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24</div>
25<div class="section">
26<div class="titlepage"><div><div><h3 class="title">
27<a name="math_toolkit.sf_gamma.igamma"></a><a class="link" href="igamma.html" title="Incomplete Gamma Functions">Incomplete Gamma Functions</a>
28</h3></div></div></div>
29<h5>
30<a name="math_toolkit.sf_gamma.igamma.h0"></a>
31        <span class="phrase"><a name="math_toolkit.sf_gamma.igamma.synopsis"></a></span><a class="link" href="igamma.html#math_toolkit.sf_gamma.igamma.synopsis">Synopsis</a>
32      </h5>
33<pre class="programlisting"><span class="preprocessor">#include</span> <span class="special">&lt;</span><span class="identifier">boost</span><span class="special">/</span><span class="identifier">math</span><span class="special">/</span><span class="identifier">special_functions</span><span class="special">/</span><span class="identifier">gamma</span><span class="special">.</span><span class="identifier">hpp</span><span class="special">&gt;</span>
34</pre>
35<pre class="programlisting"><span class="keyword">namespace</span> <span class="identifier">boost</span><span class="special">{</span> <span class="keyword">namespace</span> <span class="identifier">math</span><span class="special">{</span>
36
37<span class="keyword">template</span> <span class="special">&lt;</span><span class="keyword">class</span> <span class="identifier">T1</span><span class="special">,</span> <span class="keyword">class</span> <span class="identifier">T2</span><span class="special">&gt;</span>
38<a class="link" href="../result_type.html" title="Calculation of the Type of the Result"><span class="emphasis"><em>calculated-result-type</em></span></a> <span class="identifier">gamma_p</span><span class="special">(</span><span class="identifier">T1</span> <span class="identifier">a</span><span class="special">,</span> <span class="identifier">T2</span> <span class="identifier">z</span><span class="special">);</span>
39
40<span class="keyword">template</span> <span class="special">&lt;</span><span class="keyword">class</span> <span class="identifier">T1</span><span class="special">,</span> <span class="keyword">class</span> <span class="identifier">T2</span><span class="special">,</span> <span class="keyword">class</span> <a class="link" href="../../policy.html" title="Chapter 21. Policies: Controlling Precision, Error Handling etc">Policy</a><span class="special">&gt;</span>
41<a class="link" href="../result_type.html" title="Calculation of the Type of the Result"><span class="emphasis"><em>calculated-result-type</em></span></a> <span class="identifier">gamma_p</span><span class="special">(</span><span class="identifier">T1</span> <span class="identifier">a</span><span class="special">,</span> <span class="identifier">T2</span> <span class="identifier">z</span><span class="special">,</span> <span class="keyword">const</span> <a class="link" href="../../policy.html" title="Chapter 21. Policies: Controlling Precision, Error Handling etc">Policy</a><span class="special">&amp;);</span>
42
43<span class="keyword">template</span> <span class="special">&lt;</span><span class="keyword">class</span> <span class="identifier">T1</span><span class="special">,</span> <span class="keyword">class</span> <span class="identifier">T2</span><span class="special">&gt;</span>
44<a class="link" href="../result_type.html" title="Calculation of the Type of the Result"><span class="emphasis"><em>calculated-result-type</em></span></a> <span class="identifier">gamma_q</span><span class="special">(</span><span class="identifier">T1</span> <span class="identifier">a</span><span class="special">,</span> <span class="identifier">T2</span> <span class="identifier">z</span><span class="special">);</span>
45
46<span class="keyword">template</span> <span class="special">&lt;</span><span class="keyword">class</span> <span class="identifier">T1</span><span class="special">,</span> <span class="keyword">class</span> <span class="identifier">T2</span><span class="special">,</span> <span class="keyword">class</span> <a class="link" href="../../policy.html" title="Chapter 21. Policies: Controlling Precision, Error Handling etc">Policy</a><span class="special">&gt;</span>
47<a class="link" href="../result_type.html" title="Calculation of the Type of the Result"><span class="emphasis"><em>calculated-result-type</em></span></a> <span class="identifier">gamma_q</span><span class="special">(</span><span class="identifier">T1</span> <span class="identifier">a</span><span class="special">,</span> <span class="identifier">T2</span> <span class="identifier">z</span><span class="special">,</span> <span class="keyword">const</span> <a class="link" href="../../policy.html" title="Chapter 21. Policies: Controlling Precision, Error Handling etc">Policy</a><span class="special">&amp;);</span>
48
49<span class="keyword">template</span> <span class="special">&lt;</span><span class="keyword">class</span> <span class="identifier">T1</span><span class="special">,</span> <span class="keyword">class</span> <span class="identifier">T2</span><span class="special">&gt;</span>
50<a class="link" href="../result_type.html" title="Calculation of the Type of the Result"><span class="emphasis"><em>calculated-result-type</em></span></a> <span class="identifier">tgamma_lower</span><span class="special">(</span><span class="identifier">T1</span> <span class="identifier">a</span><span class="special">,</span> <span class="identifier">T2</span> <span class="identifier">z</span><span class="special">);</span>
51
52<span class="keyword">template</span> <span class="special">&lt;</span><span class="keyword">class</span> <span class="identifier">T1</span><span class="special">,</span> <span class="keyword">class</span> <span class="identifier">T2</span><span class="special">,</span> <span class="keyword">class</span> <a class="link" href="../../policy.html" title="Chapter 21. Policies: Controlling Precision, Error Handling etc">Policy</a><span class="special">&gt;</span>
53<a class="link" href="../result_type.html" title="Calculation of the Type of the Result"><span class="emphasis"><em>calculated-result-type</em></span></a> <span class="identifier">tgamma_lower</span><span class="special">(</span><span class="identifier">T1</span> <span class="identifier">a</span><span class="special">,</span> <span class="identifier">T2</span> <span class="identifier">z</span><span class="special">,</span> <span class="keyword">const</span> <a class="link" href="../../policy.html" title="Chapter 21. Policies: Controlling Precision, Error Handling etc">Policy</a><span class="special">&amp;);</span>
54
55<span class="keyword">template</span> <span class="special">&lt;</span><span class="keyword">class</span> <span class="identifier">T1</span><span class="special">,</span> <span class="keyword">class</span> <span class="identifier">T2</span><span class="special">&gt;</span>
