NAG CL Interface
s20arc (fresnel_​c_​vector)

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1 Purpose

s20arc returns an array of values for the Fresnel integral C(x).

2 Specification

#include <nag.h>
void  s20arc (Integer n, const double x[], double f[], NagError *fail)
The function may be called by the names: s20arc, nag_specfun_fresnel_c_vector or nag_fresnel_c_vector.

3 Description

s20arc evaluates an approximation to the Fresnel integral
for an array of arguments xi, for i=1,2,,n.
Note:  C(x)=-C(-x), so the approximation need only consider x0.0.
The function is based on three Chebyshev expansions:
For 0<x3,
C(x)=xr=0arTr(t),   with ​ t=2 (x3) 4-1.  
For x>3,
C(x)=12+f(x)xsin(π2x2)-g(x)x3cos(π2x2) ,  
where f(x)=r=0brTr(t),
and g(x)=r=0crTr(t),
with t=2 ( 3x) 4-1.
For small x, C(x)x. This approximation is used when x is sufficiently small for the result to be correct to machine precision.
For large x, f(x) 1π and g(x) 1π2 . Therefore, for moderately large x, when 1π2x3 is negligible compared with 12 , the second term in the approximation for x>3 may be dropped. For very large x, when 1πx becomes negligible, C(x) 12 . However, there will be considerable difficulties in calculating sin( π2x2) accurately before this final limiting value can be used. Since sin( π2x2) is periodic, its value is essentially determined by the fractional part of x2. If x2=N+θ, where N is an integer and 0θ<1, then sin( π2x2) depends on θ and on N modulo 4. By exploiting this fact, it is possible to retain some significance in the calculation of sin( π2x2) either all the way to the very large x limit, or at least until the integer part of x2 is equal to the maximum integer allowed on the machine.

4 References

NIST Digital Library of Mathematical Functions

5 Arguments

1: n Integer Input
On entry: n, the number of points.
Constraint: n0.
2: x[n] const double Input
On entry: the argument xi of the function, for i=1,2,,n.
3: f[n] double Output
On exit: C(xi), the function values.
4: fail NagError * Input/Output
The NAG error argument (see Section 7 in the Introduction to the NAG Library CL Interface).

6 Error Indicators and Warnings

Dynamic memory allocation failed.
See Section 3.1.2 in the Introduction to the NAG Library CL Interface for further information.
On entry, argument value had an illegal value.
On entry, n=value.
Constraint: n0.
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 7.5 in the Introduction to the NAG Library CL Interface for further information.
Your licence key may have expired or may not have been installed correctly.
See Section 8 in the Introduction to the NAG Library CL Interface for further information.

7 Accuracy

Let δ and ε be the relative errors in the argument and result respectively.
If δ is somewhat larger than the machine precision (i.e if δ is due to data errors etc.), then ε and δ are approximately related by:
ε | x cos( π2x2) C(x) |δ.  
Figure 1 shows the behaviour of the error amplification factor | x cos( π2x2) C(x) | .
However, if δ is of the same order as the machine precision, then rounding errors could make ε slightly larger than the above relation predicts.
For small x, εδ and there is no amplification of relative error.
For moderately large values of x,
ε |2xcos(π2x2)| δ  
and the result will be subject to increasingly large amplification of errors. However, the above relation breaks down for large values of x (i.e., when 1x2 is of the order of the machine precision); in this region the relative error in the result is essentially bounded by 2πx .
Hence the effects of error amplification are limited and at worst the relative error loss should not exceed half the possible number of significant figures.
Figure 1
Figure 1

8 Parallelism and Performance

Background information to multithreading can be found in the Multithreading documentation.
s20arc is not threaded in any implementation.

9 Further Comments


10 Example

This example reads values of x from a file, evaluates the function at each value of xi and prints the results.

10.1 Program Text

Program Text (s20arce.c)

10.2 Program Data

Program Data (s20arce.d)

10.3 Program Results

Program Results (s20arce.r)