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igam

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