English

Algorithm xxx: Modified Bessel functions of imaginary order and positive argument

Mathematical Software 2007-05-23 v1 Numerical Analysis Numerical Analysis

Abstract

Fortran 77 programs for the computation of modified Bessel functions of purely imaginary order are presented. The codes compute the functions Kia(x)K_{ia}(x), Lia(x)L_{ia}(x) and their derivatives for real aa and positive xx; these functions are independent solutions of the differential equation x2w+xw+(a2x2)w=0x^2 w'' +x w' +(a^2 -x^2)w=0. The code also computes exponentially scaled functions. The range of computation is (x,a)(0,1500]×[1500,1500](x,a)\in (0,1500]\times [-1500,1500] when scaled functions are considered and it is larger than (0,500]×[400,400](0,500]\times [-400,400] for standard IEEE double precision arithmetic. The relative accuracy is better than 101310^{-13} in the range (0,200]×[200,200](0,200]\times [-200,200] and close to 101210^{-12} in (0,1500]×[1500,1500](0,1500]\times [-1500,1500].

Cite

@article{arxiv.cs/0401008,
  title  = {Algorithm xxx: Modified Bessel functions of imaginary order and positive argument},
  author = {Amparo Gil and Javier Segura and Nico M. Temme},
  journal= {arXiv preprint arXiv:cs/0401008},
  year   = {2007}
}

Comments

6 pages, 4 figures. To appear in ACM T. Math. Software

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