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NAG Toolbox: nag_specfun_bessel_i_complex (s18de)
Purpose
nag_specfun_bessel_i_complex (s18de) returns a sequence of values for the modified Bessel functions ${I}_{\nu +n}\left(z\right)$ for complex $z$, nonnegative
$\nu $ and $n=0,1,\dots ,N1$, with an option for exponential scaling.
Syntax
Description
nag_specfun_bessel_i_complex (s18de) evaluates a sequence of values for the modified Bessel function ${I}_{\nu}\left(z\right)$, where $z$ is complex, $\pi <\mathrm{arg}z\le \pi $, and $\nu $ is the real, nonnegative order. The $N$member sequence is generated for orders $\nu ,\nu +1,\dots ,\nu +N1$. Optionally, the sequence is scaled by the factor ${e}^{\left\mathrm{Re}\left(z\right)\right}$.
The function is derived from the function CBESI in
Amos (1986).
Note: although the function may not be called with
$\nu $ less than zero, for negative orders the formula
${I}_{\nu}\left(z\right)={I}_{\nu}\left(z\right)+\frac{2}{\pi}\mathrm{sin}\left(\pi \nu \right){K}_{\nu}\left(z\right)$ may be used (for the Bessel function
${K}_{\nu}\left(z\right)$, see
nag_specfun_bessel_k_complex (s18dc)).
When $N$ is greater than $1$, extra values of ${I}_{\nu}\left(z\right)$ are computed using recurrence relations.
For very large
$\leftz\right$ or
$\left(\nu +N1\right)$, argument reduction will cause total loss of accuracy, and so no computation is performed. For slightly smaller
$\leftz\right$ or
$\left(\nu +N1\right)$, the computation is performed but results are accurate to less than half of
machine precision. If
$\mathrm{Re}\left(z\right)$ is too large and the unscaled function is required, there is a risk of overflow and so no computation is performed. In all the above cases, a warning is given by the function.
References
Abramowitz M and Stegun I A (1972) Handbook of Mathematical Functions (3rd Edition) Dover Publications
Amos D E (1986) Algorithm 644: A portable package for Bessel functions of a complex argument and nonnegative order ACM Trans. Math. Software 12 265–273
Parameters
Compulsory Input Parameters
 1:
$\mathrm{fnu}$ – double scalar

$\nu $, the order of the first member of the sequence of functions.
Constraint:
${\mathbf{fnu}}\ge 0.0$.
 2:
$\mathrm{z}$ – complex scalar

The argument $z$ of the functions.
 3:
$\mathrm{n}$ – int64int32nag_int scalar

$N$, the number of members required in the sequence ${I}_{\nu}\left(z\right),{I}_{\nu +1}\left(z\right),\dots ,{I}_{\nu +N1}\left(z\right)$.
Constraint:
${\mathbf{n}}\ge 1$.
 4:
$\mathrm{scal}$ – string (length ≥ 1)

The scaling option.
 ${\mathbf{scal}}=\text{'U'}$
 The results are returned unscaled.
 ${\mathbf{scal}}=\text{'S'}$
 The results are returned scaled by the factor ${e}^{\left\mathrm{Re}\left(z\right)\right}$.
Constraint:
${\mathbf{scal}}=\text{'U'}$ or $\text{'S'}$.
Optional Input Parameters
None.
Output Parameters
 1:
$\mathrm{cy}\left({\mathbf{n}}\right)$ – complex array

The $N$ required function values: ${\mathbf{cy}}\left(i\right)$ contains
${I}_{\nu +i1}\left(z\right)$, for $\mathit{i}=1,2,\dots ,N$.
 2:
$\mathrm{nz}$ – int64int32nag_int scalar

The number of components of
cy that are set to zero due to underflow.
If ${\mathbf{nz}}>0$, then elements ${\mathbf{cy}}\left({\mathbf{n}}{\mathbf{nz}}+1\right),{\mathbf{cy}}\left({\mathbf{n}}{\mathbf{nz}}+2\right),\dots ,{\mathbf{cy}}\left({\mathbf{n}}\right)$ are set to zero.
 3:
$\mathrm{ifail}$ – int64int32nag_int scalar
${\mathbf{ifail}}={\mathbf{0}}$ unless the function detects an error (see
Error Indicators and Warnings).
Error Indicators and Warnings
Errors or warnings detected by the function:
Cases prefixed with W are classified as warnings and
do not generate an error of type NAG:error_n. See nag_issue_warnings.
 ${\mathbf{ifail}}=1$

On entry,  ${\mathbf{fnu}}<0.0$, 
or  ${\mathbf{n}}<1$, 
or  ${\mathbf{scal}}\ne \text{'U'}$ or $\text{'S'}$. 
 ${\mathbf{ifail}}=2$

No computation has been performed due to the likelihood of overflow, because real(
z) is greater than a machinedependent threshold value. This error exit can only occur when
${\mathbf{scal}}=\text{'U'}$.
 W ${\mathbf{ifail}}=3$

The computation has been performed, but the errors due to argument reduction in elementary functions make it likely that the results returned by
nag_specfun_bessel_i_complex (s18de) are accurate to less than half of
machine precision. This error exit may occur when either
$\mathrm{abs}\left({\mathbf{z}}\right)$ or
${\mathbf{fnu}}+{\mathbf{n}}1$ is greater than a machinedependent threshold value.
 ${\mathbf{ifail}}=4$

