math::special(3tcl) Tcl Math Library math::special(3tcl)
______________________________________________________________________________
NAME
math::special - Special mathematical functions
SYNOPSIS
package require Tcl ?8.5?
package require math::special ?0.4?
::math::special::Beta x y
::math::special::incBeta a b x
::math::special::regIncBeta a b x
::math::special::Gamma x
::math::special::digamma x
::math::special::erf x
::math::special::erfc x
::math::special::invnorm p
::math::special::J0 x
::math::special::J1 x
::math::special::Jn n x
::math::special::J1/2 x
::math::special::J-1/2 x
::math::special::I_n x
::math::special::cn u k
::math::special::dn u k
::math::special::sn u k
::math::special::elliptic_K k
::math::special::elliptic_E k
::math::special::exponential_Ei x
::math::special::exponential_En n x
::math::special::exponential_li x
::math::special::exponential_Ci x
::math::special::exponential_Si x
::math::special::exponential_Chi x
::math::special::exponential_Shi x
::math::special::fresnel_C x
::math::special::fresnel_S x
::math::special::sinc x
::math::special::legendre n
::math::special::chebyshev n
::math::special::laguerre alpha n
::math::special::hermite n
______________________________________________________________________________
DESCRIPTION
This package implements several so-called special functions, like the
Gamma function, the Bessel functions and such.
Each function is implemented by a procedure that bears its name (well,
in close approximation):
o J0 for the zeroth-order Bessel function of the first kind
o J1 for the first-order Bessel function of the first kind
o Jn for the nth-order Bessel function of the first kind
o J1/2 for the half-order Bessel function of the first kind
o J-1/2 for the minus-half-order Bessel function of the first kind
o I_n for the modified Bessel function of the first kind of order
n
o Gamma for the Gamma function, erf and erfc for the error func-
tion and the complementary error function
o fresnel_C and fresnel_S for the Fresnel integrals
o elliptic_K and elliptic_E (complete elliptic integrals)
o exponent_Ei and other functions related to the so-called expo-
nential integrals
o legendre, hermite: some of the classical orthogonal polynomials.
OVERVIEW
In the following table several characteristics of the functions in this
package are summarized: the domain for the argument, the values for the
parameters and error bounds.
Family | Function | Domain x | Parameter | Error bound
-------------+-------------+-------------+-------------+--------------
Bessel | J0, J1, | all of R | n = integer | < 1.0e-8
| Jn | | | (|x|<20, n<20)
Bessel | J1/2, J-1/2,| x > 0 | n = integer | exact
Bessel | I_n | all of R | n = integer | < 1.0e-6
| | | |
Elliptic | cn | 0 <= x <= 1 | -- | < 1.0e-10
functions | dn | 0 <= x <= 1 | -- | < 1.0e-10
| sn | 0 <= x <= 1 | -- | < 1.0e-10
Elliptic | K | 0 <= x < 1 | -- | < 1.0e-6
integrals | E | 0 <= x < 1 | -- | < 1.0e-6
| | | |
Error | erf | | -- |
functions | erfc | | |
| | | |
Inverse | invnorm | 0 < x < 1 | -- | < 1.2e-9
normal | | | |
distribution | | | |
| | | |
Exponential | Ei | x != 0 | -- | < 1.0e-10 (relative)
integrals | En | x > 0 | -- | as Ei
| li | x > 0 | -- | as Ei
| Chi | x > 0 | -- | < 1.0e-8
| Shi | x > 0 | -- | < 1.0e-8
| Ci | x > 0 | -- | < 2.0e-4
| Si | x > 0 | -- | < 2.0e-4
| | | |
Fresnel | C | all of R | -- | < 2.0e-3
integrals | S | all of R | -- | < 2.0e-3
| | | |
general | Beta | (see Gamma) | -- | < 1.0e-9
| Gamma | x != 0,-1, | -- | < 1.0e-9
| | -2, ... | |
| incBeta | | a, b > 0 | < 1.0e-9
| regIncBeta | | a, b > 0 | < 1.0e-9
| digamma | x != 0,-1 | | < 1.0e-9
| | -2, ... | |
| | | |
| sinc | all of R | -- | exact
| | | |
orthogonal | Legendre | all of R | n = 0,1,... | exact
polynomials | Chebyshev | all of R | n = 0,1,... | exact
| Laguerre | all of R | n = 0,1,... | exact
| | | alpha el. R |
| Hermite | all of R | n = 0,1,... | exact
Note: Some of the error bounds are estimated, as no "formal" bounds
were available with the implemented approximation method, others hold
for the auxiliary functions used for estimating the primary functions.
