NAG Library Function Document

nag_complex_bessel_y (s17dcc)

▸▿ 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_y (s17dcc) returns a sequence of values for the Bessel functions

Y_{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_y (double fnu, Complex z, Integer n, Nag_ScaleResType scal, Complex cy[], Integer nz, NagError fail)

3 Description

nag_complex_bessel_y (s17dcc) evaluates a sequence of values for the Bessel function

Y_{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^{- |Im (z)|}

Note: although the function may not be called with

ν

less than zero, for negative orders the formula

Y_{- ν} (z) = Y_{ν} (z) \cos (π ν) + J_{ν} (z) \sin (π ν)

may be used (for the Bessel function

J_{ν} (z)

, see nag_complex_bessel_j (s17dec)).

The function is derived from the function CBESY in Amos (1986). It is based on the relation

Y_{ν} (z) = \frac{H_{ν}^{(1)} (z) - H_{ν}^{(2)} (z)}{2 i}

, where

H_{ν}^{(1)} (z)

and

H_{ν}^{(2)} (z)

are the Hankel functions of the first and second kinds respectively (see nag_complex_hankel (s17dlc)).

When

N

is greater than

1

, extra values of

Y_{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

|z|

is very small, near the machine underflow threshold, or

(ν + N - 1)

is too large, 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:

z

, the argument of the functions.

Constraint:

z \neq (0.0, 0.0)

3: $n$ – IntegerInput

On entry:

N

, the number of members required in the sequence

Y_{ν} (z), Y_{ν + 1} (z), \dots, Y_{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 $e^{- |Im (z)|}$ .

Constraint:

scal = Nag_UnscaleRes

Nag_ScaleRes

5: $cy [n]$ – ComplexOutput

On exit: the

N

required function values:

cy [i - 1]

contains

Y_{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. The positions of such components in the array cy are arbitrary.

7: $fail$ – NagError *Input/Output

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

6 Error Indicators and Warnings

NE_ALLOC_FAIL: Dynamic memory allocation failed.
See Section 3.2.1.2 in the Essential Introduction for further information.
NE_BAD_PARAM: On entry, argument $〈value〉$ had an illegal value.
NE_COMPLEX_ZERO: On entry, $z = (0.0, 0.0)$ .
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.

An unexpected error has been triggered by this function. Please contact NAG.
See Section 3.6.6 in the Essential Introduction for further information.
NE_NO_LICENCE: Your licence key may have expired or may not have been installed correctly.
See Section 3.6.5 in the Essential Introduction for further information.
NE_OVERFLOW_LIKELY: No computation because $|z| = 〈value〉 < 〈value〉$ .

No computation because $fnu + n - 1 = 〈value〉$ is too large.

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_y (s17dcc) 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_y (s17dcc), 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_y (s17dcc) 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_y (s17dcc) 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_y (s17dcc) is approximately proportional to the value of

n

, plus a constant. In general it is much cheaper to call nag_complex_bessel_y (s17dcc) with

n

greater than

1

, rather than to make

N

separate calls to nag_complex_bessel_y (s17dcc).

Paradoxically, for some values of

z

and

ν

, it is cheaper to call nag_complex_bessel_y (s17dcc) 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

Y_{0} (x)

Y_{1} (x)

, i.e.,

ν = 0.0

1.0

, where

x

is real and positive, and only a single unscaled function value is required, then it may be much cheaper to call nag_bessel_y0 (s17acc) or nag_bessel_y1 (s17adc) respectively.

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_y (s17dcc)

▸▿ 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_y (s17dcc)