Faddeeva Package

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Note that this is SGJ's '''independent re-implementation''' of this algorithm, based on the description in the paper ''only''. In particular, we did not refer to (or even download) the author's Matlab implementation (which is under restrictive "[http://www.gnu.org/philosophy/categories.html semifree]" [http://www.acm.org/publications/policies/softwarecrnotice ACM copyright terms] and therefore unusable in free/open-source software). Note that this is SGJ's '''independent re-implementation''' of this algorithm, based on the description in the paper ''only''. In particular, we did not refer to (or even download) the author's Matlab implementation (which is under restrictive "[http://www.gnu.org/philosophy/categories.html semifree]" [http://www.acm.org/publications/policies/softwarecrnotice ACM copyright terms] and therefore unusable in free/open-source software).
-This algorithm requires an external [[w:Error function|complementary error function] erfc(''x'') function for ''real'' arguments ''x'' to be supplied as a subroutine. More precisely, it requires the scaled function erfcx(''x'') = ''e''<sup>''x''<sup>2</sup></sup>erfc(''x''). Here, we include an erfcx function derived from the DERFC routine in [[w:SLATEC|SLATEC]] (modified by SGJ to compute erfcx instead of erfc), originally written by W. Fullerton at [[w:Los Alamos National Laboratory|Los Alamos National Laboratory]].+This algorithm requires an external [[w:Error function|complementary error function]] erfc(''x'') function for ''real'' arguments ''x'' to be supplied as a subroutine. More precisely, it requires the scaled function erfcx(''x'') = ''e''<sup>''x''<sup>2</sup></sup>erfc(''x''). Here, we include an erfcx function derived from the DERFC routine in [[w:SLATEC|SLATEC]] (modified by SGJ to compute erfcx instead of erfc), originally written by W. Fullerton at [[w:Los Alamos National Laboratory|Los Alamos National Laboratory]].
== Test program == == Test program ==

Revision as of 00:52, 5 October 2012

Contents

Faddeeva / complex error function

Steven G. Johnson has written a free/open-source C++ function to compute the scaled complex error function w(z) = ez2erfc(−iz), also called the Faddeeva function, for arbitary complex arguments z to a given accuracy:

Usage

To use the code, add the following declaration to your C++ source (or header file):

#include <complex>
extern std::complex<double> Faddeeva_w(std::complex<double> z, double relerr);

The function Faddeeva_w(z, relerr) computes w(z) to a desired relative error relerr.

Passing relerr=0 (or any relerr less than machine precision ε≈10−16) corresponds to requesting machine precision, and in practice a relative error < 10−12 is usually achieved. Specifying a larger value of relerr generally improves performance (at the expense of accuracy).

You should also compile Faddeeva_w.cc and link it with your program, of course.

Algorithm

We use the algorithm described in the paper:

Note that this is SGJ's independent re-implementation of this algorithm, based on the description in the paper only. In particular, we did not refer to (or even download) the author's Matlab implementation (which is under restrictive "semifree" ACM copyright terms and therefore unusable in free/open-source software).

This algorithm requires an external complementary error function erfc(x) function for real arguments x to be supplied as a subroutine. More precisely, it requires the scaled function erfcx(x) = ex2erfc(x). Here, we include an erfcx function derived from the DERFC routine in SLATEC (modified by SGJ to compute erfcx instead of erfc), originally written by W. Fullerton at Los Alamos National Laboratory.

Test program

To test the code, a small test program is included at the end of Faddeeva_w.cc which tests w(z) against several known results (from Wolfram Alpha) and prints the relative errors obtained. To compile the test program, #define FADDEVA_W_TEST in the file (or compile with -DFADDEVA_W_TEST on Unix) and compile Faddeeva_w.cc. The resulting program prints SUCCESS at the end of its output if the errors were acceptable.

License

The software is distributed under the "MIT License", a simple permissive free/open-source license:

Copyright © 2012 Massachusetts Institute of Technology
[Also included are functions derived from derfc in SLATEC (netlib.org/slatec), which "is in the public domain" and hence may be redistributed under these or any terms.]
Permission is hereby granted, free of charge, to any person obtaining a copy of this software and associated documentation files (the "Software"), to deal in the Software without restriction, including without limitation the rights to use, copy, modify, merge, publish, distribute, sublicense, and/or sell copies of the Software, and to permit persons to whom the Software is furnished to do so, subject to the following conditions:
The above copyright notice and this permission notice shall be included in all copies or substantial portions of the Software.
THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.
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