nag_bessel_i1 (s18afc) (PDF version)
s Chapter Contents
s Chapter Introduction
NAG Library Manual

NAG Library Function Document

nag_bessel_i1 (s18afc)

+ Contents

    1  Purpose
    7  Accuracy

1  Purpose

nag_bessel_i1 (s18afc) returns a value for the modified Bessel function I1x.

2  Specification

#include <nag.h>
#include <nags.h>
double  nag_bessel_i1 (double x, NagError *fail)

3  Description

nag_bessel_i1 (s18afc) evaluates an approximation to the modified Bessel function of the first kind I1x.
Note:  I1-x=-I1x, so the approximation need only consider x0.
The function is based on three Chebyshev expansions:
For 0<x4,
I1x=xr=0arTrt,   where ​t=2 x4 2-1;
For 4<x12,
I1x=exr=0brTrt,   where ​t=x-84;
For x>12,
I1x=exx r=0crTrt,   where ​t=2 12x -1.
For small x, I1xx. This approximation is used when x is sufficiently small for the result to be correct to machine precision.
For large x, the function must fail because I1x cannot be represented without overflow.

4  References

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

5  Arguments

1:     xdoubleInput
On entry: the argument x of the function.
2:     failNagError *Input/Output
The NAG error argument (see Section 3.6 in the Essential Introduction).

6  Error Indicators and Warnings

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_REAL_ARG_GT
On entry, x=value.
Constraint: xvalue.
x is too large and the function returns the approximate value of I 1 x  at the nearest valid argument.

7  Accuracy

Let δ and ε be the relative errors in the argument and result respectively.
If δ is somewhat larger than the machine precision (i.e., if δ is due to data errors etc.), then ε and δ are approximately related by:
ε xI0x- I1x I1 x δ.
Figure 1 shows the behaviour of the error amplification factor
xI0x - I1x I1x .
Figure 1
Figure 1
However, if δ is of the same order as machine precision, then rounding errors could make ε slightly larger than the above relation predicts.
For small x, εδ and there is no amplification of errors.
For large x, εxδ and we have strong amplification of errors. However the function must fail for quite moderate values of x because I1x would overflow; hence in practice the loss of accuracy for large x is not excessive. Note that for large x, the errors will be dominated by those of the standard math library function exp.

8  Parallelism and Performance

Not applicable.

9  Further Comments

None.

10  Example

This example reads values of the argument x from a file, evaluates the function at each value of x and prints the results.

10.1  Program Text

Program Text (s18afce.c)

10.2  Program Data

Program Data (s18afce.d)

10.3  Program Results

Program Results (s18afce.r)

Produced by GNUPLOT 4.4 patchlevel 0 0 2 4 6 8 10 0 0.5 1 1.5 2 2.5 3 3.5 4 I1(x) x Example Program Returned Values for the Bessel Function I1(x)

nag_bessel_i1 (s18afc) (PDF version)
s Chapter Contents
s Chapter Introduction
NAG Library Manual

© The Numerical Algorithms Group Ltd, Oxford, UK. 2014