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1: 35.1 Special Notation

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$a,b$	complex variables.
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$f(𝐗)$	complex-valued function with $𝐗\in 𝛀$.
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►The main functions treated in this chapter are the multivariate gamma and beta functions, respectively ${\mathrm{\Gamma }}_m\left(a\right)$ and ${\mathrm{B}}_m(a,b)$, and the special functions of matrix argument: Bessel (of the first kind) $A_{\nu }\left(𝐓\right)$ and (of the second kind) $B_{\nu }\left(𝐓\right)$; confluent hypergeometric (of the first kind) ${}_1{}^{}F_1^{}(a;b;𝐓)$ or ${}_1{}^{}F_1^{}({\displaystyle \genfrac{}{}{0pt}{}{a}{b}};𝐓)$ and (of the second kind) $\mathrm{\Psi }(a;b;𝐓)$; Gaussian hypergeometric ${}_2{}^{}F_1^{}(a_1,a_2;b;𝐓)$ or ${}_2{}^{}F_1^{}({\displaystyle \genfrac{}{}{0pt}{}{a_1,a_2}{b}};𝐓)$; generalized hypergeometric ${}_p{}^{}F_q^{}(a_1,\mathrm{\dots },a_p;b_1,\mathrm{\dots },b_q;𝐓)$ or ${}_p{}^{}F_q^{}({\displaystyle \genfrac{}{}{0pt}{}{a_1,\mathrm{\dots },a_p}{b_1,\mathrm{\dots },b_q}};𝐓)$. … ►Related notations for the Bessel functions are ${𝒥}_{\nu +\frac{1}{2}(m+1)}(𝐓)=A_{\nu }\left(𝐓\right)/A_{\nu }\left(𝟎\right)$ (Faraut and Korányi (1994, pp. 320–329)), $K_m(0,\mathrm{\dots },0,\nu |𝐒,𝐓)={\left|𝐓\right|}^{\nu }{B}_{\nu }\left(𝐒𝐓\right)$ (Terras (1988, pp. 49–64)), and ${𝒦}_{\nu }(𝐓)={\left|𝐓\right|}^{\nu }{B}_{\nu }\left(𝐒𝐓\right)$ (Faraut and Korányi (1994, pp. 357–358)).

2: 35.5 Bessel Functions of Matrix Argument

§35.5 Bessel Functions of Matrix Argument

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§35.5(i) Definitions

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§35.5(ii) Properties

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§35.5(iii) Asymptotic Approximations

►For asymptotic approximations for Bessel functions of matrix argument, see Herz (1955) and Butler and Wood (2003).

3: 35.8 Generalized Hypergeometric Functions of Matrix Argument

§35.8 Generalized Hypergeometric Functions of Matrix Argument

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§35.8(i) Definition

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Convergence Properties

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Confluence

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Invariance

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4: 35.6 Confluent Hypergeometric Functions of Matrix Argument

§35.6 Confluent Hypergeometric Functions of Matrix Argument

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§35.6(i) Definitions

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Laguerre Form

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§35.6(ii) Properties

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§35.6(iii) Relations to Bessel Functions of Matrix Argument

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5: 35.7 Gaussian Hypergeometric Function of Matrix Argument

§35.7 Gaussian Hypergeometric Function of Matrix Argument

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§35.7(i) Definition

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Jacobi Form

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Confluent Form

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Integral Representation

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6: Bibliography N

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Algorithm 707: CONHYP: A numerical evaluator of the confluent hypergeometric function for complex arguments of large magnitudes. ACM Trans. Math. Software 18 (3), pp. 345–349.

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Notes:

Double-precision Fortran, minimum accuracy 9S, maximum accuracy 13S.

External Links:

ISSN 0098-3500, Document, GAMS (module 707; package TOMS), ZentralBlatt

Referenced by:

1st item.

Encodings:

BibTeX

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Numerical evaluation of the confluent hypergeometric function for complex arguments of large magnitudes. J. Comput. Appl. Math. 39 (2), pp. 193–200.

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Notes:

Extended-precision Fortran evaluator, minimum accuracy 9S, maximum accuracy 13S.

