NAG Library Function Document

nag_incomplete_gamma (s14bac)

+− Contents

1 Purpose

2 Specification

3 Description

4 References

5 Arguments

6 Error Indicators and Warnings

7 Accuracy

8 Parallelism and Performance

9 Further Comments

+− 10 Example

10.1 Program Text

10.2 Program Data

10.3 Program Results

1 Purpose

nag_incomplete_gamma (s14bac) computes values for the incomplete gamma functions

P (a, x)

and

Q (a, x)

2 Specification

#include <nag.h>

#include <nags.h>

void	nag_incomplete_gamma (double a, double x, double tol, double p, double q, NagError *fail)

3 Description

nag_incomplete_gamma (s14bac) evaluates the incomplete gamma functions in the normalized form

P (a, x) = \frac{1}{Γ (a)} \int_{0}^{x} t^{a - 1} e^{- t} d t,

Q (a, x) = \frac{1}{Γ (a)} \int_{x}^{\infty} t^{a - 1} e^{- t} d t,

with

x \geq 0

and

a > 0

, to a user-specified accuracy. With this normalization,

P (a, x) + Q (a, x) = 1

Several methods are used to evaluate the functions depending on the arguments

a

and

x

, the methods including Taylor expansion for

P (a, x)

, Legendre's continued fraction for

Q (a, x)

, and power series for

Q (a, x)

. When both

a

and

x

are large, and

a ≃ x

, the uniform asymptotic expansion of Temme (1987) is employed for greater efficiency – specifically, this expansion is used when

a \geq 20

and

0.7 a \leq x \leq 1.4 a

Once either

P

Q

is computed, the other is obtained by subtraction from

1

. In order to avoid loss of relative precision in this subtraction, the smaller of

P

and

Q

is computed first.

This function is derived from the function GAM in Gautschi (1979b).

4 References

Gautschi W (1979a) A computational procedure for incomplete gamma functions ACM Trans. Math. Software 5 466–481

Gautschi W (1979b) Algorithm 542: Incomplete gamma functions ACM Trans. Math. Software 5 482–489

Temme N M (1987) On the computation of the incomplete gamma functions for large values of the parameters Algorithms for Approximation (eds J C Mason and M G Cox) Oxford University Press

5 Arguments

1: a – doubleInput: On entry: the argument $a$ of the functions.
Constraint: $a > 0.0$ .
2: x – doubleInput: On entry: the argument $x$ of the functions.
Constraint: $x \geq 0.0$ .
3: tol – doubleInput: On entry: the relative accuracy required by you in the results. If nag_incomplete_gamma (s14bac) is entered with tol greater than $1.0$ or less than machine precision, then the value of machine precision is used instead.
4: p – double *Output
5: q – double *Output: On exit: the values of the functions $P (a, x)$ and $Q (a, x)$ respectively.
6: fail – NagError *Input/Output: The NAG error argument (see Section 3.6 in the Essential Introduction).

6 Error Indicators and Warnings

NE_ALG_NOT_CONV: Algorithm fails to terminate in $⟨value⟩$ iterations.
NE_BAD_PARAM: On entry, argument $⟨value⟩$ had an illegal value.
NE_INTERNAL_ERROR: An internal error has occurred in this function. Check the function call and any array sizes. If the call is correct then please contact NAG for assistance.
NE_REAL_ARG_LE: On entry, $a = ⟨value⟩$ .
Constraint: $a > 0.0$ .
NE_REAL_ARG_LT: On entry, $x = ⟨value⟩$ .
Constraint: $x \geq 0.0$ .

7 Accuracy

There are rare occasions when the relative accuracy attained is somewhat less than that specified by argument tol. However, the error should never exceed more than one or two decimal places. Note also that there is a limit of

18

decimal places on the achievable accuracy, because constants in the function are given to this precision.

8 Parallelism and Performance

Not applicable.

9 Further Comments

The time taken for a call of nag_incomplete_gamma (s14bac) depends on the precision requested through tol, and also varies slightly with the input arguments

a

and

x

10 Example

This example reads values of the argument

a

and

x

from a file, evaluates the function and prints the results.

NAG Library Function Documentnag_incomplete_gamma (s14bac)