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Approximation Error

The absolute error term in equation 29 is

\begin{displaymath}
E = \frac{5D}{D+4} I_{m,6}
\end{displaymath} (32)

which is bounded since $ \vert I_{m,6} \vert < L^{-6} \vert I_{m,0} \vert$ for $T >
L$. Therefore the relative error in $I_{m,0}$ is bounded by
\begin{displaymath}
\vert \epsilon \vert < \frac{15 D^2}{(D+2)(D+4)} L^{-6}.
\end{displaymath} (33)

This is also the relative error in $\log(p)$ since it is proportional to $I_{m,0}$.

So, to obtain a relative accuracy of less than $10^{-3}$ requires $T^6
> 10^3 \frac{15 D^2}{(D+2)(D+4)}$. For large $D$ this asymptotes at $T>4.97$, with smaller values for lower $D$. In practice, a relative accuracy of $10^{-3}$ is achieved (as measured in MATLAB) when:

$T>4.97$ and $28 \le D$  
$T>4.5$ and $9 \le D < 28$  
$T>4.0$ and $6 \le D < 9$  
$T>3.5$ and $D \le 4$  



Mark Jenkinson 2004-01-21