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Remark on “Algorithm 916: Computing the Faddeyeva and Voigt Functions”: Efficiency Improvements and Fortran Translation

Published: 23 May 2016 Publication History

Abstract

This remark describes efficiency improvements to Algorithm 916 [Zaghloul and Ali 2011]. It is shown that the execution time required by the algorithm, when run at its highest accuracy, may be improved by more than a factor of 2. A better accuracy vs efficiency tradeoff scheme is also implemented; this requires the user to supply the number of significant figures desired in the computed values as an extra input argument to the function. Using this tradeoff, it is shown that the efficiency of the algorithm may be further improved significantly while maintaining reasonably accurate and safe results that are free of the pitfalls and complete loss of accuracy seen in other competitive techniques.
The current version of the code is provided in Matlab and Scilab in addition to a Fortran translation prepared to meet the needs of real-world problems where very large numbers of function evaluations would require the use of a compiled language. To fulfill this last requirement, a recently proposed reformed version of Humlíček's w4 routine, shown to maintain the claimed accuracy of the algorithm over a wide and fine grid, is implemented in the present Fortran translation for the case of four significant figures. This latter modification assures the reliability of the code in the solution of practical problems requiring numerous evaluation of the function for applications requiring low-accuracy computations (<10−4).

References

[1]
M. Abramowitz and I. A. Stegun. 1965. Handbook of Mathematical Functions. Dover, New York, NY.
[2]
W. J. Cody. 1969. Rational chebyshev approximations for the error function. Math. Comp. 23, 107, 631--638.
[3]
S. Eddins. 2010. Timeit Benchmarking Function, MATLAB Central File Exchange, http://www.mathworks.com/matlabcentral/fileexchange/.
[4]
V. N. Faddeyeva and N. M. Terent’ev. 1961. Tables of Values of the Function w(z) &equals; e&mins;z2(1 + 2i/&sqrt;&pi;&int;&nolimits;0z et2 dt) for Complex Argument, Gosud. Izdat. The.-Teor. Lit., Moscow, 195 English translation, Pergamon Press, New York, NY
[5]
W. Gautschi. 1970. Efficient computation of the complex error function. SIAM J. Numer. Anal. 7, 1, 187--198
[6]
J. Humlíček. 1982. Optimized computation of the voigt and complex probability functions. J. Quant. Spectrosc. and Radiat. Transfer 27, 4, 437--444.
[7]
ISO/IEC. 2011. Information Technology--Programming Languages--Part 1, Base Language—Fortran (ISO/IEC 1539:2010 (E)). ISO/IEC Copyright Office, Geneva, Switzerland, 2011.
[8]
K. L. Letchworth and D. C. Benner. 2007. Rapid and accurate calculation of the voigt function. J. Quant. Spectrosc. and Radiat. Transf. 107, 173--192.
[9]
G. P. M. Poppe and C. M. J. Wijers. 1990. Algorithm 680, evaluation of the complex error function. ACM Trans. Math. Software 16, 1, 47.
[10]
J. A. C. Weideman. 1994. Computation of the complex error function. SIAM J. Numer. Anal. 31, 5, 1497--1518
[11]
Wolfram Research, Inc. 2008. Mathematica, Version 7.0, Champaign, IL.
[12]
M. R. Zaghloul and A. N. Ali. 2011. Algorithm 916: Computing the faddeyeva and voigt functions. ACM Trans. Math. Software 38, 2, 15, 1--22.
[13]
M. R. Zaghloul. 2015. A simple reform for treating the loss of accuracy of humliceck's W4 algorithm near the real axis. arXiv:1505.05596v1 &lsqb;astro-ph.IM&rsqb;.

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Published In

cover image ACM Transactions on Mathematical Software
ACM Transactions on Mathematical Software  Volume 42, Issue 3
June 2016
208 pages
ISSN:0098-3500
EISSN:1557-7295
DOI:10.1145/2935754
Issue’s Table of Contents
Permission to make digital or hard copies of part or all of this work for personal or classroom use is granted without fee provided that copies are not made or distributed for profit or commercial advantage and that copies bear this notice and the full citation on the first page. Copyrights for third-party components of this work must be honored. For all other uses, contact the Owner/Author.

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Association for Computing Machinery

New York, NY, United States

Publication History

Published: 23 May 2016
Accepted: 01 July 2015
Revised: 01 June 2015
Received: 01 January 2015
Published in TOMS Volume 42, Issue 3

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Author Tags

  1. Function evaluation
  2. accuracy
  3. faddeyeva function
  4. fortran
  5. matlab
  6. scilab

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  • (2024)Efficient multiple-precision computation of the scaled complementary error function and the Dawson integralNumerical Algorithms10.1007/s11075-023-01608-895:3(1291-1308)Online publication date: 1-Mar-2024
  • (2023)Calculation of Fresnel integrals of real and complex arguments up to 28 significant digitsNumerical Algorithms10.1007/s11075-023-01654-296:2(489-506)Online publication date: 14-Sep-2023
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