NIST Digital Library of Mathematical Functions

June 16th, 2008 | Categories: general math, Maple, math software, mathematica, matlab, physics, programming | Tags:

A few years ago, while working through a degree in theoretical physics at Sheffield University, I took a course on special functions in physics that was given by the legendary lecturer Dr Stoddart (saviour of many a physics undergraduate, including me, during his many years there – please leave a comment if you studied at Sheffield and remember him).

This course introduced me to the fascinating world of the so called ‘higher transcendental functions’ of mathematical physics. I remember that we covered topics such as Bessel functions, Laguerre polynomials, Hermite Polynomials and the Gamma function among others but in a one semester course we only really scratched the surface of the subject.

Since then I have come across several other special functions during the course of my work such as the LambertW function, Mathieu functions, Chebyshev polynomials and more. I used to be a physicist and so, despite the fact that the theory behind these functions can often be fascinating, all I had time to consider back then was how to evaluate them.

In fact, as far as my professional life goes, the question of evaluation is still the only thing that I get asked about regarding special functions. Questions such as ‘How can I evaluate the LambertW function in MATLAB?’ (Answer – by using this user-defined function) or ‘Do you know of a free, open source, implementation of Bessel’s function?’ (Answer – the GNU Scientific Library).

The idea for this post came to me while reading an article written in 1994 (and subsequently updated in 2000) where the authors discussed the Numerical Evaluation of Special Functions. One of the features of this document was a list of various special functions combined with a list of software packages that could evaluate them. For example it lists Dawson’s integral and tells us that if you need to evaluate this then you can use various software packages such as the NAG libraries or Numerical Recipes.

I thought that this was a very useful document but a major problem with it is that it is rather out of date! Wouldn’t it be great if someone were to create an updated version that included all of the latest advances in software libraries and applications. I even idly thought of attempting to do this myself and publish the results here but it turns out that I have (thankfully) been beaten to it.

It’s not finished yet but the NIST Digital Library of Mathematical Functions looks like it is going to be exactly what I need. Apparently this project aims to be a sort of modern rewrite of Abramowitz and Stegun’s Handbook of Mathematical Functions, a book that almost every physicist I knew had a copy of. The preview looks very promising to say the least! For example, take the section on the Gamma Function. The library contains everything you might want to know about this function such as its definition, 2D and 3D plots of its graphs, its series expansion and, of course, a list of software packages and libraries that can be used to evaluate it. I note that, for the Gamma function, one can choose from MATLAB, Mathematica, MAPLE, NAG, Maxima, PARI-GP, the GSL, Numerical Recipes and several others – not exactly short of Gamma function implementations are we?

When it’s finished, the work will be published as a book called ‘Handbook of Mathematical Functions’ but will also be available freely online as a digital library – fabulous!

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