Algorithm 707: CONHYP: a numerical evaluator of the confluent hypergeometric function for complex arguments of large magnitudes

DOI10.1145/131766.131774zbMath0892.65010OpenAlexW1978788314WikidataQ113310633 ScholiaQ113310633MaRDI QIDQ4371808

Atul Bhalla, Mark Nardin, Warren F. Perger

Publication date: 9 February 1998

Published in: ACM Transactions on Mathematical Software (Search for Journal in Brave)

Full work available at URL: http://www.acm.org/pubs/contents/journals/toms/1992-18/

zbMATH Keywords

confluent hypergeometric function Fortran 77 complex argument direct summation of Kummer's series large magnitudes

Mathematics Subject Classification ID

Computation of special functions and constants, construction of tables (65D20) Confluent hypergeometric functions, Whittaker functions, ({}_1F_1) (33C15)

Related Items (8)

A numerical evaluator for the generalized hypergeometric series ⋮ Computation of the confluent hypergeometric function \(U(a,b,x)\) and its derivative for positive arguments ⋮ Laplace transforms of stochastic integrals and the pricing of Bermudan swaptions ⋮ Computing the Kummer function \(U\)(\textit{a, b, z}) for small values of the arguments ⋮ Numerical methods for the computation of the confluent and Gauss hypergeometric functions ⋮ On the exact computation of the density and of the quantiles of linear combinations of \(t\) and \(F\) random variables ⋮ On the Computation of Confluent Hypergeometric Functions for Large Imaginary Part of Parameters b and z ⋮ CONHYP

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