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1: Bibliography

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Repeated integrals and derivatives of $K$ Bessel functions. SIAM J. Math. Anal. 20 (1), pp. 169–175.

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External Links:

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

Referenced by:

§10.43(iii).

Encodings:

BibTeX

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2: 7.23 Tables

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Abramowitz and Stegun (1964, Chapter 7) includes $\mathrm{erf}x$, $(2/\sqrt{\pi }){\mathrm{e}}^{-x^2}$, $x\in [0,2]$, 10D; $(2/\sqrt{\pi }){\mathrm{e}}^{-x^2}$, $x\in [2,10]$, 8S; $x{\mathrm{e}}^{x^2}\mathrm{erfc}x$, $x^{-2}\in [0,0.25]$, 7D; $2^n\mathrm{\Gamma }\left(\frac{1}{2}n+1\right){\mathrm{i}}^n\mathrm{erfc}\left(x\right)$, $n=1(1)6,10,11$, $x\in [0,5]$, 6S; $F\left(x\right)$, $x\in [0,2]$, 10D; $xF\left(x\right)$, $x^{-2}\in [0,0.25]$, 9D; $C\left(x\right)$, $S\left(x\right)$, $x\in [0,5]$, 7D; $\mathrm{f}\left(x\right)$, $\mathrm{g}\left(x\right)$, $x\in [0,1]$, $x^{-1}\in [0,1]$, 15D.

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Abramowitz and Stegun (1964, Table 27.6) includes the Goodwin–Staton integral $G\left(x\right)$, $x=1(.1)3(.5)8$, 4D; also $G\left(x\right)+\ln x$, $x=0(.05)1$, 4D.

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Zhang and Jin (1996, pp. 637, 639) includes $(2/\sqrt{\pi }){\mathrm{e}}^{-x^2}$, $\mathrm{erf}x$, $x=0(.02)1(.04)3$, 8D; $C\left(x\right)$, $S\left(x\right)$, $x=0(.2)10(2)100(100)500$, 8D.

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Zhang and Jin (1996, pp. 638, 640–641) includes the real and imaginary parts of $\mathrm{erf}z$, $x\in [0,5]$, $y=0.5(.5)3$, 7D and 8D, respectively; the real and imaginary parts of ${\int }_x^{\mathrm{\infty }}{\mathrm{e}}^{\pm \mathrm{i}{t}^2}dt$, $(1/\sqrt{\pi }){\mathrm{e}}^{\mp \mathrm{i}(x^2+(\pi /4))}{\int }_x^{\mathrm{\infty }}{\mathrm{e}}^{\pm \mathrm{i}{t}^2}dt$, $x=0(.5)20(1)25$, 8D, together with the corresponding modulus and phase to 8D and 6D (degrees), respectively.

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Zhang and Jin (1996, p. 642) includes the first 10 zeros of $\mathrm{erf}z$, 9D; the first 25 distinct zeros of $C\left(z\right)$ and $S\left(z\right)$, 8S.

3: Bibliography G

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Evaluation of the repeated integrals of the coerror function. ACM Trans. Math. Software 3, pp. 240–252.

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Notes:

For software see Gautschi (1977b).

External Links:

ISSN 0098-3500, Document, ZentralBlatt

Referenced by:

§7.22(iii).

Encodings:

BibTeX

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Algorithm 521: Repeated integrals of the coerror function. ACM Trans. Math. Software 3, pp. 301–302.

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Notes:

Single-precision Fortran, maximum accuracy 14D

External Links:

ISSN 0098-3500, Document, GAMS (module 521; package TOMS)

Referenced by:

3rd item, W. Gautschi (1977a).

Encodings:

BibTeX

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Recursive computation of the repeated integrals of the error function. Math. Comp. 15 (75), pp. 227–232.

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External Links:

FullText, MathReview (J. C. P. Miller), ZentralBlatt

Referenced by:

§7.22(iii).

Encodings:

BibTeX

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Algorithm 957: evaluation of the repeated integral of the coerror function by half-range Gauss-Hermite quadrature. ACM Trans. Math. Softw. 42 (1), pp. 9:1–9:10.

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Notes:

Includes two MATLAB programs claiming 12D and 30D accuracy

External Links:

ISSN 0098-3500, Link, Document, MathReview Entry, ZentralBlatt

Referenced by:

4th item, §7.25(ii).

Encodings:

BibTeX

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Algorithm 939: computation of the Marcum Q-function. ACM Trans. Math. Softw. 40 (3), pp. 20:1–20:21.

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Notes:

Includes Fortran program claiming 12S accuracy

External Links:

ISSN 0098-3500, Link, Document, MathReview Entry, ZentralBlatt

Referenced by:

3rd item, §10.77(ix).

Encodings:

BibTeX

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4: 19.36 Methods of Computation

… ►Numerical differences between the variables of a symmetric integral can be reduced in magnitude by successive factors of 4 by repeated applications of the duplication theorem, as shown by (19.26.18). … ►Legendre’s integrals can be computed from symmetric integrals by using the relations in §19.25(i). … ►For computation of Legendre’s integral of the third kind, see Abramowitz and Stegun (1964, §§17.7 and 17.8, Examples 15, 17, 19, and 20). … ►Numerical quadrature is slower than most methods for the standard integrals but can be useful for elliptic integrals that have complicated representations in terms of standard integrals. … ►

5: Software Index

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	Open Source													With Book						Commercial
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7.25(ii) $\mathrm{erf}x$, $\mathrm{erfc}x$, ${\mathrm{i}}^n\mathrm{erfc}\left(x\right)$, $x\in ℝ$	✓		✓	✓	✓	✓	✓	✓	✓		✓	✓	✓	✓	✓	✓	✓		✓	✓	✓	✓	✓	✓	NMS
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11.16(iii) Integrals of …														✓					✓		✓	✓	a
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11.16(vi) Integrals of …														✓							✓	✓	a
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19 Elliptic Integrals
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20 Theta Functions
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6: 2.11 Remainder Terms; Stokes Phenomenon

… ►As an example consider … ►From §8.19(i) the generalized exponential integral is given by … ►Often the process of re-expansion can be repeated any number of times. …For integrals, see Berry and Howls (1991), Howls (1992), and Paris and Kaminski (2001, Chapter 6). … ►For example, using double precision $d_{20}$ is found to agree with (2.11.31) to 13D. …