cgamdev.cpp File Reference

(Last Changed on April 02, 2020 for git-revision f25d2ef1e384ea6bf9498371eb79b44f5e239d41.)

Functions to compute incomplete gamma. More...

#include <fvar.hpp>

Go to the source code of this file.

Macros
#define	EPS   1.e-9
#define	FPMIN   1.0e-30
#define	ITMAX   200

Functions
double	cumd_gamma (double x, double a)
double	gammp (double a, double x)
void	gcf (double &gammcf, double a, double x, double &gln)
	Incomplete gamma function. More...
double	get_initial_u (double a, double y)
void	gser (double &gamser, double a, double x, double &gln)
	Incomplete gamma function. More...
double	inv_cumd_gamma (double y, double a)
double	Sn (double x, double a)

Detailed Description

Functions to compute incomplete gamma.

Author

David Fournier

Copyright

Copyright (c) 2008-2012 Regents of the University of California

This file deals with the Incomplete Gamma Functions of constant types. All supporting mathematical functions required to compute the Inmomplete Gamma Function are included. They being: log gamma, and some polynomial evaluation functions.

Definition in file cgamdev.cpp.

Macro Definition Documentation

#define EPS   1.e-9

Definition at line 17 of file cgamdev.cpp.

#define FPMIN   1.0e-30

Definition at line 19 of file cgamdev.cpp.

Referenced by gcf().

#define ITMAX   200

Definition at line 16 of file cgamdev.cpp.

Referenced by gcf(), and gser().

Function Documentation

double cumd_gamma	(	double	x,
		double	a
	)

Definition at line 38 of file cgamdev.cpp.

Referenced by inv_cumd_gamma().

double gammp	(	double	a,
		double	x
	)

Definition at line 23 of file cgamdev.cpp.

Referenced by inv_cumd_gamma().

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

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

Definition at line 59 of file cgamdev.cpp.

Referenced by cumd_gamma(), and gammp().

static double get_initial_u	(	double	a,
		double	y
	)

Definition at line 151 of file cgamdev.cpp.

Referenced by inv_cumd_gamma().

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

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

Definition at line 92 of file cgamdev.cpp.

Referenced by cumd_gamma(), and gammp().

double inv_cumd_gamma	(	double	y,
		double	a
	)

Definition at line 124 of file cgamdev.cpp.

Referenced by gamma_deviate(), inv_cumd_gamma(), and norm_to_gamma().

double Sn	(	double	x,
		double	a
	)

Definition at line 178 of file vgamdev.cpp.

Referenced by get_initial_u().