An algorithm for the evaluation of the incomplete gamma function
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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.
KeywordsIncomplete gamma function Special functions Numerical evaluation
Mathematics Subject Classification (2010)33B15
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