NAG Library Routine Document

S17AXF

▸▿ Contents

1 Purpose

2 Specification

3 Description

4 References

5 Parameters

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

S17AXF returns an array of values for the derivative of the Airy function

Bi (x)

2 Specification

SUBROUTINE S17AXF (

N, X, F, IVALID, IFAIL)

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

3 Description

S17AXF calculates an approximate value for the derivative of the Airy function

Bi (x_{i})

for an array of arguments

x_{i}

, for

i = 1, 2, \dots, n

. It is based on a number of Chebyshev expansions.

For

x < - 5

{Bi}^{'} (x) = \sqrt[4]{- x} [- a (t) \sin z + \frac{b (t)}{ζ} \cos z],

where

z = \frac{π}{4} + ζ

ζ = \frac{2}{3} \sqrt{- x^{3}}

and

a (t)

and

b (t)

are expansions in the variable

t = - 2 {(\frac{5}{x})}^{3} - 1

For

- 5 \leq x \leq 0

{Bi}^{'} (x) = \sqrt{3} (x^{2} f (t) + g (t)),

where

f

and

g

are expansions in

t = - 2 {(\frac{x}{5})}^{3} - 1

For

0 < x < 4.5

{Bi}^{'} (x) = e^{3 x / 2} y (t),

where

y (t)

is an expansion in

t = 4 x / 9 - 1

For

4.5 \leq x < 9

{Bi}^{'} (x) = e^{21 x / 8} u (t),

where

u (t)

is an expansion in

t = 4 x / 9 - 3

For

x \geq 9

{Bi}^{'} (x) = \sqrt[4]{x} e^{z} v (t),

where

z = \frac{2}{3} \sqrt{x^{3}}

and

v (t)

is an expansion in

t = 2 (\frac{18}{z}) - 1

For

|x| <

the square of the machine precision, the result is set directly to

{Bi}^{'} (0)

. This saves time and avoids possible underflows in calculation.

For large negative arguments, it becomes impossible to calculate a result for the oscillating function with any accuracy so the routine must fail. This occurs for

x < - {(\frac{\sqrt{π}}{ε})}^{4 / 7}

, where

ε

is the machine precision.

For large positive arguments, where

{Bi}^{'}

grows in an essentially exponential manner, there is a danger of overflow so the routine must fail.

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

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

On exit:

{Bi}^{'} (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 and positive. $F (i)$ contains zero. The threshold value is the same as for $IFAIL = 1$ in S17AKF, as defined in the Users' Note for your implementation.
$IVALID (i) = 2$: $x_{i}$ is too large and negative. $F (i)$ contains zero. The threshold value is the same as for $IFAIL = 2$ in S17AKF, as defined in the Users' Note for your implementation.

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: $N \geq 0$ .

$IFAIL = - 99$: An unexpected error has been triggered by this routine. Please contact NAG.
See Section 3.8 in the Essential Introduction for further information.

$IFAIL = - 399$: Your licence key may have expired or may not have been installed correctly.
See Section 3.7 in the Essential Introduction for further information.

$IFAIL = - 999$: Dynamic memory allocation failed.
See Section 3.6 in the Essential Introduction for further information.

7 Accuracy

For negative arguments the function is oscillatory and hence absolute error is appropriate. In the positive region the function has essentially exponential behaviour and hence relative error is needed. The absolute error,

E

, and the relative error

ε

, are related in principle to the relative error in the argument

δ

, by

E ≃ |x^{2} Bi (x)| δ ε ≃ |\frac{x^{2} Bi (x)}{{Bi}^{'} (x)}| δ .

In practice, approximate equality is the best that can be expected. When

δ

ε

E

is of the order of the machine precision, the errors in the result will be somewhat larger.

For small

x

, positive or negative, errors are strongly attenuated by the function and hence will effectively be bounded by the machine precision.

For moderate to large negative

x

, the error is, like the function, oscillatory. However, the amplitude of the absolute error grows like

\frac{{|x|}^{7 / 4}}{\sqrt{π}}

. Therefore it becomes impossible to calculate the function with any accuracy if

{|x|}^{7 / 4} > \frac{\sqrt{π}}{δ}

For large positive

x

, the relative error amplification is considerable:

\frac{ε}{δ} \sim \sqrt{x^{3}}

. However, very large arguments are not possible due to the danger of overflow. Thus in practice the actual amplification that occurs is limited.

8 Parallelism and Performance

Not applicable.

9 Further Comments

None.

10 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 DocumentS17AXF

▸▿ Contents

1 Purpose

2 Specification

3 Description

4 References

5 Parameters

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

NAG Library Routine Document

S17AXF