NAG CL Interface
s18dec (bessel_​i_​complex)

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1 Purpose

s18dec returns a sequence of values for the modified Bessel functions Iν+n(z) for complex z, non-negative ν and n=0,1,,N-1, with an option for exponential scaling.

2 Specification

#include <nag.h>
void  s18dec (double fnu, Complex z, Integer n, Nag_ScaleResType scal, Complex cy[], Integer *nz, NagError *fail)
The function may be called by the names: s18dec, nag_specfun_bessel_i_complex or nag_complex_bessel_i.

3 Description

s18dec evaluates a sequence of values for the modified Bessel function Iν(z), where z is complex, -π<argzπ, and ν is the real, non-negative order. The N-member sequence is generated for orders ν,ν+1,,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)=Iν(z)+ 2π sin(πν)Kν(z) may be used (for the Bessel function Kν(z), see s18dcc).
When N is greater than 1, extra values of Iν(z) are computed using recurrence relations.
For very large |z| or (ν+N-1), argument reduction will cause total loss of accuracy, and so no computation is performed. For slightly smaller |z| or (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

NIST Digital Library of Mathematical Functions
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 double Input
On entry: ν, the order of the first member of the sequence of functions.
Constraint: fnu0.0.
2: z Complex Input
On entry: the argument z of the functions.
3: n Integer Input
On entry: N, the number of members required in the sequence Iν(z),Iν+1(z),,Iν+N-1(z).
Constraint: n1.
4: scal Nag_ScaleResType Input
On entry: the scaling option.
The results are returned unscaled.
The results are returned scaled by the factor e-|Re(z)|.
Constraint: scal=Nag_UnscaleRes or Nag_ScaleRes.
5: cy[n] Complex Output
On exit: the N required function values: cy[i-1] contains I ν+i-1 (z) , for i=1,2,,N.
6: nz Integer * Output
On exit: the number of components of cy that are set to zero due to underflow.
If nz>0, then elements cy[n-nz],cy[n-nz+1],,cy[n-1] are set to zero.
7: fail NagError * Input/Output
The NAG error argument (see Section 7 in the Introduction to the NAG Library CL Interface).

6 Error Indicators and Warnings

Dynamic memory allocation failed.
See Section 3.1.2 in the Introduction to the NAG Library CL Interface for further information.
On entry, argument value had an illegal value.
On entry, n=value.
Constraint: n1.
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 7.5 in the Introduction to the NAG Library CL Interface for further information.
Your licence key may have expired or may not have been installed correctly.
See Section 8 in the Introduction to the NAG Library CL Interface for further information.
No computation because>value, scal=Nag_UnscaleRes.
On entry, fnu=value.
Constraint: fnu0.0.
No computation – algorithm termination condition not met.
No computation because |z|=value>value.
No computation because fnu+n-1=value>value.
Results lack precision because |z|=value>value.
Results lack precision because fnu+n-1=value>value.

7 Accuracy

All constants in 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 s18dec, the actual number of correct digits is limited, in general, by p-s, where s max(1,|log10|z||,|log10ν|) 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 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 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 34 digits of precision.

8 Parallelism and Performance

Background information to multithreading can be found in the Multithreading documentation.
s18dec is not threaded in any implementation.

9 Further Comments

The time taken for a call of s18dec is approximately proportional to the value of n, plus a constant. In general it is much cheaper to call s18dec with n greater than 1, rather than to make N separate calls to s18dec.
Paradoxically, for some values of z and ν, it is cheaper to call 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 I0(x) or I1(x), i.e., ν=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 s18aec, s18afc, s18cec or 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.

10.1 Program Text

Program Text (s18dece.c)

10.2 Program Data

Program Data (s18dece.d)

10.3 Program Results

Program Results (s18dece.r)