56<a class="link" href="../result_type.html" title="Calculation of the Type of the Result"><span class="emphasis"><em>calculated-result-type</em></span></a> <span class="identifier">tgamma</span><span class="special">(</span><span class="identifier">T1</span> <span class="identifier">a</span><span class="special">,</span> <span class="identifier">T2</span> <span class="identifier">z</span><span class="special">);</span>
57
58<span class="keyword">template</span> <span class="special">&lt;</span><span class="keyword">class</span> <span class="identifier">T1</span><span class="special">,</span> <span class="keyword">class</span> <span class="identifier">T2</span><span class="special">,</span> <span class="keyword">class</span> <a class="link" href="../../policy.html" title="Chapter 21. Policies: Controlling Precision, Error Handling etc">Policy</a><span class="special">&gt;</span>
59<a class="link" href="../result_type.html" title="Calculation of the Type of the Result"><span class="emphasis"><em>calculated-result-type</em></span></a> <span class="identifier">tgamma</span><span class="special">(</span><span class="identifier">T1</span> <span class="identifier">a</span><span class="special">,</span> <span class="identifier">T2</span> <span class="identifier">z</span><span class="special">,</span> <span class="keyword">const</span> <a class="link" href="../../policy.html" title="Chapter 21. Policies: Controlling Precision, Error Handling etc">Policy</a><span class="special">&amp;);</span>
60
61<span class="special">}}</span> <span class="comment">// namespaces</span>
62</pre>
63<h5>
64<a name="math_toolkit.sf_gamma.igamma.h1"></a>
65        <span class="phrase"><a name="math_toolkit.sf_gamma.igamma.description"></a></span><a class="link" href="igamma.html#math_toolkit.sf_gamma.igamma.description">Description</a>
66      </h5>
67<p>
68        There are four <a href="http://mathworld.wolfram.com/IncompleteGammaFunction.html" target="_top">incomplete
69        gamma functions</a>: two are normalised versions (also known as <span class="emphasis"><em>regularized</em></span>
70        incomplete gamma functions) that return values in the range [0, 1], and two
71        are non-normalised and return values in the range [0, Γ(a)]. Users interested
72        in statistical applications should use the <a href="http://mathworld.wolfram.com/RegularizedGammaFunction.html" target="_top">normalised
73        versions (<code class="computeroutput"><span class="identifier">gamma_p</span></code> and <code class="computeroutput"><span class="identifier">gamma_q</span></code>)</a>.
74      </p>
75<p>
76        All of these functions require <span class="emphasis"><em>a &gt; 0</em></span> and <span class="emphasis"><em>z
77        &gt;= 0</em></span>, otherwise they return the result of <a class="link" href="../error_handling.html#math_toolkit.error_handling.domain_error">domain_error</a>.
78      </p>
79<p>
80        The final <a class="link" href="../../policy.html" title="Chapter 21. Policies: Controlling Precision, Error Handling etc">Policy</a> argument is optional and can
81        be used to control the behaviour of the function: how it handles errors,
82        what level of precision to use etc. Refer to the <a class="link" href="../../policy.html" title="Chapter 21. Policies: Controlling Precision, Error Handling etc">policy
83        documentation for more details</a>.
84      </p>
85<p>
86        The return type of these functions is computed using the <a class="link" href="../result_type.html" title="Calculation of the Type of the Result"><span class="emphasis"><em>result
87        type calculation rules</em></span></a> when T1 and T2 are different types,
88        otherwise the return type is simply T1.
89      </p>
90<pre class="programlisting"><span class="keyword">template</span> <span class="special">&lt;</span><span class="keyword">class</span> <span class="identifier">T1</span><span class="special">,</span> <span class="keyword">class</span> <span class="identifier">T2</span><span class="special">&gt;</span>
91<a class="link" href="../result_type.html" title="Calculation of the Type of the Result"><span class="emphasis"><em>calculated-result-type</em></span></a> <span class="identifier">gamma_p</span><span class="special">(</span><span class="identifier">T1</span> <span class="identifier">a</span><span class="special">,</span> <span class="identifier">T2</span> <span class="identifier">z</span><span class="special">);</span>
92
93<span class="keyword">template</span> <span class="special">&lt;</span><span class="keyword">class</span> <span class="identifier">T1</span><span class="special">,</span> <span class="keyword">class</span> <span class="identifier">T2</span><span class="special">,</span> <span class="keyword">class</span> <span class="identifier">Policy</span><span class="special">&gt;</span>
94<a class="link" href="../result_type.html" title="Calculation of the Type of the Result"><span class="emphasis"><em>calculated-result-type</em></span></a> <span class="identifier">gamma_p</span><span class="special">(</span><span class="identifier">T1</span> <span class="identifier">a</span><span class="special">,</span> <span class="identifier">T2</span> <span class="identifier">z</span><span class="special">,</span> <span class="keyword">const</span> <a class="link" href="../../policy.html" title="Chapter 21. Policies: Controlling Precision, Error Handling etc">Policy</a><span class="special">&amp;);</span>
95</pre>
96<p>
97        Returns the normalised lower incomplete gamma function of a and z:
98      </p>
99<div class="blockquote"><blockquote class="blockquote"><p>
100          <span class="inlinemediaobject"><img src="../../../equations/igamma4.svg"></span>
101
102        </p></blockquote></div>
103<p>
104        This function changes rapidly from 0 to 1 around the point z == a:
105      </p>
106<div class="blockquote"><blockquote class="blockquote"><p>
107          <span class="inlinemediaobject"><img src="../../../graphs/gamma_p.svg" align="middle"></span>
108
109        </p></blockquote></div>
110<pre class="programlisting"><span class="keyword">template</span> <span class="special">&lt;</span><span class="keyword">class</span> <span class="identifier">T1</span><span class="special">,</span> <span class="keyword">class</span> <span class="identifier">T2</span><span class="special">&gt;</span>
111<a class="link" href="../result_type.html" title="Calculation of the Type of the Result"><span class="emphasis"><em>calculated-result-type</em></span></a> <span class="identifier">gamma_q</span><span class="special">(</span><span class="identifier">T1</span> <span class="identifier">a</span><span class="special">,</span> <span class="identifier">T2</span> <span class="identifier">z</span><span class="special">);</span>
