Continued Fractions for Special Functions: Handbook and ... ·...
Transcript of Continued Fractions for Special Functions: Handbook and ... ·...
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Continued Fractions for Special Functions:Handbook and Software
Team:
A. Cuyt,V.B. Petersen, J. Van Deun, B. Verdonk, H. Waadeland,
F. Backeljauw, S. Becuwe, M. Colman, T. Docx,W.B. Jones
Universiteit Antwerpen
Sør-Trøndelag University College
Norwegian University of Science and Technology
University of Colorado at Boulder
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. BookPart IPart IIPart IIIWeb
Maple
C++
Project
I Book: formulas with tables and graphsI Maple library: all fractionsI C++ library: all functionsI Web version to explore: all of the above
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1 3
Handbook of Continued
Fractions for Special Functions
Special functions are pervasive in all fields of science and
industry. The most well-known application areas are in physics,
engineering, chemistry, computer science and statistics.
Because of their importance, several books and websites and a
large collection of papers have been devoted to these functions.
Of the standard work on the subject, namely the Handbook
of Mathematical Functions with Formulas, Graphs and
Mathematical Tables edited by Milton Abramowitz and Irene
Stegun, the American National Institute of Standards claims to
have sold over 700 000 copies!
But so far no project has been devoted to the systematic study
of continued fraction representations for these functions.
This handbook is the result of such an endeavour. We emphasise
that only 10% of the continued fractions contained in this book,
can also be found in the Abramowitz and Stegun project or at
special functions websites!
ISBN 978-1-4020-6948-2
Handbook ofContinued Fractions for Special Functions
11
Cuyt | Petersen | VerdonkW
aadeland | Jones
A. CuytV. Brevik PetersenB. Verdonk H. Waadeland W. B. Jones
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special function: f(z)
continued fraction: b0(z) +K∞m=1
am(z)
bm(z)
f(z) = b0(z) +a1(z)
b1(z) +a2(z)
b2(z) +a3(z)
b3(z) + · · ·
= b0(z) +a1(z)
b1(z) +
a2(z)
b2(z) + · · ·
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tail: tn(z) = K∞m=n+1
am(z)
bm(z)
Example:√1 + 4x− 1
2=
∞Km=1
x
1, x > −
14, tn(x) = f(x)
√2 − 1 =
11 +
21 +
11 +
21 +
. . . , t2n →√2 − 1
t2n+1 →√2
1 =∞Km=1
m(m+ 2)1
, tn →∞5 / 45
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approximant:
fn(z; 0) = b0(z) +n
Km=1
am(z)
bm(z)
modified approximant:
fn(z;wn) = b0(z) +n−1
Km=1
am(z)
bm(z) +
an(z)
bn(z) +wn
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Book. Part IPart IIPart IIIWeb
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Part I: Basic theory
I BasicsI Continued fraction representation of functionsI Convergence criteriaI Padé approximantsI Moment theory and orthogonal polynomials
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Part II: Numerics
I Continued fraction constructionI Truncation error boundsI Continued fraction evaluation
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Part III: Special functions
I Incomplete gamma and relatedI Error function and relatedI Exponential integralsI Hypergeometric 2F1(a,n; c; z), n ∈ ZI Confluent hypergeometric 1F1(n;b; z), n ∈ ZI Legendre functionsI Bessel functions of integer and fractional orderI Coulomb wave functions
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Formulas
Ln(1 + z) =z
1 +
∞
Km=2
(amz
1
), |Arg(1 + z)| < π, (11.2.2) – – –
– – –
– – – AS
a2k =k
2(2k − 1), a2k+1 =
k
2(2k + 1)
=2z
2 + z +
∞
Km=2
(−(m− 1)2z2
(2m− 1)(2 + z)
), (11.2.3) – – –
– – –
– – –
|Arg(1− z2/(2 + z)2
)| < π
Ln(
1 + z
1− z
)=
2z
1 +
∞
Km=1
(amz2
1
), |Arg(1− z2)| < π, (11.2.4) – – –
– – –
– – – AS
am =−m2
(2m− 1)(2m + 1).
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Tables
Table 11.2.3: Relative error of 20th partial sum and 20th approximants.
x Ln(1 + x) (11.2.1) (11.2.2) (11.2.3) (6.8.8)−0.9 −2.302585e+00 1.5e−02 2.8e−06 5.8e−12 1.5e−06
−0.4 −5.108256e−01 2.5e−10 1.8e−18 2.2e−36 2.4e−19
0.1 9.531018e−02 4.4e−23 5.3e−33 1.9e−65 1.3e−34
0.5 4.054651e−01 1.8e−08 1.9e−20 2.3e−40 2.0e−21
1.1 7.419373e−01 2.4e−01 2.8e−15 5.3e−30 5.5e−16
5 1.791759e+00 1.0e+13 4.2e−08 1.3e−15 2.0e−08
10 2.397895e+00 1.8e+19 5.3e−06 2.1e−11 3.3e−06
100 4.615121e+00 1.0e+40 1.8e−02 3.6e−04 2.5e−02
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Modification:
since in (11.2.2), limm→∞ amz = z/4 and
limm→∞ am+1 − 1
4
am − 14
= −1,
we find
w(z) =−1 +
√1 + z
2and {
w(1)2k (z) = w(z) + kz
2(2k+1) − z4
w(1)2k+1(z) = w(z) +
(k+1)z2(2k+1) − z
4
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Table 11.2.4: Relative error of 20th (modified) approximants.
