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A first attempt for lgamma, using Lanczos' formula.
In general, this gives very good accuracy. As the tests show, there's one 
big problem area, namely when gamma(x) is close to +-1, so that lgamma(x) 
is close to 0. This happens for x ~ 1.0, x ~ 2.0, and various negative 
values of x (mathematically, lgamma(x) hits zero twice in each interval 
(n-1, n) for n <= -2). In that case the accuracy is still good in 
absolute terms (around 1e-15 absolute error), but terrible in ulp terms.
I think it's reasonable to allow an absolute error of a few times the 
machine epsilon in lgamma: for many uses, the lgamma result will be
exponentiated at some point (often after adding or subtracting other 
lgamma results), and at that point this absolute error just becomes a 
small relative error.