NAG Library Routine Document
s14acf (polygamma)
1
Purpose
s14acf returns a value of the function $\psi \left(x\right)\mathrm{ln}x$, where $\psi $ is the psi function $\psi \left(x\right)=\frac{d}{dx}\mathrm{ln}\Gamma \left(x\right)=\frac{{\Gamma}^{\prime}\left(x\right)}{\Gamma \left(x\right)}$.
2
Specification
Fortran Interface
Real (Kind=nag_wp)  ::  s14acf  Integer, Intent (Inout)  ::  ifail  Real (Kind=nag_wp), Intent (In)  ::  x 

C Header Interface
#include <nagmk26.h>
double 
s14acf_ (const double *x, Integer *ifail) 

3
Description
s14acf returns a value of the function $\psi \left(x\right)\mathrm{ln}x$. The psi function is computed without the logarithmic term so that when $x$ is large, sums or differences of psi functions may be computed without unnecessary loss of precision, by analytically combining the logarithmic terms. For example, the difference $d=\psi \left(x+\frac{1}{2}\right)\psi \left(x\right)$ has an asymptotic behaviour for large $x$ given by $d\sim \mathrm{ln}\left(x+\frac{1}{2}\right)\mathrm{ln}x+\mathit{O}\left(\frac{1}{{x}^{2}}\right)\sim \mathrm{ln}\left(1+\frac{1}{2x}\right)\sim \frac{1}{2x}$.
Computing $d$ directly would amount to subtracting two large numbers which are close to $\mathrm{ln}\left(x+\frac{1}{2}\right)$ and $\mathrm{ln}x$ to produce a small number close to $\frac{1}{2x}$, resulting in a loss of significant digits. However, using this routine to compute $f\left(x\right)=\psi \left(x\right)\mathrm{ln}x$, we can compute $d=f\left(x+\frac{1}{2}\right)f\left(x\right)+\mathrm{ln}\left(1+\frac{1}{2x}\right)$, and the dominant logarithmic term may be computed accurately from its power series when $x$ is large. Thus we avoid the unnecessary loss of precision.
The routine is derived from the routine PSIFN in
Amos (1983).
4
References
Amos D E (1983) Algorithm 610: A portable FORTRAN subroutine for derivatives of the psi function ACM Trans. Math. Software 9 494–502
5
Arguments
 1: $\mathbf{x}$ – Real (Kind=nag_wp)Input

On entry: the argument $x$ of the function.
Constraint:
${\mathbf{x}}>0.0$.
 2: $\mathbf{ifail}$ – IntegerInput/Output

On entry:
ifail must be set to
$0$,
$1\text{or}1$. If you are unfamiliar with this argument you should refer to
Section 3.4 in How to Use the NAG Library and its Documentation for details.
For environments where it might be inappropriate to halt program execution when an error is detected, the value
$1\text{or}1$ is recommended. If the output of error messages is undesirable, then the value
$1$ is recommended. Otherwise, if you are not familiar with this argument, the recommended value is
$0$.
When the value $\mathbf{1}\text{or}\mathbf{1}$ is used it is essential to test the value of ifail on exit.
On exit:
${\mathbf{ifail}}={\mathbf{0}}$ unless the routine detects an error or a warning has been flagged (see
Section 6).
6
Error Indicators and Warnings
If on entry
${\mathbf{ifail}}=0$ or
$1$, explanatory error messages are output on the current error message unit (as defined by
x04aaf).
Errors or warnings detected by the routine:
 ${\mathbf{ifail}}=1$

On entry, ${\mathbf{x}}=\u2329\mathit{\text{value}}\u232a$.
Constraint: ${\mathbf{x}}>0.0$.
 ${\mathbf{ifail}}=2$

Computation halted due to likelihood of underflow.
x may be too large.
${\mathbf{x}}=\u2329\mathit{\text{value}}\u232a$.
 ${\mathbf{ifail}}=3$

Computation halted due to likelihood of overflow.
x may be too small.
${\mathbf{x}}=\u2329\mathit{\text{value}}\u232a$.
 ${\mathbf{ifail}}=99$
An unexpected error has been triggered by this routine. Please
contact
NAG.
See
Section 3.9 in How to Use the NAG Library and its Documentation for further information.
 ${\mathbf{ifail}}=399$
Your licence key may have expired or may not have been installed correctly.
See
Section 3.8 in How to Use the NAG Library and its Documentation for further information.
 ${\mathbf{ifail}}=999$
Dynamic memory allocation failed.
See
Section 3.7 in How to Use the NAG Library and its Documentation for further information.
7
Accuracy
All constants in s14acf are given to approximately $18$ digits of precision. Calling the number of digits of precision in the floatingpoint arithmetic being used $t$, then clearly the maximum number of correct digits in the results obtained is limited by $p=\mathrm{min}\phantom{\rule{0.125em}{0ex}}\left(t,18\right)$.
With the above proviso, results returned by this routine should be accurate almost to full precision, except at points close to the zero of $\psi \left(x\right)$, $x\simeq 1.461632$, where only absolute rather than relative accuracy can be obtained.
8
Parallelism and Performance
s14acf is not threaded in any implementation.
None.
10
Example
The example program reads values of the argument $x$ from a file, evaluates the function at each value of $x$ and prints the results.
10.1
Program Text
Program Text (s14acfe.f90)
10.2
Program Data
Program Data (s14acfe.d)
10.3
Program Results
Program Results (s14acfe.r)