NAG Library Function Document
nag_bessel_k1 (s18adc)
1
Purpose
nag_bessel_k1 (s18adc) returns the value of the modified Bessel function .
2
Specification
#include <nag.h> |
#include <nags.h> |
double |
nag_bessel_k1 (double x,
NagError *fail) |
|
3
Description
nag_bessel_k1 (s18adc) evaluates an approximation to the modified Bessel function of the second kind .
Note: is undefined for and the function will fail for such arguments.
The function is based on five Chebyshev expansions:
For
,
For
,
For
,
For
,
For
near zero,
. This approximation is used when
is sufficiently small for the result to be correct to
machine precision. For very small
on some machines, it is impossible to calculate
without overflow and the function must fail.
For large , where there is a danger of underflow due to the smallness of , the result is set exactly to zero.
4
References
Abramowitz M and Stegun I A (1972) Handbook of Mathematical Functions (3rd Edition) Dover Publications
5
Arguments
- 1:
– doubleInput
-
On entry: the argument of the function.
Constraint:
.
- 2:
– NagError *Input/Output
-
The NAG error argument (see
Section 3.7 in How to Use the NAG Library and its Documentation).
6
Error Indicators and Warnings
- NE_ALLOC_FAIL
-
Dynamic memory allocation failed.
See
Section 2.3.1.2 in How to Use the NAG Library and its Documentation for further information.
- 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.
See
Section 2.7.6 in How to Use the NAG Library and its Documentation for further information.
- NE_NO_LICENCE
-
Your licence key may have expired or may not have been installed correctly.
See
Section 2.7.5 in How to Use the NAG Library and its Documentation for further information.
- NE_REAL_ARG_LE
-
On entry, .
Constraint: .
is undefined and the function returns zero.
- NE_REAL_ARG_TOO_SMALL
-
On entry,
.
Constraint:
.
x is too small, there is a danger of overflow and the function returns approximately the largest representable value.
7
Accuracy
Let and be the relative errors in the argument and result respectively.
If
is somewhat larger than the
machine precision (i.e., if
is due to data errors etc.), then
and
are approximately related by:
Figure 1 shows the behaviour of the error amplification factor
However if is of the same order as the machine precision, then rounding errors could make slightly larger than the above relation predicts.
For small , and there is no amplification of errors.
For large , and we have strong amplification of the relative error. Eventually , which is asymptotically given by , becomes so small that it cannot be calculated without underflow and hence the function will return zero. Note that for large the errors will be dominated by those of the standard function exp.
8
Parallelism and Performance
nag_bessel_k1 (s18adc) is not threaded in any implementation.
None.
10
Example
This example reads values of the argument from a file, evaluates the function at each value of and prints the results.
10.1
Program Text
Program Text (s18adce.c)
10.2
Program Data
Program Data (s18adce.d)
10.3
Program Results
Program Results (s18adce.r)