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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, 2000
+Copyright 1985, 1987, 2000 by Stephen L. Moshier
+*/
+
+#include <math.h>
+#ifdef ANSIPROT
+extern 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 );
+#else
+double lgam(), exp(), log(), fabs(), igam(), igamc();
+#endif
+
+extern 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 );
+}