NAG Library Function Document

nag_lambertW (c05bac)

 Contents

    1  Purpose
    7  Accuracy

1
Purpose

nag_lambertW (c05bac) returns the real values of Lambert's W function Wx.

2
Specification

#include <nag.h>
#include <nagc05.h>
double  nag_lambertW (double x, Integer branch, Nag_Boolean offset, NagError *fail)

3
Description

nag_lambertW (c05bac) calculates an approximate value for the real branches of 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 (c05bac) restricts W and its argument x to be real, resulting in a function defined for x-exp-1 and which is double valued on the interval -exp-1,0. This double-valued function is split into two real-valued branches according to the sign of Wx+1. We denote by W0 the branch satisfying W0x-1 for all real x, and by W-1 the branch satisfying W-1x-1 for all real x. You may select your branch of interest using the argument branch.
The precise method used to approximate W is described fully in Barry et al. (1995). For x close to -exp-1 greater accuracy comes from evaluating W-exp-1+Δx rather than Wx: by setting offset=Nag_TRUE on entry you inform nag_lambertW (c05bac) that you are providing Δx, not x, in x.

4
References

Barry D J, Culligan–Hensley P J, and Barry S J (1995) Real values of the W-function ACM Trans. Math. Software 21(2) 161–171

5
Arguments

1:     x doubleInput
On entry: if offset=Nag_TRUE, x is the offset Δx from -exp-1 of the intended argument to W; that is, Wβ is computed, where β=-exp-1+Δx.
If offset=Nag_FALSE, x is the argument x of the function; that is, Wβ is computed, where β=x.
Constraints:
  • if branch=0, -exp-1β;
  • if branch=-1, -exp-1β<0.0.
2:     branch IntegerInput
On entry: the real branch required.
branch=0
The branch W0 is selected.
branch=-1
The branch W-1 is selected.
Constraint: branch=0 or -1.
3:     offset Nag_BooleanInput
On entry: controls whether or not x is being specified as an offset from -exp-1.
4:     fail NagError *Input/Output
The NAG error argument (see Section 3.7 in How to Use the NAG Library and its Documentation).

6
Error Indicators and Warnings

NE_ALLOC_FAIL
Dynamic memory allocation failed.
See Section 2.3.1.2 in How to Use the NAG Library and its Documentation for further information.
NE_INT
On entry, branch=value.
Constraint: branch=0 or -1.
NE_INTERNAL_ERROR
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.
See Section 2.7.6 in How to Use the NAG Library and its Documentation for further information.
NE_NO_LICENCE
Your licence key may have expired or may not have been installed correctly.
See Section 2.7.5 in How to Use the NAG Library and its Documentation for further information.
NE_REAL
On entry, branch=-1, offset=Nag_FALSE and x=value.
Constraint: if branch=-1 and offset=Nag_FALSE then x<0.0.
On entry, branch=-1, offset=Nag_TRUE and x=value.
Constraint: if branch=-1 and offset=Nag_TRUE then x<exp-1.0.
On entry, offset=Nag_TRUE and x=value.
Constraint: if offset=Nag_TRUE then x0.0.
On entry, offset=Nag_FALSE and x=value.
Constraint: if offset=Nag_FALSE then x-exp-1.0.
NW_REAL
For the given offset x, W is negligibly different from -1: x=value.
x is close to -exp-1. Enter x as an offset to -exp-1 for greater accuracy: x=value.

7
Accuracy

For a high percentage of legal x on input, nag_lambertW (c05bac) 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 implementations and for a small proportion of such x. This depends on the accuracy of the base-10 logarithm on your system.

8
Parallelism and Performance

nag_lambertW (c05bac) is not threaded in any implementation.

9
Further Comments

None.

10
Example

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

10.1
Program Text

Program Text (c05bace.c)

10.2
Program Data

Program Data (c05bace.d)

10.3
Program Results

Program Results (c05bace.r)

© The Numerical Algorithms Group Ltd, Oxford, UK. 2017