add numerical recipes library
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33
lib/nr/cpp/recipes/gcf.cpp
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33
lib/nr/cpp/recipes/gcf.cpp
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#include <cmath>
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#include <limits>
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#include "nr.h"
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using namespace std;
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void NR::gcf(DP &gammcf, const DP a, const DP x, DP &gln)
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{
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const int ITMAX=100;
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const DP EPS=numeric_limits<DP>::epsilon();
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const DP FPMIN=numeric_limits<DP>::min()/EPS;
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int i;
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DP an,b,c,d,del,h;
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gln=gammln(a);
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b=x+1.0-a;
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c=1.0/FPMIN;
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d=1.0/b;
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h=d;
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for (i=1;i<=ITMAX;i++) {
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an = -i*(i-a);
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b += 2.0;
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d=an*d+b;
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if (fabs(d) < FPMIN) d=FPMIN;
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c=b+an/c;
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if (fabs(c) < FPMIN) c=FPMIN;
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d=1.0/d;
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del=d*c;
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h *= del;
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if (fabs(del-1.0) <= EPS) break;
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}
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if (i > ITMAX) nrerror("a too large, ITMAX too small in gcf");
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gammcf=exp(-x+a*log(x)-gln)*h;
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}
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