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Index
Abramowitz functioncomputed by Clenshaw’s method,
74absolute error, 356Airy function
contour integral for, 166Airy functions
algorithm, 359asymptotic estimate of, 18asymptotic expansions, 81, 360Chebyshev expansions, 80, 85computing
complex arguments, 359Gauss quadrature, 145scaled functions, 359zeros, 224
connection formulas, 360, 361contour integral for, 264differential equation, 249, 359relation with hypergeometric
function, 28used in uniform asymptotic
expansion, 250Airy-type asymptotic expansion
for modified Bessel functions ofpurely imaginary order, 375
for parabolic cylinder functions,383
obtained from integrals, 249, 264algorithm
for Airy functions, 359for computing zeros of Bessel
functions, 385for modified Bessel functions, 370for oblate spheroidal harmonics,
365
for parabolic cylinder functions,378
for prolate spheroidal harmonics,364
for Scorer functions, 361for toroidal harmonics, 366of Remes, 290
analytic continuation of generalizedhypergeometric function, 27
anomalous behavior of recursions, 118a warning, 122confluent hypergeometric
functions, 120exponential integrals, 121first order inhomogeneous
equation, 121modified Bessel functions, 118
anti-Miller algorithm, 110, 112associated Legendre functions
computation for �z > 0, 363asymptotic expansion
uniform, 237asymptotic expansions
alternative asymptoticrepresentation for �(z), 49
alternative expansionfor �(z), 49for �(a, z), 47
convergent asymptoticrepresentation, 46
converging factor, 40exponentially improved, 39
for �(a, z), 39exponentially small remainders, 38hyperasymptotics, 40of exponential integral, 37, 38
405
Copyright ©2007 by the Society for Industrial and Applied Mathematics. This electronic version is for personal use and may not be duplicated or distributed.
From "Numerical Methods for Special Functions" by Amparo Gil, Javier Segura, and Nico Temme
406 Index
of incomplete gamma function�(a, z), 37
of modified Bessel function Kν(z),43
of Poincaré type, 34of the exponential integral, 34Stokes phenomenon, 40to compute zeros, 199, 200
of Airy functions, 224of Bessel functions, 233of Bessel functions with
McMahon expansions, 200of error functions, 229of orthogonal polynomials, 234of parabolic cylinder functions,
233of Scorer functions, 227
transforming into factorial series,44
uniform, 239for the incomplete gamma
functions, 240upper bound for remainder, 39
for log�(z), 39Wagner’s modification, 48Watson’s lemma, 36
asymptotic inversionof distribution functions, 317of incomplete beta functions, 318of incomplete gamma functions,
312of the incomplete beta function
error function case, 322incomplete gamma function
case, 324symmetric case, 319
backsubstitution in Olver’s method, 117backward recurrence algorithm, see also
Miller algorithmfor computing continued fractions,
181backward sweep, 215base-2 floating-point arithmetic, 356Bernoulli numbers and polynomials,
131, 331
order estimate, 336Bessel functions
Airy-type expansions, 250algorithms for computing, 369computing zeros, 197, 204, 385
asymptotic expansions, 200, 233asymptotic expansions of Airy
type, 204eigenvalue problems, 208, 212McMahon expansions, 200, 204
differential equation, 19, 24J0(x) computation
Chebyshev expansion, 83numerical inversion of Laplace
transform, 349the trapezoidal rule, 128
Jν(z) as hypergeometric function,28
Neumann function Yν(z), 25recurrence relations, 96recursion for Jν(z) and Yν(z), 87series expansion for Jν(z), 24Wronskian, 255
Bessel polynomials, 348best approximation, 51
Jackson’s theorem, 63polynomial, 290
versus Chebyshev series, 291rational, 290
oscillations of the error curve,290
binomial coefficientgamma functions, 27Pochhammer symbol, 27
bisection method, 191, 193, 195order of convergence, 194
Bolzano’s theorem, 193Boole’s summation method, 336boundary value problem
for differential equations in thecomplex plane
Taylor-series method, 293Bühring’s analytic continuation formula
for hypergeometric functions,31
Copyright ©2007 by the Society for Industrial and Applied Mathematics. This electronic version is for personal use and may not be duplicated or distributed.
