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The_Generalized_Integro-Exponential_Function
The_Generalized_Integro-Exponential_Function
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for the case s = n this reduces to the exponential integral about which a considerable
literature revolves [1],[3],[4],[6],[9],[14],[19],[23],[25],[27],[29].Apply Eq. (2.1) to
(2.2), interchange the order of integration and differentiation, and obtain the integral
representation
substitute into Eq. (2.2), and use a known [18, No. 5.6.4(6)] integration formula to
obtain
where L0 is the negatively directed contour enclosing both the nonnegative r-axis,
and the pole at t = s - 1. The third term in the equality (2.6a) is the contour integral
representation [18, No. 5.2(1)] of the G-function according to prescription. In Eq.
(2.6b), ^ is a confluent hypergeometric function of the second kind. Operating on
Eq. (2.6a) as in Eq. (2.1), we obtain the contour integral representation
r'-'>'' «
(2.7a) £/(z) = ¿t/
Z77/ J L-n
i
i0 (s-1 -t)J +l
;s,...,s
(2.7b) == G/:2-
^ + 2-°2|z
0,s - l,...,s - 1;
* "Exponential integral" (of order s) refers to the function Es(z). Some authors [13], [1] use this
nomenclature to mean En(z), while others [18] mean £",(z), or Ei(z) = -E¡(-z) or both.
The result (2.7b) is obtained by identifying the contour integral (2.7a) according to
prescription [18, No. 5.2(1)]; Eq. (2.7a) provides a means of generalizing the function
to noninteger values oï j. Set y = -1 in Eq. (2.7a), and with reference to Eq. (2.5)
obtain
(2.8) E;\z) = exp(-z),
from which it is easy to see how Eq. (2.4) reduces to a well-known result [1, No.
5.1.14] when y = 0 and s = n.
The power series follows immediately from Eq. (2.7a) by evaluating the residues of
the simple poles of T(-t) and the multi-poles of order; + 1 when j # w ory + 2 if
s = n. The results are
(2-9) £/(z)=E
/To (s - 1 - l)J+1l\
where T(l - s)U) means the /th derivative of T(l - s) with respect to s, and
from which the name derives. The casey = 1, s = 1 has been obtained elsewhere [17]
in the form of a power series; (2.12) may also be found in [2]. An alternate
expression for Eq. (2.12) is the repeated integral form:
by a process of induction, employing (2.19). This generalizes both (2.12) and (2.14a).
Starting from Frullani's integral
du(exp(-v) - exp(-tv))/v
o
and Eq. (2.3), the order of integration may, with care, be interchanged, giving the
Laplace transform
After applying Eq. (2.1) to Eq. (2.15), a more general form is found:
and from Eqs. (2.19) and (2.4) we discover that Ej(z) satisfies
r(« + i) "-' z1
(2.22) Ei„(z) = exp(-z)
expt-z; E JiH* + E t&Efiz)
z"+1 /= 0 ' ' OT-l
(2.23)
É/-"
= & ^o'''io(vr7T/)lv1 + /+>-i)'''(^T7+ir
ti-j..-^P; &.-1, É/..-0 if«<y+ /.
The derivation of Eq. (2.22) comes by proving its truth for the cases y = 1 and y = 2
and proceeding by induction, using the identities
n-l
(2.24a) «.„- E (j-h-)iS'.
(2.24b) i/,,T(r-l-7)£fill
From Eq. (2.22) all the E¿„(z) can be obtained for n > 0 if the functions Exm(z) are
known for 0 < m ^y - 1. Approximations for Exm(z) are given in Section 3. A
lengthy form for the evaluation of Ej(x) for n > 1 in terms of E{(x) is given by
Gussmann [11, Eq. (A.18) to (A.21')]- Note that Eq. (2.22) is numerically stable since
all its terms are positive.
For large values of real z, the first few terms in the asymptotic series of E¿„(x) are
given by the first finite sum in Eq. (2.22). From Eq. (2.7b) and the theory [18,
Section 5.10] of G-functions, the asymptotic series is theoretically known. The first
terms are
(2.25) EJ(z)~exp(-z)z^+»[l-(j+l)(j + 2s)/(2z)+ ■■■].
