G01MUF (PDF version)
G01 Chapter Contents
G01 Chapter Introduction
NAG Library Manual

NAG Library Routine Document


Note:  before using this routine, please read the Users' Note for your implementation to check the interpretation of bold italicised terms and other implementation-dependent details.


    1  Purpose
    7  Accuracy

1  Purpose

G01MUF returns the value of the Vavilov density function ϕVλ;κ,β2, via the routine name.
It is intended to be used after a call to G01ZUF.

2  Specification

REAL (KIND=nag_wp) G01MUF
REAL (KIND=nag_wp)  X, RCOMM(322)

3  Description

G01MUF evaluates an approximation to the Vavilov density function ϕVλ;κ,β2 given by
ϕVλ;κ,β2=12πi c-i c+ieλsfs;κ,β2ds,  
where κ>0 and 0β21, c is an arbitrary real constant and
fs;κ,β2=Cκ,β2expslnκ+s+κβ2 lnsκ+E1 sκ -κexp-sκ .  
E1x=0xt-11-e-tdt is the exponential integral, Cκ,β2=expκ1+γβ2 and γ is Euler's constant.
The method used is based on Fourier expansions. Further details can be found in Schorr (1974).
For values of κ0.01, the Vavilov distribution can be replaced by the Landau distribution since λV=λL-lnκ/κ. For values of κ10, the Vavilov distribution can be replaced by a Gaussian distribution with mean μ=γ-1-β2-lnκ and variance σ2=2-β2/2κ.

4  References

Schorr B (1974) Programs for the Landau and the Vavilov distributions and the corresponding random numbers Comp. Phys. Comm. 7 215–224

5  Parameters

1:     X – REAL (KIND=nag_wp)Input
On entry: the argument λ of the function.
2:     RCOMM322 – REAL (KIND=nag_wp) arrayCommunication Array
On entry: this must be the same parameter RCOMM as returned by a previous call to G01ZUF.
3:     IFAIL – INTEGERInput/Output
On entry: IFAIL must be set to 0, -1​ or ​1. If you are unfamiliar with this parameter you should refer to Section 3.3 in the Essential Introduction for details.
For environments where it might be inappropriate to halt program execution when an error is detected, the value -1​ or ​1 is recommended. If the output of error messages is undesirable, then the value 1 is recommended. Otherwise, if you are not familiar with this parameter, the recommended value is 0. When the value -1​ or ​1 is used it is essential to test the value of IFAIL on exit.
On exit: IFAIL=0 unless the routine detects an error or a warning has been flagged (see Section 6).

6  Error Indicators and Warnings

If on entry IFAIL=0 or -1, explanatory error messages are output on the current error message unit (as defined by X04AAF).
Errors or warnings detected by the routine:
Either the initialization routine has not been called prior to the first call of this routine or a communication array has become corrupted.
An unexpected error has been triggered by this routine. Please contact NAG.
See Section 3.8 in the Essential Introduction for further information.
Your licence key may have expired or may not have been installed correctly.
See Section 3.7 in the Essential Introduction for further information.
Dynamic memory allocation failed.
See Section 3.6 in the Essential Introduction for further information.

7  Accuracy

At least five significant digits are usually correct.

8  Parallelism and Performance

Not applicable.

9  Further Comments

G01MUF can be called repeatedly with different values of λ provided that the values of κ and β2 remain unchanged between calls. Otherwise, G01ZUF must be called again. This is illustrated in Section 10.

10  Example

This example evaluates ϕVλ;κ,β2 at λ=2.5, κ=0.4 and β2=0.1, and prints the results.

10.1  Program Text

Program Text (g01mufe.f90)

10.2  Program Data

Program Data (g01mufe.d)

10.3  Program Results

Program Results (g01mufe.r)

G01MUF (PDF version)
G01 Chapter Contents
G01 Chapter Introduction
NAG Library Manual

© The Numerical Algorithms Group Ltd, Oxford, UK. 2015