nag_lambertW_complex (c05bbc) (PDF version)
c05 Chapter Contents
c05 Chapter Introduction
NAG Library Manual

NAG Library Function Document

nag_lambertW_complex (c05bbc)

+ Contents

    1  Purpose
    7  Accuracy

1  Purpose

nag_lambertW_complex (c05bbc) computes the values of Lambert's W function Wz.

2  Specification

#include <nag.h>
#include <nagc05.h>
void  nag_lambertW_complex (Integer branch, Nag_Boolean offset, Complex z, Complex *w, double *resid, NagError *fail)

3  Description

nag_lambertW_complex (c05bbc) calculates an approximate value for Lambert's W function (sometimes known as the ‘product log’ or ‘Omega’ function), which is the inverse function of
fw = wew   for   wC .
The function f is many-to-one, and so, except at 0, W is multivalued. nag_lambertW_complex (c05bbc) allows you to specify the branch of W on which you would like the results to lie by using the argument branch. Our choice of branch cuts is as in Corless et al. (1996), and the ranges of the branches of W are summarised in Figure 1.
Ranges of the branches of Wz
Figure 1: Ranges of the branches of Wz
For more information about the closure of each branch, which is not displayed in Figure 1, see Corless et al. (1996). The dotted lines in the Figure denote the asymptotic boundaries of the branches, at multiples of π.
The precise method used to approximate W is as described in Corless et al. (1996). For z close to -exp-1 greater accuracy comes from evaluating W-exp-1+Δz rather than Wz: by setting offset=Nag_TRUE on entry you inform nag_lambertW_complex (c05bbc) that you are providing Δz, not z, in z.

4  References

Corless R M, Gonnet G H, Hare D E G, Jeffrey D J and Knuth D E (1996) On the Lambert W function Advances in Comp. Math. 3 329–359

5  Arguments

1:     branchIntegerInput
On entry: the branch required.
2:     offsetNag_BooleanInput
On entry: controls whether or not z is being specified as an offset from -exp-1.
3:     zComplexInput
On entry: if offset=Nag_TRUE, z is the offset Δz from -exp-1 of the intended argument to W; that is, Wβ is computed, where β=-exp-1+Δz.
If offset=Nag_FALSE, z is the argument z of the function; that is, Wβ is computed, where β=z.
4:     wComplex *Output
On exit: the value Wβ: see also the description of z.
5:     residdouble *Output
On exit: the residual WβexpWβ-β: see also the description of z.
6:     failNagError *Input/Output
The NAG error argument (see Section 3.6 in the Essential Introduction).

6  Error Indicators and Warnings

On entry, argument value had an illegal value.
An internal error has occurred in this function. Check the function call and any array sizes. If the call is correct then please contact NAG for assistance.
For the given offset z, W is negligibly different from -1: Rez=value and Imz=value.
z is close to -exp-1. Enter z as an offset to -exp-1 for greater accuracy: Rez=value and Imz=value.
The iterative procedure used internally did not converge in value iterations. Check the value of resid for the accuracy of w.

7  Accuracy

For a high percentage of z, nag_lambertW_complex (c05bbc) is accurate to the number of decimal digits of precision on the host machine (see nag_decimal_digits (X02BEC)). An extra digit may be lost on some platforms and for a small proportion of z. This depends on the accuracy of the base-10 logarithm on your system.

8  Parallelism and Performance

Not applicable.

9  Further Comments

The following figures show the principal branch of W.
Figure 2: realW0z
Figure 3: ImW0z
Figure 4: absW0z

10  Example

This example reads from a file the value of the required branch, whether or not the arguments to W are to be considered as offsets to -exp-1, and the arguments z themselves. It then evaluates the function for these sets of input data z and prints the results.

10.1  Program Text

Program Text (c05bbce.c)

10.2  Program Data

Program Data (c05bbce.d)

10.3  Program Results

Program Results (c05bbce.r)

nag_lambertW_complex (c05bbc) (PDF version)
c05 Chapter Contents
c05 Chapter Introduction
NAG Library Manual

© The Numerical Algorithms Group Ltd, Oxford, UK. 2014