From "Numerical Methods for Special Functions" by Amparo Gil, Javier Segura, and Nico Temme
Index 407
Carlson’s symmetric elliptic integrals,345
Casorati determinant, 89its use in anti-Miller algorithm, 110
Cauchy’s form for the remainder ofTaylor’s formula, 16
Cauchy’s inequality, 16Cauchy–Riemann equations, 162chaotic behavior in the complex plane,
197characteristic equation, 92Chebyshev equioscillation theorem, 63Chebyshev expansion
computing coefficients, 69convergence properties, 68
analytic functions, 68for Airy functions, 80, 85for error function, 83for J-Bessel functions, 83for Kummer U-function, 84of a function, 66
Chebyshev interpolation, 62computing the polynomial, 64of the second kind, 65
Chebyshev polynomial, 56, 140Chebyshev polynomials
as particular case of Jacobipolynomials, 62
discrete orthogonality relation, 59economization of power series, 80equidistant zeros and extrema, 61expansion of a function, 66minimax approximation, 58of the first kind, 56of the second, third, and fourth
kinds, 60orthogonality relation, 59polynomial representation, 59shifted polynomial T ∗n (x), 60
Chebyshev sumevaluated by Clenshaw’s method,
75Christoffel numbers for Gauss
quadrature, 136classical orthogonal polynomials, 140
Clenshaw’s methodfor evaluating a Chebyshev sum,
65, 75error analysis, 76modification, 78
for solving differential equations,70
for the Abramowitz function, 74for the J-Bessel function, 72
Clenshaw–Curtis quadratures, 62, 296,297
compact operator in a Hilbert space, 209complementary error function
as normal distribution function, 242computed by numerical inversion
of Laplace transform, 350contour integral, 350in uniform asymptotic
approximations, 242complex Gauss quadrature formula, 348
nodes and weights, 349complex orthogonal polynomials, 348compound trapezoidal rule, 126condition of TTRRs, 88confluent hypergeometric functions
anomalous behavior of recursion,120
Chebyshev expansion forU−function, 84
differential equation, 19integral representation for
U(a, c, z), 43M in terms of hypergeometric
function, 28recurrence relations, 96, 99
conical functionscomputing zeros, 211, 223recurrence relation, 103, 211
conjugate harmonic functions, 162continued fraction, 173
computing, 181backward recurrence algorithm,
181forward recurrence algorithm,
181
Copyright ©2007 by the Society for Industrial and Applied Mathematics. This electronic version is for personal use and may not be duplicated or distributed.
From "Numerical Methods for Special Functions" by Amparo Gil, Javier Segura, and Nico Temme
408 Index
forward series recurrencealgorithm, 181
modified Lentz algorithm, 183Steed’s algorithm, 181
contractions, 175convergence, 175, 179equivalence transformations, 175even and odd part, 175for incomplete beta function, 189for incomplete gamma function,
176for incomplete gamma function
�(a, z), 186for ratios of Gauss hypergeometric
function, 187for special functions, 185Jacobi fraction, J-fraction, 179linear transformations, 174nth convergent, nth approximant,
174numerical evaluation, 181of Gauss, 188recursion for convergents, 174relation with
ascending power series, 178, 179Padé approximant, 278Padé approximants, 179three-term recurrence relation,
95Stieltjes fraction, S-fraction, 178theorems on convergence, 180value of the, 174
contour integrals in the complex planequadrature for, 157
convergence propertiesChebyshev expansion, 68
analytic functions, 68continued fraction, 175
convergent power series, 15converging factor for asymptotic
expansion, 40Coulomb wave functions
recurrence relations, 98cylinder functions, 233, see also Bessel
functions
degree of exactness, 124, 132difference equation
first order inhomogeneous, 112second order homogeneous, 87
differential equationFrobenius method, 22fundamental system of solutions,
21homogeneous linear second order,
292in the complex plane
Taylor-series method, 292Taylor-series method for
boundary value problem, 293Taylor-series method for initial
value problem, 292inhomogeneous linear second
order, 292of Airy functions, 359of Bessel functions, 19of confluent hypergeometric
functions, 19of Gauss hypergeometric functions,
18of Hermite polynomials, 19of Legendre functions, 19, 363of modified Bessel functions, 370
of purely imaginary order, 372of parabolic cylinder functions, 19,
377of Whittaker functions, 19singular point, 19
irregular, 19regular, 19
Taylor expansion method, 291Dini–Lipschitz continuity, 64discrete cosine transform, 66dominant solution of a recurrence
relation, 90double factorial, 364dual algorithm for computing toroidal
harmonics, 369
economization of power series, 80eigenvalue problem
for Bessel functions, 208, 212, 213
Copyright ©2007 by the Society for Industrial and Applied Mathematics. This electronic version is for personal use and may not be duplicated or distributed.
