Package org.drip.specialfunction.incompletegamma

Class UpperEulerIntegral

java.lang.Object
org.drip.function.definition.R1ToR1
org.drip.specialfunction.incompletegamma.UpperEulerIntegral
public class UpperEulerIntegral
extends R1ToR1
UpperEulerIntegral implements the Euler's Second Kind Integral Version of the Upper Incomplete Gamma Function. The References are:

  • Geddes, K. O., M. L. Glasser, R. A. Moore, and T. C. Scott (1990): Evaluation of Classes of Definite Integrals involving Elementary Functions via Differentiation of Special Functions Applicable Algebra in Engineering, Communications, and 1 (2) 149-165
  • Gradshteyn, I. S., I. M. Ryzhik, Y. V. Geronimus, M. Y. Tseytlin, and A. Jeffrey (2015): Tables of Integrals, Series, and Products Academic Press
  • Mathar, R. J. (2010): Numerical Evaluation of the Oscillatory Integral over eiÏ€x x(1/x) between 1 and ∞ https://arxiv.org/pdf/0912.3844.pdf arXiV
  • National Institute of Standards and Technology (2019): Incomplete Gamma and Related Functions https://dlmf.nist.gov/8
  • Wikipedia (2019): Incomplete Gamma Function https://en.wikipedia.org/wiki/Incomplete_gamma_function
It provides the following functionality:
  • UpperEulerIntegral Constructor
  • Retrieve the Lower Limit

Module Computational Core Module
Library Function Analysis Library
Project Special Function Implementation and Analysis
Package Upper/Lower Incomplete Gamma Functions
Author:
Lakshmi Krishnamurthy

  • Constructor Details

    • UpperEulerIntegral

      public UpperEulerIntegral​(DerivativeControl derivativeControl, double limit) throws java.lang.Exception
      UpperEulerIntegral Constructor
      Parameters:
      derivativeControl - The Derivative Control
      limit - The Lower Limit
      Throws:
      java.lang.Exception - Thrown if the Inputs are Invalid

  • Method Details

    • limit

      public double limit()
      Retrieve the Lower Limit
      Returns:
      The Lower Limit

    • evaluate

      public double evaluate​(double s) throws java.lang.Exception
      Description copied from class: R1ToR1
      Evaluate for the given variate
      Specified by:
      evaluate in class R1ToR1
      Parameters:
      s - Variate
      Returns:
      Returns the calculated value
      Throws:
      java.lang.Exception - Thrown if evaluation cannot be done