Algorithm 985: Simple, efficient, and relatively accurate approximation for the evaluation of the Faddeyeva function

DOI10.1145/3119904zbMATH Open1484.65364arXiv1711.05291OpenAlexW3101525718WikidataQ113310107 ScholiaQ113310107MaRDI QIDQ4581383FDOQ4581383

Authors: Mofreh R. Zaghloul 

Publication date: 17 August 2018

Published in: ACM Transactions on Mathematical Software (Search for Journal in Brave)

Abstract: We present a new simple algorithm for efficient, and relatively accurate computation of the Faddeyeva function w(z). The algorithm carefully exploits previous approximations by Hui et al [1978] and Humlicek [1982] along with asymptotic expressions from Laplace continued fractions. Over a wide and fine grid of the complex argument, z=x+iy, numerical results from the present approximation show a maximum relative error less than 4.0x10-5 for both real and imaginary parts of w while running in a relatively shorter execution time than other competitive techniques. In addition to the calculation of the Faddeyeva function, w, partial derivatives of the real and imaginary parts of the function can easily be calculated and returned as optional output.

Full work available at URL: https://arxiv.org/abs/1711.05291

Recommendations

• Algorithm 916: Computing the Faddeyeva and Voigt functions
• More efficient computation of the complex error function
• Computation of the complex error function using modified trapezoidal rules
• Remark on ``Algorithm 680: Evaluation of the complex error function: cause and remedy for the loss of accuracy near the real axis
• A rational approximation of the Dawson's integral for efficient computation of the complex error function

zbMATH Keywords

accuracycomplex probability functionfunction evaluation

Mathematics Subject Classification ID

Computation of special functions and constants, construction of tables (65D20) Packaged methods for numerical algorithms (65Y15) Incomplete beta and gamma functions (error functions, probability integral, Fresnel integrals) (33B20)

Cited In (10)

• Remark on ``Algorithm 680: Evaluation of the complex error function: cause and remedy for the loss of accuracy near the real axis
• Computation of the complex error function using modified trapezoidal rules
• Evaluation of Abramowitz functions in the right half of the complex plane
• Efficient algorithmic implementation of the Voigt/complex error function based on exponential series approximation
• Efficient numerical algorithms for multi-precision and multi-accuracy calculation of the error functions and Dawson integral with complex arguments
• Algorithm 916: Computing the Faddeyeva and Voigt functions
• Algorithm 917
• A rational approximation of the Dawson's integral for efficient computation of the complex error function
• An algorithm for the numerical evaluation of the reversible Randles-Sevcik function
• Calculation of Fresnel integrals of real and complex arguments up to 28 significant digits

Uses Software

• Matlab
• Algorithm 985

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