Numerical methods for the computation of the confluent and Gauss hypergeometric functions
The two most commonly used hypergeometric functions are the confluent hypergeometric function and the Gauss hypergeometric function. We review the available techniques for accurate, fast, and reliable computation of these two hypergeometric functions in different parameter and variable regimes. The...
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| Published in: | Numerical algorithms Vol. 74; no. 3; pp. 821 - 866 |
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| Main Authors: | , , |
| Format: | Journal Article |
| Language: | English |
| Published: |
New York
Springer US
01.03.2017
Springer Nature B.V |
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| ISSN: | 1017-1398, 1572-9265 |
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| Abstract | The two most commonly used hypergeometric functions are the confluent hypergeometric function and the Gauss hypergeometric function. We review the available techniques for accurate, fast, and reliable computation of these two hypergeometric functions in different parameter and variable regimes. The methods that we investigate include Taylor and asymptotic series computations, Gauss–Jacobi quadrature, numerical solution of differential equations, recurrence relations, and others. We discuss the results of numerical experiments used to determine the best methods, in practice, for each parameter and variable regime considered. We provide “roadmaps” with our recommendation for which methods should be used in each situation. |
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| AbstractList | The two most commonly used hypergeometric functions are the confluent hypergeometric function and the Gauss hypergeometric function. We review the available techniques for accurate, fast, and reliable computation of these two hypergeometric functions in different parameter and variable regimes. The methods that we investigate include Taylor and asymptotic series computations, Gauss–Jacobi quadrature, numerical solution of differential equations, recurrence relations, and others. We discuss the results of numerical experiments used to determine the best methods, in practice, for each parameter and variable regime considered. We provide “roadmaps” with our recommendation for which methods should be used in each situation. |
| Author | Porter, Mason A. Pearson, John W. Olver, Sheehan |
| Author_xml | – sequence: 1 givenname: John W. surname: Pearson fullname: Pearson, John W. email: j.w.pearson@kent.ac.uk organization: School of Mathematics, Statistics and Actuarial Science, University of Kent – sequence: 2 givenname: Sheehan surname: Olver fullname: Olver, Sheehan organization: School of Mathematics and Statistics, The University of Sydney – sequence: 3 givenname: Mason A. surname: Porter fullname: Porter, Mason A. organization: Oxford Centre for Industrial and Applied Mathematics, Mathematical Institute, University of Oxford |
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| Keywords | Confluent hypergeometric function 33C15 Gauss hypergeometric function Secondary: 41A58 41A60 Primary: 33C05 Computation of special functions |
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| SubjectTerms | Algebra Algorithms Applied mathematics Asymptotic methods Asymptotic series Computation Computer Science Differential equations Hypergeometric functions Numeric Computing Numerical Analysis Numerical methods Original Paper Parameters Quadratures Recommender systems Theory of Computation |
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| Title | Numerical methods for the computation of the confluent and Gauss hypergeometric functions |
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