Digamma function

Last updated
The digamma function
ps
(
z
)
{\displaystyle \psi (z)}
,
visualized using domain coloring Digamma.png
The digamma function ,
visualized using domain coloring
Plots of the digamma and the next three polygamma functions along the real line (they are real-valued on the real line) Mplwp polygamma03.svg
Plots of the digamma and the next three polygamma functions along the real line (they are real-valued on the real line)

In mathematics, the digamma function is defined as the logarithmic derivative of the gamma function: [1] [2] [3]

Contents

It is the first of the polygamma functions. This function is strictly increasing and strictly concave on , [4] and it asymptotically behaves as [5]

for complex numbers with large modulus () in the sector with some infinitesimally small positive constant .

The digamma function is often denoted as or Ϝ [6] (the uppercase form of the archaic Greek consonant digamma meaning double-gamma).

Relation to harmonic numbers

The gamma function obeys the equation

Taking the logarithm on both sides and using the functional equation property of the log-gamma function gives:

Differentiating both sides with respect to z gives:

Since the harmonic numbers are defined for positive integers n as

the digamma function is related to them by

where H0 = 0, and γ is the Euler–Mascheroni constant. For half-integer arguments the digamma function takes the values

Integral representations

If the real part of z is positive then the digamma function has the following integral representation due to Gauss: [7]

Combining this expression with an integral identity for the Euler–Mascheroni constant gives:

The integral is Euler's harmonic number , so the previous formula may also be written

A consequence is the following generalization of the recurrence relation:

An integral representation due to Dirichlet is: [7]

Gauss's integral representation can be manipulated to give the start of the asymptotic expansion of . [8]

This formula is also a consequence of Binet's first integral for the gamma function. The integral may be recognized as a Laplace transform.

Binet's second integral for the gamma function gives a different formula for which also gives the first few terms of the asymptotic expansion: [9]

From the definition of and the integral representation of the gamma function, one obtains

with . [10]

Infinite product representation

The function is an entire function, [11] and it can be represented by the infinite product

Here is the kth zero of (see below), and is the Euler–Mascheroni constant.

Note: This is also equal to due to the definition of the digamma function: .

Series representation

Series formula

Euler's product formula for the gamma function, combined with the functional equation and an identity for the Euler–Mascheroni constant, yields the following expression for the digamma function, valid in the complex plane outside the negative integers (Abramowitz and Stegun 6.3.16): [1]

Equivalently,

Evaluation of sums of rational functions

The above identity can be used to evaluate sums of the form

where p(n) and q(n) are polynomials of n.

Performing partial fraction on un in the complex field, in the case when all roots of q(n) are simple roots,

For the series to converge,

otherwise the series will be greater than the harmonic series and thus diverge. Hence

and

With the series expansion of higher rank polygamma function a generalized formula can be given as

provided the series on the left converges.

Taylor series

The digamma has a rational zeta series, given by the Taylor series at z = 1. This is

which converges for |z| < 1. Here, ζ(n) is the Riemann zeta function. This series is easily derived from the corresponding Taylor's series for the Hurwitz zeta function.

Newton series

The Newton series for the digamma, sometimes referred to as Stern series, derived by Moritz Abraham Stern in 1847, [12] [13] [14] reads

where (s
k
)
is the binomial coefficient. It may also be generalized to

where m = 2, 3, 4, ... [13]

Series with Gregory's coefficients, Cauchy numbers and Bernoulli polynomials of the second kind

There exist various series for the digamma containing rational coefficients only for the rational arguments. In particular, the series with Gregory's coefficients Gn is

where (v)n is the rising factorial (v)n = v(v+1)(v+2) ... (v+n-1), Gn(k) are the Gregory coefficients of higher order with Gn(1) = Gn, Γ is the gamma function and ζ is the Hurwitz zeta function. [15] [13] Similar series with the Cauchy numbers of the second kind Cn reads [15] [13]

A series with the Bernoulli polynomials of the second kind has the following form [13]

where ψn(a) are the Bernoulli polynomials of the second kind defined by the generating equation

It may be generalized to

where the polynomials Nn,r(a) are given by the following generating equation

so that Nn,1(a) = ψn(a). [13] Similar expressions with the logarithm of the gamma function involve these formulas [13]

and

where and .

Reflection formula

The digamma and polygamma functions satisfy reflection formulas similar to that of the gamma function:

.
.

Recurrence formula and characterization

The digamma function satisfies the recurrence relation

Thus, it can be said to "telescope" 1/x, for one has

where Δ is the forward difference operator. This satisfies the recurrence relation of a partial sum of the harmonic series, thus implying the formula

where γ is the Euler–Mascheroni constant.

