NAG Library Routine Document

S19AQF

+− 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

S19AQF returns an array of values for the Kelvin function

\ker x

2 Specification

SUBROUTINE S19AQF (

N, X, F, IVALID, IFAIL)

INTEGER	N, IVALID(N), IFAIL
REAL (KIND=nag_wp)	X(N), F(N)

3 Description

S19AQF evaluates an approximation to the Kelvin function

\ker x_{i}

for an array of arguments

x_{i}

, for

i = 1, 2, \dots, n

Note: for

x < 0

the function is undefined and at

x = 0

it is infinite so we need only consider

x > 0

The routine is based on several Chebyshev expansions:

For

0 < x \leq 1

\ker x = - f (t) \log x + \frac{π}{16} x^{2} g (t) + y (t)

where

f (t)

g (t)

and

y (t)

are expansions in the variable

t = 2 x^{4} - 1

For

1 < x \leq 3

\ker x = \exp (- \frac{11}{16} x) q (t)

where

q (t)

is an expansion in the variable

t = x - 2

For

x > 3

\ker x = \sqrt{\frac{π}{2 x}} e^{- x / \sqrt{2}} [(1 + \frac{1}{x} c (t)) \cos β - \frac{1}{x} d (t) \sin β]

where

β = \frac{x}{\sqrt{2}} + \frac{π}{8}

, and

c (t)

and

d (t)

are expansions in the variable

t = \frac{6}{x} - 1

When

x

is sufficiently close to zero, the result is computed as

\ker x = - γ - \log (\frac{x}{2}) + (π - \frac{3}{8} x^{2}) \frac{x^{2}}{16}

and when

x

is even closer to zero, simply as

\ker x = - γ - \log (\frac{x}{2})

For large

x

\ker x

is asymptotically given by

\sqrt{\frac{π}{2 x}} e^{- x / \sqrt{2}}

and this becomes so small that it cannot be computed without underflow and the routine fails.

4 References

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

5 Parameters

1: N – INTEGERInput

On entry:

n

, the number of points.

Constraint:

N \geq 0

2: X(N) – REAL (KIND=nag_wp) arrayInput

On entry: the argument

x_{i}

of the function, for

i = 1, 2, \dots, N

Constraint:

X (i) > 0.0

, for

i = 1, 2, \dots, N

3: F(N) – REAL (KIND=nag_wp) arrayOutput

On exit:

\ker x_{i}

, the function values.

4: IVALID(N) – INTEGER arrayOutput

On exit:

IVALID (i)

contains the error code for

x_{i}

, for

i = 1, 2, \dots, N

$IVALID (i) = 0$: No error.
$IVALID (i) = 1$: $x_{i}$ is too large, the result underflows. $F (i)$ contains zero. The threshold value is the same as for $IFAIL = 1$ in S19ACF, as defined in the Users' Note for your implementation.
$IVALID (i) = 2$: $x_{i} \leq 0.0$ , the function is undefined. $F (i)$ contains $0.0$ .

5: 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:

$IFAIL = 1$: On entry, at least one value of X was invalid.
Check IVALID for more information.

$IFAIL = 2$: On entry, $N = ⟨value⟩$ .
Constraint: $N \geq 0$ .

7 Accuracy

Let

E

be the absolute error in the result,

ε

be the relative error in the result and

δ

be the relative error in the argument. If

δ

is somewhat larger than the machine precision, then we have:

E ≃ |\frac{x}{\sqrt{2}} (\ker_{1} x + {kei}_{1} x)| δ,

ε ≃ |\frac{x}{\sqrt{2}} \frac{\ker_{1} x + {kei}_{1} x}{\ker x}| δ .

For very small

x

, the relative error amplification factor is approximately given by

\frac{1}{|\log x|}

, which implies a strong attenuation of relative error. However,

ε

in general cannot be less than the machine precision.

For small

x

, errors are damped by the function and hence are limited by the machine precision.

For medium and large

x

, the error behaviour, like the function itself, is oscillatory, and hence only the absolute accuracy for the function can be maintained. For this range of

x

, the amplitude of the absolute error decays like

\sqrt{\frac{π x}{2}} e^{- x / \sqrt{2}}

which implies a strong attenuation of error. Eventually,

\ker x

, which asymptotically behaves like

\sqrt{\frac{π}{2 x}} e^{- x / \sqrt{2}}

, becomes so small that it cannot be calculated without causing underflow, and the routine returns zero. Note that for large

x

the errors are dominated by those of the standard function exp.

8 Further Comments

Underflow may occur for a few values of

x

close to the zeros of

\ker x

, below the limit which causes a failure with

IFAIL = 1

9 Example

This example reads values of X from a file, evaluates the function at each value of

x_{i}

and prints the results.

NAG Library Routine DocumentS19AQF

+− 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

NAG Library Routine Document

S19AQF