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arxiv: 1705.03266 · v1 · submitted 2017-05-09 · 💻 cs.MS · cs.NA

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Computing the Lambert W function in arbitrary-precision complex interval arithmetic

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classification 💻 cs.MS cs.NA
keywords functionlambertarithmeticcomplexintervalalgorithmanalysisarbitrary-precision
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We describe an algorithm to evaluate all the complex branches of the Lambert W function with rigorous error bounds in interval arithmetic, which has been implemented in the Arb library. The classic 1996 paper on the Lambert W function by Corless et al. provides a thorough but partly heuristic numerical analysis which needs to be complemented with some explicit inequalities and practical observations about managing precision and branch cuts.

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