112
113<span class="keyword">template</span> <span class="special">&lt;</span><span class="keyword">class</span> <span class="identifier">T1</span><span class="special">,</span> <span class="keyword">class</span> <span class="identifier">T2</span><span class="special">,</span> <span class="keyword">class</span> <a class="link" href="../../policy.html" title="Chapter 21. Policies: Controlling Precision, Error Handling etc">Policy</a><span class="special">&gt;</span>
114<a class="link" href="../result_type.html" title="Calculation of the Type of the Result"><span class="emphasis"><em>calculated-result-type</em></span></a> <span class="identifier">gamma_q</span><span class="special">(</span><span class="identifier">T1</span> <span class="identifier">a</span><span class="special">,</span> <span class="identifier">T2</span> <span class="identifier">z</span><span class="special">,</span> <span class="keyword">const</span> <a class="link" href="../../policy.html" title="Chapter 21. Policies: Controlling Precision, Error Handling etc">Policy</a><span class="special">&amp;);</span>
115</pre>
116<p>
117        Returns the normalised upper incomplete gamma function of a and z:
118      </p>
119<div class="blockquote"><blockquote class="blockquote"><p>
120          <span class="inlinemediaobject"><img src="../../../equations/igamma3.svg"></span>
121
122        </p></blockquote></div>
123<p>
124        This function changes rapidly from 1 to 0 around the point z == a:
125      </p>
126<div class="blockquote"><blockquote class="blockquote"><p>
127          <span class="inlinemediaobject"><img src="../../../graphs/gamma_q.svg" align="middle"></span>
128
129        </p></blockquote></div>
130<pre class="programlisting"><span class="keyword">template</span> <span class="special">&lt;</span><span class="keyword">class</span> <span class="identifier">T1</span><span class="special">,</span> <span class="keyword">class</span> <span class="identifier">T2</span><span class="special">&gt;</span>
131<a class="link" href="../result_type.html" title="Calculation of the Type of the Result"><span class="emphasis"><em>calculated-result-type</em></span></a> <span class="identifier">tgamma_lower</span><span class="special">(</span><span class="identifier">T1</span> <span class="identifier">a</span><span class="special">,</span> <span class="identifier">T2</span> <span class="identifier">z</span><span class="special">);</span>
132
133<span class="keyword">template</span> <span class="special">&lt;</span><span class="keyword">class</span> <span class="identifier">T1</span><span class="special">,</span> <span class="keyword">class</span> <span class="identifier">T2</span><span class="special">,</span> <span class="keyword">class</span> <a class="link" href="../../policy.html" title="Chapter 21. Policies: Controlling Precision, Error Handling etc">Policy</a><span class="special">&gt;</span>
134<a class="link" href="../result_type.html" title="Calculation of the Type of the Result"><span class="emphasis"><em>calculated-result-type</em></span></a> <span class="identifier">tgamma_lower</span><span class="special">(</span><span class="identifier">T1</span> <span class="identifier">a</span><span class="special">,</span> <span class="identifier">T2</span> <span class="identifier">z</span><span class="special">,</span> <span class="keyword">const</span> <a class="link" href="../../policy.html" title="Chapter 21. Policies: Controlling Precision, Error Handling etc">Policy</a><span class="special">&amp;);</span>
135</pre>
136<p>
137        Returns the full (non-normalised) lower incomplete gamma function of a and
138        z:
139      </p>
140<div class="blockquote"><blockquote class="blockquote"><p>
141          <span class="inlinemediaobject"><img src="../../../equations/igamma2.svg"></span>
142
143        </p></blockquote></div>
144<pre class="programlisting"><span class="keyword">template</span> <span class="special">&lt;</span><span class="keyword">class</span> <span class="identifier">T1</span><span class="special">,</span> <span class="keyword">class</span> <span class="identifier">T2</span><span class="special">&gt;</span>
145<a class="link" href="../result_type.html" title="Calculation of the Type of the Result"><span class="emphasis"><em>calculated-result-type</em></span></a> <span class="identifier">tgamma</span><span class="special">(</span><span class="identifier">T1</span> <span class="identifier">a</span><span class="special">,</span> <span class="identifier">T2</span> <span class="identifier">z</span><span class="special">);</span>
146
147<span class="keyword">template</span> <span class="special">&lt;</span><span class="keyword">class</span> <span class="identifier">T1</span><span class="special">,</span> <span class="keyword">class</span> <span class="identifier">T2</span><span class="special">,</span> <span class="keyword">class</span> <a class="link" href="../../policy.html" title="Chapter 21. Policies: Controlling Precision, Error Handling etc">Policy</a><span class="special">&gt;</span>
148<a class="link" href="../result_type.html" title="Calculation of the Type of the Result"><span class="emphasis"><em>calculated-result-type</em></span></a> <span class="identifier">tgamma</span><span class="special">(</span><span class="identifier">T1</span> <span class="identifier">a</span><span class="special">,</span> <span class="identifier">T2</span> <span class="identifier">z</span><span class="special">,</span> <span class="keyword">const</span> <a class="link" href="../../policy.html" title="Chapter 21. Policies: Controlling Precision, Error Handling etc">Policy</a><span class="special">&amp;);</span>
149</pre>
150<p>
151        Returns the full (non-normalised) upper incomplete gamma function of a and
152        z:
153      </p>
154<div class="blockquote"><blockquote class="blockquote"><p>
155          <span class="inlinemediaobject"><img src="../../../equations/igamma1.svg"></span>
156
157        </p></blockquote></div>
158<h5>
159<a name="math_toolkit.sf_gamma.igamma.h2"></a>
160        <span class="phrase"><a name="math_toolkit.sf_gamma.igamma.accuracy"></a></span><a class="link" href="igamma.html#math_toolkit.sf_gamma.igamma.accuracy">Accuracy</a>
161      </h5>
162<p>
163        The following tables give peak and mean relative errors in over various domains
164        of a and z, along with comparisons to the <a href="http://www.gnu.org/software/gsl/" target="_top">GSL-1.9</a>
165        and <a href="http://www.netlib.org/cephes/" target="_top">Cephes</a> libraries.
166        Note that only results for the widest floating-point type on the system are
167        given as narrower types have <a class="link" href="../relative_error.html#math_toolkit.relative_error.zero_error">effectively
168        zero error</a>.
