NAG Library Manual, Mark 27.2
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NAG CL Interface
g01rtc (pdf_landau_deriv)
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NAG Library Manual, Mark 27.2
Interfaces:
FL
CL
CPP
AD
NAG CL Interface Introduction
G01 (Stat) Chapter Contents
G01 (Stat) Chapter Introduction
g01rt:
FL
CL
CPP
AD
▸
▿
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
© The Numerical Algorithms Group Ltd. 2021
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1
Purpose
g01rtc
returns the value of the derivative
ϕ
′
(
λ
)
of the Landau density function.
2
Specification
copy
#include <nag.h>
double
g01rtc
(
double
x
)
The function may be called by the names:
g01rtc
,
nag_stat_pdf_landau_deriv
or
nag_prob_der_landau
.
3
Description
g01rtc
evaluates an approximation to the derivative
ϕ
′
(
λ
)
of the Landau density function given by
ϕ
′
(
λ
)
=
d
ϕ
(
λ
)
d
λ
,
where
ϕ
(
λ
)
is described in
g01mtc
, using piecewise approximation by rational functions. Further details can be found in
Kölbig and Schorr (1984)
.
To obtain the value of
ϕ
(
λ
)
,
g01mtc
can be used.
4
References
Kölbig K S and Schorr B (1984) A program package for the Landau distribution
Comp. Phys. Comm.
31
97–111
5
Arguments
1:
x
–
double
Input
On entry
: the argument
λ
of the function.
6
Error Indicators and Warnings
None.
7
Accuracy
At least
7
significant digits are usually correct, but occasionally only
6
. Such accuracy is normally considered to be adequate for applications in experimental physics.
Because of the asymptotic behaviour of
ϕ
′
(
λ
)
, which is of the order of
exp
[
-
exp
(
-
λ
)
]
, underflow may occur on some machines when
λ
is moderately large and negative.
8
Parallelism and Performance
g01rtc
is not threaded in any implementation.
9
Further Comments
None.
10
Example
This example evaluates
ϕ
′
(
λ
)
at
λ
=
0.5
, and prints the results.
10.1
Program Text
Program Text (g01rtce.c)
10.2
Program Data
Program Data (g01rtce.d)
10.3
Program Results
Program Results (g01rtce.r)
NAG Library Manual, Mark 27.2
Interfaces:
FL
CL
CPP
AD
NAG CL Interface Introduction
G01 (Stat) Chapter Contents
G01 (Stat) Chapter Introduction
g01rt:
FL
CL
CPP
AD
© The Numerical Algorithms Group Ltd. 2021