NAG CL Interface
s22bac (hyperg_​confl_​real)

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1 Purpose

s22bac returns a value for the confluent hypergeometric function F 1 1 (a;b;x) with real parameters a and b, and real argument x. This function is sometimes also known as Kummer's function M(a,b,x).

2 Specification

#include <nag.h>
void  s22bac (double a, double b, double x, double *m, NagError *fail)
The function may be called by the names: s22bac, nag_specfun_hyperg_confl_real or nag_specfun_1f1_real.

3 Description

s22bac returns a value for the confluent hypergeometric function F1 1 (a;b;x) with real parameters a and b, and real argument x. This function is unbounded or not uniquely defined for b equal to zero or a negative integer.
The associated function s22bbc performs the same operations, but returns M in the scaled form M=mf×2ms to allow calculations to be performed when M is not representable as a single working precision number. It also accepts the parameters a and b as summations of an integer and a decimal fraction, giving higher accuracy when a or b are close to an integer. In such cases, s22bbc should be used when high accuracy is required.
The confluent hypergeometric function is defined by the confluent series
F1 1 (a;b;x) = M(a,b,x) = s=0 (a)s xs (b)s s! = 1 + a b x + a(a+1) b(b+1) 2! x2 +  
where (a)s = 1 (a) (a+1) (a+2) (a+s-1) is the rising factorial of a. M(a,b,x) is a solution to the second order ODE (Kummer's Equation):
x d2M dx2 + (b-x) dM dx - a M = 0 . (1)
Given the parameters and argument (a,b,x) , this function determines a set of safe values {(αi,βi,ζi)i2} and selects an appropriate algorithm to accurately evaluate the functions Mi (αi,βi,ζi) . The result is then used to construct the solution to the original problem M(a,b,x) using, where necessary, recurrence relations and/or continuation.
Additionally, an artificial bound, arbnd is placed on the magnitudes of a, b and x to minimize the occurrence of overflow in internal calculations. arbnd = 0.0001 × Imax , where Imax=X02BBC. It should, however, not be assumed that this function will produce an accurate result for all values of a, b and x satisfying this criterion.
Please consult the NIST Digital Library of Mathematical Functions for a detailed discussion of the confluent hypergeometric function including special cases, transformations, relations and asymptotic approximations.

4 References

NIST Digital Library of Mathematical Functions
Pearson J (2009) Computation of hypergeometric functions MSc Dissertation, Mathematical Institute, University of Oxford

5 Arguments

1: a double Input
On entry: the parameter a of the function.
Constraint: |a|arbnd.
2: b double Input
On entry: the parameter b of the function.
Constraint: |b|arbnd.
3: x double Input
On entry: the argument x of the function.
Constraint: |x|arbnd.
4: m double * Output
On exit: the solution M(a,b,x).
Note: if overflow occurs upon completion, as indicated by fail.code= NW_OVERFLOW_WARN, |M(a,b,x)| may be assumed to be too large to be representable. m will be returned as ±Rmax, where Rmax is the largest representable real number (see X02ALC). The sign of m should match the sign of M(a,b,x). If overflow occurs during a subcalculation, as indicated by fail.code= NE_OVERFLOW, the sign may be incorrect, and the true value of M(a,b,x) may or may not be greater than Rmax. In either case it is advisable to subsequently use s22bbc.
5: fail NagError * Input/Output
The NAG error argument (see Section 7 in the Introduction to the NAG Library CL Interface).

6 Error Indicators and Warnings

Dynamic memory allocation failed.
See Section 3.1.2 in the Introduction to the NAG Library CL Interface for further information.
On entry, argument value had an illegal value.
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 7.5 in the Introduction to the NAG Library CL Interface for further information.
Your licence key may have expired or may not have been installed correctly.
See Section 8 in the Introduction to the NAG Library CL Interface for further information.
Overflow occurred in a subcalculation of M(a,b,x).
The answer may be completely incorrect.
On entry, b=value.
M(a,b,x) is undefined when b is zero or a negative integer.
On entry, a=value.
Constraint: |a|arbnd=value.
On entry, b=value.
Constraint: |b|arbnd=value.
On entry, x=value.
Constraint: |x|arbnd=value.
All approximations have completed, and the final residual estimate indicates no accuracy can be guaranteed.
Relative residual =value.
On completion, overflow occurred in the evaluation of M(a,b,x).
All approximations have completed, and the final residual estimate indicates some precision may have been lost.
Relative residual =value.
Underflow occurred during the evaluation of M(a,b,x).
The returned value may be inaccurate.

7 Accuracy

In general, if fail.code= NE_NOERROR, the value of M may be assumed accurate, with the possible loss of one or two decimal places. Assuming the result does not under or overflow, an error estimate res is made internally using equation (1). If the magnitude of res is sufficiently large, a different fail.code will be returned. Specifically,
fail.code= NE_NOERROR res1000ε
fail.code= NW_SOME_PRECISION_LOSS 1000ε<res0.1
fail.code= NE_TOTAL_PRECISION_LOSS res>0.1
where ε is the machine precision as returned by X02AJC.
A further estimate of the residual can be constructed using equation (1), and the differential identity,
d M(a,b,x) dx = ab M (a+1,b+1,x) , d2 M(a,b,x) dx2 = a(a+1) b(b+1) M (a+2,b+2,x) .  
This estimate is however, dependent upon the error involved in approximating M (a+1,b+1,x) and M (a+2,b+2,x) .
Furthermore, the accuracy of the solution, and the error estimate, can be dependent upon the accuracy of the decimal fraction of the input parameters a and b. For example, if b=bi+br=100+1.0e−6, then on a machine with 16 decimal digits of precision, the internal calculation of br will only be accurate to 8 decimal places. This can subsequently pollute the final solution by several decimal places without affecting the residual estimate as greatly. Should you require higher accuracy in such regions, then you should use s22bbc, which requires you to supply the correct decimal fraction.

8 Parallelism and Performance

Background information to multithreading can be found in the Multithreading documentation.
s22bac is threaded by NAG for parallel execution in multithreaded implementations of the NAG Library.
s22bac makes calls to BLAS and/or LAPACK routines, which may be threaded within the vendor library used by this implementation. Consult the documentation for the vendor library for further information.
Please consult the X06 Chapter Introduction for information on how to control and interrogate the OpenMP environment used within this function. Please also consult the Users' Note for your implementation for any additional implementation-specific information.

9 Further Comments


10 Example

This example prints the results returned by s22bac called using parameters a=13.6 and b=14.2 with 11 differing values of argument x.

10.1 Program Text

Program Text (s22bace.c)

10.2 Program Data


10.3 Program Results

Program Results (s22bace.r)