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7.3.5  Exponential integral function

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

Ei(x)=
x


−∞
 
 et
t
 dt

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

Since ex/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 the Euler-Mascheroni constant.

The Ei command takes one or two arguments.

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

Examples

Ei(1.0)
     
1.89511781636           
Ei(-1.0)
     
−0.219383934396           
Ei(1.)-Ei(-1.)
     
2.11450175075           
int((exp(x)-1)/x,x=-1..1.)
     
2.11450175075           

The following input approximates the Euler’s constant γ:

evalf(Ei(-1)-sum((-1)^n/n/n!,n=1..100))
     
0.577215664902           

Another type of exponential integral is

  E1(x)=
+∞


x
 et
t
 dt =
+∞


1
 etx
t
 dt

which satisfies E1(x)=−Ei(−x). This can be generalized to

  En(x)=
+∞


1
 entx
t
 dt.

These functions satisfy

     
  E1(x)=−Ei(x),         
E2(x)=exx Ei(−x)=exx E1(x),          

and, for n ≥ 2,

  En(x)=
exx En−1(x)
n−1
.

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

Examples

Ei(1.0,1)
     
0.219383934396           
Ei(3.0,2)
     
0.0106419250853           

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