Computation of the incomplete gamma function ratios and their inverse

Author:

DiDonato Armido R1,Morris Alfred H1

Affiliation:

1. US Naval Surface Weapons Center, Dahlgren, VA

Abstract

An algorithm is given for computing the incomplete gamma function ratios P ( a , x ) and Q> ( a , x ) for a ⪈ 0, x ⪈ 0, a + x ≠ 0. Temme's uniform asymptotic expansions are used. The algorithm is robust; results accurate to 14 significant digits can be obtained. An' extensive set of coefficients for the Temme expansions is included. An algorithm, employing third-order Schröder iteration supported by Newton-Raphson iteration, is provided for computing x when a , P ( a , x ), and Q ( a , x ) are given. Three iterations at most are required to obtain 10 significant digit accuracy for x .

Publisher

Association for Computing Machinery (ACM)

Subject

Applied Mathematics,Software

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