No computation has been performed because the errors due to argument reduction in elementary functions mean that all precision in results returned by nag_specfun_bessel_i_complex (s18de) would be lost. This error exit may occur when either $\mathrm{abs}\left({\mathbf{z}}\right)$ or ${\mathbf{fnu}}+{\mathbf{n}}1$ is greater than a machinedependent threshold value.
 ${\mathbf{ifail}}=5$

No results are returned because the algorithm termination condition has not been met. This may occur because the arguments supplied to nag_specfun_bessel_i_complex (s18de) would have caused overflow or underflow.
 ${\mathbf{ifail}}=99$
An unexpected error has been triggered by this routine. Please
contact
NAG.
 ${\mathbf{ifail}}=399$
Your licence key may have expired or may not have been installed correctly.
 ${\mathbf{ifail}}=999$
Dynamic memory allocation failed.
Accuracy
All constants in nag_specfun_bessel_i_complex (s18de) are given to approximately $18$ digits of precision. Calling the number of digits of precision in the floatingpoint arithmetic being used $t$, then clearly the maximum number of correct digits in the results obtained is limited by $p=\mathrm{min}\phantom{\rule{0.125em}{0ex}}\left(t,18\right)$. Because of errors in argument reduction when computing elementary functions inside nag_specfun_bessel_i_complex (s18de), the actual number of correct digits is limited, in general, by $ps$, where $s\approx \mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,\left{\mathrm{log}}_{10}\leftz\right\right,\left{\mathrm{log}}_{10}\nu \right\right)$ represents the number of digits lost due to the argument reduction. Thus the larger the values of $\leftz\right$ and $\nu $, the less the precision in the result. If nag_specfun_bessel_i_complex (s18de) is called with ${\mathbf{n}}>1$, then computation of function values via recurrence may lead to some further small loss of accuracy.
If function values which should nominally be identical are computed by calls to nag_specfun_bessel_i_complex (s18de) with different base values of $\nu $ and different ${\mathbf{n}}$, the computed values may not agree exactly. Empirical tests with modest values of $\nu $ and $z$ have shown that the discrepancy is limited to the least significant $3$ – $4$ digits of precision.
Further Comments
The time taken for a call of nag_specfun_bessel_i_complex (s18de) is approximately proportional to the value of ${\mathbf{n}}$, plus a constant. In general it is much cheaper to call nag_specfun_bessel_i_complex (s18de) with ${\mathbf{n}}$ greater than $1$, rather than to make $N$ separate calls to nag_specfun_bessel_i_complex (s18de).
Paradoxically, for some values of $z$ and $\nu $, it is cheaper to call nag_specfun_bessel_i_complex (s18de) with a larger value of ${\mathbf{n}}$ than is required, and then discard the extra function values returned. However, it is not possible to state the precise circumstances in which this is likely to occur. It is due to the fact that the base value used to start recurrence may be calculated in different regions for different ${\mathbf{n}}$, and the costs in each region may differ greatly.
Note that if the function required is
${I}_{0}\left(x\right)$ or
${I}_{1}\left(x\right)$, i.e.,
$\nu =0.0$ or
$1.0$, where
$x$ is real and positive, and only a single function value is required, then it may be much cheaper to call
nag_specfun_bessel_i0_real (s18ae),
nag_specfun_bessel_i1_real (s18af),
nag_specfun_bessel_i0_scaled (s18ce) or
nag_specfun_bessel_i1_scaled (s18cf), depending on whether a scaled result is required or not.
Example
This example prints a caption and then proceeds to read sets of data from the input data stream. The first datum is a value for the order
fnu, the second is a complex value for the argument,
z, and the third is a character value
to set the argument
scal. The program calls the function with
${\mathbf{n}}=2$ to evaluate the function for orders
fnu and
${\mathbf{fnu}}+1$, and it prints the results. The process is repeated until the end of the input data stream is encountered.
Open in the MATLAB editor:
s18de_example
function s18de_example
fprintf('s18de example results\n\n');
n = int64(2);
nu = [0 2.3 2.12 5.5 5.5];
z = [0.3  0.4i; 2 + 0i; 1 + 0i; 6.1 + 9.8i; 6.1 + 9.8i];
scal = {'U'; 'U'; 'U'; 'U'; 'S'};
fprintf(' nu z scaled?');
fprintf(' I_{nu+%d}(z) ',[1:n]);
fprintf(' nz\n');
for i=1:numel(nu)
[cy, nz, ifail] = s18de(nu(i), complex(z(i)), n, scal{i});
fprintf('%7.3f %7.3f%+7.3fi', nu(i), real(z(i)), imag(z(i)));
if scal{i} == 'U'
fprintf(' unscaled');
else
fprintf(' scaled');
end
for j = 1:n
fprintf(' %7.3f%+8.3fi', real(cy(j)), imag(cy(j)));
end
fprintf('%3d\n',nz);
end
s18de example results
nu z scaled? I_{nu+1}(z) I_{nu+2}(z) nz
0.000 0.300 0.400i unscaled 0.982 0.059i 0.143 0.203i 0
2.300 2.000 +0.000i unscaled 0.500 +0.000i 0.142 +0.000i 0
2.120 1.000 +0.000i unscaled 0.103 +0.041i 0.016 0.006i 0
5.500 6.100 +9.800i unscaled 22.534 +13.710i 19.635 1.660i 0
5.500 6.100 +9.800i scaled 0.051 +0.031i 0.044 0.004i 0
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