NAG Library Function Document
nag_prob_density_landau (g01mtc) returns the value of the Landau density function .
||nag_prob_density_landau (double x)
evaluates an approximation to the Landau density function
is an arbitrary real constant, using piecewise approximation by rational functions. Further details can be found in Kölbig and Schorr (1984)
To obtain the value of
, nag_prob_der_landau (g01rtc)
can be used.
Kölbig K S and Schorr B (1984) A program package for the Landau distribution Comp. Phys. Comm. 31 97–111
On entry: the argument of the function.
Error Indicators and Warnings
At least significant digits are usually correct, but occasionally only . Such accuracy is normally considered to be adequate for applications in experimental physics.
Because of the asymptotic behaviour of , which is of the order of , underflow may occur on some machines when is moderately large and negative.
Parallelism and Performance
nag_prob_density_landau (g01mtc) is not threaded in any implementation.
This example evaluates at , and prints the results.
Program Text (g01mtce.c)
Program Data (g01mtce.d)
Program Results (g01mtce.r)