NAG Library Function Document

nag_gamma (s14aac)

+− Contents

1 Purpose

2 Specification

3 Description

4 References

5 Arguments

6 Error Indicators and Warnings

7 Accuracy

8 Further Comments

+− 9 Example

9.1 Program Text

9.2 Program Data

9.3 Program Results

1 Purpose

nag_gamma (s14aac) returns the value of the Gamma function

Γ (x)

2 Specification

#include <nag.h>

#include <nags.h>

double

nag_gamma (double x, NagError *fail)

3 Description

nag_gamma (s14aac) evaluates

Γ (x) = \int_{0}^{\infty} t^{x - 1} e^{- t} d t .

The function is based on a Chebyshev expansion for

Γ (1 + u)

, and uses the property

Γ (1 + x) = x Γ (x)

. If

x = N + 1 + u

where

N

is integral and

0 \leq u < 1

then it follows that:

for $N > 0 Γ (x) = (x - 1) (x - 2) \dots (x - N) Γ (1 + u)$
for $N = 0 Γ (x) = Γ (1 + u)$
for $N < 0 Γ (x) = Γ (1 + u) / x (x + 1) (x + 2) \dots (x - N - 1)$ .

There are four possible failures for this function:

(i)	if $x$ is too large, there is a danger of overflow since $Γ (x)$ could become too large to be represented in the machine;
(ii)	if $x$ is too large and negative, there is a danger of underflow;
(iii)	if $x$ is equal to a negative integer, $Γ (x)$ would overflow since it has poles at such points;
(iv)	if $x$ is too near zero, there is again the danger of overflow on some machines.

For small

x

Γ (x) ≃ 1 / x

, and on some machines there exists a range of nonzero but small values of

x

for which

1 / x

is larger than the greatest representable value.

4 References

Abramowitz M and Stegun I A (1972) Handbook of Mathematical Functions (3rd Edition) Dover Publications

5 Arguments

1: x – doubleInput: On entry: the argument $x$ of the function.
Constraint: x must not be zero or a negative integer.
2: fail – NagError *Input/Output: The NAG error argument (see Section 3.6 in the Essential Introduction).

6 Error Indicators and Warnings

NE_REAL_ARG_GT: On entry, $x = 〈value〉$ .
Constraint: $x \leq 〈value〉$ .
The argument is too large, the function returns the approximate value of $Γ (x)$ at the nearest valid argument.
NE_REAL_ARG_LT: On entry, x must not be less than $〈value〉$ : $x = 〈value〉$ .
The argument is too large and negative, the function returns zero.
NE_REAL_ARG_NEG_INT: On entry, x must not be effectively a negative integer: $x = 〈value〉$ .
The argument is a negative integer, at which values $Γ (x)$ is infinite. The function returns a large positive value.
NE_REAL_ARG_TOO_SMALL: On entry, x must be greater than $〈value〉$ : $x = 〈value〉$ .
The argument is too close to zero, the function returns the approximate value of $Γ (x)$ at the nearest valid argument.

7 Accuracy

Let

δ

and

ε

be the relative errors in the argument and the result respectively. If

δ

is somewhat larger than the machine precision (i.e., is due to data errors etc.), then

ε

and

δ

are approximately related by

ε ≃ |x ψ (x)| δ

(provided

ε

is also greater than the representation error). Here

ψ (x)

is the digamma function

Γ^{'} (x) / Γ (x)

δ

is of the same order as machine precision, then rounding errors could make

ε

slightly larger than the above relation predicts.

There is clearly a severe, but unavoidable, loss of accuracy for arguments close to the poles of

Γ (x)

at negative integers. However, relative accuracy is preserved near the pole at

x = 0

right up to the point of failure arising from the danger of setting overflow.

Also accuracy will necessarily be lost as

x

becomes large since in this region

ε ≃ δ x \ln x

. However, since

Γ (x)

increases rapidly with

x

, the function must fail due to the danger of setting overflow before this loss of accuracy is too great. For example, for

x = 20

, the amplification factor

≃ 60

8 Further Comments

None.

9 Example

The following program reads values of the argument

x

from a file, evaluates the function at each value of

x

and prints the results.

NAG Library Function Documentnag_gamma (s14aac)