• DocumentCode
    956209
  • Title

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

  • Author

    Barry, D.A. ; Li, L. ; Jeng, D.-S.

  • Author_Institution
    Univ. of Edinburgh, UK
  • Volume
    52
  • Issue
    5
  • fYear
    2004
  • fDate
    5/1/2004 12:00:00 AM
  • Firstpage
    1456
  • Lastpage
    1457
  • Abstract
    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/sub -1/. An existing, similar algorithm is presented. Iterative improvement of the W/sub -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.
  • Keywords
    Gaussian noise; approximation theory; iterative methods; roundoff errors; signal processing; Lambert W function; approximation methods; error estimation; finite word length effects; generalized Gaussian noise; host machine; iterative methods; mathematical analysis; numerical evaluation; public-domain software; round-off errors; Application software; Approximation methods; Computational efficiency; Error analysis; Gaussian noise; Iterative algorithms; Mathematical analysis; Roundoff errors; Signal processing algorithms; Software algorithms;
  • fLanguage
    English
  • Journal_Title
    Signal Processing, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    1053-587X
  • Type

    jour

  • DOI
    10.1109/TSP.2004.826154
  • Filename
    1284842