(ebook-pdf) Mathematics - Handbook of Mathematical Functions

(ebook-pdf) Mathematics - Handbook of Mathematical...

Info icon This preview shows page 1. Sign up to view the full content.

View Full Document Right Arrow Icon
This is the end of the preview. Sign up to access the rest of the document.

Unformatted text preview: Preface’ The present volume is an outgrowth of a Conference on Mathematical Tables held at Cambridge, Mass., on September 15-16, 1954, under the auspices of the National Science Foundation and the Massachusetts Institute of Technology. The purpose of the meeting was to evaluate the need for mathematical tables in the light of the availability of large scale computing machines. It was the consensus of opinion that in spite of the increasing use of the new machines the basic need for tables would continue to exist. Numerical tables of mathematical functions are in continual demand by scientists and engineers. A greater variety of functions and higher accuracy of tabulation are now required as a result of scientific advances and, especially, of the increasing use of automatic computers. In the latter connection, the tables serve mainly forpreliminarysurveys of problems before programming for machine operation. For those without easy access to machines, such tables are, of course, indispensable. Consequently, the Conference recognized that there was a pressing need for a modernized version of the classical tables of functions of Jahnke-Emde. To implement the project, the National Science Foundation requested the National Bureau of Standards to prepare such a volume and established an Ad Hoc Advisory Committee, with Professor Philip M. Morse of the Massachusetts Institute of Technology as chairman, to advise the staff of the National Bureau of Standards during the ~course of its preparation. In addition to the Chairman, the Committee consisted of A. Erdelyi, M. C. Gray, N. Metropolis, J. B. Rosser, H. C. Thacher, Jr., John Todd, C. B. Tompkins, and J. W. Tukey. The primary aim has been to include a maximum of useful information within the limits of a moderately large volume, with particular attention to the needs of scientists in all fields. An attempt has been made to cover the entire field of special functions. To carry out the goal set forth by tbe Ad Hoc Committee, it has been necessary to supplement the tables by including the mathematical properties that are important in computation work, as well as by providing numerical methods which demonstrate the use and extension of the tables. The Handbook was prepared under the direction of the late Milton Abramowitz, Its success has depended greatly upon the cooperation of and Irene A. Stegun. Their efforts together with the cooperation of the Ad HOC many mathematicians. Committee are greatly appreciated. The particular contributions of these and other individuals are acknowledged at appropriate places in the text. The sponsorship of the National Science Foundation for the preparation of the material is gratefully recognized. It is hoped that this volume will not only meet the needs of all table users but will in many cases acquaint its users with new functions. ALLEN V. ASTIN, L?imctor. Washington, D.C. Preface to the Ninth Printing The enthusiastic reception accorded the “Handbook of Mathematical Functions” is little short of unprecedented in the long history of mathematical tables that began when John Napier published his tables of logarithms in 1614. Only four and one-half years after the first copy came from the press in 1964, Myron Tribus, the Assistant Secretary of Commerce for Science and Technology, presented the 100,OOOth copy of the Handbook to Lee A. DuBridge, then Science Advisor to the President. Today, total distribution is approaching the 150,000 mark at a scarcely diminished rate. The successof the Handbook has not ended our interest in the subject. On the contrary, we continue our close watch over the growing and changing world of computation and to discuss with outside experts and among ourselves the various proposals for possible extension or supplementation of the formulas, methods and tables that make up the Handbook. In keeping with previous policy, a number of errors discovered since the last printing have been corrected. Aside from this, the mathematical tables and accompanying text are unaltered. However, some noteworthy changes have been made in Chapter 2: Physical Constants and Conversion Factors, pp. 6-8. The table on page 7 has been revised to give the values of physical constants obtained in a recent reevaluation; and pages 6 and 8 have been modified to reflect changes in definition and nomenclature of physical units and in the values adopted for the acceleration due to gravity in the revised Potsdam system. The record of continuing acceptance of the Handbook, the praise that has come from all quarters, and the fact that it is one of the most-quoted scientific publications in recent years are evidence that the hope expressed by Dr. Astin in his Preface is being amply fulfilled. LEWIS M. BRANSCOMB, Director National Bureau of Standards November 1970 Foreword This volume is the result of the cooperative effort of many persons and a number of organizations. The National Bureau of Standards has long been turning out mathematical tables and has had under