(Difference between revisions)
 Revision as of 19:49, 27 October 2012 (edit)Stevenj (Talk | contribs) (→Wrappers: Matlab, GNU Octave, and Python)← Previous diff Revision as of 23:42, 27 October 2012 (edit)Stevenj (Talk | contribs) (→Faddeeva / complex error function)Next diff → Line 3: Line 3: [http://math.mit.edu/~stevenj Steven G. Johnson] has written [[w:Free and open-source software|free/open-source]] C++ code to compute the '''scaled complex [[w:Error function|error function]]''' ''w''(''z'') = ''e''−''z''2erfc(−''iz''), also called the ''[[w:Faddeeva function|Faddeeva function]]'' (and also the ''plasma dispersion function''), for arbitrary [[w:complex number|complex]] arguments ''z'' to a given accuracy. Download the source code from: [http://math.mit.edu/~stevenj Steven G. Johnson] has written [[w:Free and open-source software|free/open-source]] C++ code to compute the '''scaled complex [[w:Error function|error function]]''' ''w''(''z'') = ''e''−''z''2erfc(−''iz''), also called the ''[[w:Faddeeva function|Faddeeva function]]'' (and also the ''plasma dispersion function''), for arbitrary [[w:complex number|complex]] arguments ''z'' to a given accuracy. Download the source code from: - * [http://ab-initio.mit.edu/Faddeeva_w.cc http://ab-initio.mit.edu/Faddeeva_w.cc] (updated 24 October 2012) + * [http://ab-initio.mit.edu/Faddeeva_w.cc http://ab-initio.mit.edu/Faddeeva_w.cc] (updated 27 October 2012) == Usage == == Usage ==

# Faddeeva / complex error function

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

## Usage

```#include <complex>
extern std::complex<double> Faddeeva_w(std::complex<double> z, double relerr=0);
```

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

Omitting the `relerr` argument, or passing `relerr=0` (or any `relerr` less than machine precision ε≈10−16), corresponds to requesting machine precision, and in practice a relative error < 10−13 is usually achieved. Specifying a larger value of `relerr` may improve performance (at the expense of accuracy).

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

## Wrappers: Matlab, GNU Octave, and Python

Wrappers are available for this function in other languages.

• Matlab (also available here): A function `Faddeeva_w(z, relerr)`, where the arguments have the same meaning as above (the `relerr` argument is optional) can be downloaded from Faddeeva_w_mex.cc (along with the help file Faddeeva_w.m. Compile it into an octave plugin with:
```mex -output Faddeeva_w -O Faddeeva_w_mex.cc Faddeeva_w.cc
```
• GNU Octave: A function `Faddeeva_w(z, relerr)`, where the arguments have the same meaning as above (the `relerr` argument is optional) can be downloaded from Faddeeva_w_oct.cc. Compile it into a MEX file with:
```mkoctfile -DMPICH_SKIP_MPICXX=1 -DOMPI_SKIP_MPICXX=1 -s -o Faddeeva_w.oct Faddeeva_w_oct.cc Faddeeva_w.cc
```
• Python: Our code is used to provide `scipy.special.wofz` in SciPy starting in version 0.12.0 (see here).

## Algorithm

This implementation uses a combination of different algorithms. For sufficiently large |z|, we use a continued-fraction expansion for w(z) similar to those described in

Unlike those papers, however, we switch to a completely different algorithm for smaller |z|:

(I initially used this algorithm for all z, but the continued-fraction expansion turned out to be faster for larger |z|. On the other hand, it is competitive for smaller |z|, and is significantly more accurate than the Poppe & Wijers code in some regions, e.g. in the vicinity of |z|=1. You can switch back to using Algorithm 916 for all z by changing `USE_CONTINUED_FRACTION` to `0` in the code.)

Note that this is SGJ's independent re-implementation of these algorithms, based on the descriptions in the papers only. In particular, we did not refer to the authors' Fortran or Matlab implementations (respectively), which are under restrictive "semifree" ACM copyright terms and are therefore unusable in free/open-source software.

Algorithm 916 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 FADDEEVA_W_TEST` in the file (or compile with `-DFADDEEVA_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.