The following well-known functions are currently missing from the pack-
age:
o Bessel functions of the second kind (Y_n, K_n)
o Bessel functions of arbitrary order (and hence the Airy func-
tions)
o Chebyshev polynomials of the second kind (U_n)
o The incomplete gamma function
PROCEDURES
The package defines the following public procedures:
::math::special::Beta x y
Compute the Beta function for arguments "x" and "y"
float x
First argument for the Beta function
float y
Second argument for the Beta function
::math::special::incBeta a b x
Compute the incomplete Beta function for argument "x" with pa-
rameters "a" and "b"
float a
First parameter for the incomplete Beta function, a > 0
float b
Second parameter for the incomplete Beta function, b > 0
float x
Argument for the incomplete Beta function
::math::special::regIncBeta a b x
Compute the regularized incomplete Beta function for argument
"x" with parameters "a" and "b"
float a
First parameter for the incomplete Beta function, a > 0
float b
Second parameter for the incomplete Beta function, b > 0
float x
Argument for the regularized incomplete Beta function
::math::special::Gamma x
Compute the Gamma function for argument "x"
float x
Argument for the Gamma function
::math::special::digamma x
Compute the digamma function (psi) for argument "x"
float x
Argument for the digamma function
::math::special::erf x
Compute the error function for argument "x"
float x
Argument for the error function
::math::special::erfc x
Compute the complementary error function for argument "x"
float x
Argument for the complementary error function
::math::special::invnorm p
Compute the inverse of the normal distribution function for ar-
gument "p"
float p
Argument for the inverse normal distribution function (p
must be greater than 0 and lower than 1)
::math::special::J0 x
Compute the zeroth-order Bessel function of the first kind for
the argument "x"
float x
Argument for the Bessel function
::math::special::J1 x
Compute the first-order Bessel function of the first kind for
the argument "x"
float x
Argument for the Bessel function
::math::special::Jn n x
Compute the nth-order Bessel function of the first kind for the
argument "x"
integer n
Order of the Bessel function
float x
Argument for the Bessel function
::math::special::J1/2 x
Compute the half-order Bessel function of the first kind for the
argument "x"
float x
Argument for the Bessel function
::math::special::J-1/2 x
Compute the minus-half-order Bessel function of the first kind
for the argument "x"
float x
Argument for the Bessel function
::math::special::I_n x
Compute the modified Bessel function of the first kind of order
n for the argument "x"
int x Positive integer order of the function
float x
Argument for the function
::math::special::cn u k
Compute the elliptic function cn for the argument "u" and param-
eter "k".
float u
Argument for the function
float k
Parameter
::math::special::dn u k
Compute the elliptic function dn for the argument "u" and param-
eter "k".
float u
Argument for the function
float k
Parameter
::math::special::sn u k
Compute the elliptic function sn for the argument "u" and param-
eter "k".
