Comments on "numerical evaluation of the Lambert W function and application to generation of generalized Gaussian noise with exponent 1/2"
نویسندگان
چکیده
The Lambert 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 . An existing, similar algorithm is presented. Iterative improvement of the 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 to near the precision available on the host machine.
منابع مشابه
Numerical evaluation of the Lambert W function and application to generation of generalized Gaussian noise with exponent 1/2
We address the problem of synthesizing a generalized Gaussian noise with exponent 1/2 by means of a nonlinear memoryless transformation applied to a uniform noise. We show that this transformation is expressable in terms of a special function known under the name of the Lambert W function. We review the main methods for numerical evaluation of the relevant branch of the (multivalued) Lambert W ...
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The Lambert 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 . An existing, similar algorithm is presented. Iterative improvement of the estimate...
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Article history: Available online 2 July 2014
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عنوان ژورنال:
- IEEE Trans. Signal Processing
دوره 52 شماره
صفحات -
تاریخ انتشار 2004