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vgamdev.cpp File Reference

($Id: vgamdev.cpp 1935 2014-04-26 02:02:58Z johnoel $)

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

Go to the source code of this file.

Defines

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

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.
static double get_initial_u (double a, double y)
static void gser (double &gamser, double a, double x, double &gln)
 Incomplete gamma function.
dvariable inv_cumd_gamma (const prevariable &_y, const prevariable &_a)
static double Sn (double x, double a)

Define 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   100

Definition at line 8 of file vgamdev.cpp.


Function Documentation

Definition at line 146 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.

static double Sn ( double  x,
double  a 
) [static]