NAG Library Function Document

nag_polygamma_fun (s14acc)

is large, sums or differences of psi functions may be computed without unnecessary loss of precision, by analytically combining the logarithmic terms. For example, the difference

d = ψ (x + \frac{1}{2}) - ψ (x)

has an asymptotic behaviour for large

x

given by

d \sim \ln (x + \frac{1}{2}) - \ln x + O (\frac{1}{x^{2}}) \sim \ln (1 + \frac{1}{2 x}) \sim \frac{1}{2 x}

Computing

d

directly would amount to subtracting two large numbers which are close to

\ln (x + \frac{1}{2})

and

\ln x

to produce a small number close to

\frac{1}{2 x}

, resulting in a loss of significant digits. However, using this function to compute

f (x) = ψ (x) - \ln x

, we can compute

d = f (x + \frac{1}{2}) - f (x) + \ln (1 + \frac{1}{2 x})

, and the dominant logarithmic term may be computed accurately from its power series when

x

is large. Thus we avoid the unnecessary loss of precision.

The function is derived from the function PSIFN in Amos (1983).

4 References

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

Amos D E (1983) Algorithm 610: A portable FORTRAN subroutine for derivatives of the psi function ACM Trans. Math. Software 9 494–502

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 3.6 in the Essential Introduction).

6 Error Indicators and Warnings

NE_ALLOC_FAIL: Dynamic memory allocation failed.
See Section 3.2.1.2 in the Essential Introduction 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 3.6.6 in the Essential Introduction for further information.
NE_NO_LICENCE: Your licence key may have expired or may not have been installed correctly.
See Section 3.6.5 in the Essential Introduction for further information.
NE_OVERFLOW_LIKELY: Computation halted due to likelihood of overflow. x may be too small. $x = 〈value〉$ .
NE_REAL: On entry, $x = 〈value〉$ .
Constraint: $x > 0.0$ .
NE_UNDERFLOW_LIKELY: Computation halted due to likelihood of underflow. x may be too large. $x = 〈value〉$ .

7 Accuracy

All constants in nag_polygamma_fun (s14acc) are given to approximately

18

digits of precision. Calling the number of digits of precision in the floating-point arithmetic being used

t

, then clearly the maximum number of correct digits in the results obtained is limited by

p = \min (t, 18)

With the above proviso, results returned by this function should be accurate almost to full precision, except at points close to the zero of

ψ (x)

x ≃ 1.461632

, where only absolute rather than relative accuracy can be obtained.

8 Parallelism and Performance

Not applicable.

9 Further Comments

None.

10 Example

The example program 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_polygamma_fun (s14acc)

▸▿ Contents

1 Purpose

2 Specification

3 Description