NAG Library Function Document

1Purpose

nag_incomplete_gamma (s14bac) computes values for the incomplete gamma functions $P\left(a,x\right)$ and $Q\left(a,x\right)$.

2Specification

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

3Description

nag_incomplete_gamma (s14bac) evaluates the incomplete gamma functions in the normalized form
 $Pa,x=1Γa ∫0xta-1e-tdt,$
 $Qa,x=1Γ a ∫x∞ta- 1e-t dt,$
with $x\ge 0$ and $a>0$, to a user-specified accuracy. With this normalization, $P\left(a,x\right)+Q\left(a,x\right)=1$.
Several methods are used to evaluate the functions depending on the arguments $a$ and $x$, the methods including Taylor expansion for $P\left(a,x\right)$, Legendre's continued fraction for $Q\left(a,x\right)$, and power series for $Q\left(a,x\right)$. When both $a$ and $x$ are large, and $a\simeq x$, the uniform asymptotic expansion of Temme (1987) is employed for greater efficiency – specifically, this expansion is used when $a\ge 20$ and $0.7a\le x\le 1.4a$.
Once either $P$ or $Q$ 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).
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

5Arguments

1:    $\mathbf{a}$doubleInput
On entry: the argument $a$ of the functions.
Constraint: ${\mathbf{a}}>0.0$.
2:    $\mathbf{x}$doubleInput
On entry: the argument $x$ of the functions.
Constraint: ${\mathbf{x}}\ge 0.0$.
3:    $\mathbf{tol}$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:    $\mathbf{p}$double *Output
5:    $\mathbf{q}$double *Output
On exit: the values of the functions $P\left(a,x\right)$ and $Q\left(a,x\right)$ respectively.
6:    $\mathbf{fail}$NagError *Input/Output
The NAG error argument (see Section 3.7 in How to Use the NAG Library and its Documentation).

6Error Indicators and Warnings

NE_ALG_NOT_CONV
Algorithm fails to terminate in $〈\mathit{\text{value}}〉$ iterations.
NE_ALLOC_FAIL
Dynamic memory allocation failed.
See Section 2.3.1.2 in How to Use the NAG Library and its Documentation for further information.
On entry, argument $〈\mathit{\text{value}}〉$ 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.
See Section 2.7.6 in How to Use the NAG Library and its Documentation for further information.
NE_NO_LICENCE
Your licence key may have expired or may not have been installed correctly.
See Section 2.7.5 in How to Use the NAG Library and its Documentation for further information.
NE_REAL_ARG_LE
On entry, ${\mathbf{a}}=〈\mathit{\text{value}}〉$.
Constraint: ${\mathbf{a}}>0.0$.
NE_REAL_ARG_LT
On entry, ${\mathbf{x}}=〈\mathit{\text{value}}〉$.
Constraint: ${\mathbf{x}}\ge 0.0$.

7Accuracy

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.

8Parallelism and Performance

nag_incomplete_gamma (s14bac) is not threaded in any implementation.

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 $x$.

10Example

This example reads values of the argument $a$ and $x$ from a file, evaluates the function and prints the results.

10.1Program Text

Program Text (s14bace.c)

10.2Program Data

Program Data (s14bace.d)

10.3Program Results

Program Results (s14bace.r)

© The Numerical Algorithms Group Ltd, Oxford, UK. 2017