External Links:

ISSN 0377-0427, Document, MathReview Entry, ZentralBlatt

Referenced by:

§13.32(iii).

Encodings:

BibTeX

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On the large argument asymptotics of the Lommel function via Stieltjes transforms. Asymptot. Anal. 91 (3-4), pp. 265–281.

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External Links:

ISSN 0921-7134, Document, MathReview Entry, ZentralBlatt

Referenced by:

§11.6(iii), §11.6(iii), §11.9(iii), §11.9(iii).

Encodings:

BibTeX

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Error Bounds for the Large-Argument Asymptotic Expansions of the Hankel and Bessel Functions. Acta Appl. Math. 150, pp. 141–177.

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External Links:

ISSN 0167-8019, Document, MathReview Entry, ZentralBlatt

Referenced by:

(9.7.16), (9.7.17), §9.7(iii), §9.7(iv).

Encodings:

BibTeX

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Error bounds for the large-argument asymptotic expansions of the Lommel and allied functions. Stud. Appl. Math. 140 (4), pp. 508–541.

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External Links:

ISSN 0022-2526, Document, Link, MathReview (Pedro J. Pagola), ZentralBlatt

Referenced by:

§11.11(i), §11.11(i).

Encodings:

BibTeX

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7: 35.9 Applications

§35.9 Applications

►In multivariate statistical analysis based on the multivariate normal distribution, the probability density functions of many random matrices are expressible in terms of generalized hypergeometric functions of matrix argument ${}_p{}^{}F_q^{}$, with $p\le 2$ and $q\le 1$. See James (1964), Muirhead (1982), Takemura (1984), Farrell (1985), and Chikuse (2003) for extensive treatments. … ►These references all use results related to the integral formulas (35.4.7) and (35.5.8). … ►In chemistry, Wei and Eichinger (1993) expresses the probability density functions of macromolecules in terms of generalized hypergeometric functions of matrix argument, and develop asymptotic approximations for these density functions. …

8: 35.10 Methods of Computation

§35.10 Methods of Computation

… ►See Yan (1992) for the ${}_1{}^{}F_1^{}$ and ${}_2{}^{}F_1^{}$ functions of matrix argument in the case $m=2$, and Bingham et al. (1992) for Monte Carlo simulation on $𝐎(m)$ applied to a generalization of the integral (35.5.8). …

9: Bibliography F

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Theory and Computation of Spheroidal Harmonics with General Arguments. Master’s Thesis, The University of Western Australia, Department of Physics.

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Notes:

Contains Mathematica package for spheroidal wave functions of complex arguments with complex parameters.

External Links:

FullText

Referenced by:

§30.12, 1st item, 2nd item.

Encodings:

BibTeX

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Sur certaines sommes des intégral-cosinus. Bull. Soc. Math. Phys. Serbie 12, pp. 13–20 (French).

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External Links:

MathReview (L. Carlitz), ZentralBlatt

Referenced by:

§6.15.

Encodings:

BibTeX

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Tables of Weber Parabolic Cylinder Functions and Other Functions for Large Arguments. National Physical Laboratory Mathematical Tables, Vol. 4. Department of Scientific and Industrial Research, Her Majesty’s Stationery Office, London.

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External Links:

MathReview (L. J. Slater), ZentralBlatt

Referenced by:

3rd item, 2nd item.

Encodings:

BibTeX

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Error bounds for the asymptotic expansion of the ratio of two gamma functions with complex argument. SIAM J. Math. Anal. 23 (2), pp. 505–511.

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External Links:

ISSN 0036-1410, Document, FullText, MathReview (A. Reinfelds), ZentralBlatt

Referenced by:

§5.11(iii), §5.11(iii).

Encodings:

BibTeX

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Fast computation of incomplete elliptic integral of first kind by half argument transformation. Numer. Math. 116 (4), pp. 687–719.

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External Links:

ISSN 0029-599X, Document, FullText, MathReview (Mehdi Hassani), ZentralBlatt

Referenced by:

§19.36(iv), §19.36(iv).

Encodings:

BibTeX

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10: 35 Functions of Matrix Argument

Chapter 35 Functions of Matrix Argument

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