From "Numerical Methods for Special Functions" by Amparo Gil, Javier Segura, and Nico Temme
Index 409
for compact infinite matrix, 210for conical functions, 211for minimal solutions of three-term
recurrence relations, 207for orthogonal polynomials, 205
elliptic integralother forms, 347
elliptic integralsCarlson’s symmetric forms, 345incomplete of the first kind, 344incomplete of the second kind, 344of Legendre, 344of the third kind, 345
epsilon algorithm of Wynn, 278equidistant interpolation
Runge phenomenon, 54equioscillation property, 67error
absolute, relative, 356bound for fixed point method, 194
error functionsChebyshev expansion, 83computing zeros by using
asymptotic expansions, 229inversion, 330
Euler–Maclaurin formula, 131relation with the trapezoidal rule,
130Euler’s summation formula, 331
limitations, 336exponential function
Padé approximants, 280exponential integral
anomalous behavior of recursion,121
as solution of an inhomogeneouslinear first order differenceequations, 115
asymptotic expansions, 37, 38expansion as factorial series, 45sequence transformations, 288
exponentially improved asymptoticexpansions, 39
factorial series, 44condition for convergence, 44
for exponential integral, 45for incomplete gamma function
�(a, z), 45Fadeeva function, 229fast cosine transforms, 67fast Fourier transform, 69, 298Fejér quadrature, 296
first rule, 297second rule, 297
Filon’s method for oscillatory integrals,303
first order linear inhomogeneousdifference equations, 87
fixed point method, 192, 193, 196based on global strategies, 213error bound, 194Newton–Raphson method, 195order of convergence, 194
fixed point theorem, 193floating-point
IEEE formats, 356IEEE-754 standard for base-2
arithmetic, 356numbers, 356
forward differences, 53forward elimination in Olver’s method,
117forward recurrence algorithm
for computing continued fractions,181
forward series recurrence algorithmfor computing continued fractions,
181fractal, 197Frobenius method, 22fundamental Lagrange interpolation
polynomial, 52fundamental system of solutions, 21
gamma functionalternative asymptotic
representation, 49asymptotic expansion, 243numerical algorithm based on
recursion, 246
Copyright ©2007 by the Society for Industrial and Applied Mathematics. This electronic version is for personal use and may not be duplicated or distributed.
From "Numerical Methods for Special Functions" by Amparo Gil, Javier Segura, and Nico Temme
410 Index
Gauss hypergeometric functions, 28Bühring’s analytic continuation
formula, 31convergence domains of power
series, 31deriving the continued fraction for
a ratio of, 187differential equation, 18Norlünd’s continued fraction, 105other power series, 30Padé approximants, 283recurrence relations in all
directions, 104recursion for power series
coefficients, 29removable singularities, 33special cases, 29value at z = 1, 29
Gauss quadrature, 132, 135, 191Christoffel numbers, 136computing zeros and weights, 133,
141, 145example for Legendre polynomials,
145for computing Airy functions, 360for computing the Airy function in
the complex plane, 145Gauss–Kronrod, 299Gauss–Lobatto, 299Gauss–Radau, 299generalized Hermite polynomials,
141Golub–Welsch algorithm, 133, 141,
145Hermite polynomials, 145Jacobi matrix
nonorthonormal case, 144orthonormal case, 142
Jacobi polynomials, 145Kronrod nodes, 300Laguerre polynomials, 145Meixner–Pollaczek polynomials,
141orthonormal polynomials, 134other rules, 298Patterson, 301
recursion for orthogonalpolynomials, 143
Stieltjes procedure, 139Gegenbauer polynomial, 140
and Gauss–Kronrod quadrature,300
generalizedhypergeometric function, 27
analytic continuation, 27terminating series, 27
Laguerre polynomial, 140global fixed point methods, 213global strategies for finding zeros, 213Golub–Welsch algorithm for Gauss
quadrature, 133, 141, 145Gram–Schmidt orthogonalization, 134
Hadamard-type expansionsfor modified Bessel function Iν(z),
41Hankel transforms, 303Hermite
interpolation, 53, 54, 136Hermite polynomial
and Gauss–Kronrod quadrature,300
Hermite polynomialsdifferential equation, 19Gauss quadrature, 145generalized for Gauss quadrature,
141special case of parabolic cylinder
functions, 102zeros, 102
hyperasymptotics, 40for the gamma function, 40
hypergeometric functions, see Gausshypergeometric functions
hypergeometric series, 26
IEEE floating-point, see floating-pointill-conditioned problem, 357incomplete beta function
asymptotic inversion, 318error function case, 322
Copyright ©2007 by the Society for Industrial and Applied Mathematics. This electronic version is for personal use and may not be duplicated or distributed.
