NAG Library Function Document
nag_kelvin_kei (s19adc)
1 Purpose
nag_kelvin_kei (s19adc) returns a value for the Kelvin function .
2 Specification
#include <nag.h> |
#include <nags.h> |
double |
nag_kelvin_kei (double x,
NagError *fail) |
|
3 Description
nag_kelvin_kei (s19adc) evaluates an approximation to the Kelvin function .
Note: for the function is undefined, so we need only consider .
The function is based on several Chebyshev expansions:
For
,
where
,
and
are expansions in the variable
;
For
,
where
is an expansion in the variable
;
For
,
where
, and
and
are expansions in the variable
.
For , the function is undefined, and hence the function fails and returns zero.
When
is sufficiently close to zero, the result is computed as
and when
is even closer to zero simply as
For large
,
is asymptotically given by
and this becomes so small that it cannot be computed without underflow and the function fails.
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 of the function.
Constraint:
.
- 2:
fail – NagError *Input/Output
-
The NAG error argument (see
Section 3.6 in the Essential Introduction).
6 Error Indicators and Warnings
- 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.
- NE_REAL_ARG_GT
-
On entry,
. The function returns zero.
Constraint:
.
x is too large, the result underflows and the function returns zero.
- NE_REAL_ARG_LT
-
On entry, .
Constraint: .
The function is undefined and returns zero.
7 Accuracy
Let
be the absolute error in the result, and
be the relative error in the argument. If
is somewhat larger than the machine representation error, then we have:
For small
, errors are attenuated by the function and hence are limited by the
machine precision.
For medium and large , the error behaviour, like the function itself, is oscillatory and hence only absolute accuracy of the function can be maintained. For this range of , the amplitude of the absolute error decays like , which implies a strong attenuation of error. Eventually, , which is asymptotically given by ,becomes so small that it cannot be calculated without causing underflow and therefore the function returns zero. Note that for large , the errors are dominated by those of the standard math library function exp.
8 Parallelism and Performance
Not applicable.
Underflow may occur for a few values of
close to the zeros of
, below the limit which causes a failure with
NE_REAL_ARG_GT.
10 Example
This example reads values of the argument from a file, evaluates the function at each value of and prints the results.
10.1 Program Text
Program Text (s19adce.c)
10.2 Program Data
Program Data (s19adce.d)
10.3 Program Results
Program Results (s19adce.r)