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cgamdev.cpp File Reference

(* $Id: cgamdev.cpp 1136 2013-08-05 19:40:39Z johnoel $)

This file deals with the Incomplete Gamma Functions of constant types. More...

#include <fvar.hpp>

Go to the source code of this file.

Defines

#define EPS   1.e-9
#define FPMIN   1.0e-30
#define ITMAX   100

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.
double get_initial_u (double a, double y)
void gser (double &gamser, double a, double x, double &gln)
 Incomplete gamma function.
double inv_cumd_gamma (double y, double a)
double Sn (double x, double a)

Detailed Description

This file deals with the Incomplete Gamma Functions of constant types.

Id:
cgamdev.cpp 1136 2013-08-05 19:40:39Z johnoel

Author: David Fournier Copyright (c) 2008-2012 Regents of the University of California 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.


Define Documentation

#define EPS   1.e-9

Definition at line 18 of file cgamdev.cpp.

#define FPMIN   1.0e-30

Definition at line 20 of file cgamdev.cpp.

Referenced by gcf().

#define ITMAX   100

Definition at line 17 of file cgamdev.cpp.

Referenced by gcf(), and gser().


Function Documentation

double cumd_gamma ( double  x,
double  a 
)

Definition at line 39 of file cgamdev.cpp.

Referenced by inv_cumd_gamma().

double gammp ( double  a,
double  x 
)

Definition at line 24 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 60 of file cgamdev.cpp.

Referenced by cumd_gamma(), and gammp().

static double get_initial_u ( double  a,
double  y 
)

Definition at line 176 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 93 of file cgamdev.cpp.

Referenced by cumd_gamma(), and gammp().

double inv_cumd_gamma ( double  y,
double  a 
)

Definition at line 125 of file cgamdev.cpp.

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

static double Sn ( double  x,
double  a 
)

Definition at line 152 of file cgamdev.cpp.

Referenced by get_initial_u().