From "Numerical Methods for Special Functions" by Amparo Gil, Javier Segura, and Nico Temme
Index 411
incomplete gamma functioncase, 324
symmetric case, 319deriving the continued fraction, 189in terms of the Gauss
hypergeometric function, 189incomplete gamma functions
as solution of inhomogeneouslinear first order differenceequation, 114
asymptotic expansions, 237alternative representation, 47for �(a, z), 37, 238simpler uniform expansions, 247uniform, 242
asymptotic inversion, 312, 329continued fraction, 176
computing �(a, z), 177, 181, 182for �(a, z), 186
expansion as factorial series, 45normalized functions P(a, z) and
Q(a, z), 241numerical algorithm based on
uniform expansion, 245Padé approximant, 284
indicial equation, 22inhomogeneous
Airy functions, 359linear difference equations, 112linear first order difference equation
condition of the recursion, 113for exponential integrals, 115for incomplete gamma function,
114minimal and dominant solutions,
113linear first order difference
equations, 112second order difference equations,
115example, 115Olver’s method, 116subdominant solution, 115superminimal solution, 115
initial value problemfor differential equations in the
complex planeTaylor-series method, 292
inner product of polynomials, 133interpolation
by orthogonal polynomials, 65Chebyshev, 62
of the second kind, 65Hermite, 53, 54, 136Lagrange, 52, 54Runge phenomenon, 54
interpolation polynomialfundamental Lagrange, 52
inversionof complementary error function,
309of error function, 330of incomplete beta functions, 318of incomplete gamma functions,
312, 329irregular singular point of a differential
equation, 19
Jackson’s theorem, 63Jacobi continued fraction, 179Jacobi matrix, 205
Gauss quadraturenonorthonormal case, 144
used in Gauss quadrature, 142Jacobi polynomial, 60, 140
as hypergeometric series, 60Gauss quadrature, 145zeros, 191
Julia set, 197
Kummer functions, see confluenthypergeometric functions
Lagrangeinterpolation, 52
formula for the error, 125fundamental polynomials, 124polynomial, 54
remainder of Taylor’s formula, 16
Copyright ©2007 by the Society for Industrial and Applied Mathematics. This electronic version is for personal use and may not be duplicated or distributed.
