igam

Incomplete gamma integral.

SYNOPSIS:

double a, x, y, igam();
y = igam(a, x);

DESCRIPTION:

The function is defined by

                           x
                            -
                   1       | | -t a-1
igam(a,x) =   -----     |   e   t   dt.
                  -      | |
                 | (a)    -
                           0

In this implementation both arguments must be positive. The integral is evaluated by either a power series or continued fraction expansion, depending on the relative values of a and x.

ACCURACY:
                      Relative error:
arithmetic   domain     # trials      peak         rms
    IEEE      0,30       200000       3.6e-14     2.9e-15
    IEEE      0,100      300000       9.9e-14     1.5e-14