📄 igamil.c
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/* igamil() * * Inverse of complemented imcomplete gamma integral * * * * SYNOPSIS: * * long double a, x, y, igamil(); * * x = igamil( a, y ); * * * * DESCRIPTION: * * Given y, the function finds x such that * * igamc( a, x ) = y. * * Starting with the approximate value * * 3 * x = a t * * where * * t = 1 - d - ndtri(y) sqrt(d) * * and * * d = 1/9a, * * the routine performs up to 10 Newton iterations to find the * root of igamc(a,x) - y = 0. * * * ACCURACY: * * Tested for a ranging from 0.5 to 30 and x from 0 to 0.5. * * Relative error: * arithmetic domain # trials peak rms * DEC 0,0.5 3400 8.8e-16 1.3e-16 * IEEE 0,0.5 10000 1.1e-14 1.0e-15 * *//*Cephes Math Library Release 2.3: March, 1995Copyright 1984, 1995 by Stephen L. Moshier*/#include <math.h>extern long double MACHEPL, MAXNUML, MAXLOGL, MINLOGL;#ifdef ANSIPROTextern long double ndtril ( long double );extern long double expl ( long double );extern long double fabsl ( long double );extern long double logl ( long double );extern long double sqrtl ( long double );extern long double lgaml ( long double );extern long double igamcl ( long double, long double );#elselong double ndtril(), expl(), fabsl(), logl(), sqrtl(), lgaml();long double igamcl();#endiflong double igamil( a, y0 )long double a, y0;{long double x0, x1, x, yl, yh, y, d, lgm, dithresh;int i, dir;/* bound the solution */x0 = MAXNUML;yl = 0.0L;x1 = 0.0L;yh = 1.0L;dithresh = 4.0 * MACHEPL;/* approximation to inverse function */d = 1.0L/(9.0L*a);y = ( 1.0L - d - ndtril(y0) * sqrtl(d) );x = a * y * y * y;lgm = lgaml(a);for( i=0; i<10; i++ ) { if( x > x0 || x < x1 ) goto ihalve; y = igamcl(a,x); if( y < yl || y > yh ) goto ihalve; if( y < y0 ) { x0 = x; yl = y; } else { x1 = x; yh = y; }/* compute the derivative of the function at this point */ d = (a - 1.0L) * logl(x0) - x0 - lgm; if( d < -MAXLOGL ) goto ihalve; d = -expl(d);/* compute the step to the next approximation of x */ d = (y - y0)/d; x = x - d; if( i < 3 ) continue; if( fabsl(d/x) < dithresh ) goto done; }/* Resort to interval halving if Newton iteration did not converge. */ihalve:d = 0.0625L;if( x0 == MAXNUML ) { if( x <= 0.0L ) x = 1.0L; while( x0 == MAXNUML ) { x = (1.0L + d) * x; y = igamcl( a, x ); if( y < y0 ) { x0 = x; yl = y; break; } d = d + d; } }d = 0.5L;dir = 0;for( i=0; i<400; i++ ) { x = x1 + d * (x0 - x1); y = igamcl( a, x ); lgm = (x0 - x1)/(x1 + x0); if( fabsl(lgm) < dithresh ) break; lgm = (y - y0)/y0; if( fabsl(lgm) < dithresh ) break; if( x <= 0.0L ) break; if( y > y0 ) { x1 = x; yh = y; if( dir < 0 ) { dir = 0; d = 0.5L; } else if( dir > 1 ) d = 0.5L * d + 0.5L; else d = (y0 - yl)/(yh - yl); dir += 1; } else { x0 = x; yl = y; if( dir > 0 ) { dir = 0; d = 0.5L; } else if( dir < -1 ) d = 0.5L * d; else d = (y0 - yl)/(yh - yl); dir -= 1; } }if( x == 0.0L ) mtherr( "igamil", UNDERFLOW );done:return( x );}
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