169      </p>
170<p>
171        Note that errors grow as <span class="emphasis"><em>a</em></span> grows larger.
172      </p>
173<p>
174        Note also that the higher error rates for the 80 and 128 bit long double
175        results are somewhat misleading: expected results that are zero at 64-bit
176        double precision may be non-zero - but exceptionally small - with the larger
177        exponent range of a long double. These results therefore reflect the more
178        extreme nature of the tests conducted for these types.
179      </p>
180<p>
181        All values are in units of epsilon.
182      </p>
183<div class="table">
184<a name="math_toolkit.sf_gamma.igamma.table_gamma_p"></a><p class="title"><b>Table 8.9. Error rates for gamma_p</b></p>
185<div class="table-contents"><table class="table" summary="Error rates for gamma_p">
186<colgroup>
187<col>
188<col>
189<col>
190<col>
191<col>
192</colgroup>
193<thead><tr>
194<th>
195              </th>
196<th>
197                <p>
198                  GNU C++ version 7.1.0<br> linux<br> double
199                </p>
200              </th>
201<th>
202                <p>
203                  GNU C++ version 7.1.0<br> linux<br> long double
204                </p>
205              </th>
206<th>
207                <p>
208                  Sun compiler version 0x5150<br> Sun Solaris<br> long double
209                </p>
210              </th>
211<th>
212                <p>
213                  Microsoft Visual C++ version 14.1<br> Win32<br> double
214                </p>
215              </th>
216</tr></thead>
217<tbody>
218<tr>
219<td>
220                <p>
221                  tgamma(a, z) medium values
222                </p>
223              </td>
224<td>
225                <p>
226                  <span class="blue">Max = 0.955ε (Mean = 0.05ε)</span><br> <br>
227                  (<span class="emphasis"><em>GSL 2.1:</em></span> Max = 342ε (Mean = 45.8ε))<br> (<span class="emphasis"><em>Rmath
228                  3.2.3:</em></span> Max = 389ε (Mean = 44ε))
229                </p>
230              </td>
231<td>
232                <p>
233                  <span class="blue">Max = 41.6ε (Mean = 8.09ε)</span>
234                </p>
235              </td>
236<td>
237                <p>
238                  <span class="blue">Max = 239ε (Mean = 30.2ε)</span>
239                </p>
240              </td>
241<td>
242                <p>
243                  <span class="blue">Max = 35.1ε (Mean = 6.98ε)</span>
244                </p>
245              </td>
246</tr>
247<tr>
248<td>
249                <p>
250                  tgamma(a, z) small values
251                </p>
252              </td>
253<td>
254                <p>
255                  <span class="blue">Max = 0ε (Mean = 0ε)</span><br> <br> (<span class="emphasis"><em>GSL
256                  2.1:</em></span> Max = 4.82ε (Mean = 0.758ε))<br> (<span class="emphasis"><em>Rmath
257                  3.2.3:</em></span> Max = 1.01ε (Mean = 0.306ε))
258                </p>
259              </td>
260<td>
261                <p>
262                  <span class="blue">Max = 2ε (Mean = 0.464ε)</span>
263                </p>
264              </td>
265<td>
266                <p>
267                  <span class="blue">Max = 2ε (Mean = 0.461ε)</span>
268                </p>
269              </td>
270<td>
271                <p>
272                  <span class="blue">Max = 1.54ε (Mean = 0.439ε)</span>
273                </p>
274              </td>
275</tr>
276<tr>
277<td>
278                <p>
279                  tgamma(a, z) large values
280                </p>
281              </td>
282<td>
283                <p>
284                  <span class="blue">Max = 0ε (Mean = 0ε)</span><br> <br> (<span class="emphasis"><em>GSL
285                  2.1:</em></span> Max = 1.02e+03ε (Mean = 105ε))<br> (<span class="emphasis"><em>Rmath
286                  3.2.3:</em></span> Max = 1.11e+03ε (Mean = 67.5ε))
287                </p>
288              </td>
289<td>
290                <p>
291                  <span class="blue">Max = 3.08e+04ε (Mean = 1.86e+03ε)</span>
292                </p>
293              </td>
294<td>
295                <p>
296                  <span class="blue">Max = 3.02e+04ε (Mean = 1.91e+03ε)</span>
297                </p>
298              </td>
299<td>
300                <p>
301                  <span class="blue">Max = 243ε (Mean = 20.2ε)</span>
302                </p>
303              </td>
304</tr>
305<tr>
306<td>
307                <p>
308                  tgamma(a, z) integer and half integer values
309                </p>
310              </td>
311<td>
312                <p>
313                  <span class="blue">Max = 0ε (Mean = 0ε)</span><br> <br> (<span class="emphasis"><em>GSL
314                  2.1:</em></span> Max = 128ε (Mean = 22.6ε))<br> (<span class="emphasis"><em>Rmath
315                  3.2.3:</em></span> Max = 66.2ε (Mean = 12.2ε))
316                </p>
317              </td>
318<td>
319                <p>
320                  <span class="blue">Max = 11.8ε (Mean = 2.66ε)</span>
321                </p>
322              </td>
323<td>
324                <p>
325                  <span class="blue">Max = 71.6ε (Mean = 9.47ε)</span>
326                </p>
327              </td>
328<td>
329                <p>
330                  <span class="blue">Max = 13ε (Mean = 2.97ε)</span>
331                </p>
332              </td>
333</tr>
334</tbody>
335</table></div>
336</div>
337<br class="table-break"><div class="table">
338<a name="math_toolkit.sf_gamma.igamma.table_gamma_q"></a><p class="title"><b>Table 8.10. Error rates for gamma_q</b></p>
339<div class="table-contents"><table class="table" summary="Error rates for gamma_q">
340<colgroup>
341<col>
342<col>
343<col>
344<col>
345<col>
346</colgroup>
347<thead><tr>
348<th>
349              </th>
350<th>
351                <p>
352                  GNU C++ version 7.1.0<br> linux<br> double
353                </p>
354              </th>
355<th>
356                <p>
357                  GNU C++ version 7.1.0<br> linux<br> long double
358                </p>
359              </th>
360<th>
361                <p>
362                  Sun compiler version 0x5150<br> Sun Solaris<br> long double
363                </p>
364              </th>
365<th>
