GammaContinuedFraction.cc

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#include "CommonTools/Statistics/src/GammaContinuedFraction.h"
#include <cmath>
#include <iostream>

#define ITMAX 100      // maximum allowed number of iterations
#define EPS 3.0e-7     // relative accuracy
#define FPMIN 1.0e-30  // number near the smallest representable floating-point number

float GammaContinuedFraction(float a, float x) {
  int i;
  float an, del;

  /* Set up for evaluating continued fraction by modified Lentz's method (par.5.2
     in Numerical Recipes in C) with b_0 = 0 */
  double b = x + 1.0 - a;
  double c = 1.0 / FPMIN;
  double d = 1.0 / b;
  double h = d;
  for (i = 1; i <= ITMAX; i++) {
    an = -i * (i - a);
    b += 2.0;
    d = an * d + b;
    if (fabs(d) < FPMIN)
      d = FPMIN;
    c = b + an / c;
    if (fabs(c) < FPMIN)
      c = FPMIN;
    d = 1.0 / d;
    del = d * c;
    h *= del;
    if (fabs(del - 1.0) < EPS)
      break;
  }
  if (i > ITMAX)
    std::cerr << "GammaContinuedFraction::a too large, "
              << "ITMAX too small" << std::endl;
  return h;
}
#undef ITMAX
#undef EPS
#undef FPMIN
/* (C) Copr. 1986-92 Numerical Recipes Software B2.. */