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

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.


Published in:
Institute of Electrical and Electronics Engineers Transactions on Signal Processing, 52, 5, 1456-1458
Year:
2004
Keywords:
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Note: The status of this file is: Involved Laboratories Only


 Record created 2005-12-09, last modified 2018-03-17

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