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6.8.5  The exponential integral function: Ei

The exponential integral Ei is defined for non-zero real numbers x by

Ei(x) = 
x


t=−∞
 
exp(t)
t
 dt

For x>0, this integral is improper but the principal value exists. This function satisfies Ei(0) = −∞, Ei(−∞) = 0.

Since

exp(x)
x
 = 
1
x
 + 1 + 
x
2!
 +
x2
3!
 + …, 

the Ei function can be extended to ℂ − {0} (with a branch cut on the positive real axis) by

Ei(z) = ln(z) + γ + x + 
x2
2· 2!
 +
x3
3· 3!
 + …

where γ = 0.57721566490… is Euler’s constant.

The Ei command takes one or two arguments.

With one argument, the Ei command computes the exponential integral.


Examples.


Another type of exponential integral is

E1(x) = 


x
exp(−t)
t
 dt  = 


1
exp(−tx)
t
 dt 

which satisfies

E1(x) = −Ei(−x

This can be generalized to

En(x) = 


1
exp(−tx)n
t
 dt 

These functions satisfy

     
E1(x)= −Ei(x)         
E2(x)exxEi(−x) = ex − x*E1(x)          

and, for n ≥ 2,

  En(x)= (exx En−1(x))/(n−1)

With two arguments, the Ei command computes this version of the exponential integral.


Examples.


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