366                <p>
367                  Microsoft Visual C++ version 14.1<br> Win32<br> double
368                </p>
369              </th>
370</tr></thead>
371<tbody>
372<tr>
373<td>
374                <p>
375                  tgamma(a, z) medium values
376                </p>
377              </td>
378<td>
379                <p>
380                  <span class="blue">Max = 0.927ε (Mean = 0.035ε)</span><br> <br>
381                  (<span class="emphasis"><em>GSL 2.1:</em></span> Max = 201ε (Mean = 13.5ε))<br> (<span class="emphasis"><em>Rmath
382                  3.2.3:</em></span> Max = 131ε (Mean = 12.7ε))
383                </p>
384              </td>
385<td>
386                <p>
387                  <span class="blue">Max = 32.3ε (Mean = 6.61ε)</span>
388                </p>
389              </td>
390<td>
391                <p>
392                  <span class="blue">Max = 199ε (Mean = 26.6ε)</span>
393                </p>
394              </td>
395<td>
396                <p>
397                  <span class="blue">Max = 23.7ε (Mean = 4ε)</span>
398                </p>
399              </td>
400</tr>
401<tr>
402<td>
403                <p>
404                  tgamma(a, z) small values
405                </p>
406              </td>
407<td>
408                <p>
409                  <span class="blue">Max = 0ε (Mean = 0ε)</span><br> <br> (<span class="emphasis"><em>GSL
410                  2.1:</em></span> <span class="red">Max = 1.38e+10ε (Mean = 1.05e+09ε))</span><br>
411                  (<span class="emphasis"><em>Rmath 3.2.3:</em></span> Max = 65.6ε (Mean = 11ε))
412                </p>
413              </td>
414<td>
415                <p>
416                  <span class="blue">Max = 2.45ε (Mean = 0.885ε)</span>
417                </p>
418              </td>
419<td>
420                <p>
421                  <span class="blue">Max = 2.45ε (Mean = 0.819ε)</span>
422                </p>
423              </td>
424<td>
425                <p>
426                  <span class="blue">Max = 2.26ε (Mean = 0.74ε)</span>
427                </p>
428              </td>
429</tr>
430<tr>
431<td>
432                <p>
433                  tgamma(a, z) large values
434                </p>
435              </td>
436<td>
437                <p>
438                  <span class="blue">Max = 0ε (Mean = 0ε)</span><br> <br> (<span class="emphasis"><em>GSL
439                  2.1:</em></span> Max = 2.71e+04ε (Mean = 2.16e+03ε))<br> (<span class="emphasis"><em>Rmath
440                  3.2.3:</em></span> Max = 1.02e+03ε (Mean = 62.7ε))
441                </p>
442              </td>
443<td>
444                <p>
445                  <span class="blue">Max = 6.82e+03ε (Mean = 414ε)</span>
446                </p>
447              </td>
448<td>
449                <p>
450                  <span class="blue">Max = 1.15e+04ε (Mean = 733ε)</span>
451                </p>
452              </td>
453<td>
454                <p>
455                  <span class="blue">Max = 469ε (Mean = 31.5ε)</span>
456                </p>
457              </td>
458</tr>
459<tr>
460<td>
461                <p>
462                  tgamma(a, z) integer and half integer values
463                </p>
464              </td>
465<td>
466                <p>
467                  <span class="blue">Max = 0ε (Mean = 0ε)</span><br> <br> (<span class="emphasis"><em>GSL
468                  2.1:</em></span> Max = 118ε (Mean = 12.5ε))<br> (<span class="emphasis"><em>Rmath
469                  3.2.3:</em></span> Max = 138ε (Mean = 16.9ε))
470                </p>
471              </td>
472<td>
473                <p>
474                  <span class="blue">Max = 11.1ε (Mean = 2.07ε)</span>
475                </p>
476              </td>
477<td>
478                <p>
479                  <span class="blue">Max = 54.7ε (Mean = 6.16ε)</span>
480                </p>
481              </td>
482<td>
483                <p>
484                  <span class="blue">Max = 8.72ε (Mean = 1.48ε)</span>
485                </p>
486              </td>
487</tr>
488</tbody>
489</table></div>
490</div>
491<br class="table-break"><div class="table">
492<a name="math_toolkit.sf_gamma.igamma.table_tgamma_lower"></a><p class="title"><b>Table 8.11. Error rates for tgamma_lower</b></p>
493<div class="table-contents"><table class="table" summary="Error rates for tgamma_lower">
494<colgroup>
495<col>
496<col>
497<col>
498<col>
499<col>
500</colgroup>
501<thead><tr>
502<th>
503              </th>
504<th>
505                <p>
506                  GNU C++ version 7.1.0<br> linux<br> double
507                </p>
508              </th>
509<th>
510                <p>
511                  GNU C++ version 7.1.0<br> linux<br> long double
512                </p>
513              </th>
514<th>
515                <p>
516                  Sun compiler version 0x5150<br> Sun Solaris<br> long double
517                </p>
518              </th>
519<th>
520                <p>
521                  Microsoft Visual C++ version 14.1<br> Win32<br> double
522                </p>
523              </th>
524</tr></thead>
525<tbody>
526<tr>
527<td>
528                <p>
529                  tgamma(a, z) medium values
530                </p>
531              </td>
532<td>
533                <p>
534                  <span class="blue">Max = 0.833ε (Mean = 0.0315ε)</span><br>
535                  <br> (<span class="emphasis"><em>GSL 2.1:</em></span> Max = 0.833ε (Mean = 0.0315ε))
536                </p>
537              </td>
538<td>
539                <p>
540                  <span class="blue">Max = 6.79ε (Mean = 1.46ε)</span>
541                </p>
542              </td>
543<td>
544                <p>
545                  <span class="blue">Max = 363ε (Mean = 63.8ε)</span>
546                </p>
547              </td>
548<td>
549                <p>
550                  <span class="blue">Max = 5.62ε (Mean = 1.49ε)</span>
551                </p>
552              </td>
553</tr>
554<tr>
555<td>
556                <p>
557                  tgamma(a, z) small values
558                </p>
559              </td>
560<td>
561                <p>
562                  <span class="blue">Max = 0ε (Mean = 0ε)</span><br> <br> (<span class="emphasis"><em>GSL
563                  2.1:</em></span> Max = 0ε (Mean = 0ε))
564                </p>