From "Numerical Methods for Special Functions" by Amparo Gil, Javier Segura, and Nico Temme
412 Index
Laguerre polynomial, 140computing zeros, 221
Laguerre polynomialsGauss quadrature, 145
Lambert’sW -function, 312Laplace transform
inversion by using Padéapproximations, 352
numerical inversion, 347, 349Lebesgue constants for Fourier series,
291Legendre functions
associated functions, 363associated functions Pµν (z), Q
µν (z),
363differential equation, 19, 363oblate spheroidal harmonics, 363prolate spheroidal harmonics, 363recurrence relations, 103
for conical functions, 103with respect to the degree, 104with respect to the order, 103
toroidal harmonics, 363Legendre polynomial, 140
example for Gauss quadrature, 145Legendre’s elliptic integrals, 344Levin’s sequence transformation, 287linear
differential equationsregular and singular points, 19solved by Taylor expansion, 291
homogeneous three-termrecurrence relation, 87
independent solutions of arecurrence relation, 89
inhomogeneous first orderdifference equations, 87
Liouville–Green approximation, 26Liouville transformation, 25local strategies for finding zeros, 197logarithmic derivative of the gamma
function, 33Longman’s method for computing
oscillatory integrals, 303
machine-ε, 356
Maclaurin series, 16mathematical libraries for computing
special functions, 355McMahon expansions for zeros of
Bessel functions, 200, 204Meixner–Pollaczek polynomials, 141method of Taylor series
for differential equations in thecomplex plane, 292
Miller algorithmcondition for convergence, 108estimating starting value N, 110for computing modified Bessel
functions In+1/2(x), 106numerical stability, 109numerical stability of the
normalizing sum, 109when a function value is known,
105with a normalizing sum, 107
minimal solution of a recurrencerelation, 90
how to compute by backwardrecursion, 105
minimax approximation, 51Jackson’s theorem, 63
modified Bessel functionsalgorithm, 370anomalous behavior of recursion,
118asymptotic expansion for Kν(z), 43Chebyshev expansions for K0(x)
and K1(x), 370differential equation, 370expansion for Kν(z) in terms of
confluent hypergeometricfunctions, 43
of integer and half-integer orders,370
of purely imaginary order, 372Airy-type asymptotic
expansions, 375algorithms for Kia(x), Lia(x),
372asymptotic expansions, 374
Copyright ©2007 by the Society for Industrial and Applied Mathematics. This electronic version is for personal use and may not be duplicated or distributed.
From "Numerical Methods for Special Functions" by Amparo Gil, Javier Segura, and Nico Temme
Index 413
continued fraction for Kia(x),373
differential equation, 372nonoscillating integral
representations, 375scaled functions, 372series expansions, 373Wronskian relation, 372
Padé approximants to Kν(z), 352recurrence relation, 97, 370spherical, 370
algorithm, 371notation, 370recurrence relation, 371
trapezoidal rule for K0(x), 153modified Lentz algorithm
for computing continued fractions,183
modulus of continuity, 63monic
orthogonal polynomials, 134orthonormal polynomials, 134
Newton’s binomial formula, 27Newton’s divided difference formula, 53Newton–Raphson method, 191, 193, 195
high order inversion, 196, 327order of convergence, 195
nodes of a quadrature rule, 124nonlinear differential equations, 25Norlünd’s continued fraction for Gauss
hypergeometric functions, 105normalized incomplete gamma function
asymptotic estimate, 42normalized incomplete gamma functions
asymptotic estimate for P(a, z), 41Hadamard-type expansions, 41relation with chi-square probability
functions, 240uniform asymptotic expansions,
242numerical condition, 357numerical inversion of Laplace
transforms, 347, 349by deforming the contour, 350
complex Gauss quadrature formula,348
to compute Bessel function J0(x),349
to compute the complementaryerror function, 350
numerical stability, 357numerically unstable method, 357
oblate spheroidal harmonics, 363algorithm, 365recurrence relations, 365scaled functions, 364
Olver’s method for inhomogeneoussecond order differenceequations, 116
order of convergenceasymptotic error constant, 194fixed point methods, 194
ordinary differential equation, seedifferential equation
orthogonal basis with respect to innerproduct, 134
orthogonal polynomialscomputing zeros by using
asymptotic expansions, 234on complex contour, 348zeros, 135
orthogonality with respect to innerproduct, 134
oscillatory integrals, 301asymptotic expansion, 301convergence acceleration schemes,
303Filon’s method, 303general forms, 303Hankel transforms, 303Longman’s method for computing,
303overflow threshold, 356
Padé approximants, 276continued fractions, 278diagonal elements in the table, 277generating the lower triangular part
in the table, 278
Copyright ©2007 by the Society for Industrial and Applied Mathematics. This electronic version is for personal use and may not be duplicated or distributed.
