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Zbl 1031.65033
Gil, Amparo; Segura, Javier; Temme, Nico M.
Computing special functions by using quadrature rules. (English)
[J] Numer. Algorithms 33, No.1-4, 265-275 (2003). ISSN 1017-1398; ISSN 1572-9265/e

Summary: The usual tools for computing special functions are power series, asymptotic expansions, continued fractions, differential equations, recursions, and so on. Rather seldom are methods based on quadrature of integrals. Selecting suitable integral representations of special functions, using principles from asymptotic analysis, we develop reliable algorithms which are valid for large domains of real or complex parameters. Our present investigations include Airy functions, Bessel functions and parabolic cylinder functions. In the case of Airy functions we have improvements in both accuracy and speed for some parts of {\it D. E. Amos}'s code for Bessel functions [ACM Trans. Math. Softw. 12, 265-273 (1986; Zbl 0613.65013)].

MSC 2000:: *65D20 Computation of special functions
33C10 Cylinder functions, etc.
33F05 Numerical approximation of special functions

Keywords: special functions; numerical quadrature; steepest descent method; saddle point method; Airy functions; Bessel functions; integral representations; algorithms; parabolic cylinder functions

Citations: Zbl 0613.65013

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