A bound for the error term in the Brent-McMillan algorithm
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Publication:5264130
Complexity and performance of numerical algorithms (65Y20) Analysis of algorithms and problem complexity (68Q25) Analysis of algorithms (68W40) Bessel and Airy functions, cylinder functions, ({}_0F_1) (33C10) Error analysis and interval analysis (65G99) Evaluation of number-theoretic constants (11Y60) Algorithms in computer science (68W99)
Abstract: The Brent-McMillan algorithm B3 (1980), when implemented with binary splitting, is the fastest known algorithm for high-precision computation of Euler's constant. However, no rigorous error bound for the algorithm has ever been published. We provide such a bound and justify the empirical observations of Brent and McMillan. We also give bounds on the error in the asymptotic expansions of functions related to modified Bessel functions.
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