18,976 research outputs found
Acceleration of generalized hypergeometric functions through precise remainder asymptotics
We express the asymptotics of the remainders of the partial sums {s_n} of the
generalized hypergeometric function q+1_F_q through an inverse power series z^n
n^l \sum_k c_k/n^k, where the exponent l and the asymptotic coefficients {c_k}
may be recursively computed to any desired order from the hypergeometric
parameters and argument. From this we derive a new series acceleration
technique that can be applied to any such function, even with complex
parameters and at the branch point z=1. For moderate parameters (up to
approximately ten) a C implementation at fixed precision is very effective at
computing these functions; for larger parameters an implementation in higher
than machine precision would be needed. Even for larger parameters, however,
our C implementation is able to correctly determine whether or not it has
converged; and when it converges, its estimate of its error is accurate.Comment: 36 pages, 6 figures, LaTeX2e. Fixed sign error in Eq. (2.28), added
several references, added comparison to other methods, and added discussion
of recursion stabilit
Numerical Analysis
Acknowledgements: This article will appear in the forthcoming Princeton Companion to Mathematics, edited by Timothy Gowers with June Barrow-Green, to be published by Princeton University Press.\ud
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In preparing this essay I have benefitted from the advice of many colleagues who corrected a number of errors of fact and emphasis. I have not always followed their advice, however, preferring as one friend put it, to "put my head above the parapet". So I must take full responsibility for errors and omissions here.\ud
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With thanks to: Aurelio Arranz, Alexander Barnett, Carl de Boor, David Bindel, Jean-Marc Blanc, Mike Bochev, Folkmar Bornemann, Richard Brent, Martin Campbell-Kelly, Sam Clark, Tim Davis, Iain Duff, Stan Eisenstat, Don Estep, Janice Giudice, Gene Golub, Nick Gould, Tim Gowers, Anne Greenbaum, Leslie Greengard, Martin Gutknecht, Raphael Hauser, Des Higham, Nick Higham, Ilse Ipsen, Arieh Iserles, David Kincaid, Louis Komzsik, David Knezevic, Dirk Laurie, Randy LeVeque, Bill Morton, John C Nash, Michael Overton, Yoshio Oyanagi, Beresford Parlett, Linda Petzold, Bill Phillips, Mike Powell, Alex Prideaux, Siegfried Rump, Thomas Schmelzer, Thomas Sonar, Hans Stetter, Gil Strang, Endre SĂĽli, Defeng Sun, Mike Sussman, Daniel Szyld, Garry Tee, Dmitry Vasilyev, Andy Wathen, Margaret Wright and Steve Wright
Computing hypergeometric functions rigorously
We present an efficient implementation of hypergeometric functions in
arbitrary-precision interval arithmetic. The functions , ,
and (or the Kummer -function) are supported for
unrestricted complex parameters and argument, and by extension, we cover
exponential and trigonometric integrals, error functions, Fresnel integrals,
incomplete gamma and beta functions, Bessel functions, Airy functions, Legendre
functions, Jacobi polynomials, complete elliptic integrals, and other special
functions. The output can be used directly for interval computations or to
generate provably correct floating-point approximations in any format.
Performance is competitive with earlier arbitrary-precision software, and
sometimes orders of magnitude faster. We also partially cover the generalized
hypergeometric function and computation of high-order parameter
derivatives.Comment: v2: corrected example in section 3.1; corrected timing data for case
E-G in section 8.5 (table 6, figure 2); adjusted paper siz
Computing Integer Powers in Floating-Point Arithmetic
We introduce two algorithms for accurately evaluating powers to a positive
integer in floating-point arithmetic, assuming a fused multiply-add (fma)
instruction is available. We show that our log-time algorithm always produce
faithfully-rounded results, discuss the possibility of getting correctly
rounded results, and show that results correctly rounded in double precision
can be obtained if extended-precision is available with the possibility to
round into double precision (with a single rounding).Comment: Laboratoire LIP : CNRS/ENS Lyon/INRIA/Universit\'e Lyon
Computing the Lambert W function in arbitrary-precision complex interval arithmetic
We describe an algorithm to evaluate all the complex branches of the Lambert
W function with rigorous error bounds in interval arithmetic, which has been
implemented in the Arb library. The classic 1996 paper on the Lambert W
function by Corless et al. provides a thorough but partly heuristic numerical
analysis which needs to be complemented with some explicit inequalities and
practical observations about managing precision and branch cuts.Comment: 16 pages, 4 figure
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