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
Main Authors: Pearson, John W., Olver, Sheehan, Porter, Mason A.
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.
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
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Computation of special functions
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Snippet The two most commonly used hypergeometric functions are the confluent hypergeometric function and the Gauss hypergeometric function. We review the available...
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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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