NAG Library Function Document

nag_bessel_i_nu_scaled (s18ecc)

 Contents

    1  Purpose
    7  Accuracy

1
Purpose

nag_bessel_i_nu_scaled (s18ecc) returns the value of the scaled modified Bessel function e -x I ν/4 x  for real x>0 .

2
Specification

#include <nag.h>
#include <nags.h>
double  nag_bessel_i_nu_scaled (double x, Integer nu, NagError *fail)

3
Description

nag_bessel_i_nu_scaled (s18ecc) evaluates an approximation to the scaled modified Bessel function of the first kind e -x I ν/4 x , where the order ν = -3 , -2 , -1 , 1 , 2  or 3  and x  is real and positive. For positive orders it may also be called with x=0 , since I ν/4 0 = 0  when ν>0 . For negative orders the formula
I - ν / 4 x = I ν/4 x + 2 π sin πν 4 K ν/4 x  
is used prior to multiplication by the scale factor e -x .

4
References

Abramowitz M and Stegun I A (1972) Handbook of Mathematical Functions (3rd Edition) Dover Publications

5
Arguments

1:     x doubleInput
On entry: the argument x  of the function.
Constraints:
  • if nu<0 , x>0.0 ;
  • if nu>0 , x0.0 .
2:     nu IntegerInput
On entry: the argument ν  of the function.
Constraint: 1 absnu 3 .
3:     fail NagError *Input/Output
The NAG error argument (see Section 3.7 in How to Use the NAG Library and its Documentation).

6
Error Indicators and Warnings

NE_INT
On entry, nu=value .
Constraint: 1 absnu 3 .
NE_INTERNAL_ERROR
An internal error has occurred in this function. Check the function call and any array sizes. If the call is correct then please contact NAG for assistance.
NE_OVERFLOW_LIKELY
The evaluation has been abandoned due to the likelihood of overflow. The result is returned as zero.
NE_REAL_INT
On entry, x=value , nu=value .
Constraint: x>0.0  when nu<0 .
On entry, x=value , nu=value .
Constraint: x0.0  when nu>0 .
NE_TERMINATION_FAILURE
The evaluation has been abandoned due to failure to satisfy the termination condition. The result is returned as zero.
NE_TOTAL_PRECISION_LOSS
The evaluation has been abandoned due to total loss of precision. The result is returned as zero.
NW_SOME_PRECISION_LOSS
The evaluation has been completed but some precision has been lost.

7
Accuracy

All constants in the underlying functions are specified to approximately 18 digits of precision. If t  denotes the number of digits of precision in the floating-point arithmetic being used, then clearly the maximum number of correct digits in the results obtained is limited by p = mint,18 . Because of errors in argument reduction when computing elementary functions inside the underlying functions, the actual number of correct digits is limited, in general, by p-s , where s max1, log10x  represents the number of digits lost due to the argument reduction. Thus the larger the value of x , the less the precision in the result.

8
Parallelism and Performance

nag_bessel_i_nu_scaled (s18ecc) is not threaded in any implementation.

9
Further Comments

None.

10
Example

The example program reads values of the arguments x  and ν  from a file, evaluates the function and prints the results.

10.1
Program Text

Program Text (s18ecce.c)

10.2
Program Data

Program Data (s18ecce.d)

10.3
Program Results

Program Results (s18ecce.r)

© The Numerical Algorithms Group Ltd, Oxford, UK. 2017