NAG Library Function Document

nag_complex_bessel_i (s18dec)

+− Contents

1 Purpose

2 Specification

3 Description

4 References

5 Arguments

6 Error Indicators and Warnings

7 Accuracy

8 Parallelism and Performance

9 Further Comments

+− 10 Example

10.1 Program Text

10.2 Program Data

10.3 Program Results

1 Purpose

nag_complex_bessel_i (s18dec) returns a sequence of values for the modified Bessel functions

I_{ν + n} (z)

for complex

z

, non-negative

ν

and

n = 0, 1, \dots, N - 1

, with an option for exponential scaling.

2 Specification

#include <nag.h>

#include <nags.h>

void	nag_complex_bessel_i (double fnu, Complex z, Integer n, Nag_ScaleResType scal, Complex cy[], Integer nz, NagError fail)

3 Description

nag_complex_bessel_i (s18dec) evaluates a sequence of values for the modified Bessel function

I_{ν} (z)

, where

z

is complex,

- π < \arg z \leq π

, and

ν

is the real, non-negative order. The

N

-member sequence is generated for orders

ν, ν + 1, \dots, ν + N - 1

. Optionally, the sequence is scaled by the factor

e^{- |Re (z)|}

The function is derived from the function CBESI in Amos (1986).

Note: although the function may not be called with

ν

less than zero, for negative orders the formula

I_{- ν} (z) = I_{ν} (z) + \frac{2}{π} \sin (π ν) K_{ν} (z)

may be used (for the Bessel function

K_{ν} (z)

, see nag_complex_bessel_k (s18dcc)).

When

N

is greater than

1

, extra values of

I_{ν} (z)

are computed using recurrence relations.

For very large

|z|

(ν + N - 1)

, argument reduction will cause total loss of accuracy, and so no computation is performed. For slightly smaller

|z|

(ν + N - 1)

, the computation is performed but results are accurate to less than half of machine precision. If

Re (z)

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.

4 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 non-negative order ACM Trans. Math. Software 12 265–273

5 Arguments

1: fnu – doubleInput

On entry:

ν

, the order of the first member of the sequence of functions.

Constraint:

fnu \geq 0.0

2: z – ComplexInput

On entry: the argument

z

of the functions.

3: n – IntegerInput

On entry:

N

, the number of members required in the sequence

I_{ν} (z), I_{ν + 1} (z), \dots, I_{ν + N - 1} (z)

Constraint:

n \geq 1

4: scal – Nag_ScaleResTypeInput

On entry: the scaling option.

$scal = Nag_UnscaleRes$: The results are returned unscaled.
$scal = Nag_ScaleRes$: The results are returned scaled by the factor $e^{- |Re (z)|}$ .

Constraint:

scal = Nag_UnscaleRes

Nag_ScaleRes

5: cy[n] – ComplexOutput

On exit: the

N

required function values:

cy [i - 1]

contains

I_{ν + i - 1} (z)

, for

i = 1, 2, \dots, N

6: nz – Integer *Output

On exit: the number of components of cy that are set to zero due to underflow.

nz > 0

, then elements

cy [n - nz], cy [n - nz + 1], \dots, cy [n - 1]

are set to zero.

7: fail – NagError *Input/Output

The NAG error argument (see Section 3.6 in the Essential Introduction).

6 Error Indicators and Warnings

NE_BAD_PARAM: On entry, argument $⟨value⟩$ had an illegal value.
NE_INT: On entry, $n = ⟨value⟩$ .
Constraint: $n \geq 1$ .
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: No computation because $z . re = ⟨value⟩ > ⟨value⟩$ , $scal = Nag_UnscaleRes$ .
NE_REAL: On entry, $fnu = ⟨value⟩$ .
Constraint: $fnu \geq 0.0$ .
NE_TERMINATION_FAILURE: No computation – algorithm termination condition not met.
NE_TOTAL_PRECISION_LOSS: No computation because $|z| = ⟨value⟩ > ⟨value⟩$ .
No computation because $fnu + n - 1 = ⟨value⟩ > ⟨value⟩$ .
NW_SOME_PRECISION_LOSS: Results lack precision because $|z| = ⟨value⟩ > ⟨value⟩$ .
Results lack precision because $fnu + n - 1 = ⟨value⟩ > ⟨value⟩$ .

7 Accuracy

All constants in nag_complex_bessel_i (s18dec) are given to approximately

18

digits of precision. Calling the number of digits of precision in the floating-point arithmetic being used

t

, then clearly the maximum number of correct digits in the results obtained is limited by

p = \min (t, 18)

. Because of errors in argument reduction when computing elementary functions inside nag_complex_bessel_i (s18dec), the actual number of correct digits is limited, in general, by

p - s

, where

s \approx \max (1, |\log_{10} |z||, |\log_{10} ν|)

represents the number of digits lost due to the argument reduction. Thus the larger the values of

|z|

and

ν

, the less the precision in the result. If nag_complex_bessel_i (s18dec) is called with

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_complex_bessel_i (s18dec) with different base values of

ν

and different

n

, the computed values may not agree exactly. Empirical tests with modest values of

ν

and

z

have shown that the discrepancy is limited to the least significant

3

–

4

digits of precision.

8 Parallelism and Performance

Not applicable.

9 Further Comments

The time taken for a call of nag_complex_bessel_i (s18dec) is approximately proportional to the value of

n

, plus a constant. In general it is much cheaper to call nag_complex_bessel_i (s18dec) with

n

greater than

1

, rather than to make

N

separate calls to nag_complex_bessel_i (s18dec).

Paradoxically, for some values of

z

and

ν

, it is cheaper to call nag_complex_bessel_i (s18dec) with a larger value of

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

n

, and the costs in each region may differ greatly.

Note that if the function required is

I_{0} (x)

I_{1} (x)

, i.e.,

ν = 0.0

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_bessel_i0 (s18aec), nag_bessel_i1 (s18afc), nag_bessel_i0_scaled (s18cec) or nag_bessel_i1_scaled (s18cfc), depending on whether a scaled result is required or not.

10 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 used as a flag to set the argument scal. The program calls the function with

n = 2

to evaluate the function for orders fnu and

fnu + 1

, and it prints the results. The process is repeated until the end of the input data stream is encountered.

NAG Library Function Documentnag_complex_bessel_i (s18dec)

+− Contents

1 Purpose

2 Specification

3 Description

4 References

5 Arguments

6 Error Indicators and Warnings

7 Accuracy

8 Parallelism and Performance

9 Further Comments

10 Example

10.1 Program Text

10.2 Program Data

10.3 Program Results

NAG Library Function Document

nag_complex_bessel_i (s18dec)