NAG C Library Function Document

, there is a danger of the result being totally inaccurate, as the error amplification factor grows in an essentially exponential manner; therefore the function must fail.

4

References

NIST Digital Library of Mathematical Functions

5

Arguments

1: $x$ – doubleInput: On entry: the argument $x$ of the function.
2: $fail$ – NagError *Input/Output: The NAG error argument (see Section 3.7 in How to Use the NAG Library and its Documentation).

6

Error Indicators and Warnings

NE_ALLOC_FAIL: Dynamic memory allocation failed.
See Section 2.3.1.2 in How to Use the NAG Library and its Documentation 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.
See Section 2.7.6 in How to Use the NAG Library and its Documentation for further information.
NE_NO_LICENCE: Your licence key may have expired or may not have been installed correctly.
See Section 2.7.5 in How to Use the NAG Library and its Documentation for further information.
NE_REAL_ARG_GT: On entry, $x = 〈value〉$ .
Constraint: $|x| \leq 〈value〉$ .
$|x|$ is too large for an accurate result to be returned and the function returns zero.

7

Accuracy

Since the function is oscillatory, the absolute error rather than the relative error is important. Let

E

be the absolute 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}} ({ber}_{1} x + {bei}_{1} x)| δ

(provided

E

is within machine bounds).

For small

x

the error amplification is insignificant and thus the absolute error is effectively bounded by the machine precision.

For medium and large

x

, the error behaviour is oscillatory and its amplitude grows like

\sqrt{\frac{x}{2 π}} e^{x / \sqrt{2}}

. Therefore it is not possible to calculate the function with any accuracy when

\sqrt{x} e^{x / \sqrt{2}} > \frac{\sqrt{2 π}}{δ}

. Note that this value of

x

is much smaller than the minimum value of

x

for which the function overflows.

8

Parallelism and Performance

nag_kelvin_ber (s19aac) is not threaded in any implementation.

9

Further Comments

None.

10

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 C Library Function Document

nag_kelvin_ber (s19aac)

▸▿ Contents

1 Purpose

2 Specification

3 Description

4 References

5 Arguments

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

2

Specification

3

Description