Actually, ψ is the only solution of the functional equation

that is monotonic on R + and satisfies F(1) = −γ. This fact follows immediately from the uniqueness of the Γ function given its recurrence equation and convexity restriction. This implies the useful difference equation:

Some finite sums involving the digamma function

There are numerous finite summation formulas for the digamma function. Basic summation formulas, such as

are due to Gauss. [16] [17] More complicated formulas, such as

are due to works of certain modern authors (see e.g. Appendix B in Blagouchine (2014) [18] ).

We also have [19]

Gauss's digamma theorem

For positive integers r and m (r < m), the digamma function may be expressed in terms of Euler's constant and a finite number of elementary functions [20]

which holds, because of its recurrence equation, for all rational arguments.

Multiplication theorem

The multiplication theorem of the -function is equivalent to [21]

Asymptotic expansion

The digamma function has the asymptotic expansion

where Bk is the kth Bernoulli number and ζ is the Riemann zeta function. The first few terms of this expansion are:

Although the infinite sum does not converge for any z, any finite partial sum becomes increasingly accurate as z increases.

The expansion can be found by applying the Euler–Maclaurin formula to the sum [22]

The expansion can also be derived from the integral representation coming from Binet's second integral formula for the gamma function. Expanding as a geometric series and substituting an integral representation of the Bernoulli numbers leads to the same asymptotic series as above. Furthermore, expanding only finitely many terms of the series gives a formula with an explicit error term:

Inequalities

When x > 0, the function

is completely monotonic and in particular positive. This is a consequence of Bernstein's theorem on monotone functions applied to the integral representation coming from Binet's first integral for the gamma function. Additionally, by the convexity inequality , the integrand in this representation is bounded above by . Consequently

is also completely monotonic. It follows that, for all x > 0,

This recovers a theorem of Horst Alzer. [23] Alzer also proved that, for s ∈ (0, 1),

Related bounds were obtained by Elezovic, Giordano, and Pecaric, who proved that, for x > 0 ,

where is the Euler–Mascheroni constant. [24] The constants ( and ) appearing in these bounds are the best possible. [25]

The mean value theorem implies the following analog of Gautschi's inequality: If x > c, where c ≈ 1.461 is the unique positive real root of the digamma function, and if s > 0, then

Moreover, equality holds if and only if s = 1. [26]

Inspired by the harmonic mean value inequality for the classical gamma function, Horzt Alzer and Graham Jameson proved, among other things, a harmonic mean-value inequality for the digamma function:

for

Equality holds if and only if . [27]

Computation and approximation

The asymptotic expansion gives an easy way to compute ψ(x) when the real part of x is large. To compute ψ(x) for small x, the recurrence relation

can be used to shift the value of x to a higher value. Beal [28] suggests using the above recurrence to shift x to a value greater than 6 and then applying the above expansion with terms above x14 cut off, which yields "more than enough precision" (at least 12 digits except near the zeroes).

As x goes to infinity, ψ(x) gets arbitrarily close to both ln(x1/2) and ln x. Going down from x + 1 to x, ψ decreases by 1/x, ln(x1/2) decreases by ln(x + 1/2) / (x1/2), which is more than 1/x, and ln x decreases by ln(1 + 1/x), which is less than 1/x. From this we see that for any positive x greater than 1/2,

or, for any positive x,

The exponential exp ψ(x) is approximately x1/2 for large x, but gets closer to x at small x, approaching 0 at x = 0.

For x < 1, we can calculate limits based on the fact that between 1 and 2, ψ(x) ∈ [−γ, 1 − γ], so

or

From the above asymptotic series for ψ, one can derive an asymptotic series for exp(−ψ(x)). The series matches the overall behaviour well, that is, it behaves asymptotically as it should for large arguments, and has a zero of unbounded multiplicity at the origin too.

This is similar to a Taylor expansion of exp(−ψ(1 / y)) at y = 0, but it does not converge. [29] (The function is not analytic at infinity.) A similar series exists for exp(ψ(x)) which starts with

If one calculates the asymptotic series for ψ(x+1/2) it turns out that there are no odd powers of x (there is no x−1 term). This leads to the following asymptotic expansion, which saves computing terms of even order.

Similar in spirit to the Lanczos approximation of the -function is Spouge's approximation.

