📄 igami.c
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/* igami() * * Inverse of complemented imcomplete gamma integral * * * * SYNOPSIS: * * double a, x, p, igami(); * * x = igami( a, p ); * * DESCRIPTION: * * Given p, the function finds x such that * * igamc( a, x ) = p. * * Starting with the approximate value * * 3 * x = a t * * where * * t = 1 - d - ndtri(p) sqrt(d) * * and * * d = 1/9a, * * the routine performs up to 10 Newton iterations to find the * root of igamc(a,x) - p = 0. * * ACCURACY: * * Tested at random a, p in the intervals indicated. * * a p Relative error: * arithmetic domain domain # trials peak rms * IEEE 0.5,100 0,0.5 100000 1.0e-14 1.7e-15 * IEEE 0.01,0.5 0,0.5 100000 9.0e-14 3.4e-15 * IEEE 0.5,10000 0,0.5 20000 2.3e-13 3.8e-14 *//*Cephes Math Library Release 2.8: June, 2000Copyright 1984, 1987, 1995, 2000 by Stephen L. Moshier*/#include <math.h>extern double MACHEP, MAXNUM, MAXLOG, MINLOG;#ifdef ANSIPROTextern double igamc ( double, double );extern double ndtri ( double );extern double exp ( double );extern double fabs ( double );extern double log ( double );extern double sqrt ( double );extern double lgam ( double );#elsedouble igamc(), ndtri(), exp(), fabs(), log(), sqrt(), lgam();#endifdouble igami( a, y0 )double a, y0;{double x0, x1, x, yl, yh, y, d, lgm, dithresh;int i, dir;/* bound the solution */x0 = MAXNUM;yl = 0;x1 = 0;yh = 1.0;dithresh = 5.0 * MACHEP;/* approximation to inverse function */d = 1.0/(9.0*a);y = ( 1.0 - d - ndtri(y0) * sqrt(d) );x = a * y * y * y;lgm = lgam(a);for( i=0; i<10; i++ ) { if( x > x0 || x < x1 ) goto ihalve; y = igamc(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 - 1.0) * log(x) - x - lgm; if( d < -MAXLOG ) goto ihalve; d = -exp(d);/* compute the step to the next approximation of x */ d = (y - y0)/d; if( fabs(d/x) < MACHEP ) goto done; x = x - d; }/* Resort to interval halving if Newton iteration did not converge. */ihalve:d = 0.0625;if( x0 == MAXNUM ) { if( x <= 0.0 ) x = 1.0; while( x0 == MAXNUM ) { x = (1.0 + d) * x; y = igamc( a, x ); if( y < y0 ) { x0 = x; yl = y; break; } d = d + d; } }d = 0.5;dir = 0;for( i=0; i<400; i++ ) { x = x1 + d * (x0 - x1); y = igamc( a, x ); lgm = (x0 - x1)/(x1 + x0); if( fabs(lgm) < dithresh ) break; lgm = (y - y0)/y0; if( fabs(lgm) < dithresh ) break; if( x <= 0.0 ) break; if( y >= y0 ) { x1 = x; yh = y; if( dir < 0 ) { dir = 0; d = 0.5; } else if( dir > 1 ) d = 0.5 * d + 0.5; else d = (y0 - yl)/(yh - yl); dir += 1; } else { x0 = x; yl = y; if( dir > 0 ) { dir = 0; d = 0.5; } else if( dir < -1 ) d = 0.5 * d; else d = (y0 - yl)/(yh - yl); dir -= 1; } }if( x == 0.0 ) mtherr( "igami", UNDERFLOW );done:return( x );}
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