Computing hypergeometric functions rigorously

DOI10.1145/3328732zbMATH Open1486.65026arXiv1606.06977OpenAlexW2967660412WikidataQ113309993 ScholiaQ113309993MaRDI QIDQ4960950FDOQ4960950

Authors: Fredrik Johansson 

Publication date: 24 April 2020

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

Abstract: We present an efficient implementation of hypergeometric functions in arbitrary-precision interval arithmetic. The functions ${}_0{F}_1$, ${}_1{F}_1$, ${}_2{F}_1$ and ${}_2{F}_0$ (or the Kummer $U$-function) are supported for unrestricted complex parameters and argument, and by extension, we cover exponential and trigonometric integrals, error functions, Fresnel integrals, incomplete gamma and beta functions, Bessel functions, Airy functions, Legendre functions, Jacobi polynomials, complete elliptic integrals, and other special functions. The output can be used directly for interval computations or to generate provably correct floating-point approximations in any format. Performance is competitive with earlier arbitrary-precision software, and sometimes orders of magnitude faster. We also partially cover the generalized hypergeometric function ${}_p{F}_q$ and computation of high-order parameter derivatives.

Full work available at URL: https://arxiv.org/abs/1606.06977

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zbMATH Keywords

hypergeometric functionsBessel functionsinterval arithmeticorthogonal polynomialsautomatic differentiationarbitrary-precision arithmetic

Mathematics Subject Classification ID

Computation of special functions and constants, construction of tables (65D20) Interval and finite arithmetic (65G30) Numerical approximation and evaluation of special functions (33F05)

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Cited In (21)

• A practical, effective calculation of gamma difference distributions with open data science tools
• Fast and accurate algorithm for the generalized exponential integral \(E_{\nu}(x)\) for positive real order
• Numerical approximation of the fractional Laplacian on \(\mathbb{R}\) using orthogonal families
• Computational problems of multivariate hypergeometric theory
• Efficient and Reliable Multiprecision Implementation of Elementary and Special Functions
• A novel and simple spectral method for nonlocal PDEs with the fractional Laplacian
• Highest cusped waves for the fractional KdV equations
• Computation of the confluent hypergeometric function \(U(a,b,x)\) and its derivative for positive arguments
• The minimal Fried average entropy for higher-rank Cartan actions
• Hypergeometric functions in exact geometric computation
• Efficient higher-order derivatives of the hypergeometric function
• Time- and ensemble-average statistical mechanics of the Gaussian network model
• Stieltjes moment sequences for pattern-avoiding permutations
• Asymptotic expansions of Kummer hypergeometric functions with three asymptotic parameters \(a\), \(b\) and \(z\)
• Range Functions of Any Convergence Order and Their Amortized Complexity Analysis
• Fast and stable rational approximation of generalized hypergeometric functions
• Truncation bounds for differentially finite series
• Highest cusped waves for the Burgers-Hilbert equation
• Outgoing solutions and radiation boundary conditions for the ideal atmospheric scalar wave equation in helioseismology
• Numerically satisfactory solutions of hypergeometric recursions
• Validated Evaluation of Special Mathematical Functions

Uses Software

• Maple
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• SciPy
• NumGfun
• MPC
• Arb
• MPFUN
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