Re: Whittaker Function

[Juan Pablo Carbajal]

On Mon, Jul 30, 2012 at 6:59 PM, Robert T. Short
<address@hidden> wrote:
> 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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>> Sent from the Octave - General mailing list archive at Nabble.com.
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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
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Fernando,

Than you for your function!

If you want it to be useful for the Octave community you need to add a
license to it.

Thanks

-- 
M. Sc. Juan Pablo Carbajal
-----
PhD Student
University of Zürich
http://ailab.ifi.uzh.ch/carbajal/