NAG Library Function Document

nag_moment_2_landau (g01qtc)

 Contents

    1  Purpose
    7  Accuracy

1
Purpose

nag_moment_2_landau (g01qtc) returns the value of the second moment Φ2x of the Landau density function.

2
Specification

#include <nag.h>
#include <nagg01.h>
double  nag_moment_2_landau (double x)

3
Description

nag_moment_2_landau (g01qtc) evaluates an approximation to the second moment Φ2 x of the Landau density function given by
Φ2x=1Φx -xλ2ϕλdλ,  
where ϕλ is described in nag_prob_density_landau (g01mtc), using piecewise approximation by rational functions. Further details can be found in Kölbig and Schorr (1984).
To obtain the value of Φ1x, nag_moment_1_landau (g01ptc) can be used.

4
References

Kölbig K S and Schorr B (1984) A program package for the Landau distribution Comp. Phys. Comm. 31 97–111

5
Arguments

1:     x doubleInput
On entry: the argument x of the function.

6
Error Indicators and Warnings

None.

7
Accuracy

At least 7 significant digits are usually correct, but occasionally only 6. Such accuracy is normally considered to be adequate for applications in experimental physics.

8
Parallelism and Performance

nag_moment_2_landau (g01qtc) is not threaded in any implementation.

9
Further Comments

None.

10
Example

This example evaluates Φ2x at x=0.5, and prints the results.

10.1
Program Text

Program Text (g01qtce.c)

10.2
Program Data

Program Data (g01qtce.d)

10.3
Program Results

Program Results (g01qtce.r)

© The Numerical Algorithms Group Ltd, Oxford, UK. 2017