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NAG Library Function Document

nag_cos_integral (s13acc)

▸▿ Contents

1 Purpose

2 Specification

3 Description

4 References

5 Arguments

6 Error Indicators and Warnings

7 Accuracy

8 Parallelism and Performance

9 Further Comments

▸▿ 10 Example

10.1 Program Text

10.2 Program Data

10.3 Program Results

1 Purpose

nag_cos_integral (s13acc) returns the value of the cosine integral

Ci (x) = γ + \ln x + \int_{0}^{x} \frac{\cos u - 1}{u} d u, x > 0

where

γ

denotes Euler's constant.

2 Specification

#include <nag.h>

#include <nags.h>

double

nag_cos_integral (double x, NagError *fail)

3 Description

nag_cos_integral (s13acc) calculates an approximate value for

Ci (x)

For

0 < x \leq 16

it is based on the Chebyshev expansion

Ci (x) = \ln x + \sum_{r = 0}^{'} a_{r} T_{r} (t), t = 2 {(\frac{x}{16})}^{2} - 1 .

For

16 < x < x_{hi}

where the value of

x_{hi}

is given in the Users' Note for your implementation,

Ci (x) = \frac{f (x) \sin x}{x} - \frac{g (x) \cos x}{x^{2}}

where

f (x) = \underset{r = 0}{\sum^{'}} f_{r} T_{r} (t)

and

g (x) = \underset{r = 0}{\sum^{'}} g_{r} T_{r} (t)

t = 2 {(\frac{16}{x})}^{2} - 1

For

x \geq x_{hi}

Ci (x) = 0

to within the accuracy possible (see Section 7).

4 References

Abramowitz M and Stegun I A (1972) Handbook of Mathematical Functions (3rd Edition) Dover Publications

5 Arguments

1: $x$ – doubleInput: On entry: the argument $x$ of the function.

Constraint: $x > 0.0$ .
2: $fail$ – NagError *Input/Output: The NAG error argument (see Section 2.7 in How to Use the NAG Library and its Documentation).

6 Error Indicators and Warnings

NE_ALLOC_FAIL: Dynamic memory allocation failed.
See Section 2.3.1.2 in How to Use the NAG Library and its Documentation for further information.
NE_INTERNAL_ERROR: An internal error has occurred in this function. Check the function call and any array sizes. If the call is correct then please contact NAG for assistance.

An unexpected error has been triggered by this function. Please contact NAG.
See Section 2.7.6 in How to Use the NAG Library and its Documentation for further information.
NE_NO_LICENCE: Your licence key may have expired or may not have been installed correctly.
See Section 2.7.5 in How to Use the NAG Library and its Documentation for further information.
NE_REAL_ARG_LE: On entry, $x = 〈value〉$ .
Constraint: $x > 0.0$ .
The function has been called with an argument less than or equal to zero for which $Ci (x)$ is not defined.

7 Accuracy

E

and

ε

are the absolute and relative errors in the result and

δ

is the relative error in the argument then in principle these are related by

|E| ≃ |δ \cos x| and ​ |ε| ≃ |\frac{δ \cos x}{Ci (x)}| .

That is accuracy will be limited by machine precision near the origin and near the zeros of

\cos x

, but near the zeros of

Ci (x)

only absolute accuracy can be maintained.

The behaviour of this amplification is shown in Figure 1.

Figure 1

For large values of

x

Ci (x) \sim \frac{\sin x}{x}

therefore

ε \sim δ x \cot x

and since

δ

is limited by the finite precision of the machine it becomes impossible to return results which have any relative accuracy. That is, when

x \geq 1 / δ

we have that

|Ci (x)| \leq 1 / x \sim E

and hence is not significantly different from zero.

Hence

x_{hi}

is chosen such that for values of

x \geq x_{hi}

Ci (x)

in principle would have values less than the machine precision and so is essentially zero.

8 Parallelism and Performance

nag_cos_integral (s13acc) is not threaded in any implementation.

9 Further Comments

None.

10 Example

This example reads values of the argument

x

from a file, evaluates the function at each value of

x

and prints the results.

NAG Library Function Documentnag_cos_integral (s13acc)