565              </td>
566<td>
567                <p>
568                  <span class="blue">Max = 1.97ε (Mean = 0.555ε)</span>
569                </p>
570              </td>
571<td>
572                <p>
573                  <span class="blue">Max = 1.97ε (Mean = 0.558ε)</span>
574                </p>
575              </td>
576<td>
577                <p>
578                  <span class="blue">Max = 1.57ε (Mean = 0.525ε)</span>
579                </p>
580              </td>
581</tr>
582<tr>
583<td>
584                <p>
585                  tgamma(a, z) integer and half integer values
586                </p>
587              </td>
588<td>
589                <p>
590                  <span class="blue">Max = 0ε (Mean = 0ε)</span><br> <br> (<span class="emphasis"><em>GSL
591                  2.1:</em></span> Max = 0ε (Mean = 0ε))
592                </p>
593              </td>
594<td>
595                <p>
596                  <span class="blue">Max = 4.83ε (Mean = 1.15ε)</span>
597                </p>
598              </td>
599<td>
600                <p>
601                  <span class="blue">Max = 84.7ε (Mean = 17.5ε)</span>
602                </p>
603              </td>
604<td>
605                <p>
606                  <span class="blue">Max = 2.69ε (Mean = 0.849ε)</span>
607                </p>
608              </td>
609</tr>
610</tbody>
611</table></div>
612</div>
613<br class="table-break"><div class="table">
614<a name="math_toolkit.sf_gamma.igamma.table_tgamma_incomplete_"></a><p class="title"><b>Table 8.12. Error rates for tgamma (incomplete)</b></p>
615<div class="table-contents"><table class="table" summary="Error rates for tgamma (incomplete)">
616<colgroup>
617<col>
618<col>
619<col>
620<col>
621<col>
622</colgroup>
623<thead><tr>
624<th>
625              </th>
626<th>
627                <p>
628                  GNU C++ version 7.1.0<br> linux<br> double
629                </p>
630              </th>
631<th>
632                <p>
633                  GNU C++ version 7.1.0<br> linux<br> long double
634                </p>
635              </th>
636<th>
637                <p>
638                  Sun compiler version 0x5150<br> Sun Solaris<br> long double
639                </p>
640              </th>
641<th>
642                <p>
643                  Microsoft Visual C++ version 14.1<br> Win32<br> double
644                </p>
645              </th>
646</tr></thead>
647<tbody>
648<tr>
649<td>
650                <p>
651                  tgamma(a, z) medium values
652                </p>
653              </td>
654<td>
655                <p>
656                  <span class="blue">Max = 0ε (Mean = 0ε)</span><br> <br> (<span class="emphasis"><em>GSL
657                  2.1:</em></span> Max = 200ε (Mean = 13.3ε))
658                </p>
659              </td>
660<td>
661                <p>
662                  <span class="blue">Max = 8.47ε (Mean = 1.9ε)</span>
663                </p>
664              </td>
665<td>
666                <p>
667                  <span class="blue">Max = 412ε (Mean = 95.5ε)</span>
668                </p>
669              </td>
670<td>
671                <p>
672                  <span class="blue">Max = 8.14ε (Mean = 1.76ε)</span>
673                </p>
674              </td>
675</tr>
676<tr>
677<td>
678                <p>
679                  tgamma(a, z) small values
680                </p>
681              </td>
682<td>
683                <p>
684                  <span class="blue">Max = 0.753ε (Mean = 0.0474ε)</span><br>
685                  <br> (<span class="emphasis"><em>GSL 2.1:</em></span> <span class="red">Max =
686                  1.38e+10ε (Mean = 1.05e+09ε))</span>
687                </p>
688              </td>
689<td>
690                <p>
691                  <span class="blue">Max = 2.31ε (Mean = 0.775ε)</span>
692                </p>
693              </td>
694<td>
695                <p>
696                  <span class="blue">Max = 2.13ε (Mean = 0.717ε)</span>
697                </p>
698              </td>
699<td>
700                <p>
701                  <span class="blue">Max = 2.53ε (Mean = 0.66ε)</span>
702                </p>
703              </td>
704</tr>
705<tr>
706<td>
707                <p>
708                  tgamma(a, z) integer and half integer values
709                </p>
710              </td>
711<td>
712                <p>
713                  <span class="blue">Max = 0ε (Mean = 0ε)</span><br> <br> (<span class="emphasis"><em>GSL
714                  2.1:</em></span> Max = 117ε (Mean = 12.5ε))
715                </p>
716              </td>
717<td>
718                <p>
719                  <span class="blue">Max = 5.52ε (Mean = 1.48ε)</span>
720                </p>
721              </td>
722<td>
723                <p>
724                  <span class="blue">Max = 79.6ε (Mean = 20.9ε)</span>
725                </p>
726              </td>
727<td>
728                <p>
729                  <span class="blue">Max = 5.16ε (Mean = 1.33ε)</span>
730                </p>
731              </td>
732</tr>
733</tbody>
734</table></div>
735</div>
736<br class="table-break"><h5>
737<a name="math_toolkit.sf_gamma.igamma.h3"></a>
738        <span class="phrase"><a name="math_toolkit.sf_gamma.igamma.testing"></a></span><a class="link" href="igamma.html#math_toolkit.sf_gamma.igamma.testing">Testing</a>
739      </h5>
740<p>
741        There are two sets of tests: spot tests compare values taken from <a href="http://functions.wolfram.com/GammaBetaErf/" target="_top">Mathworld's online evaluator</a>
742        with this implementation to perform a basic "sanity check". Accuracy
743        tests use data generated at very high precision (using NTL's RR class set
744        at 1000-bit precision) using this implementation with a very high precision
745        60-term <a class="link" href="../lanczos.html" title="The Lanczos Approximation">Lanczos approximation</a>,
746        and some but not all of the special case handling disabled. This is less
747        than satisfactory: an independent method should really be used, but apparently
748        a complete lack of such methods are available. We can't even use a deliberately
749        naive implementation without special case handling since Legendre's continued
750        fraction (see below) is unstable for small a and z.
