On the numerical evaluation of the prolate spheroidal wave functions of order zero

Abstract

We describe a method for the numerical evaluation of the angular prolate spheroidal wave functions of the first kind of order zero. It is based on the observation that underlies the WKB method, namely that many second order differential equations admit solutions whose logarithms can be represented much more efficiently than the solutions themselves. However, rather than exploiting this fact to construct asymptotic expansions of the prolate spheroidal wave functions, our algorithm operates by numerically solving the Riccati equation satisfied by their logarithms. Its running time grows much more slowly with bandlimit and characteristic exponent than standard algorithms. We illustrate this and other properties of our algorithm with numerical experiments.