An algorithm for the evaluation of the incomplete gamma function

We introduce an algorithm for the evaluation of the Incomplete Gamma Function, P ( m , x ), for all m , x > 0. For small m , a classical recursive scheme is used to evaluate P ( m , x ), whereas for large m a newly derived asymptotic expansion is used. The number of operations required for evalua...

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Veröffentlicht in:Advances in computational mathematics 2019-02, Vol.45 (1), p.23-49
Hauptverfasser: Greengard, Philip, Rokhlin, Vladimir
Format: Artikel
Sprache:eng
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Zusammenfassung:We introduce an algorithm for the evaluation of the Incomplete Gamma Function, P ( m , x ), for all m , x > 0. For small m , a classical recursive scheme is used to evaluate P ( m , x ), whereas for large m a newly derived asymptotic expansion is used. The number of operations required for evaluation is O (1) for all x and m . Nearly full double and extended precision accuracies are achieved in their respective environments. The performance of the scheme is illustrated via several numerical examples.
ISSN:1019-7168
1572-9044
DOI:10.1007/s10444-018-9604-x