A more general result can be obtained by integrating Eq. (2.12) repeatedly by parts:
(2-26) Er(2)^i^Iil^ELk+Áz).
z k=o zk r(«)
The claimed asymptotic formula is then (Re(z) -» + oo)
where P is an integer. This can be proven by establishing its truth for the case y = 0
and y = 1, using in Eq. (2.26) the well-known [1, Eq. 5.1.51] result
r t \ I \ -i V ('I)™ r(* + k + m + 1)
En + k + x(z) ~ cxp(-z)z E —i-r, , , , .v ,
m=o z T(n + k + l)
and proceeding by induction, employing the identity
' 1
(2-28) 2rf t i rrçii+*,n+/+/ = *n-i,n+/+/
in Eq. (2.27).
Finally, from Eq. (2.9) we have the special value
3. Rational Minimax Approximations to E{(x). With the aid of the computer code
REMES2 [15], it proved possible to obtain rational minimax approximations to
E{(x) for x real, 1 <y < 6, and hence EJ_n(x) with 1 <y < 7, « > 0 because of Eq.
(2.22). The region 0 < x was conveniently divided into three ranges for the purpose
of both evaluating the master functions and obtaining efficient fits.
3a. Small x. In this range, we evaluate E{(x) according to the power series (2.10)
in the form
where Pk(x)/Q¡(x) is the (k, I) minimax fit to the infinite series plus the constant
(/ =y + 1) term of the second sum in Eq. (2.10). PXj()ogx) is a polynomial in
log(eY;c) of order y obtainable from Table 1 by means of computer algebra. Although
no proof has been found, for 1 < y < 7, this polynomial PXJ(\og x) can be written
7+ 1
(3.2) PXJ= E UjjJ,
i=i
where
(3.3) v = log(eYx)
and
with the constants uJ0 given in Table 2, and y being Euler's constant. The upper end
of this range (X,j) was chosen to coincide with a point smaller than the first positive
zero of E{(x) — PXj()ogx). All master function calculations were done in 120 bit
double-precision arithmetic (-28 s.d.) and the approximation chosen was the
lowest (A: + /) entry in the Walsh array with more than 14 s.d. accuracy. The
coefficients of the (k, I) minimax fits are given in Table 3.
3b. Intermediate x. In this range, Xu < x < 10, the master functions were ob-
tained from the power series (2.10), with an exponential weighting such that
(3.5) E&x) = cxp(-x)Pk(x)/Q,(x).
Table 1
Analytic expressions for ^ in Eq. (2.10)
CPSI<1>=GRMIN * CPSI<£>=GRMIN*<-PSIN>
CPSI(5>=
1 +GRMIN«(4.*PSIN*PSIN2-£.*PSIN»»£*PSIN1+1£.♦ PSIN»*£*ZETR£+PSII\I**4
1 -12.*PSINl»ZETP£+3. *PSIN1**£-PSIN3+1£. *ZETfl£**£+l£. *ZETR4)
CPSI(6> =
1 +GPMIN*<60. *PSIN*PSIN1*ZETP£-15. *PSIN»PSINl**£+5. *PSIN*PSIN3-60.
1 *PSIN*ZETA£*-*£-60. »PSIN*ZETP4-i0. *PSIN**£*PSIN£+10. *PSIN**3»PSIN
1 1-20. *PSIN*»3*ZETR£-P5IN**5+10. *PSINl*PSIN£-£0. *PSIN£*ZETfl2-PSIN
1 4)
CPSI(7)=
1 +GRMIN*(-60.«PSIN*PSIN1»PSIN£+1£0.*PSIN»PSIN£*ZETfl£+6. *PSIN*PSIN
1 4-180. *PSIN**£*PSINl*ZETfl£+45.*PSIN**£*PSIN1**£-15. *P5IN**2*PSIN
1 3+180.*PSIN*#£*ZETR£**2+180.*PSIN**£*ZETP4+20.*PSIN**3»PSIN£-15.
