Improve robustness of igamma and igammac to bad inputs.
Check for nan inputs and propagate them immediately. Limit the number of internal iterations to 2000 (same number as used by scipy.special.gammainc). This prevents an infinite loop when the function is called with nan or very large arguments.
Original change by mfirgunov@google.com
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Eigen is a C++ template library for linear algebra: matrices, vectors, numerical solvers, and related algorithms.
For more information go to http://eigen.tuxfamily.org/.