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Algorithm 1006

Published in ACM Transactions on Mathematical Software • Mar 11, 2020
NobleIDNI7P73W35R33S44
Authors:
Rémy Abergel
,
Lionel Moisan

Abstract

We present a computational procedure to evaluate the integral ∫ y x s p -1 e -μs ds for 0 ≤ x < y ≤ +∞,μ = ±1, p > 0, which generalizes the lower ( x =0) and upper ( y =+∞) incomplete gamma functions. To allow for large values of x , y , and p while avoiding under/overflow issues in the standard dou...

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