x Ln(1 + x) (11.2.2) (11.2.2) (11.2.2)−0.9 −2.302585e+00 2.8e−06 1.9e−07 2.9e−10
−0.4 −5.108256e−01 1.8e−18 9.3e−20 4.3e−22
0.1 9.531018e−02 5.3e−33 2.7e−34 3.2e−37
0.5 4.054651e−01 1.9e−20 9.5e−22 5.5e−24
1.1 7.419373e−01 2.8e−15 1.5e−16 1.8e−18
5 1.791759e+00 4.2e−08 2.6e−09 1.1e−10
10 2.397895e+00 5.3e−06 3.7e−07 2.8e−08
100 4.615121e+00 1.8e−02 2.9e−03 9.2e−04
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Graphs
Figure 11.2.1: Complex region where f8(z; 0) of (11.2.2) guarantees ksignificant digits for Ln(1 + z) (from light to dark k = 6, 7, 8, 9).
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Figure 11.2.2: Number of significant digits guaranteed by the nth classicalapproximant of (11.2.2) (from light to dark n = 5, 6, 7) and the 5th modifiedapproximant evaluated with w
(1)5 (z) (darkest).
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Demo
2F1(1/2, 1; 3/2; z) =1
2√zLn(1 +√z
1 −√z
)I series representationI continued fraction representations:
I C-fraction (15.3.7)I M-fraction (15.3.12)I Nörlund fraction (15.3.17)
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C++ z 2F1 (1/2, 1; 3/2; z) =∞
Km=1
(cmz
1
), z ∈ C \ [1,+∞) (15.3.7a) – – –
– – –
– – –
with
c1 = 1, cm =−(m− 1)2
4(m− 1)2 − 1, m ≥ 2. (15.3.7b)
2F1(1/2, 1; 3/2; z) =1/2
1/2 + z/2 −z
3/2 + 3z/2 −4z
5/2 + 5z/2 − . . .(15.3.12) – – –
– – –
– – –
2F1(1/2, 1; 3/2; z) =1
1− z +z(1− z)
3/2 − 5/2z +
∞
Km=2
(m(m− 1/2)z(1− z)
(m + 1/2)− (2m + 1/2)z
),
<z < 1/2.(15.3.17) – – –
– – –
– – –
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Table 15.3.1: Relative error of the 5th partial sum and 5th (modified)approximants. More details can be found in the Examples 15.3.1, 15.3.2and 15.3.3.
x 2F1(1/2, 1; 3/2;x) (15.3.7) (15.3.12) (15.3.17)0.1 1.035488e+00 1.9e−08 1.4e−05 6.1e−06
0.2 1.076022e+00 7.9e−07 4.4e−04 3.4e−04
0.3 1.123054e+00 8.0e−06 3.1e−03 4.9e−03
0.4 1.178736e+00 4.7e−05 1.2e−02 4.3e−02
x 2F1(1/2, 1; 3/2;x) (15.3.7) (15.3.7) (15.3.7)0.1 1.035488e+00 1.9e−08 2.0e−10 1.6e−12
0.2 1.076022e+00 7.9e−07 8.7e−09 1.5e−10
0.3 1.123054e+00 8.0e−06 9.4e−08 2.7e−09
0.4 1.178736e+00 4.7e−05 5.9e−07 2.5e−08
. . .
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Table 15.3.2: Relative error of the 20th partial sum and 20th (modified)approximants. More details can be found in the Examples 15.3.1, 15.3.2and 15.3.3.
x 2F1(1/2, 1; 3/2;x) (15.3.7) (15.3.12) (15.3.17)0.1 1.035488e+00 4.0e−32 1.5e−20 1.5e−20
0.2 1.076022e+00 1.3e−25 1.5e−14 1.7e−13
0.3 1.123054e+00 1.4e−21 4.8e−11 7.6e−09
0.4 1.178736e+00 1.8e−18 1.4e−08 5.0e−05
x 2F1(1/2, 1; 3/2;x) (15.3.7) (15.3.7) (15.3.7)0.1 1.035488e+00 4.0e−32 2.6e−35 6.5e−38
0.2 1.076022e+00 1.3e−25 8.8e−29 4.8e−31
0.3 1.123054e+00 1.4e−21 1.1e−24 9.6e−27
0.4 1.178736e+00 1.8e−18 1.4e−21 1.9e−23
. . .
