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! INCOG computes the incomplete gamma function r(a,x), Γ(a,x), P(a,x).
Licensing:
This routine is copyrighted by Shanjie Zhang and Jianming Jin. However,
they give permission to incorporate this routine into a user program
provided that the copyright is acknowledged.
Modified:
22 July 2012
Author:
Shanjie Zhang, Jianming Jin
Reference:
Shanjie Zhang, Jianming Jin,
Computation of Special Functions,
Wiley, 1996,
ISBN: 0-471-11963-6,
LC: QA351.C45.
Parameters:
Input, real ( kind = 8 ) A, the parameter.
Input, real ( kind = 8 ) X, the argument.
Output, real ( kind = 8 ) GIN, GIM, GIP, the values of
r(a,x), Γ(a,x), P(a,x).
Type | Intent | Optional | Attributes | Name | ||
---|---|---|---|---|---|---|
real(kind=8) | :: | a | ||||
real(kind=8) | :: | x | ||||
real(kind=8) | :: | gin | ||||
real(kind=8) | :: | gim | ||||
real(kind=8) | :: | gip |
subroutine incog ( a, x, gin, gim, gip ) !*****************************************************************************80 ! !! INCOG computes the incomplete gamma function r(a,x), Γ(a,x), P(a,x). ! ! Licensing: ! ! This routine is copyrighted by Shanjie Zhang and Jianming Jin. However, ! they give permission to incorporate this routine into a user program ! provided that the copyright is acknowledged. ! ! Modified: ! ! 22 July 2012 ! ! Author: ! ! Shanjie Zhang, Jianming Jin ! ! Reference: ! ! Shanjie Zhang, Jianming Jin, ! Computation of Special Functions, ! Wiley, 1996, ! ISBN: 0-471-11963-6, ! LC: QA351.C45. ! ! Parameters: ! ! Input, real ( kind = 8 ) A, the parameter. ! ! Input, real ( kind = 8 ) X, the argument. ! ! Output, real ( kind = 8 ) GIN, GIM, GIP, the values of ! r(a,x), Γ(a,x), P(a,x). ! implicit none real ( kind = 8 ) a real ( kind = 8 ) ga real ( kind = 8 ) gim real ( kind = 8 ) gin real ( kind = 8 ) gip integer ( kind = 4 ) k real ( kind = 8 ) r real ( kind = 8 ) s real ( kind = 8 ) t0 real ( kind = 8 ) x real ( kind = 8 ) xam xam = - x + a * log ( x ) if ( 700.0D+00 < xam .or. 170.0D+00 < a ) then write ( *, '(a)' ) ' ' write ( *, '(a)' ) 'INCOG - Fatal error!' write ( *, '(a)' ) ' A and/or X is too large!' stop end if if ( x == 0.0D+00 ) then gin = 0.0D+00 call gammaf ( a, ga ) gim = ga gip = 0.0D+00 else if ( x <= 1.0D+00 + a ) then s = 1.0D+00 / a r = s do k = 1, 60 r = r * x / ( a + k ) s = s + r if ( abs ( r / s ) < 1.0D-15 ) then exit end if end do gin = exp ( xam ) * s call gammaf ( a, ga ) gip = gin / ga gim = ga - gin else if ( 1.0D+00 + a < x ) then t0 = 0.0D+00 do k = 60, 1, -1 t0 = ( k - a ) / ( 1.0D+00 + k / ( x + t0 ) ) end do gim = exp ( xam ) / ( x + t0 ) call gammaf ( a, ga ) gin = ga - gim gip = 1.0D+00 - gim / ga end if return end subroutine incog