Another alternative is to use the recurrence relation or the multiplication formula to shift the argument of into the range and to evaluate the Chebyshev series there. [30] [31]

Special values

The digamma function has values in closed form for rational numbers, as a result of Gauss's digamma theorem. Some are listed below:

Moreover, by taking the logarithmic derivative of or where is real-valued, it can easily be deduced that

Apart from Gauss's digamma theorem, no such closed formula is known for the real part in general. We have, for example, at the imaginary unit the numerical approximation

Roots of the digamma function

The roots of the digamma function are the saddle points of the complex-valued gamma function. Thus they lie all on the real axis. The only one on the positive real axis is the unique minimum of the real-valued gamma function on R + at x0 = 1.46163214496836234126.... All others occur single between the poles on the negative axis:

x1 = −0.50408300826445540925...
x2 = −1.57349847316239045877...
x3 = −2.61072086844414465000...
x4 = −3.63529336643690109783...

Already in 1881, Charles Hermite observed [32] that

holds asymptotically. A better approximation of the location of the roots is given by

and using a further term it becomes still better

which both spring off the reflection formula via

and substituting ψ(xn) by its not convergent asymptotic expansion. The correct second term of this expansion is 1/2n, where the given one works well to approximate roots with small n.

Another improvement of Hermite's formula can be given: [11]

Regarding the zeros, the following infinite sum identities were recently proved by István Mező and Michael Hoffman [11] [33]

In general, the function

can be determined and it is studied in detail by the cited authors.

The following results [11]

also hold true.

Regularization

The digamma function appears in the regularization of divergent integrals

this integral can be approximated by a divergent general Harmonic series, but the following value can be attached to the series

See also

Related Research Articles

<span class="mw-page-title-main">Gamma function</span> Extension of the factorial function

In mathematics, the gamma function is the most common extension of the factorial function to complex numbers. Derived by Daniel Bernoulli, the gamma function is defined for all complex numbers except non-positive integers, and for every positive integer , The gamma function can be defined via a convergent improper integral for complex numbers with positive real part:

<span class="mw-page-title-main">Riemann zeta function</span> Analytic function in mathematics

The Riemann zeta function or Euler–Riemann zeta function, denoted by the Greek letter ζ (zeta), is a mathematical function of a complex variable defined as for , and its analytic continuation elsewhere.

<span class="mw-page-title-main">Euler's constant</span> Constant value used in mathematics

Euler's constant is a mathematical constant, usually denoted by the lowercase Greek letter gamma, defined as the limiting difference between the harmonic series and the natural logarithm, denoted here by log:

<span class="mw-page-title-main">Stirling's approximation</span> Approximation for factorials

In mathematics, Stirling's approximation is an asymptotic approximation for factorials. It is a good approximation, leading to accurate results even for small values of . It is named after James Stirling, though a related but less precise result was first stated by Abraham de Moivre.

<span class="mw-page-title-main">Harmonic number</span> Sum of the first n whole number reciprocals; 1/1 + 1/2 + 1/3 + ... + 1/n

In mathematics, the n-th harmonic number is the sum of the reciprocals of the first n natural numbers:

<span class="mw-page-title-main">Beta function</span> Mathematical function

In mathematics, the beta function, also called the Euler integral of the first kind, is a special function that is closely related to the gamma function and to binomial coefficients. It is defined by the integral

<span class="mw-page-title-main">Polygamma function</span> Meromorphic function

In mathematics, the polygamma function of order m is a meromorphic function on the complex numbers defined as the (m + 1)th derivative of the logarithm of the gamma function:

<span class="mw-page-title-main">Hurwitz zeta function</span> Special function in mathematics

In mathematics, the Hurwitz zeta function is one of the many zeta functions. It is formally defined for complex variables s with Re(s) > 1 and a ≠ 0, −1, −2, … by

<span class="mw-page-title-main">Polylogarithm</span> Special mathematical function

In mathematics, the polylogarithm (also known as Jonquière's function, for Alfred Jonquière) is a special function Lis(z) of order s and argument z. Only for special values of s does the polylogarithm reduce to an elementary function such as the natural logarithm or a rational function. In quantum statistics, the polylogarithm function appears as the closed form of integrals of the Fermi–Dirac distribution and the Bose–Einstein distribution, and is also known as the Fermi–Dirac integral or the Bose–Einstein integral. In quantum electrodynamics, polylogarithms of positive integer order arise in the calculation of processes represented by higher-order Feynman diagrams.

In mathematics, the Lerch transcendent, is a special function that generalizes the Hurwitz zeta function and the polylogarithm. It is named after Czech mathematician Mathias Lerch, who published a paper about a similar function in 1887. The Lerch transcendent, is given by:

<span class="mw-page-title-main">Stieltjes constants</span> Constants in the zeta functions Laurent series expansion

In mathematics, the Stieltjes constants are the numbers that occur in the Laurent series expansion of the Riemann zeta function:

<span class="mw-page-title-main">Chi distribution</span> Probability distribution

In probability theory and statistics, the chi distribution is a continuous probability distribution over the non-negative real line. It is the distribution of the positive square root of a sum of squared independent Gaussian random variables. Equivalently, it is the distribution of the Euclidean distance between a multivariate Gaussian random variable and the origin. The chi distribution describes the positive square roots of a variable obeying a chi-squared distribution.