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Maple. LibraryWeb
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Maple library
symbolic:
f(z) = c0 + c1z+ c2z2 + . . .
f(z) = b0(z) +a1(z)
b1(z) +a2(z)
b2(z) +a3(z)
b3(z) + · · ·
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Book
Maple
. C++Type S.IType S.IIType F.IType F.IIType F.IIIWeb
C++ library
numeric:
∣∣∣∣f(x) − f̃(x)
f(x)
∣∣∣∣ 6 αβ−t+1 ⇒
f̃(x) − αβ−t+1βe+1 6 f(x) 6 f̃(x) + αβ−t+1βe+1
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. C++Type S.IType S.IIType F.IType F.IIType F.IIIWeb
truncation error:
f(x) ≈ F(x)
|f(x) − F(x)|
|f(x)|6 ?
round-off error:F(x) −→ F(x)
+,−,×,÷ ⊕,,⊗,�
|F(x) − F(x)||f(x)|
6 ?
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F(x) = fn(z;wn),bm(z) = 1:
Ln 6 wn 6 Rn
|f(x) − F(x)|
|f(x)|6Rn − Ln
1 + Ln
n−1∏m=1
Mm
Mm = max{
Lm
1 + Lm,Rm
1 + Rm
}, m = 1, . . . ,n− 1
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F(x) = fn(z;wn),bm(z) = 1:
am = am(1 + δm), max(|δ1|, . . . , |δn|) 612∆β−s+1
|F(x) − F(x)||f(x)|
612(4 + ∆)
Mn − 1M− 1
β−s+1
M = max{M1, . . . ,Mn}, s > t
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Book
Maple
C++. Type S.IType S.IIType F.IType F.IIType F.IIIWeb
Type S.I
monotonely decreasing am > 0
f(x) =
∞∑m=0
amxm
Example:
exp(x) =
∞∑m=0
xm
m!, x ∈ R
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Book
Maple
C++Type S.I. Type S.IIType F.IType F.IIType F.IIIWeb
Type S.II
alternating am with (−1)mam > 0 and monotonelydecreasing
Example:
erf(x) =2√π
∞∑m=0
(−1)mx2m+1
(2m+ 1)m!, x ∈ R
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Book
Maple
C++Type S.IType S.II. Type F.IType F.IIType F.IIIWeb
Type F.I
monotone behaviour of am(x)
f(x) =∞Km=1
am(x)
1
=a1(x)
1 +a2(x)
1 +a3(x)
1 + · · ·
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Book
Maple
C++Type S.IType S.II. Type F.IType F.IIType F.IIIWeb
Example:
erfc(x) =∞Km=1
am(x)
1, x > 0
=
2x exp(−x2)√π(2x2+1)
1 +
∞Km=1
−2m(2m−1)(2x2+1+4m)(2x2+1+4(m−1))
1
am(x)↘ −1/4
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Book
Maple
C++Type S.IType S.IIType F.I. Type F.IIType F.IIIWeb
Type F.II
bound a(k)m (x) for m > nk, 1 6 k 6 l
f(x) =
l∏k=1
fk(x)
fk(x) =∞Km=1
a(k)m (x)
1
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Book
Maple
C++Type S.IType S.IIType F.I. Type F.IIType F.IIIWeb
Example:
fk(x) =2F1(a,k; c; x)
2F1(a,k+ 1; c+ 1; x)= 1 +
∞Km=1
a(k)m x
1,
x < 1
a(k)2m+1 =
−(a+m)(c− k+m)
(c+ 2m)(c+ 2m+ 1), m > 0
a(k)2m =
−(k+m)(c− a+m)
(c+ 2m− 1)(c+ 2m), m > 1
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Book
Maple
C++Type S.IType S.IIType F.IType F.II. Type F.IIIWeb
Type F.III
each fk(x) either type F.I or type F.II
f(x) = f0(x)
l∏k=1
fk(x)
fk(x) =∞Km=1
a(k)m (x)
1
f0(x) obtained separately
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Book
Maple
C++Type S.IType S.IIType F.IType F.II. Type F.IIIWeb
Example:
J5/2(x) = J1/2(x)J3/2(x)
J1/2(x)
J5/2(x)
J3/2(x)
J1/2(x) =
√2πx
sin(x)
Jν+1(x)
Jν(x)=x/(2ν+ 2)
1 +
∞Km=2
(ix)2/(4(ν+m− 1)(ν+m))
1,
x ∈ R,ν > 0
am(x)↗ 0
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Book
Maple
C++Type S.IType S.IIType F.IType F.IIType F.III. Web
Demo
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Book
Maple
C++Type S.IType S.IIType F.IType F.IIType F.III. Web
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Book
Maple
C++Type S.IType S.IIType F.IType F.IIType F.III. Web
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Book
Maple
C++Type S.IType S.IIType F.IType F.IIType F.III. Web
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Book
Maple
C++Type S.IType S.IIType F.IType F.IIType F.III. Web
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