Title
Towards reliable software for the evaluation of a class of special functions
Abstract
Special functions are pervasive in all fields of science. The most well-known application areas are in physics, engineering, chemistry, computer science and statistics. Because of their importance, several books and a large collection of papers have been devoted to the numerical computation of these functions. But up to this date, even environments such as Maple, Mathematica, MATLAB and libraries such as IMSL, CERN and NAG offer no routines for the reliable evaluation of special functions. Here the notion reliable indicates that, together with the function evaluation a guaranteed upper bound on the total error or, equivalently, an enclosure for the exact result, is computed. We point out how limit-periodic continued fraction representations of these functions can be helpful in this respect. The newly developed (and implemented) scalable precision technique is mainly based on the use of sharpened a priori truncation error and round-off error upper bounds for real continued fraction representations of special functions of a real variable. The implementation is reliable in the sense that it returns a sharp interval enclosure for the requested function evaluation, at the same cost as the evaluation.
Year
DOI
Venue
2006
10.1007/11832225_31
ICMS
Keywords
Field
DocType
special functions,upper bound,continued fraction,truncation error
Truncation error,Function (mathematics),MATLAB,Computer science,Round-off error,Upper and lower bounds,Special functions,Theoretical computer science,Software,Real-valued function
Conference
Volume
ISSN
ISBN
4151
0302-9743
3-540-38084-1
Citations 
PageRank 
References 
1
0.59
3
Authors
2
Name
Order
Citations
PageRank
Annie Cuyt116141.48
Stefan Becuwe2144.28