From "Numerical Methods for Special Functions" by Amparo Gil, Javier Segura, and Nico Temme
414 Index
how to compute, 278by Wynn’s cross rule, 278
Luke’s examples for specialfunctions, 283
normality , 277relation with continued fractions,
179table, 277to the exponential function, 280to the Gauss hypergeometric
function, 283to the incomplete gamma functions,
284to the modified Bessel function
Kν(z), 352Wynn’s cross rule for, 278
parabolic cylinder functions, 377algorithm, 378
Maclaurin series, 379regions in (a, x)−plane, 378
asymptotic expansions for large x,380
computing zeros by usingasymptotic expansions, 233
contour integral for, 168definition, 101differential equation, 19, 377integral representations, 384oscillatory behavior, 102recurrence relation for U(a, x), 385relation with Hermite polynomials,
102scaled functions, 377three-term recurrence relations, 101uniform Airy-type asymptotic
expansion, 383uniform asymptotic expansions in
elementary functions, 381Wronskian relation, 101
Perron’s theorem, 92, 93intuitive form, 92
Pincherle’s theorem, 95plasma-dispersion function, 229Pochhammer symbol, 27polynomial
Stieltjes, 300
polynomial approximationminimax, 51
Jackson’s theorem, 63poorly conditioned problem, 357power series
of Bessel function Jν(z), 24, 28of confluent hypergeometric
M-function, 28of Gauss hypergeometric functions,
28of hypergeometric type, 26of the Airy functions, 18of the exponential function, 17
primal algorithmfor computing toroidal harmonics,
366prolate spheroidal harmonics, 363
algorithm, 364recurrence relation for Pmn (x), 365recurrence relation forQmn (x), 365scaled functions, 364
quadraturecharacteristic function for the error,
149Clenshaw–Curtis, 296, 297degree of exactness, 124double exponential formulas, 156erf-rule, 155Fejér, 296
first rule, 297second rule, 297
for contour integrals in the complexplane, 157
Gauss–Kronrod, 299Gauss–Lobatto, 299Gauss quadrature, 132Gauss–Radau, 299other Gauss rules, 298Patterson, 301Romberg quadrature, 294simple trapezoidal rule, 124Simpson’s rule, 295tanh-rule, 154the trapezoidal rule on R, 147transforming the variable, 153
Copyright ©2007 by the Society for Industrial and Applied Mathematics. This electronic version is for personal use and may not be duplicated or distributed.
From "Numerical Methods for Special Functions" by Amparo Gil, Javier Segura, and Nico Temme
Index 415
weight function, 132weights, 124
quotient-difference algorithm, 178
recurrence relationfor Bessel functions, 96for computing modified Bessel
function Kν(z), 100for confluent hypergeometric
functions, 99in all directions, 99in the (++) direction, 100in the (+ 0) direction, 99in the (0+) direction, 100
for Coulomb wave functions, 98for Legendre functions, 103for modified Bessel functions, 97,
370for modified spherical Bessel
functions, 371for parabolic cylinder functions,
101, 385for prolate spheroidal harmonics
Pmn (x), 365for prolate spheroidal harmonics
Qmn (x), 365for toroidal harmonics, 367
recurrent trapezoidal rule, 129regular point a differential equation, 19regular singular point of a differential
equation, 19relative error, 356Remes’ second algorithm of, 290repeated nodes in Hermite interpolation,
54reverting asymptotic series, 226Riccati–Bessel functions
difference-differential system, 213zeros, 213
Romberg quadrature, 294Runge phenomenon, 54
saddle point method, 158saddle point, 158
scalar product of polynomials, 133scaling functions, 358
to enlarge the domain ofcomputation, 358
to obtain higher accuracy, 358Schwarzian derivative, 26Scorer functions
algorithm for Hi(z), 361asymptotic expansion for Gi(z),
362asymptotic expansion for Hi(z),
362computation for complex
arguments, 359computing scaled functions, 359,
363computing zeros by using
asymptotic expansions, 227connection formulas for Gi(z), 362integral representation for Hi(z),
361power series for Gi(z), 362
secant method, 191second algorithm of Remes, 290second order homogeneous linear
difference equation, 87sequence transformations, 286
for asymptotic expansion ofexponential integral, 288
Levin’s transformation, 287numerical examples, 288of asymptotic series, 288of power series, 288Weniger’s transformation, 287with remainder estimates, 287
Simpson’s rule, 125, 295software survey for computing special
functions, 355sources of errors
due to discretization, 357due to fixed-length representations,
357due to truncation, 357in computations, 357
special functions computingAiry functions of complex
arguments, 359mathematical libraries, 355
Copyright ©2007 by the Society for Industrial and Applied Mathematics. This electronic version is for personal use and may not be duplicated or distributed.