consideration, for at least IO years, the production of a compendium like the present one. During a Conference on Tables, called by the NBS Applied Mathematics Division on May 15, 19.52, Dr. Abramowitz of t,hat Division mentioned preliminary plans for such an undertaking, but indicated the need for technical advice and financial support. The Mathematics Division of the National Research Council has also had an active interest in tables; since 1943 it has published the quarterly journal, “Mathematical Tables and Aids to Computation” (MTAC),, editorial supervision being exercised by a Committee of the Division. Subsequent to the NBS Conference on Tables in 1952 the attention of the National Science Foundation was drawn to the desirability of financing activity in table production. With its support a z-day Conference on Tables was called at the Massachusetts Institute of Technology on September 15-16, 1954, to discuss the needs for tables of various kinds. Twenty-eight persons attended, representing scientists and engineers using tables as well as table producers. This conference reached consensus on several cpnclusions and recomlmendations, which were set forth in tbe published Report of the Conference. There was general agreement, for example, “that the advent of high-speed cornputting equipment changed the task of table making but definitely did not remove the need for tables”. It was also agreed that “an outstanding need is for a Handbook of Tables for the Occasional Computer, with tables of usually encountered functions and a set of formulas and tables for interpolation and other techniques useful to the occasional computer”. The Report suggested that the NBS undertake the production of such a Handbook and that the NSF contribute financial assistance. The Conference elected, from its participants, the following Committee: P. M. Morse (Chairman), M. Abramowitz, J. H. Curtiss, R. W. Hamming, D. H. Lehmer, C. B. Tompkins, J. W. Tukey, to help implement these and other recommendations. The Bureau of Standards undertook to produce the recommended tables and the To provide technical guidance National Science Foundation made funds available. to the Mathematics Division of the Bureau, which carried out the work, and to provide the NSF with independent judgments on grants ffor the work, the Conference Committee was reconstituted as the Committee on Revision of Mathematical Tables of the Mathematics Division of the National Research Council. This, after some changes of membership, became the Committee which is signing this Foreword. The present volume is evidence that Conferences can sometimes reach conclusions and that their recommendations sometimes get acted on. V ,/” VI FOREWORD Active work was started at the Bureau in 1956. The overall plan, the selection of authors for the various chapters, and the enthusiasm required to begin the task were contributions of Dr. Abramowitz. Since his untimely death, the effort has continued under the general direction of Irene A. Stegun. The workers at the Bureau and the members of the Committee have had many discussions about content, style and layout. Though many details have had t’o be argued out as they came up, the basic specifications of the volume have remained the same as were outlined by the Massachusetts Institute of Technology Conference of 1954. The Committee wishes here to register its commendation of the magnitude and quality of the task carried out by the staff of the NBS Computing Section and their expert collaborators in planning, collecting and editing these Tables, and its appreciation of the willingness with which its various suggestions were incorporated into the plans. We hope this resulting volume will be judged by its users to be a worthy memorial to the vision and industry of its chief architect, Milton Abramowitz. We regret he did not live to see its publication. P. M. MORSE, Chairman. A. ERD~LYI M. C. GRAY N. C. METROPOLIS J. B. ROSSER H. C. THACHER. Jr. JOHN TODD ‘C. B. TOMPKINS J. W. TUKEY. Handbook of Mathematical Functions with Formulas, Edited Graphs, by Milton 1. and Mathematical Abramowitz and Irene A. Stegun Introduction The present Handbook has been designed to provide scientific investigators with a comprehensive and self-contained summary of the mathematical functions that arise in physical and engineering problems. The well-known Tables of Funct.ions by E. Jahnke and F. Emde has been invaluable to workers in these fields in its many editions’ during the past half-century. The present volume ext,ends the work of these authors by giving more extensive and more accurate numerical tables, and by giving larger collections of mathematical properties of the tabulated functions. The number of functions covered has also been increased. The classification of functions and organization of the chapters in this Handbook is similar to that of An Index of Mathematical Tables by A. Fletcher, J. C. P. Miller, and L. Rosenhead. In general, the chapters contain numerical tables, graphs, polynomial or rational approximations for automatic computers, and statements of the principal mathematical properties of the tabulated functions, particularly those of computa- 2. Tables Accuracy The number of significant figures given in each table has depended to some extent on the number available in existing tabulations. There has been no attempt to make it uniform throughout the Handbook, which would have been a costly and laborious undertaking. In most tables at least five significant figures have been provided, and the tabular’ intervals have generally been chosen to ensure that linear interpolation will yield. fouror five-figure accuracy, which suffices in most physical applications. Users requiring higher 1 The most recent, the sixth, with F. Loesch added as cc-author, was published in 1960 by McGraw-Hill, U.S.A., and Teubner, Germany. 