NAG Library Routine Document

S13ACF

+− Contents

1 Purpose

2 Specification

3 Description

4 References

5 Parameters

6 Error Indicators and Warnings

7 Accuracy

8 Further Comments

+− 9 Example

9.1 Program Text

9.2 Program Data

9.3 Program Results

1 Purpose

S13ACF returns the value of the cosine integral

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

via the routine name where

γ

denotes Euler's constant.

2 Specification

FUNCTION S13ACF (

X, IFAIL)

REAL (KIND=nag_wp) S13ACF

INTEGER	IFAIL
REAL (KIND=nag_wp)	X

3 Description

S13ACF 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 Parameters

1: X – REAL (KIND=nag_wp)Input: On entry: the argument $x$ of the function.
Constraint: $X > 0.0$ .
2: IFAIL – INTEGERInput/Output: On entry: IFAIL must be set to $0$ , $- 1 or 1$ . If you are unfamiliar with this parameter you should refer to Section 3.3 in the Essential Introduction for details.
For environments where it might be inappropriate to halt program execution when an error is detected, the value $- 1 or 1$ is recommended. If the output of error messages is undesirable, then the value $1$ is recommended. Otherwise, if you are not familiar with this parameter, the recommended value is $0$ . When the value $- 1 or 1$ is used it is essential to test the value of IFAIL on exit.

On exit: $IFAIL = 0$ unless the routine detects an error or a warning has been flagged (see Section 6).

6 Error Indicators and Warnings

If on entry

IFAIL = 0

- 1

, explanatory error messages are output on the current error message unit (as defined by X04AAF).

Errors or warnings detected by the routine:

$IFAIL = 1$: The routine has been called with an argument less than or equal to zero for which the function is not defined. The result returned is zero.

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 Further Comments

None.

9 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 Routine DocumentS13ACF