Numerical methods for the computation of the confluent and Gauss hypergeometric functions
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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.
In this review paper, the authors summarize and overview several methods to compute the confluent hypergeometric function \(\mathbf{M}(a;b,c)\) and Gauß's hypergeometric function \(\mathbf{F}(a;b,c)\). To this end, they discuss the choice of reliable methods for different parameter and variable regimes. These methods include Taylor series, asymptotic expansions, continued fractions, recurrence relationships, and hyperasymptotic expansions. A publicly available MATLAB code for computing the functions \(\mathbf{M}(a;b,c)\) and \(\mathbf{F}(a;b,c)\) was also developed.
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