NAG Library Function Document
nag_bessel_i1_vector (s18atc)
1
Purpose
nag_bessel_i1_vector (s18atc) returns an array of values for the modified Bessel function .
2
Specification
#include <nag.h> |
#include <nags.h> |
void |
nag_bessel_i1_vector (Integer n,
const double x[],
double f[],
Integer ivalid[],
NagError *fail) |
|
3
Description
nag_bessel_i1_vector (s18atc) evaluates an approximation to the modified Bessel function of the first kind for an array of arguments , for .
Note: , so the approximation need only consider .
The function is based on three Chebyshev expansions:
For
,
For
,
For
,
For small
,
. This approximation is used when
is sufficiently small for the result to be correct to
machine precision.
For large , the function must fail because 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:
– IntegerInput
-
On entry: , the number of points.
Constraint:
.
- 2:
– const doubleInput
-
On entry: the argument of the function, for .
- 3:
– doubleOutput
-
On exit: , the function values.
- 4:
– IntegerOutput
-
On exit:
contains the error code for
, for
.
- No error.
- is too large. contains the approximate value of at the nearest valid argument. The threshold value is the same as for NE_REAL_ARG_GT in nag_bessel_i1 (s18afc), as defined in the Users' Note for your implementation.
- 5:
– 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_BAD_PARAM
-
On entry, argument had an illegal value.
- NE_INT
-
On entry, .
Constraint: .
- 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.
- NW_IVALID
-
On entry, at least one value of
x was invalid.
Check
ivalid for more information.
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 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 errors. However, for quite moderate values of (, the threshold value), the function must fail because would overflow; hence in practice the loss of accuracy for close to is not excessive and the errors will be dominated by those of the standard function exp.
8
Parallelism and Performance
nag_bessel_i1_vector (s18atc) is not threaded in any implementation.
None.
10
Example
This example reads values of
x from a file, evaluates the function at each value of
and prints the results.
10.1
Program Text
Program Text (s18atce.c)
10.2
Program Data
Program Data (s18atce.d)
10.3
Program Results
Program Results (s18atce.r)