📄 igam.c
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/* igam.c * * Incomplete gamma integral * * * * SYNOPSIS: * * double a, x, y, igam(); * * y = igam( a, x ); * * DESCRIPTION: * * The function is defined by * * x * - * 1 | | -t a-1 * igam(a,x) = ----- | e t dt. * - | | * | (a) - * 0 * * * In this implementation both arguments must be positive. * The integral is evaluated by either a power series or * continued fraction expansion, depending on the relative * values of a and x. * * ACCURACY: * * Relative error: * arithmetic domain # trials peak rms * IEEE 0,30 200000 3.6e-14 2.9e-15 * IEEE 0,100 300000 9.9e-14 1.5e-14 *//* igamc() * * Complemented incomplete gamma integral * * * * SYNOPSIS: * * double a, x, y, igamc(); * * y = igamc( a, x ); * * DESCRIPTION: * * The function is defined by * * * igamc(a,x) = 1 - igam(a,x) * * inf. * - * 1 | | -t a-1 * = ----- | e t dt. * - | | * | (a) - * x * * * In this implementation both arguments must be positive. * The integral is evaluated by either a power series or * continued fraction expansion, depending on the relative * values of a and x. * * ACCURACY: * * Tested at random a, x. * a x Relative error: * arithmetic domain domain # trials peak rms * IEEE 0.5,100 0,100 200000 1.9e-14 1.7e-15 * IEEE 0.01,0.5 0,100 200000 1.4e-13 1.6e-15 *//*Cephes Math Library Release 2.8: June, 2000Copyright 1985, 1987, 2000 by Stephen L. Moshier*/#include <math.h>#ifdef ANSIPROTextern double lgam ( double );extern double exp ( double );extern double log ( double );extern double fabs ( double );extern double igam ( double, double );extern double igamc ( double, double );#elsedouble lgam(), exp(), log(), fabs(), igam(), igamc();#endifextern double MACHEP, MAXLOG;static double big = 4.503599627370496e15;static double biginv = 2.22044604925031308085e-16;double igamc( a, x )double a, x;{double ans, ax, c, yc, r, t, y, z;double pk, pkm1, pkm2, qk, qkm1, qkm2;if( (x <= 0) || ( a <= 0) ) return( 1.0 );if( (x < 1.0) || (x < a) ) return( 1.0 - igam(a,x) );ax = a * log(x) - x - lgam(a);if( ax < -MAXLOG ) { mtherr( "igamc", UNDERFLOW ); return( 0.0 ); }ax = exp(ax);/* continued fraction */y = 1.0 - a;z = x + y + 1.0;c = 0.0;pkm2 = 1.0;qkm2 = x;pkm1 = x + 1.0;qkm1 = z * x;ans = pkm1/qkm1;do { c += 1.0; y += 1.0; z += 2.0; yc = y * c; pk = pkm1 * z - pkm2 * yc; qk = qkm1 * z - qkm2 * yc; if( qk != 0 ) { r = pk/qk; t = fabs( (ans - r)/r ); ans = r; } else t = 1.0; pkm2 = pkm1; pkm1 = pk; qkm2 = qkm1; qkm1 = qk; if( fabs(pk) > big ) { pkm2 *= biginv; pkm1 *= biginv; qkm2 *= biginv; qkm1 *= biginv; } }while( t > MACHEP );return( ans * ax );}/* left tail of incomplete gamma function: * * inf. k * a -x - x * x e > ---------- * - - * k=0 | (a+k+1) * */double igam( a, x )double a, x;{double ans, ax, c, r;if( (x <= 0) || ( a <= 0) ) return( 0.0 );if( (x > 1.0) && (x > a ) ) return( 1.0 - igamc(a,x) );/* Compute x**a * exp(-x) / gamma(a) */ax = a * log(x) - x - lgam(a);if( ax < -MAXLOG ) { mtherr( "igam", UNDERFLOW ); return( 0.0 ); }ax = exp(ax);/* power series */r = a;c = 1.0;ans = 1.0;do { r += 1.0; c *= x/r; ans += c; }while( c/ans > MACHEP );return( ans * ax/a );}
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