Wolfram MathWorld (citing Abramowitz and Stegun) gives the following result:
$$E_1(x)\equiv\int_x^\infty \frac{e^{-u}}{u}du=-\gamma-\ln x-\sum_{n=1}^\infty\frac{(-1)^nx^n}{n\cdot n!}$$
I am wondering if anybody could supply some details on the proof of this result? In particular, if we Taylor expand $e^{-u}$, we get:
$$E_1(x)=\int_x^\infty \frac{1-u+u^2/2!-u^3/3!+\ldots}{u}du=\left(\ln u+\sum_{n=1}^\infty\frac{(-1)^nu^n}{n\cdot n!}\right)\Bigg|^\infty_x$$
The last two terms of $E_1(x)$ from above (i.e. $-\ln x-\sum_{n=1}^\infty\frac{(-1)^nx^n}{n\cdot n!}$) follow very easily from the lower bound, but I'm not sure how to argue that the upper bound evaluates to the negative Euler-Mascheroni constant $-\gamma$.
Thank you very much for your help!