S19ABF (PDF version)
S Chapter Contents
S Chapter Introduction
NAG Library Manual

NAG Library Routine Document

S19ABF

Note:  before using this routine, please read the Users' Note for your implementation to check the interpretation of bold italicised terms and other implementation-dependent details.

 Contents

    1  Purpose
    7  Accuracy

1  Purpose

S19ABF returns a value for the Kelvin function beix via the function name.

2  Specification

FUNCTION S19ABF ( X, IFAIL)
REAL (KIND=nag_wp) S19ABF
INTEGER  IFAIL
REAL (KIND=nag_wp)  X

3  Description

S19ABF evaluates an approximation to the Kelvin function beix.
Note:  bei-x=beix, so the approximation need only consider x0.0.
The routine is based on several Chebyshev expansions:
For 0x5,
beix = x24 r=0 ar Tr t ,   with ​ t=2 x5 4 - 1 ;  
For x>5,
beix=ex/22πx 1+1xat sinα-1xbtcosα  
+ex/22π x 1+1xct cosβ-1xdtsinβ  
where α= x2- π8 , β= x2+ π8 ,
and at, bt, ct, and dt are expansions in the variable t= 10x-1.
When x is sufficiently close to zero, the result is computed as beix= x24 . If this result would underflow, the result returned is beix=0.0.
For large x, there is a danger of the result being totally inaccurate, as the error amplification factor grows in an essentially exponential manner; therefore the routine must fail.

4  References

Abramowitz M and Stegun I A (1972) Handbook of Mathematical Functions (3rd Edition) Dover Publications

5  Parameters

1:     X – REAL (KIND=nag_wp)Input
On entry: the argument x of the function.
2:     IFAIL – INTEGERInput/Output
On entry: IFAIL must be set to 0, -1​ or ​1. If you are unfamiliar with this parameter you should refer to Section 3.3 in the Essential Introduction for details.
For environments where it might be inappropriate to halt program execution when an error is detected, the value -1​ or ​1 is recommended. If the output of error messages is undesirable, then the value 1 is recommended. Otherwise, if you are not familiar with this parameter, the recommended value is 0. When the value -1​ or ​1 is used it is essential to test the value of IFAIL on exit.
On exit: IFAIL=0 unless the routine detects an error or a warning has been flagged (see Section 6).

6  Error Indicators and Warnings

If on entry IFAIL=0 or -1, explanatory error messages are output on the current error message unit (as defined by X04AAF).
Errors or warnings detected by the routine:
IFAIL=1
On entry, absX is too large for an accurate result to be returned. On soft failure, the routine returns zero. See also the Users' Note for your implementation.
IFAIL=-99
An unexpected error has been triggered by this routine. Please contact NAG.
See Section 3.8 in the Essential Introduction for further information.
IFAIL=-399
Your licence key may have expired or may not have been installed correctly.
See Section 3.7 in the Essential Introduction for further information.
IFAIL=-999
Dynamic memory allocation failed.
See Section 3.6 in the Essential Introduction for further information.

7  Accuracy

Since the function is oscillatory, the absolute error rather than the relative error is important. Let E be the absolute error in the function, and δ be the relative error in the argument. If δ is somewhat larger than the machine precision, then we have:
E x2 - ber1x+ bei1x δ  
(provided E is within machine bounds).
For small x the error amplification is insignificant and thus the absolute error is effectively bounded by the machine precision.
For medium and large x, the error behaviour is oscillatory and its amplitude grows like x2π ex/2. Therefore it is impossible to calculate the functions with any accuracy when xex/2> 2πδ . Note that this value of x is much smaller than the minimum value of x for which the function overflows.

8  Parallelism and Performance

Not applicable.

9  Further Comments

None.

10  Example

This example reads values of the argument x from a file, evaluates the function at each value of x and prints the results.

10.1  Program Text

Program Text (s19abfe.f90)

10.2  Program Data

Program Data (s19abfe.d)

10.3  Program Results

Program Results (s19abfe.r)


S19ABF (PDF version)
S Chapter Contents
S Chapter Introduction
NAG Library Manual

© The Numerical Algorithms Group Ltd, Oxford, UK. 2015