Algorithm 914: Parabolic cylinder function W(a, x) and its derivative

  • Authors:
  • Amparo Gil;Javier Segura;Nico M. Temme

  • Affiliations:
  • University de Cantabria, Santander, Spain;University de Cantabria, Santander, Spain;CWI, Amsterdam, The Netherlands

  • Venue:
  • ACM Transactions on Mathematical Software (TOMS)
  • Year:
  • 2011

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Abstract

A Fortran 90 program for the computation of the real parabolic cylinder functions W(a, ± x), x ≥ 0 and their derivatives is presented. The code also computes scaled functions for a 50. The functions W(a, ± x) are a numerically satisfactory pair of solutions of the parabolic cylinder equation y′ + (x2/4 − a)y = 0, x ≥ 0. Using Wronskian tests, we claim a relative accuracy better than 5 10−13 in the computable range of unscaled functions, while for scaled functions the aimed relative accuracy is better than 5 10−14. This code, together with the algorithm and related software described in Gil et al. [2006a, 2006b], completes the set of software for Parabolic Cylinder Functions (PCFs) for real arguments.