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 |
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Hauptverfasser: | , |
Format: | Artikel |
Sprache: | eng |
Schlagworte: | |
Online-Zugang: | Volltext |
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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. |
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ISSN: | 1019-7168 1572-9044 |
DOI: | 10.1007/s10444-018-9604-x |