751      </p>
752<h5>
753<a name="math_toolkit.sf_gamma.igamma.h4"></a>
754        <span class="phrase"><a name="math_toolkit.sf_gamma.igamma.implementation"></a></span><a class="link" href="igamma.html#math_toolkit.sf_gamma.igamma.implementation">Implementation</a>
755      </h5>
756<p>
757        These four functions share a common implementation since they are all related
758        via:
759      </p>
760<p>
761        1)
762      </p>
763<div class="blockquote"><blockquote class="blockquote"><p>
764          <span class="inlinemediaobject"><img src="../../../equations/igamma5.svg"></span>
765
766        </p></blockquote></div>
767<p>
768        2)
769      </p>
770<div class="blockquote"><blockquote class="blockquote"><p>
771          <span class="inlinemediaobject"><img src="../../../equations/igamma6.svg"></span>
772
773        </p></blockquote></div>
774<p>
775        3)
776      </p>
777<div class="blockquote"><blockquote class="blockquote"><p>
778          <span class="inlinemediaobject"><img src="../../../equations/igamma7.svg"></span>
779
780        </p></blockquote></div>
781<p>
782        The lower incomplete gamma is computed from its series representation:
783      </p>
784<p>
785        4)
786      </p>
787<div class="blockquote"><blockquote class="blockquote"><p>
788          <span class="inlinemediaobject"><img src="../../../equations/igamma8.svg"></span>
789
790        </p></blockquote></div>
791<p>
792        Or by subtraction of the upper integral from either Γ(a) or 1 when <span class="emphasis"><em>x
793        - (1</em></span>(3x)) &gt; a and x &gt; 1.1/.
794      </p>
795<p>
796        The upper integral is computed from Legendre's continued fraction representation:
797      </p>
798<p>
799        5)
800      </p>
801<div class="blockquote"><blockquote class="blockquote"><p>
802          <span class="inlinemediaobject"><img src="../../../equations/igamma9.svg"></span>
803
804        </p></blockquote></div>
805<p>
806        When <span class="emphasis"><em>(x &gt; 1.1)</em></span> or by subtraction of the lower integral
807        from either Γ(a) or 1 when <span class="emphasis"><em>x - (1</em></span>(3x)) &lt; a/.
808      </p>
809<p>
810        For <span class="emphasis"><em>x &lt; 1.1</em></span> computation of the upper integral is
811        more complex as the continued fraction representation is unstable in this
812        area. However there is another series representation for the lower integral:
813      </p>
814<p>
815        6)
816      </p>
817<div class="blockquote"><blockquote class="blockquote"><p>
818          <span class="inlinemediaobject"><img src="../../../equations/igamma10.svg"></span>
819
820        </p></blockquote></div>
821<p>
822        That lends itself to calculation of the upper integral via rearrangement
823        to:
824      </p>
825<p>
826        7)
827      </p>
828<div class="blockquote"><blockquote class="blockquote"><p>
829          <span class="inlinemediaobject"><img src="../../../equations/igamma11.svg"></span>
830
831        </p></blockquote></div>
832<p>
833        Refer to the documentation for <a class="link" href="../powers/powm1.html" title="powm1">powm1</a>
834        and <a class="link" href="tgamma.html" title="Gamma">tgamma1pm1</a> for details
835        of their implementation.
836      </p>
837<p>
838        For <span class="emphasis"><em>x &lt; 1.1</em></span> the crossover point where the result
839        is ~0.5 no longer occurs for <span class="emphasis"><em>x ~ y</em></span>. Using <span class="emphasis"><em>x
840        * 0.75 &lt; a</em></span> as the crossover criterion for <span class="emphasis"><em>0.5 &lt;
841        x &lt;= 1.1</em></span> keeps the maximum value computed (whether it's the
842        upper or lower interval) to around 0.75. Likewise for <span class="emphasis"><em>x &lt;= 0.5</em></span>
843        then using <span class="emphasis"><em>-0.4 / log(x) &lt; a</em></span> as the crossover criterion
844        keeps the maximum value computed to around 0.7 (whether it's the upper or
845        lower interval).
846      </p>
847<p>
848        There are two special cases used when a is an integer or half integer, and
849        the crossover conditions listed above indicate that we should compute the
850        upper integral Q. If a is an integer in the range <span class="emphasis"><em>1 &lt;= a &lt;
851        30</em></span> then the following finite sum is used:
852      </p>
853<p>
854        9)
855      </p>
856<div class="blockquote"><blockquote class="blockquote"><p>
857          <span class="inlinemediaobject"><img src="../../../equations/igamma1f.svg"></span>
858
859        </p></blockquote></div>
860<p>
861        While for half-integers in the range <span class="emphasis"><em>0.5 &lt;= a &lt; 30</em></span>
862        then the following finite sum is used:
863      </p>
864<p>
865        10)
866      </p>
867<div class="blockquote"><blockquote class="blockquote"><p>
868          <span class="inlinemediaobject"><img src="../../../equations/igamma2f.svg"></span>
869
870        </p></blockquote></div>
871<p>
872        These are both more stable and more efficient than the continued fraction
873        alternative.
874      </p>
875<p>
876        When the argument <span class="emphasis"><em>a</em></span> is large, and <span class="emphasis"><em>x ~ a</em></span>
877        then the series (4) and continued fraction (5) above are very slow to converge.