From "Numerical Methods for Special Functions" by Amparo Gil, Javier Segura, and Nico Temme
416 Index
ratios of Bessel functions, 218Scorer functions of complex
arguments, 359software survey, 355
stability of a numerical method, 357Steed’s algorithm
for computing continued fractions,181
steepest descent path, 158Stieltjes
continued fraction, 178procedure for recurrence relations,
139Stirling numbers
definitions, 337explicit representations, 337generating functions, 337of the first kind
uniform asymptotic expansion,343
of the second kind, 44uniform asymptotic expansion,
338Stokes phenomenon, 40subdominant solution
of inhomogeneous second orderdifference equation, 115
superminimal solutionof inhomogeneous second order
difference equations, 115symmetric elliptic integrals, 345
Taylor series, 16Cauchy’s formula for remainder, 16Lagrange’s formula for remainder,
16Taylor’s formula for remainder, 16
Taylor-series methodfor boundary value problem in the
complex plane, 293for initial value problem in the
complex plane, 292testing of software
for computing functions, 358by comparison with existing
algorithms, 358
by extended precisionalgorithms, 358
by verification of functionalrelations, 358
consistency between differentmethods, 358
three-term recurrence relation, see alsorecurrence relation
anomalous behavior, 118confluent hypergeometric
functions, 120exponential integrals, 121modified Bessel functions, 118
backward recursion, 91condition of, 88dominant solution, 90forward recursion, 91linear homogeneous, 87linearly independent solutions, 89minimal solution, 89, 90relation with continued fractions,
95scaled form, 94with constant coefficients, 92
toroidal harmonics, 363algorithm, 366asymptotic expansion for PM−1/2(x),
368dual algorithm, 369primal algorithm, 366recurrence relation, 367relation with elliptic integrals, 367scaled functions, 364series expansion for PM−1/2(x), 367
trapezoidal rule, 350simple rule, 124compound rule, 126Euler’s summation formula, 130for computing Scorer functions,
362for computing the Bessel function
J0(x), 128for computing the Bessel function
K0(x), 153for computing the complementary
error function, 350
Copyright ©2007 by the Society for Industrial and Applied Mathematics. This electronic version is for personal use and may not be duplicated or distributed.
From "Numerical Methods for Special Functions" by Amparo Gil, Javier Segura, and Nico Temme
Index 417
on R, 147recursive computation, 129with exponentially small error, 151
TTRR, see three-term recurrencerelation
turning point of a differential equation,249
underflow threshold, 356
Wagner’s modification of asymptoticexpansions, 48
Watson’s lemma, 36weight function for numerical
quadrature, 132weights of a quadrature rule, 124Weniger’s sequence transformation, 287Whittaker functions
differential equation, 19WKB approximation, 26Wronskian, 21
for Airy functions, 254for Bessel functions, 255for modified Bessel functions of
purely imaginary order, 372for parabolic cylinder functions,
101Wynn’s cross rule
for Padé approximants, 278Wynn’s epsilon algorithm, 278
zeros of functions, 191Airy functions, 224
asymptotic approximations, 197,200
Bessel functions, 204, 233, 385complex zeros, 197eigenvalue problem, 208, 212from Airy-type asymptotic
expansions, 204McMahon expansions, 200, 204
bisection method, 191, 193complex zeros, 197computation based on asymptotic
approximations, 199conical functions, 211, 223cylinder functions, 233eigenvalue problem for orthogonal
polynomials, 205error functions, 229fixed point method, 193fixed point methods and
asymptotics, 199global strategies, 204, 213Jacobi polynomials, 191Laguerre polynomials, 221local strategies, 197matrix methods, 204Newton–Raphson method, 191, 193orthogonal polynomials, 135, 234parabolic cylinder functions, 233Riccati–Bessel functions, 213Scorer functions, 227secant method, 191
Copyright ©2007 by the Society for Industrial and Applied Mathematics. This electronic version is for personal use and may not be duplicated or distributed.
From "Numerical Methods for Special Functions" by Amparo Gil, Javier Segura, and Nico Temme