<span class="mw-page-title-main">Trigamma function</span> Mathematical function

In mathematics, the trigamma function, denoted ψ1(z) or ψ(1)(z), is the second of the polygamma functions, and is defined by

In mathematics, the multiplication theorem is a certain type of identity obeyed by many special functions related to the gamma function. For the explicit case of the gamma function, the identity is a product of values; thus the name. The various relations all stem from the same underlying principle; that is, the relation for one special function can be derived from that for the others, and is simply a manifestation of the same identity in different guises.

This is a summary of differentiation rules, that is, rules for computing the derivative of a function in calculus.

<span class="mw-page-title-main">Carl Johan Malmsten</span> Swedish mathematician and politician (1814–1886)

Carl Johan Malmsten was a Swedish mathematician and politician. He is notable for early research into the theory of functions of a complex variable, for the evaluation of several important logarithmic integrals and series, for his studies in the theory of Zeta-function related series and integrals, as well as for helping Mittag-Leffler start the journal Acta Mathematica. Malmsten became Docent in 1840, and then, Professor of mathematics at the Uppsala University in 1842. He was elected a member of the Royal Swedish Academy of Sciences in 1844. He was also a minister without portfolio in 1859–1866 and Governor of Skaraborg County in 1866–1879.

In discrete calculus the indefinite sum operator, denoted by or , is the linear operator, inverse of the forward difference operator . It relates to the forward difference operator as the indefinite integral relates to the derivative. Thus

In mathematics, the generalized polygamma function or balanced negapolygamma function is a function introduced by Olivier Espinosa Aldunate and Victor Hugo Moll.

<span class="mw-page-title-main">Wrapped Cauchy distribution</span>

In probability theory and directional statistics, a wrapped Cauchy distribution is a wrapped probability distribution that results from the "wrapping" of the Cauchy distribution around the unit circle. The Cauchy distribution is sometimes known as a Lorentzian distribution, and the wrapped Cauchy distribution may sometimes be referred to as a wrapped Lorentzian distribution.

The Bernoulli polynomials of the second kindψn(x), also known as the Fontana–Bessel polynomials, are the polynomials defined by the following generating function:

