Comments on "Numerical evaluation of the Lambert W function and application to generation of generalized Gaussian noise with exponent 1/2"

被引：10

作者：

Barry, DA ^{[1
]}

Li, L

Jeng, DS

机构：

[1] Univ Edinburgh, Edinburgh EH9 3JL, Midlothian, Scotland

[2] Univ Queensland, Sch Engn, St Lucia, Qld, Australia

[3] Univ Sydney, Dept Civil Engn, Sydney, NSW 2006, Australia

来源：

IEEE TRANSACTIONS ON SIGNAL PROCESSING | 2004年 / 52卷 / 05期

关键词：

algorithms; approximation methods; error estimation; finite word length effects; iterative methods; round-off errors;

D O I：

10.1109/TSP.2004.826154

中图分类号：

TM [电工技术]; TN [电子技术、通信技术];

学科分类号：

0808 ; 0809 ;

摘要：

The Lambert W function appears in a wide variety of circumstances, including the recent application to signal processing referred to in the paper under discussion. Besides applications, a sizable body of mathematical analysis has been reported. The original paper presented a numerical algorithm for computation of W-1. An existing, similar algorithm is presented. Iterative improvement of the W-1 estimates is also discussed, and issues concerning computational efficiency and possible sources of rounding error in fixed precision computational environments are identified. Existing, public-domain software takes into account all the identified numerical issues and produces estimates of W to near the precision available on the host machine.

引用

页码：1456 / 1458

页数：3

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