1 *PSIN*#4*PSINl+30. *PSIN**4#ZETfl£+PSIN*»6+15. *PSIN1*PSIN3-180. *PS
1 IN1*ZETR£**£-180. *PSI!\;:.*ZETP4+90. »PSINl**£*ZETߣ-15. *PSIN1**3+10
1 .*PSIN£**£-30. *PSIN3*ZErfl£-PSIN5+3&0. *ZETP£*ZETR4+1£0. *ZETR£»*3+
1 £40. »ZETA6)
CPSI(8)=
1 +GPMIN*(-105. #PSIN*PSIM1*PSIN3+1268. #PSIN*PSINl*ZETfl£*«2+l£6®. *P
1 SIN*PSINl»ZETP4-638. *P5IN#PSIN1**2*ZET«2+1®5. *PSIN*PSINl**3-70. *
1 PSIN*PSIN£**£+£10. *PSIN*PSIN3*ZETfl£+7.*PSIN*PSIN5-25£0.»PSINa-ZET
1 fl£*ZETP4-B40. *PSIN*ZETP.£**3-1680.*PSIN»ZETR6+£10. *PSIN**£*PSIN1*
1 PSIN2-4£0. ♦ PSIN**£*PSIN£#ZETR£-21.*PSIN**£*PSIN4+4£i2. *PSIN**3*PS
1 IN1*ZETR£-105. »PSIN»*3»PSINl**£+35.*PSIN**3*PSII\!3-4£0. *PSIN*»3»Z
1 ETR£**£-4£0. *PSIN**3*ZETR4-35.*PSIN»*4*PSIN£+£1.*PSIN**5*PSIN1-4
1 £.*PSIN«»5*ZETP£-PSIN**7+4£0.*PSIN1*PSIN£*ZETP£+£1.*PSIN1*PSII\4-
1 105. *PSINl**£»PSIN£+35. *PSIN£*PSIN3-4£0.*PSIN£*ZETfi£**£-4£0.*PSI
1 N£*ZETR4-4£. *PSIN4*ZE^A£-PSINS)
CPSI(9)=
1 +GRMIN*(-3360. *PSIN*PS:M*PSIN£*ZETR£-168. *PSIN*PSINl*PSIN4+840.
1 *PSIN*PSINl**£*PSIN£-£30.*PSIN*PSIN£*PSIN3+3360. »PSIN*PSIN£»ZETO
1 £»*£+3360. »PSIN*PSIN2*ZETfl4+336.*PSIN*PSIN4*ZETR2+8. ♦PSIN*PSIN6+
1 420.*PSIN«»£*PSINl*PSI.\3-5040.*PSIN**2*PSINl*ZETR2**£-5040. *PSIN
1 *«£*PSINl*ZETA4+25£0. »P3IN»*£»PSINl**£»ZÊTR£-4£0.*PSIN**2*PSIN1*
1 *3+£80. *PSIN**£»PSIN£**£-S40.*PSIN**2*PSIN3*ZETR2-28. *PSIN**2*PS
1 IN5+10080.»PSIN**£»ZET«£*ZETP4+3360.*PSIN**£*ZETfl£**3+67£0. *PSIN
1 **£*ZETR6-560.*PSIN**3*PSIN1*PSIN£+11£0. ♦PSIN»»3*PSIN£*ZETfl£+56.
1 *PSIN**3*PSIN4-840. *PSIN**4*PSIN1*ZETP£+£10. *PSIN»*4*PSINl**£-70
1 .*PSIN*»4*PSIN3+840. *PSIN»-*4*ZETP2»*2+840. ♦ PSIN-**4*ZETA4+5E,. »PSI
1 N**5*PSIN£-£B. »PSIN**6*PSINl+56.*PSIN**6*ZETfl£+PSIN«*8-£80. *PSIN
1 l*PSIN£*»£+840. *PSINl»PSIN3*ZETfi£+£8. *PSIN1»PSIN5Î-10080. *PSIN1*Z
1 ETR£*ZETR4-3360. *PSINl»ZETR£**3-£720. »PSIN^ZETRÊ-E^. *PSIN1**£»
1 PSIN3+£5£0. *PSINl**£*ZETfl£**£+£5£0.*PSINl**£*ZETR4-840. *PSIN1**3
1 «ZETR2+105.*PSINl**4+56.*PSIN£*PSIN4+560.*PSIN2**£*ZETfl£-B40. »PS
1 IN3*ZETP£**£-B40. *PSIN3*ZETR4+35.»PSIN3**£-56.*PSIN5*ZETR£-PSIN7
1 +13440.*ZETR£*ZETR6+10080.*ZETP£**£*2ETR4+16B0.♦ZETR£**4+5040.*Z
1 ETR4**£+10080.«ZETR8)
Note: CPSI(Ul) =^i n ZETAt = Ç(&) PSIN = ip(n) GAMIN= l./T(n) PSINÎ. = * (n)
Table 2
Coefficientsof the polynomials PXJ(log x)
coefficient u,
"lM
(numerical)
(analytic)
1 1
0 0
.822467033424113
-?(3)/3 .400685634386531
774/160 .608806818962515
-f(3)7r2/36 _ r(5)/5 .536936276078223
f(3)2/18 + 61n-6/120960 .5651020417 78833
-f(3)774/480 - f(5)7r2/60 - ?(7)/7 .5585578221 73266
f{3)27T2/216+ f(3)J(5)/15 + 1261w8/29030400 .5612749829 66818
Table 3.1
E11(X)-P(X)/Q(X)*(X-X11)+P11(L0G(X) FIT TO E11(X)-EXP(-X)*P(X)/Q(X)
E11(X)=EXP(-X)/X**2*P(Z)/Q(Z) ; Z-l/X
RATIONALAPPROXIMATION IS R(4,6)
WITH PRECISION- 15.13 DIGITS
Table 3.2
In the cases y = 5 and 6, multiple-precision (48 digit) arithmetic [7] was employed
within the master functions to overcome large losses in accuracy near the upper part
of the range, and again, the lowest (k + I) approximation with more than 14 digit
accuracy was chosen for inclusion in Table 3. In some cases, it was beneficial to split
this range into two to obtain more efficient approximations.