References

  1. 1 2 Abramowitz, M.; Stegun, I. A., eds. (1972). "6.3 psi (Digamma) Function.". Handbook of Mathematical Functions with Formulas, Graphs, and Mathematical Tables (10th ed.). New York: Dover. pp. 258–259.
  2. "NIST. Digital Library of Mathematical Functions (DLMF), Chapter 5".
  3. Weisstein, Eric W. "Digamma function". MathWorld .
  4. Alzer, Horst; Jameson, Graham (2017). "A harmonic mean inequality for the digamma function and related results" (PDF). Rendiconti del Seminario Matematico della Università di Padova. 137: 203–209. doi:10.4171/RSMUP/137-10.
  5. "NIST. Digital Library of Mathematical Functions (DLMF), 5.11".
  6. Pairman, Eleanor (1919). Tables of the Digamma and Trigamma Functions. Cambridge University Press. p. 5.
  7. 1 2 Whittaker and Watson, 12.3.
  8. Whittaker and Watson, 12.31.
  9. Whittaker and Watson, 12.32, example.
  10. "NIST. Digital Library of Mathematical Functions (DLMF), 5.9".
  11. 1 2 3 4 Mező, István; Hoffman, Michael E. (2017). "Zeros of the digamma function and its Barnes G-function analogue". Integral Transforms and Special Functions. 28 (11): 846–858. doi:10.1080/10652469.2017.1376193. S2CID   126115156.
  12. Nörlund, N. E. (1924). Vorlesungen über Differenzenrechnung. Berlin: Springer.
  13. 1 2 3 4 5 6 7 Blagouchine, Ia. V. (2018). "Three Notes on Ser's and Hasse's Representations for the Zeta-functions" (PDF). INTEGERS: The Electronic Journal of Combinatorial Number Theory. 18A: 1–45. arXiv: 1606.02044 . Bibcode:2016arXiv160602044B.
  14. "Leonhard Euler's Integral: An Historical Profile of the Gamma Function" (PDF). Archived (PDF) from the original on 2014-09-12. Retrieved 11 April 2022.
  15. 1 2 Blagouchine, Ia. V. (2016). "Two series expansions for the logarithm of the gamma function involving Stirling numbers and containing only rational coefficients for certain arguments related to π−1". Journal of Mathematical Analysis and Applications. 442: 404–434. arXiv: 1408.3902 . Bibcode:2014arXiv1408.3902B. doi:10.1016/J.JMAA.2016.04.032. S2CID   119661147.
  16. R. Campbell. Les intégrales eulériennes et leurs applications, Dunod, Paris, 1966.
  17. H.M. Srivastava and J. Choi. Series Associated with the Zeta and Related Functions, Kluwer Academic Publishers, the Netherlands, 2001.
  18. Blagouchine, Iaroslav V. (2014). "A theorem for the closed-form evaluation of the first generalized Stieltjes constant at rational arguments and some related summations". Journal of Number Theory. 148: 537–592. arXiv: 1401.3724 . doi:10.1016/j.jnt.2014.08.009.
  19. Classical topi s in complex function theorey. p. 46.
  20. Choi, Junesang; Cvijovic, Djurdje (2007). "Values of the polygamma functions at rational arguments". Journal of Physics A. 40 (50): 15019. Bibcode:2007JPhA...4015019C. doi:10.1088/1751-8113/40/50/007. S2CID   118527596.
  21. Gradshteyn, I. S.; Ryzhik, I. M. (2015). "8.365.5". Table of integrals, series and products. Elsevier Science. ISBN   978-0-12-384933-5. LCCN   2014010276.
  22. Bernardo, José M. (1976). "Algorithm AS 103 psi(digamma function) computation" (PDF). Applied Statistics. 25: 315–317. doi:10.2307/2347257. JSTOR   2347257.
  23. Alzer, Horst (1997). "On Some Inequalities for the Gamma and Psi Functions" (PDF). Mathematics of Computation. 66 (217): 373–389. doi:10.1090/S0025-5718-97-00807-7. JSTOR   2153660.
  24. Elezović, Neven; Giordano, Carla; Pečarić, Josip (2000). "The best bounds in Gautschi's inequality". Mathematical Inequalities & Applications (2): 239–252. doi: 10.7153/MIA-03-26 .
  25. Guo, Bai-Ni; Qi, Feng (2014). "Sharp inequalities for the psi function and harmonic numbers". Analysis. 34 (2). arXiv: 0902.2524 . doi:10.1515/anly-2014-0001. S2CID   16909853.
  26. Laforgia, Andrea; Natalini, Pierpaolo (2013). "Exponential, gamma and polygamma functions: Simple proofs of classical and new inequalities". Journal of Mathematical Analysis and Applications. 407 (2): 495–504. doi: 10.1016/j.jmaa.2013.05.045 .
  27. Alzer, Horst; Jameson, Graham (2017). "A harmonic mean inequality for the digamma function and related results" (PDF). Rendiconti del Seminario Matematico della Università di Padova . 70 (201): 203–209. doi:10.4171/RSMUP/137-10. ISSN   0041-8994. LCCN   50046633. OCLC   01761704. S2CID   41966777.
  28. Beal, Matthew J. (2003). Variational Algorithms for Approximate Bayesian Inference (PDF) (PhD thesis). The Gatsby Computational Neuroscience Unit, University College London. pp. 265–266.
  29. If it converged to a function f(y) then ln(f(y) / y) would have the same Maclaurin series as ln(1 / y) − φ(1 / y). But this does not converge because the series given earlier for φ(x) does not converge.
  30. Wimp, Jet (1961). "Polynomial approximations to integral transforms". Math. Comp. 15 (74): 174–178. doi:10.1090/S0025-5718-61-99221-3. JSTOR   2004225.
  31. Mathar, R. J. (2004). "Chebyshev series expansion of inverse polynomials". Journal of Computational and Applied Mathematics. 196 (2): 596–607. arXiv: math/0403344 . doi:10.1016/j.cam.2005.10.013. App. E
  32. Hermite, Charles (1881). "Sur l'intégrale Eulérienne de seconde espéce". Journal für die reine und angewandte Mathematik (90): 332–338. doi:10.1515/crll.1881.90.332. S2CID   118866486.
  33. Mező, István (2014). "A note on the zeros and local extrema of Digamma related functions". arXiv: 1409.2971 [math.CV].
OEIS:  A047787 psi(1/3), OEIS:  A200064 psi(2/3), OEIS:  A020777 psi(1/4), OEIS:  A200134 psi(3/4), OEIS:  A200135 to OEIS:  A200138 psi(1/5) to psi(4/5).