float u
Argument for the function
float k
Parameter
::math::special::elliptic_K k
Compute the complete elliptic integral of the first kind for the
argument "k"
float k
Argument for the function
::math::special::elliptic_E k
Compute the complete elliptic integral of the second kind for
the argument "k"
float k
Argument for the function
::math::special::exponential_Ei x
Compute the exponential integral of the second kind for the ar-
gument "x"
float x
Argument for the function (x != 0)
::math::special::exponential_En n x
Compute the exponential integral of the first kind for the argu-
ment "x" and order n
int n Order of the integral (n >= 0)
float x
Argument for the function (x >= 0)
::math::special::exponential_li x
Compute the logarithmic integral for the argument "x"
float x
Argument for the function (x > 0)
::math::special::exponential_Ci x
Compute the cosine integral for the argument "x"
float x
Argument for the function (x > 0)
::math::special::exponential_Si x
Compute the sine integral for the argument "x"
float x
Argument for the function (x > 0)
::math::special::exponential_Chi x
Compute the hyperbolic cosine integral for the argument "x"
float x
Argument for the function (x > 0)
::math::special::exponential_Shi x
Compute the hyperbolic sine integral for the argument "x"
float x
Argument for the function (x > 0)
::math::special::fresnel_C x
Compute the Fresnel cosine integral for real argument x
float x
Argument for the function
::math::special::fresnel_S x
Compute the Fresnel sine integral for real argument x
float x
Argument for the function
::math::special::sinc x
Compute the sinc function for real argument x
float x
Argument for the function
::math::special::legendre n
Return the Legendre polynomial of degree n (see THE ORTHOGONAL
POLYNOMIALS)
int n Degree of the polynomial
::math::special::chebyshev n
Return the Chebyshev polynomial of degree n (of the first kind)
int n Degree of the polynomial
::math::special::laguerre alpha n
Return the Laguerre polynomial of degree n with parameter alpha
float alpha
Parameter of the Laguerre polynomial
int n Degree of the polynomial
::math::special::hermite n
Return the Hermite polynomial of degree n
int n Degree of the polynomial
THE ORTHOGONAL POLYNOMIALS
For dealing with the classical families of orthogonal polynomials, the
package relies on the math::polynomials package. To evaluate the poly-
nomial at some coordinate, use the evalPolyn command:
set leg2 [::math::special::legendre 2]
puts "Value at x=$x: [::math::polynomials::evalPolyn $leg2 $x]"
The return value from the legendre and other commands is actually the
definition of the corresponding polynomial as used in that package.
REMARKS ON THE IMPLEMENTATION
It should be noted, that the actual implementation of J0 and J1 depends
on straightforward Gaussian quadrature formulas. The (absolute) accu-
racy of the results is of the order 1.0e-4 or better. The main reason
to implement them like that was that it was fast to do (the formulas
are simple) and the computations are fast too.
The implementation of J1/2 does not suffer from this: this function can
be expressed exactly in terms of elementary functions.
The functions J0 and J1 are the ones you will encounter most frequently
in practice.
The computation of I_n is based on Miller's algorithm for computing the
minimal function from recurrence relations.
The computation of the Gamma and Beta functions relies on the combina-
torics package, whereas that of the error functions relies on the sta-
tistics package.
The computation of the complete elliptic integrals uses the AGM algo-
rithm.
Much information about these functions can be found in:
Abramowitz and Stegun: Handbook of Mathematical Functions (Dover, ISBN
486-61272-4)
BUGS, IDEAS, FEEDBACK
This document, and the package it describes, will undoubtedly contain
bugs and other problems. Please report such in the category math ::
special of the Tcllib Trackers [http://core.tcl.tk/tcllib/reportlist].
Please also report any ideas for enhancements you may have for either
package and/or documentation.
When proposing code changes, please provide unified diffs, i.e the out-
put of diff -u.
Note further that attachments are strongly preferred over inlined
patches. Attachments can be made by going to the Edit form of the
ticket immediately after its creation, and then using the left-most
button in the secondary navigation bar.
KEYWORDS
Bessel functions, error function, math, special functions
CATEGORY
Mathematics
COPYRIGHT
Copyright (c) 2004 Arjen Markus <arjenmarkus@users.sourceforge.net>
tcllib 0.4 math::special(3tcl)