/* igaml.c * * Incomplete gamma integral * * * * SYNOPSIS: * * long double a, x, y, igaml(); * * y = igaml( 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 * DEC 0,30 4000 4.4e-15 6.3e-16 * IEEE 0,30 10000 3.6e-14 5.1e-15 * */ /* igamcl() * * Complemented incomplete gamma integral * * * * SYNOPSIS: * * long double a, x, y, igamcl(); * * y = igamcl( 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: * * Relative error: * arithmetic domain # trials peak rms * DEC 0,30 2000 2.7e-15 4.0e-16 * IEEE 0,30 60000 1.4e-12 6.3e-15 * */ /* Cephes Math Library Release 2.3: March, 1995 Copyright 1985, 1995 by Stephen L. Moshier */ #include #ifdef ANSIPROT extern long double lgaml ( long double ); extern long double expl ( long double ); extern long double logl ( long double ); extern long double fabsl ( long double ); extern long double gammal ( long double ); long double igaml ( long double, long double ); long double igamcl ( long double, long double ); #else long double lgaml(), expl(), logl(), fabsl(), igaml(), gammal(); long double igamcl(); #endif #define BIG 9.223372036854775808e18L #define MAXGAML 1755.455L extern long double MACHEPL, MINLOGL; long double igamcl( a, x ) long double a, x; { long double ans, c, yc, ax, y, z, r, t; long double pk, pkm1, pkm2, qk, qkm1, qkm2; if( (x <= 0.0L) || ( a <= 0.0L) ) return( 1.0L ); if( (x < 1.0L) || (x < a) ) return( 1.0L - igaml(a,x) ); ax = a * logl(x) - x - lgaml(a); if( ax < MINLOGL ) { mtherr( "igamcl", UNDERFLOW ); return( 0.0L ); } ax = expl(ax); /* continued fraction */ y = 1.0L - a; z = x + y + 1.0L; c = 0.0L; pkm2 = 1.0L; qkm2 = x; pkm1 = x + 1.0L; qkm1 = z * x; ans = pkm1/qkm1; do { c += 1.0L; y += 1.0L; z += 2.0L; yc = y * c; pk = pkm1 * z - pkm2 * yc; qk = qkm1 * z - qkm2 * yc; if( qk != 0.0L ) { r = pk/qk; t = fabsl( (ans - r)/r ); ans = r; } else t = 1.0L; pkm2 = pkm1; pkm1 = pk; qkm2 = qkm1; qkm1 = qk; if( fabsl(pk) > BIG ) { pkm2 /= BIG; pkm1 /= BIG; qkm2 /= BIG; qkm1 /= BIG; } } while( t > MACHEPL ); return( ans * ax ); } /* left tail of incomplete gamma function: * * inf. k * a -x - x * x e > ---------- * - - * k=0 | (a+k+1) * */ long double igaml( a, x ) long double a, x; { long double ans, ax, c, r; if( (x <= 0.0L) || ( a <= 0.0L) ) return( 0.0L ); if( (x > 1.0L) && (x > a ) ) return( 1.0L - igamcl(a,x) ); ax = a * logl(x) - x - lgaml(a); if( ax < MINLOGL ) { mtherr( "igaml", UNDERFLOW ); return( 0.0L ); } ax = expl(ax); /* power series */ r = a; c = 1.0L; ans = 1.0L; do { r += 1.0L; c *= x/r; ans += c; } while( c/ans > MACHEPL ); return( ans * ax/a ); }