Re: Whittaker Function

[Robert T. Short]

On 07/30/2012 01:05 AM, Fernando wrote:
> Hi guys
>
> Just want to add another method for evaluating the hypergeometric function.
> I used it a few years ago for pricing Asian options, the Geman and Yor
> formula.
>
> Its based on the Laplace inversion and Talbot contours.
>
> Example:
> octave:1> Hypergeometric1F1(5,2,100-1000i,50)
>   ans = 7.0029e+50 + 8.9738e+50i
>
> Cheers.
> Fernando
>
> http://octave.1599824.n4.nabble.com/file/n4631895/Hypergeometric1F1.m
> Hypergeometric1F1.m
>
>
>
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Cool.  How does this compare to the series computation in terms of speed 
and accuracy?  I assume that the real value of this method is for large 
arguments or some such?

I am not a numerical analyst, but special functions appear quite 
frequently in my work.

Bob