Precise error estimate of the Brent-McMillan algorithm for the computation of Euler's constant
Classical Analysis and ODEs
2017-12-12 v3
Abstract
Brent and McMillan introduced in 1980 a new algorithm for the computation of Euler's constant , based on the use of the Bessel functions I\_0(x) and K\_0(x). It is the fastest known algorithm for the computation of . The time complexity can still be improved by evaluating a certain divergent asymptotic expansion up to its minimal term. Brent-McMillan conjectured in 1980 that the error is of the same magnitude as the last computed term, and Brent-Johansson partially proved it in 2015. They also gave some numerical evidence for a more precise estimate of the error term. We find here an explicit expression of that optimal estimate, along with a complete self-contained formal proof and an even more precise error bound.
Cite
@article{arxiv.1610.01893,
title = {Precise error estimate of the Brent-McMillan algorithm for the computation of Euler's constant},
author = {Jean-Pierre Demailly},
journal= {arXiv preprint arXiv:1610.01893},
year = {2017}
}