NAG C Library Function Document
nag_bessel_i0 (s18aec)
1
Purpose
nag_bessel_i0 (s18aec) returns the value of the modified Bessel function .
2
Specification
| #include <nag.h> |
| #include <nags.h> |
| double |
nag_bessel_i0 (double x,
NagError *fail) |
|
3
Description
nag_bessel_i0 (s18aec) evaluates an approximation to the modified Bessel function of the first kind .
Note: , so the approximation need only consider .
The function is based on three Chebyshev expansions:
For
,
For
,
For
,
For small
,
. This approximation is used when
is sufficiently small for the result to be correct to
machine precision.
For large , the function must fail because of the danger of overflow in calculating .
4
References
5
Arguments
- 1:
– doubleInput
-
On entry: the argument of the function.
- 2:
– 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_ALLOC_FAIL
-
Dynamic memory allocation failed.
See
Section 2.3.1.2 in How to Use the NAG Library and its Documentation for further information.
- 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.
See
Section 2.7.6 in How to Use the NAG Library and its Documentation for further information.
- NE_NO_LICENCE
-
Your licence key may have expired or may not have been installed correctly.
See
Section 2.7.5 in How to Use the NAG Library and its Documentation for further information.
- NE_REAL_ARG_GT
-
On entry, .
Constraint: .
is too large and the function returns the approximate value of at the nearest valid argument.
7
Accuracy
Let and be the relative errors in the argument and result respectively.
If
is somewhat larger than the
machine precision (i.e., if
is due to data errors etc.), then
and
are approximately related by:
Figure 1 shows the behaviour of the error amplification factor
However, if is of the same order as machine precision, then rounding errors could make slightly larger than the above relation predicts.
For small the amplification factor is approximately , which implies strong attenuation of the error, but in general can never be less than the machine precision.
For large , and we have strong amplification of errors. However, the function must fail for quite moderate values of , because would overflow; hence in practice the loss of accuracy for large is not excessive. Note that for large the errors will be dominated by those of the standard function exp.
8
Parallelism and Performance
nag_bessel_i0 (s18aec) is not threaded in any implementation.
None.
10
Example
This example reads values of the argument from a file, evaluates the function at each value of and prints the results.
10.1
Program Text
Program Text (s18aece.c)
10.2
Program Data
Program Data (s18aece.d)
10.3
Program Results
Program Results (s18aece.r)