878        In this area an expansion due to Temme is used:
879      </p>
880<p>
881        11)
882      </p>
883<div class="blockquote"><blockquote class="blockquote"><p>
884          <span class="inlinemediaobject"><img src="../../../equations/igamma16.svg"></span>
885
886        </p></blockquote></div>
887<p>
888        12)
889      </p>
890<div class="blockquote"><blockquote class="blockquote"><p>
891          <span class="inlinemediaobject"><img src="../../../equations/igamma17.svg"></span>
892
893        </p></blockquote></div>
894<p>
895        13)
896      </p>
897<div class="blockquote"><blockquote class="blockquote"><p>
898          <span class="inlinemediaobject"><img src="../../../equations/igamma18.svg"></span>
899
900        </p></blockquote></div>
901<p>
902        14)
903      </p>
904<div class="blockquote"><blockquote class="blockquote"><p>
905          <span class="inlinemediaobject"><img src="../../../equations/igamma19.svg"></span>
906
907        </p></blockquote></div>
908<p>
909        The double sum is truncated to a fixed number of terms - to give a specific
910        target precision - and evaluated as a polynomial-of-polynomials. There are
911        versions for up to 128-bit long double precision: types requiring greater
912        precision than that do not use these expansions. The coefficients C<sub>k</sub><sup>n</sup> are
913        computed in advance using the recurrence relations given by Temme. The zone
914        where these expansions are used is
915      </p>
916<pre class="programlisting"><span class="special">(</span><span class="identifier">a</span> <span class="special">&gt;</span> <span class="number">20</span><span class="special">)</span> <span class="special">&amp;&amp;</span> <span class="special">(</span><span class="identifier">a</span> <span class="special">&lt;</span> <span class="number">200</span><span class="special">)</span> <span class="special">&amp;&amp;</span> <span class="identifier">fabs</span><span class="special">(</span><span class="identifier">x</span><span class="special">-</span><span class="identifier">a</span><span class="special">)/</span><span class="identifier">a</span> <span class="special">&lt;</span> <span class="number">0.4</span>
917</pre>
918<p>
919        And:
920      </p>
921<pre class="programlisting"><span class="special">(</span><span class="identifier">a</span> <span class="special">&gt;</span> <span class="number">200</span><span class="special">)</span> <span class="special">&amp;&amp;</span> <span class="special">(</span><span class="identifier">fabs</span><span class="special">(</span><span class="identifier">x</span><span class="special">-</span><span class="identifier">a</span><span class="special">)/</span><span class="identifier">a</span> <span class="special">&lt;</span> <span class="number">4.5</span><span class="special">/</span><span class="identifier">sqrt</span><span class="special">(</span><span class="identifier">a</span><span class="special">))</span>
922</pre>
923<p>
924        The latter range is valid for all types up to 128-bit long doubles, and is
925        designed to ensure that the result is larger than 10<sup>-6</sup>, the first range is
926        used only for types up to 80-bit long doubles. These domains are narrower
927        than the ones recommended by either Temme or Didonato and Morris. However,
928        using a wider range results in large and inexact (i.e. computed) values being
929        passed to the <code class="computeroutput"><span class="identifier">exp</span></code> and <code class="computeroutput"><span class="identifier">erfc</span></code> functions resulting in significantly
930        larger error rates. In other words there is a fine trade off here between
931        efficiency and error. The current limits should keep the number of terms
932        required by (4) and (5) to no more than ~20 at double precision.
933      </p>
934<p>
935        For the normalised incomplete gamma functions, calculation of the leading
936        power terms is central to the accuracy of the function. For smallish a and
937        x combining the power terms with the <a class="link" href="../lanczos.html" title="The Lanczos Approximation">Lanczos
938        approximation</a> gives the greatest accuracy:
939      </p>
940<p>
941        15)
942      </p>
943<div class="blockquote"><blockquote class="blockquote"><p>
944          <span class="inlinemediaobject"><img src="../../../equations/igamma12.svg"></span>
945
946        </p></blockquote></div>
947<p>
948        In the event that this causes underflow/overflow then the exponent can be
949        reduced by a factor of <span class="emphasis"><em>a</em></span> and brought inside the power
950        term.
951      </p>
952<p>
953        When a and x are large, we end up with a very large exponent with a base
954        near one: this will not be computed accurately via the pow function, and
955        taking logs simply leads to cancellation errors. The worst of the errors
956        can be avoided by using:
957      </p>
958<p>
959        16)
960      </p>
961<div class="blockquote"><blockquote class="blockquote"><p>
962          <span class="inlinemediaobject"><img src="../../../equations/igamma13.svg"></span>
963
964        </p></blockquote></div>
965<p>
966        when <span class="emphasis"><em>a-x</em></span> is small and a and x are large. There is still
967        a subtraction and therefore some cancellation errors - but the terms are
968        small so the absolute error will be small - and it is absolute rather than
969        relative error that counts in the argument to the <span class="emphasis"><em>exp</em></span>
970        function. Note that for sufficiently large a and x the errors will still
971        get you eventually, although this does delay the inevitable much longer than
972        other methods. Use of <span class="emphasis"><em>log(1+x)-x</em></span> here is inspired by
973        Temme (see references below).
974      </p>
975<h5>
976<a name="math_toolkit.sf_gamma.igamma.h5"></a>
977        <span class="phrase"><a name="math_toolkit.sf_gamma.igamma.references"></a></span><a class="link" href="igamma.html#math_toolkit.sf_gamma.igamma.references">References</a>
978      </h5>
979<div class="itemizedlist"><ul class="itemizedlist" style="list-style-type: disc; ">
980<li class="listitem">
981            N. M. Temme, A Set of Algorithms for the Incomplete Gamma Functions,
982            Probability in the Engineering and Informational Sciences, 8, 1994.
983          </li>
984<li class="listitem">
985            N. M. Temme, The Asymptotic Expansion of the Incomplete Gamma Functions,
986            Siam J. Math Anal. Vol 10 No 4, July 1979, p757.
987          </li>
988<li class="listitem">
989            A. R. Didonato and A. H. Morris, Computation of the Incomplete Gamma
990            Function Ratios and their Inverse. ACM TOMS, Vol 12, No 4, Dec 1986,
991            p377.
992          </li>
993<li class="listitem">
994            W. Gautschi, The Incomplete Gamma Functions Since Tricomi, In Tricomi's
995            Ideas and Contemporary Applied Mathematics, Atti dei Convegni Lincei,
996            n. 147, Accademia Nazionale dei Lincei, Roma, 1998, pp. 203--237. <a href="http://citeseer.ist.psu.edu/gautschi98incomplete.html" target="_top">http://citeseer.ist.psu.edu/gautschi98incomplete.html</a>
997          </li>
998</ul></div>
999</div>
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1001<td align="left"></td>
1002<td align="right"><div class="copyright-footer">Copyright © 2006-2019 Nikhar
1003      Agrawal, Anton Bikineev, Paul A. Bristow, Marco Guazzone, Christopher Kormanyos,
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1005      Råde, Gautam Sewani, Benjamin Sobotta, Nicholas Thompson, Thijs van den Berg,
1006      Daryle Walker and Xiaogang Zhang<p>
1007        Distributed under the Boost Software License, Version 1.0. (See accompanying
1008        file LICENSE_1_0.txt or copy at <a href="http://www.boost.org/LICENSE_1_0.txt" target="_top">http://www.boost.org/LICENSE_1_0.txt</a>)
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