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
fDate :
5/1/2004 12:00:00 AM
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;
Journal_Title :
Signal Processing, IEEE Transactions on
DOI :
10.1109/TSP.2004.826154