should give you some indication on part of the problem. However, even
> > after restricting the domain, I don't think you can find a nice
> > expression for the inverse, if that is what you are looking for.

>
> Related questions seem to occur fairly often in math newsgroups.
> In my article at
> ,
> I give, without proof, a possible inverse for the (discrete) factorial
> function N! (for N >=1).
>
> I would be interested in knowing of results, including approximations,
> concerning the inverse of gamma (with its domain restricted so that the
> inverse is a function). Surely such an inverse has already been
> investigated substantially.
>
> Regards,
> David Cantrell

--
Usenet Newsgroup Service

Date Subject Author
10/25/01 David W. Cantrell
11/4/01 David W. Cantrell