3c. Large x. It proved fruitless to approximate E((x) with the asymptotic formula
(2.27) in the range 10 < x. Accordingly, (k, I) minimax fits Rj(l/x) were procured
such that
Table 3.3
E31(X)-EXP(-X)/X**4*P(Z)/Q(Z) ; Z-l/X
RATIONALAPPROXIMATIONIS R(3,8)
WITH PRECISION- 14.31 DIGITS
where 0 < 1/x < 0.1. To evaluate the master functions, Eq. (2.12) was transformed
into the integral form
Table 3.4
In all three ranges, the function E{(x) computed by rational (k, I) fits in single
precision was compared with the multiple-precision master routines for 20,000
pseudo-random values of x and 1/x. The largest fractional error noted was 1.1 x
io-13.
Finally, the functions E[n(x) were calculated for 1 <y < 7, 0 < n < 7 and
pseudo-random values of x and 1/x according to Eq. (2.22). Comparisons were
made with the same functions calculated via Eq. (2.3) using the single-precision
routine DCADRE [10]. No significant discrepancies were found at the relative error
level of 1 X 10 ~12, and it was observed that rational minimax methods require
-150 times less computation time than does DCADRE. For the case y = 0, a
pre-existant library function based on [9] was used, although better methods are
known [3]. Agreement with Gussman's tabulated values [11] was total.
Table 3.5
Table 3.6
f° fe-a,E^(ßt) dt
(A.la)
0_T_!V r(l + y + /)/ 1 \k+1l-a\' ... , lol
~ß g0 r(i + /) [7T7T7J (t) lf|a|<l/?|-
Special case (k = y = 0, v = a = ß = 1, p = m; [20], [24])
/ Ex(t)El,(t)dt
Jo
(A.lb)
(-l)V/l
l2,to
v¿ (-1)'
y~l> (m
/! ^2 *'m-*'(f + log2 .
r ty-\t + ßy°EJ(zt)dt
(A.3)
1 - y;?,...,?
ÊULrJ+}-1
a - y,0,f - l,...,f - 1;
(A.4)
c4 z-S
a,ß
Y
T(y)
wt \tsEf(zt)
+4,
dt
Special case (a = ß = 8 = 1, y = 2)
roc 1 /
0;1 + v,...,l + v
(A.4a) jf log(l + wt)Ej(zt)dt = -Gj:ij+3\[
0,0,v,...,v;
i" [1 + y[ÍTw~t\l-2ata'l'"EÍ(zt) dt
Jn
(A.4b)
_z^l-"(a-\) 31 I z_0;2a-l,a-l,...,a-l
Jj + 2,j + 3
WV7T a —1 — v, a —\, a —2,..., a —2;
(A.5) / cos(at)Ej(ßt)dt
Jn
\;(v+l)/2,...,(v+l)/2
~ a UJ+2-J+2\ a2 i,("-i)A-.("-i)/2,
7 + 1/' -a 2
2~'-X y I 1 if H<|j8|,
(A.5a)
ß ,to\'/2 + 'i \/32
;s,...,s,a
= T(a-ß)Gf:lf+3[z 0,ß,s- l,...,s- 1:
1 ~j k j
T(n + 1)
(A.7a) = ,n+\ E fr«.-£-+2-*-/(')+^+i_,(*)E ^,m(^7
: —0 m= 1
/ m -1
- L L (n - iy-miCmE{(z)
m= \ /= 0
/•OC
if /# n,/7 + 1,
/ t"'lE¿n(zt)dt
Ji
(A.7b) r(n + 1)
.« + 1 A;= 0 "• m-1