2 The second edition, with L. J. Comrie added as co-author, was published in two volumes in 1962 by Addison-Wesley, U.S.A., and Scientific Computing Service Ltd., Great Britain. tional importance. Many numerical examples are given to illustrate the use of the tables and also the computation of function values which lie outside their range. At the end of the text in each chapter there is a short bibliography giving books and papers in which proofs of the mathematical properties stated in the chapter may be found. Also listed in the bibliographies are the more important numerical tables. Comprehensive lists of tables are given in the Index mentioned above, and current information on new tables is to be found in the National Research Council quarterly Mathematics of Computation (formerly Mathematical Tables and Other Aids to Computation). The ma.thematical notations used in this Handbook are those commonly adopted in standard texts, particularly Higher Transcendental Functions, Volumes 1-3, by A. ErdBlyi, W. Magnus, F. Oberhettinger and F. G. Tricomi (McGrawHill, 1953-55). Some alternative notations have also been listed. The introduction of new symbols has been kept to a minimum, and an effort has been made to avoid the use of conflicting notation. of the Tables precision in their interpolates may obtain them by use of higher-order interpolation procedures, described below. In certain tables many-figured function values are given at irregular intervals in the argument. An example is provided by Table 9.4. The purpose of these tables is to furnish “key values” for the checking of programs for automatic computers; no question of interpolation arises. The maximum end-figure error, or “tolerance” in the tables in this Handbook is 6/& of 1 unit everywhere in the case of the elementary functions, and 1 unit in the case of the higher functions except in a few cases where it has been permitted to rise to 2 units. IX /- . INTRODUCTION X 3. Auxiliary Functions One of the objects of this Handbook is to provide tables or computing methods which enable the user to evaluate the tabulated functions over complete ranges of real values of their parameters. In order to achieve this object, frequent use has been made of auxiliary functions to remove the infinite part of the original functions at their singularities, and auxiliary arguments to co e with infinite ranges. An example will make t fi e procedure clear. The exponential integral of positive argument is given by 4. and Arguments recludes direct interThe logarithmic singularity polation near x=0. The Punctions Ei(x)-In x and x-liEi(ln x-r], however, are wellbehaved and readily interpolable in this region. Either will do as an auxiliary function; the latter was in fact selected as it yields slightly higher accuracy when Ei(x) is recovered. The function x-‘[Ei(x)-ln x-r] has been tabulated to nine decimals for the range 05x<+. For +<x12, Ei(x) is sufficiently well-behaved to admit direct tabulation, but for larger values of x, its exponential character predominates. A smoother and more readily interpolable function for large x is xe-“Ei(x); this has been tabulated for 2 <x510. Finally, the range 10 <x_<m is covered by use of the inverse argument x-l. Twenty-one entries of xe-“Ei(x), corresponding to x-l = .l(- .005)0, suffice to produce an interpolable table. Interpolation The tables in this Handbook are not provided with differences or other aids to interpolation, because it was felt that the space they require could be better employed by the tabulation of additional functions. Admittedly aids could have been given without consuming extra space by increasing the intervals of tabulation, but this would have conflicted with the requirement that linear interpolation is accurate to four or five figures. For applications in which linear interpolation is insufficiently accurate it is intended that Lagrange’s formula or Aitken’s method of iterative linear interpolation3 be used. To help the user, there is a statement at the foot of most tables of the maximum error in a linear interpolate, and the number of function values needed in Lagrange’s formula or Aitken’s method to interpolate to full tabular accuracy. As an example, consider the following extract from Table 5.1. Let us suppose that we wish to compute the value of xeZ&(x) for x=7.9527 from this table. We describe in turn the application of the methods of linear interpolation, Lagrange and Aitken, and of alternative methods based on differences and Taylor’s series. (1) Linear interpolation. The formula for this process is given by jp= (1 -P)joSPfi where jO, ji are consecutive tabular values of the function, corresponding to arguments x0, x1, respectively; p is the given fraction of the argument interval p= (x--x0>/(x1-~0> 775 ;:; E : 89608 89717 4302 8737 d0 g. I ze*El . 