invgamma.h File Reference

Packet friendly computation of the the inverse of the incomplete gamma functions: More...

#include "util/poly.h"
#include "util/gamma.h"

Go to the source code of this file.

Namespaces
namespace	bbm

Functions
template<typename TA , typename TP >
auto	gamma_p_inv (const TA &a, const TP &p)
	the inverse of the normalized upper incomplete gamma function
template<typename TA , typename TQ >
auto	gamma_q_inv (const TA &a, const TQ &q)
	the inverse of the normalized lower incomplete gamma function

Detailed Description

Packet friendly computation of the the inverse of the incomplete gamma functions:

• gamma_p_inv: inverse (x) of p = gamma_p(a, x)
• gamma_q_inv: inverse (x) of q = gamma_q(a, x)

Follows: "Computation of the Incomplete Gamma Function Ratios and their Inverse", DiDonata and Morris [1986]: https://doi.org/10.1145/22721.23109