vgamdev.cpp File Reference

(Last Changed on January 21, 2015 for git-revision 35e08d02d11c1256d9066e996ca5136d59b07b9a.)

#include <fvar.hpp>
#include <df32fun.h>

Go to the source code of this file.

Macros
#define	EPS   1.0e-9
#define	FPMIN   1.0e-30
#define	ITMAX   200

Functions
df3_two_variable	cumd_gamma (const df3_two_variable &x, const df3_two_variable &a)
dvariable	gamma_deviate (const prevariable &_x, const prevariable &_a)
static double	gammp (double a, double x)
static void	gcf (double &gammcf, double a, double x, double &gln)
	Incomplete gamma function. More...
static double	get_initial_u (double a, double y)
static void	gser (double &gamser, double a, double x, double &gln)
	Incomplete gamma function. More...
dvariable	inv_cumd_gamma (const prevariable &_y, const prevariable &_a)
double	Sn (double x, double a)

Macro Definition Documentation

#define EPS   1.0e-9

Definition at line 10 of file vgamdev.cpp.

#define FPMIN   1.0e-30

Definition at line 11 of file vgamdev.cpp.

#define ITMAX   200

Definition at line 8 of file vgamdev.cpp.

Function Documentation

df3_two_variable cumd_gamma	(	const df3_two_variable &	x,
		const df3_two_variable &	a
	)

Definition at line 142 of file df3gammp.cpp.

dvariable gamma_deviate	(	const prevariable &	_x,
		const prevariable &	_a
	)

Definition at line 19 of file vgamdev.cpp.

static double gammp ( double  a, double  x  )

static

Definition at line 34 of file vgamdev.cpp.

static void gcf ( double &  gammcf, double  a, double  x, double &  gln  )

static

Incomplete gamma function.

Continued fraction approximation.

The implementation of this algorithm was inspired by "Numerical Recipes in C", 2nd edition, Press, Teukolsky, Vetterling, Flannery, chapter 6

static double get_initial_u ( double  a, double  y  )

static

static void gser ( double &  gamser, double  a, double  x, double &  gln  )

static

Incomplete gamma function.

Series approximation.

The implementation of this algorithm was inspired by "Numerical Recipes in C", 2nd edition, Press, Teukolsky, Vetterling, Flannery, chapter 6

dvariable inv_cumd_gamma	(	const prevariable &	_y,
		const prevariable &	_a
	)

Definition at line 124 of file vgamdev.cpp.

double Sn	(	double	x,
		double	a
	)

Definition at line 178 of file vgamdev.cpp.

Referenced by get_initial_u().