Algorithm 715: SPECFUN–a portable FORTRAN package of special function routines and test drivers

Authors:
W. J. Cody
Affiliations:
-
Venue:
ACM Transactions on Mathematical Software (TOMS)
Year:
1993

Citing 9
Cited 9

Algorithm 665: Machar: a subroutine to dynamically determined machine parameters

ACM Transactions on Mathematical Software (TOMS)
Performance evaluation of programs for certain Bessel functions

ACM Transactions on Mathematical Software (TOMS)
Performance evaluation of programs for the error and complementary error functions

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Performance evaluation of programs related to the real gamma function

ACM Transactions on Mathematical Software (TOMS)
The use of Taylor series to test accuracy of function programs

ACM Transactions on Mathematical Software (TOMS)
The FUNPACK Package of Special Function Subroutines

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On Temme's Algorithm for the Modified Bessel Function of the Third Kind

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Algorithm 597: sequence of modified Bessel functions of the first kind

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Recursive computation of certain derivatives&a study of error propagation

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Algorithm 757: MISCFUN, a software package to compute uncommon special functions

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Remark on algorithm 715

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A comment on the presentation and testing of CALGO codes and a remark on algorithm 639: To integrate some infinite oscillating tails

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Algorithm 867: QUADLOG—a package of routines for generating Gauss-related quadrature for two classes of logarithmic weight functions

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Algorithm 885: Computing the Logarithm of the Normal Distribution

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Symbolic and numerical computation on Bessel functions of complex argument and large magnitude

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Algorithm 910: A Portable C++ Multiple-Precision System for Special-Function Calculations

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Accounting for secondary uncertainty: efficient computation of portfolio risk measures on multi and many core architectures

WHPCF '13 Proceedings of the 6th Workshop on High Performance Computational Finance

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Abstract

SPECFUN is a package containing transportable FORTRAN special function programs for real arguments and accompanying test drivers. Components include Bessel functions, exponential integrals, error functions and related functions, and gamma functions and related functions.