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vi Contents 4 Integration of Functions 129 4.0 Introduction 129 4.1 Classical Formulas for Equally Spaced Abscissas 130 4.2 Elementary Algorithms 136 4.3 Romberg Integration 140 4.4 Improper Integrals 141 4.5 Gaussian Quadratures and Orthogonal Polynomials 147 4.6 Multidimensional Integrals 161 5 Evaluation of Functions 165 5.0 Introduction 165 5.1 Series and Their Convergence 165 19881992 5.2 Evaluation of Continued Fractions 169 5.3 Polynomials and Rational Functions 173 5.4 Complex Arithmetic 176 5.5 Recurrence Relations and Clenshaw's Recurrence Formula 178 from NUMERICAL RECIPES IN C: 5.6 Quadratic and Cubic Equations 183 5.7 Numerical Derivatives 186 5.8 Chebyshev Approximation 190 America THE 5.9 Derivatives or Integrals of a Chebyshev-approximated Function 195 5.10 Polynomial Approximation from Chebyshev Coefficients 197 5.11 Economization of Power Series 198 9 5.12 Pade Approximants 200 Programs 5.13 Rational Chebyshev Approximation 204 5.14 Evaluation of Functions by Path Integration 208 eraCn Special Functions 212 6.0 Introduction 212 6.1 Gamma Function,Beta Function,Factorials,Binomial Coefficients 213 6.2 Incomplete Gamma Function,Error Function,Chi-Square Probability Function.Cumulative Poisson Function 216 6.3 Exponential Integrals 222 6.4 Incomplete Beta Function,Student's Distribution.F-Distribution. 1988-1992 by Numerical Recipes ART OF SCIENTIFIC COMPUTING (ISBN 0-521-43108-5) Cumulative Binomial Distribution 226 6.5 Bessel Functions of Integer Order 230 6.6 Modified Bessel Functions of Integer Order 236 (outside 膜 6.7 Bessel Functions of Fractional Order,Airy Functions,Spherical Software. Bessel Functions 240 North 6.8 Spherical Harmonics 252 6.9 Fresnel Integrals,Cosine and Sine Integrals 255 6.10 Dawson's Integral 259 6.11 Elliptic Integrals and Jacobian Elliptic Functions 261 6.12 Hypergeometric Functions 271 7 Random Numbers 274 7.0 Introduction 274 7.1 Uniform Deviates 275vi Contents Permission is granted for internet users to make one paper copy for their own personal use. Further reproduction, or any copyin Copyright (C) 1988-1992 by Cambridge University Press. Programs Copyright (C) 1988-1992 by Numerical Recipes Software. Sample page from NUMERICAL RECIPES IN C: THE ART OF SCIENTIFIC COMPUTING (ISBN 0-521-43108-5) g of machine￾readable files (including this one) to any server computer, is strictly prohibited. To order Numerical Recipes books or CDROMs, visit website http://www.nr.com or call 1-800-872-7423 (North America only), or send email to directcustserv@cambridge.org (outside North America). 4 Integration of Functions 129 4.0 Introduction 129 4.1 Classical Formulas for Equally Spaced Abscissas 130 4.2 Elementary Algorithms 136 4.3 Romberg Integration 140 4.4 Improper Integrals 141 4.5 Gaussian Quadratures and Orthogonal Polynomials 147 4.6 Multidimensional Integrals 161 5 Evaluation of Functions 165 5.0 Introduction 165 5.1 Series and Their Convergence 165 5.2 Evaluation of Continued Fractions 169 5.3 Polynomials and Rational Functions 173 5.4 Complex Arithmetic 176 5.5 Recurrence Relations and Clenshaw’s Recurrence Formula 178 5.6 Quadratic and Cubic Equations 183 5.7 Numerical Derivatives 186 5.8 Chebyshev Approximation 190 5.9 Derivatives or Integrals of a Chebyshev-approximated Function 195 5.10 Polynomial Approximation from Chebyshev Coefficients 197 5.11 Economization of Power Series 198 5.12 Pade Approximants 200 ´ 5.13 Rational Chebyshev Approximation 204 5.14 Evaluation of Functions by Path Integration 208 6 Special Functions 212 6.0 Introduction 212 6.1 Gamma Function, Beta Function, Factorials, Binomial Coefficients 213 6.2 Incomplete Gamma Function, Error Function, Chi-Square Probability Function, Cumulative Poisson Function 216 6.3 Exponential Integrals 222 6.4 Incomplete Beta Function, Student’s Distribution, F-Distribution, Cumulative Binomial Distribution 226 6.5 Bessel Functions of Integer Order 230 6.6 Modified Bessel Functions of Integer Order 236 6.7 Bessel Functions of Fractional Order, Airy Functions, Spherical Bessel Functions 240 6.8 Spherical Harmonics 252 6.9 Fresnel Integrals, Cosine and Sine Integrals 255 6.10 Dawson’s Integral 259 6.11 Elliptic Integrals and Jacobian Elliptic Functions 261 6.12 Hypergeometric Functions 271 7 Random Numbers 274 7.0 Introduction 274 7.1 Uniform Deviates 275
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