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Algorithm 914: Parabolic cylinder function W(a, x) and its derivative

Published: 07 December 2011 Publication History

Abstract

A Fortran 90 program for the computation of the real parabolic cylinder functions W(a, ± x), x ≥ 0 and their derivatives is presented. The code also computes scaled functions for a > 50. The functions W(a, ± x) are a numerically satisfactory pair of solutions of the parabolic cylinder equation y′ + (x2/4 − a)y = 0, x ≥ 0. Using Wronskian tests, we claim a relative accuracy better than 5 10−13 in the computable range of unscaled functions, while for scaled functions the aimed relative accuracy is better than 5 10−14. This code, together with the algorithm and related software described in Gil et al. [2006a, 2006b], completes the set of software for Parabolic Cylinder Functions (PCFs) for real arguments.

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Software for Parabolic cylinder function W(a, x) and its derivative

References

[1]
Blanchard, J. and Newman, E. H. 1989. Numerical evaluation of parabolic cylinder functions. IEEE Trans. Antennas Propagat. 37, 519--522.
[2]
Fullerton, L. 1977. Portable special function routines. In W. R. Cowell Ed., Portability of Numerical Software, Lecture Notes in Computer Science, Springer, 452--483.
[3]
Gil, A., Segura, J., and Temme, N. 2010. Fast and accurate computation of the Weber parabolic cylinder function W(a, x). IMA J. Numer. Anal.
[4]
Gil, A., Segura, J., and Temme, N. M. 2002. Algorithm 819: AIZ, BIZ: two Fortran 77 routines for the computation of complex Airy functions. ACM Trans. Math. Softw. 28, 3, 325--336.
[5]
Gil, A., Segura, J., and Temme, N. M. 2006a. Algorithm 850: Real parabolic cylinder functions U(a, x), V(a, x). ACM Trans. Math. Softw. 32, 1, 102--112.
[6]
Gil, A., Segura, J., and Temme, N. M. 2006b. Computing the real parabolic cylinder functions U(a, x), V(a, x). ACM Trans. Math. Softw. 32, 1, 70--101.
[7]
Gil, A., Segura, J., and Temme, N. M. 2007. Numerical Methods for Special Functions. SIAM, Philadelphia, PA.
[8]
Miller, J. C. P. 1950. On the choice of standard solutions for a homogeneous linear differential equation of the second order. Quart. J. Mech. Appl. Math. 3, 225--235.
[9]
Miller, J. C. P. 1952. On the choice of standard solutions to Weber's equation. Proc. Cambridge Philos. Soc. 48, 428--435.
[10]
Olver, F., Lozier, D., Boisvert, R., and Clark, C. 2010. NIST Handbook of Mathematical Functions. Cambridge University Press, Cambridge, UK. http://dlfm.nist.gov.
[11]
Schulten, Z., Gordon, R. G., and Anderson, D. G. M. 1981. A numerical algorithm for the evaluation of Weber parabolic cylinder functions U(a, x), V(a, x), and W(a, ± x). J. Comput. Phys. 42, 2, 213--237.
[12]
Temme, N. M. 2000. Numerical and asymptotic aspects of parabolic cylinder functions. J. Comput. Appl. Math. 121, 1-2, 221--246.
[13]
Temme, N. M. 2010. Parabolic cylinder functions. In NIST Handbook of Mathematical Functions. U.S. Department Commerce, Washington, DC, 303--319.
[14]
Zhang, S. and Jin, J. 1996. Computation of Special Functions. A Wiley-Interscience Publication. John Wiley & Sons Inc., New York. With 1 IBM-PC floppy disk (3.5 inch; DD).

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    cover image ACM Transactions on Mathematical Software
    ACM Transactions on Mathematical Software  Volume 38, Issue 1
    November 2011
    144 pages
    ISSN:0098-3500
    EISSN:1557-7295
    DOI:10.1145/2049662
    Issue’s Table of Contents
    Permission to make digital or hard copies of all or part of this work for personal or classroom use is granted without fee provided that copies are not made or distributed for profit or commercial advantage and that copies bear this notice and the full citation on the first page. Copyrights for components of this work owned by others than ACM must be honored. Abstracting with credit is permitted. To copy otherwise, or republish, to post on servers or to redistribute to lists, requires prior specific permission and/or a fee. Request permissions from [email protected]

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    Publication History

    Published: 07 December 2011
    Accepted: 01 April 2011
    Received: 01 September 2010
    Published in TOMS Volume 38, Issue 1

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    Author Tags

    1. ODE integration
    2. Parabolic cylinder functions
    3. asymptotic expansions

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    Cited By

    View all
    • (2024)Computation of parabolic cylinder functions having complex argumentApplied Numerical Mathematics10.1016/j.apnum.2023.11.017197:C(230-242)Online publication date: 1-Mar-2024
    • (2018)Robust Calculation of the Modes in Parabolic Cylinder Metallic Waveguides by Means of a Root-Finding Method for Bivariate FunctionsIEEE Transactions on Microwave Theory and Techniques10.1109/TMTT.2017.277796966:2(623-632)Online publication date: Feb-2018
    • (2017)Direct computation of parabolic waveguide modes via a bivariate root-finding algorithm2017 IEEE MTT-S International Conference on Numerical Electromagnetic and Multiphysics Modeling and Optimization for RF, Microwave, and Terahertz Applications (NEMO)10.1109/NEMO.2017.7964217(152-154)Online publication date: May-2017
    • (2017)Numerical methods for the computation of the confluent and Gauss hypergeometric functionsNumerical Algorithms10.1007/s11075-016-0173-074:3(821-866)Online publication date: 1-Mar-2017
    • (2014)Recent software developments for special functions in the Santander-Amsterdam projectScience of Computer Programming10.1016/j.scico.2013.11.00490:PA(42-54)Online publication date: 15-Sep-2014

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