89823 .89927 90029 (z) 7113 7306 7888 8: ix 4 .90227 : 90129 4695 60”3 [1 ‘453 The numbers in the square brackets mean that the maximum error in a linear interpolate is 3X10m6, and that to interpolate to the full tabular accuracy five points must be used in Lagrange’s and Aitken’s methods. 8 A. C. Aitken On inte elation b iteration of roportional out the use of diherences, ‘Brot Edin i: urgh Math. 8 oc. 3.6676 parts, with. (1932). interpolate. jo=.89717 zez El (2) . 89268 7854 : 89384 6312 89497 9666 and jP the required instance, we have ji=.89823 4302 In the present 7113 p=.527 The most convenient way to evaluate the formula on a desk calculating machine is.to set o and ji in turn on the keyboard, and carry out t d e multiplications by l-p and p cumulatively; a partial check is then provided by the multiplier dial reading unity. We obtain j.6z,E.‘;9;72;&39717 4302)+.527(.89823 7113) Since it is known that there is a possible error of 3 X 10 -6 in the linear formula, we round off this result to .89773. The maximum possible error in this answer is composed of the error committed INTRODUCTION by the last roundingJ that is, .4403X 10m5, plus 3 X lo-‘, and so certainly cannot exceed .8X lo-‘. (2) Lagrange’s formula. In this example, the relevant formula is the 5-point one, given by The numbers in the third and fourth columns are the first and second differences of the values of xezEl(x) (see below) ; the smallness of the second difference provides a check on the three interpolations. The required value is now obtained by linear interpolation : f=A-,(p)f_z+A-,(p)f-1+Ao(p>fo+A,(p)fi +A&)fa Tables of the coefficients An(p) are given in chapter 25 for the range p=O(.Ol)l. We evaluate the formula for p=.52, .53 and .54 in turn. Again, in each evaluation we accumulate the An(p) in the multiplier register since their sum is unity. We now have the following subtable. x m=&(x) 7.952 .89772 .89774 0379 fn=.3(.89772 -2 10620 .; .89775 & 1 2 3 4 5 7.9 8.1 7.8 8.2 7.7 0999 Yn=ze”[email protected]) : : . . 89823 89717 89927 89608 90029 89497 7113 4302 7888 8737 7306 9666 Yo. I 89773 :89774 Yo, 1.2. I Yo. 1, (I 44034 48264 2 90220 4 98773 2 35221 0379) In cases where the correct order of the Lagrange polynomial is not known, one of the prelimina interpolations may have to be performed witT polynomials of two or more different orders as a check on their adequacy. (3) Aitken’s method of iterative linear interpolation. The scheme for carrying out this process in the present example is as follows: 10622 7.954 9757)+.7(.89774 = 239773 7192. 9757 7.953 XI X,-X Yo.1.a.s.n .0473 0527 . 1473 -. 1527 . 2473 -. 2527 -. .89773 71499 2394 1216 2706 . 89773 71938 89773 ii 71930 30 Here 20-x 1 Yo x,-x x.--20 Yn x,-x 1 Yo.1 Yo.1 ,n=x,-x G--z1 l/O.” S2fl yo,n=- Yo. 1. .. ., m--l.m.n-- 1 ~n-%n safz wa l/0.1. . . ., n-1.98 Yo.1. . . -, m-1.n x,-x x,-x 1 If the quantities Z.-X and x~--5 are used as multipliers when forming the cross-product on a desk machine, their accumulation (~~-2) -(x,-x) in the multiplier register is the divisor to be used at that stage. An extra decimal place is usually carried in the intermediate interpolates to safeguard against accumulation of rounding errors. The order in which the tabular values are used is immaterial to some extent, but to achieve the maximum rate of convergence and at the same time minimize accumulation of rounding errors, we begin, as in this example, with the tabular argument nearest to the given argument, then take the nearest of the remaining tabular arguments, and so on. The number of tabular values required to achieve a given precision emerges naturally in the course of the iterations. Thus in the present example six values were used, even though it was known in advance that five would suffice. The extra row confirms the convergence and provides a valuable check. (4) Difference formulas. We use the central difference notation (chapter 25), Here Sf1l2=f1-f0, 8f3/a=fz-f1, . . . ,, a2/1=sf3ia-afiia=fa-2fi+fo ~af3~~=~aja-~aj~=fa-3j2+3fi-k 8'fa=~aj~fsla-6~3~2=f4-~f~+~ja-4f~+fo and so on. In the present example the relevant part of the difference table is as follows, the differences being lace of the written in units of the last ...
View Full Document

{[ snackBarMessage ]}

What students are saying

  • Left Quote Icon

    As a current student on this bumpy collegiate pathway, I stumbled upon Course Hero, where I can find study resources for nearly all my courses, get online help from tutors 24/7, and even share my old projects, papers, and lecture notes with other students.

    Student Picture

    Kiran Temple University Fox School of Business ‘17, Course Hero Intern

  • Left Quote Icon

    I cannot even describe how much Course Hero helped me this summer. It’s truly become something I can always rely on and help me. In the end, I was not only able to survive summer classes, but I was able to thrive thanks to Course Hero.

    Student Picture

    Dana University of Pennsylvania ‘17, Course Hero Intern

  • Left Quote Icon

    The ability to access any university’s resources through Course Hero proved invaluable in my case. I was behind on Tulane coursework and actually used UCLA’s materials to help me move forward and get everything together on time.

    Student Picture

    Jill Tulane University ‘16, Course Hero Intern