gamic.f 4.0 KB

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  1. *DECK GAMIC
  2. REAL FUNCTION GAMIC (A, X)
  3. C***BEGIN PROLOGUE GAMIC
  4. C***PURPOSE Calculate the complementary incomplete Gamma function.
  5. C***LIBRARY SLATEC (FNLIB)
  6. C***CATEGORY C7E
  7. C***TYPE SINGLE PRECISION (GAMIC-S, DGAMIC-D)
  8. C***KEYWORDS COMPLEMENTARY INCOMPLETE GAMMA FUNCTION, FNLIB,
  9. C SPECIAL FUNCTIONS
  10. C***AUTHOR Fullerton, W., (LANL)
  11. C***DESCRIPTION
  12. C
  13. C Evaluate the complementary incomplete gamma function
  14. C
  15. C GAMIC = integral from X to infinity of EXP(-T) * T**(A-1.) .
  16. C
  17. C GAMIC is evaluated for arbitrary real values of A and for non-
  18. C negative values of X (even though GAMIC is defined for X .LT.
  19. C 0.0), except that for X = 0 and A .LE. 0.0, GAMIC is undefined.
  20. C
  21. C GAMIC, A, and X are REAL.
  22. C
  23. C A slight deterioration of 2 or 3 digits accuracy will occur when
  24. C GAMIC is very large or very small in absolute value, because log-
  25. C arithmic variables are used. Also, if the parameter A is very close
  26. C to a negative integer (but not a negative integer), there is a loss
  27. C of accuracy, which is reported if the result is less than half
  28. C machine precision.
  29. C
  30. C***REFERENCES W. Gautschi, A computational procedure for incomplete
  31. C gamma functions, ACM Transactions on Mathematical
  32. C Software 5, 4 (December 1979), pp. 466-481.
  33. C W. Gautschi, Incomplete gamma functions, Algorithm 542,
  34. C ACM Transactions on Mathematical Software 5, 4
  35. C (December 1979), pp. 482-489.
  36. C***ROUTINES CALLED ALGAMS, ALNGAM, R1MACH, R9GMIC, R9GMIT, R9LGIC,
  37. C R9LGIT, XERCLR, XERMSG
  38. C***REVISION HISTORY (YYMMDD)
  39. C 770701 DATE WRITTEN
  40. C 890531 Changed all specific intrinsics to generic. (WRB)
  41. C 890531 REVISION DATE from Version 3.2
  42. C 891214 Prologue converted to Version 4.0 format. (BAB)
  43. C 900315 CALLs to XERROR changed to CALLs to XERMSG. (THJ)
  44. C 920528 DESCRIPTION and REFERENCES sections revised. (WRB)
  45. C***END PROLOGUE GAMIC
  46. LOGICAL FIRST
  47. SAVE EPS, SQEPS, ALNEPS, BOT, FIRST
  48. DATA FIRST /.TRUE./
  49. C***FIRST EXECUTABLE STATEMENT GAMIC
  50. IF (FIRST) THEN
  51. EPS = 0.5*R1MACH(3)
  52. SQEPS = SQRT(R1MACH(4))
  53. ALNEPS = -LOG(R1MACH(3))
  54. BOT = LOG(R1MACH(1))
  55. ENDIF
  56. FIRST = .FALSE.
  57. C
  58. IF (X .LT. 0.0) CALL XERMSG ('SLATEC', 'GAMIC', 'X IS NEGATIVE',
  59. + 2, 2)
  60. C
  61. IF (X.GT.0.0) GO TO 20
  62. IF (A .LE. 0.0) CALL XERMSG ('SLATEC', 'GAMIC',
  63. + 'X = 0 AND A LE 0 SO GAMIC IS UNDEFINED', 3, 2)
  64. C
  65. GAMIC = EXP (ALNGAM(A+1.0) - LOG(A))
  66. RETURN
  67. C
  68. 20 ALX = LOG(X)
  69. SGA = 1.0
  70. IF (A.NE.0.0) SGA = SIGN (1.0, A)
  71. MA = A + 0.5*SGA
  72. AEPS = A - MA
  73. C
  74. IZERO = 0
  75. IF (X.GE.1.0) GO TO 60
  76. C
  77. IF (A.GT.0.5 .OR. ABS(AEPS).GT.0.001) GO TO 50
  78. FM = -MA
  79. E = 2.0
  80. IF (FM.GT.1.0) E = 2.0*(FM+2.0)/(FM*FM-1.0)
  81. E = E - ALX*X**(-0.001)
  82. IF (E*ABS(AEPS).GT.EPS) GO TO 50
  83. C
  84. GAMIC = R9GMIC (A, X, ALX)
  85. RETURN
  86. C
  87. 50 CALL ALGAMS (A+1.0, ALGAP1, SGNGAM)
  88. GSTAR = R9GMIT (A, X, ALGAP1, SGNGAM, ALX)
  89. IF (GSTAR.EQ.0.0) IZERO = 1
  90. IF (GSTAR.NE.0.0) ALNGS = LOG (ABS(GSTAR))
  91. IF (GSTAR.NE.0.0) SGNGS = SIGN (1.0, GSTAR)
  92. GO TO 70
  93. C
  94. 60 IF (A.LT.X) GAMIC = EXP (R9LGIC(A, X, ALX))
  95. IF (A.LT.X) RETURN
  96. C
  97. SGNGAM = 1.0
  98. ALGAP1 = ALNGAM (A+1.0)
  99. SGNGS = 1.0
  100. ALNGS = R9LGIT (A, X, ALGAP1)
  101. C
  102. C EVALUATION OF GAMIC(A,X) IN TERMS OF TRICOMI-S INCOMPLETE GAMMA FN.
  103. C
  104. 70 H = 1.0
  105. IF (IZERO.EQ.1) GO TO 80
  106. C
  107. T = A*ALX + ALNGS
  108. IF (T.GT.ALNEPS) GO TO 90
  109. IF (T.GT.(-ALNEPS)) H = 1.0 - SGNGS*EXP(T)
  110. C
  111. IF (ABS(H).LT.SQEPS) CALL XERCLR
  112. IF (ABS(H) .LT. SQEPS) CALL XERMSG ('SLATEC', 'GAMIC',
  113. + 'RESULT LT HALF PRECISION', 1, 1)
  114. C
  115. 80 SGNG = SIGN (1.0, H) * SGA * SGNGAM
  116. T = LOG(ABS(H)) + ALGAP1 - LOG(ABS(A))
  117. IF (T.LT.BOT) CALL XERCLR
  118. GAMIC = SGNG * EXP(T)
  119. RETURN
  120. C
  121. 90 SGNG = -SGNGS * SGA * SGNGAM
  122. T = T + ALGAP1 - LOG(ABS(A))
  123. IF (T.LT.BOT) CALL XERCLR
  124. GAMIC = SGNG * EXP(T)
  125. RETURN
  126. C
  127. END